Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 116,317
Positions
8,824 46,938 8,059 14,718 6,583 297 19,466 18,046 9,796 9,584 0 633 44,940 25,965
Changes from: August 9, 2011 Total Change is: -15,302
-693 -13,324 1,321 -120 449 -221 -12,961 -5,617 1,432 -1,282 -45 28 -2,806 676
Percent of Open Interest Represented by Each Category of Trader
7.6 40.4 6.9 12.7 5.7 0.3 16.7 15.5 8.4 8.2 0.0 0.5 38.6 22.3
Number of Traders in Each Category Total Traders: 84
5 16 7 4 5 . 17 23 18 14 0 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 56,887
Positions
5,083 29,715 3,960 935 594 119 21,372 4,419 2,868 0 0 0 22,550 15,212
Changes from: August 9, 2011 Total Change is: -4,777
-1,274 4,203 434 350 -416 -74 -1,465 -4,176 155 0 -400 0 -2,903 -4,503
Percent of Open Interest Represented by Each Category of Trader
8.9 52.2 7.0 1.6 1.0 0.2 37.6 7.8 5.0 0.0 0.0 0.0 39.6 26.7
Number of Traders in Each Category Total Traders: 39
6 10 6 . . . 14 7 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 106,341
Positions
21,075 10,899 2,990 9,915 30,274 866 39,070 33,809 1,656 815 4,500 0 29,955 21,347
Changes from: August 9, 2011 Total Change is: -4,675
-1,534 249 61 1,847 -597 -234 -6,154 -2,972 -168 330 143 0 1,177 -1,157
Percent of Open Interest Represented by Each Category of Trader
19.8 10.2 2.8 9.3 28.5 0.8 36.7 31.8 1.6 0.8 4.2 0.0 28.2 20.1
Number of Traders in Each Category Total Traders: 90
11 9 8 6 12 4 30 16 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 138,975
Positions
6,864 73,084 6,135 32,983 8,835 1,070 50,956 13,033 5,045 1,000 2,118 78 34,844 29,577
Changes from: August 9, 2011 Total Change is: 6,296
418 5,518 328 1,521 -546 -170 4,096 17 384 0 -15 -16 -265 796
Percent of Open Interest Represented by Each Category of Trader
4.9 52.6 4.4 23.7 6.4 0.8 36.7 9.4 3.6 0.7 1.5 0.1 25.1 21.3
Number of Traders in Each Category Total Traders: 87
8 13 9 10 7 4 26 17 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 215,211
Positions
34,287 36,470 14,625 24,748 32,620 1,675 41,848 35,765 30,772 12,998 7,678 4,361 49,898 51,246
Changes from: August 9, 2011 Total Change is: -8,430
-7,786 -2 2,491 234 -3,579 -250 -7,589 -11,006 7,200 -807 -4,498 -688 -1,237 1,900
Percent of Open Interest Represented by Each Category of Trader
15.9 16.9 6.8 11.5 15.2 0.8 19.4 16.6 14.3 6.0 3.6 2.0 23.2 23.8
Number of Traders in Each Category Total Traders: 168
21 13 16 15 21 12 32 49 40 7 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 110,763
Positions
17,233 61,083 2,823 2,666 7,709 315 60,860 10,394 2,648 866 81 138 23,215 25,573
Changes from: August 9, 2011 Total Change is: -3,204
-1,876 -3,498 52 591 -1,739 -108 4,749 83 -372 -26 -127 -25 -6,189 2,530
Percent of Open Interest Represented by Each Category of Trader
15.6 55.1 2.5 2.4 7.0 0.3 54.9 9.4 2.4 0.8 0.1 0.1 21.0 23.1
Number of Traders in Each Category Total Traders: 72
11 11 10 . 6 . 21 17 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 103,880
Positions
45,438 55,869 34,172 0 0 0 21,382 12,027 851 1,082 0 0 954 960
Changes from: August 9, 2011 Total Change is: -4,857
-2,757 -6,187 3,690 0 0 0 -4,289 -2,045 23 -810 0 0 -714 -338
Percent of Open Interest Represented by Each Category of Trader
43.7 53.8 32.9 0.0 0.0 0.0 20.6 11.6 0.8 1.0 0.0 0.0 0.9 0.9
Number of Traders in Each Category Total Traders: 25
8 11 15 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 110,017
Positions
40,771 65,209 558 21,123 1,032 0 39,140 30,935 464 935 4,023 0 7,026 7,796
Changes from: August 9, 2011 Total Change is: -7,828
9,814 -1,317 139 3,667 577 -358 -18,253 -6,230 -1,744 191 641 0 -1,284 464
Percent of Open Interest Represented by Each Category of Trader
37.1 59.3 0.5 19.2 0.9 0.0 35.6 28.1 0.4 0.8 3.7 0.0 6.4 7.1
Number of Traders in Each Category Total Traders: 91
10 9 . 7 . 0 21 28 5 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 26,705
Positions
3,356 23,170 0 272 155 0 18,410 1,861 0 950 0 0 3,717 1,519
Changes from: August 9, 2011 Total Change is: -2,238
619 -860 0 0 -32 0 -2,333 -585 -133 177 0 0 -568 -628
Percent of Open Interest Represented by Each Category of Trader
12.6 86.8 0.0 1.0 0.6 0.0 68.9 7.0 0.0 3.6 0.0 0.0 13.9 5.7
Number of Traders in Each Category Total Traders: 39
5 8 0 . . 0 14 5 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 56,271
Positions
20,893 23,701 5,877 2,810 2,798 495 9,031 11,199 4,451 5,828 0 542 6,343 7,209
Changes from: August 9, 2011 Total Change is: -12,481
-430 -16,763 -581 -249 -1,341 55 -9,151 5,582 436 -51 0 -30 -2,481 160
Percent of Open Interest Represented by Each Category of Trader
37.1 42.1 10.4 5.0 5.0 0.9 16.0 19.9 7.9 10.4 0.0 1.0 11.3 12.8
Number of Traders in Each Category Total Traders: 84
19 15 9 4 5 . 18 14 12 7 0 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 13,679
Positions
8,749 9,200 0 680 258 0 996 2,258 36 731 0 0 2,487 1,926
Changes from: August 9, 2011 Total Change is: -3,413
-1,506 -4,784 0 -1 0 0 -1,929 1,502 -0 0 0 0 23 -130
Percent of Open Interest Represented by Each Category of Trader
64.0 67.3 0.0 5.0 1.9 0.0 7.3 16.5 0.3 5.3 0.0 0.0 18.2 14.1
Number of Traders in Each Category Total Traders: 21
8 5 0 . . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 85,186
Positions
35,324 40,038 718 4,260 5,079 990 21,985 23,795 2,916 10,195 0 1,085 7,713 10,565
Changes from: August 9, 2011 Total Change is: -18,137
1,359 -24,751 -368 -496 -2,681 110 -12,614 9,990 -959 -101 0 -59 -5,008 581
Percent of Open Interest Represented by Each Category of Trader
41.5 47.0 0.8 5.0 6.0 1.2 25.8 27.9 3.4 12.0 0.0 1.3 9.1 12.4
Number of Traders in Each Category Total Traders: 80
18 15 7 . 4 . 18 15 10 7 0 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,307,133
Positions
95,531 124,966 96,123 399,266 200,263 70,587 86,387 207,370 349,793 24,122 76,223 50,519 134,806 131,288
Changes from: August 9, 2011 Total Change is: -45,244
6,324 -39,276 30,332 9,060 3,222 -5,287 -12,695 15,487 -10,253 -1,833 5,910 -1,574 -59,317 -43,805
Percent of Open Interest Represented by Each Category of Trader
7.3 9.6 7.4 30.5 15.3 5.4 6.6 15.9 26.8 1.8 5.8 3.9 10.3 10.0
Number of Traders in Each Category Total Traders: 635
38 58 48 109 71 65 93 163 126 45 57 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 530,204
Positions
76,614 74,746 29,234 117,852 44,366 13,380 33,162 97,343 144,903 8,225 34,194 26,525 80,308 65,512
Changes from: August 9, 2011 Total Change is: -14,157
33,207 -7,097 2,847 424 -1,036 208 6,801 -9,212 -10,746 -479 5,071 2,564 -48,984 3,244
Percent of Open Interest Represented by Each Category of Trader
14.4 14.1 5.5 22.2 8.4 2.5 6.3 18.4 27.3 1.6 6.4 5.0 15.1 12.4
Number of Traders in Each Category Total Traders: 153
11 17 12 29 15 14 28 34 51 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 3,884,645
Positions
319,134 475,651 109,894 1,421,134 793,549 271,971 651,021 935,035 639,548 98,592 229,252 100,861 272,490 328,884
Changes from: August 9, 2011 Total Change is: -155,436
7,193 -19,287 -4,186 42,019 20,131 -26,318 -121,214 99,765 26,197 -20,814 -9,849 -6,645 -51,668 -235,244
Percent of Open Interest Represented by Each Category of Trader
8.2 12.2 2.8 36.6 20.4 7.0 16.8 24.1 16.5 2.5 5.9 2.6 7.0 8.5
Number of Traders in Each Category Total Traders: 590
41 53 41 95 64 59 91 155 110 40 51 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 105,080
Positions
13,058 25,769 150 67,578 48,719 3,794 11,422 12,701 1,353 2,418 4,094 0 5,307 8,500
Changes from: August 9, 2011 Total Change is: -2,386
-5,747 -455 78 13,413 -2,230 -2,287 -8,006 -652 1,309 168 0 0 -1,315 1,850
Percent of Open Interest Represented by Each Category of Trader
12.4 24.5 0.1 64.3 46.4 3.6 10.9 12.1 1.3 2.3 3.9 0.0 5.1 8.1
Number of Traders in Each Category Total Traders: 88
9 10 . 32 12 9 8 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 94,981
Positions
24,332 26,552 15,007 14,056 11,898 1,479 13,319 12,776 13,639 1,244 2,226 1,348 10,555 10,056
Changes from: August 9, 2011 Total Change is: 9,824
7,123 -6,898 6,657 -1,209 902 10 -8,915 1,458 4,193 -166 -368 381 1,750 3,488
Percent of Open Interest Represented by Each Category of Trader
25.6 28.0 15.8 14.8 12.5 1.6 14.0 13.5 14.4 1.3 2.3 1.4 11.1 10.6
Number of Traders in Each Category Total Traders: 203
23 30 10 28 22 14 33 52 28 9 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 22,872
Positions
13,279 11,271 0 334 0 0 5,451 5,330 31 569 261 0 3,208 5,979
Changes from: August 9, 2011 Total Change is: 7,431
5,320 2,026 0 0 0 0 2,578 1,222 31 466 0 0 -964 4,152
Percent of Open Interest Represented by Each Category of Trader
58.1 49.3 0.0 1.5 0.0 0.0 23.8 23.3 0.1 2.5 1.1 0.0 14.0 26.1
Number of Traders in Each Category Total Traders: 23
6 6 0 . 0 0 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 360,547
Positions
122,205 143,342 8,098 68,612 59,490 7,397 88,798 86,690 18,582 5,093 11,540 5,025 36,735 20,383
Changes from: August 9, 2011 Total Change is: 11,963
42,997 -10,636 -698 -6,046 4,512 48 -37,070 21,575 416 -1,445 -124 192 13,569 -3,322
Percent of Open Interest Represented by Each Category of Trader
33.9 39.8 2.2 19.0 16.5 2.1 24.6 24.0 5.2 1.4 3.2 1.4 10.2 5.7
Number of Traders in Each Category Total Traders: 201
24 28 7 28 22 14 37 48 25 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 425,514
Positions
214,173 22,174 13,448 111,176 176,987 29,701 31,453 138,938 4,785 3,995 16,700 260 16,524 22,521
Changes from: August 9, 2011 Total Change is: 10,760
12,938 -8,548 2,519 13,950 3,981 448 -14,745 13,531 -1,913 -551 -216 102 -1,988 856
Percent of Open Interest Represented by Each Category of Trader
50.3 5.2 3.2 26.1 41.6 7.0 7.4 32.7 1.1 0.9 3.9 0.1 3.9 5.3
Number of Traders in Each Category Total Traders: 252
21 14 5 46 50 27 23 71 19 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 32,081
Positions
6,487 5,324 497 8,310 711 111 9,763 12,087 0 721 4,894 0 6,192 8,457
Changes from: August 9, 2011 Total Change is: 1,298
797 -1,366 258 -706 331 111 1,299 814 0 505 -45 0 -966 1,195
Percent of Open Interest Represented by Each Category of Trader
20.2 16.6 1.5 25.9 2.2 0.3 30.4 37.7 0.0 2.2 15.3 0.0 19.3 26.4
Number of Traders in Each Category Total Traders: 54
10 8 . 9 . . 8 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 58,962
Positions
11,293 38,690 1,609 4,678 5,889 344 14,608 3,611 920 1,234 1,517 0 24,276 6,382
Changes from: August 9, 2011 Total Change is: -13,236
113 -9,539 -66 -322 112 0 -3,340 -1,523 312 206 0 0 -10,139 -2,532
Percent of Open Interest Represented by Each Category of Trader
19.2 65.6 2.7 7.9 10.0 0.6 24.8 6.1 1.6 2.1 2.6 0.0 41.2 10.8
Number of Traders in Each Category Total Traders: 68
12 19 5 5 5 . 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 39,784
Positions
708 5,187 787 23,272 22,458 4,907 6,097 4,575 4 699 0 0 3,310 1,866
Changes from: August 9, 2011 Total Change is: 470
-733 95 13 1,867 -320 84 -627 -30 0 0 0 0 -134 628
Percent of Open Interest Represented by Each Category of Trader
1.8 13.0 2.0 58.5 56.4 12.3 15.3 11.5 0.0 1.8 0.0 0.0 8.3 4.7
Number of Traders in Each Category Total Traders: 50
. . . 17 16 8 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 53,152
Positions
8,051 16,090 2,177 24,243 8,554 1,275 8,271 19,580 472 1,839 652 153 6,671 4,199
Changes from: August 9, 2011 Total Change is: 5,460
-6 1,211 117 5,652 2,803 -248 623 1,998 0 104 -15 -19 -763 -387
Percent of Open Interest Represented by Each Category of Trader
15.1 30.3 4.1 45.6 16.1 2.4 15.6 36.8 0.9 3.5 1.2 0.3 12.6 7.9
Number of Traders in Each Category Total Traders: 65
7 9 . 16 7 6 11 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 860,150
Positions
11,909 97,857 59,118 323,468 144,748 87,648 51,797 109,982 149,098 6,424 62,695 8,974 161,715 140,032
Changes from: August 9, 2011 Total Change is: 10,377
2,167 1,303 6,329 -22,267 4,535 -1,846 2,302 -463 16,520 -69 -98 -621 7,862 -15,281
Percent of Open Interest Represented by Each Category of Trader
1.4 11.4 6.9 37.6 16.8 10.2 6.0 12.8 17.3 0.7 7.3 1.0 18.8 16.3
Number of Traders in Each Category Total Traders: 168
10 20 23 43 24 38 35 25 39 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 421,927
Positions
4,883 184,210 6,272 293,047 15,859 25,462 2,065 133,375 14,776 5,178 2,619 0 70,245 39,354
Changes from: August 9, 2011 Total Change is: 8,646
-2,942 10,116 1,095 5,964 3,709 -957 -7,916 -9,093 10,602 638 0 0 2,163 -6,825
Percent of Open Interest Represented by Each Category of Trader
1.2 43.7 1.5 69.5 3.8 6.0 0.5 31.6 3.5 1.2 0.6 0.0 16.6 9.3
Number of Traders in Each Category Total Traders: 74
4 11 4 35 4 15 . 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,027,552
Positions
107,625 130,897 19,426 271,692 275,810 99,112 284,604 196,059 52,544 72,583 124,405 7,457 112,509 121,840
Changes from: August 9, 2011 Total Change is: -48,701
556 4,652 284 -31,606 -54,084 7,425 -17,715 12,791 2 -8,573 -6,284 1,082 -157 -14,569
Percent of Open Interest Represented by Each Category of Trader
10.5 12.7 1.9 26.4 26.8 9.6 27.7 19.1 5.1 7.1 12.1 0.7 10.9 11.9
Number of Traders in Each Category Total Traders: 265
17 36 22 30 59 41 48 36 30 10 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 2,666,497
Positions
109,272 233,356 282,698 874,159 622,244 330,885 219,364 306,898 351,471 88,526 99,248 86,433 323,689 353,264
Changes from: August 9, 2011 Total Change is: 117,218
-10,207 30,070 149 153,977 46,550 10,879 -49,879 27,512 27,714 -15,243 -12,021 2,735 -2,907 -16,369
Percent of Open Interest Represented by Each Category of Trader
4.1 8.8 10.6 32.8 23.3 12.4 8.2 11.5 13.2 3.3 3.7 3.2 12.1 13.2
Number of Traders in Each Category Total Traders: 275
32 36 59 30 63 53 46 43 68 12 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,667,443
Positions
105,701 160,924 106,922 343,970 604,551 164,370 404,011 86,004 160,875 119,421 80,558 30,044 232,130 273,196
Changes from: August 9, 2011 Total Change is: -11,435
6,504 1,472 8,283 -18,665 20,693 -34,840 15,051 -10,707 6,974 4,700 10,707 1,174 -617 -15,192
Percent of Open Interest Represented by Each Category of Trader
6.3 9.7 6.4 20.6 36.3 9.9 24.2 5.2 9.6 7.2 4.8 1.8 13.9 16.4
Number of Traders in Each Category Total Traders: 206
16 29 28 20 50 36 33 34 41 8 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,092,195
Positions
276,282 277,085 311,872 5,600 4,755 7,456 49,480 55,473 333,576 18,706 7,168 41,648 47,575 53,162
Changes from: August 9, 2011 Total Change is: 7,705
-5,804 -11,704 14,421 0 824 -686 -9,874 -10,771 8,346 1,562 460 -1,978 1,718 8,792
Percent of Open Interest Represented by Each Category of Trader
25.3 25.4 28.6 0.5 0.4 0.7 4.5 5.1 30.5 1.7 0.7 3.8 4.4 4.9
Number of Traders in Each Category Total Traders: 144
22 43 53 . 5 . 25 28 43 . 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 is17,646,591
Positions
962,712 3,825,398 3,587,749 3,540,945 248,809 287,402 779,931 717,129 6,163,652 91,812 467,135 1,274,765 957,623 1,074,552
Changes from: August 9, 2011 Total Change is: -822,354
97,420 -310,559 -71,323 -168,505 -69,206 -752 -250,639 5,715 -166,776 15,668 44,701 -255,095 -22,352 940
Percent of Open Interest Represented by Each Category of Trader
5.5 21.7 20.3 20.1 1.4 1.6 4.4 4.1 34.9 0.5 2.6 7.2 5.4 6.1
Number of Traders in Each Category Total Traders: 298
33 61 90 9 19 21 53 81 114 11 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 13,343
Positions
4,702 6,583 0 1,591 824 12 3,094 5,607 6 3,586 250 0 352 61
Changes from: August 9, 2011 Total Change is: -505
-1,762 500 0 130 83 -8 1,189 -1,078 -53 0 0 0 -1 51
Percent of Open Interest Represented by Each Category of Trader
35.2 49.3 0.0 11.9 6.2 0.1 23.2 42.0 0.0 26.9 1.9 0.0 2.6 0.5
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 21,228
Positions
16,566 9,478 0 1,248 1,787 109 2,984 4,356 0 80 5,453 0 241 45
Changes from: August 9, 2011 Total Change is: -342
982 562 0 0 -287 -12 -1,278 -603 0 0 0 0 -34 -2
Percent of Open Interest Represented by Each Category of Trader
78.0 44.6 0.0 5.9 8.4 0.5 14.1 20.5 0.0 0.4 25.7 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 34
6 4 0 . 5 . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 55,135
Positions
16,245 14,561 360 518 6,668 1,108 28,825 23,754 1,207 760 2,073 29 6,082 5,375
Changes from: August 9, 2011 Total Change is: -2,879
146 -1,403 -18 139 6,028 21 -1,829 -5,708 -6 -447 340 -4 -882 -2,130
Percent of Open Interest Represented by Each Category of Trader
29.5 26.4 0.7 0.9 12.1 2.0 52.3 43.1 2.2 1.4 3.8 0.1 11.0 9.7
Number of Traders in Each Category Total Traders: 99
4 6 . 4 . . 26 34 10 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 199,173
Positions
24,068 52,802 55,610 5,003 4,177 7,126 17,625 11,514 31,529 21,330 508 13,565 23,317 22,342
Changes from: August 9, 2011 Total Change is: 118
-2,347 7,201 22 367 1,539 -231 -4,862 -12,554 3,050 783 314 1,153 2,183 -376
Percent of Open Interest Represented by Each Category of Trader
12.1 26.5 27.9 2.5 2.1 3.6 8.8 5.8 15.8 10.7 0.3 6.8 11.7 11.2
Number of Traders in Each Category Total Traders: 111
8 15 23 8 . 9 26 16 37 12 . 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 10,839
Positions
3,026 4,946 0 2,209 488 0 3,499 1,418 625 701 3,136 225 554 1
Changes from: August 9, 2011 Total Change is: 396
445 628 0 -250 0 0 58 372 139 -150 -562 218 -64 -399
Percent of Open Interest Represented by Each Category of Trader
27.9 45.6 0.0 20.4 4.5 0.0 32.3 13.1 5.8 6.5 28.9 2.1 5.1 0.0
Number of Traders in Each Category Total Traders: 27
. 4 0 4 . 0 5 6 . . . .
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Updated August 19, 2011