Traders in Financial Futures- Futures Only Positions as of August 3, 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 99,262 Positions 3,148 60,553 615 8,292 7,754 360 40,184 12,359 998 5,008 1,258 10 40,647 15,355 Changes from: July 27, 2010 Total Change is: 14,141 -830 9,172 -128 -624 -470 134 12,983 5,398 0 -787 966 -88 3,481 -843 Percent of Open Interest Represented by Each Category of Trader 3.2 61.0 0.6 8.4 7.8 0.4 40.5 12.5 1.0 5.0 1.3 0.0 40.9 15.5 Number of Traders in Each Category Total Traders: 70 . 12 . . . . 28 12 6 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 57,976 Positions 13,493 44,705 893 2,095 434 488 25,526 2,592 51 0 435 0 15,430 8,378 Changes from: July 27, 2010 Total Change is: 2,254 -2,224 7,450 365 216 -4 81 4,845 -5,365 17 -634 0 0 -412 -290 Percent of Open Interest Represented by Each Category of Trader 23.3 77.1 1.5 3.6 0.7 0.8 44.0 4.5 0.1 0.0 0.8 0.0 26.6 14.5 Number of Traders in Each Category Total Traders: 41 4 11 . . . . 19 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 135,454 Positions 63,404 62,646 1,023 18,215 13,382 886 29,579 15,238 511 805 16,298 0 21,031 25,470 Changes from: July 27, 2010 Total Change is: 12,884 -8,397 14,509 226 1,490 -166 314 14,233 -240 -27 305 -760 0 4,740 -972 Percent of Open Interest Represented by Each Category of Trader 46.8 46.2 0.8 13.4 9.9 0.7 21.8 11.2 0.4 0.6 12.0 0.0 15.5 18.8 Number of Traders in Each Category Total Traders: 87 9 13 . 6 11 . 24 17 7 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 133,870 Positions 7,078 85,108 1,858 34,323 8,869 1,314 57,738 6,938 83 1,499 1,628 0 29,977 28,072 Changes from: July 27, 2010 Total Change is: 9,275 -1 13,686 -987 -1,270 24 10 9,972 -3,162 -49 -359 -979 0 1,959 732 Percent of Open Interest Represented by Each Category of Trader 5.3 63.6 1.4 25.6 6.6 1.0 43.1 5.2 0.1 1.1 1.2 0.0 22.4 21.0 Number of Traders in Each Category Total Traders: 100 7 18 . 11 9 . 34 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 236,101 Positions 108,197 81,336 3,780 20,329 23,204 3,354 34,148 59,251 2,018 17,908 13,061 288 46,079 49,809 Changes from: July 27, 2010 Total Change is: 3,908 -2,248 10,835 -226 881 1,527 60 30 -8,733 527 2,076 1,300 1 2,807 -1,383 Percent of Open Interest Represented by Each Category of Trader 45.8 34.4 1.6 8.6 9.8 1.4 14.5 25.1 0.9 7.6 5.5 0.1 19.5 21.1 Number of Traders in Each Category Total Traders: 157 23 12 6 14 18 7 35 36 22 10 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 99,149 Positions 10,515 67,549 1,926 6,722 4,961 411 52,943 6,991 40 2,112 3,211 0 24,480 14,060 Changes from: July 27, 2010 Total Change is: 9,760 1,831 6,931 -146 2,062 -63 37 6,600 4,147 -17 -35 421 0 -572 -1,550 Percent of Open Interest Represented by Each Category of Trader 10.6 68.1 1.9 6.8 5.0 0.4 53.4 7.1 0.0 2.1 3.2 0.0 24.7 14.2 Number of Traders in Each Category Total Traders: 73 6 14 5 4 5 . 26 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 33,266 Positions 3,462 21,528 7,640 0 0 0 8,567 325 3,063 4,629 20 602 5,303 88 Changes from: July 27, 2010 Total Change is: 1,156 -699 602 298 0 0 0 1,083 -30 297 149 0 0 28 -11 Percent of Open Interest Represented by Each Category of Trader 10.4 64.7 23.0 0.0 0.0 0.0 25.8 1.0 9.2 13.9 0.1 1.8 15.9 0.3 Number of Traders in Each Category Total Traders: 22 6 7 5 0 0 0 5 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 92,249 Positions 8,434 77,274 275 17,668 245 517 58,285 8,070 153 1,152 4,611 0 5,765 1,104 Changes from: July 27, 2010 Total Change is: 12,040 170 13,059 0 482 0 236 11,058 -2,353 146 153 1,624 0 -205 -672 Percent of Open Interest Represented by Each Category of Trader 9.1 83.8 0.3 19.2 0.3 0.6 63.2 8.7 0.2 1.2 5.0 0.0 6.2 1.2 Number of Traders in Each Category Total Traders: 99 8 15 . 8 . . 37 17 . 4 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 24,399 Positions 2,222 16,746 75 258 416 7 18,203 5,301 0 404 491 0 3,230 1,363 Changes from: July 27, 2010 Total Change is: 1,480 11 1,346 0 -609 316 7 1,950 -185 0 5 -209 0 116 205 Percent of Open Interest Represented by Each Category of Trader 9.1 68.6 0.3 1.1 1.7 0.0 74.6 21.7 0.0 1.7 2.0 0.0 13.2 5.6 Number of Traders in Each Category Total Traders: 39 . 12 . . . . 10 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 44,759 Positions 22,889 19,676 244 2,701 5,758 814 11,544 10,987 608 0 1,270 0 5,961 5,405 Changes from: July 27, 2010 Total Change is: 1,236 -976 3,322 36 -19 710 -29 2,830 -31 38 -110 128 0 -535 -2,940 Percent of Open Interest Represented by Each Category of Trader 51.1 44.0 0.5 6.0 12.9 1.8 25.8 24.5 1.4 0.0 2.8 0.0 13.3 12.1 Number of Traders in Each Category Total Traders: 88 15 18 . 4 5 . 33 11 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 89,518 Positions 45,778 39,351 487 5,402 11,515 1,627 23,087 21,973 1,215 0 2,540 0 11,922 10,810 Changes from: July 27, 2010 Total Change is: 2,471 -1,951 6,644 72 -38 1,420 -57 5,659 -61 76 -220 256 0 -1,070 -5,879 Percent of Open Interest Represented by Each Category of Trader 51.1 44.0 0.5 6.0 12.9 1.8 25.8 24.5 1.4 0.0 2.8 0.0 13.3 12.1 Number of Traders in Each Category Total Traders: 88 15 18 . 4 5 . 33 11 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 865,807 Positions 62,864 229,690 54,246 426,131 154,923 58,146 73,031 194,231 29,208 15,967 25,972 242 145,972 119,149 Changes from: July 27, 2010 Total Change is: -2,280 -1,385 7,896 7,901 -10,398 -6,039 2,252 -1,264 -4,604 -6,020 1,616 155 -21 5,039 -3,799 Percent of Open Interest Represented by Each Category of Trader 7.3 26.5 6.3 49.2 17.9 6.7 8.4 22.4 3.4 1.8 3.0 0.0 16.9 13.8 Number of Traders in Each Category Total Traders: 506 29 52 19 111 63 64 82 131 61 17 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 316,750 Positions 32,074 126,838 8,649 158,568 41,491 8,959 23,916 47,382 1,506 7,368 11,167 0 75,710 70,758 Changes from: July 27, 2010 Total Change is: 4,754 3,895 9,840 644 -2,667 -271 1,174 -747 -3,849 -1 20 -579 0 2,436 -2,204 Percent of Open Interest Represented by Each Category of Trader 10.1 40.0 2.7 50.1 13.1 2.8 7.6 15.0 0.5 2.3 3.5 0.0 23.9 22.3 Number of Traders in Each Category Total Traders: 129 10 21 6 36 15 17 15 26 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 2,745,286 Positions 226,979 587,288 154,956 1,353,761 583,107 229,988 349,906 838,576 34,179 42,995 74,023 1,212 351,310 241,957 Changes from: July 27, 2010 Total Change is: -35,168 1,537 18,217 8,350 -31,825 -22,012 -1,440 -22,110 -23,298 -10,572 7,982 3,670 -107 13,017 -7,976 Percent of Open Interest Represented by Each Category of Trader 8.3 21.4 5.6 49.3 21.2 8.4 12.7 30.5 1.2 1.6 2.7 0.0 12.8 8.8 Number of Traders in Each Category Total Traders: 467 29 49 12 91 57 53 83 124 46 15 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 87,222 Positions 4,553 17,073 3,948 52,197 44,375 3,759 12,365 13,523 0 0 0 0 10,400 4,544 Changes from: July 27, 2010 Total Change is: -1,593 562 -1,280 581 -3,467 175 209 278 -1,493 -163 -202 0 0 609 378 Percent of Open Interest Represented by Each Category of Trader 5.2 19.6 4.5 59.8 50.9 4.3 14.2 15.5 0.0 0.0 0.0 0.0 11.9 5.2 Number of Traders in Each Category Total Traders: 84 4 10 . 35 12 10 15 8 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 83,508 Positions 21,873 21,383 7,795 16,229 22,109 3,398 20,328 14,523 2,275 1,171 6,654 0 10,439 5,372 Changes from: July 27, 2010 Total Change is: 5,303 -3,179 2,482 3,127 -1,780 1,372 170 5,897 -780 177 133 -378 0 759 -868 Percent of Open Interest Represented by Each Category of Trader 26.2 25.6 9.3 19.4 26.5 4.1 24.3 17.4 2.7 1.4 8.0 0.0 12.5 6.4 Number of Traders in Each Category Total Traders: 213 21 22 9 31 22 12 53 43 13 13 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 13,949 Positions 4,670 8,399 492 1,284 485 0 1,846 881 0 0 2,497 0 5,657 1,195 Changes from: July 27, 2010 Total Change is: 530 -246 492 246 -106 0 -188 738 0 0 0 0 0 86 -20 Percent of Open Interest Represented by Each Category of Trader 33.5 60.2 3.5 9.2 3.5 0.0 13.2 6.3 0.0 0.0 17.9 0.0 40.6 8.6 Number of Traders in Each Category Total Traders: 23 5 8 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 347,797 Positions 119,487 98,392 3,043 74,726 108,122 16,990 102,368 78,165 1,419 5,853 20,783 0 23,911 20,883 Changes from: July 27, 2010 Total Change is: 23,865 -476 24,142 212 -8,368 6,862 1,789 28,981 -711 -2,300 663 -1,888 0 3,364 -4,241 Percent of Open Interest Represented by Each Category of Trader 34.4 28.3 0.9 21.5 31.1 4.9 29.4 22.5 0.4 1.7 6.0 0.0 6.9 6.0 Number of Traders in Each Category Total Traders: 209 21 21 . 29 21 12 54 42 10 13 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 418,518 Positions 185,988 61,540 7,249 144,886 149,426 20,598 36,984 148,236 5,049 1,489 8,778 82 16,193 17,560 Changes from: July 27, 2010 Total Change is: 4,686 -1,973 8,765 -878 1,356 1,911 2,169 4,007 -84 -3,487 197 -847 -437 3,732 -2,426 Percent of Open Interest Represented by Each Category of Trader 44.4 14.7 1.7 34.6 35.7 4.9 8.8 35.4 1.2 0.4 2.1 0.0 3.9 4.2 Number of Traders in Each Category Total Traders: 238 17 20 7 53 43 23 27 68 17 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 31,950 Positions 8,920 8,697 154 9,372 947 155 3,043 4,334 0 400 1,397 0 9,906 16,266 Changes from: July 27, 2010 Total Change is: 1,351 543 607 -90 -481 -201 -28 -407 143 0 -214 -86 0 2,028 1,006 Percent of Open Interest Represented by Each Category of Trader 27.9 27.2 0.5 29.3 3.0 0.5 9.5 13.6 0.0 1.3 4.4 0.0 31.0 50.9 Number of Traders in Each Category Total Traders: 49 14 9 . 8 . . 5 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 50,048 Positions 29,932 14,552 1,685 6,649 2,649 377 3,319 8,623 557 0 224 0 7,529 21,381 Changes from: July 27, 2010 Total Change is: 2,045 1,807 766 -538 31 59 -58 985 463 -421 0 -351 0 239 2,125 Percent of Open Interest Represented by Each Category of Trader 59.8 29.1 3.4 13.3 5.3 0.8 6.6 17.2 1.1 0.0 0.4 0.0 15.0 42.7 Number of Traders in Each Category Total Traders: 55 13 9 . 7 . . 7 15 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 31,315 Positions 0 361 0 21,660 23,343 3,251 2,839 2,081 0 0 0 0 3,565 2,279 Changes from: July 27, 2010 Total Change is: -2,213 0 -669 0 -3,918 -596 -185 1,387 -70 0 0 -265 0 503 -428 Percent of Open Interest Represented by Each Category of Trader 0.0 1.2 0.0 69.2 74.5 10.4 9.1 6.6 0.0 0.0 0.0 0.0 11.4 7.3 Number of Traders in Each Category Total Traders: 39 0 . 0 17 12 8 6 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 27,104 Positions 1,475 9,285 0 13,407 2,535 921 3,541 12,408 0 2,001 204 0 5,759 1,751 Changes from: July 27, 2010 Total Change is: -123 -8 -18 0 -780 -245 -103 4 292 -24 35 0 0 753 -25 Percent of Open Interest Represented by Each Category of Trader 5.4 34.3 0.0 49.5 9.4 3.4 13.1 45.8 0.0 7.4 0.8 0.0 21.2 6.5 Number of Traders in Each Category Total Traders: 41 . 6 0 14 4 5 6 . 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 692,587 Positions 19,166 165,586 3,394 359,695 143,536 64,245 65,172 165,763 10,831 31,466 36,854 1,841 136,777 100,537 Changes from: July 27, 2010 Total Change is: 997 -4,445 13,717 215 -7,724 -10,300 11,127 9,122 13,593 -1,040 3,522 -6,257 1,840 -11,620 -21,898 Percent of Open Interest Represented by Each Category of Trader 2.8 23.9 0.5 51.9 20.7 9.3 9.4 23.9 1.6 4.5 5.3 0.3 19.7 14.5 Number of Traders in Each Category Total Traders: 154 6 23 6 42 27 30 23 20 13 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 165,684 Positions 2,036 82,145 1,695 102,838 1,469 7,826 8,480 54,892 507 0 0 0 42,302 17,150 Changes from: July 27, 2010 Total Change is: 7,202 0 1,483 -101 3,365 -310 735 4,095 6,635 181 0 0 0 -1,073 -1,421 Percent of Open Interest Represented by Each Category of Trader 1.2 49.6 1.0 62.1 0.9 4.7 5.1 33.1 0.3 0.0 0.0 0.0 25.5 10.4 Number of Traders in Each Category Total Traders: 37 . 7 . 16 . 8 . 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 800,398 Positions 32,359 86,936 12,667 310,161 207,922 91,393 211,325 136,667 27,807 26,192 149,313 4,673 83,821 83,020 Changes from: July 27, 2010 Total Change is: -942 -4,026 -8,005 1,923 3,324 15,573 -10,023 24,967 -316 7,601 -6,339 21,403 750 -19,119 -29,848 Percent of Open Interest Represented by Each Category of Trader 4.0 10.9 1.6 38.8 26.0 11.4 26.4 17.1 3.5 3.3 18.7 0.6 10.5 10.4 Number of Traders in Each Category Total Traders: 222 11 31 8 32 48 36 30 34 16 7 29 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 1,807,891 Positions 66,194 327,358 45,376 1,004,773 393,980 182,612 171,751 522,480 36,238 71,856 49,943 10,368 218,723 239,536 Changes from: July 27, 2010 Total Change is: -24,082 -13,891 21,103 5,571 42,099 -41,294 -12,682 -11,843 71,479 7,466 24,311 -3,921 1,181 -66,294 -72,985 Percent of Open Interest Represented by Each Category of Trader 3.7 18.1 2.5 55.6 21.8 10.1 9.5 28.9 2.0 4.0 2.8 0.6 12.1 13.2 Number of Traders in Each Category Total Traders: 250 22 35 13 36 50 48 28 65 41 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 1,017,266 Positions 28,034 196,543 20,950 330,531 289,932 133,269 266,737 79,989 24,156 37,697 44,893 544 175,348 226,990 Changes from: July 27, 2010 Total Change is: 79,124 -1,597 41,666 10,539 41,039 26,170 6,432 48,664 17,212 10,468 -6,013 -15,456 308 -30,716 -18,215 Percent of Open Interest Represented by Each Category of Trader 2.8 19.3 2.1 32.5 28.5 13.1 26.2 7.9 2.4 3.7 4.4 0.1 17.2 22.3 Number of Traders in Each Category Total Traders: 159 7 24 7 22 38 39 27 25 19 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 588,561 Positions 126,318 263,408 183,964 20,203 3,150 1,158 151,907 16,338 57,746 4,601 2,329 779 41,885 59,689 Changes from: July 27, 2010 Total Change is: -44,034 -4,697 -15,909 -18,883 5,854 1,143 -543 -17,129 -1,163 -367 -3,109 -488 17 -5,177 -7,841 Percent of Open Interest Represented by Each Category of Trader 21.5 44.8 31.3 3.4 0.5 0.2 25.8 2.8 9.8 0.8 0.4 0.1 7.1 10.1 Number of Traders in Each Category Total Traders: 109 22 27 38 4 . . 28 15 34 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 7,823,460 Positions 1,849,689 3,073,958 1,430,365 1,027,324 276,871 107,621 1,281,967 619,578 979,141 172,523 307,078 46,472 928,358 982,376 Changes from: July 27, 2010 Total Change is: 50,988 100,080 41,146 -57,803 -47,419 22,292 -10,737 25,541 4,796 35,365 -10,613 9,343 -15,164 31,738 21,750 Percent of Open Interest Represented by Each Category of Trader 23.6 39.3 18.3 13.1 3.5 1.4 16.4 7.9 12.5 2.2 3.9 0.6 11.9 12.6 Number of Traders in Each Category Total Traders: 262 37 59 88 8 13 15 59 55 78 7 15 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 13,831 Positions 6,128 8,046 570 1,043 1,762 401 1,589 2,207 156 3,800 666 0 144 23 Changes from: July 27, 2010 Total Change is: 1,211 509 903 432 -53 27 -13 434 0 0 0 5 0 -98 -143 Percent of Open Interest Represented by Each Category of Trader 44.3 58.2 4.1 7.5 12.7 2.9 11.5 16.0 1.1 27.5 4.8 0.0 1.0 0.2 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 August 3, 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 38,591 Positions 35,034 23,023 0 1,249 945 77 1,958 7,771 20 0 6,694 0 253 61 Changes from: July 27, 2010 Total Change is: 3,609 5,341 4,471 0 -51 -146 0 -1,651 -807 0 0 112 0 -30 -21 Percent of Open Interest Represented by Each Category of Trader 90.8 59.7 0.0 3.2 2.4 0.2 5.1 20.1 0.1 0.0 17.3 0.0 0.7 0.2 Number of Traders in Each Category Total Traders: 30 . 5 0 . 4 . 7 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 22,911 Positions 9,632 15,185 0 84 135 839 6,650 2,748 732 914 919 4 4,056 2,349 Changes from: July 27, 2010 Total Change is: 354 -491 -116 0 -6 85 11 263 -301 200 414 197 0 -37 278 Percent of Open Interest Represented by Each Category of Trader 42.0 66.3 0.0 0.4 0.6 3.7 29.0 12.0 3.2 4.0 4.0 0.0 17.7 10.3 Number of Traders in Each Category Total Traders: 60 7 . 0 . . . 20 15 4 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 93,493 Positions 63,018 31,238 12,368 916 0 0 0 31,085 3,580 596 1,184 0 13,015 14,038 Changes from: July 27, 2010 Total Change is: 8,667 6,125 2,901 809 716 0 0 -1,185 1,997 883 101 250 0 1,218 1,827 Percent of Open Interest Represented by Each Category of Trader 67.4 33.4 13.2 1.0 0.0 0.0 0.0 33.2 3.8 0.6 1.3 0.0 13.9 15.0 Number of Traders in Each Category Total Traders: 42 . 12 9 . 0 0 0 22 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 3, 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 15,996 Positions 801 13,808 0 11,252 0 21 2,709 1,218 3 0 0 0 1,210 946 Changes from: July 27, 2010 Total Change is: -5 -170 322 -1 -40 -279 21 72 -111 3 0 0 0 110 40 Percent of Open Interest Represented by Each Category of Trader 5.0 86.3 0.0 70.3 0.0 0.1 16.9 7.6 0.0 0.0 0.0 0.0 7.6 5.9 Number of Traders in Each Category Total Traders: 24 . . 0 9 0 . 7 4 . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 6, 2010