Traders in Financial Futures- Futures Only Positions as of August 31, 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 108,003
Positions
22,423 38,338 2,415 11,837 9,814 373 24,678 34,986 1,917 7,151 824 0 37,209 19,336
Changes from: August 24, 2010 Total Change is: 13,027
12,092 -11,266 1,297 136 353 -65 -1,916 21,126 -761 110 824 0 2,134 1,519
Percent of Open Interest Represented by Each Category of Trader
20.8 35.5 2.2 11.0 9.1 0.3 22.8 32.4 1.8 6.6 0.8 0.0 34.5 17.9
Number of Traders in Each Category Total Traders: 75
7 8 7 . . . 23 18 7 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 60,655
Positions
11,594 41,826 721 2,191 1,008 403 26,668 5,580 611 0 750 0 18,467 9,756
Changes from: August 24, 2010 Total Change is: 3,339
-1,014 3,360 -218 -65 621 -75 2,085 -831 357 0 0 0 2,269 125
Percent of Open Interest Represented by Each Category of Trader
19.1 69.0 1.2 3.6 1.7 0.7 44.0 9.2 1.0 0.0 1.2 0.0 30.4 16.1
Number of Traders in Each Category Total Traders: 44
. 10 . . . . 19 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 144,196
Positions
71,628 63,522 1,098 16,986 13,107 674 26,128 18,447 721 2,695 18,032 0 24,266 28,595
Changes from: August 24, 2010 Total Change is: 4,863
5,575 -5,308 166 -792 -330 -125 -801 4,946 12 649 160 0 179 5,342
Percent of Open Interest Represented by Each Category of Trader
49.7 44.1 0.8 11.8 9.1 0.5 18.1 12.8 0.5 1.9 12.5 0.0 16.8 19.8
Number of Traders in Each Category Total Traders: 85
10 12 . 5 9 . 25 16 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 139,079
Positions
10,059 81,427 3,054 40,152 9,071 1,281 52,788 7,714 1,369 1,979 3,318 0 28,397 31,845
Changes from: August 24, 2010 Total Change is: -1,049
1,206 -3,118 1,387 2,418 858 -79 -2,476 506 -184 -70 478 0 -3,251 -897
Percent of Open Interest Represented by Each Category of Trader
7.2 58.5 2.2 28.9 6.5 0.9 38.0 5.5 1.0 1.4 2.4 0.0 20.4 22.9
Number of Traders in Each Category Total Traders: 96
8 16 5 12 10 . 28 15 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 241,133
Positions
117,126 74,984 2,911 23,058 28,462 2,671 32,332 64,492 3,772 15,019 13,736 268 43,976 49,837
Changes from: August 24, 2010 Total Change is: -4,315
-3,314 -7,317 474 431 613 -189 3,217 -1,265 1,763 -3,849 1,519 5 -2,853 82
Percent of Open Interest Represented by Each Category of Trader
48.6 31.1 1.2 9.6 11.8 1.1 13.4 26.7 1.6 6.2 5.7 0.1 18.2 20.7
Number of Traders in Each Category Total Traders: 163
24 13 7 14 18 8 35 40 21 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 102,439
Positions
15,065 68,567 2,347 11,795 4,347 246 46,383 5,726 1,843 807 3,601 17 23,936 15,745
Changes from: August 24, 2010 Total Change is: -4,995
685 -5,499 98 -464 -109 -81 -5,172 73 161 -1,410 36 0 1,188 326
Percent of Open Interest Represented by Each Category of Trader
14.7 66.9 2.3 11.5 4.2 0.2 45.3 5.6 1.8 0.8 3.5 0.0 23.4 15.4
Number of Traders in Each Category Total Traders: 68
6 13 6 5 4 . 25 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 36,954
Positions
6,023 22,028 7,718 0 0 0 6,817 3,065 3,379 0 20 602 12,415 142
Changes from: August 24, 2010 Total Change is: 769
741 -22 0 0 0 0 -55 1,072 32 0 0 0 51 -313
Percent of Open Interest Represented by Each Category of Trader
16.3 59.6 20.9 0.0 0.0 0.0 18.4 8.3 9.1 0.0 0.1 1.6 33.6 0.4
Number of Traders in Each Category Total Traders: 20
7 6 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 91,104
Positions
20,378 66,238 1,857 22,566 145 272 36,666 14,533 978 4,295 4,324 5 4,087 2,752
Changes from: August 24, 2010 Total Change is: -10,664
9,113 -19,759 1,236 1,739 -100 -99 -25,178 7,348 116 3,106 -50 5 -702 639
Percent of Open Interest Represented by Each Category of Trader
22.4 72.7 2.0 24.8 0.2 0.3 40.2 16.0 1.1 4.7 4.7 0.0 4.5 3.0
Number of Traders in Each Category Total Traders: 90
10 11 . 6 . . 32 18 4 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 20,099
Positions
3,914 12,726 118 1,237 120 0 11,359 4,570 0 521 380 0 2,950 2,185
Changes from: August 24, 2010 Total Change is: -172
1,117 -763 -6 673 -134 -57 -630 728 0 -876 100 0 -393 -40
Percent of Open Interest Represented by Each Category of Trader
19.5 63.3 0.6 6.2 0.6 0.0 56.5 22.7 0.0 2.6 1.9 0.0 14.7 10.9
Number of Traders in Each Category Total Traders: 41
5 9 . . . 0 12 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 43,120
Positions
21,406 18,552 392 3,170 6,177 649 10,493 10,838 401 200 1,057 0 6,411 5,056
Changes from: August 24, 2010 Total Change is: -1,488
-82 -782 60 545 -819 48 -1,182 385 -147 50 -39 0 -781 -194
Percent of Open Interest Represented by Each Category of Trader
49.6 43.0 0.9 7.4 14.3 1.5 24.3 25.1 0.9 0.5 2.5 0.0 14.9 11.7
Number of Traders in Each Category Total Traders: 98
15 18 4 6 8 . 35 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 86,239
Positions
42,811 37,103 783 6,340 12,354 1,297 20,986 21,676 801 400 2,113 0 12,821 10,112
Changes from: August 24, 2010 Total Change is: -2,976
-163 -1,563 119 1,090 -1,637 95 -2,363 769 -293 100 -78 0 -1,561 -388
Percent of Open Interest Represented by Each Category of Trader
49.6 43.0 0.9 7.4 14.3 1.5 24.3 25.1 0.9 0.5 2.5 0.0 14.9 11.7
Number of Traders in Each Category Total Traders: 98
15 18 4 6 8 . 35 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 938,443
Positions
92,626 189,051 71,330 432,585 189,618 60,533 78,547 223,099 71,405 16,102 35,726 5,999 109,316 91,682
Changes from: August 24, 2010 Total Change is: 27,913
10,089 -4,542 10,661 3,446 5,426 899 530 10,997 9,245 -604 1,187 1,391 -7,744 -7,351
Percent of Open Interest Represented by Each Category of Trader
9.9 20.1 7.6 46.1 20.2 6.5 8.4 23.8 7.6 1.7 3.8 0.6 11.6 9.8
Number of Traders in Each Category Total Traders: 537
33 51 24 111 69 66 85 139 62 20 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 329,914
Positions
47,208 101,783 16,709 150,205 47,482 9,308 20,346 92,120 1,790 6,801 17,753 75 77,472 42,894
Changes from: August 24, 2010 Total Change is: 7,208
13,862 350 -675 -5,985 2,016 -120 -1,470 12,199 108 -1,065 1,999 75 2,478 -8,744
Percent of Open Interest Represented by Each Category of Trader
14.3 30.9 5.1 45.5 14.4 2.8 6.2 27.9 0.5 2.1 5.4 0.0 23.5 13.0
Number of Traders in Each Category Total Traders: 130
15 18 9 33 16 19 15 23 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 3,042,646
Positions
293,593 502,840 206,604 1,427,932 726,715 240,091 602,807 966,696 36,275 74,994 118,355 1,130 159,220 243,940
Changes from: August 24, 2010 Total Change is: 103,525
30,477 24,884 7,335 47,242 17,136 5,010 55,840 39,826 -155 9,045 2,682 -158 -51,111 6,965
Percent of Open Interest Represented by Each Category of Trader
9.6 16.5 6.8 46.9 23.9 7.9 19.8 31.8 1.2 2.5 3.9 0.0 5.2 8.0
Number of Traders in Each Category Total Traders: 490
31 46 15 89 63 54 82 135 45 18 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 87,342
Positions
7,712 6,680 3,577 50,501 52,548 4,049 10,602 15,956 107 0 0 0 10,794 4,425
Changes from: August 24, 2010 Total Change is: -1,336
803 -1,121 -563 -588 1,086 432 -1,383 -500 -359 0 0 0 322 -311
Percent of Open Interest Represented by Each Category of Trader
8.8 7.6 4.1 57.8 60.2 4.6 12.1 18.3 0.1 0.0 0.0 0.0 12.4 5.1
Number of Traders in Each Category Total Traders: 78
6 7 . 34 12 10 11 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 96,738
Positions
30,899 12,564 17,074 11,652 24,738 3,239 18,282 20,107 4,794 1,449 6,764 0 9,349 7,457
Changes from: August 24, 2010 Total Change is: 3,346
1,844 -1,481 3,112 -1,497 695 88 1,765 2,604 -2,177 -7 78 -76 295 502
Percent of Open Interest Represented by Each Category of Trader
31.9 13.0 17.6 12.0 25.6 3.3 18.9 20.8 5.0 1.5 7.0 0.0 9.7 7.7
Number of Traders in Each Category Total Traders: 222
23 27 13 22 28 11 48 52 19 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 25,275
Positions
12,006 17,266 739 841 485 0 5,395 3,444 0 0 2,005 0 6,294 1,336
Changes from: August 24, 2010 Total Change is: 2,424
1,230 1,476 -50 -302 0 0 737 738 0 0 -246 0 809 506
Percent of Open Interest Represented by Each Category of Trader
47.5 68.3 2.9 3.3 1.9 0.0 21.3 13.6 0.0 0.0 7.9 0.0 24.9 5.3
Number of Traders in Each Category Total Traders: 23
5 10 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 357,315
Positions
173,081 55,105 3,059 54,054 121,266 16,197 85,215 104,096 3,190 7,244 23,795 0 15,275 30,607
Changes from: August 24, 2010 Total Change is: 4,610
18,726 873 152 -5,977 3,477 438 -5,192 -1,001 -551 -37 1,618 -378 -2,571 -18
Percent of Open Interest Represented by Each Category of Trader
48.4 15.4 0.9 15.1 33.9 4.5 23.8 29.1 0.9 2.0 6.7 0.0 4.3 8.6
Number of Traders in Each Category Total Traders: 219
23 26 5 21 27 11 47 53 15 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 459,839
Positions
234,596 40,969 16,878 133,507 171,861 16,269 34,276 168,392 8,482 1,632 16,077 35 14,164 20,876
Changes from: August 24, 2010 Total Change is: 5,968
5,779 -5,123 925 -1,053 7,612 -1,356 979 3,532 680 -211 27 6 219 -335
Percent of Open Interest Represented by Each Category of Trader
51.0 8.9 3.7 29.0 37.4 3.5 7.5 36.6 1.8 0.4 3.5 0.0 3.1 4.5
Number of Traders in Each Category Total Traders: 256
16 19 7 53 45 24 35 73 18 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 32,031
Positions
8,952 8,612 835 9,966 1,275 283 3,787 3,843 0 0 1,298 0 8,208 15,885
Changes from: August 24, 2010 Total Change is: -841
995 -555 -118 -301 -379 48 172 260 0 -1,071 323 0 -566 -420
Percent of Open Interest Represented by Each Category of Trader
27.9 26.9 2.6 31.1 4.0 0.9 11.8 12.0 0.0 0.0 4.1 0.0 25.6 49.6
Number of Traders in Each Category Total Traders: 57
16 9 . 9 . . 11 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 54,513
Positions
31,942 20,685 2,623 7,167 3,901 427 2,385 9,144 619 0 774 0 9,350 16,340
Changes from: August 24, 2010 Total Change is: -435
1,410 2,355 241 441 229 17 103 -608 -753 0 450 0 -1,894 -2,366
Percent of Open Interest Represented by Each Category of Trader
58.6 37.9 4.8 13.1 7.2 0.8 4.4 16.8 1.1 0.0 1.4 0.0 17.2 30.0
Number of Traders in Each Category Total Traders: 61
15 11 . 8 5 . 5 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 34,750
Positions
1,527 361 0 22,591 28,270 2,719 4,641 1,591 0 0 0 0 3,272 1,809
Changes from: August 24, 2010 Total Change is: -68
385 0 0 -329 134 -192 389 -62 0 0 0 0 -321 52
Percent of Open Interest Represented by Each Category of Trader
4.4 1.0 0.0 65.0 81.4 7.8 13.4 4.6 0.0 0.0 0.0 0.0 9.4 5.2
Number of Traders in Each Category Total Traders: 41
. . 0 17 13 7 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 26,930
Positions
1,085 9,706 0 13,895 2,655 587 3,909 11,627 0 2,021 204 0 5,433 2,151
Changes from: August 24, 2010 Total Change is: -599
87 500 -135 -498 -145 -61 126 -728 0 20 0 0 -138 -30
Percent of Open Interest Represented by Each Category of Trader
4.0 36.0 0.0 51.6 9.9 2.2 14.5 43.2 0.0 7.5 0.8 0.0 20.2 8.0
Number of Traders in Each Category Total Traders: 42
. 6 0 13 . 5 8 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 780,661
Positions
22,888 134,688 32,498 351,578 158,540 64,087 59,704 168,545 34,656 31,638 25,618 7,275 176,337 154,754
Changes from: August 24, 2010 Total Change is: 36,833
-8,980 -39,423 27,476 -9,887 -2,205 -5,197 -3,937 12,724 19,265 -3,635 -3,734 6,011 15,717 21,916
Percent of Open Interest Represented by Each Category of Trader
2.9 17.3 4.2 45.0 20.3 8.2 7.6 21.6 4.4 4.1 3.3 0.9 22.6 19.8
Number of Traders in Each Category Total Traders: 161
7 23 9 43 24 31 27 20 15 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 243,426
Positions
2,356 98,270 12,203 152,497 0 8,601 11,932 78,921 9,850 0 0 0 45,987 35,581
Changes from: August 24, 2010 Total Change is: 8,024
320 -1,370 10,058 3,805 0 1,160 -1,303 2,862 2,654 0 0 0 -8,670 -7,340
Percent of Open Interest Represented by Each Category of Trader
1.0 40.4 5.0 62.6 0.0 3.5 4.9 32.4 4.0 0.0 0.0 0.0 18.9 14.6
Number of Traders in Each Category Total Traders: 47
. 8 5 23 0 10 . 11 7 0 0 0
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 720,003
Positions
58,451 57,780 13,028 218,987 196,287 76,595 177,598 81,974 18,174 34,939 156,978 3,741 118,490 115,446
Changes from: August 24, 2010 Total Change is: -112,017
-3,097 -28,433 3,760 460 573 -26,095 -34,972 -19,221 -22,661 -21,188 -9,476 -1,127 -7,097 -9,337
Percent of Open Interest Represented by Each Category of Trader
8.1 8.0 1.8 30.4 27.3 10.6 24.7 11.4 2.5 4.9 21.8 0.5 16.5 16.0
Number of Traders in Each Category Total Traders: 200
15 18 9 33 40 33 35 26 14 6 27 4
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,951,010
Positions
58,531 266,529 108,890 773,571 378,699 233,697 193,558 432,668 118,782 115,780 60,443 18,100 330,101 333,202
Changes from: August 24, 2010 Total Change is: -104,200
-37,421 -82,605 52,017 -176,394 -18,706 32,387 -27,507 -143,359 42,097 1,774 -2,898 2,915 5,932 13,952
Percent of Open Interest Represented by Each Category of Trader
3.0 13.7 5.6 39.6 19.4 12.0 9.9 22.2 6.1 5.9 3.1 0.9 16.9 17.1
Number of Traders in Each Category Total Traders: 248
23 31 27 39 47 47 43 44 33 13 8 4
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,029,315
Positions
44,054 139,795 26,118 301,677 322,276 117,876 219,231 71,559 68,359 34,307 45,556 1,267 216,426 236,509
Changes from: August 24, 2010 Total Change is: -147,163
-39,137 -32,499 7,438 217 -59,184 -14,164 -79,414 -28,421 -8,897 -14,522 -786 -39 1,355 -10,611
Percent of Open Interest Represented by Each Category of Trader
4.3 13.6 2.5 29.3 31.3 11.5 21.3 7.0 6.6 3.3 4.4 0.1 21.0 23.0
Number of Traders in Each Category Total Traders: 156
9 20 12 23 39 36 28 19 17 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 626,057
Positions
133,635 247,762 215,263 19,489 623 1,308 143,645 37,478 65,896 6,731 2,385 3,234 36,856 52,108
Changes from: August 24, 2010 Total Change is: 22,121
8,349 3,806 8,973 1,912 -262 150 8,746 12,511 -831 784 9 -387 -5,575 -1,848
Percent of Open Interest Represented by Each Category of Trader
21.3 39.6 34.4 3.1 0.1 0.2 22.9 6.0 10.5 1.1 0.4 0.5 5.9 8.3
Number of Traders in Each Category Total Traders: 108
22 24 38 . . . 32 12 30 7 . 4
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 7,875,678
Positions
1,857,492 3,127,516 1,436,349 1,040,871 291,787 141,540 1,337,512 672,455 932,534 183,912 333,734 69,134 876,334 870,629
Changes from: August 24, 2010 Total Change is: -22,592
-9,676 -49,116 80,211 -1,297 -29,490 -2,863 -43,588 57,568 -28,320 -9,524 -2,491 8,705 -16,240 -56,796
Percent of Open Interest Represented by Each Category of Trader
23.6 39.7 18.2 13.2 3.7 1.8 17.0 8.5 11.8 2.3 4.2 0.9 11.1 11.1
Number of Traders in Each Category Total Traders: 269
36 59 91 11 10 13 65 51 87 6 19 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 14,715
Positions
3,275 5,271 2,988 942 1,380 207 964 2,850 1,282 4,800 595 0 257 142
Changes from: August 24, 2010 Total Change is: 1,946
-95 145 1,121 -22 -551 0 -55 376 976 0 -66 0 21 -55
Percent of Open Interest Represented by Each Category of Trader
22.3 35.8 20.3 6.4 9.4 1.4 6.6 19.4 8.7 32.6 4.0 0.0 1.7 1.0
Number of Traders in Each Category Total Traders: 33
. 5 . . 6 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 41,078
Positions
35,609 22,466 1,776 1,030 840 77 2,054 9,510 250 0 6,013 0 282 146
Changes from: August 24, 2010 Total Change is: -560
-354 310 -92 -219 -91 0 166 -603 -90 0 0 0 29 6
Percent of Open Interest Represented by Each Category of Trader
86.7 54.7 4.3 2.5 2.0 0.2 5.0 23.2 0.6 0.0 14.6 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 28
. 5 . . 5 . 4 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 24,350
Positions
11,627 14,116 30 680 0 736 5,088 6,484 644 711 571 0 4,834 1,769
Changes from: August 24, 2010 Total Change is: -4,629
-180 -2,104 0 95 0 7 -4,218 -2,189 114 94 -78 -5 -536 -374
Percent of Open Interest Represented by Each Category of Trader
47.7 58.0 0.1 2.8 0.0 3.0 20.9 26.6 2.6 2.9 2.3 0.0 19.9 7.3
Number of Traders in Each Category Total Traders: 55
7 4 . 4 0 . 17 12 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 31, 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 99,473
Positions
70,656 37,679 7,079 1,431 74 536 0 31,568 8,044 774 1,832 4 10,949 12,657
Changes from: August 24, 2010 Total Change is: 4,253
3,706 5,104 -1,101 420 69 0 0 -1,547 4,043 0 83 -29 -2,786 -2,369
Percent of Open Interest Represented by Each Category of Trader
71.0 37.9 7.1 1.4 0.1 0.5 0.0 31.7 8.1 0.8 1.8 0.0 11.0 12.7
Number of Traders in Each Category Total Traders: 54
. 11 9 5 . . 0 29 21 . . .
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Traders in Financial Futures- Futures Only Positions as of August 31, 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 13,933
Positions
711 11,921 2 11,277 0 0 1,155 1,229 0 0 0 0 788 781
Changes from: August 24, 2010 Total Change is: -16
60 -105 2 74 0 -37 -62 74 0 0 0 0 -53 50
Percent of Open Interest Represented by Each Category of Trader
5.1 85.6 0.0 80.9 0.0 0.0 8.3 8.8 0.0 0.0 0.0 0.0 5.7 5.6
Number of Traders in Each Category Total Traders: 21
. . . 9 0 0 4 4 0 0 0 0
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Updated September 3, 2010