Traders in Financial Futures- Futures Only Positions as of July 27, 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 85,121 Positions 3,978 51,381 743 8,916 8,224 226 27,201 6,961 998 5,795 292 98 37,166 16,198 Changes from: July 20, 2010 Total Change is: 1,804 -1,229 7,251 -86 284 28 -2 6,539 -6,226 5 -2,731 145 84 -1,060 605 Percent of Open Interest Represented by Each Category of Trader 4.7 60.4 0.9 10.5 9.7 0.3 32.0 8.2 1.2 6.8 0.3 0.1 43.7 19.0 Number of Traders in Each Category Total Traders: 64 4 11 4 . 4 . 21 11 6 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 55,722 Positions 15,717 37,255 528 1,879 438 407 20,681 7,957 34 634 435 0 15,842 8,668 Changes from: July 20, 2010 Total Change is: 804 1,883 -2,978 -1 -1 -64 65 -2,878 3,526 13 634 435 0 1,089 -192 Percent of Open Interest Represented by Each Category of Trader 28.2 66.9 0.9 3.4 0.8 0.7 37.1 14.3 0.1 1.1 0.8 0.0 28.4 15.6 Number of Traders in Each Category Total Traders: 41 5 9 . . . . 16 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 122,570 Positions 71,801 48,137 797 16,725 13,548 572 15,346 15,478 538 500 17,058 0 16,291 26,442 Changes from: July 20, 2010 Total Change is: -2,334 -4,210 8,056 -767 1,455 -997 1 417 -11,810 -97 0 -808 0 867 4,088 Percent of Open Interest Represented by Each Category of Trader 58.6 39.3 0.7 13.6 11.1 0.5 12.5 12.6 0.4 0.4 13.9 0.0 13.3 21.6 Number of Traders in Each Category Total Traders: 81 8 13 . 5 11 . 20 17 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 124,595 Positions 7,079 71,422 2,845 35,593 8,845 1,304 47,766 10,100 132 1,858 2,607 0 28,018 27,340 Changes from: July 20, 2010 Total Change is: -3,063 646 -12,207 1,150 -691 -514 -58 -2,859 5,344 -12 452 -1,145 0 -1,691 4,379 Percent of Open Interest Represented by Each Category of Trader 5.7 57.3 2.3 28.6 7.1 1.0 38.3 8.1 0.1 1.5 2.1 0.0 22.5 21.9 Number of Traders in Each Category Total Traders: 97 6 19 . 11 9 . 29 16 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 232,193 Positions 110,445 70,501 4,006 19,448 21,677 3,294 34,118 67,984 1,491 15,832 11,761 287 43,272 51,192 Changes from: July 20, 2010 Total Change is: 2,075 -1,827 5,733 73 -1,129 -1,430 -116 3,820 -3,065 -198 422 931 -1 1,031 148 Percent of Open Interest Represented by Each Category of Trader 47.6 30.4 1.7 8.4 9.3 1.4 14.7 29.3 0.6 6.8 5.1 0.1 18.6 22.0 Number of Traders in Each Category Total Traders: 152 22 12 6 13 16 7 35 38 24 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 89,389 Positions 8,684 60,618 2,072 4,660 5,024 374 46,343 2,844 57 2,147 2,790 0 25,052 15,610 Changes from: July 20, 2010 Total Change is: 9,087 -383 13,826 -146 1,998 -435 -318 8,300 -3,263 46 -2,403 562 0 1,993 -1,185 Percent of Open Interest Represented by Each Category of Trader 9.7 67.8 2.3 5.2 5.6 0.4 51.8 3.2 0.1 2.4 3.1 0.0 28.0 17.5 Number of Traders in Each Category Total Traders: 63 5 13 5 . 5 . 24 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 32,110 Positions 4,161 20,926 7,342 0 0 0 7,484 355 2,766 4,480 20 602 5,275 99 Changes from: July 20, 2010 Total Change is: 1,569 97 1,461 149 0 0 0 947 58 -105 445 0 0 36 6 Percent of Open Interest Represented by Each Category of Trader 13.0 65.2 22.9 0.0 0.0 0.0 23.3 1.1 8.6 14.0 0.1 1.9 16.4 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 27, 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 80,209 Positions 8,264 64,215 275 17,186 245 281 47,227 10,423 7 999 2,987 0 5,970 1,776 Changes from: July 20, 2010 Total Change is: 8,137 63 6,101 -128 -585 0 0 7,711 1,587 0 -186 336 0 1,262 241 Percent of Open Interest Represented by Each Category of Trader 10.3 80.1 0.3 21.4 0.3 0.4 58.9 13.0 0.0 1.2 3.7 0.0 7.4 2.2 Number of Traders in Each Category Total Traders: 82 7 15 . 7 . . 27 17 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 22,919 Positions 2,211 15,400 75 867 100 0 16,253 5,486 0 399 700 0 3,114 1,158 Changes from: July 20, 2010 Total Change is: 4,288 -40 5,114 0 -108 0 0 5,006 -878 0 -1,087 88 0 517 -36 Percent of Open Interest Represented by Each Category of Trader 9.6 67.2 0.3 3.8 0.4 0.0 70.9 23.9 0.0 1.7 3.1 0.0 13.6 5.1 Number of Traders in Each Category Total Traders: 39 . 11 . . . 0 12 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 43,524 Positions 23,865 16,354 208 2,720 5,048 842 8,714 11,017 570 110 1,142 0 6,496 8,345 Changes from: July 20, 2010 Total Change is: 2,279 -426 1,155 -310 -67 472 -2 1,850 573 -15 0 -55 0 1,247 461 Percent of Open Interest Represented by Each Category of Trader 54.8 37.6 0.5 6.2 11.6 1.9 20.0 25.3 1.3 0.3 2.6 0.0 14.9 19.2 Number of Traders in Each Category Total Traders: 82 15 18 . 5 5 . 24 12 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 87,047 Positions 47,729 32,707 415 5,440 10,095 1,684 17,428 22,034 1,139 220 2,284 0 12,992 16,689 Changes from: July 20, 2010 Total Change is: 4,558 -851 2,309 -619 -133 944 -4 3,700 1,146 -29 0 -110 0 2,494 921 Percent of Open Interest Represented by Each Category of Trader 54.8 37.6 0.5 6.2 11.6 1.9 20.0 25.3 1.3 0.3 2.6 0.0 14.9 19.2 Number of Traders in Each Category Total Traders: 82 15 18 . 5 5 . 24 12 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 868,087 Positions 64,249 221,794 46,345 436,528 160,962 55,894 74,295 198,835 35,228 14,351 25,817 264 140,933 122,949 Changes from: July 20, 2010 Total Change is: -2,803 -5,076 8,261 7,659 -3,269 -2,924 725 3,218 -8,832 -4,570 -1,429 -222 -144 83 -2,756 Percent of Open Interest Represented by Each Category of Trader 7.4 25.5 5.3 50.3 18.5 6.4 8.6 22.9 4.1 1.7 3.0 0.0 16.2 14.2 Number of Traders in Each Category Total Traders: 506 29 52 18 113 66 62 79 131 62 16 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 311,996 Positions 28,179 116,998 8,005 161,235 41,762 7,785 24,663 51,231 1,507 7,348 11,746 0 73,274 72,962 Changes from: July 20, 2010 Total Change is: 4,033 -3,480 8,330 3,663 707 -53 -226 3,455 -8,893 -114 174 -412 -20 -126 1,758 Percent of Open Interest Represented by Each Category of Trader 9.0 37.5 2.6 51.7 13.4 2.5 7.9 16.4 0.5 2.4 3.8 0.0 23.5 23.4 Number of Traders in Each Category Total Traders: 129 10 22 6 35 15 17 13 28 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 2,780,454 Positions 225,442 569,071 146,606 1,385,586 605,119 231,428 372,016 861,874 44,751 35,013 70,353 1,319 338,293 249,933 Changes from: July 20, 2010 Total Change is: -34,179 17,490 25,124 -5,490 -19,540 -14,013 4,416 -30,700 -29,210 7,234 -8,016 948 -618 1,045 -22,570 Percent of Open Interest Represented by Each Category of Trader 8.1 20.5 5.3 49.8 21.8 8.3 13.4 31.0 1.6 1.3 2.5 0.0 12.2 9.0 Number of Traders in Each Category Total Traders: 466 28 49 10 93 59 52 80 125 47 14 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 88,815 Positions 3,991 18,353 3,367 55,664 44,200 3,550 12,087 15,016 163 202 0 0 9,791 4,166 Changes from: July 20, 2010 Total Change is: 4,369 -209 8,643 95 2,602 -3,917 89 2,773 -93 -406 -133 0 0 -442 -42 Percent of Open Interest Represented by Each Category of Trader 4.5 20.7 3.8 62.7 49.8 4.0 13.6 16.9 0.2 0.2 0.0 0.0 11.0 4.7 Number of Traders in Each Category Total Traders: 87 . 10 . 37 12 10 15 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 78,205 Positions 25,053 18,901 4,668 18,009 20,737 3,228 14,431 15,302 2,098 1,038 7,031 0 9,680 6,240 Changes from: July 20, 2010 Total Change is: 1,393 -1,522 2,000 1,409 1,306 -403 -208 1,054 -137 -302 -20 543 0 -322 -1,509 Percent of Open Interest Represented by Each Category of Trader 32.0 24.2 6.0 23.0 26.5 4.1 18.5 19.6 2.7 1.3 9.0 0.0 12.4 8.0 Number of Traders in Each Category Total Traders: 213 21 24 9 34 22 12 48 44 15 12 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 13,419 Positions 4,916 7,907 246 1,390 485 188 1,108 881 0 0 2,497 0 5,571 1,215 Changes from: July 20, 2010 Total Change is: -388 -946 283 245 373 0 188 247 -947 0 0 0 0 -495 -157 Percent of Open Interest Represented by Each Category of Trader 36.6 58.9 1.8 10.4 3.6 1.4 8.3 6.6 0.0 0.0 18.6 0.0 41.5 9.1 Number of Traders in Each Category Total Traders: 24 7 7 . 4 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 323,932 Positions 119,963 74,250 2,831 83,094 101,260 15,201 73,387 78,876 3,719 5,190 22,671 0 20,547 25,124 Changes from: July 20, 2010 Total Change is: 8,906 3,444 14,909 -507 4,663 -2,015 -1,978 2,679 2,695 -157 -102 2,717 0 864 -6,758 Percent of Open Interest Represented by Each Category of Trader 37.0 22.9 0.9 25.7 31.3 4.7 22.7 24.3 1.1 1.6 7.0 0.0 6.3 7.8 Number of Traders in Each Category Total Traders: 210 20 24 . 33 21 12 48 44 12 12 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 413,832 Positions 187,961 52,775 8,127 143,530 147,515 18,429 32,977 148,320 8,536 1,292 9,625 519 12,461 19,986 Changes from: July 20, 2010 Total Change is: 7,559 4,496 10,019 -5,110 5,034 -12,330 -543 -260 7,261 4,861 -20 1,953 -74 -825 1,522 Percent of Open Interest Represented by Each Category of Trader 45.4 12.8 2.0 34.7 35.6 4.5 8.0 35.8 2.1 0.3 2.3 0.1 3.0 4.8 Number of Traders in Each Category Total Traders: 236 17 18 6 49 42 22 25 75 14 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 30,599 Positions 8,377 8,090 244 9,853 1,148 183 3,450 4,191 0 614 1,483 0 7,878 15,260 Changes from: July 20, 2010 Total Change is: 956 1,157 701 -308 279 165 -26 -823 -284 0 414 0 0 263 708 Percent of Open Interest Represented by Each Category of Trader 27.4 26.4 0.8 32.2 3.8 0.6 11.3 13.7 0.0 2.0 4.8 0.0 25.7 49.9 Number of Traders in Each Category Total Traders: 47 12 8 . 8 . . 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 48,003 Positions 28,125 13,786 2,223 6,618 2,590 435 2,334 8,160 978 0 575 0 7,290 19,256 Changes from: July 20, 2010 Total Change is: 2,477 794 481 335 -110 -1,737 -37 639 -1,556 142 0 145 0 714 4,704 Percent of Open Interest Represented by Each Category of Trader 58.6 28.7 4.6 13.8 5.4 0.9 4.9 17.0 2.0 0.0 1.2 0.0 15.2 40.1 Number of Traders in Each Category Total Traders: 57 11 12 4 9 . . 4 16 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 33,528 Positions 0 1,030 0 25,578 23,939 3,436 1,452 2,151 0 0 265 0 3,062 2,707 Changes from: July 20, 2010 Total Change is: -2,416 -254 392 0 7 -3,761 111 -1,890 -168 0 0 265 0 -390 745 Percent of Open Interest Represented by Each Category of Trader 0.0 3.1 0.0 76.3 71.4 10.2 4.3 6.4 0.0 0.0 0.8 0.0 9.1 8.1 Number of Traders in Each Category Total Traders: 39 0 . 0 16 14 9 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 27,227 Positions 1,483 9,303 0 14,187 2,780 1,024 3,537 12,116 24 1,966 204 0 5,006 1,776 Changes from: July 20, 2010 Total Change is: 517 187 52 0 252 375 72 320 338 24 45 0 0 -383 -344 Percent of Open Interest Represented by Each Category of Trader 5.4 34.2 0.0 52.1 10.2 3.8 13.0 44.5 0.1 7.2 0.7 0.0 18.4 6.5 Number of Traders in Each Category Total Traders: 42 . 6 0 13 5 5 6 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 691,590 Positions 23,611 151,869 3,179 367,419 153,836 53,118 56,050 152,170 11,871 27,944 43,111 1 148,397 122,435 Changes from: July 20, 2010 Total Change is: 9,073 161 -7,056 -859 2,111 7,978 -1,033 5,234 19,271 709 375 -2,369 1 2,374 -7,569 Percent of Open Interest Represented by Each Category of Trader 3.4 22.0 0.5 53.1 22.2 7.7 8.1 22.0 1.7 4.0 6.2 0.0 21.5 17.7 Number of Traders in Each Category Total Traders: 151 8 20 6 43 26 30 22 21 12 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 158,482 Positions 2,036 80,662 1,796 99,473 1,779 7,091 4,385 48,257 326 0 0 0 43,375 18,571 Changes from: July 20, 2010 Total Change is: -1,173 0 1,205 -1,590 -2,852 -48 287 0 -2,354 0 0 0 0 2,982 1,327 Percent of Open Interest Represented by Each Category of Trader 1.3 50.9 1.1 62.8 1.1 4.5 2.8 30.4 0.2 0.0 0.0 0.0 27.4 11.7 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 27, 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 801,340 Positions 36,385 94,941 10,744 306,837 192,349 101,416 186,358 136,983 20,206 32,531 127,910 3,923 102,940 112,868 Changes from: July 20, 2010 Total Change is: -60,582 22,699 -31,274 485 -102,581 -21,468 18,572 -9,082 -23,218 5,506 1,641 -545 -163 2,341 -8,477 Percent of Open Interest Represented by Each Category of Trader 4.5 11.8 1.3 38.3 24.0 12.7 23.3 17.1 2.5 4.1 16.0 0.5 12.8 14.1 Number of Traders in Each Category Total Traders: 225 12 31 9 30 48 38 29 38 18 8 29 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 1,831,973 Positions 80,085 306,255 39,805 962,674 435,274 195,294 183,594 451,001 28,772 47,545 53,864 9,187 285,017 312,521 Changes from: July 20, 2010 Total Change is: -11,877 -37,506 -10,792 4,706 -2,257 22,566 7,930 2,164 -36,296 -1,733 7,725 6,504 1,734 5,360 -6,496 Percent of Open Interest Represented by Each Category of Trader 4.4 16.7 2.2 52.5 23.8 10.7 10.0 24.6 1.6 2.6 2.9 0.5 15.6 17.1 Number of Traders in Each Category Total Traders: 248 28 31 13 33 53 51 25 65 29 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 938,142 Positions 29,631 154,877 10,411 289,492 263,762 126,837 218,073 62,777 13,688 43,710 60,349 236 206,064 245,205 Changes from: July 20, 2010 Total Change is: 5,100 5,601 2,336 -773 1,013 33,366 -22,147 26,936 -1,412 -2,988 1,479 -10,576 -44 -3,977 7,338 Percent of Open Interest Represented by Each Category of Trader 3.2 16.5 1.1 30.9 28.1 13.5 23.2 6.7 1.5 4.7 6.4 0.0 22.0 26.1 Number of Traders in Each Category Total Traders: 157 8 21 7 23 38 36 25 23 13 9 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 632,595 Positions 131,015 279,317 202,847 14,349 2,007 1,701 169,036 17,501 58,113 7,710 2,817 762 47,062 67,530 Changes from: July 20, 2010 Total Change is: 15,817 -1,877 13,090 1,551 9,553 -1,061 500 -1,951 -4,261 718 588 -260 427 6,308 5,113 Percent of Open Interest Represented by Each Category of Trader 20.7 44.2 32.1 2.3 0.3 0.3 26.7 2.8 9.2 1.2 0.4 0.1 7.4 10.7 Number of Traders in Each Category Total Traders: 108 23 26 37 4 . . 29 13 34 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,772,472 Positions 1,749,609 3,032,812 1,488,168 1,074,743 254,579 118,358 1,256,426 614,782 943,776 183,136 297,735 61,636 896,620 960,626 Changes from: July 20, 2010 Total Change is: 43,150 -124,017 -86,259 -799 -28,825 -27,995 7,899 72,130 68,917 24,066 20,021 3,297 -2,813 75,488 56,837 Percent of Open Interest Represented by Each Category of Trader 22.5 39.0 19.1 13.8 3.3 1.5 16.2 7.9 12.1 2.4 3.8 0.8 11.5 12.4 Number of Traders in Each Category Total Traders: 262 33 61 89 8 12 16 56 56 77 10 14 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,620 Positions 5,619 7,143 138 1,096 1,735 414 1,155 2,207 156 3,800 661 0 242 166 Changes from: July 20, 2010 Total Change is: -315 802 -691 138 0 46 0 -1,247 -4 0 0 186 0 -8 10 Percent of Open Interest Represented by Each Category of Trader 44.5 56.6 1.1 8.7 13.7 3.3 9.2 17.5 1.2 30.1 5.2 0.0 1.9 1.3 Number of Traders in Each Category Total Traders: 35 4 4 . . 6 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 34,982 Positions 29,693 18,552 0 1,300 1,091 77 3,609 8,578 20 0 6,582 0 283 82 Changes from: July 20, 2010 Total Change is: 1,655 917 1,948 0 -8 70 0 735 -335 0 0 0 0 11 -28 Percent of Open Interest Represented by Each Category of Trader 84.9 53.0 0.0 3.7 3.1 0.2 10.3 24.5 0.1 0.0 18.8 0.0 0.8 0.2 Number of Traders in Each Category Total Traders: 31 . 4 0 . 4 . 9 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 22,557 Positions 10,123 15,301 0 90 50 828 6,387 3,049 532 500 722 4 4,093 2,071 Changes from: July 20, 2010 Total Change is: -1,619 -104 -129 0 -173 0 -17 -990 -1,200 -625 -80 194 0 370 158 Percent of Open Interest Represented by Each Category of Trader 44.9 67.8 0.0 0.4 0.2 3.7 28.3 13.5 2.4 2.2 3.2 0.0 18.1 9.2 Number of Traders in Each Category Total Traders: 51 8 . 0 . . . 17 14 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 84,826 Positions 56,893 28,337 11,559 200 0 0 1,185 29,088 2,697 495 934 0 11,797 12,211 Changes from: July 20, 2010 Total Change is: -11,357 -8,564 -1,283 -99 0 -1,993 -100 -883 -3,671 142 0 -881 -270 -1,583 -3,202 Percent of Open Interest Represented by Each Category of Trader 67.1 33.4 13.6 0.2 0.0 0.0 1.4 34.3 3.2 0.6 1.1 0.0 13.9 14.4 Number of Traders in Each Category Total Traders: 40 . 12 10 . 0 0 . 21 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of July 27, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 16,001 Positions 971 13,486 1 11,292 279 0 2,637 1,329 0 0 0 0 1,100 906 Changes from: July 20, 2010 Total Change is: -222 -213 0 0 -76 -9 0 -7 -127 0 0 0 0 74 -86 Percent of Open Interest Represented by Each Category of Trader 6.1 84.3 0.0 70.6 1.7 0.0 16.5 8.3 0.0 0.0 0.0 0.0 6.9 5.7 Number of Traders in Each Category Total Traders: 25 . . . 9 . 0 5 5 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 30, 2010