Traders in Financial Futures- Futures Only Positions as of August 31, 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 108,003 Positions 22,423 38,338 2,415 11,837 9,814 373 24,678 34,986 1,917 7,151 824 0 37,209 19,336 Changes from: August 24, 2010 Total Change is: 13,027 12,092 -11,266 1,297 136 353 -65 -1,916 21,126 -761 110 824 0 2,134 1,519 Percent of Open Interest Represented by Each Category of Trader 20.8 35.5 2.2 11.0 9.1 0.3 22.8 32.4 1.8 6.6 0.8 0.0 34.5 17.9 Number of Traders in Each Category Total Traders: 75 7 8 7 . . . 23 18 7 12 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 60,655 Positions 11,594 41,826 721 2,191 1,008 403 26,668 5,580 611 0 750 0 18,467 9,756 Changes from: August 24, 2010 Total Change is: 3,339 -1,014 3,360 -218 -65 621 -75 2,085 -831 357 0 0 0 2,269 125 Percent of Open Interest Represented by Each Category of Trader 19.1 69.0 1.2 3.6 1.7 0.7 44.0 9.2 1.0 0.0 1.2 0.0 30.4 16.1 Number of Traders in Each Category Total Traders: 44 . 10 . . . . 19 7 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 144,196 Positions 71,628 63,522 1,098 16,986 13,107 674 26,128 18,447 721 2,695 18,032 0 24,266 28,595 Changes from: August 24, 2010 Total Change is: 4,863 5,575 -5,308 166 -792 -330 -125 -801 4,946 12 649 160 0 179 5,342 Percent of Open Interest Represented by Each Category of Trader 49.7 44.1 0.8 11.8 9.1 0.5 18.1 12.8 0.5 1.9 12.5 0.0 16.8 19.8 Number of Traders in Each Category Total Traders: 85 10 12 . 5 9 . 25 16 10 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 139,079 Positions 10,059 81,427 3,054 40,152 9,071 1,281 52,788 7,714 1,369 1,979 3,318 0 28,397 31,845 Changes from: August 24, 2010 Total Change is: -1,049 1,206 -3,118 1,387 2,418 858 -79 -2,476 506 -184 -70 478 0 -3,251 -897 Percent of Open Interest Represented by Each Category of Trader 7.2 58.5 2.2 28.9 6.5 0.9 38.0 5.5 1.0 1.4 2.4 0.0 20.4 22.9 Number of Traders in Each Category Total Traders: 96 8 16 5 12 10 . 28 15 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 241,133 Positions 117,126 74,984 2,911 23,058 28,462 2,671 32,332 64,492 3,772 15,019 13,736 268 43,976 49,837 Changes from: August 24, 2010 Total Change is: -4,315 -3,314 -7,317 474 431 613 -189 3,217 -1,265 1,763 -3,849 1,519 5 -2,853 82 Percent of Open Interest Represented by Each Category of Trader 48.6 31.1 1.2 9.6 11.8 1.1 13.4 26.7 1.6 6.2 5.7 0.1 18.2 20.7 Number of Traders in Each Category Total Traders: 163 24 13 7 14 18 8 35 40 21 8 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 102,439 Positions 15,065 68,567 2,347 11,795 4,347 246 46,383 5,726 1,843 807 3,601 17 23,936 15,745 Changes from: August 24, 2010 Total Change is: -4,995 685 -5,499 98 -464 -109 -81 -5,172 73 161 -1,410 36 0 1,188 326 Percent of Open Interest Represented by Each Category of Trader 14.7 66.9 2.3 11.5 4.2 0.2 45.3 5.6 1.8 0.8 3.5 0.0 23.4 15.4 Number of Traders in Each Category Total Traders: 68 6 13 6 5 4 . 25 11 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 36,954 Positions 6,023 22,028 7,718 0 0 0 6,817 3,065 3,379 0 20 602 12,415 142 Changes from: August 24, 2010 Total Change is: 769 741 -22 0 0 0 0 -55 1,072 32 0 0 0 51 -313 Percent of Open Interest Represented by Each Category of Trader 16.3 59.6 20.9 0.0 0.0 0.0 18.4 8.3 9.1 0.0 0.1 1.6 33.6 0.4 Number of Traders in Each Category Total Traders: 20 7 6 6 0 0 0 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 91,104 Positions 20,378 66,238 1,857 22,566 145 272 36,666 14,533 978 4,295 4,324 5 4,087 2,752 Changes from: August 24, 2010 Total Change is: -10,664 9,113 -19,759 1,236 1,739 -100 -99 -25,178 7,348 116 3,106 -50 5 -702 639 Percent of Open Interest Represented by Each Category of Trader 22.4 72.7 2.0 24.8 0.2 0.3 40.2 16.0 1.1 4.7 4.7 0.0 4.5 3.0 Number of Traders in Each Category Total Traders: 90 10 11 . 6 . . 32 18 4 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 20,099 Positions 3,914 12,726 118 1,237 120 0 11,359 4,570 0 521 380 0 2,950 2,185 Changes from: August 24, 2010 Total Change is: -172 1,117 -763 -6 673 -134 -57 -630 728 0 -876 100 0 -393 -40 Percent of Open Interest Represented by Each Category of Trader 19.5 63.3 0.6 6.2 0.6 0.0 56.5 22.7 0.0 2.6 1.9 0.0 14.7 10.9 Number of Traders in Each Category Total Traders: 41 5 9 . . . 0 12 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 43,120 Positions 21,406 18,552 392 3,170 6,177 649 10,493 10,838 401 200 1,057 0 6,411 5,056 Changes from: August 24, 2010 Total Change is: -1,488 -82 -782 60 545 -819 48 -1,182 385 -147 50 -39 0 -781 -194 Percent of Open Interest Represented by Each Category of Trader 49.6 43.0 0.9 7.4 14.3 1.5 24.3 25.1 0.9 0.5 2.5 0.0 14.9 11.7 Number of Traders in Each Category Total Traders: 98 15 18 4 6 8 . 35 12 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 86,239 Positions 42,811 37,103 783 6,340 12,354 1,297 20,986 21,676 801 400 2,113 0 12,821 10,112 Changes from: August 24, 2010 Total Change is: -2,976 -163 -1,563 119 1,090 -1,637 95 -2,363 769 -293 100 -78 0 -1,561 -388 Percent of Open Interest Represented by Each Category of Trader 49.6 43.0 0.9 7.4 14.3 1.5 24.3 25.1 0.9 0.5 2.5 0.0 14.9 11.7 Number of Traders in Each Category Total Traders: 98 15 18 4 6 8 . 35 12 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 938,443 Positions 92,626 189,051 71,330 432,585 189,618 60,533 78,547 223,099 71,405 16,102 35,726 5,999 109,316 91,682 Changes from: August 24, 2010 Total Change is: 27,913 10,089 -4,542 10,661 3,446 5,426 899 530 10,997 9,245 -604 1,187 1,391 -7,744 -7,351 Percent of Open Interest Represented by Each Category of Trader 9.9 20.1 7.6 46.1 20.2 6.5 8.4 23.8 7.6 1.7 3.8 0.6 11.6 9.8 Number of Traders in Each Category Total Traders: 537 33 51 24 111 69 66 85 139 62 20 29 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 329,914 Positions 47,208 101,783 16,709 150,205 47,482 9,308 20,346 92,120 1,790 6,801 17,753 75 77,472 42,894 Changes from: August 24, 2010 Total Change is: 7,208 13,862 350 -675 -5,985 2,016 -120 -1,470 12,199 108 -1,065 1,999 75 2,478 -8,744 Percent of Open Interest Represented by Each Category of Trader 14.3 30.9 5.1 45.5 14.4 2.8 6.2 27.9 0.5 2.1 5.4 0.0 23.5 13.0 Number of Traders in Each Category Total Traders: 130 15 18 9 33 16 19 15 23 9 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 3,042,646 Positions 293,593 502,840 206,604 1,427,932 726,715 240,091 602,807 966,696 36,275 74,994 118,355 1,130 159,220 243,940 Changes from: August 24, 2010 Total Change is: 103,525 30,477 24,884 7,335 47,242 17,136 5,010 55,840 39,826 -155 9,045 2,682 -158 -51,111 6,965 Percent of Open Interest Represented by Each Category of Trader 9.6 16.5 6.8 46.9 23.9 7.9 19.8 31.8 1.2 2.5 3.9 0.0 5.2 8.0 Number of Traders in Each Category Total Traders: 490 31 46 15 89 63 54 82 135 45 18 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 87,342 Positions 7,712 6,680 3,577 50,501 52,548 4,049 10,602 15,956 107 0 0 0 10,794 4,425 Changes from: August 24, 2010 Total Change is: -1,336 803 -1,121 -563 -588 1,086 432 -1,383 -500 -359 0 0 0 322 -311 Percent of Open Interest Represented by Each Category of Trader 8.8 7.6 4.1 57.8 60.2 4.6 12.1 18.3 0.1 0.0 0.0 0.0 12.4 5.1 Number of Traders in Each Category Total Traders: 78 6 7 . 34 12 10 11 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 96,738 Positions 30,899 12,564 17,074 11,652 24,738 3,239 18,282 20,107 4,794 1,449 6,764 0 9,349 7,457 Changes from: August 24, 2010 Total Change is: 3,346 1,844 -1,481 3,112 -1,497 695 88 1,765 2,604 -2,177 -7 78 -76 295 502 Percent of Open Interest Represented by Each Category of Trader 31.9 13.0 17.6 12.0 25.6 3.3 18.9 20.8 5.0 1.5 7.0 0.0 9.7 7.7 Number of Traders in Each Category Total Traders: 222 23 27 13 22 28 11 48 52 19 10 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 25,275 Positions 12,006 17,266 739 841 485 0 5,395 3,444 0 0 2,005 0 6,294 1,336 Changes from: August 24, 2010 Total Change is: 2,424 1,230 1,476 -50 -302 0 0 737 738 0 0 -246 0 809 506 Percent of Open Interest Represented by Each Category of Trader 47.5 68.3 2.9 3.3 1.9 0.0 21.3 13.6 0.0 0.0 7.9 0.0 24.9 5.3 Number of Traders in Each Category Total Traders: 23 5 10 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 357,315 Positions 173,081 55,105 3,059 54,054 121,266 16,197 85,215 104,096 3,190 7,244 23,795 0 15,275 30,607 Changes from: August 24, 2010 Total Change is: 4,610 18,726 873 152 -5,977 3,477 438 -5,192 -1,001 -551 -37 1,618 -378 -2,571 -18 Percent of Open Interest Represented by Each Category of Trader 48.4 15.4 0.9 15.1 33.9 4.5 23.8 29.1 0.9 2.0 6.7 0.0 4.3 8.6 Number of Traders in Each Category Total Traders: 219 23 26 5 21 27 11 47 53 15 10 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 459,839 Positions 234,596 40,969 16,878 133,507 171,861 16,269 34,276 168,392 8,482 1,632 16,077 35 14,164 20,876 Changes from: August 24, 2010 Total Change is: 5,968 5,779 -5,123 925 -1,053 7,612 -1,356 979 3,532 680 -211 27 6 219 -335 Percent of Open Interest Represented by Each Category of Trader 51.0 8.9 3.7 29.0 37.4 3.5 7.5 36.6 1.8 0.4 3.5 0.0 3.1 4.5 Number of Traders in Each Category Total Traders: 256 16 19 7 53 45 24 35 73 18 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 32,031 Positions 8,952 8,612 835 9,966 1,275 283 3,787 3,843 0 0 1,298 0 8,208 15,885 Changes from: August 24, 2010 Total Change is: -841 995 -555 -118 -301 -379 48 172 260 0 -1,071 323 0 -566 -420 Percent of Open Interest Represented by Each Category of Trader 27.9 26.9 2.6 31.1 4.0 0.9 11.8 12.0 0.0 0.0 4.1 0.0 25.6 49.6 Number of Traders in Each Category Total Traders: 57 16 9 . 9 . . 11 7 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 54,513 Positions 31,942 20,685 2,623 7,167 3,901 427 2,385 9,144 619 0 774 0 9,350 16,340 Changes from: August 24, 2010 Total Change is: -435 1,410 2,355 241 441 229 17 103 -608 -753 0 450 0 -1,894 -2,366 Percent of Open Interest Represented by Each Category of Trader 58.6 37.9 4.8 13.1 7.2 0.8 4.4 16.8 1.1 0.0 1.4 0.0 17.2 30.0 Number of Traders in Each Category Total Traders: 61 15 11 . 8 5 . 5 15 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 34,750 Positions 1,527 361 0 22,591 28,270 2,719 4,641 1,591 0 0 0 0 3,272 1,809 Changes from: August 24, 2010 Total Change is: -68 385 0 0 -329 134 -192 389 -62 0 0 0 0 -321 52 Percent of Open Interest Represented by Each Category of Trader 4.4 1.0 0.0 65.0 81.4 7.8 13.4 4.6 0.0 0.0 0.0 0.0 9.4 5.2 Number of Traders in Each Category Total Traders: 41 . . 0 17 13 7 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 26,930 Positions 1,085 9,706 0 13,895 2,655 587 3,909 11,627 0 2,021 204 0 5,433 2,151 Changes from: August 24, 2010 Total Change is: -599 87 500 -135 -498 -145 -61 126 -728 0 20 0 0 -138 -30 Percent of Open Interest Represented by Each Category of Trader 4.0 36.0 0.0 51.6 9.9 2.2 14.5 43.2 0.0 7.5 0.8 0.0 20.2 8.0 Number of Traders in Each Category Total Traders: 42 . 6 0 13 . 5 8 5 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 780,661 Positions 22,888 134,688 32,498 351,578 158,540 64,087 59,704 168,545 34,656 31,638 25,618 7,275 176,337 154,754 Changes from: August 24, 2010 Total Change is: 36,833 -8,980 -39,423 27,476 -9,887 -2,205 -5,197 -3,937 12,724 19,265 -3,635 -3,734 6,011 15,717 21,916 Percent of Open Interest Represented by Each Category of Trader 2.9 17.3 4.2 45.0 20.3 8.2 7.6 21.6 4.4 4.1 3.3 0.9 22.6 19.8 Number of Traders in Each Category Total Traders: 161 7 23 9 43 24 31 27 20 15 9 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 243,426 Positions 2,356 98,270 12,203 152,497 0 8,601 11,932 78,921 9,850 0 0 0 45,987 35,581 Changes from: August 24, 2010 Total Change is: 8,024 320 -1,370 10,058 3,805 0 1,160 -1,303 2,862 2,654 0 0 0 -8,670 -7,340 Percent of Open Interest Represented by Each Category of Trader 1.0 40.4 5.0 62.6 0.0 3.5 4.9 32.4 4.0 0.0 0.0 0.0 18.9 14.6 Number of Traders in Each Category Total Traders: 47 . 8 5 23 0 10 . 11 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 720,003 Positions 58,451 57,780 13,028 218,987 196,287 76,595 177,598 81,974 18,174 34,939 156,978 3,741 118,490 115,446 Changes from: August 24, 2010 Total Change is: -112,017 -3,097 -28,433 3,760 460 573 -26,095 -34,972 -19,221 -22,661 -21,188 -9,476 -1,127 -7,097 -9,337 Percent of Open Interest Represented by Each Category of Trader 8.1 8.0 1.8 30.4 27.3 10.6 24.7 11.4 2.5 4.9 21.8 0.5 16.5 16.0 Number of Traders in Each Category Total Traders: 200 15 18 9 33 40 33 35 26 14 6 27 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,951,010 Positions 58,531 266,529 108,890 773,571 378,699 233,697 193,558 432,668 118,782 115,780 60,443 18,100 330,101 333,202 Changes from: August 24, 2010 Total Change is: -104,200 -37,421 -82,605 52,017 -176,394 -18,706 32,387 -27,507 -143,359 42,097 1,774 -2,898 2,915 5,932 13,952 Percent of Open Interest Represented by Each Category of Trader 3.0 13.7 5.6 39.6 19.4 12.0 9.9 22.2 6.1 5.9 3.1 0.9 16.9 17.1 Number of Traders in Each Category Total Traders: 248 23 31 27 39 47 47 43 44 33 13 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 1,029,315 Positions 44,054 139,795 26,118 301,677 322,276 117,876 219,231 71,559 68,359 34,307 45,556 1,267 216,426 236,509 Changes from: August 24, 2010 Total Change is: -147,163 -39,137 -32,499 7,438 217 -59,184 -14,164 -79,414 -28,421 -8,897 -14,522 -786 -39 1,355 -10,611 Percent of Open Interest Represented by Each Category of Trader 4.3 13.6 2.5 29.3 31.3 11.5 21.3 7.0 6.6 3.3 4.4 0.1 21.0 23.0 Number of Traders in Each Category Total Traders: 156 9 20 12 23 39 36 28 19 17 8 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 626,057 Positions 133,635 247,762 215,263 19,489 623 1,308 143,645 37,478 65,896 6,731 2,385 3,234 36,856 52,108 Changes from: August 24, 2010 Total Change is: 22,121 8,349 3,806 8,973 1,912 -262 150 8,746 12,511 -831 784 9 -387 -5,575 -1,848 Percent of Open Interest Represented by Each Category of Trader 21.3 39.6 34.4 3.1 0.1 0.2 22.9 6.0 10.5 1.1 0.4 0.5 5.9 8.3 Number of Traders in Each Category Total Traders: 108 22 24 38 . . . 32 12 30 7 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 7,875,678 Positions 1,857,492 3,127,516 1,436,349 1,040,871 291,787 141,540 1,337,512 672,455 932,534 183,912 333,734 69,134 876,334 870,629 Changes from: August 24, 2010 Total Change is: -22,592 -9,676 -49,116 80,211 -1,297 -29,490 -2,863 -43,588 57,568 -28,320 -9,524 -2,491 8,705 -16,240 -56,796 Percent of Open Interest Represented by Each Category of Trader 23.6 39.7 18.2 13.2 3.7 1.8 17.0 8.5 11.8 2.3 4.2 0.9 11.1 11.1 Number of Traders in Each Category Total Traders: 269 36 59 91 11 10 13 65 51 87 6 19 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 14,715 Positions 3,275 5,271 2,988 942 1,380 207 964 2,850 1,282 4,800 595 0 257 142 Changes from: August 24, 2010 Total Change is: 1,946 -95 145 1,121 -22 -551 0 -55 376 976 0 -66 0 21 -55 Percent of Open Interest Represented by Each Category of Trader 22.3 35.8 20.3 6.4 9.4 1.4 6.6 19.4 8.7 32.6 4.0 0.0 1.7 1.0 Number of Traders in Each Category Total Traders: 33 . 5 . . 6 . 5 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 41,078 Positions 35,609 22,466 1,776 1,030 840 77 2,054 9,510 250 0 6,013 0 282 146 Changes from: August 24, 2010 Total Change is: -560 -354 310 -92 -219 -91 0 166 -603 -90 0 0 0 29 6 Percent of Open Interest Represented by Each Category of Trader 86.7 54.7 4.3 2.5 2.0 0.2 5.0 23.2 0.6 0.0 14.6 0.0 0.7 0.4 Number of Traders in Each Category Total Traders: 28 . 5 . . 5 . 4 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 24,350 Positions 11,627 14,116 30 680 0 736 5,088 6,484 644 711 571 0 4,834 1,769 Changes from: August 24, 2010 Total Change is: -4,629 -180 -2,104 0 95 0 7 -4,218 -2,189 114 94 -78 -5 -536 -374 Percent of Open Interest Represented by Each Category of Trader 47.7 58.0 0.1 2.8 0.0 3.0 20.9 26.6 2.6 2.9 2.3 0.0 19.9 7.3 Number of Traders in Each Category Total Traders: 55 7 4 . 4 0 . 17 12 4 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 99,473 Positions 70,656 37,679 7,079 1,431 74 536 0 31,568 8,044 774 1,832 4 10,949 12,657 Changes from: August 24, 2010 Total Change is: 4,253 3,706 5,104 -1,101 420 69 0 0 -1,547 4,043 0 83 -29 -2,786 -2,369 Percent of Open Interest Represented by Each Category of Trader 71.0 37.9 7.1 1.4 0.1 0.5 0.0 31.7 8.1 0.8 1.8 0.0 11.0 12.7 Number of Traders in Each Category Total Traders: 54 . 11 9 5 . . 0 29 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 31, 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 13,933 Positions 711 11,921 2 11,277 0 0 1,155 1,229 0 0 0 0 788 781 Changes from: August 24, 2010 Total Change is: -16 60 -105 2 74 0 -37 -62 74 0 0 0 0 -53 50 Percent of Open Interest Represented by Each Category of Trader 5.1 85.6 0.0 80.9 0.0 0.0 8.3 8.8 0.0 0.0 0.0 0.0 5.7 5.6 Number of Traders in Each Category Total Traders: 21 . . . 9 0 0 4 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 3, 2010