Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 99,317 Positions 3,926 52,203 5,628 8,916 8,224 226 26,838 6,509 6,783 6,048 6 1,203 39,750 18,536 Changes from: July 20, 2010 Total Change is: 1,939 -1,061 5,751 476 284 28 -2 5,737 -5,883 486 -2,663 4 301 -1,619 776 Percent of Open Interest Represented by Each Category of Trader 4.0 52.6 5.7 9.0 8.3 0.2 27.0 6.6 6.8 6.1 0.0 1.2 40.0 18.7 Number of Traders in Each Category Total Traders: 69 4 11 8 . 4 . 23 14 16 9 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 59,253 Positions 15,742 36,670 2,053 1,879 438 407 20,215 8,145 1,622 634 435 0 16,701 9,482 Changes from: July 20, 2010 Total Change is: 611 1,858 -2,926 -112 -1 -64 65 -2,983 3,416 58 634 435 0 1,092 -260 Percent of Open Interest Represented by Each Category of Trader 26.6 61.9 3.5 3.2 0.7 0.7 34.1 13.7 2.7 1.1 0.7 0.0 28.2 16.0 Number of Traders in Each Category Total Traders: 42 6 8 . . . . 15 8 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 143,350 Positions 77,082 48,426 6,392 16,725 13,981 572 13,173 16,077 11,297 537 16,962 150 17,421 29,493 Changes from: July 20, 2010 Total Change is: 1,354 -1,142 8,799 -1,230 1,455 -891 1 57 -11,433 1,962 -51 -534 -259 561 4,938 Percent of Open Interest Represented by Each Category of Trader 53.8 33.8 4.5 11.7 9.8 0.4 9.2 11.2 7.9 0.4 11.8 0.1 12.2 20.6 Number of Traders in Each Category Total Traders: 85 10 12 9 5 12 . 18 21 21 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 140,130 Positions 7,952 69,749 7,689 35,593 9,522 1,304 48,017 10,481 8,088 1,858 3,006 71 29,558 30,219 Changes from: July 20, 2010 Total Change is: -2,498 1,066 -10,897 375 -691 -565 -58 -2,325 5,131 301 452 -1,203 61 -1,678 4,358 Percent of Open Interest Represented by Each Category of Trader 5.7 49.8 5.5 25.4 6.8 0.9 34.3 7.5 5.8 1.3 2.1 0.1 21.1 21.6 Number of Traders in Each Category Total Traders: 109 8 17 6 11 11 . 33 20 19 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 299,001 Positions 116,109 62,681 30,630 19,448 22,450 3,294 25,807 67,908 37,454 14,795 11,732 1,917 49,548 60,935 Changes from: July 20, 2010 Total Change is: 7,015 428 3,721 2,607 -1,129 -1,520 -116 1,364 -2,471 2,910 -464 633 539 877 713 Percent of Open Interest Represented by Each Category of Trader 38.8 21.0 10.2 6.5 7.5 1.1 8.6 22.7 12.5 4.9 3.9 0.6 16.6 20.4 Number of Traders in Each Category Total Traders: 170 22 13 18 13 17 7 33 49 48 9 14 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 97,572 Positions 8,891 60,330 5,365 4,660 5,343 374 46,169 2,807 2,704 2,147 2,704 457 26,806 17,488 Changes from: July 20, 2010 Total Change is: 10,069 -232 13,837 172 1,998 -713 -318 8,227 -3,033 736 -2,403 512 72 1,817 -1,196 Percent of Open Interest Represented by Each Category of Trader 9.1 61.8 5.5 4.8 5.5 0.4 47.3 2.9 2.8 2.2 2.8 0.5 27.5 17.9 Number of Traders in Each Category Total Traders: 66 5 13 8 . 6 . 23 11 13 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 32,110 Positions 4,161 20,926 7,342 0 0 0 7,484 355 2,766 4,480 20 602 5,275 99 Changes from: July 20, 2010 Total Change is: 1,569 97 1,461 149 0 0 0 947 58 -105 445 0 0 36 6 Percent of Open Interest Represented by Each Category of Trader 13.0 65.2 22.9 0.0 0.0 0.0 23.3 1.1 8.6 14.0 0.1 1.9 16.4 0.3 Number of Traders in Each Category Total Traders: 21 6 6 5 0 0 0 5 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 80,209 Positions 8,264 64,215 275 17,186 245 281 47,227 10,423 7 999 2,987 0 5,970 1,776 Changes from: July 20, 2010 Total Change is: 8,137 63 6,101 -128 -585 0 0 7,711 1,587 0 -186 336 0 1,262 241 Percent of Open Interest Represented by Each Category of Trader 10.3 80.1 0.3 21.4 0.3 0.4 58.9 13.0 0.0 1.2 3.7 0.0 7.4 2.2 Number of Traders in Each Category Total Traders: 82 7 15 . 7 . . 27 17 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 22,919 Positions 2,211 15,400 75 867 100 0 16,253 5,486 0 399 700 0 3,114 1,158 Changes from: July 20, 2010 Total Change is: 4,288 -40 5,114 0 -108 0 0 5,006 -878 0 -1,087 88 0 517 -36 Percent of Open Interest Represented by Each Category of Trader 9.6 67.2 0.3 3.8 0.4 0.0 70.9 23.9 0.0 1.7 3.1 0.0 13.6 5.1 Number of Traders in Each Category Total Traders: 39 . 11 . . . 0 12 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 44,260 Positions 23,864 16,357 212 2,720 5,048 842 8,522 10,681 1,320 110 1,222 98 6,571 8,480 Changes from: July 20, 2010 Total Change is: 2,339 -425 1,155 -307 -67 472 -2 1,743 414 130 0 -26 17 1,249 485 Percent of Open Interest Represented by Each Category of Trader 53.9 37.0 0.5 6.1 11.4 1.9 19.3 24.1 3.0 0.2 2.8 0.2 14.8 19.2 Number of Traders in Each Category Total Traders: 83 15 18 4 5 5 . 23 13 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 88,520 Positions 47,728 32,714 423 5,440 10,095 1,684 17,045 21,362 2,641 220 2,445 197 13,143 16,960 Changes from: July 20, 2010 Total Change is: 4,677 -850 2,310 -615 -133 944 -4 3,486 829 261 0 -52 35 2,498 970 Percent of Open Interest Represented by Each Category of Trader 53.9 37.0 0.5 6.1 11.4 1.9 19.3 24.1 3.0 0.2 2.8 0.2 14.8 19.2 Number of Traders in Each Category Total Traders: 83 15 18 4 5 5 . 23 13 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 982,223 Positions 64,976 220,691 55,741 435,904 160,778 57,875 72,944 193,677 122,602 14,377 26,514 8,150 149,654 136,195 Changes from: July 20, 2010 Total Change is: 5,558 -4,922 8,079 8,685 -3,576 -3,282 1,182 3,854 -9,797 2,275 -1,402 526 -470 -67 -1,639 Percent of Open Interest Represented by Each Category of Trader 6.6 22.5 5.7 44.4 16.4 5.9 7.4 19.7 12.5 1.5 2.7 0.8 15.2 13.9 Number of Traders in Each Category Total Traders: 536 31 52 29 113 66 64 77 152 105 20 25 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 390,536 Positions 28,316 116,209 15,173 160,729 41,787 9,503 26,361 49,496 59,148 7,363 13,152 4,576 79,367 81,493 Changes from: July 20, 2010 Total Change is: 8,562 -3,724 8,058 4,314 444 -287 152 3,252 -10,477 4,553 179 579 -368 -239 2,040 Percent of Open Interest Represented by Each Category of Trader 7.3 29.8 3.9 41.2 10.7 2.4 6.7 12.7 15.1 1.9 3.4 1.2 20.3 20.9 Number of Traders in Each Category Total Traders: 147 11 21 11 35 15 18 20 33 44 4 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,958,434 Positions 228,099 567,207 158,047 1,385,801 604,884 231,934 362,077 850,066 188,107 35,068 66,809 17,869 351,432 273,510 Changes from: July 20, 2010 Total Change is: -15,021 18,529 24,625 -2,663 -19,462 -14,338 4,513 -35,845 -35,453 27,463 -7,907 -262 -512 863 -18,394 Percent of Open Interest Represented by Each Category of Trader 7.7 19.2 5.3 46.8 20.4 7.8 12.2 28.7 6.4 1.2 2.3 0.6 11.9 9.2 Number of Traders in Each Category Total Traders: 478 30 49 25 93 59 54 77 134 87 16 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 88,835 Positions 3,991 18,353 3,367 55,664 44,200 3,550 12,087 15,017 163 202 0 0 9,811 4,185 Changes from: July 20, 2010 Total Change is: 4,387 -209 8,643 95 2,602 -3,917 89 2,773 -93 -406 -133 0 0 -424 -24 Percent of Open Interest Represented by Each Category of Trader 4.5 20.7 3.8 62.7 49.8 4.0 13.6 16.9 0.2 0.2 0.0 0.0 11.0 4.7 Number of Traders in Each Category Total Traders: 87 . 10 . 37 12 10 15 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 79,300 Positions 25,054 18,931 4,728 18,009 20,737 3,228 14,479 15,306 2,774 1,037 6,970 177 9,814 6,449 Changes from: July 20, 2010 Total Change is: 1,622 -1,522 2,026 1,416 1,306 -403 -208 1,094 -136 -158 -23 518 39 -323 -1,473 Percent of Open Interest Represented by Each Category of Trader 31.6 23.9 6.0 22.7 26.2 4.1 18.3 19.3 3.5 1.3 8.8 0.2 12.4 8.1 Number of Traders in Each Category Total Traders: 215 21 24 11 34 22 12 49 44 25 12 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 13,432 Positions 4,916 7,907 246 1,390 485 188 1,108 881 0 0 2,497 0 5,584 1,228 Changes from: July 20, 2010 Total Change is: -388 -946 283 245 373 0 188 247 -947 0 0 0 0 -495 -157 Percent of Open Interest Represented by Each Category of Trader 36.6 58.9 1.8 10.3 3.6 1.4 8.2 6.6 0.0 0.0 18.6 0.0 41.6 9.1 Number of Traders in Each Category Total Traders: 24 7 7 . 4 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 329,340 Positions 120,035 74,468 3,064 83,094 101,260 15,201 73,625 78,893 7,102 5,185 22,363 883 21,152 26,106 Changes from: July 20, 2010 Total Change is: 10,047 3,442 15,040 -467 4,663 -2,015 -1,978 2,882 2,698 563 -113 2,589 196 859 -6,580 Percent of Open Interest Represented by Each Category of Trader 36.4 22.6 0.9 25.2 30.7 4.6 22.4 24.0 2.2 1.6 6.8 0.3 6.4 7.9 Number of Traders in Each Category Total Traders: 212 20 24 6 33 21 12 49 44 22 12 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 416,000 Positions 187,961 52,775 8,127 143,530 147,515 18,429 32,864 148,081 10,453 1,365 9,633 671 12,600 20,316 Changes from: July 20, 2010 Total Change is: 8,292 4,496 10,019 -5,110 5,034 -12,330 -543 -353 7,087 5,708 -33 1,957 -38 -870 1,541 Percent of Open Interest Represented by Each Category of Trader 45.2 12.7 2.0 34.5 35.5 4.4 7.9 35.6 2.5 0.3 2.3 0.2 3.0 4.9 Number of Traders in Each Category Total Traders: 238 17 18 6 49 42 22 25 77 21 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 30,601 Positions 8,377 8,090 244 9,855 1,148 183 3,450 4,191 0 614 1,483 0 7,878 15,262 Changes from: July 20, 2010 Total Change is: 956 1,157 701 -308 279 165 -26 -823 -284 0 414 0 0 263 708 Percent of Open Interest Represented by Each Category of Trader 27.4 26.4 0.8 32.2 3.8 0.6 11.3 13.7 0.0 2.0 4.8 0.0 25.7 49.9 Number of Traders in Each Category Total Traders: 47 12 8 . 8 . . 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 48,003 Positions 28,125 13,786 2,223 6,618 2,590 435 2,334 8,160 978 0 575 0 7,290 19,256 Changes from: July 20, 2010 Total Change is: 2,477 794 481 335 -110 -1,737 -37 639 -1,556 142 0 145 0 714 4,704 Percent of Open Interest Represented by Each Category of Trader 58.6 28.7 4.6 13.8 5.4 0.9 4.9 17.0 2.0 0.0 1.2 0.0 15.2 40.1 Number of Traders in Each Category Total Traders: 57 11 12 4 9 . . 4 16 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 33,528 Positions 0 1,030 0 25,578 23,939 3,436 1,452 2,151 0 0 265 0 3,062 2,707 Changes from: July 20, 2010 Total Change is: -2,416 -254 392 0 7 -3,761 111 -1,890 -168 0 0 265 0 -390 745 Percent of Open Interest Represented by Each Category of Trader 0.0 3.1 0.0 76.3 71.4 10.2 4.3 6.4 0.0 0.0 0.8 0.0 9.1 8.1 Number of Traders in Each Category Total Traders: 39 0 . 0 16 14 9 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 27,227 Positions 1,483 9,303 0 14,187 2,780 1,024 3,537 12,116 24 1,966 204 0 5,006 1,776 Changes from: July 20, 2010 Total Change is: 517 187 52 0 252 375 72 320 338 24 45 0 0 -383 -344 Percent of Open Interest Represented by Each Category of Trader 5.4 34.2 0.0 52.1 10.2 3.8 13.0 44.5 0.1 7.2 0.7 0.0 18.4 6.5 Number of Traders in Each Category Total Traders: 42 . 6 0 13 5 5 6 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 748,691 Positions 21,590 146,153 17,337 369,666 153,690 53,875 53,531 154,958 36,505 27,409 43,551 5,469 163,308 137,152 Changes from: July 20, 2010 Total Change is: -23,162 -2,438 -3,117 -12,839 2,579 8,085 -1,297 8,279 19,077 -17,041 97 -3,398 -2,764 2,262 -9,869 Percent of Open Interest Represented by Each Category of Trader 2.9 19.5 2.3 49.4 20.5 7.2 7.1 20.7 4.9 3.7 5.8 0.7 21.8 18.3 Number of Traders in Each Category Total Traders: 157 8 20 13 45 26 32 21 24 31 7 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 159,294 Positions 2,036 80,662 1,796 99,473 1,779 7,091 4,385 48,278 395 0 0 0 44,118 19,293 Changes from: July 20, 2010 Total Change is: -919 0 1,205 -1,590 -2,869 -48 287 0 -2,357 22 0 0 0 3,231 1,562 Percent of Open Interest Represented by Each Category of Trader 1.3 50.6 1.1 62.4 1.1 4.5 2.8 30.3 0.2 0.0 0.0 0.0 27.7 12.1 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 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 847,848 Positions 33,984 98,647 21,436 307,978 193,595 102,035 181,141 132,450 48,922 32,531 120,685 13,703 106,119 116,376 Changes from: July 20, 2010 Total Change is: -69,216 23,324 -30,057 -2,619 -102,315 -20,755 18,678 -12,328 -26,700 852 1,641 -572 -515 4,065 -7,529 Percent of Open Interest Represented by Each Category of Trader 4.0 11.6 2.5 36.3 22.8 12.0 21.4 15.6 5.8 3.8 14.2 1.6 12.5 13.7 Number of Traders in Each Category Total Traders: 234 12 33 15 31 50 42 32 39 29 8 29 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,217,370 Positions 68,198 297,708 163,928 952,347 465,176 246,350 207,150 418,859 200,584 35,064 51,956 41,744 302,005 331,066 Changes from: July 20, 2010 Total Change is: -182,624 -17,514 -15,588 -49,435 2,021 7,203 -21,743 -7,680 -12,365 -88,236 5,459 10,815 -7,360 1,864 -5,915 Percent of Open Interest Represented by Each Category of Trader 3.1 13.4 7.4 42.9 21.0 11.1 9.3 18.9 9.0 1.6 2.3 1.9 13.6 14.9 Number of Traders in Each Category Total Traders: 254 25 35 47 36 52 54 34 58 58 8 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 994,271 Positions 24,765 153,281 29,726 289,492 272,363 127,937 217,623 55,785 35,620 43,710 61,111 7,151 218,248 251,298 Changes from: July 20, 2010 Total Change is: -6,959 6,772 618 -4,204 1,371 32,303 -22,275 24,632 2,315 -8,096 1,479 -9,944 -1,755 -4,884 4,079 Percent of Open Interest Represented by Each Category of Trader 2.5 15.4 3.0 29.1 27.4 12.9 21.9 5.6 3.6 4.4 6.1 0.7 22.0 25.3 Number of Traders in Each Category Total Traders: 159 7 22 11 23 39 37 26 23 21 9 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,258,766 Positions 128,296 281,624 278,210 57,301 2,007 172,016 130,093 19,571 427,809 10,499 3,089 3,493 51,050 70,948 Changes from: July 20, 2010 Total Change is: 26,981 -1,938 9,491 71 7,036 -1,061 9,444 -1,470 -2,673 7,116 66 -260 1,713 4,943 3,140 Percent of Open Interest Represented by Each Category of Trader 10.2 22.4 22.1 4.6 0.2 13.7 10.3 1.6 34.0 0.8 0.2 0.3 4.1 5.6 Number of Traders in Each Category Total Traders: 119 22 31 42 4 . . 33 17 44 5 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,055,711 Positions 1,692,483 3,139,494 2,818,264 1,077,323 290,306 592,262 1,199,398 332,303 4,191,287 183,350 325,759 338,504 962,839 1,027,531 Changes from: July 20, 2010 Total Change is: 84,094 -140,303 -35,987 -5,388 -28,386 -53,253 -14,552 61,638 15,387 109,851 18,855 815 3,499 78,880 63,723 Percent of Open Interest Represented by Each Category of Trader 13.0 24.0 21.6 8.3 2.2 4.5 9.2 2.5 32.1 1.4 2.5 2.6 7.4 7.9 Number of Traders in Each Category Total Traders: 293 30 68 98 11 15 22 59 75 113 11 18 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,620 Positions 5,619 7,143 138 1,096 1,735 414 1,155 2,207 156 3,800 661 0 242 166 Changes from: July 20, 2010 Total Change is: -315 802 -691 138 0 46 0 -1,247 -4 0 0 186 0 -8 10 Percent of Open Interest Represented by Each Category of Trader 44.5 56.6 1.1 8.7 13.7 3.3 9.2 17.5 1.2 30.1 5.2 0.0 1.9 1.3 Number of Traders in Each Category Total Traders: 35 4 4 . . 6 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 34,982 Positions 29,693 18,552 0 1,300 1,091 77 3,609 8,578 20 0 6,582 0 283 82 Changes from: July 20, 2010 Total Change is: 1,655 917 1,948 0 -8 70 0 735 -335 0 0 0 0 11 -28 Percent of Open Interest Represented by Each Category of Trader 84.9 53.0 0.0 3.7 3.1 0.2 10.3 24.5 0.1 0.0 18.8 0.0 0.8 0.2 Number of Traders in Each Category Total Traders: 31 . 4 0 . 4 . 9 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 22,919 Positions 10,146 15,302 114 90 50 828 6,395 3,034 683 500 723 4 4,159 2,181 Changes from: July 20, 2010 Total Change is: -1,644 -53 -147 -32 -173 0 -17 -1,058 -1,205 -601 -82 195 0 372 163 Percent of Open Interest Represented by Each Category of Trader 44.3 66.8 0.5 0.4 0.2 3.6 27.9 13.2 3.0 2.2 3.2 0.0 18.1 9.5 Number of Traders in Each Category Total Traders: 54 8 . . . . . 18 14 8 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 84,826 Positions 56,893 28,337 11,559 200 0 0 1,185 29,088 2,697 495 934 0 11,797 12,211 Changes from: July 20, 2010 Total Change is: -11,357 -8,564 -1,283 -99 0 -1,993 -100 -883 -3,671 142 0 -881 -270 -1,583 -3,202 Percent of Open Interest Represented by Each Category of Trader 67.1 33.4 13.6 0.2 0.0 0.0 1.4 34.3 3.2 0.6 1.1 0.0 13.9 14.4 Number of Traders in Each Category Total Traders: 40 . 12 10 . 0 0 . 21 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 16,001 Positions 971 13,486 1 11,292 279 0 2,637 1,329 0 0 0 0 1,100 906 Changes from: July 20, 2010 Total Change is: -222 -213 0 0 -76 -9 0 -7 -127 0 0 0 0 74 -86 Percent of Open Interest Represented by Each Category of Trader 6.1 84.3 0.0 70.6 1.7 0.0 16.5 8.3 0.0 0.0 0.0 0.0 6.9 5.7 Number of Traders in Each Category Total Traders: 25 . . . 9 . 0 5 5 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 30, 2010