Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 83,317
Positions
5,207 44,130 829 8,632 8,196 228 20,662 13,187 993 8,526 147 14 38,226 15,593
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.2 53.0 1.0 10.4 9.8 0.3 24.8 15.8 1.2 10.2 0.2 0.0 45.9 18.7
Number of Traders in Each Category Total Traders: 62
4 10 . . 4 . 16 15 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,918
Positions
13,834 40,233 529 1,880 502 342 23,559 4,431 21 0 0 0 14,753 8,860
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.2 73.3 1.0 3.4 0.9 0.6 42.9 8.1 0.0 0.0 0.0 0.0 26.9 16.1
Number of Traders in Each Category Total Traders: 40
5 9 . . . . 18 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 124,904
Positions
76,011 40,081 1,564 15,270 14,545 571 14,929 27,288 635 500 17,866 0 15,424 22,354
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
60.9 32.1 1.3 12.2 11.6 0.5 12.0 21.8 0.5 0.4 14.3 0.0 12.3 17.9
Number of Traders in Each Category Total Traders: 88
8 14 . 5 12 . 18 23 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 127,658
Positions
6,433 83,629 1,695 36,284 9,359 1,362 50,625 4,756 144 1,406 3,752 0 29,709 22,961
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 65.5 1.3 28.4 7.3 1.1 39.7 3.7 0.1 1.1 2.9 0.0 23.3 18.0
Number of Traders in Each Category Total Traders: 100
6 20 . 11 9 4 33 13 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 230,118
Positions
112,272 64,768 3,933 20,577 23,107 3,410 30,298 71,049 1,689 15,410 10,830 288 42,241 51,044
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.8 28.1 1.7 8.9 10.0 1.5 13.2 30.9 0.7 6.7 4.7 0.1 18.4 22.2
Number of Traders in Each Category Total Traders: 156
23 13 6 14 18 7 32 39 20 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 80,302
Positions
9,067 46,792 2,218 2,662 5,459 692 38,043 6,107 11 4,550 2,228 0 23,059 16,795
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.3 58.3 2.8 3.3 6.8 0.9 47.4 7.6 0.0 5.7 2.8 0.0 28.7 20.9
Number of Traders in Each Category Total Traders: 59
6 12 5 . 5 . 19 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,541
Positions
4,064 19,465 7,193 0 0 0 6,537 297 2,871 4,035 20 602 5,239 93
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.3 63.7 23.6 0.0 0.0 0.0 21.4 1.0 9.4 13.2 0.1 2.0 17.2 0.3
Number of Traders in Each Category Total Traders: 21
6 6 5 0 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 72,072
Positions
8,201 58,114 403 17,771 245 281 39,516 8,836 7 1,185 2,651 0 4,708 1,535
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.4 80.6 0.6 24.7 0.3 0.4 54.8 12.3 0.0 1.6 3.7 0.0 6.5 2.1
Number of Traders in Each Category Total Traders: 76
7 12 . 7 . . 25 15 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 18,631
Positions
2,251 10,286 75 975 100 0 11,247 6,364 0 1,486 612 0 2,597 1,194
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.1 55.2 0.4 5.2 0.5 0.0 60.4 34.2 0.0 8.0 3.3 0.0 13.9 6.4
Number of Traders in Each Category Total Traders: 38
. 10 . . . 0 9 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,245
Positions
24,290 15,199 517 2,787 4,576 844 6,864 10,444 584 110 1,197 0 5,249 7,884
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
58.9 36.9 1.3 6.8 11.1 2.0 16.6 25.3 1.4 0.3 2.9 0.0 12.7 19.1
Number of Traders in Each Category Total Traders: 86
16 17 . 6 5 . 25 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,489
Positions
48,580 30,398 1,034 5,573 9,151 1,688 13,728 20,888 1,168 220 2,394 0 10,498 15,768
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
58.9 36.9 1.3 6.8 11.1 2.0 16.6 25.3 1.4 0.3 2.9 0.0 12.7 19.1
Number of Traders in Each Category Total Traders: 86
16 17 . 6 5 . 25 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 870,890
Positions
69,325 213,533 38,686 439,798 163,886 55,169 71,078 207,667 39,798 15,780 26,039 407 140,850 125,705
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.0 24.5 4.4 50.5 18.8 6.3 8.2 23.8 4.6 1.8 3.0 0.0 16.2 14.4
Number of Traders in Each Category Total Traders: 515
31 51 14 114 68 61 71 141 59 18 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 307,963
Positions
31,659 108,668 4,342 160,528 41,815 8,011 21,208 60,124 1,621 7,174 12,158 20 73,400 71,204
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.3 35.3 1.4 52.1 13.6 2.6 6.9 19.5 0.5 2.3 3.9 0.0 23.8 23.1
Number of Traders in Each Category Total Traders: 128
11 21 5 35 15 16 14 26 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,814,633
Positions
207,952 543,947 152,096 1,405,126 619,132 227,012 402,716 891,084 37,517 43,029 69,405 1,937 337,248 272,503
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.4 19.3 5.4 49.9 22.0 8.1 14.3 31.7 1.3 1.5 2.5 0.1 12.0 9.7
Number of Traders in Each Category Total Traders: 474
30 48 7 93 61 52 73 133 44 16 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,446
Positions
4,200 9,710 3,272 53,062 48,117 3,461 9,314 15,109 569 335 0 0 10,233 4,208
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 11.5 3.9 62.8 57.0 4.1 11.0 17.9 0.7 0.4 0.0 0.0 12.1 5.0
Number of Traders in Each Category Total Traders: 81
. 9 . 34 12 9 12 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 76,812
Positions
26,575 16,902 3,259 16,703 21,140 3,436 13,378 15,439 2,400 1,058 6,488 0 10,003 7,748
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
34.6 22.0 4.2 21.7 27.5 4.5 17.4 20.1 3.1 1.4 8.4 0.0 13.0 10.1
Number of Traders in Each Category Total Traders: 211
20 20 8 31 26 10 42 52 15 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,807
Positions
5,862 7,624 1 1,017 485 0 861 1,828 0 0 2,497 0 6,066 1,372
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.5 55.2 0.0 7.4 3.5 0.0 6.2 13.2 0.0 0.0 18.1 0.0 43.9 9.9
Number of Traders in Each Category Total Traders: 22
7 5 . . . 0 . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 315,026
Positions
116,519 59,341 3,338 78,431 103,275 17,179 70,708 76,181 3,876 5,292 19,954 0 19,683 31,882
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.0 18.8 1.1 24.9 32.8 5.5 22.4 24.2 1.2 1.7 6.3 0.0 6.2 10.1
Number of Traders in Each Category Total Traders: 209
18 21 . 31 25 10 44 51 12 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 406,273
Positions
183,465 42,756 13,237 138,496 159,845 18,972 33,237 141,059 3,675 1,312 7,672 593 13,286 18,464
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.2 10.5 3.3 34.1 39.3 4.7 8.2 34.7 0.9 0.3 1.9 0.1 3.3 4.5
Number of Traders in Each Category Total Traders: 231
16 17 6 48 45 22 26 67 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 29,643
Positions
7,220 7,389 552 9,574 983 209 4,273 4,475 0 200 1,483 0 7,615 14,552
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.4 24.9 1.9 32.3 3.3 0.7 14.4 15.1 0.0 0.7 5.0 0.0 25.7 49.1
Number of Traders in Each Category Total Traders: 46
12 6 . 8 . . 6 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 45,526
Positions
27,331 13,305 1,888 6,728 4,327 472 1,695 9,716 836 0 430 0 6,576 14,552
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
60.0 29.2 4.1 14.8 9.5 1.0 3.7 21.3 1.8 0.0 0.9 0.0 14.4 32.0
Number of Traders in Each Category Total Traders: 57
11 11 4 8 5 . . 17 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 35,944
Positions
254 638 0 25,571 27,700 3,325 3,342 2,319 0 0 0 0 3,452 1,962
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.7 1.8 0.0 71.1 77.1 9.3 9.3 6.5 0.0 0.0 0.0 0.0 9.6 5.5
Number of Traders in Each Category Total Traders: 43
. . 0 16 14 9 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 26,710
Positions
1,296 9,251 0 13,935 2,405 952 3,217 11,778 0 1,921 204 0 5,389 2,120
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.9 34.6 0.0 52.2 9.0 3.6 12.0 44.1 0.0 7.2 0.8 0.0 20.2 7.9
Number of Traders in Each Category Total Traders: 39
. 6 0 13 . 5 6 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 682,517
Positions
23,450 158,925 4,038 365,308 145,858 54,151 50,816 132,899 11,162 27,569 45,480 0 146,023 130,004
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.4 23.3 0.6 53.5 21.4 7.9 7.4 19.5 1.6 4.0 6.7 0.0 21.4 19.0
Number of Traders in Each Category Total Traders: 157
9 21 7 44 25 29 26 19 13 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 159,655
Positions
2,036 79,457 3,386 102,325 1,827 6,804 4,385 50,611 326 0 0 0 40,393 17,244
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.3 49.8 2.1 64.1 1.1 4.3 2.7 31.7 0.2 0.0 0.0 0.0 25.3 10.8
Number of Traders in Each Category Total Traders: 38
. 8 . 16 . 8 . 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 861,922
Positions
13,686 126,215 10,259 409,418 213,817 82,844 195,440 160,201 14,700 30,890 128,455 4,086 100,599 121,345
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 14.6 1.2 47.5 24.8 9.6 22.7 18.6 1.7 3.6 14.9 0.5 11.7 14.1
Number of Traders in Each Category Total Traders: 229
7 37 7 32 47 38 31 41 15 7 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,843,850
Positions
117,591 317,047 35,099 964,931 412,708 187,364 181,430 487,297 30,505 39,820 47,360 7,453 279,657 319,017
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.4 17.2 1.9 52.3 22.4 10.2 9.8 26.4 1.7 2.2 2.6 0.4 15.2 17.3
Number of Traders in Each Category Total Traders: 254
34 31 16 36 50 51 29 62 31 6 6 4
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 933,042
Positions
24,030 152,541 11,184 288,479 230,396 148,984 191,137 64,189 16,676 42,231 70,925 280 210,041 237,867
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.6 16.3 1.2 30.9 24.7 16.0 20.5 6.9 1.8 4.5 7.6 0.0 22.5 25.5
Number of Traders in Each Category Total Traders: 156
7 22 . 25 36 34 25 23 15 8 10 .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 616,778
Positions
132,892 266,227 201,296 4,796 3,068 1,201 170,987 21,762 57,395 7,122 3,077 335 40,754 62,417
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.5 43.2 32.6 0.8 0.5 0.2 27.7 3.5 9.3 1.2 0.5 0.1 6.6 10.1
Number of Traders in Each Category Total Traders: 109
23 28 37 . . . 26 15 35 . . .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,729,322
Positions
1,873,626 3,119,071 1,488,967 1,103,568 282,574 110,459 1,184,296 545,865 919,710 163,115 294,438 64,449 821,132 903,789
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.2 40.4 19.3 14.3 3.7 1.4 15.3 7.1 11.9 2.1 3.8 0.8 10.6 11.7
Number of Traders in Each Category Total Traders: 270
33 67 91 9 12 15 63 52 74 9 14 13
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,935
Positions
4,817 7,834 0 1,096 1,689 414 2,402 2,211 156 3,800 475 0 250 156
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.2 60.6 0.0 8.5 13.1 3.2 18.6 17.1 1.2 29.4 3.7 0.0 1.9 1.2
Number of Traders in Each Category Total Traders: 35
. 5 0 . 6 . 6 6 . . 5 0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 33,327
Positions
28,776 16,604 0 1,308 1,021 77 2,874 8,913 20 0 6,582 0 272 110
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
86.3 49.8 0.0 3.9 3.1 0.2 8.6 26.7 0.1 0.0 19.7 0.0 0.8 0.3
Number of Traders in Each Category Total Traders: 32
4 4 0 . 4 . 9 6 . 0 4 0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 24,176
Positions
10,227 15,430 0 263 50 845 7,377 4,249 1,157 580 528 4 3,723 1,913
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.3 63.8 0.0 1.1 0.2 3.5 30.5 17.6 4.8 2.4 2.2 0.0 15.4 7.9
Number of Traders in Each Category Total Traders: 57
8 . 0 . . . 12 20 5 5 4 .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 96,183
Positions
65,457 29,620 11,658 200 1,993 100 2,068 32,759 2,555 495 1,815 270 13,380 15,413
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
68.1 30.8 12.1 0.2 2.1 0.1 2.2 34.1 2.7 0.5 1.9 0.3 13.9 16.0
Number of Traders in Each Category Total Traders: 43
. 11 10 . . . 4 19 14 . . .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 16,223
Positions
1,184 13,486 1 11,368 288 0 2,644 1,456 0 0 0 0 1,026 992
Changes from: . Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
7.3 83.1 0.0 70.1 1.8 0.0 16.3 9.0 0.0 0.0 0.0 0.0 6.3 6.1
Number of Traders in Each Category Total Traders: 26
. . . 9 . 0 5 6 0 0 0 0
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Updated July 23, 2010