Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 118,973
Positions
9,657 58,140 1,728 14,838 6,134 518 32,335 23,875 4,942 10,890 0 4 44,061 23,632
Changes from: August 2, 2011 Total Change is: -14,177
458 -18,221 993 1,573 -25 73 -14,871 -2,821 931 606 0 4 -3,944 4,889
Percent of Open Interest Represented by Each Category of Trader
8.1 48.9 1.5 12.5 5.2 0.4 27.2 20.1 4.2 9.2 0.0 0.0 37.0 19.9
Number of Traders in Each Category Total Traders: 84
5 18 6 4 5 . 22 15 6 15 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,055
Positions
6,140 26,225 419 585 1,010 193 22,526 8,534 355 0 400 0 22,837 15,919
Changes from: August 2, 2011 Total Change is: -3,856
847 1,513 156 -528 -24 -14 -2,802 -5,089 -1 -545 400 0 -969 -797
Percent of Open Interest Represented by Each Category of Trader
11.6 49.4 0.8 1.1 1.9 0.4 42.5 16.1 0.7 0.0 0.8 0.0 43.0 30.0
Number of Traders in Each Category Total Traders: 50
5 10 . . . . 17 14 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 105,544
Positions
22,461 10,645 701 8,068 30,871 1,100 45,535 36,774 156 485 4,357 0 27,038 20,940
Changes from: August 2, 2011 Total Change is: 2,372
962 -1,967 70 1,766 1,266 -57 266 4,208 -785 -260 0 0 410 -363
Percent of Open Interest Represented by Each Category of Trader
21.3 10.1 0.7 7.6 29.2 1.0 43.1 34.8 0.1 0.5 4.1 0.0 25.6 19.8
Number of Traders in Each Category Total Traders: 85
9 9 . 6 12 4 29 15 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 119,904
Positions
5,776 68,478 822 31,462 9,381 1,240 46,272 12,664 46 1,000 1,740 0 33,286 25,533
Changes from: August 2, 2011 Total Change is: -28,984
-868 -16,159 -484 2,493 1,325 638 -25,872 -6,057 -126 179 -1,455 0 -4,944 -6,666
Percent of Open Interest Represented by Each Category of Trader
4.8 57.1 0.7 26.2 7.8 1.0 38.6 10.6 0.0 0.8 1.5 0.0 27.8 21.3
Number of Traders in Each Category Total Traders: 76
8 13 4 11 7 4 24 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 183,571
Positions
40,723 37,502 4,222 24,483 35,128 1,924 48,629 45,771 2,644 14,112 12,852 426 46,408 43,102
Changes from: August 2, 2011 Total Change is: -7,151
-3,528 -8,463 93 -2,512 3,928 -687 4,367 -10,951 300 -5,397 7,386 -1 214 1,244
Percent of Open Interest Represented by Each Category of Trader
22.2 20.4 2.3 13.3 19.1 1.0 26.5 24.9 1.4 7.7 7.0 0.2 25.3 23.5
Number of Traders in Each Category Total Traders: 167
23 12 6 14 23 11 37 42 21 7 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 104,527
Positions
16,503 65,001 663 2,075 7,388 423 56,352 10,331 255 859 0 0 27,397 20,466
Changes from: August 2, 2011 Total Change is: -29,403
11,210 -29,992 323 -548 293 -16 -32,092 -4,595 233 -1,085 -1,342 0 -7,428 5,693
Percent of Open Interest Represented by Each Category of Trader
15.8 62.2 0.6 2.0 7.1 0.4 53.9 9.9 0.2 0.8 0.0 0.0 26.2 19.6
Number of Traders in Each Category Total Traders: 66
10 10 . . 5 . 23 13 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 107,240
Positions
46,773 60,634 30,408 0 0 0 25,671 14,072 828 1,892 0 0 1,668 1,298
Changes from: August 2, 2011 Total Change is: 1,061
3,202 -4,202 3,608 0 0 0 -7,078 272 132 0 0 0 1,197 1,251
Percent of Open Interest Represented by Each Category of Trader
43.6 56.5 28.4 0.0 0.0 0.0 23.9 13.1 0.8 1.8 0.0 0.0 1.6 1.2
Number of Traders in Each Category Total Traders: 28
8 11 14 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 117,845
Positions
30,957 66,526 419 17,456 455 358 57,393 37,165 2,208 744 3,382 0 8,310 7,332
Changes from: August 2, 2011 Total Change is: -12,395
23,472 -16,341 -160 3,966 -547 0 -38,797 -4,227 1,880 -3,339 2,077 0 583 4,923
Percent of Open Interest Represented by Each Category of Trader
26.3 56.5 0.4 14.8 0.4 0.3 48.7 31.5 1.9 0.6 2.9 0.0 7.1 6.2
Number of Traders in Each Category Total Traders: 99
11 10 . 9 . . 32 23 5 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,943
Positions
2,737 24,030 0 272 187 0 20,743 2,446 133 773 0 0 4,285 2,147
Changes from: August 2, 2011 Total Change is: -4,845
1,124 -5,328 -1 6 -11 0 -4,376 -316 0 -576 0 0 -1,022 811
Percent of Open Interest Represented by Each Category of Trader
9.5 83.0 0.0 0.9 0.6 0.0 71.7 8.5 0.5 2.7 0.0 0.0 14.8 7.4
Number of Traders in Each Category Total Traders: 41
5 8 0 . . 0 15 7 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 66,231
Positions
21,375 40,531 6,286 3,059 4,138 440 18,022 5,315 2,649 5,948 0 1 8,453 6,872
Changes from: August 2, 2011 Total Change is: -6,665
30 -2,264 116 -323 -327 -50 -5,486 -2,168 -1,546 1,839 -161 -570 -673 306
Percent of Open Interest Represented by Each Category of Trader
32.3 61.2 9.5 4.6 6.2 0.7 27.2 8.0 4.0 9.0 0.0 0.0 12.8 10.4
Number of Traders in Each Category Total Traders: 92
19 17 8 6 5 . 27 9 16 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 17,019
Positions
10,255 13,984 0 681 258 0 2,928 756 33 731 0 0 2,391 1,988
Changes from: August 2, 2011 Total Change is: -731
997 -1,206 0 -12 0 0 -1,823 0 0 0 0 0 107 475
Percent of Open Interest Represented by Each Category of Trader
60.3 82.2 0.0 4.0 1.5 0.0 17.2 4.4 0.2 4.3 0.0 0.0 14.0 11.7
Number of Traders in Each Category Total Traders: 23
7 6 0 . . 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 98,424
Positions
34,068 64,923 743 4,756 7,760 880 34,276 13,207 1,143 10,433 0 1 12,124 9,767
Changes from: August 2, 2011 Total Change is: -11,867
-1,900 -2,081 196 -622 -654 -100 -11,377 -8,387 959 2,539 -1,459 -2 -1,560 -339
Percent of Open Interest Represented by Each Category of Trader
34.6 66.0 0.8 4.8 7.9 0.9 34.8 13.4 1.2 10.6 0.0 0.0 12.3 9.9
Number of Traders in Each Category Total Traders: 88
17 19 5 5 4 . 24 12 13 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,011,909
Positions
88,799 162,994 40,682 390,050 196,993 73,617 108,337 195,677 96,975 23,863 71,715 16,976 172,610 156,280
Changes from: August 2, 2011 Total Change is: 156,292
22,971 -19,168 6,797 9,157 25,687 11,415 21,564 29,004 50,973 -2,426 4,374 6,609 29,233 40,601
Percent of Open Interest Represented by Each Category of Trader
8.8 16.1 4.0 38.5 19.5 7.3 10.7 19.3 9.6 2.4 7.1 1.7 17.1 15.4
Number of Traders in Each Category Total Traders: 612
35 58 29 110 73 63 106 141 89 36 50 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 334,651
Positions
40,622 79,653 7,424 117,270 44,264 12,403 23,923 100,203 3,600 6,547 29,729 7,784 115,078 49,591
Changes from: August 2, 2011 Total Change is: 41,301
6,717 -24,661 2,225 1,376 1,782 -304 5,833 52,111 1,724 1,146 58 36 22,548 8,330
Percent of Open Interest Represented by Each Category of Trader
12.1 23.8 2.2 35.0 13.2 3.7 7.1 29.9 1.1 2.0 8.9 2.3 34.4 14.8
Number of Traders in Each Category Total Traders: 135
10 17 9 29 14 11 18 34 11 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,386,290
Positions
314,699 490,520 92,479 1,379,115 778,862 290,857 793,640 848,941 95,302 113,206 236,554 19,332 287,660 533,443
Changes from: August 2, 2011 Total Change is: 574,953
71,695 17,886 32,437 39,140 119,761 58,358 288,492 94,306 36,405 8,285 47,726 6,718 33,423 161,356
Percent of Open Interest Represented by Each Category of Trader
9.3 14.5 2.7 40.7 23.0 8.6 23.4 25.1 2.8 3.3 7.0 0.6 8.5 15.8
Number of Traders in Each Category Total Traders: 573
34 54 19 94 68 58 107 134 67 34 47 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,429
Positions
18,805 26,224 72 54,165 50,949 6,081 19,428 13,353 44 2,250 4,094 0 6,584 6,612
Changes from: August 2, 2011 Total Change is: 1,074
5,883 -9,807 3 -5,841 8,843 2,736 2,152 -288 -1,309 -209 399 0 -2,341 497
Percent of Open Interest Represented by Each Category of Trader
17.5 24.4 0.1 50.4 47.4 5.7 18.1 12.4 0.0 2.1 3.8 0.0 6.1 6.2
Number of Traders in Each Category Total Traders: 94
10 12 . 32 14 10 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 81,283
Positions
17,195 33,488 8,134 15,266 10,996 1,470 22,431 11,330 6,572 1,225 2,549 432 8,557 6,312
Changes from: August 2, 2011 Total Change is: -7,463
-14 -7,701 2,088 855 3,427 -183 -7,177 -2,767 -2,165 -482 -1,312 105 -490 1,046
Percent of Open Interest Represented by Each Category of Trader
21.2 41.2 10.0 18.8 13.5 1.8 27.6 13.9 8.1 1.5 3.1 0.5 10.5 7.8
Number of Traders in Each Category Total Traders: 204
19 31 9 28 23 14 54 33 19 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 15,329
Positions
7,959 9,245 0 334 0 0 2,873 4,029 0 0 261 0 4,163 1,794
Changes from: August 2, 2011 Total Change is: -2,654
1,409 -4,295 0 0 0 0 -4,294 2,209 0 0 -638 0 231 70
Percent of Open Interest Represented by Each Category of Trader
51.9 60.3 0.0 2.2 0.0 0.0 18.7 26.3 0.0 0.0 1.7 0.0 27.2 11.7
Number of Traders in Each Category Total Traders: 21
5 7 0 . 0 0 . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 329,768
Positions
79,135 154,169 7,717 74,658 54,978 7,349 126,461 65,174 4,190 6,124 11,441 2,162 21,972 22,588
Changes from: August 2, 2011 Total Change is: -24,046
4,160 -5,754 -836 4,277 17,133 -917 -25,732 -36,197 494 -2,410 -3,372 523 -3,605 4,880
Percent of Open Interest Represented by Each Category of Trader
24.0 46.8 2.3 22.6 16.7 2.2 38.3 19.8 1.3 1.9 3.5 0.7 6.7 6.8
Number of Traders in Each Category Total Traders: 202
21 28 6 28 23 14 55 31 14 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 410,254
Positions
201,235 30,722 10,929 97,226 173,006 29,253 46,656 124,057 4,043 3,203 16,925 65 17,644 21,254
Changes from: August 2, 2011 Total Change is: -6,539
2,227 -7,110 3,178 -10,357 11,022 -3,046 2,937 -8,375 -1,912 -337 -3,599 45 726 3,258
Percent of Open Interest Represented by Each Category of Trader
49.1 7.5 2.7 23.7 42.2 7.1 11.4 30.2 1.0 0.8 4.1 0.0 4.3 5.2
Number of Traders in Each Category Total Traders: 251
23 13 . 47 48 28 36 61 11 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,783
Positions
5,690 6,690 239 9,016 380 0 8,464 11,273 0 216 4,939 0 7,158 7,262
Changes from: August 2, 2011 Total Change is: -5,205
-3,751 -3,199 239 -2,002 380 -12 1,451 -3,142 0 -1,408 627 0 278 -98
Percent of Open Interest Represented by Each Category of Trader
18.5 21.7 0.8 29.3 1.2 0.0 27.5 36.6 0.0 0.7 16.0 0.0 23.3 23.6
Number of Traders in Each Category Total Traders: 52
8 8 . 10 . 0 9 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 72,198
Positions
11,180 48,229 1,675 5,000 5,777 344 17,948 5,134 608 1,028 1,517 0 34,415 8,914
Changes from: August 2, 2011 Total Change is: 11,924
-1,303 9,147 -563 -1,947 966 -225 -653 1,546 34 0 -1,016 0 16,581 2,035
Percent of Open Interest Represented by Each Category of Trader
15.5 66.8 2.3 6.9 8.0 0.5 24.9 7.1 0.8 1.4 2.1 0.0 47.7 12.3
Number of Traders in Each Category Total Traders: 69
11 21 5 5 4 . 14 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 39,314
Positions
1,441 5,092 774 21,405 22,778 4,823 6,724 4,605 4 699 0 0 3,444 1,238
Changes from: August 2, 2011 Total Change is: 3,681
-165 281 -29 3,156 3,897 167 773 -986 0 16 0 0 -237 351
Percent of Open Interest Represented by Each Category of Trader
3.7 13.0 2.0 54.4 57.9 12.3 17.1 11.7 0.0 1.8 0.0 0.0 8.8 3.1
Number of Traders in Each Category Total Traders: 50
. . . 15 17 8 9 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 47,692
Positions
8,057 14,879 2,060 18,591 5,751 1,523 7,648 17,582 472 1,735 667 172 7,434 4,586
Changes from: August 2, 2011 Total Change is: -669
-1,024 -2,202 672 61 754 -229 -455 -306 0 -284 0 0 590 642
Percent of Open Interest Represented by Each Category of Trader
16.9 31.2 4.3 39.0 12.1 3.2 16.0 36.9 1.0 3.6 1.4 0.4 15.6 9.6
Number of Traders in Each Category Total Traders: 56
7 8 . 14 6 6 10 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 647,821
Positions
16,832 96,804 1,572 340,571 139,325 77,563 56,643 131,804 9,289 6,415 60,651 6 138,930 130,807
Changes from: August 2, 2011 Total Change is: -3,119
-19 -6,411 1,090 28,358 11,112 1,721 -7,079 3,524 -2,767 -5,969 -7,784 -173 -18,281 -3,431
Percent of Open Interest Represented by Each Category of Trader
2.6 14.9 0.2 52.6 21.5 12.0 8.7 20.3 1.4 1.0 9.4 0.0 21.4 20.2
Number of Traders in Each Category Total Traders: 164
8 24 6 41 24 33 25 33 17 . 8 .
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 401,012
Positions
6,401 171,629 532 287,212 12,150 26,247 9,975 144,212 2 4,540 2,619 0 66,103 43,621
Changes from: August 2, 2011 Total Change is: 10,171
-76 10,412 532 2,951 -812 -2,884 -1,555 1,337 1 3,040 0 0 8,162 1,585
Percent of Open Interest Represented by Each Category of Trader
1.6 42.8 0.1 71.6 3.0 6.5 2.5 36.0 0.0 1.1 0.7 0.0 16.5 10.9
Number of Traders in Each Category Total Traders: 73
. 13 . 34 4 15 . 16 . . . 0
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,022,415
Positions
109,731 123,887 8,572 303,322 326,802 91,564 299,923 193,552 16,036 80,525 126,103 2,545 110,197 133,354
Changes from: August 2, 2011 Total Change is: -18,466
17,837 -17,095 3,007 -32,328 -21,825 -3,311 2,201 -6,458 2,317 -11,116 23,892 115 2,812 892
Percent of Open Interest Represented by Each Category of Trader
10.7 12.1 0.8 29.7 32.0 9.0 29.3 18.9 1.6 7.9 12.3 0.2 10.8 13.0
Number of Traders in Each Category Total Traders: 261
13 37 8 31 57 42 43 41 25 11 28 5
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
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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 1,888,324
Positions
144,624 212,172 38,304 766,986 555,868 217,605 267,808 355,126 40,966 107,435 116,552 13,612 290,984 338,119
Changes from: August 2, 2011 Total Change is: 24,696
-26,934 -6,467 8,728 77,167 64,448 -35,881 -48,946 -52,570 8,480 47,317 12,313 68 -5,303 25,577
Percent of Open Interest Represented by Each Category of Trader
7.7 11.2 2.0 40.6 29.4 11.5 14.2 18.8 2.2 5.7 6.2 0.7 15.4 17.9
Number of Traders in Each Category Total Traders: 265
27 40 19 34 59 52 32 51 42 6 16 8
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
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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 1,450,881
Positions
87,364 153,743 25,761 400,060 575,939 147,608 403,317 142,055 43,463 114,229 81,182 6,647 222,432 274,483
Changes from: August 2, 2011 Total Change is: -11,615
-19,969 28,299 13,163 -12,399 -3,961 8,846 42,948 -30,759 -3,590 -26,889 -14,838 404 -14,129 -9,179
Percent of Open Interest Represented by Each Category of Trader
6.0 10.6 1.8 27.6 39.7 10.2 27.8 9.8 3.0 7.9 5.6 0.5 15.3 18.9
Number of Traders in Each Category Total Traders: 202
11 32 8 22 49 33 27 40 28 6 15 .
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 826,278
Positions
275,432 290,915 260,472 5,600 3,876 8,142 81,714 69,721 135,402 6,603 6,276 12,049 40,864 39,425
Changes from: August 2, 2011 Total Change is: -32,666
-11,881 7,010 -11,536 2,907 -6,431 -5,272 -992 -62 569 -900 -3,340 -1,999 -3,562 -11,605
Percent of Open Interest Represented by Each Category of Trader
33.3 35.2 31.5 0.7 0.5 1.0 9.9 8.4 16.4 0.8 0.8 1.5 4.9 4.8
Number of Traders in Each Category Total Traders: 136
24 40 51 . 4 . 19 27 30 . 5 6
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,197,865
Positions
824,231 4,037,623 1,863,131 3,716,662 197,452 136,497 1,233,977 1,039,215 1,281,404 50,963 476,605 200,231 890,769 965,707
Changes from: August 2, 2011 Total Change is: -217,671
-51,094 148,002 -63,097 195,886 -176,445 -7,599 -127,307 60,972 -200,036 5,540 -12,415 41,406 -11,370 -8,459
Percent of Open Interest Represented by Each Category of Trader
8.1 39.6 18.3 36.4 1.9 1.3 12.1 10.2 12.6 0.5 4.7 2.0 8.7 9.5
Number of Traders in Each Category Total Traders: 281
33 57 83 12 13 18 58 64 94 9 16 20
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,848
Positions
6,464 6,083 0 1,461 741 20 1,905 6,685 59 3,586 250 0 353 10
Changes from: August 2, 2011 Total Change is: 588
212 878 0 -144 -112 10 346 -74 47 58 -115 0 59 -46
Percent of Open Interest Represented by Each Category of Trader
46.7 43.9 0.0 10.6 5.4 0.1 13.8 48.3 0.4 25.9 1.8 0.0 2.5 0.1
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 21,570
Positions
15,584 8,916 0 1,248 2,074 121 4,262 4,959 0 80 5,453 0 275 47
Changes from: August 2, 2011 Total Change is: -1,953
-858 -1,082 0 0 104 0 -1,068 -954 0 0 0 0 -27 -21
Percent of Open Interest Represented by Each Category of Trader
72.2 41.3 0.0 5.8 9.6 0.6 19.8 23.0 0.0 0.4 25.3 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 33
6 4 0 . 5 . 6 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,347
Positions
16,147 15,964 299 379 640 1,087 30,628 29,462 809 1,174 1,720 0 6,824 7,366
Changes from: August 2, 2011 Total Change is: -3,182
-94 52 -158 -54 -378 73 -685 -4,678 -20 -1,582 -571 0 -662 2,498
Percent of Open Interest Represented by Each Category of Trader
28.2 27.8 0.5 0.7 1.1 1.9 53.4 51.4 1.4 2.0 3.0 0.0 11.9 12.8
Number of Traders in Each Category Total Traders: 95
5 6 . . . . 24 33 5 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 199,055
Positions
26,415 45,601 55,588 4,636 2,638 7,357 22,487 24,068 28,479 20,547 194 12,412 21,134 22,718
Changes from: August 2, 2011 Total Change is: -14,439
-12,878 -6,289 5,136 -2,510 1,224 -851 9,731 -450 -3,004 1,489 -490 -4,222 -7,330 -5,493
Percent of Open Interest Represented by Each Category of Trader
13.3 22.9 27.9 2.3 1.3 3.7 11.3 12.1 14.3 10.3 0.1 6.2 10.6 11.4
Number of Traders in Each Category Total Traders: 108
10 14 22 7 . 9 25 21 32 8 . 17
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Traders in Financial Futures- Futures Only Positions as of August 9, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,443
Positions
2,581 4,318 0 2,459 488 0 3,441 1,046 486 851 3,698 7 618 400
Changes from: August 2, 2011 Total Change is: 4,156
2,488 30 0 60 125 0 1,814 33 0 -252 3,698 7 39 263
Percent of Open Interest Represented by Each Category of Trader
24.7 41.3 0.0 23.5 4.7 0.0 33.0 10.0 4.7 8.1 35.4 0.1 5.9 3.8
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 4 . . . .
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Updated August 12, 2011