Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 97,378 Positions 4,988 46,452 5,152 8,632 8,196 228 21,101 12,391 6,297 8,711 2 902 41,369 17,759 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 5.1 47.7 5.3 8.9 8.4 0.2 21.7 12.7 6.5 8.9 0.0 0.9 42.5 18.2 Number of Traders in Each Category Total Traders: 67 4 10 8 . 4 . 21 15 15 9 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 58,642 Positions 13,883 39,596 2,166 1,880 502 342 23,197 4,730 1,564 0 0 0 15,609 9,742 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 23.7 67.5 3.7 3.2 0.9 0.6 39.6 8.1 2.7 0.0 0.0 0.0 26.6 16.6 Number of Traders in Each Category Total Traders: 41 6 8 . . . . 17 7 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 141,996 Positions 78,225 39,627 7,622 15,270 14,872 571 13,115 27,510 9,336 589 17,496 408 16,861 24,555 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 55.1 27.9 5.4 10.8 10.5 0.4 9.2 19.4 6.6 0.4 12.3 0.3 11.9 17.3 Number of Traders in Each Category Total Traders: 94 9 14 9 5 13 . 18 27 22 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 142,627 Positions 6,887 80,647 7,314 36,284 10,087 1,362 50,342 5,350 7,786 1,406 4,210 10 31,236 25,862 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 4.8 56.5 5.1 25.4 7.1 1.0 35.3 3.8 5.5 1.0 3.0 0.0 21.9 18.1 Number of Traders in Each Category Total Traders: 111 6 20 6 11 11 4 37 16 18 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 291,987 Positions 115,680 58,960 28,023 20,577 23,971 3,410 24,443 70,379 34,544 15,259 11,100 1,378 48,671 60,222 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.6 20.2 9.6 7.0 8.2 1.2 8.4 24.1 11.8 5.2 3.8 0.5 16.7 20.6 Number of Traders in Each Category Total Traders: 174 25 12 19 14 19 7 32 48 46 7 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 87,503 Positions 9,123 46,493 5,193 2,662 6,056 692 37,942 5,840 1,969 4,550 2,193 385 24,988 18,684 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 10.4 53.1 5.9 3.0 6.9 0.8 43.4 6.7 2.2 5.2 2.5 0.4 28.6 21.4 Number of Traders in Each Category Total Traders: 61 6 12 8 . 6 . 19 11 10 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 30,541 Positions 4,064 19,465 7,193 0 0 0 6,537 297 2,871 4,035 20 602 5,239 93 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 13.3 63.7 23.6 0.0 0.0 0.0 21.4 1.0 9.4 13.2 0.1 2.0 17.2 0.3 Number of Traders in Each Category Total Traders: 21 6 6 5 0 0 0 5 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 72,072 Positions 8,201 58,114 403 17,771 245 281 39,516 8,836 7 1,185 2,651 0 4,708 1,535 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 11.4 80.6 0.6 24.7 0.3 0.4 54.8 12.3 0.0 1.6 3.7 0.0 6.5 2.1 Number of Traders in Each Category Total Traders: 76 7 12 . 7 . . 25 15 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 18,631 Positions 2,251 10,286 75 975 100 0 11,247 6,364 0 1,486 612 0 2,597 1,194 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 12.1 55.2 0.4 5.2 0.5 0.0 60.4 34.2 0.0 8.0 3.3 0.0 13.9 6.4 Number of Traders in Each Category Total Traders: 38 . 10 . . . 0 9 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 41,921 Positions 24,289 15,202 519 2,787 4,576 844 6,779 10,267 1,190 110 1,248 81 5,323 7,995 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 57.9 36.3 1.2 6.6 10.9 2.0 16.2 24.5 2.8 0.3 3.0 0.2 12.7 19.1 Number of Traders in Each Category Total Traders: 87 16 17 5 6 5 . 24 13 11 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 83,843 Positions 48,578 30,404 1,038 5,573 9,151 1,688 13,559 20,533 2,380 220 2,497 162 10,645 15,990 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 57.9 36.3 1.2 6.6 10.9 2.0 16.2 24.5 2.8 0.3 3.0 0.2 12.7 19.1 Number of Traders in Each Category Total Traders: 87 16 17 5 6 5 . 24 13 11 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 976,665 Positions 69,898 212,612 47,057 439,480 164,061 56,693 69,090 203,474 120,327 15,779 25,987 8,620 149,720 137,834 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 7.2 21.8 4.8 45.0 16.8 5.8 7.1 20.8 12.3 1.6 2.7 0.9 15.3 14.1 Number of Traders in Each Category Total Traders: 536 33 51 27 114 68 63 72 153 100 21 24 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 381,974 Positions 32,040 108,151 10,859 160,285 42,074 9,351 23,109 59,973 54,595 7,184 12,573 4,944 79,607 79,453 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 8.4 28.3 2.8 42.0 11.0 2.4 6.0 15.7 14.3 1.9 3.3 1.3 20.8 20.8 Number of Traders in Each Category Total Traders: 141 11 21 10 35 15 17 20 28 40 4 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,973,455 Positions 209,570 542,582 160,710 1,405,263 619,222 227,420 397,922 885,520 160,644 42,975 67,072 18,381 350,570 291,904 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 7.0 18.2 5.4 47.3 20.8 7.6 13.4 29.8 5.4 1.4 2.3 0.6 11.8 9.8 Number of Traders in Each Category Total Traders: 483 31 49 22 93 61 54 71 141 86 17 20 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 84,447 Positions 4,200 9,710 3,272 53,062 48,117 3,461 9,314 15,110 569 335 0 0 10,234 4,209 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 5.0 11.5 3.9 62.8 57.0 4.1 11.0 17.9 0.7 0.4 0.0 0.0 12.1 5.0 Number of Traders in Each Category Total Traders: 81 . 9 . 34 12 9 12 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 77,678 Positions 26,576 16,905 3,312 16,703 21,140 3,436 13,385 15,442 2,933 1,060 6,452 137 10,137 7,921 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 34.2 21.8 4.3 21.5 27.2 4.4 17.2 19.9 3.8 1.4 8.3 0.2 13.0 10.2 Number of Traders in Each Category Total Traders: 216 21 20 9 31 26 10 43 53 23 12 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 13,819 Positions 5,862 7,624 1 1,017 485 0 861 1,828 0 0 2,497 0 6,078 1,384 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 42.4 55.2 0.0 7.4 3.5 0.0 6.2 13.2 0.0 0.0 18.1 0.0 44.0 10.0 Number of Traders in Each Category Total Traders: 22 7 5 . . . 0 . 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 319,293 Positions 116,593 59,429 3,531 78,431 103,275 17,179 70,743 76,195 6,539 5,298 19,773 686 20,293 32,686 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 36.5 18.6 1.1 24.6 32.3 5.4 22.2 23.9 2.0 1.7 6.2 0.2 6.4 10.2 Number of Traders in Each Category Total Traders: 214 19 21 5 31 25 10 45 52 20 12 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 407,708 Positions 183,465 42,756 13,237 138,496 159,845 18,972 33,218 140,993 4,744 1,398 7,676 709 13,470 18,776 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 45.0 10.5 3.2 34.0 39.2 4.7 8.1 34.6 1.2 0.3 1.9 0.2 3.3 4.6 Number of Traders in Each Category Total Traders: 231 16 17 6 48 45 22 28 67 22 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 29,645 Positions 7,220 7,389 552 9,576 983 209 4,273 4,475 0 200 1,483 0 7,615 14,554 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 24.4 24.9 1.9 32.3 3.3 0.7 14.4 15.1 0.0 0.7 5.0 0.0 25.7 49.1 Number of Traders in Each Category Total Traders: 46 12 6 . 8 . . 6 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 45,526 Positions 27,331 13,305 1,888 6,728 4,327 472 1,695 9,716 836 0 430 0 6,576 14,552 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 60.0 29.2 4.1 14.8 9.5 1.0 3.7 21.3 1.8 0.0 0.9 0.0 14.4 32.0 Number of Traders in Each Category Total Traders: 57 11 11 4 8 5 . . 17 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 35,944 Positions 254 638 0 25,571 27,700 3,325 3,342 2,319 0 0 0 0 3,452 1,962 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.7 1.8 0.0 71.1 77.1 9.3 9.3 6.5 0.0 0.0 0.0 0.0 9.6 5.5 Number of Traders in Each Category Total Traders: 43 . . 0 16 14 9 7 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 26,710 Positions 1,296 9,251 0 13,935 2,405 952 3,217 11,778 0 1,921 204 0 5,389 2,120 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 4.9 34.6 0.0 52.2 9.0 3.6 12.0 44.1 0.0 7.2 0.8 0.0 20.2 7.9 Number of Traders in Each Category Total Traders: 39 . 6 0 13 . 5 6 5 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 771,853 Positions 24,028 149,270 30,176 367,086 145,605 55,172 45,252 135,881 53,546 27,313 46,949 8,233 161,047 147,021 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 3.1 19.3 3.9 47.6 18.9 7.1 5.9 17.6 6.9 3.5 6.1 1.1 20.9 19.0 Number of Traders in Each Category Total Traders: 163 12 18 17 45 25 31 24 23 33 7 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 160,213 Positions 2,036 79,457 3,386 102,342 1,827 6,804 4,385 50,635 373 0 0 0 40,887 17,731 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.3 49.6 2.1 63.9 1.1 4.2 2.7 31.6 0.2 0.0 0.0 0.0 25.5 11.1 Number of Traders in Each Category Total Traders: 38 . 8 . 16 . 8 . 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 917,064 Positions 10,660 128,704 24,055 410,293 214,350 83,357 193,469 159,149 48,070 30,890 121,257 14,217 102,054 123,904 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.2 14.0 2.6 44.7 23.4 9.1 21.1 17.4 5.2 3.4 13.2 1.6 11.1 13.5 Number of Traders in Each Category Total Traders: 236 6 39 16 32 50 42 31 44 30 7 27 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,399,993 Positions 85,712 313,296 213,362 950,327 457,973 268,093 214,830 431,225 288,820 29,606 41,140 49,104 300,140 336,980 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 3.6 13.1 8.9 39.6 19.1 11.2 9.0 18.0 12.0 1.2 1.7 2.0 12.5 14.0 Number of Traders in Each Category Total Traders: 267 28 38 55 36 54 57 43 54 58 7 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,001,230 Positions 17,993 152,664 33,929 288,121 240,060 150,211 192,991 53,470 43,716 42,231 71,055 8,906 223,132 247,219 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.8 15.2 3.4 28.8 24.0 15.0 19.3 5.3 4.4 4.2 7.1 0.9 22.3 24.7 Number of Traders in Each Category Total Traders: 158 6 23 10 24 38 35 29 20 25 8 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,231,786 Positions 130,234 272,133 278,139 50,264 3,068 162,572 131,563 22,244 420,693 10,434 3,349 1,780 46,107 67,809 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 10.6 22.1 22.6 4.1 0.2 13.2 10.7 1.8 34.2 0.8 0.3 0.1 3.7 5.5 Number of Traders in Each Category Total Traders: 121 22 34 42 . . . 32 19 43 4 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,971,617 Positions 1,832,786 3,175,481 2,823,653 1,105,709 343,560 606,814 1,137,761 316,916 4,081,436 164,495 324,944 335,005 883,959 963,808 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 14.1 24.5 21.8 8.5 2.6 4.7 8.8 2.4 31.5 1.3 2.5 2.6 6.8 7.4 Number of Traders in Each Category Total Traders: 301 30 73 101 10 16 21 70 67 108 10 18 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,935 Positions 4,817 7,834 0 1,096 1,689 414 2,402 2,211 156 3,800 475 0 250 156 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 37.2 60.6 0.0 8.5 13.1 3.2 18.6 17.1 1.2 29.4 3.7 0.0 1.9 1.2 Number of Traders in Each Category Total Traders: 35 . 5 0 . 6 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 33,327 Positions 28,776 16,604 0 1,308 1,021 77 2,874 8,913 20 0 6,582 0 272 110 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 86.3 49.8 0.0 3.9 3.1 0.2 8.6 26.7 0.1 0.0 19.7 0.0 0.8 0.3 Number of Traders in Each Category Total Traders: 32 4 4 0 . 4 . 9 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 24,562 Positions 10,199 15,449 146 263 50 845 7,453 4,239 1,284 582 528 4 3,787 2,018 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 41.5 62.9 0.6 1.1 0.2 3.4 30.3 17.3 5.2 2.4 2.1 0.0 15.4 8.2 Number of Traders in Each Category Total Traders: 60 7 4 . . . . 14 20 10 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 96,183 Positions 65,457 29,620 11,658 200 1,993 100 2,068 32,759 2,555 495 1,815 270 13,380 15,413 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 68.1 30.8 12.1 0.2 2.1 0.1 2.2 34.1 2.7 0.5 1.9 0.3 13.9 16.0 Number of Traders in Each Category Total Traders: 43 . 11 10 . . . 4 19 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 16,223 Positions 1,184 13,486 1 11,368 288 0 2,644 1,456 0 0 0 0 1,026 992 Changes from: . Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 7.3 83.1 0.0 70.1 1.8 0.0 16.3 9.0 0.0 0.0 0.0 0.0 6.3 6.1 Number of Traders in Each Category Total Traders: 26 . . . 9 . 0 5 6 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 23, 2010