Traders in Financial Futures- Futures Only Positions as of August 24, 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 94,976
Positions
10,331 49,604 1,118 11,701 9,461 438 26,594 13,860 2,678 7,041 0 0 35,075 17,817
Changes from: August 17, 2010 Total Change is: 68
5,531 -9,966 -302 1,476 169 104 -7,621 9,162 912 1,489 -2,215 -40 -1,481 2,244
Percent of Open Interest Represented by Each Category of Trader
10.9 52.2 1.2 12.3 10.0 0.5 28.0 14.6 2.8 7.4 0.0 0.0 36.9 18.8
Number of Traders in Each Category Total Traders: 65
6 9 4 . . . 21 12 7 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 57,316
Positions
12,608 38,466 939 2,256 387 478 24,583 6,411 254 0 750 0 16,198 9,631
Changes from: August 17, 2010 Total Change is: 2,756
-894 4,122 -9 2 -6 6 2,907 -637 228 0 -439 0 516 -509
Percent of Open Interest Represented by Each Category of Trader
22.0 67.1 1.6 3.9 0.7 0.8 42.9 11.2 0.4 0.0 1.3 0.0 28.3 16.8
Number of Traders in Each Category Total Traders: 43
5 9 . . . . 17 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 139,333
Positions
66,053 68,830 932 17,778 13,437 799 26,929 13,501 709 2,046 17,872 0 24,087 23,253
Changes from: August 17, 2010 Total Change is: -2,108
1,217 -2,860 118 -500 605 -6 -2,057 -1,241 122 753 800 0 -1,755 354
Percent of Open Interest Represented by Each Category of Trader
47.4 49.4 0.7 12.8 9.6 0.6 19.3 9.7 0.5 1.5 12.8 0.0 17.3 16.7
Number of Traders in Each Category Total Traders: 85
9 13 . 6 10 . 24 15 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 140,128
Positions
8,853 84,545 1,667 37,734 8,213 1,360 55,264 7,208 1,553 2,049 2,840 0 31,648 32,742
Changes from: August 17, 2010 Total Change is: 2,483
1,022 -1,450 -598 1,190 1 3 -3,156 1,097 1,292 246 204 -50 2,534 1,984
Percent of Open Interest Represented by Each Category of Trader
6.3 60.3 1.2 26.9 5.9 1.0 39.4 5.1 1.1 1.5 2.0 0.0 22.6 23.4
Number of Traders in Each Category Total Traders: 95
6 18 4 11 9 4 29 15 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 245,448
Positions
120,440 82,301 2,437 22,627 27,849 2,860 29,115 65,757 2,009 18,868 12,217 263 46,829 49,755
Changes from: August 17, 2010 Total Change is: -4,642
4,900 -10,107 -334 -215 3,036 -53 -6,024 1,940 344 169 -450 0 -3,429 982
Percent of Open Interest Represented by Each Category of Trader
49.1 33.5 1.0 9.2 11.3 1.2 11.9 26.8 0.8 7.7 5.0 0.1 19.1 20.3
Number of Traders in Each Category Total Traders: 162
22 14 6 14 18 7 35 41 17 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 107,434
Positions
14,380 74,066 2,249 12,259 4,456 327 51,555 5,653 1,682 2,217 3,565 17 22,748 15,419
Changes from: August 17, 2010 Total Change is: -12,895
1,621 -12,031 515 200 600 0 -12,478 -2,208 1,210 -8 -808 -7 -3,948 -166
Percent of Open Interest Represented by Each Category of Trader
13.4 68.9 2.1 11.4 4.1 0.3 48.0 5.3 1.6 2.1 3.3 0.0 21.2 14.4
Number of Traders in Each Category Total Traders: 72
6 14 6 5 4 . 27 10 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 36,185
Positions
5,282 22,050 7,718 0 0 0 6,872 1,993 3,347 0 20 602 12,364 455
Changes from: August 17, 2010 Total Change is: 1,449
932 145 171 0 0 0 -660 787 27 -5,368 0 0 6,347 319
Percent of Open Interest Represented by Each Category of Trader
14.6 60.9 21.3 0.0 0.0 0.0 19.0 5.5 9.2 0.0 0.1 1.7 34.2 1.3
Number of Traders in Each Category Total Traders: 20
7 6 6 0 0 0 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 101,768
Positions
11,265 85,997 621 20,827 245 371 61,844 7,185 862 1,189 4,374 0 4,789 2,113
Changes from: August 17, 2010 Total Change is: -9,964
2,779 -7,223 343 2,219 0 0 -14,290 -4,397 731 -341 115 0 -1,405 467
Percent of Open Interest Represented by Each Category of Trader
11.1 84.5 0.6 20.5 0.2 0.4 60.8 7.1 0.8 1.2 4.3 0.0 4.7 2.1
Number of Traders in Each Category Total Traders: 92
11 11 . 7 . . 34 17 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 20,271
Positions
2,797 13,489 124 564 254 57 11,989 3,842 0 1,397 280 0 3,343 2,225
Changes from: August 17, 2010 Total Change is: -3,356
-603 -1,238 0 -897 134 57 -2,491 -2,500 0 38 -269 0 540 460
Percent of Open Interest Represented by Each Category of Trader
13.8 66.5 0.6 2.8 1.3 0.3 59.1 19.0 0.0 6.9 1.4 0.0 16.5 11.0
Number of Traders in Each Category Total Traders: 35
. 11 . . . . 9 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 44,608
Positions
21,487 19,333 332 2,625 6,996 601 11,675 10,454 547 150 1,096 0 7,191 5,250
Changes from: August 17, 2010 Total Change is: -3,795
-721 -3,023 73 -319 503 -117 -2,755 -1,292 198 150 -61 0 -305 -76
Percent of Open Interest Represented by Each Category of Trader
48.2 43.3 0.7 5.9 15.7 1.3 26.2 23.4 1.2 0.3 2.5 0.0 16.1 11.8
Number of Traders in Each Category Total Traders: 98
15 18 4 4 8 . 34 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 89,215
Positions
42,974 38,666 664 5,250 13,991 1,202 23,349 20,907 1,094 300 2,191 0 14,382 10,500
Changes from: August 17, 2010 Total Change is: -7,589
-1,442 -6,046 145 -637 1,006 -233 -5,509 -2,583 396 300 -122 0 -609 -152
Percent of Open Interest Represented by Each Category of Trader
48.2 43.3 0.7 5.9 15.7 1.3 26.2 23.4 1.2 0.3 2.5 0.0 16.1 11.8
Number of Traders in Each Category Total Traders: 98
15 18 4 4 8 . 34 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 910,530
Positions
82,538 193,593 60,669 429,139 184,192 59,634 78,017 212,103 62,160 16,706 34,539 4,608 117,060 99,033
Changes from: August 17, 2010 Total Change is: 25,906
12,847 -21,851 -478 3,478 15,035 2,059 -2,839 15,816 23,680 586 4,746 1,320 -14,747 -14,420
Percent of Open Interest Represented by Each Category of Trader
9.1 21.3 6.7 47.1 20.2 6.5 8.6 23.3 6.8 1.8 3.8 0.5 12.9 10.9
Number of Traders in Each Category Total Traders: 529
32 49 18 113 67 65 83 137 59 20 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 322,706
Positions
33,346 101,433 17,384 156,190 45,466 9,428 21,816 79,921 1,682 7,866 15,754 0 74,994 51,638
Changes from: August 17, 2010 Total Change is: 3,427
-2,397 -15,181 5,281 -885 2,988 1,026 -864 22,233 76 217 1,540 0 973 -14,536
Percent of Open Interest Represented by Each Category of Trader
10.3 31.4 5.4 48.4 14.1 2.9 6.8 24.8 0.5 2.4 4.9 0.0 23.2 16.0
Number of Traders in Each Category Total Traders: 128
12 20 8 36 16 18 14 23 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 2,939,121
Positions
263,116 477,956 199,269 1,380,690 709,579 235,081 546,967 926,870 36,430 65,949 115,673 1,288 210,331 236,975
Changes from: August 17, 2010 Total Change is: 112,396
5,881 -103,692 41,548 20,740 59,159 6,241 116,390 94,181 -8,246 8,531 22,713 -87 -78,602 579
Percent of Open Interest Represented by Each Category of Trader
9.0 16.3 6.8 47.0 24.1 8.0 18.6 31.5 1.2 2.2 3.9 0.0 7.2 8.1
Number of Traders in Each Category Total Traders: 483
29 45 13 90 61 54 83 132 43 18 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 88,678
Positions
6,909 7,801 4,140 51,089 51,462 3,617 11,985 16,456 466 0 0 0 10,472 4,736
Changes from: August 17, 2010 Total Change is: 736
2,920 -3,984 -169 -1,603 2,656 -354 34 2,047 435 0 0 0 -527 105
Percent of Open Interest Represented by Each Category of Trader
7.8 8.8 4.7 57.6 58.0 4.1 13.5 18.6 0.5 0.0 0.0 0.0 11.8 5.3
Number of Traders in Each Category Total Traders: 85
5 8 . 35 12 9 16 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 93,392
Positions
29,055 14,045 13,962 13,149 24,043 3,152 16,517 17,503 6,970 1,456 6,686 76 9,054 6,955
Changes from: August 17, 2010 Total Change is: 6,629
3,630 -4,667 6,127 26 1,420 -191 -4,247 2,205 2,006 -137 -363 76 -660 18
Percent of Open Interest Represented by Each Category of Trader
31.1 15.0 15.0 14.1 25.7 3.4 17.7 18.7 7.5 1.6 7.2 0.1 9.7 7.4
Number of Traders in Each Category Total Traders: 221
22 25 12 27 27 11 48 49 16 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 22,851
Positions
10,776 15,790 789 1,143 485 0 4,658 2,706 0 0 2,251 0 5,485 830
Changes from: August 17, 2010 Total Change is: 5,497
4,877 4,933 297 -100 0 0 846 1,087 0 0 -246 0 -423 -574
Percent of Open Interest Represented by Each Category of Trader
47.2 69.1 3.5 5.0 2.1 0.0 20.4 11.8 0.0 0.0 9.9 0.0 24.0 3.6
Number of Traders in Each Category Total Traders: 24
6 9 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 352,705
Positions
154,355 54,232 2,907 60,031 117,789 15,759 90,407 105,097 3,741 7,281 22,177 378 17,846 30,625
Changes from: August 17, 2010 Total Change is: 5,662
22,570 -19,197 346 629 7,100 -954 -16,675 14,378 1,239 -684 -586 378 -1,187 2,958
Percent of Open Interest Represented by Each Category of Trader
43.8 15.4 0.8 17.0 33.4 4.5 25.6 29.8 1.1 2.1 6.3 0.1 5.1 8.7
Number of Traders in Each Category Total Traders: 217
25 21 5 25 26 11 47 50 13 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 453,871
Positions
228,817 46,092 15,953 134,560 164,249 17,625 33,297 164,860 7,802 1,843 16,050 29 13,945 21,211
Changes from: August 17, 2010 Total Change is: 23,034
28,740 -74 3,539 167 7,426 -2,411 -4,633 12,444 -846 98 120 -50 -1,570 2,886
Percent of Open Interest Represented by Each Category of Trader
50.4 10.2 3.5 29.6 36.2 3.9 7.3 36.3 1.7 0.4 3.5 0.0 3.1 4.7
Number of Traders in Each Category Total Traders: 255
17 21 8 51 46 24 31 74 19 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 32,872
Positions
7,957 9,167 953 10,267 1,654 235 3,615 3,583 0 1,071 975 0 8,774 16,305
Changes from: August 17, 2010 Total Change is: 3,121
211 556 351 1,555 166 -18 230 462 0 671 0 0 121 1,604
Percent of Open Interest Represented by Each Category of Trader
24.2 27.9 2.9 31.2 5.0 0.7 11.0 10.9 0.0 3.3 3.0 0.0 26.7 49.6
Number of Traders in Each Category Total Traders: 59
16 10 . 9 4 . 8 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 54,948
Positions
30,532 18,330 2,382 6,726 3,672 410 2,282 9,752 1,372 0 324 0 11,244 18,706
Changes from: August 17, 2010 Total Change is: 2,379
403 847 153 -379 317 0 -527 948 636 0 20 0 2,093 -542
Percent of Open Interest Represented by Each Category of Trader
55.6 33.4 4.3 12.2 6.7 0.7 4.2 17.7 2.5 0.0 0.6 0.0 20.5 34.0
Number of Traders in Each Category Total Traders: 60
15 10 . 7 5 . 5 17 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 34,818
Positions
1,142 361 0 22,920 28,136 2,911 4,252 1,653 0 0 0 0 3,593 1,757
Changes from: August 17, 2010 Total Change is: 56
-674 0 0 827 -76 138 -638 0 0 0 0 0 403 -6
Percent of Open Interest Represented by Each Category of Trader
3.3 1.0 0.0 65.8 80.8 8.4 12.2 4.7 0.0 0.0 0.0 0.0 10.3 5.0
Number of Traders in Each Category Total Traders: 41
. . 0 16 13 7 8 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 27,529
Positions
998 9,206 135 14,393 2,800 648 3,783 12,355 0 2,001 204 0 5,571 2,181
Changes from: August 17, 2010 Total Change is: 434
41 -42 135 653 303 -46 337 196 0 0 0 0 -686 -112
Percent of Open Interest Represented by Each Category of Trader
3.6 33.4 0.5 52.3 10.2 2.4 13.7 44.9 0.0 7.3 0.7 0.0 20.2 7.9
Number of Traders in Each Category Total Traders: 41
. 6 . 13 4 5 7 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 743,828
Positions
31,868 174,111 5,022 361,465 160,745 69,284 63,641 155,821 15,391 35,273 29,352 1,264 160,620 132,838
Changes from: August 17, 2010 Total Change is: 28,550
9,803 -219 -1,082 -5,990 12,209 16,521 16,419 -5,896 3,753 220 -1,070 1,022 -12,116 3,312
Percent of Open Interest Represented by Each Category of Trader
4.3 23.4 0.7 48.6 21.6 9.3 8.6 20.9 2.1 4.7 3.9 0.2 21.6 17.9
Number of Traders in Each Category Total Traders: 175
12 24 6 46 26 37 28 23 18 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 235,402
Positions
2,036 99,640 2,145 148,692 0 7,441 13,235 76,059 7,196 0 0 0 54,657 42,921
Changes from: August 17, 2010 Total Change is: 38,373
0 13,330 667 17,845 0 -568 7,508 11,069 6,751 0 -2,250 0 6,170 9,374
Percent of Open Interest Represented by Each Category of Trader
0.9 42.3 0.9 63.2 0.0 3.2 5.6 32.3 3.1 0.0 0.0 0.0 23.2 18.2
Number of Traders in Each Category Total Traders: 44
. 7 4 20 0 9 4 11 7 0 0 0
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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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 832,020
Positions
61,548 86,213 9,268 218,527 195,714 102,690 212,570 101,195 40,835 56,127 166,454 4,868 125,587 124,783
Changes from: August 17, 2010 Total Change is: 9,836
10,823 979 -4,012 -17,897 -8,251 10,315 -16,016 -6,691 9,003 2,428 -5,808 452 14,740 13,849
Percent of Open Interest Represented by Each Category of Trader
7.4 10.4 1.1 26.3 23.5 12.3 25.5 12.2 4.9 6.7 20.0 0.6 15.1 15.0
Number of Traders in Each Category Total Traders: 222
15 26 5 34 42 37 35 32 16 9 29 6
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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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 2,055,210
Positions
95,952 349,134 56,873 949,965 397,405 201,310 221,065 576,027 76,685 114,006 63,341 15,185 324,169 319,250
Changes from: August 17, 2010 Total Change is: 63,184
26,983 28,713 -874 -45,071 -11,668 6,259 21,647 -9,937 23,071 -2,101 8,503 2,637 30,633 16,480
Percent of Open Interest Represented by Each Category of Trader
4.7 17.0 2.8 46.2 19.3 9.8 10.8 28.0 3.7 5.5 3.1 0.7 15.8 15.5
Number of Traders in Each Category Total Traders: 272
34 33 21 39 53 53 32 61 47 13 7 6
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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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 1,176,478
Positions
83,191 172,294 18,680 301,460 381,460 132,040 298,645 99,980 77,256 48,829 46,342 1,306 215,071 247,120
Changes from: August 17, 2010 Total Change is: 83,397
26,642 2,578 -9,082 2,022 24,938 4,735 10,416 20,405 38,454 -1,725 -3,384 -207 12,142 4,960
Percent of Open Interest Represented by Each Category of Trader
7.1 14.6 1.6 25.6 32.4 11.2 25.4 8.5 6.6 4.2 3.9 0.1 18.3 21.0
Number of Traders in Each Category Total Traders: 168
15 21 11 22 38 36 31 24 26 8 9 .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 603,936
Positions
125,286 243,956 206,290 17,577 885 1,158 134,899 24,967 66,727 5,947 2,376 3,621 42,431 53,956
Changes from: August 17, 2010 Total Change is: 6,620
-1,759 -11,273 3,770 665 0 0 -3,419 6,529 8,119 -1,278 47 2,592 -2,070 -3,164
Percent of Open Interest Represented by Each Category of Trader
20.7 40.4 34.2 2.9 0.1 0.2 22.3 4.1 11.0 1.0 0.4 0.6 7.0 8.9
Number of Traders in Each Category Total Traders: 103
19 26 35 . . . 31 11 28 5 . 4
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,898,270
Positions
1,867,168 3,176,632 1,356,138 1,042,168 321,277 144,403 1,381,100 614,887 960,854 193,436 336,225 60,429 892,574 927,425
Changes from: August 17, 2010 Total Change is: 37,937
43,175 16,298 -69,845 11,773 -6,304 22,381 11,246 46,091 -33,542 14,742 24,790 9,136 28,871 28,932
Percent of Open Interest Represented by Each Category of Trader
23.6 40.2 17.2 13.2 4.1 1.8 17.5 7.8 12.2 2.4 4.3 0.8 11.3 11.7
Number of Traders in Each Category Total Traders: 269
37 58 91 10 12 13 61 53 85 8 17 15
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,769
Positions
3,370 5,126 1,867 964 1,931 207 1,019 2,474 306 4,800 661 0 236 197
Changes from: August 17, 2010 Total Change is: 912
-323 -768 1,019 12 145 -75 -875 424 150 1,000 0 0 4 17
Percent of Open Interest Represented by Each Category of Trader
26.4 40.1 14.6 7.5 15.1 1.6 8.0 19.4 2.4 37.6 5.2 0.0 1.8 1.5
Number of Traders in Each Category Total Traders: 35
4 5 . . 6 . 5 7 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 41,638
Positions
35,963 22,156 1,868 1,249 931 77 1,888 10,113 340 0 6,013 0 253 140
Changes from: August 17, 2010 Total Change is: 1,078
-477 -736 1,335 0 -386 0 122 1,148 90 0 -431 0 8 58
Percent of Open Interest Represented by Each Category of Trader
86.4 53.2 4.5 3.0 2.2 0.2 4.5 24.3 0.8 0.0 14.4 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 29
. 5 . . 5 . 5 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,979
Positions
11,807 16,220 30 585 0 729 9,306 8,673 530 617 649 5 5,370 2,143
Changes from: August 17, 2010 Total Change is: -3,000
644 -703 0 272 0 -68 -4,824 -2,100 -125 -23 -3 1 1,123 -2
Percent of Open Interest Represented by Each Category of Trader
40.7 56.0 0.1 2.0 0.0 2.5 32.1 29.9 1.8 2.1 2.2 0.0 18.5 7.4
Number of Traders in Each Category Total Traders: 61
8 . . 4 0 . 22 12 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 95,220
Positions
66,950 32,575 8,180 1,011 5 536 0 33,115 4,001 774 1,749 33 13,735 15,026
Changes from: August 17, 2010 Total Change is: -10,249
-3,288 1,903 -5,725 3 5 290 -15 -1,639 -1,087 0 -622 0 -427 -3,374
Percent of Open Interest Represented by Each Category of Trader
70.3 34.2 8.6 1.1 0.0 0.6 0.0 34.8 4.2 0.8 1.8 0.0 14.4 15.8
Number of Traders in Each Category Total Traders: 54
. 11 7 4 . . 0 30 18 . . .
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Traders in Financial Futures- Futures Only Positions as of August 24, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,949
Positions
651 12,026 0 11,203 0 37 1,217 1,155 0 0 0 0 841 731
Changes from: August 17, 2010 Total Change is: -2,038
89 -2,000 -66 -110 0 16 -1,142 618 -47 0 0 0 -778 -559
Percent of Open Interest Represented by Each Category of Trader
4.7 86.2 0.0 80.3 0.0 0.3 8.7 8.3 0.0 0.0 0.0 0.0 6.0 5.2
Number of Traders in Each Category Total Traders: 22
. . 0 9 0 . 4 5 0 0 0 0
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Updated August 27, 2010