Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 124,719
Positions
6,082 63,319 236 11,666 6,508 251 46,623 31,401 3,934 8,924 987 0 47,003 18,083
Changes from: July 12, 2011 Total Change is: 13,095
-1,079 7,639 -204 85 10 -27 13,507 2,795 534 1,285 987 0 -1,006 1,361
Percent of Open Interest Represented by Each Category of Trader
4.9 50.8 0.2 9.4 5.2 0.2 37.4 25.2 3.2 7.2 0.8 0.0 37.7 14.5
Number of Traders in Each Category Total Traders: 90
5 17 . 4 4 . 31 16 4 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 52,133
Positions
4,137 29,447 115 1,336 1,112 133 20,104 8,763 47 408 0 0 25,853 12,516
Changes from: July 12, 2011 Total Change is: 3,503
1,513 3,529 27 84 -15 -25 2,140 -303 -10 0 0 0 -226 300
Percent of Open Interest Represented by Each Category of Trader
7.9 56.5 0.2 2.6 2.1 0.3 38.6 16.8 0.1 0.8 0.0 0.0 49.6 24.0
Number of Traders in Each Category Total Traders: 46
5 11 . . . . 19 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 98,291
Positions
40,867 4,221 680 4,930 29,769 875 30,668 32,990 926 615 4,851 0 18,730 23,979
Changes from: July 12, 2011 Total Change is: -22,843
-20,241 2,203 -145 379 -334 -91 -2,005 -18,392 47 -565 -222 0 -222 -5,909
Percent of Open Interest Represented by Each Category of Trader
41.6 4.3 0.7 5.0 30.3 0.9 31.2 33.6 0.9 0.6 4.9 0.0 19.1 24.4
Number of Traders in Each Category Total Traders: 82
13 5 . 4 13 4 22 19 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 129,653
Positions
7,824 69,853 899 28,440 8,315 359 56,533 16,519 192 1,424 4,341 0 33,982 29,175
Changes from: July 12, 2011 Total Change is: 13,807
-1,062 17,013 126 1,591 170 -69 10,833 -842 109 -14 223 0 2,293 -2,923
Percent of Open Interest Represented by Each Category of Trader
6.0 53.9 0.7 21.9 6.4 0.3 43.6 12.7 0.1 1.1 3.3 0.0 26.2 22.5
Number of Traders in Each Category Total Traders: 107
9 17 4 9 7 . 33 21 6 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 180,314
Positions
43,685 40,685 3,367 30,521 26,509 1,974 35,357 52,885 1,363 20,008 6,732 526 43,513 46,273
Changes from: July 12, 2011 Total Change is: -5,227
9,851 -822 1,004 -1,009 482 -477 -11,434 -4,242 909 4,880 824 302 -9,253 -3,207
Percent of Open Interest Represented by Each Category of Trader
24.2 22.6 1.9 16.9 14.7 1.1 19.6 29.3 0.8 11.1 3.7 0.3 24.1 25.7
Number of Traders in Each Category Total Traders: 153
20 14 7 15 16 11 27 42 12 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 128,712
Positions
3,244 95,209 269 3,015 5,363 323 87,138 12,970 15 1,379 0 0 33,329 14,563
Changes from: July 12, 2011 Total Change is: 8,009
-703 9,248 -88 143 1,495 144 9,223 -1,947 -146 -266 0 0 -298 -697
Percent of Open Interest Represented by Each Category of Trader
2.5 74.0 0.2 2.3 4.2 0.3 67.7 10.1 0.0 1.1 0.0 0.0 25.9 11.3
Number of Traders in Each Category Total Traders: 73
5 16 . . 5 . 28 12 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 102,401
Positions
42,848 60,676 26,291 0 0 0 30,168 14,411 594 1,645 0 0 855 429
Changes from: July 12, 2011 Total Change is: -1,172
232 213 437 0 0 0 125 -188 2 0 0 0 -1,968 -1,636
Percent of Open Interest Represented by Each Category of Trader
41.8 59.3 25.7 0.0 0.0 0.0 29.5 14.1 0.6 1.6 0.0 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 27
8 12 13 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,263
Positions
8,739 86,156 440 13,958 1,302 0 98,666 42,488 625 4,686 1,929 0 8,149 2,323
Changes from: July 12, 2011 Total Change is: -10,511
1,838 -8,495 -10 176 0 -111 -12,658 -2,463 378 239 0 0 -363 190
Percent of Open Interest Represented by Each Category of Trader
6.5 63.7 0.3 10.3 1.0 0.0 72.9 31.4 0.5 3.5 1.4 0.0 6.0 1.7
Number of Traders in Each Category Total Traders: 115
9 13 . 9 . 0 57 14 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,044
Positions
10,245 7,076 66 2,319 0 0 3,277 279 17 555 10,399 0 1,565 207
Changes from: July 12, 2011 Total Change is: -19,834
-19,232 -19,946 0 -6 0 0 -748 -124 0 30 300 0 122 -64
Percent of Open Interest Represented by Each Category of Trader
56.8 39.2 0.4 12.9 0.0 0.0 18.2 1.5 0.1 3.1 57.6 0.0 8.7 1.1
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 31,072
Positions
2,083 26,083 1 267 232 0 22,583 2,986 114 1,175 0 0 4,849 1,656
Changes from: July 12, 2011 Total Change is: 1,327
-74 1,938 0 8 0 0 436 -1,156 114 214 0 0 629 431
Percent of Open Interest Represented by Each Category of Trader
6.7 83.9 0.0 0.9 0.7 0.0 72.7 9.6 0.4 3.8 0.0 0.0 15.6 5.3
Number of Traders in Each Category Total Traders: 41
. 8 . . . 0 17 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 76,111
Positions
20,391 48,305 4,117 3,777 2,247 615 30,071 8,715 4,598 3,326 1,455 731 8,485 5,330
Changes from: July 12, 2011 Total Change is: 2,664
485 997 1,625 47 226 -10 1,417 -561 149 521 239 0 -1,569 0
Percent of Open Interest Represented by Each Category of Trader
26.8 63.5 5.4 5.0 3.0 0.8 39.5 11.4 6.0 4.4 1.9 1.0 11.1 7.0
Number of Traders in Each Category Total Traders: 102
18 14 7 7 5 . 34 13 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 15,719
Positions
7,759 13,191 0 686 243 0 4,709 259 31 731 499 0 1,803 1,496
Changes from: July 12, 2011 Total Change is: 1,089
1,498 997 0 -20 25 0 368 0 0 0 0 0 -757 67
Percent of Open Interest Represented by Each Category of Trader
49.4 83.9 0.0 4.4 1.5 0.0 30.0 1.6 0.2 4.7 3.2 0.0 11.5 9.5
Number of Traders in Each Category Total Traders: 21
7 5 0 . . 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 120,784
Positions
32,973 77,936 525 6,182 4,007 1,230 59,782 25,969 76 6,652 3,373 0 13,364 7,668
Changes from: July 12, 2011 Total Change is: 3,150
1,199 3,225 24 133 402 -19 2,406 -814 -11 1,042 477 0 -1,624 -134
Percent of Open Interest Represented by Each Category of Trader
27.3 64.5 0.4 5.1 3.3 1.0 49.5 21.5 0.1 5.5 2.8 0.0 11.1 6.3
Number of Traders in Each Category Total Traders: 98
18 13 4 6 4 . 33 17 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 792,364
Positions
47,491 208,472 31,210 386,546 132,649 57,979 80,779 153,187 33,546 22,089 76,632 10,136 122,588 88,553
Changes from: July 12, 2011 Total Change is: -3,078
-773 -6,743 5,464 -1,658 -2,202 -608 -8,220 -1,570 4,895 -1,603 -1,806 48 -623 -555
Percent of Open Interest Represented by Each Category of Trader
6.0 26.3 3.9 48.8 16.7 7.3 10.2 19.3 4.2 2.8 9.7 1.3 15.5 11.2
Number of Traders in Each Category Total Traders: 520
31 48 22 109 59 59 93 122 69 27 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 272,520
Positions
20,805 112,922 2,902 120,421 36,188 10,430 26,801 32,676 1,706 4,846 33,394 7,748 76,861 34,554
Changes from: July 12, 2011 Total Change is: -2,636
-1,907 -1,110 670 -3,328 160 -54 220 2,994 -36 -523 -1,187 0 2,322 -4,073
Percent of Open Interest Represented by Each Category of Trader
7.6 41.4 1.1 44.2 13.3 3.8 9.8 12.0 0.6 1.8 12.3 2.8 28.2 12.7
Number of Traders in Each Category Total Traders: 115
10 16 6 28 12 12 15 25 9 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,599,222
Positions
206,697 551,015 68,272 1,342,120 493,797 226,253 382,409 715,077 46,680 86,216 216,192 11,942 228,633 269,994
Changes from: July 12, 2011 Total Change is: -2,209
35,388 1,551 -5,746 10,241 -9,920 -4,662 -19,119 258 1,573 -7,621 -5,315 2,461 -14,724 17,591
Percent of Open Interest Represented by Each Category of Trader
8.0 21.2 2.6 51.6 19.0 8.7 14.7 27.5 1.8 3.3 8.3 0.5 8.8 10.4
Number of Traders in Each Category Total Traders: 488
30 44 13 93 56 54 93 118 52 24 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 109,993
Positions
12,423 42,599 66 59,618 39,601 2,882 23,596 16,043 11 2,436 3,695 0 8,961 5,096
Changes from: July 12, 2011 Total Change is: -2,714
89 -4,456 0 -1,259 2,109 -389 -1,865 -1,573 11 950 40 0 -251 1,544
Percent of Open Interest Represented by Each Category of Trader
11.3 38.7 0.1 54.2 36.0 2.6 21.5 14.6 0.0 2.2 3.4 0.0 8.1 4.6
Number of Traders in Each Category Total Traders: 100
10 11 . 35 12 10 16 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 91,279
Positions
16,781 44,319 4,289 13,370 7,419 1,535 34,808 14,488 8,950 2,003 5,791 98 9,444 4,390
Changes from: July 12, 2011 Total Change is: 3,691
-939 1,754 1,971 1,087 332 -111 2,281 99 351 -129 899 98 -918 -1,702
Percent of Open Interest Represented by Each Category of Trader
18.4 48.6 4.7 14.6 8.1 1.7 38.1 15.9 9.8 2.2 6.3 0.1 10.3 4.8
Number of Traders in Each Category Total Traders: 236
20 33 6 25 19 10 74 46 14 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 18,514
Positions
5,369 13,616 0 334 0 0 8,223 466 0 0 2,496 0 4,588 1,936
Changes from: July 12, 2011 Total Change is: 2,179
1,149 2,694 -1 0 0 0 122 246 0 0 738 0 909 -1,498
Percent of Open Interest Represented by Each Category of Trader
29.0 73.5 0.0 1.8 0.0 0.0 44.4 2.5 0.0 0.0 13.5 0.0 24.8 10.5
Number of Traders in Each Category Total Traders: 21
5 7 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 363,827
Positions
76,583 173,040 1,922 65,181 37,096 7,673 176,274 113,455 1,404 10,017 16,474 491 24,282 12,272
Changes from: July 12, 2011 Total Change is: 7,560
-991 4,748 411 5,434 1,659 -557 12,715 1,187 -164 -646 803 491 -9,133 -1,018
Percent of Open Interest Represented by Each Category of Trader
21.0 47.6 0.5 17.9 10.2 2.1 48.4 31.2 0.4 2.8 4.5 0.1 6.7 3.4
Number of Traders in Each Category Total Traders: 235
20 33 . 25 19 10 73 47 9 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 410,018
Positions
170,442 47,479 10,108 111,388 154,373 31,825 59,699 125,192 3,656 2,386 20,573 30 20,484 16,782
Changes from: July 12, 2011 Total Change is: -8,898
-5,791 3,106 -566 -1,916 -2,734 126 -809 -6,817 -339 54 -1,302 -75 418 -297
Percent of Open Interest Represented by Each Category of Trader
41.6 11.6 2.5 27.2 37.7 7.8 14.6 30.5 0.9 0.6 5.0 0.0 5.0 4.1
Number of Traders in Each Category Total Traders: 259
19 18 . 49 46 30 47 60 11 4 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 37,432
Positions
9,118 8,200 15 10,491 0 1,862 6,168 14,515 0 894 4,065 0 8,884 8,775
Changes from: July 12, 2011 Total Change is: 1,662
-148 89 -20 1,117 0 -910 5 1,150 0 355 31 0 1,263 1,322
Percent of Open Interest Represented by Each Category of Trader
24.4 21.9 0.0 28.0 0.0 5.0 16.5 38.8 0.0 2.4 10.9 0.0 23.7 23.4
Number of Traders in Each Category Total Traders: 58
10 6 . 10 0 . 8 17 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 55,644
Positions
10,541 37,134 1,600 6,484 4,439 569 19,178 3,943 0 863 2,612 0 16,409 5,347
Changes from: July 12, 2011 Total Change is: 6,673
947 6,080 19 0 229 0 2,425 476 -30 261 438 0 3,051 -539
Percent of Open Interest Represented by Each Category of Trader
18.9 66.7 2.9 11.7 8.0 1.0 34.5 7.1 0.0 1.6 4.7 0.0 29.5 9.6
Number of Traders in Each Category Total Traders: 72
11 19 4 6 . . 19 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 33,675
Positions
574 5,269 493 19,372 15,772 4,813 4,021 6,471 4 415 0 0 3,983 853
Changes from: July 12, 2011 Total Change is: 392
574 -547 0 -958 2,430 -5 128 -1,527 0 0 0 0 653 41
Percent of Open Interest Represented by Each Category of Trader
1.7 15.6 1.5 57.5 46.8 14.3 11.9 19.2 0.0 1.2 0.0 0.0 11.8 2.5
Number of Traders in Each Category Total Traders: 46
. . . 16 16 10 6 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 47,520
Positions
8,896 15,686 1,298 18,459 4,998 1,822 7,998 18,031 478 1,734 646 213 6,622 4,348
Changes from: July 12, 2011 Total Change is: 420
366 171 184 191 956 -11 -706 -1,540 0 -52 4 16 432 640
Percent of Open Interest Represented by Each Category of Trader
18.7 33.0 2.7 38.8 10.5 3.8 16.8 37.9 1.0 3.6 1.4 0.4 13.9 9.1
Number of Traders in Each Category Total Traders: 58
8 6 . 14 7 5 10 8 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 19, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 645,396
Positions
14,158 109,208 947 314,013 124,814 76,342 75,632 111,194 4,997 12,306 88,014 0 147,001 129,880
Changes from: July 12, 2011 Total Change is: 10,452
-3,209 18,887 -279 7,278 313 3,462 -164 19,355 -3,030 319 -16,455 -103 6,178 -11,698
Percent of Open Interest Represented by Each Category of Trader
2.2 16.9 0.1 48.7 19.3 11.8 11.7 17.2 0.8 1.9 13.6 0.0 22.8 20.1
Number of Traders in Each Category Total Traders: 170
10 21 4 42 22 35 25 34 16 5 10 0
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 371,783
Positions
6,894 149,651 0 262,300 11,468 28,864 11,480 140,653 30 1,500 2,476 0 60,715 38,641
Changes from: July 12, 2011 Total Change is: 3,023
-1,164 3,127 -30 -7,230 132 7,765 1,622 2,871 0 0 -3,926 0 2,060 -6,916
Percent of Open Interest Represented by Each Category of Trader
1.9 40.3 0.0 70.6 3.1 7.8 3.1 37.8 0.0 0.4 0.7 0.0 16.3 10.4
Number of Traders in Each Category Total Traders: 74
. 11 0 34 5 15 . 17 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,022,805
Positions
92,784 126,595 954 315,634 375,769 95,704 339,147 132,462 33,593 32,386 101,612 6,358 106,245 149,758
Changes from: July 12, 2011 Total Change is: 26,485
45,065 7,750 -483 11,075 3,524 2,528 -19,623 14,005 -10,971 -7,310 1,319 -75 6,279 8,888
Percent of Open Interest Represented by Each Category of Trader
9.1 12.4 0.1 30.9 36.7 9.4 33.2 13.0 3.3 3.2 9.9 0.6 10.4 14.6
Number of Traders in Each Category Total Traders: 270
16 45 6 30 59 42 44 40 20 7 29 .
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,915,663
Positions
162,417 237,444 32,243 721,065 509,552 211,304 387,217 468,157 26,875 72,981 98,934 6,269 295,292 324,885
Changes from: July 12, 2011 Total Change is: 100,918
-14,763 19,813 5,702 59,420 6,085 9,374 6,142 40,939 2,673 25,866 2,132 1,962 4,542 12,238
Percent of Open Interest Represented by Each Category of Trader
8.5 12.4 1.7 37.6 26.6 11.0 20.2 24.4 1.4 3.8 5.2 0.3 15.4 17.0
Number of Traders in Each Category Total Traders: 281
30 37 18 35 58 48 47 49 28 6 19 .
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,564,850
Positions
162,483 142,553 6,751 303,689 665,069 120,189 504,433 226,110 46,999 189,146 87,271 6,375 224,785 263,533
Changes from: July 12, 2011 Total Change is: 32,075
30,310 10,955 -4,827 38,220 20,762 1,447 -44,613 6,559 14,896 -7,813 -352 0 4,455 -17,365
Percent of Open Interest Represented by Each Category of Trader
10.4 9.1 0.4 19.4 42.5 7.7 32.2 14.4 3.0 12.1 5.6 0.4 14.4 16.8
Number of Traders in Each Category Total Traders: 214
14 27 6 20 49 36 36 47 24 . 18 .
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 823,635
Positions
229,075 219,939 298,724 4,168 12,317 12,418 83,914 66,718 131,286 1,821 13,919 16,428 45,801 51,886
Changes from: July 12, 2011 Total Change is: 55,566
7,944 24,075 18,326 127 -492 222 14,665 7,330 8,609 0 -2,414 602 5,071 -692
Percent of Open Interest Represented by Each Category of Trader
27.8 26.7 36.3 0.5 1.5 1.5 10.2 8.1 15.9 0.2 1.7 2.0 5.6 6.3
Number of Traders in Each Category Total Traders: 141
22 38 50 4 8 6 20 29 34 . 9 6
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,025,499
Positions
917,059 3,715,129 1,850,082 3,447,760 435,379 138,633 1,225,163 906,149 1,345,769 48,854 486,094 127,738 924,441 1,020,526
Changes from: July 12, 2011 Total Change is: -81,990
73,824 -25,070 43,647 19,097 -3,951 -27,230 -126,989 -44,397 -48,353 1,356 30,122 -6,561 -10,781 -197
Percent of Open Interest Represented by Each Category of Trader
9.1 37.1 18.5 34.4 4.3 1.4 12.2 9.0 13.4 0.5 4.8 1.3 9.2 10.2
Number of Traders in Each Category Total Traders: 275
36 58 87 13 16 19 53 56 86 10 15 16
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,180
Positions
6,480 6,178 0 1,651 855 12 2,152 6,510 17 3,528 552 0 340 56
Changes from: July 12, 2011 Total Change is: -189
-759 -199 0 19 -4 0 525 0 0 0 15 0 26 -1
Percent of Open Interest Represented by Each Category of Trader
45.7 43.6 0.0 11.6 6.0 0.1 15.2 45.9 0.1 24.9 3.9 0.0 2.4 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 4 . 7 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 24,445
Positions
17,488 9,557 0 1,234 2,334 121 5,288 6,912 3 40 5,446 0 271 72
Changes from: July 12, 2011 Total Change is: 1,786
2,301 592 0 -10 293 63 -572 833 0 0 0 0 4 5
Percent of Open Interest Represented by Each Category of Trader
71.5 39.1 0.0 5.0 9.5 0.5 21.6 28.3 0.0 0.2 22.3 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 33
5 5 0 . 5 . 7 6 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,605
Positions
12,062 19,007 228 1,036 56 884 21,697 20,953 990 2,655 1,402 0 7,053 3,085
Changes from: July 12, 2011 Total Change is: -3,272
-1,099 358 21 168 -102 2 -1,192 -3,809 -406 302 124 0 -1,068 540
Percent of Open Interest Represented by Each Category of Trader
25.9 40.8 0.5 2.2 0.1 1.9 46.6 45.0 2.1 5.7 3.0 0.0 15.1 6.6
Number of Traders in Each Category Total Traders: 92
4 5 . . . . 32 21 6 20 5 0
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 227,512
Positions
63,342 60,990 39,524 7,260 1,622 5,176 10,635 28,737 34,083 10,159 4,306 24,707 32,626 28,367
Changes from: July 12, 2011 Total Change is: -2,531
-18,067 4,071 2,223 -1,319 -1,385 -168 468 -20,266 6,187 914 1,338 4,405 2,826 1,064
Percent of Open Interest Represented by Each Category of Trader
27.8 26.8 17.4 3.2 0.7 2.3 4.7 12.6 15.0 4.5 1.9 10.9 14.3 12.5
Number of Traders in Each Category Total Traders: 125
11 13 20 9 . 6 22 25 33 15 6 26
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Traders in Financial Futures- Futures Only Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,767
Positions
91 4,758 0 2,386 363 0 2,440 1,013 486 640 0 0 724 147
Changes from: July 12, 2011 Total Change is: 10
48 -129 0 0 0 0 127 15 0 0 0 0 -165 124
Percent of Open Interest Represented by Each Category of Trader
1.3 70.3 0.0 35.3 5.4 0.0 36.1 15.0 7.2 9.5 0.0 0.0 10.7 2.2
Number of Traders in Each Category Total Traders: 23
. . 0 4 . 0 8 . . . 0 0
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Updated July 22, 2011