Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 135,766
Positions
6,991 63,079 4,350 11,666 6,508 251 46,451 32,445 6,627 8,890 925 498 50,041 21,082
Changes from: July 12, 2011 Total Change is: 15,242
-336 7,009 606 85 10 -27 13,650 3,730 689 1,403 923 113 -941 2,188
Percent of Open Interest Represented by Each Category of Trader
5.1 46.5 3.2 8.6 4.8 0.2 34.2 23.9 4.9 6.5 0.7 0.4 36.9 15.5
Number of Traders in Each Category Total Traders: 92
6 16 6 4 4 . 29 20 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,886
Positions
4,146 29,033 1,598 1,336 1,112 133 20,062 8,856 1,130 408 0 0 27,073 14,024
Changes from: July 12, 2011 Total Change is: 4,898
1,501 3,597 378 84 -15 -25 2,056 -292 572 0 0 0 333 683
Percent of Open Interest Represented by Each Category of Trader
7.4 52.0 2.9 2.4 2.0 0.2 35.9 15.8 2.0 0.7 0.0 0.0 48.4 25.1
Number of Traders in Each Category Total Traders: 47
6 10 4 . . . 18 8 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 103,413
Positions
41,403 4,190 2,639 4,930 29,769 875 30,665 33,272 2,212 548 4,851 67 20,073 25,537
Changes from: July 12, 2011 Total Change is: -22,807
-20,226 2,171 -290 379 -334 -91 -1,898 -18,619 113 -593 -222 28 -231 -5,564
Percent of Open Interest Represented by Each Category of Trader
40.0 4.1 2.6 4.8 28.8 0.8 29.7 32.2 2.1 0.5 4.7 0.1 19.4 24.7
Number of Traders in Each Category Total Traders: 83
13 6 8 4 13 4 20 21 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 138,631
Positions
7,914 69,035 4,748 28,440 8,315 359 56,582 15,924 3,626 1,424 4,612 0 35,539 32,013
Changes from: July 12, 2011 Total Change is: 14,908
-1,055 16,437 1,031 1,591 170 -69 10,434 -929 882 -14 263 0 2,108 -2,876
Percent of Open Interest Represented by Each Category of Trader
5.7 49.8 3.4 20.5 6.0 0.3 40.8 11.5 2.6 1.0 3.3 0.0 25.6 23.1
Number of Traders in Each Category Total Traders: 112
9 18 9 9 7 . 33 24 14 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 222,163
Positions
46,149 39,793 12,454 30,563 27,057 1,975 34,362 54,375 22,371 19,717 5,524 6,381 48,192 52,233
Changes from: July 12, 2011 Total Change is: -2,620
10,356 -1,469 1,483 -1,001 389 -477 -11,944 -4,553 2,513 4,817 825 1,343 -9,712 -2,676
Percent of Open Interest Represented by Each Category of Trader
20.8 17.9 5.6 13.8 12.2 0.9 15.5 24.5 10.1 8.9 2.5 2.9 21.7 23.5
Number of Traders in Each Category Total Traders: 174
21 14 15 15 17 12 29 54 41 9 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 133,796
Positions
3,348 94,112 2,607 3,015 5,981 323 87,165 12,745 1,585 1,373 128 127 34,252 16,188
Changes from: July 12, 2011 Total Change is: 8,046
-757 9,310 -36 143 1,284 144 9,243 -2,035 -92 -268 -19 -27 -305 -483
Percent of Open Interest Represented by Each Category of Trader
2.5 70.3 1.9 2.3 4.5 0.2 65.1 9.5 1.2 1.0 0.1 0.1 25.6 12.1
Number of Traders in Each Category Total Traders: 77
5 17 6 . 6 . 30 11 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 103,252
Positions
43,660 61,488 26,330 0 0 0 30,168 14,411 594 1,645 0 0 855 429
Changes from: July 12, 2011 Total Change is: -1,256
154 135 431 0 0 0 125 -188 2 0 0 0 -1,968 -1,636
Percent of Open Interest Represented by Each Category of Trader
42.3 59.6 25.5 0.0 0.0 0.0 29.2 14.0 0.6 1.6 0.0 0.0 0.8 0.4
Number of Traders in Each Category Total Traders: 27
8 12 15 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,263
Positions
8,739 86,156 440 13,958 1,302 0 98,666 42,488 625 4,686 1,929 0 8,149 2,323
Changes from: July 12, 2011 Total Change is: -10,511
1,838 -8,495 -10 176 0 -111 -12,658 -2,463 378 239 0 0 -363 190
Percent of Open Interest Represented by Each Category of Trader
6.5 63.7 0.3 10.3 1.0 0.0 72.9 31.4 0.5 3.5 1.4 0.0 6.0 1.7
Number of Traders in Each Category Total Traders: 115
9 13 . 9 . 0 57 14 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,044
Positions
10,245 7,076 66 2,319 0 0 3,277 279 17 555 10,399 0 1,565 207
Changes from: July 12, 2011 Total Change is: -19,834
-19,232 -19,946 0 -6 0 0 -748 -124 0 30 300 0 122 -64
Percent of Open Interest Represented by Each Category of Trader
56.8 39.2 0.4 12.9 0.0 0.0 18.2 1.5 0.1 3.1 57.6 0.0 8.7 1.1
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 31,072
Positions
2,083 26,083 1 267 232 0 22,583 2,986 114 1,175 0 0 4,849 1,656
Changes from: July 12, 2011 Total Change is: 1,327
-74 1,938 0 8 0 0 436 -1,156 114 214 0 0 629 431
Percent of Open Interest Represented by Each Category of Trader
6.7 83.9 0.0 0.9 0.7 0.0 72.7 9.6 0.4 3.8 0.0 0.0 15.6 5.3
Number of Traders in Each Category Total Traders: 41
. 8 . . . 0 17 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 77,847
Positions
20,436 48,309 4,157 3,777 2,247 615 30,020 8,601 5,861 3,326 1,536 1,054 8,601 5,467
Changes from: July 12, 2011 Total Change is: 2,703
492 997 1,619 47 226 -10 1,445 -452 140 521 209 28 -1,580 -54
Percent of Open Interest Represented by Each Category of Trader
26.3 62.1 5.3 4.9 2.9 0.8 38.6 11.0 7.5 4.3 2.0 1.4 11.0 7.0
Number of Traders in Each Category Total Traders: 102
18 14 9 7 5 . 34 14 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 15,750
Positions
7,759 13,191 0 686 243 0 4,708 259 32 731 499 0 1,834 1,526
Changes from: July 12, 2011 Total Change is: 1,084
1,498 997 0 -20 25 0 368 0 -0 0 0 0 -762 63
Percent of Open Interest Represented by Each Category of Trader
49.3 83.8 0.0 4.4 1.5 0.0 29.9 1.6 0.2 4.6 3.2 0.0 11.6 9.7
Number of Traders in Each Category Total Traders: 21
7 5 0 . . 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 124,193
Positions
33,064 77,946 605 6,182 4,007 1,230 59,679 25,740 2,603 6,652 3,535 645 13,533 7,882
Changes from: July 12, 2011 Total Change is: 3,237
1,214 3,226 12 133 402 -19 2,463 -596 -28 1,042 417 57 -1,637 -234
Percent of Open Interest Represented by Each Category of Trader
26.6 62.8 0.5 5.0 3.2 1.0 48.1 20.7 2.1 5.4 2.8 0.5 10.9 6.3
Number of Traders in Each Category Total Traders: 98
18 13 6 6 4 . 33 17 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 914,355
Positions
46,786 208,372 41,891 386,496 132,143 59,206 80,620 151,182 120,307 22,212 77,146 24,079 132,758 100,031
Changes from: July 12, 2011 Total Change is: -39,855
-1,237 -6,347 1,912 -1,571 -2,311 -761 -7,009 -2,181 -18,608 -1,484 -508 -9,040 -2,057 -2,010
Percent of Open Interest Represented by Each Category of Trader
5.1 22.8 4.6 42.3 14.5 6.5 8.8 16.5 13.2 2.4 8.4 2.6 14.5 10.9
Number of Traders in Each Category Total Traders: 551
30 50 35 109 59 63 95 136 111 36 36 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 347,550
Positions
20,829 113,125 10,977 120,426 35,635 11,529 27,123 33,488 52,968 4,826 33,212 15,410 83,463 41,207
Changes from: July 12, 2011 Total Change is: -23,231
-2,221 -502 -1,285 -3,225 36 -84 359 3,066 -13,653 -450 -1,126 -5,142 2,471 -4,541
Percent of Open Interest Represented by Each Category of Trader
6.0 32.5 3.2 34.6 10.3 3.3 7.8 9.6 15.2 1.4 9.6 4.4 24.0 11.9
Number of Traders in Each Category Total Traders: 131
10 16 9 28 12 13 20 31 43 7 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,834,027
Positions
203,934 550,383 80,421 1,342,045 494,231 226,692 386,626 707,608 217,555 86,949 219,689 43,329 246,475 294,118
Changes from: July 12, 2011 Total Change is: -83,119
31,666 -2,481 -10,762 10,257 -9,743 -5,380 -4,050 6,552 -57,559 -7,373 883 -17,281 -22,636 12,652
Percent of Open Interest Represented by Each Category of Trader
7.2 19.4 2.8 47.4 17.4 8.0 13.6 25.0 7.7 3.1 7.8 1.5 8.7 10.4
Number of Traders in Each Category Total Traders: 504
30 45 26 93 56 57 91 126 95 31 32 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,003
Positions
12,423 42,599 66 59,618 39,601 2,882 23,596 16,048 13 2,436 3,695 0 8,969 5,099
Changes from: July 12, 2011 Total Change is: -2,719
89 -4,456 0 -1,259 2,109 -389 -1,865 -1,567 5 950 40 0 -250 1,539
Percent of Open Interest Represented by Each Category of Trader
11.3 38.7 0.1 54.2 36.0 2.6 21.5 14.6 0.0 2.2 3.4 0.0 8.2 4.6
Number of Traders in Each Category Total Traders: 100
10 11 . 35 12 10 16 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 92,937
Positions
16,815 44,264 4,397 13,370 7,419 1,535 34,840 14,705 10,026 2,038 5,685 366 9,551 4,542
Changes from: July 12, 2011 Total Change is: 2,601
-939 1,791 1,906 1,087 332 -111 2,280 93 -604 -132 892 76 -962 -1,774
Percent of Open Interest Represented by Each Category of Trader
18.1 47.6 4.7 14.4 8.0 1.7 37.5 15.8 10.8 2.2 6.1 0.4 10.3 4.9
Number of Traders in Each Category Total Traders: 239
21 32 8 25 19 10 74 46 21 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 18,519
Positions
5,369 13,616 0 334 0 0 8,223 466 0 0 2,496 0 4,593 1,941
Changes from: July 12, 2011 Total Change is: 2,177
1,149 2,694 -1 0 0 0 122 246 0 0 738 0 907 -1,500
Percent of Open Interest Represented by Each Category of Trader
29.0 73.5 0.0 1.8 0.0 0.0 44.4 2.5 0.0 0.0 13.5 0.0 24.8 10.5
Number of Traders in Each Category Total Traders: 21
5 7 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 372,093
Positions
76,751 172,761 2,461 65,181 37,096 7,673 176,430 114,540 6,781 10,192 15,944 1,830 24,794 13,007
Changes from: July 12, 2011 Total Change is: 2,119
-991 4,934 87 5,434 1,659 -557 12,710 1,157 -4,943 -658 771 381 -9,344 -1,370
Percent of Open Interest Represented by Each Category of Trader
20.6 46.4 0.7 17.5 10.0 2.1 47.4 30.8 1.8 2.7 4.3 0.5 6.7 3.5
Number of Traders in Each Category Total Traders: 238
21 32 5 25 19 10 73 47 17 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 411,215
Positions
170,554 47,470 10,123 111,388 154,373 31,825 59,604 125,259 4,377 2,481 20,573 30 20,833 17,185
Changes from: July 12, 2011 Total Change is: -9,471
-5,721 3,172 -632 -1,916 -2,734 126 -829 -6,865 -733 -38 -1,302 -97 369 -406
Percent of Open Interest Represented by Each Category of Trader
41.5 11.5 2.5 27.1 37.5 7.7 14.5 30.5 1.1 0.6 5.0 0.0 5.1 4.2
Number of Traders in Each Category Total Traders: 260
20 17 4 49 46 30 47 61 18 4 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 37,432
Positions
9,118 8,200 15 10,491 0 1,862 6,168 14,515 0 894 4,065 0 8,884 8,775
Changes from: July 12, 2011 Total Change is: 1,662
-148 89 -20 1,117 0 -910 5 1,150 0 355 31 0 1,263 1,322
Percent of Open Interest Represented by Each Category of Trader
24.4 21.9 0.0 28.0 0.0 5.0 16.5 38.8 0.0 2.4 10.9 0.0 23.7 23.4
Number of Traders in Each Category Total Traders: 58
10 6 . 10 0 . 8 17 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 55,644
Positions
10,541 37,134 1,600 6,484 4,439 569 19,178 3,943 0 863 2,612 0 16,409 5,347
Changes from: July 12, 2011 Total Change is: 6,673
947 6,080 19 0 229 0 2,425 476 -30 261 438 0 3,051 -539
Percent of Open Interest Represented by Each Category of Trader
18.9 66.7 2.9 11.7 8.0 1.0 34.5 7.1 0.0 1.6 4.7 0.0 29.5 9.6
Number of Traders in Each Category Total Traders: 72
11 19 4 6 . . 19 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 33,675
Positions
574 5,269 493 19,372 15,772 4,813 4,021 6,471 4 415 0 0 3,983 853
Changes from: July 12, 2011 Total Change is: 392
574 -547 0 -958 2,430 -5 128 -1,527 0 0 0 0 653 41
Percent of Open Interest Represented by Each Category of Trader
1.7 15.6 1.5 57.5 46.8 14.3 11.9 19.2 0.0 1.2 0.0 0.0 11.8 2.5
Number of Traders in Each Category Total Traders: 46
. . . 16 16 10 6 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 47,520
Positions
8,896 15,686 1,298 18,459 4,998 1,822 7,998 18,031 478 1,734 646 213 6,622 4,348
Changes from: July 12, 2011 Total Change is: 420
366 171 184 191 956 -11 -706 -1,540 0 -52 4 16 432 640
Percent of Open Interest Represented by Each Category of Trader
18.7 33.0 2.7 38.8 10.5 3.8 16.8 37.9 1.0 3.6 1.4 0.4 13.9 9.1
Number of Traders in Each Category Total Traders: 58
8 6 . 14 7 5 10 8 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 757,360
Positions
12,038 109,726 25,792 318,726 125,665 85,042 70,884 101,374 62,093 12,006 88,120 13,383 157,395 146,165
Changes from: July 12, 2011 Total Change is: 24,524
-3,761 19,792 1,905 3,621 270 6,127 -703 17,465 885 586 -21,112 9,280 6,583 -10,090
Percent of Open Interest Represented by Each Category of Trader
1.6 14.5 3.4 42.1 16.6 11.2 9.4 13.4 8.2 1.6 11.6 1.8 20.8 19.3
Number of Traders in Each Category Total Traders: 180
10 22 23 43 23 44 31 35 37 4 12 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 380,828
Positions
6,912 151,726 3,870 262,300 11,468 28,864 11,482 138,468 3,132 1,500 2,476 0 62,768 40,824
Changes from: July 12, 2011 Total Change is: 4,119
-1,146 2,601 1,951 -7,230 132 7,765 1,624 2,970 -73 0 -3,926 0 1,228 -7,301
Percent of Open Interest Represented by Each Category of Trader
1.8 39.8 1.0 68.9 3.0 7.6 3.0 36.4 0.8 0.4 0.7 0.0 16.5 10.7
Number of Traders in Each Category Total Traders: 74
. 10 4 34 5 15 4 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,072,128
Positions
91,984 129,699 6,941 313,950 377,915 97,696 340,269 123,744 68,058 34,967 105,925 9,459 108,804 152,691
Changes from: July 12, 2011 Total Change is: 27,979
45,351 8,669 -627 11,114 4,034 2,519 -22,012 11,055 -7,675 -7,464 874 36 6,738 9,095
Percent of Open Interest Represented by Each Category of Trader
8.6 12.1 0.6 29.3 35.2 9.1 31.7 11.5 6.3 3.3 9.9 0.9 10.1 14.2
Number of Traders in Each Category Total Traders: 280
16 46 20 29 60 44 53 39 30 7 30 5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,431,756
Positions
138,322 256,574 224,161 712,803 516,265 270,612 388,117 415,851 261,032 72,936 88,952 41,650 322,122 356,659
Changes from: July 12, 2011 Total Change is: 122,527
-32,748 19,863 33,161 57,027 -13,746 19,640 8,667 40,749 234 17,187 -994 9,353 10,006 14,266
Percent of Open Interest Represented by Each Category of Trader
5.7 10.6 9.2 29.3 21.2 11.1 16.0 17.1 10.7 3.0 3.7 1.7 13.2 14.7
Number of Traders in Each Category Total Traders: 292
28 40 57 33 62 56 57 46 69 11 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,789,585
Positions
154,670 168,279 79,477 302,867 704,503 139,879 509,235 161,720 158,562 190,281 78,865 22,725 231,887 275,575
Changes from: July 12, 2011 Total Change is: 63,517
27,523 8,930 14,298 38,218 26,746 13,071 -49,677 -7,072 23,982 -7,644 286 -76 3,822 -16,648
Percent of Open Interest Represented by Each Category of Trader
8.6 9.4 4.4 16.9 39.4 7.8 28.5 9.0 8.9 10.6 4.4 1.3 13.0 15.4
Number of Traders in Each Category Total Traders: 222
15 28 22 20 50 38 46 42 48 4 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,081,265
Positions
236,830 225,238 342,159 4,168 12,380 12,418 77,671 65,447 316,620 2,857 12,564 38,239 50,304 56,200
Changes from: July 12, 2011 Total Change is: 69,647
10,679 23,635 22,553 127 -494 222 11,248 7,116 16,891 703 -2,145 2,276 4,948 -408
Percent of Open Interest Represented by Each Category of Trader
21.9 20.8 31.6 0.4 1.1 1.1 7.2 6.1 29.3 0.3 1.2 3.5 4.7 5.2
Number of Traders in Each Category Total Traders: 151
25 38 53 4 8 6 26 30 45 . 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,757,691
Positions
931,813 3,870,132 3,342,773 3,458,594 544,177 286,333 1,173,095 555,163 5,371,761 47,783 517,400 1,139,473 1,006,065 1,130,478
Changes from: July 12, 2011 Total Change is: -251,606
110,977 -26,889 -41,022 13,084 -6,853 -13,862 -123,909 22,788 -144,446 126 3,922 -35,783 -16,769 -9,460
Percent of Open Interest Represented by Each Category of Trader
5.6 23.1 19.9 20.6 3.2 1.7 7.0 3.3 32.1 0.3 3.1 6.8 6.0 6.7
Number of Traders in Each Category Total Traders: 305
33 63 95 10 23 25 59 72 115 11 22 28
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,180
Positions
6,480 6,178 0 1,651 855 12 2,152 6,510 17 3,528 552 0 340 56
Changes from: July 12, 2011 Total Change is: -189
-759 -199 0 19 -4 0 525 0 0 0 15 0 26 -1
Percent of Open Interest Represented by Each Category of Trader
45.7 43.6 0.0 11.6 6.0 0.1 15.2 45.9 0.1 24.9 3.9 0.0 2.4 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 24,445
Positions
17,488 9,557 0 1,234 2,334 121 5,288 6,912 3 40 5,446 0 271 72
Changes from: July 12, 2011 Total Change is: 1,786
2,301 592 0 -10 293 63 -572 833 0 0 0 0 4 5
Percent of Open Interest Represented by Each Category of Trader
71.5 39.1 0.0 5.0 9.5 0.5 21.6 28.3 0.0 0.2 22.3 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 33
5 5 0 . 5 . 7 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,389
Positions
12,062 19,087 255 1,036 56 884 21,650 20,926 1,538 2,709 1,405 22 7,234 3,216
Changes from: July 12, 2011 Total Change is: -3,053
-1,099 403 37 168 -102 2 -1,239 -3,940 -157 279 124 22 -1,065 560
Percent of Open Interest Represented by Each Category of Trader
25.5 40.3 0.5 2.2 0.1 1.9 45.7 44.2 3.2 5.7 3.0 0.0 15.3 6.8
Number of Traders in Each Category Total Traders: 97
4 5 . . . . 33 21 9 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 227,572
Positions
63,342 60,990 39,524 7,260 1,622 5,176 10,643 28,737 34,083 10,159 4,306 24,707 32,677 28,427
Changes from: July 12, 2011 Total Change is: -2,582
-18,067 4,071 2,223 -1,319 -1,385 -168 407 -20,266 6,167 914 1,338 4,405 2,856 1,033
Percent of Open Interest Represented by Each Category of Trader
27.8 26.8 17.4 3.2 0.7 2.3 4.7 12.6 15.0 4.5 1.9 10.9 14.4 12.5
Number of Traders in Each Category Total Traders: 125
11 13 20 9 . 6 22 25 33 15 6 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,767
Positions
91 4,758 0 2,386 363 0 2,440 1,013 486 640 0 0 724 147
Changes from: July 12, 2011 Total Change is: 10
48 -129 0 0 0 0 127 15 0 0 0 0 -165 124
Percent of Open Interest Represented by Each Category of Trader
1.3 70.3 0.0 35.3 5.4 0.0 36.1 15.0 7.2 9.5 0.0 0.0 10.7 2.2
Number of Traders in Each Category Total Traders: 23
. . 0 4 . 0 8 . . . 0 0
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Updated July 22, 2011