Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 94,908 Positions 4,800 59,570 1,420 10,225 9,292 334 34,215 4,698 1,766 5,552 2,215 40 36,556 15,573 Changes from: August 10, 2010 Total Change is: -10,635 2,229 -9,694 569 582 605 -26 -9,258 -3,996 246 425 9 30 -5,432 1,622 Percent of Open Interest Represented by Each Category of Trader 5.1 62.8 1.5 10.8 9.8 0.4 36.1 5.0 1.9 5.8 2.3 0.0 38.5 16.4 Number of Traders in Each Category Total Traders: 63 . 11 5 . . . 30 4 7 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 54,560 Positions 13,502 34,344 948 2,254 393 472 21,676 7,048 26 0 1,189 0 15,682 10,140 Changes from: August 10, 2010 Total Change is: 1,994 -1,218 1,482 7 192 -34 -29 996 738 -23 0 254 0 2,069 -401 Percent of Open Interest Represented by Each Category of Trader 24.7 62.9 1.7 4.1 0.7 0.9 39.7 12.9 0.0 0.0 2.2 0.0 28.7 18.6 Number of Traders in Each Category Total Traders: 40 5 8 . . . . 14 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 141,441 Positions 64,836 71,690 814 18,278 12,832 805 28,986 14,742 587 1,293 17,072 0 25,842 22,899 Changes from: August 10, 2010 Total Change is: -786 1,668 1,804 12 554 351 -94 -5,701 -1,584 220 428 -250 0 2,127 -1,245 Percent of Open Interest Represented by Each Category of Trader 45.8 50.7 0.6 12.9 9.1 0.6 20.5 10.4 0.4 0.9 12.1 0.0 18.3 16.2 Number of Traders in Each Category Total Traders: 84 8 14 . 7 10 4 24 14 10 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 137,645 Positions 7,831 85,995 2,265 36,544 8,212 1,357 58,420 6,111 261 1,803 2,636 50 29,114 30,758 Changes from: August 10, 2010 Total Change is: 646 415 -182 254 2,215 -400 55 -2,865 -1,512 29 241 470 50 252 1,882 Percent of Open Interest Represented by Each Category of Trader 5.7 62.5 1.6 26.5 6.0 1.0 42.4 4.4 0.2 1.3 1.9 0.0 21.2 22.3 Number of Traders in Each Category Total Traders: 98 6 18 4 11 10 . 31 15 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 250,090 Positions 115,540 92,408 2,771 22,842 24,813 2,913 35,139 63,817 1,665 18,699 12,667 263 50,258 48,773 Changes from: August 10, 2010 Total Change is: 15,814 6,925 -1,623 -220 31 2,538 -180 1,737 14,587 -30 1,777 -2,359 0 5,774 3,101 Percent of Open Interest Represented by Each Category of Trader 46.2 36.9 1.1 9.1 9.9 1.2 14.1 25.5 0.7 7.5 5.1 0.1 20.1 19.5 Number of Traders in Each Category Total Traders: 156 22 15 7 14 17 7 35 36 19 10 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 120,329 Positions 12,759 86,097 1,734 12,059 3,856 327 64,033 7,861 472 2,225 4,373 24 26,696 15,585 Changes from: August 10, 2010 Total Change is: 6,280 2,348 6,352 -2 1,387 -364 -84 2,181 1,014 415 -382 -646 24 393 -429 Percent of Open Interest Represented by Each Category of Trader 10.6 71.6 1.4 10.0 3.2 0.3 53.2 6.5 0.4 1.8 3.6 0.0 22.2 13.0 Number of Traders in Each Category Total Traders: 74 6 14 5 5 . . 28 11 4 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 34,736 Positions 4,350 21,905 7,547 0 0 0 7,532 1,206 3,320 5,368 20 602 6,017 136 Changes from: August 10, 2010 Total Change is: 417 644 -539 151 0 0 0 -1,139 786 0 0 0 0 761 19 Percent of Open Interest Represented by Each Category of Trader 12.5 63.1 21.7 0.0 0.0 0.0 21.7 3.5 9.6 15.5 0.1 1.7 17.3 0.4 Number of Traders in Each Category Total Traders: 20 6 6 5 0 0 0 4 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 111,732 Positions 8,486 93,220 278 18,608 245 371 76,134 11,582 131 1,530 4,259 0 6,194 1,646 Changes from: August 10, 2010 Total Change is: 1,451 33 450 3 746 0 -146 539 710 -132 -61 -25 0 469 591 Percent of Open Interest Represented by Each Category of Trader 7.6 83.4 0.2 16.7 0.2 0.3 68.1 10.4 0.1 1.4 3.8 0.0 5.5 1.5 Number of Traders in Each Category Total Traders: 91 8 13 . 7 . . 37 13 . 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,627 Positions 3,400 14,727 124 1,461 120 0 14,480 6,342 0 1,359 549 0 2,803 1,765 Changes from: August 10, 2010 Total Change is: -1,409 430 -1,609 0 843 -121 -25 -2,383 1,144 -744 1,078 -731 0 -608 677 Percent of Open Interest Represented by Each Category of Trader 14.4 62.3 0.5 6.2 0.5 0.0 61.3 26.8 0.0 5.8 2.3 0.0 11.9 7.5 Number of Traders in Each Category Total Traders: 42 4 11 . . . 0 9 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 48,402 Positions 22,208 22,356 260 2,944 6,493 718 14,429 11,745 349 0 1,157 0 7,496 5,326 Changes from: August 10, 2010 Total Change is: 2,126 -1,687 1,953 69 235 699 -39 3,532 985 -431 0 30 0 447 -1,140 Percent of Open Interest Represented by Each Category of Trader 45.9 46.2 0.5 6.1 13.4 1.5 29.8 24.3 0.7 0.0 2.4 0.0 15.5 11.0 Number of Traders in Each Category Total Traders: 98 15 19 4 5 7 . 39 10 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 96,804 Positions 44,416 44,712 519 5,887 12,985 1,435 28,858 23,490 698 0 2,313 0 14,991 10,652 Changes from: August 10, 2010 Total Change is: 4,251 -3,373 3,905 138 470 1,398 -78 7,063 1,970 -862 0 60 0 893 -2,280 Percent of Open Interest Represented by Each Category of Trader 45.9 46.2 0.5 6.1 13.4 1.5 29.8 24.3 0.7 0.0 2.4 0.0 15.5 11.0 Number of Traders in Each Category Total Traders: 98 15 19 4 5 7 . 39 10 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 884,624 Positions 69,690 215,444 61,147 425,661 169,158 57,574 80,856 196,286 38,481 16,120 29,793 3,288 131,808 113,453 Changes from: August 10, 2010 Total Change is: 14,483 4,703 -21,530 621 -7,376 12,984 1,752 6,539 2,371 13,199 1,562 2,428 -399 -6,117 3,057 Percent of Open Interest Represented by Each Category of Trader 7.9 24.4 6.9 48.1 19.1 6.5 9.1 22.2 4.3 1.8 3.4 0.4 14.9 12.8 Number of Traders in Each Category Total Traders: 536 30 51 18 110 65 62 93 138 63 22 27 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 319,279 Positions 35,743 116,614 12,103 157,075 42,478 8,402 22,680 57,688 1,606 7,649 14,214 0 74,021 66,174 Changes from: August 10, 2010 Total Change is: -455 169 -13,443 1,084 334 1,097 11 93 10,531 150 324 -1,316 0 -2,620 1,431 Percent of Open Interest Represented by Each Category of Trader 11.2 36.5 3.8 49.2 13.3 2.6 7.1 18.1 0.5 2.4 4.5 0.0 23.2 20.7 Number of Traders in Each Category Total Traders: 134 12 21 7 35 14 16 17 27 10 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,826,725 Positions 257,235 581,648 157,721 1,359,950 650,420 228,840 430,577 832,689 44,676 57,418 92,960 1,375 288,933 236,396 Changes from: August 10, 2010 Total Change is: 74,689 21,928 -41,177 -1,576 -25,909 72,078 -3,936 87,098 14,068 10,377 4,187 16,718 7 -17,487 8,130 Percent of Open Interest Represented by Each Category of Trader 9.1 20.6 5.6 48.1 23.0 8.1 15.2 29.5 1.6 2.0 3.3 0.0 10.2 8.4 Number of Traders in Each Category Total Traders: 493 30 48 10 88 59 52 94 130 45 19 25 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 87,942 Positions 3,989 11,785 4,309 52,692 48,806 3,971 11,951 14,409 31 0 0 0 10,999 4,631 Changes from: August 10, 2010 Total Change is: -1,204 -438 -5,778 166 617 4,346 285 -1,695 -321 31 0 0 0 -170 67 Percent of Open Interest Represented by Each Category of Trader 4.5 13.4 4.9 59.9 55.5 4.5 13.6 16.4 0.0 0.0 0.0 0.0 12.5 5.3 Number of Traders in Each Category Total Traders: 81 . 10 . 34 12 10 14 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 86,763 Positions 25,425 18,712 7,835 13,123 22,623 3,343 20,764 15,299 4,965 1,593 7,050 0 9,715 6,937 Changes from: August 10, 2010 Total Change is: -111 2,135 -4,744 1,004 -3,594 956 8 -1,445 -813 1,714 406 520 0 -339 1,244 Percent of Open Interest Represented by Each Category of Trader 29.3 21.6 9.0 15.1 26.1 3.9 23.9 17.6 5.7 1.8 8.1 0.0 11.2 8.0 Number of Traders in Each Category Total Traders: 226 22 25 8 28 24 11 60 45 18 13 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 17,354 Positions 5,899 10,857 492 1,243 485 0 3,812 1,619 0 0 2,497 0 5,908 1,404 Changes from: August 10, 2010 Total Change is: 2,955 1,229 2,458 0 -62 0 0 1,474 246 0 0 0 0 314 251 Percent of Open Interest Represented by Each Category of Trader 34.0 62.6 2.8 7.2 2.8 0.0 22.0 9.3 0.0 0.0 14.4 0.0 34.0 8.1 Number of Traders in Each Category Total Traders: 23 6 8 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 347,043 Positions 131,785 73,429 2,561 59,402 110,689 16,713 107,082 90,719 2,502 7,965 22,763 0 19,033 27,667 Changes from: August 10, 2010 Total Change is: -15,330 9,558 -30,982 -6 -17,662 4,780 38 -6,673 2,629 647 2,031 2,599 0 -3,263 4,965 Percent of Open Interest Represented by Each Category of Trader 38.0 21.2 0.7 17.1 31.9 4.8 30.9 26.1 0.7 2.3 6.6 0.0 5.5 8.0 Number of Traders in Each Category Total Traders: 222 22 24 . 26 23 11 60 45 15 13 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 430,837 Positions 200,077 46,166 12,414 134,393 156,823 20,036 37,930 152,416 8,648 1,745 15,930 79 15,515 18,325 Changes from: August 10, 2010 Total Change is: 9,713 17,903 -12,699 3,183 -1,925 12,600 -3,136 -6,082 1,598 1,891 -10 6,200 -7 -2,104 83 Percent of Open Interest Represented by Each Category of Trader 46.4 10.7 2.9 31.2 36.4 4.7 8.8 35.4 2.0 0.4 3.7 0.0 3.6 4.3 Number of Traders in Each Category Total Traders: 256 16 20 7 52 45 23 36 70 20 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 29,751 Positions 7,746 8,611 602 8,712 1,488 253 3,385 3,121 0 400 975 0 8,653 14,701 Changes from: August 10, 2010 Total Change is: -576 -1,138 -534 444 47 448 122 639 -390 0 -210 0 0 -480 -666 Percent of Open Interest Represented by Each Category of Trader 26.0 28.9 2.0 29.3 5.0 0.9 11.4 10.5 0.0 1.3 3.3 0.0 29.1 49.4 Number of Traders in Each Category Total Traders: 54 14 9 . 9 . . 8 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,569 Positions 30,129 17,483 2,229 7,105 3,355 410 2,809 8,804 736 0 304 0 9,151 19,248 Changes from: August 10, 2010 Total Change is: 296 -1,616 3,611 -56 444 623 12 185 1,808 95 0 -270 0 1,232 -5,527 Percent of Open Interest Represented by Each Category of Trader 57.3 33.3 4.2 13.5 6.4 0.8 5.3 16.7 1.4 0.0 0.6 0.0 17.4 36.6 Number of Traders in Each Category Total Traders: 59 13 10 . 8 . . 8 16 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 34,762 Positions 1,816 361 0 22,093 28,212 2,773 4,890 1,653 0 0 0 0 3,190 1,763 Changes from: August 10, 2010 Total Change is: 4,253 1,563 0 0 126 5,021 20 2,716 -417 0 0 0 0 -172 -371 Percent of Open Interest Represented by Each Category of Trader 5.2 1.0 0.0 63.6 81.2 8.0 14.1 4.8 0.0 0.0 0.0 0.0 9.2 5.1 Number of Traders in Each Category Total Traders: 43 . . 0 17 13 7 9 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 27,095 Positions 957 9,248 0 13,740 2,497 694 3,446 12,159 0 2,001 204 0 6,257 2,293 Changes from: August 10, 2010 Total Change is: -420 -487 -12 0 -514 241 56 75 -383 0 0 0 0 450 -322 Percent of Open Interest Represented by Each Category of Trader 3.5 34.1 0.0 50.7 9.2 2.6 12.7 44.9 0.0 7.4 0.8 0.0 23.1 8.5 Number of Traders in Each Category Total Traders: 38 . 6 0 13 . 5 6 . 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 715,278 Positions 22,065 174,330 6,104 367,455 148,536 52,763 47,222 161,717 11,638 35,053 30,422 242 172,736 129,526 Changes from: August 10, 2010 Total Change is: -14,303 5,299 10,710 2,643 -11,742 -6,693 -7,391 -11,907 -8,828 3,195 251 -10,759 90 5,259 2,730 Percent of Open Interest Represented by Each Category of Trader 3.1 24.4 0.9 51.4 20.8 7.4 6.6 22.6 1.6 4.9 4.3 0.0 24.1 18.1 Number of Traders in Each Category Total Traders: 164 9 24 7 44 25 31 25 23 18 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 197,029 Positions 2,036 86,310 1,478 130,847 0 8,009 5,727 64,990 445 0 2,250 0 48,487 33,547 Changes from: August 10, 2010 Total Change is: 25,251 0 10,178 -3,827 27,227 0 -533 -24 6,097 16 0 2,250 0 2,392 11,070 Percent of Open Interest Represented by Each Category of Trader 1.0 43.8 0.8 66.4 0.0 4.1 2.9 33.0 0.2 0.0 1.1 0.0 24.6 17.0 Number of Traders in Each Category Total Traders: 40 . 7 . 19 0 9 . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 822,184 Positions 50,725 85,234 13,280 236,424 203,965 92,375 228,586 107,886 31,832 53,699 172,262 4,416 110,847 110,934 Changes from: August 10, 2010 Total Change is: -7,763 15,177 -3,402 -305 -24,042 -744 -5,337 10,047 -16,407 883 -673 22,233 30 -3,543 -4,714 Percent of Open Interest Represented by Each Category of Trader 6.2 10.4 1.6 28.8 24.8 11.2 27.8 13.1 3.9 6.5 21.0 0.5 13.5 13.5 Number of Traders in Each Category Total Traders: 223 17 26 8 34 42 37 35 32 19 8 28 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,992,026 Positions 68,969 320,421 57,747 995,036 409,073 195,051 199,418 585,964 53,614 116,107 54,838 12,548 293,536 302,770 Changes from: August 10, 2010 Total Change is: 9,023 779 -13,784 7,090 15,062 -656 -8,824 5,182 8,083 366 -366 24,347 424 -10,690 -8,023 Percent of Open Interest Represented by Each Category of Trader 3.5 16.1 2.9 50.0 20.5 9.8 10.0 29.4 2.7 5.8 2.8 0.6 14.7 15.2 Number of Traders in Each Category Total Traders: 259 25 36 22 39 50 48 25 66 42 12 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,093,081 Positions 56,549 169,716 27,762 299,438 356,522 127,305 288,229 79,575 38,802 50,554 49,726 1,513 202,929 242,160 Changes from: August 10, 2010 Total Change is: 19,262 1,199 -7,835 5,041 -16,999 34,272 -15,705 31,861 835 12,300 467 -1,239 243 855 -8,650 Percent of Open Interest Represented by Each Category of Trader 5.2 15.5 2.5 27.4 32.6 11.6 26.4 7.3 3.5 4.6 4.5 0.1 18.6 22.2 Number of Traders in Each Category Total Traders: 159 10 21 10 22 39 36 23 26 25 8 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 597,316 Positions 127,045 255,229 202,520 16,912 885 1,158 138,318 18,438 58,608 7,225 2,329 1,029 44,501 57,120 Changes from: August 10, 2010 Total Change is: 3,615 -1,897 1,175 4,321 -1,627 342 0 -496 2,103 -3,068 4,877 0 278 1,227 -1,536 Percent of Open Interest Represented by Each Category of Trader 21.3 42.7 33.9 2.8 0.1 0.2 23.2 3.1 9.8 1.2 0.4 0.2 7.5 9.6 Number of Traders in Each Category Total Traders: 106 19 29 37 . . . 31 11 31 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 7,860,333 Positions 1,823,993 3,160,334 1,425,983 1,030,395 327,581 122,022 1,369,854 568,796 994,396 178,694 311,435 51,293 863,703 898,493 Changes from: August 10, 2010 Total Change is: -81,631 19,222 -4,001 5,179 2,293 -18,149 7,265 -26,527 -27,660 -14,073 4,237 9,494 2,462 -81,689 -42,148 Percent of Open Interest Represented by Each Category of Trader 23.2 40.2 18.1 13.1 4.2 1.6 17.4 7.2 12.7 2.3 4.0 0.7 11.0 11.4 Number of Traders in Each Category Total Traders: 263 40 57 89 11 10 13 66 48 84 8 14 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 11,857 Positions 3,693 5,894 848 952 1,786 282 1,894 2,050 156 3,800 661 0 232 180 Changes from: August 10, 2010 Total Change is: -2,916 -2,829 -2,964 131 -91 132 -119 29 -141 0 0 0 0 -37 45 Percent of Open Interest Represented by Each Category of Trader 31.1 49.7 7.2 8.0 15.1 2.4 16.0 17.3 1.3 32.0 5.6 0.0 2.0 1.5 Number of Traders in Each Category Total Traders: 36 4 5 . . 7 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 40,560 Positions 36,440 22,892 533 1,249 1,317 77 1,766 8,965 250 0 6,444 0 245 82 Changes from: August 10, 2010 Total Change is: -793 -1,039 -1,268 485 0 207 0 -355 -164 230 0 -250 0 -114 -33 Percent of Open Interest Represented by Each Category of Trader 89.8 56.4 1.3 3.1 3.2 0.2 4.4 22.1 0.6 0.0 15.9 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 32 . 5 . . 5 . 8 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,979 Positions 11,163 16,923 30 313 0 797 14,130 10,773 655 640 652 4 4,247 2,145 Changes from: August 10, 2010 Total Change is: 3,195 815 824 0 165 -145 5 2,542 3,673 38 -178 -444 0 -192 -756 Percent of Open Interest Represented by Each Category of Trader 34.9 52.9 0.1 1.0 0.0 2.5 44.2 33.7 2.0 2.0 2.0 0.0 13.3 6.7 Number of Traders in Each Category Total Traders: 58 6 5 . . 0 . 14 17 4 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 105,469 Positions 70,238 30,672 13,905 1,008 0 246 15 34,754 5,088 774 2,371 33 14,162 18,400 Changes from: August 10, 2010 Total Change is: 5,099 2,560 -2,071 1,708 0 0 0 15 1,719 977 97 916 -138 -120 1,988 Percent of Open Interest Represented by Each Category of Trader 66.6 29.1 13.2 1.0 0.0 0.2 0.0 33.0 4.8 0.7 2.2 0.0 13.4 17.4 Number of Traders in Each Category Total Traders: 52 . 12 12 4 0 . . 28 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 5,155 Positions 762 3,723 0 2,437 0 0 1,148 1,350 0 720 45 0 88 37 Changes from: August 10, 2010 Total Change is: 4 0 418 0 -27 0 0 20 -414 0 0 0 0 11 0 Percent of Open Interest Represented by Each Category of Trader 14.8 72.2 0.0 47.3 0.0 0.0 22.3 26.2 0.0 14.0 0.9 0.0 1.7 0.7 Number of Traders in Each Category Total Traders: 20 . . 0 . 0 0 5 . 0 . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 20, 2010