Traders in Financial Futures- Futures Only Positions as of July 26, 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 128,807
Positions
8,114 73,304 781 12,561 6,454 242 44,559 25,616 3,752 10,416 21 0 48,382 18,637
Changes from: July 19, 2011 Total Change is: 4,088
2,032 9,985 545 895 -54 -9 -2,064 -5,785 -182 1,492 -966 0 1,379 554
Percent of Open Interest Represented by Each Category of Trader
6.3 56.9 0.6 9.8 5.0 0.2 34.6 19.9 2.9 8.1 0.0 0.0 37.6 14.5
Number of Traders in Each Category Total Traders: 91
5 18 . 6 4 . 31 12 5 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 53,513
Positions
3,497 27,744 171 1,776 1,120 133 21,591 12,138 1 408 0 0 25,936 12,206
Changes from: July 19, 2011 Total Change is: 1,380
-640 -1,703 56 440 8 0 1,487 3,375 -46 0 0 0 83 -310
Percent of Open Interest Represented by Each Category of Trader
6.5 51.8 0.3 3.3 2.1 0.2 40.3 22.7 0.0 0.8 0.0 0.0 48.5 22.8
Number of Traders in Each Category Total Traders: 50
4 11 . . . . 19 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 97,415
Positions
27,585 10,555 693 5,104 30,093 882 36,243 28,345 866 600 4,351 0 25,442 21,630
Changes from: July 19, 2011 Total Change is: -876
-13,282 6,334 13 174 324 7 5,575 -4,645 -60 -15 -500 0 6,712 -2,349
Percent of Open Interest Represented by Each Category of Trader
28.3 10.8 0.7 5.2 30.9 0.9 37.2 29.1 0.9 0.6 4.5 0.0 26.1 22.2
Number of Traders in Each Category Total Traders: 86
11 8 . 4 13 4 29 16 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 138,932
Positions
6,571 75,717 1,034 29,900 7,848 427 64,448 18,397 87 1,743 3,946 0 34,722 31,476
Changes from: July 19, 2011 Total Change is: 9,279
-1,253 5,864 135 1,460 -467 68 7,915 1,878 -105 319 -395 0 740 2,301
Percent of Open Interest Represented by Each Category of Trader
4.7 54.5 0.7 21.5 5.6 0.3 46.4 13.2 0.1 1.3 2.8 0.0 25.0 22.7
Number of Traders in Each Category Total Traders: 109
7 18 5 10 7 . 35 21 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 183,690
Positions
33,545 55,319 3,858 29,579 27,123 2,026 41,839 46,960 1,672 19,712 3,979 526 50,933 42,227
Changes from: July 19, 2011 Total Change is: 3,376
-10,140 14,634 491 -942 614 52 6,482 -5,925 309 -296 -2,753 0 7,420 -4,046
Percent of Open Interest Represented by Each Category of Trader
18.3 30.1 2.1 16.1 14.8 1.1 22.8 25.6 0.9 10.7 2.2 0.3 27.7 23.0
Number of Traders in Each Category Total Traders: 162
21 15 6 16 16 11 36 41 15 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 135,764
Positions
5,548 101,685 325 3,046 6,842 323 88,695 10,804 53 1,735 1 0 36,039 15,731
Changes from: July 19, 2011 Total Change is: 7,052
2,304 6,476 56 31 1,479 0 1,557 -2,166 38 356 1 0 2,710 1,168
Percent of Open Interest Represented by Each Category of Trader
4.1 74.9 0.2 2.2 5.0 0.2 65.3 8.0 0.0 1.3 0.0 0.0 26.5 11.6
Number of Traders in Each Category Total Traders: 75
5 16 . . 5 . 32 9 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 102,891
Positions
42,944 62,855 25,679 0 0 0 31,663 13,939 358 1,645 0 0 602 60
Changes from: July 19, 2011 Total Change is: 490
96 2,179 -612 0 0 0 1,495 -472 -236 0 0 0 -253 -369
Percent of Open Interest Represented by Each Category of Trader
41.7 61.1 25.0 0.0 0.0 0.0 30.8 13.5 0.3 1.6 0.0 0.0 0.6 0.1
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 26, 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 137,823
Positions
7,933 87,596 573 14,341 1,302 0 101,614 43,990 350 4,755 1,906 0 8,257 2,106
Changes from: July 19, 2011 Total Change is: 2,560
-806 1,440 133 383 0 0 2,948 1,502 -275 69 -23 0 108 -217
Percent of Open Interest Represented by Each Category of Trader
5.8 63.6 0.4 10.4 0.9 0.0 73.7 31.9 0.3 3.5 1.4 0.0 6.0 1.5
Number of Traders in Each Category Total Traders: 114
7 15 . 9 . 0 57 14 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 20,632
Positions
12,000 7,852 66 2,319 0 0 4,203 328 17 575 12,149 0 1,452 220
Changes from: July 19, 2011 Total Change is: 2,588
1,755 776 0 0 0 0 926 49 0 20 1,750 0 -113 13
Percent of Open Interest Represented by Each Category of Trader
58.2 38.1 0.3 11.2 0.0 0.0 20.4 1.6 0.1 2.8 58.9 0.0 7.0 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 26, 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 32,793
Positions
1,866 27,804 1 264 227 0 24,113 3,029 114 1,495 0 0 4,940 1,618
Changes from: July 19, 2011 Total Change is: 1,721
-217 1,721 0 -3 -5 0 1,530 43 0 320 0 0 91 -38
Percent of Open Interest Represented by Each Category of Trader
5.7 84.8 0.0 0.8 0.7 0.0 73.5 9.2 0.3 4.6 0.0 0.0 15.1 4.9
Number of Traders in Each Category Total Traders: 44
. 11 . . . 0 18 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 74,390
Positions
20,808 46,065 6,680 3,769 3,233 488 25,285 6,197 4,850 3,483 1,276 731 8,297 4,871
Changes from: July 19, 2011 Total Change is: -1,721
417 -2,240 2,563 -8 987 -127 -4,787 -2,518 252 157 -179 0 -188 -460
Percent of Open Interest Represented by Each Category of Trader
28.0 61.9 9.0 5.1 4.3 0.7 34.0 8.3 6.5 4.7 1.7 1.0 11.2 6.5
Number of Traders in Each Category Total Traders: 95
19 14 8 7 5 . 29 10 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 17,771
Positions
9,758 15,190 0 686 258 0 4,761 257 31 731 499 0 1,804 1,536
Changes from: July 19, 2011 Total Change is: 2,052
1,999 1,999 0 0 15 0 52 -2 0 0 0 0 1 40
Percent of Open Interest Represented by Each Category of Trader
54.9 85.5 0.0 3.9 1.5 0.0 26.8 1.4 0.2 4.1 2.8 0.0 10.2 8.6
Number of Traders in Each Category Total Traders: 22
7 6 0 . . 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 113,238
Positions
34,934 74,584 526 6,166 5,950 976 50,252 21,085 432 6,966 3,016 0 12,986 6,669
Changes from: July 19, 2011 Total Change is: -7,546
1,961 -3,352 1 -16 1,943 -254 -9,530 -4,884 356 314 -357 0 -378 -999
Percent of Open Interest Represented by Each Category of Trader
30.9 65.9 0.5 5.4 5.3 0.9 44.4 18.6 0.4 6.2 2.7 0.0 11.5 5.9
Number of Traders in Each Category Total Traders: 91
19 13 4 6 4 . 28 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 802,406
Positions
53,932 214,136 29,125 383,287 125,080 61,249 79,675 158,374 35,876 22,666 77,512 9,888 126,707 91,166
Changes from: July 19, 2011 Total Change is: 10,041
6,440 5,664 -2,085 -3,259 -7,569 3,270 -1,104 5,187 2,330 577 879 -248 4,120 2,613
Percent of Open Interest Represented by Each Category of Trader
6.7 26.7 3.6 47.8 15.6 7.6 9.9 19.7 4.5 2.8 9.7 1.2 15.8 11.4
Number of Traders in Each Category Total Traders: 532
32 53 25 108 58 62 95 121 70 29 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 286,111
Positions
24,534 118,916 2,899 117,229 39,631 13,776 30,269 32,801 1,589 4,973 33,343 7,748 83,094 35,408
Changes from: July 19, 2011 Total Change is: 13,591
3,729 5,994 -3 -3,192 3,443 3,346 3,468 125 -117 127 -51 0 6,233 854
Percent of Open Interest Represented by Each Category of Trader
8.6 41.6 1.0 41.0 13.9 4.8 10.6 11.5 0.6 1.7 11.7 2.7 29.0 12.4
Number of Traders in Each Category Total Traders: 120
10 18 7 29 13 12 15 26 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 2,581,474
Positions
219,516 548,628 58,602 1,339,680 436,633 227,977 371,928 752,763 46,537 88,466 220,844 10,701 218,067 278,789
Changes from: July 19, 2011 Total Change is: -17,748
12,819 -2,387 -9,670 -2,440 -57,164 1,724 -10,481 37,686 -143 2,250 4,652 -1,241 -10,566 8,795
Percent of Open Interest Represented by Each Category of Trader
8.5 21.3 2.3 51.9 16.9 8.8 14.4 29.2 1.8 3.4 8.6 0.4 8.4 10.8
Number of Traders in Each Category Total Traders: 498
32 47 15 92 53 57 99 115 53 26 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 109,699
Positions
12,964 43,318 66 58,965 38,925 2,577 23,003 15,617 259 2,641 3,695 0 9,224 5,242
Changes from: July 19, 2011 Total Change is: -294
541 719 0 -653 -676 -305 -593 -426 248 205 0 0 263 146
Percent of Open Interest Represented by Each Category of Trader
11.8 39.5 0.1 53.8 35.5 2.3 21.0 14.2 0.2 2.4 3.4 0.0 8.4 4.8
Number of Traders in Each Category Total Traders: 94
11 10 . 32 12 10 12 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 90,825
Positions
17,249 44,047 5,304 14,350 6,189 1,511 31,373 14,270 9,438 2,264 5,123 278 9,058 4,665
Changes from: July 19, 2011 Total Change is: -455
468 -273 1,015 979 -1,230 -23 -3,435 -218 488 260 -668 180 -387 274
Percent of Open Interest Represented by Each Category of Trader
19.0 48.5 5.8 15.8 6.8 1.7 34.5 15.7 10.4 2.5 5.6 0.3 10.0 5.1
Number of Traders in Each Category Total Traders: 232
24 31 8 27 18 11 71 40 17 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 17,957
Positions
5,368 13,541 2 334 0 0 8,149 712 0 0 2,251 0 4,104 1,451
Changes from: July 19, 2011 Total Change is: -557
-1 -75 2 0 0 0 -74 246 0 0 -245 0 -484 -485
Percent of Open Interest Represented by Each Category of Trader
29.9 75.4 0.0 1.9 0.0 0.0 45.4 4.0 0.0 0.0 12.5 0.0 22.9 8.1
Number of Traders in Each Category Total Traders: 21
5 7 . . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 364,339
Positions
78,940 172,066 6,974 70,078 30,945 7,557 160,413 112,080 2,897 11,319 14,360 1,392 24,769 16,068
Changes from: July 19, 2011 Total Change is: 512
2,357 -974 5,052 4,897 -6,151 -116 -15,861 -1,375 1,493 1,302 -2,114 901 487 3,796
Percent of Open Interest Represented by Each Category of Trader
21.7 47.2 1.9 19.2 8.5 2.1 44.0 30.8 0.8 3.1 3.9 0.4 6.8 4.4
Number of Traders in Each Category Total Traders: 230
24 30 4 27 18 11 72 39 12 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 404,202
Positions
171,730 46,290 9,153 110,074 153,058 32,011 54,412 121,802 6,106 3,207 21,743 0 17,509 14,039
Changes from: July 19, 2011 Total Change is: -5,816
1,288 -1,189 -955 -1,314 -1,315 186 -5,287 -3,390 2,450 821 1,170 -30 -2,975 -2,743
Percent of Open Interest Represented by Each Category of Trader
42.5 11.5 2.3 27.2 37.9 7.9 13.5 30.1 1.5 0.8 5.4 0.0 4.3 3.5
Number of Traders in Each Category Total Traders: 258
19 16 . 48 47 30 45 61 14 5 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 37,496
Positions
9,910 8,705 0 12,454 0 0 6,510 15,514 1 1,364 4,209 0 7,257 9,067
Changes from: July 19, 2011 Total Change is: 64
792 505 -15 1,963 0 -1,862 342 999 1 470 144 0 -1,627 292
Percent of Open Interest Represented by Each Category of Trader
26.4 23.2 0.0 33.2 0.0 0.0 17.4 41.4 0.0 3.6 11.2 0.0 19.4 24.2
Number of Traders in Each Category Total Traders: 59
11 6 0 10 0 0 9 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 50,539
Positions
12,566 31,906 2,235 6,666 4,176 569 19,619 1,702 108 863 2,370 0 7,913 7,473
Changes from: July 19, 2011 Total Change is: -5,105
2,025 -5,228 635 182 -263 0 441 -2,241 108 0 -242 0 -8,496 2,126
Percent of Open Interest Represented by Each Category of Trader
24.9 63.1 4.4 13.2 8.3 1.1 38.8 3.4 0.2 1.7 4.7 0.0 15.7 14.8
Number of Traders in Each Category Total Traders: 66
11 18 4 6 . . 19 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 32,483
Positions
641 5,216 493 19,064 14,710 4,705 3,576 6,268 4 683 0 0 3,317 1,087
Changes from: July 19, 2011 Total Change is: -1,192
67 -53 0 -308 -1,062 -108 -445 -203 0 268 0 0 -666 234
Percent of Open Interest Represented by Each Category of Trader
2.0 16.1 1.5 58.7 45.3 14.5 11.0 19.3 0.0 2.1 0.0 0.0 10.2 3.3
Number of Traders in Each Category Total Traders: 47
. . . 16 16 10 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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 48,211
Positions
8,950 16,728 1,253 19,377 5,142 1,539 8,212 18,771 461 1,945 667 172 6,302 3,478
Changes from: July 19, 2011 Total Change is: 691
54 1,042 -45 918 144 -283 214 740 -17 211 21 -41 -320 -870
Percent of Open Interest Represented by Each Category of Trader
18.6 34.7 2.6 40.2 10.7 3.2 17.0 38.9 1.0 4.0 1.4 0.4 13.1 7.2
Number of Traders in Each Category Total Traders: 63
8 7 . 16 7 5 10 9 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 636,836
Positions
16,557 102,871 544 311,223 122,962 71,512 62,387 122,490 7,856 11,646 85,405 110 155,001 123,086
Changes from: July 19, 2011 Total Change is: -8,560
2,399 -6,337 -403 -2,790 -1,852 -4,830 -13,245 11,296 2,859 -660 -2,609 110 8,000 -6,794
Percent of Open Interest Represented by Each Category of Trader
2.6 16.2 0.1 48.9 19.3 11.2 9.8 19.2 1.2 1.8 13.4 0.0 24.3 19.3
Number of Traders in Each Category Total Traders: 162
7 24 5 40 22 37 21 34 12 4 10 .
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 378,104
Positions
9,188 153,825 0 270,780 11,946 28,313 11,480 137,052 30 1,500 5,669 0 56,813 41,269
Changes from: July 19, 2011 Total Change is: 6,321
2,294 4,174 0 8,480 478 -551 0 -3,601 0 0 3,193 0 -3,902 2,628
Percent of Open Interest Represented by Each Category of Trader
2.4 40.7 0.0 71.6 3.2 7.5 3.0 36.2 0.0 0.4 1.5 0.0 15.0 10.9
Number of Traders in Each Category Total Traders: 76
. 10 0 35 5 15 . 17 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,032,458
Positions
83,614 142,704 5,253 318,980 368,506 94,577 331,045 136,152 41,351 54,135 98,964 1,946 101,557 143,005
Changes from: July 19, 2011 Total Change is: 9,653
-9,170 16,109 4,299 3,346 -7,263 -1,127 -8,102 3,690 7,758 21,749 -2,648 -4,412 -4,688 -6,753
Percent of Open Interest Represented by Each Category of Trader
8.1 13.8 0.5 30.9 35.7 9.2 32.1 13.2 4.0 5.2 9.6 0.2 9.8 13.9
Number of Traders in Each Category Total Traders: 274
16 41 7 27 65 41 49 40 19 8 28 4
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,900,615
Positions
162,939 267,829 35,153 708,950 541,318 204,937 394,702 374,872 33,280 50,820 98,764 10,134 299,700 334,328
Changes from: July 19, 2011 Total Change is: -15,048
522 30,385 2,910 -12,115 31,766 -6,367 7,485 -93,285 6,405 -22,161 -170 3,865 4,408 9,443
Percent of Open Interest Represented by Each Category of Trader
8.6 14.1 1.8 37.3 28.5 10.8 20.8 19.7 1.8 2.7 5.2 0.5 15.8 17.6
Number of Traders in Each Category Total Traders: 274
24 39 17 35 59 51 45 46 35 10 16 6
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,520,431
Positions
144,010 135,252 6,656 342,213 676,146 134,630 487,307 163,570 35,640 146,211 85,963 6,375 217,389 276,199
Changes from: July 19, 2011 Total Change is: -44,419
-18,473 -7,301 -95 38,524 11,077 14,441 -17,126 -62,540 -11,359 -42,935 -1,308 0 -7,396 12,666
Percent of Open Interest Represented by Each Category of Trader
9.5 8.9 0.4 22.5 44.5 8.9 32.1 10.8 2.3 9.6 5.7 0.4 14.3 18.2
Number of Traders in Each Category Total Traders: 209
14 27 6 22 49 37 36 40 26 4 17 .
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 864,924
Positions
266,986 245,002 303,419 5,340 11,417 12,087 78,450 81,108 131,171 1,821 12,377 17,293 48,357 51,050
Changes from: July 19, 2011 Total Change is: 41,289
37,911 25,063 4,695 1,172 -900 -331 -5,464 14,390 -115 0 -1,542 865 2,556 -836
Percent of Open Interest Represented by Each Category of Trader
30.9 28.3 35.1 0.6 1.3 1.4 9.1 9.4 15.2 0.2 1.4 2.0 5.6 5.9
Number of Traders in Each Category Total Traders: 141
23 39 51 5 7 6 19 29 32 . 9 6
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,110,078
Positions
900,721 3,759,328 1,796,997 3,469,794 473,255 130,287 1,356,783 971,966 1,398,074 56,762 473,582 121,191 879,469 985,398
Changes from: July 19, 2011 Total Change is: 84,579
-16,338 44,199 -53,085 22,034 37,876 -8,346 131,620 65,817 52,305 7,908 -12,512 -6,547 -44,972 -35,128
Percent of Open Interest Represented by Each Category of Trader
8.9 37.2 17.8 34.3 4.7 1.3 13.4 9.6 13.8 0.6 4.7 1.2 8.7 9.7
Number of Traders in Each Category Total Traders: 276
27 64 83 16 16 19 50 64 86 10 15 16
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,655
Positions
6,778 5,646 0 1,546 855 10 1,432 6,504 17 3,528 567 0 344 56
Changes from: July 19, 2011 Total Change is: -525
298 -532 0 -105 0 -2 -720 -6 0 0 15 0 4 0
Percent of Open Interest Represented by Each Category of Trader
49.6 41.3 0.0 11.3 6.3 0.1 10.5 47.6 0.1 25.8 4.2 0.0 2.5 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 26, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 24,661
Positions
17,557 10,086 0 1,234 2,244 121 5,409 6,671 21 40 5,453 0 279 65
Changes from: July 19, 2011 Total Change is: 216
69 529 0 0 -90 0 121 -241 18 0 7 0 8 -7
Percent of Open Interest Represented by Each Category of Trader
71.2 40.9 0.0 5.0 9.1 0.5 21.9 27.1 0.1 0.2 22.1 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 35
6 5 0 . 5 . 8 6 . . . 0
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Traders in Financial Futures- Futures Only Positions as of July 26, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,863
Positions
14,260 15,580 479 407 288 1,201 33,885 35,074 921 2,367 2,387 0 7,343 4,933
Changes from: July 19, 2011 Total Change is: 14,258
2,198 -3,427 251 -629 232 317 12,188 14,121 -69 -288 985 0 290 1,848
Percent of Open Interest Represented by Each Category of Trader
23.4 25.6 0.8 0.7 0.5 2.0 55.7 57.6 1.5 3.9 3.9 0.0 12.1 8.1
Number of Traders in Each Category Total Traders: 103
5 6 . . . . 22 34 4 20 9 0
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Traders in Financial Futures- Futures Only Positions as of July 26, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 220,533
Positions
57,021 53,996 42,990 6,621 1,360 6,365 8,029 24,151 32,756 9,486 2,687 25,030 32,235 31,198
Changes from: July 19, 2011 Total Change is: -6,979
-6,321 -6,994 3,466 -639 -262 1,189 -2,606 -4,586 -1,327 -673 -1,619 323 -391 2,831
Percent of Open Interest Represented by Each Category of Trader
25.9 24.5 19.5 3.0 0.6 2.9 3.6 11.0 14.9 4.3 1.2 11.3 14.6 14.1
Number of Traders in Each Category Total Traders: 122
11 12 17 7 . 6 21 26 31 14 4 27
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Traders in Financial Futures- Futures Only Positions as of July 26, 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 6,286
Positions
84 4,288 0 2,408 363 0 1,923 1,013 486 640 0 0 745 136
Changes from: July 19, 2011 Total Change is: -481
-7 -470 0 22 0 0 -517 0 0 0 0 0 21 -11
Percent of Open Interest Represented by Each Category of Trader
1.3 68.2 0.0 38.3 5.8 0.0 30.6 16.1 7.7 10.2 0.0 0.0 11.9 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 7 . . . 0 0
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Updated July 29, 2011