Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 141,479
Positions
9,981 72,766 5,089 12,561 6,454 242 44,111 27,006 6,859 10,124 0 890 51,622 22,173
Changes from: July 19, 2011 Total Change is: 5,714
2,989 9,687 739 895 -54 -9 -2,340 -5,439 232 1,234 -925 392 1,581 1,091
Percent of Open Interest Represented by Each Category of Trader
7.1 51.4 3.6 8.9 4.6 0.2 31.2 19.1 4.8 7.2 0.0 0.6 36.5 15.7
Number of Traders in Each Category Total Traders: 92
6 17 6 6 4 . 29 15 11 15 0 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 60,087
Positions
3,567 26,830 3,195 1,776 1,120 133 21,925 12,675 1,622 416 0 0 27,451 14,512
Changes from: July 19, 2011 Total Change is: 4,201
-579 -2,203 1,597 440 8 0 1,863 3,819 493 8 0 0 378 488
Percent of Open Interest Represented by Each Category of Trader
5.9 44.7 5.3 3.0 1.9 0.2 36.5 21.1 2.7 0.7 0.0 0.0 45.7 24.2
Number of Traders in Each Category Total Traders: 52
6 9 5 . . . 19 11 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 103,671
Positions
28,046 10,327 3,246 5,104 30,093 882 36,437 28,359 2,411 443 4,351 157 26,945 23,845
Changes from: July 19, 2011 Total Change is: 258
-13,357 6,137 607 174 324 7 5,771 -4,913 198 -104 -500 89 6,872 -1,691
Percent of Open Interest Represented by Each Category of Trader
27.1 10.0 3.1 4.9 29.0 0.9 35.1 27.4 2.3 0.4 4.2 0.2 26.0 23.0
Number of Traders in Each Category Total Traders: 87
11 9 8 4 13 4 28 17 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 151,720
Positions
6,812 73,896 6,994 29,900 7,848 427 64,630 17,823 5,081 1,743 4,345 54 36,079 35,252
Changes from: July 19, 2011 Total Change is: 13,089
-1,101 4,861 2,246 1,460 -467 68 8,047 1,899 1,456 319 -267 54 540 3,239
Percent of Open Interest Represented by Each Category of Trader
4.5 48.7 4.6 19.7 5.2 0.3 42.6 11.7 3.3 1.1 2.9 0.0 23.8 23.2
Number of Traders in Each Category Total Traders: 115
8 18 11 10 7 . 35 23 16 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 226,414
Positions
36,577 52,326 13,509 29,670 27,354 2,026 41,003 47,970 24,115 19,475 3,971 5,479 54,560 49,663
Changes from: July 19, 2011 Total Change is: 4,250
-9,572 12,534 1,055 -893 296 51 6,642 -6,405 1,744 -243 -1,553 -902 6,368 -2,571
Percent of Open Interest Represented by Each Category of Trader
16.2 23.1 6.0 13.1 12.1 0.9 18.1 21.2 10.7 8.6 1.8 2.4 24.1 21.9
Number of Traders in Each Category Total Traders: 182
23 14 17 16 17 12 33 55 44 8 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 142,765
Positions
6,005 100,780 3,266 3,046 7,118 323 89,099 10,922 2,066 1,725 124 141 37,093 18,025
Changes from: July 19, 2011 Total Change is: 8,969
2,657 6,667 659 31 1,137 0 1,934 -1,823 481 352 -4 14 2,841 1,837
Percent of Open Interest Represented by Each Category of Trader
4.2 70.6 2.3 2.1 5.0 0.2 62.4 7.7 1.4 1.2 0.1 0.1 26.0 12.6
Number of Traders in Each Category Total Traders: 80
6 16 6 . 6 . 32 10 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 103,636
Positions
43,650 63,561 25,718 0 0 0 31,663 13,939 358 1,645 0 0 602 60
Changes from: July 19, 2011 Total Change is: 384
-9 2,074 -612 0 0 0 1,495 -472 -236 0 0 0 -253 -369
Percent of Open Interest Represented by Each Category of Trader
42.1 61.3 24.8 0.0 0.0 0.0 30.6 13.4 0.3 1.6 0.0 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 27
8 12 15 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 137,823
Positions
7,933 87,596 573 14,341 1,302 0 101,614 43,990 350 4,755 1,906 0 8,257 2,106
Changes from: July 19, 2011 Total Change is: 2,560
-806 1,440 133 383 0 0 2,948 1,502 -275 69 -23 0 108 -217
Percent of Open Interest Represented by Each Category of Trader
5.8 63.6 0.4 10.4 0.9 0.0 73.7 31.9 0.3 3.5 1.4 0.0 6.0 1.5
Number of Traders in Each Category Total Traders: 114
7 15 . 9 . 0 57 14 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,632
Positions
12,000 7,852 66 2,319 0 0 4,203 328 17 575 12,149 0 1,452 220
Changes from: July 19, 2011 Total Change is: 2,588
1,755 776 0 0 0 0 926 49 0 20 1,750 0 -113 13
Percent of Open Interest Represented by Each Category of Trader
58.2 38.1 0.3 11.2 0.0 0.0 20.4 1.6 0.1 2.8 58.9 0.0 7.0 1.1
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 32,793
Positions
1,866 27,804 1 264 227 0 24,113 3,029 114 1,495 0 0 4,940 1,618
Changes from: July 19, 2011 Total Change is: 1,721
-217 1,721 0 -3 -5 0 1,530 43 0 320 0 0 91 -38
Percent of Open Interest Represented by Each Category of Trader
5.7 84.8 0.0 0.8 0.7 0.0 73.5 9.2 0.3 4.6 0.0 0.0 15.1 4.9
Number of Traders in Each Category Total Traders: 44
. 11 . . . 0 18 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 76,086
Positions
20,847 46,065 6,708 3,769 3,233 488 25,237 6,096 6,066 3,483 1,363 1,049 8,438 5,018
Changes from: July 19, 2011 Total Change is: -1,760
411 -2,244 2,550 -8 987 -127 -4,782 -2,505 205 157 -173 -4 -162 -449
Percent of Open Interest Represented by Each Category of Trader
27.4 60.5 8.8 5.0 4.2 0.6 33.2 8.0 8.0 4.6 1.8 1.4 11.1 6.6
Number of Traders in Each Category Total Traders: 95
19 14 9 7 5 . 30 10 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 17,805
Positions
9,758 15,190 0 686 258 0 4,760 257 32 731 499 0 1,838 1,568
Changes from: July 19, 2011 Total Change is: 2,055
1,999 1,999 0 0 15 0 52 -2 0 0 0 0 4 43
Percent of Open Interest Represented by Each Category of Trader
54.8 85.3 0.0 3.9 1.4 0.0 26.7 1.4 0.2 4.1 2.8 0.0 10.3 8.8
Number of Traders in Each Category Total Traders: 22
7 6 0 . . 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 116,563
Positions
35,013 74,584 581 6,166 5,950 976 50,158 20,881 2,865 6,966 3,189 637 13,201 6,900
Changes from: July 19, 2011 Total Change is: -7,630
1,949 -3,362 -24 -16 1,943 -254 -9,522 -4,859 262 314 -346 -8 -332 -983
Percent of Open Interest Represented by Each Category of Trader
30.0 64.0 0.5 5.3 5.1 0.8 43.0 17.9 2.5 6.0 2.7 0.5 11.3 5.9
Number of Traders in Each Category Total Traders: 91
19 13 5 6 4 . 29 13 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 935,326
Positions
53,213 214,396 40,166 383,154 124,328 62,988 79,326 155,919 132,551 22,601 77,940 24,511 136,816 102,528
Changes from: July 19, 2011 Total Change is: 20,970
6,426 6,024 -1,725 -3,342 -7,815 3,782 -1,295 4,737 12,244 389 794 432 4,058 2,498
Percent of Open Interest Represented by Each Category of Trader
5.7 22.9 4.3 41.0 13.3 6.7 8.5 16.7 14.2 2.4 8.3 2.6 14.6 11.0
Number of Traders in Each Category Total Traders: 563
30 55 36 108 59 67 97 135 114 35 42 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 367,273
Positions
24,995 119,611 10,842 117,162 39,014 15,131 31,264 33,803 58,134 4,929 33,308 15,449 89,368 41,982
Changes from: July 19, 2011 Total Change is: 19,723
4,166 6,486 -135 -3,264 3,379 3,602 4,141 314 5,166 103 96 39 5,905 775
Percent of Open Interest Represented by Each Category of Trader
6.8 32.6 3.0 31.9 10.6 4.1 8.5 9.2 15.8 1.3 9.1 4.2 24.3 11.4
Number of Traders in Each Category Total Traders: 136
10 18 9 29 13 14 19 32 45 7 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,840,262
Positions
218,783 551,619 68,924 1,339,501 436,106 229,745 372,614 742,884 239,780 88,695 223,496 44,978 237,243 302,731
Changes from: July 19, 2011 Total Change is: 6,235
14,848 1,235 -11,498 -2,544 -58,125 3,053 -14,013 35,276 22,225 1,746 3,807 1,649 -9,232 8,613
Percent of Open Interest Represented by Each Category of Trader
7.7 19.4 2.4 47.2 15.4 8.1 13.1 26.2 8.4 3.1 7.9 1.6 8.4 10.7
Number of Traders in Each Category Total Traders: 514
29 50 27 92 54 60 96 124 98 30 38 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 109,711
Positions
12,964 43,318 66 58,965 38,925 2,577 23,003 15,622 263 2,641 3,695 0 9,232 5,246
Changes from: July 19, 2011 Total Change is: -292
541 719 0 -653 -676 -305 -593 -426 250 205 0 0 263 146
Percent of Open Interest Represented by Each Category of Trader
11.8 39.5 0.1 53.7 35.5 2.3 21.0 14.2 0.2 2.4 3.4 0.0 8.4 4.8
Number of Traders in Each Category Total Traders: 94
11 10 . 32 12 10 12 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 94,101
Positions
17,292 43,977 5,424 14,350 6,189 1,511 32,275 15,136 11,180 2,300 5,263 567 9,201 4,854
Changes from: July 19, 2011 Total Change is: 1,164
478 -286 1,028 979 -1,230 -23 -2,564 431 1,154 262 -422 201 -350 312
Percent of Open Interest Represented by Each Category of Trader
18.4 46.7 5.8 15.2 6.6 1.6 34.3 16.1 11.9 2.4 5.6 0.6 9.8 5.2
Number of Traders in Each Category Total Traders: 235
25 30 10 27 18 11 69 42 23 16 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 17,961
Positions
5,368 13,541 2 334 0 0 8,149 712 0 0 2,251 0 4,108 1,455
Changes from: July 19, 2011 Total Change is: -557
-1 -75 2 0 0 0 -74 246 0 0 -245 0 -484 -485
Percent of Open Interest Represented by Each Category of Trader
29.9 75.4 0.0 1.9 0.0 0.0 45.4 4.0 0.0 0.0 12.5 0.0 22.9 8.1
Number of Traders in Each Category Total Traders: 21
5 7 . . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 380,700
Positions
79,157 171,719 7,575 70,078 30,945 7,557 164,923 116,411 11,608 11,502 15,059 2,834 25,465 16,992
Changes from: July 19, 2011 Total Change is: 8,607
2,407 -1,042 5,114 4,897 -6,151 -116 -11,507 1,871 4,827 1,310 -885 1,004 670 3,985
Percent of Open Interest Represented by Each Category of Trader
20.8 45.1 2.0 18.4 8.1 2.0 43.3 30.6 3.0 3.0 4.0 0.7 6.7 4.5
Number of Traders in Each Category Total Traders: 233
25 29 6 27 18 11 70 41 19 16 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 405,445
Positions
171,730 46,184 9,266 110,074 153,058 32,011 54,302 121,934 6,840 3,325 21,789 0 17,897 14,363
Changes from: July 19, 2011 Total Change is: -5,770
1,176 -1,286 -857 -1,314 -1,315 186 -5,302 -3,326 2,463 844 1,216 -30 -2,936 -2,822
Percent of Open Interest Represented by Each Category of Trader
42.4 11.4 2.3 27.1 37.8 7.9 13.4 30.1 1.7 0.8 5.4 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 260
19 16 4 48 47 30 45 62 21 5 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 37,496
Positions
9,910 8,705 0 12,454 0 0 6,510 15,514 1 1,364 4,209 0 7,257 9,067
Changes from: July 19, 2011 Total Change is: 64
792 505 -15 1,963 0 -1,862 342 999 1 470 144 0 -1,627 292
Percent of Open Interest Represented by Each Category of Trader
26.4 23.2 0.0 33.2 0.0 0.0 17.4 41.4 0.0 3.6 11.2 0.0 19.4 24.2
Number of Traders in Each Category Total Traders: 59
11 6 0 10 0 0 9 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 50,539
Positions
12,566 31,906 2,235 6,666 4,176 569 19,619 1,702 108 863 2,370 0 7,913 7,473
Changes from: July 19, 2011 Total Change is: -5,105
2,025 -5,228 635 182 -263 0 441 -2,241 108 0 -242 0 -8,496 2,126
Percent of Open Interest Represented by Each Category of Trader
24.9 63.1 4.4 13.2 8.3 1.1 38.8 3.4 0.2 1.7 4.7 0.0 15.7 14.8
Number of Traders in Each Category Total Traders: 66
11 18 4 6 . . 19 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 32,483
Positions
641 5,216 493 19,064 14,710 4,705 3,576 6,268 4 683 0 0 3,317 1,087
Changes from: July 19, 2011 Total Change is: -1,192
67 -53 0 -308 -1,062 -108 -445 -203 0 268 0 0 -666 234
Percent of Open Interest Represented by Each Category of Trader
2.0 16.1 1.5 58.7 45.3 14.5 11.0 19.3 0.0 2.1 0.0 0.0 10.2 3.3
Number of Traders in Each Category Total Traders: 47
. . . 16 16 10 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 48,211
Positions
8,950 16,728 1,253 19,377 5,142 1,539 8,212 18,771 461 1,945 667 172 6,302 3,478
Changes from: July 19, 2011 Total Change is: 691
54 1,042 -45 918 144 -283 214 740 -17 211 21 -41 -320 -870
Percent of Open Interest Represented by Each Category of Trader
18.6 34.7 2.6 40.2 10.7 3.2 17.0 38.9 1.0 4.0 1.4 0.4 13.1 7.2
Number of Traders in Each Category Total Traders: 63
8 7 . 16 7 5 10 9 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 729,747
Positions
10,152 105,560 24,236 313,811 122,283 80,211 62,739 111,895 52,944 12,060 88,531 8,477 165,115 135,609
Changes from: July 19, 2011 Total Change is: -27,613
-1,886 -4,167 -1,555 -4,915 -3,383 -4,830 -8,145 10,522 -9,149 53 411 -4,906 7,720 -10,555
Percent of Open Interest Represented by Each Category of Trader
1.4 14.5 3.3 43.0 16.8 11.0 8.6 15.3 7.3 1.7 12.1 1.2 22.6 18.6
Number of Traders in Each Category Total Traders: 168
7 24 20 40 24 43 26 32 37 4 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 387,169
Positions
9,220 156,203 3,428 270,585 11,946 28,957 11,480 134,951 3,310 1,500 5,669 0 58,689 42,706
Changes from: July 19, 2011 Total Change is: 6,341
2,308 4,477 -441 8,285 478 93 -2 -3,517 178 0 3,193 0 -4,079 1,881
Percent of Open Interest Represented by Each Category of Trader
2.4 40.3 0.9 69.9 3.1 7.5 3.0 34.9 0.9 0.4 1.5 0.0 15.2 11.0
Number of Traders in Each Category Total Traders: 76
4 9 . 35 5 16 . 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,075,726
Positions
81,802 144,628 12,548 318,876 370,823 94,941 329,888 127,749 71,741 56,928 103,014 4,915 104,087 145,367
Changes from: July 19, 2011 Total Change is: 3,598
-10,182 14,929 5,608 4,926 -7,092 -2,755 -10,381 4,005 3,683 21,961 -2,911 -4,545 -4,718 -7,324
Percent of Open Interest Represented by Each Category of Trader
7.6 13.4 1.2 29.6 34.5 8.8 30.7 11.9 6.7 5.3 9.6 0.5 9.7 13.5
Number of Traders in Each Category Total Traders: 282
15 43 19 27 65 43 54 41 29 9 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,277,464
Positions
136,935 264,095 193,081 703,921 560,200 254,480 396,636 330,562 189,238 47,333 93,037 34,071 321,770 358,700
Changes from: July 19, 2011 Total Change is: -154,292
-1,387 7,521 -31,080 -8,883 43,935 -16,132 8,518 -85,289 -71,794 -25,603 4,085 -7,579 -352 2,041
Percent of Open Interest Represented by Each Category of Trader
6.0 11.6 8.5 30.9 24.6 11.2 17.4 14.5 8.3 2.1 4.1 1.5 14.1 15.7
Number of Traders in Each Category Total Traders: 285
26 38 53 32 63 59 56 43 64 11 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,670,275
Positions
136,703 153,033 60,511 345,224 680,752 153,058 480,968 137,536 100,148 147,558 78,024 19,507 226,598 287,707
Changes from: July 19, 2011 Total Change is: -119,310
-17,967 -15,246 -18,966 42,357 -23,751 13,179 -28,267 -24,184 -58,414 -42,723 -841 -3,218 -5,289 12,132
Percent of Open Interest Represented by Each Category of Trader
8.2 9.2 3.6 20.7 40.8 9.2 28.8 8.2 6.0 8.8 4.7 1.2 13.6 17.2
Number of Traders in Each Category Total Traders: 211
16 26 22 22 49 39 45 32 36 5 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,136,073
Positions
276,163 249,939 348,057 5,340 11,479 12,087 68,784 78,756 326,283 5,141 12,067 41,171 53,046 56,234
Changes from: July 19, 2011 Total Change is: 54,808
39,333 24,701 5,898 1,172 -902 -331 -8,887 13,308 9,664 2,284 -497 2,933 2,742 34
Percent of Open Interest Represented by Each Category of Trader
24.3 22.0 30.6 0.5 1.0 1.1 6.1 6.9 28.7 0.5 1.1 3.6 4.7 4.9
Number of Traders in Each Category Total Traders: 150
24 40 53 5 7 6 25 30 44 . 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,975,789
Positions
905,347 3,842,143 3,390,463 3,453,656 576,708 279,543 1,262,957 632,707 5,527,202 55,021 492,989 1,147,260 954,342 1,086,775
Changes from: July 19, 2011 Total Change is: 218,099
-26,466 -27,989 47,690 -4,938 32,531 -6,790 89,862 77,544 155,441 7,238 -24,411 7,787 -51,724 -43,703
Percent of Open Interest Represented by Each Category of Trader
5.3 22.6 20.0 20.3 3.4 1.6 7.4 3.7 32.6 0.3 2.9 6.8 5.6 6.4
Number of Traders in Each Category Total Traders: 307
25 68 90 12 24 26 60 75 116 12 21 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 13,655
Positions
6,778 5,646 0 1,546 855 10 1,432 6,504 17 3,528 567 0 344 56
Changes from: July 19, 2011 Total Change is: -525
298 -532 0 -105 0 -2 -720 -6 0 0 15 0 4 0
Percent of Open Interest Represented by Each Category of Trader
49.6 41.3 0.0 11.3 6.3 0.1 10.5 47.6 0.1 25.8 4.2 0.0 2.5 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 24,661
Positions
17,557 10,086 0 1,234 2,244 121 5,409 6,671 21 40 5,453 0 279 65
Changes from: July 19, 2011 Total Change is: 216
69 529 0 0 -90 0 121 -241 18 0 7 0 8 -7
Percent of Open Interest Represented by Each Category of Trader
71.2 40.9 0.0 5.0 9.1 0.5 21.9 27.1 0.1 0.2 22.1 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 35
6 5 0 . 5 . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 61,788
Positions
14,245 15,580 528 407 288 1,201 33,652 34,859 1,783 2,410 2,409 29 7,532 5,110
Changes from: July 19, 2011 Total Change is: 14,399
2,183 -3,507 274 -629 232 317 12,003 13,933 245 -299 1,004 7 299 1,894
Percent of Open Interest Represented by Each Category of Trader
23.1 25.2 0.9 0.7 0.5 1.9 54.5 56.4 2.9 3.9 3.9 0.0 12.2 8.3
Number of Traders in Each Category Total Traders: 109
5 6 . . . . 23 34 9 21 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 220,604
Positions
57,021 53,996 42,990 6,621 1,360 6,365 8,035 24,151 32,757 9,486 2,687 25,030 32,299 31,268
Changes from: July 19, 2011 Total Change is: -6,968
-6,321 -6,994 3,466 -639 -262 1,189 -2,608 -4,586 -1,326 -673 -1,619 323 -379 2,841
Percent of Open Interest Represented by Each Category of Trader
25.8 24.5 19.5 3.0 0.6 2.9 3.6 10.9 14.8 4.3 1.2 11.3 14.6 14.2
Number of Traders in Each Category Total Traders: 122
11 12 17 7 . 6 21 26 31 14 4 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,286
Positions
84 4,288 0 2,408 363 0 1,923 1,013 486 640 0 0 745 136
Changes from: July 19, 2011 Total Change is: -481
-7 -470 0 22 0 0 -517 0 0 0 0 0 21 -11
Percent of Open Interest Represented by Each Category of Trader
1.3 68.2 0.0 38.3 5.8 0.0 30.6 16.1 7.7 10.2 0.0 0.0 11.9 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 0 7 . . . 0 0
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Updated July 29, 2011