Traders in Financial Futures- Futures Only Positions as of August 16, 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 103,509
Positions
9,624 45,840 2,006 14,718 6,583 297 19,523 18,236 6,594 9,538 27 0 41,209 23,926
Changes from: August 9, 2011 Total Change is: -15,464
-33 -12,300 278 -120 449 -221 -12,812 -5,639 1,652 -1,352 27 -4 -2,852 294
Percent of Open Interest Represented by Each Category of Trader
9.3 44.3 1.9 14.2 6.4 0.3 18.9 17.6 6.4 9.2 0.0 0.0 39.8 23.1
Number of Traders in Each Category Total Traders: 81
6 15 5 4 5 . 17 21 9 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 48,498
Positions
4,850 30,814 414 935 594 119 21,314 3,589 180 0 0 0 20,686 12,788
Changes from: August 9, 2011 Total Change is: -4,557
-1,290 4,589 -5 350 -416 -74 -1,212 -4,945 -175 0 -400 0 -2,151 -3,131
Percent of Open Interest Represented by Each Category of Trader
10.0 63.5 0.9 1.9 1.2 0.2 43.9 7.4 0.4 0.0 0.0 0.0 42.7 26.4
Number of Traders in Each Category Total Traders: 38
5 11 . . . . 14 6 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 100,562
Positions
20,771 10,809 749 9,915 30,274 866 39,090 33,654 162 815 4,500 0 28,194 19,548
Changes from: August 9, 2011 Total Change is: -4,982
-1,690 164 48 1,847 -597 -234 -6,445 -3,120 6 330 143 0 1,156 -1,392
Percent of Open Interest Represented by Each Category of Trader
20.7 10.7 0.7 9.9 30.1 0.9 38.9 33.5 0.2 0.8 4.5 0.0 28.0 19.4
Number of Traders in Each Category Total Traders: 89
11 8 4 6 12 4 31 15 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 126,262
Positions
6,283 74,125 993 32,983 8,835 1,070 50,822 13,007 65 1,000 1,740 0 33,046 26,427
Changes from: August 9, 2011 Total Change is: 6,358
507 5,647 171 1,521 -546 -170 4,550 343 19 0 0 0 -240 894
Percent of Open Interest Represented by Each Category of Trader
5.0 58.7 0.8 26.1 7.0 0.8 40.3 10.3 0.1 0.8 1.4 0.0 26.2 20.9
Number of Traders in Each Category Total Traders: 80
8 13 5 10 7 4 28 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 168,931
Positions
34,730 37,812 5,296 24,713 32,037 1,562 41,298 37,636 2,564 13,295 7,733 315 45,158 43,976
Changes from: August 9, 2011 Total Change is: -14,640
-5,993 310 1,074 230 -3,091 -362 -7,331 -8,135 -80 -817 -5,119 -111 -1,250 874
Percent of Open Interest Represented by Each Category of Trader
20.6 22.4 3.1 14.6 19.0 0.9 24.4 22.3 1.5 7.9 4.6 0.2 26.7 26.0
Number of Traders in Each Category Total Traders: 157
21 12 8 15 20 10 31 44 21 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 103,162
Positions
15,795 61,345 620 2,666 6,828 315 61,145 10,325 29 871 0 7 21,714 23,693
Changes from: August 9, 2011 Total Change is: -1,365
-708 -3,656 -43 591 -560 -108 4,793 -6 -226 12 0 7 -5,683 3,227
Percent of Open Interest Represented by Each Category of Trader
15.3 59.5 0.6 2.6 6.6 0.3 59.3 10.0 0.0 0.8 0.0 0.0 21.0 23.0
Number of Traders in Each Category Total Traders: 67
10 11 4 . 5 . 20 16 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 102,138
Positions
43,746 54,177 34,123 0 0 0 21,382 12,027 851 1,082 0 0 954 960
Changes from: August 9, 2011 Total Change is: -5,102
-3,027 -6,457 3,715 0 0 0 -4,289 -2,045 23 -810 0 0 -714 -338
Percent of Open Interest Represented by Each Category of Trader
42.8 53.0 33.4 0.0 0.0 0.0 20.9 11.8 0.8 1.1 0.0 0.0 0.9 0.9
Number of Traders in Each Category Total Traders: 25
8 11 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 110,017
Positions
40,771 65,209 558 21,123 1,032 0 39,140 30,935 464 935 4,023 0 7,026 7,796
Changes from: August 9, 2011 Total Change is: -7,828
9,814 -1,317 139 3,667 577 -358 -18,253 -6,230 -1,744 191 641 0 -1,284 464
Percent of Open Interest Represented by Each Category of Trader
37.1 59.3 0.5 19.2 0.9 0.0 35.6 28.1 0.4 0.8 3.7 0.0 6.4 7.1
Number of Traders in Each Category Total Traders: 91
10 9 . 7 . 0 21 28 5 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 26,705
Positions
3,356 23,170 0 272 155 0 18,410 1,861 0 950 0 0 3,717 1,519
Changes from: August 9, 2011 Total Change is: -2,238
619 -860 0 0 -32 0 -2,333 -585 -133 177 0 0 -568 -628
Percent of Open Interest Represented by Each Category of Trader
12.6 86.8 0.0 1.0 0.6 0.0 68.9 7.0 0.0 3.6 0.0 0.0 13.9 5.7
Number of Traders in Each Category Total Traders: 39
5 8 0 . . 0 14 5 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 53,860
Positions
20,855 23,778 5,696 2,810 2,798 495 8,961 10,984 3,074 5,879 0 1 6,090 7,036
Changes from: August 9, 2011 Total Change is: -12,372
-520 -16,754 -590 -249 -1,341 55 -9,061 5,669 425 -69 0 0 -2,363 164
Percent of Open Interest Represented by Each Category of Trader
38.7 44.1 10.6 5.2 5.2 0.9 16.6 20.4 5.7 10.9 0.0 0.0 11.3 13.1
Number of Traders in Each Category Total Traders: 82
18 16 7 4 5 . 17 14 11 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 13,612
Positions
8,749 9,200 0 680 258 0 999 2,258 33 731 0 0 2,420 1,863
Changes from: August 9, 2011 Total Change is: -3,407
-1,506 -4,784 0 -1 0 0 -1,929 1,502 0 0 0 0 29 -125
Percent of Open Interest Represented by Each Category of Trader
64.3 67.6 0.0 5.0 1.9 0.0 7.3 16.6 0.2 5.4 0.0 0.0 17.8 13.7
Number of Traders in Each Category Total Traders: 21
8 5 0 . . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 80,495
Positions
35,248 40,191 356 4,260 5,079 990 21,843 23,371 162 10,295 0 1 7,340 10,345
Changes from: August 9, 2011 Total Change is: -17,929
1,180 -24,732 -387 -496 -2,681 110 -12,433 10,164 -981 -138 0 0 -4,784 578
Percent of Open Interest Represented by Each Category of Trader
43.8 49.9 0.4 5.3 6.3 1.2 27.1 29.0 0.2 12.8 0.0 0.0 9.1 12.9
Number of Traders in Each Category Total Traders: 78
17 16 5 . 4 . 17 16 8 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 977,983
Positions
95,188 125,322 70,295 399,140 200,378 68,227 100,566 216,336 88,925 22,548 79,167 13,960 119,134 115,373
Changes from: August 9, 2011 Total Change is: -33,926
6,389 -37,673 29,613 9,090 3,385 -5,391 -7,771 20,659 -8,050 -1,315 7,452 -3,015 -53,476 -40,906
Percent of Open Interest Represented by Each Category of Trader
9.7 12.8 7.2 40.8 20.5 7.0 10.3 22.1 9.1 2.3 8.1 1.4 12.2 11.8
Number of Traders in Each Category Total Traders: 610
40 56 37 109 69 62 81 163 79 34 55 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 332,182
Positions
72,916 73,415 10,803 117,742 43,465 12,496 30,353 89,598 2,569 6,871 35,881 7,802 70,630 56,153
Changes from: August 9, 2011 Total Change is: -2,469
32,294 -6,238 3,379 472 -799 93 6,430 -10,605 -1,031 324 6,152 18 -44,448 6,562
Percent of Open Interest Represented by Each Category of Trader
22.0 22.1 3.3 35.4 13.1 3.8 9.1 27.0 0.8 2.1 10.8 2.3 21.3 16.9
Number of Traders in Each Category Total Traders: 140
11 17 10 29 15 11 20 34 11 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 3,229,005
Positions
323,271 471,446 85,549 1,421,028 798,603 264,618 713,133 995,757 69,710 91,337 229,382 17,839 242,520 296,101
Changes from: August 9, 2011 Total Change is: -157,285
8,572 -19,074 -6,930 41,913 19,741 -26,239 -80,507 146,816 -25,592 -21,869 -7,172 -1,493 -45,140 -237,342
Percent of Open Interest Represented by Each Category of Trader
10.0 14.6 2.6 44.0 24.7 8.2 22.1 30.8 2.2 2.8 7.1 0.6 7.5 9.2
Number of Traders in Each Category Total Traders: 575
44 50 25 95 62 57 85 155 53 32 51 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 105,045
Positions
13,058 25,769 150 67,578 48,719 3,794 11,422 12,669 1,352 2,418 4,094 0 5,273 8,498
Changes from: August 9, 2011 Total Change is: -2,384
-5,747 -455 78 13,413 -2,230 -2,287 -8,006 -684 1,308 168 0 0 -1,311 1,886
Percent of Open Interest Represented by Each Category of Trader
12.4 24.5 0.1 64.3 46.4 3.6 10.9 12.1 1.3 2.3 3.9 0.0 5.0 8.1
Number of Traders in Each Category Total Traders: 88
9 10 . 32 12 9 8 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 91,215
Positions
24,332 26,624 14,774 14,056 11,898 1,479 13,165 12,410 11,265 962 2,077 852 10,328 9,834
Changes from: August 9, 2011 Total Change is: 9,932
7,137 -6,864 6,640 -1,209 902 10 -9,266 1,081 4,693 -263 -472 420 1,771 3,523
Percent of Open Interest Represented by Each Category of Trader
26.7 29.2 16.2 15.4 13.0 1.6 14.4 13.6 12.4 1.1 2.3 0.9 11.3 10.8
Number of Traders in Each Category Total Traders: 199
23 30 8 28 22 14 35 48 21 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 22,615
Positions
13,279 11,271 0 334 0 0 5,451 5,097 25 343 261 0 3,183 5,961
Changes from: August 9, 2011 Total Change is: 7,286
5,320 2,026 0 0 0 0 2,578 1,068 25 343 0 0 -980 4,167
Percent of Open Interest Represented by Each Category of Trader
58.7 49.8 0.0 1.5 0.0 0.0 24.1 22.5 0.1 1.5 1.2 0.0 14.1 26.4
Number of Traders in Each Category Total Traders: 21
6 6 0 . 0 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 342,998
Positions
122,205 143,701 6,934 68,612 59,490 7,397 86,862 84,860 7,907 4,811 10,797 2,545 35,725 19,367
Changes from: August 9, 2011 Total Change is: 13,230
43,070 -10,468 -783 -6,046 4,512 48 -39,599 19,686 3,717 -1,313 -644 383 13,753 -3,221
Percent of Open Interest Represented by Each Category of Trader
35.6 41.9 2.0 20.0 17.3 2.2 25.3 24.7 2.3 1.4 3.1 0.7 10.4 5.6
Number of Traders in Each Category Total Traders: 197
24 28 5 28 22 14 36 47 17 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 422,149
Positions
214,173 22,174 13,448 111,176 176,987 29,701 31,719 138,650 2,140 3,831 16,725 66 15,895 22,258
Changes from: August 9, 2011 Total Change is: 11,895
12,938 -8,548 2,519 13,950 3,981 448 -14,937 14,593 -1,903 628 -200 1 -1,749 1,004
Percent of Open Interest Represented by Each Category of Trader
50.7 5.3 3.2 26.3 41.9 7.0 7.5 32.8 0.5 0.9 4.0 0.0 3.8 5.3
Number of Traders in Each Category Total Traders: 250
21 14 5 46 50 27 22 72 12 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 32,081
Positions
6,487 5,324 497 8,310 711 111 9,763 12,087 0 721 4,894 0 6,192 8,457
Changes from: August 9, 2011 Total Change is: 1,298
797 -1,366 258 -706 331 111 1,299 814 0 505 -45 0 -966 1,195
Percent of Open Interest Represented by Each Category of Trader
20.2 16.6 1.5 25.9 2.2 0.3 30.4 37.7 0.0 2.2 15.3 0.0 19.3 26.4
Number of Traders in Each Category Total Traders: 54
10 8 . 9 . . 8 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 58,962
Positions
11,293 38,690 1,609 4,678 5,889 344 14,608 3,611 920 1,234 1,517 0 24,276 6,382
Changes from: August 9, 2011 Total Change is: -13,236
113 -9,539 -66 -322 112 0 -3,340 -1,523 312 206 0 0 -10,139 -2,532
Percent of Open Interest Represented by Each Category of Trader
19.2 65.6 2.7 7.9 10.0 0.6 24.8 6.1 1.6 2.1 2.6 0.0 41.2 10.8
Number of Traders in Each Category Total Traders: 68
12 19 5 5 5 . 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 39,784
Positions
708 5,187 787 23,272 22,458 4,907 6,097 4,575 4 699 0 0 3,310 1,866
Changes from: August 9, 2011 Total Change is: 470
-733 95 13 1,867 -320 84 -627 -30 0 0 0 0 -134 628
Percent of Open Interest Represented by Each Category of Trader
1.8 13.0 2.0 58.5 56.4 12.3 15.3 11.5 0.0 1.8 0.0 0.0 8.3 4.7
Number of Traders in Each Category Total Traders: 50
. . . 17 16 8 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 53,152
Positions
8,051 16,090 2,177 24,243 8,554 1,275 8,271 19,580 472 1,839 652 153 6,671 4,199
Changes from: August 9, 2011 Total Change is: 5,460
-6 1,211 117 5,652 2,803 -248 623 1,998 0 104 -15 -19 -763 -387
Percent of Open Interest Represented by Each Category of Trader
15.1 30.3 4.1 45.6 16.1 2.4 15.6 36.8 0.9 3.5 1.2 0.3 12.6 7.9
Number of Traders in Each Category Total Traders: 65
7 9 . 16 7 6 11 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 642,101
Positions
21,108 98,363 2,632 319,539 144,081 73,273 59,961 132,851 11,201 6,415 60,769 0 147,972 118,931
Changes from: August 9, 2011 Total Change is: -5,720
4,276 1,559 1,060 -21,032 4,756 -4,290 3,318 1,047 1,912 0 118 -6 9,042 -11,876
Percent of Open Interest Represented by Each Category of Trader
3.3 15.3 0.4 49.8 22.4 11.4 9.3 20.7 1.7 1.0 9.5 0.0 23.0 18.5
Number of Traders in Each Category Total Traders: 163
9 21 7 43 23 32 26 31 20 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 409,608
Positions
4,211 181,909 870 293,205 15,859 25,293 2,490 135,901 9,788 5,178 2,619 0 68,573 37,369
Changes from: August 9, 2011 Total Change is: 8,596
-2,190 10,280 338 5,993 3,709 -954 -7,485 -8,311 9,786 638 0 0 2,470 -6,252
Percent of Open Interest Represented by Each Category of Trader
1.0 44.4 0.2 71.6 3.9 6.2 0.6 33.2 2.4 1.3 0.6 0.0 16.7 9.1
Number of Traders in Each Category Total Traders: 74
. 12 . 35 4 15 . 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 974,709
Positions
109,339 132,825 9,632 271,709 272,513 99,003 281,469 202,868 18,277 72,103 117,600 3,909 109,268 118,082
Changes from: August 9, 2011 Total Change is: -47,706
-392 8,938 1,060 -31,613 -54,289 7,439 -18,454 9,316 2,241 -8,422 -8,503 1,364 -929 -15,272
Percent of Open Interest Represented by Each Category of Trader
11.2 13.6 1.0 27.9 28.0 10.2 28.9 20.8 1.9 7.4 12.1 0.4 11.2 12.1
Number of Traders in Each Category Total Traders: 256
14 39 10 30 59 40 41 35 22 9 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,971,277
Positions
135,078 254,383 18,434 926,393 604,849 222,673 217,768 383,282 39,336 99,512 103,614 16,607 295,476 328,099
Changes from: August 9, 2011 Total Change is: 82,953
-9,546 42,211 -19,870 159,407 48,981 5,068 -50,040 28,156 -1,630 -7,923 -12,938 2,995 4,492 -10,020
Percent of Open Interest Represented by Each Category of Trader
6.9 12.9 0.9 47.0 30.7 11.3 11.0 19.4 2.0 5.0 5.3 0.8 15.0 16.6
Number of Traders in Each Category Total Traders: 262
30 37 19 32 59 48 32 51 42 5 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,422,470
Positions
101,333 162,500 21,302 348,864 562,593 144,034 413,560 129,597 43,892 119,628 90,043 7,783 222,074 260,726
Changes from: August 9, 2011 Total Change is: -28,411
13,969 8,757 -4,459 -51,196 -13,346 -3,574 10,243 -12,458 429 5,399 8,861 1,136 -358 -13,757
Percent of Open Interest Represented by Each Category of Trader
7.1 11.4 1.5 24.5 39.6 10.1 29.1 9.1 3.1 8.4 6.3 0.5 15.6 18.3
Number of Traders in Each Category Total Traders: 203
13 31 11 21 49 34 26 40 25 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 830,056
Positions
279,083 282,390 271,736 5,600 4,697 7,456 72,102 63,526 134,229 5,684 5,576 12,251 41,915 48,195
Changes from: August 9, 2011 Total Change is: 3,778
3,651 -8,525 11,264 0 821 -686 -9,612 -6,195 -1,173 -919 -700 202 1,051 8,770
Percent of Open Interest Represented by Each Category of Trader
33.6 34.0 32.7 0.7 0.6 0.9 8.7 7.7 16.2 0.7 0.7 1.5 5.0 5.8
Number of Traders in Each Category Total Traders: 134
20 44 52 . 5 . 18 28 31 . 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,930,485
Positions
938,974 3,744,822 1,845,861 3,535,206 144,963 139,071 1,002,408 1,037,222 1,357,301 54,657 512,944 190,850 866,157 957,451
Changes from: August 9, 2011 Total Change is: -267,380
114,743 -292,801 -17,270 -181,456 -52,489 2,574 -231,569 -1,993 75,897 3,694 36,339 -9,381 -24,612 -8,256
Percent of Open Interest Represented by Each Category of Trader
9.5 37.7 18.6 35.6 1.5 1.4 10.1 10.4 13.7 0.6 5.2 1.9 8.7 9.6
Number of Traders in Each Category Total Traders: 271
34 57 82 11 11 15 55 63 90 10 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,343
Positions
4,702 6,583 0 1,591 824 12 3,094 5,607 6 3,586 250 0 352 61
Changes from: August 9, 2011 Total Change is: -505
-1,762 500 0 130 83 -8 1,189 -1,078 -53 0 0 0 -1 51
Percent of Open Interest Represented by Each Category of Trader
35.2 49.3 0.0 11.9 6.2 0.1 23.2 42.0 0.0 26.9 1.9 0.0 2.6 0.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 21,228
Positions
16,566 9,478 0 1,248 1,787 109 2,984 4,356 0 80 5,453 0 241 45
Changes from: August 9, 2011 Total Change is: -342
982 562 0 0 -287 -12 -1,278 -603 0 0 0 0 -34 -2
Percent of Open Interest Represented by Each Category of Trader
78.0 44.6 0.0 5.9 8.4 0.5 14.1 20.5 0.0 0.4 25.7 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 34
6 4 0 . 5 . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,579
Positions
16,267 14,561 309 518 6,668 1,108 28,810 23,754 873 735 2,066 0 5,959 5,240
Changes from: August 9, 2011 Total Change is: -2,768
120 -1,403 10 139 6,028 21 -1,818 -5,708 64 -439 346 0 -865 -2,126
Percent of Open Interest Represented by Each Category of Trader
29.8 26.7 0.6 0.9 12.2 2.0 52.8 43.5 1.6 1.3 3.8 0.0 10.9 9.6
Number of Traders in Each Category Total Traders: 94
4 6 . 4 . . 24 34 7 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 199,173
Positions
24,068 52,802 55,610 5,003 4,177 7,126 17,625 11,514 31,529 21,330 508 13,565 23,317 22,342
Changes from: August 9, 2011 Total Change is: 118
-2,347 7,201 22 367 1,539 -231 -4,862 -12,554 3,050 783 314 1,153 2,183 -376
Percent of Open Interest Represented by Each Category of Trader
12.1 26.5 27.9 2.5 2.1 3.6 8.8 5.8 15.8 10.7 0.3 6.8 11.7 11.2
Number of Traders in Each Category Total Traders: 111
8 15 23 8 . 9 26 16 37 12 . 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 16, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,839
Positions
3,026 4,946 0 2,209 488 0 3,499 1,418 625 701 3,136 225 554 1
Changes from: August 9, 2011 Total Change is: 396
445 628 0 -250 0 0 58 372 139 -150 -562 218 -64 -399
Percent of Open Interest Represented by Each Category of Trader
27.9 45.6 0.0 20.4 4.5 0.0 32.3 13.1 5.8 6.5 28.9 2.1 5.1 0.0
Number of Traders in Each Category Total Traders: 27
. 4 0 4 . 0 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 19, 2011