Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 115,256 Positions 3,024 58,858 7,408 8,292 7,754 360 39,317 12,961 7,386 5,204 913 1,069 43,197 18,546 Changes from: July 27, 2010 Total Change is: 15,939 -902 6,655 1,780 -624 -470 134 12,479 6,453 604 -844 907 -134 3,447 11 Percent of Open Interest Represented by Each Category of Trader 2.6 51.1 6.4 7.2 6.7 0.3 34.1 11.2 6.4 4.5 0.8 0.9 37.5 16.1 Number of Traders in Each Category Total Traders: 75 . 13 8 . . . 29 16 16 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 62,153 Positions 13,493 43,875 2,893 2,095 434 488 25,169 2,977 1,726 0 435 0 16,290 9,325 Changes from: July 27, 2010 Total Change is: 2,900 -2,249 7,204 840 216 -4 81 4,954 -5,168 104 -634 0 0 -412 -157 Percent of Open Interest Represented by Each Category of Trader 21.7 70.6 4.7 3.4 0.7 0.8 40.5 4.8 2.8 0.0 0.7 0.0 26.2 15.0 Number of Traders in Each Category Total Traders: 42 4 11 4 . . . 18 5 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 167,114 Positions 74,840 61,691 8,855 18,215 13,659 886 19,930 15,058 21,285 805 16,296 2 22,296 29,381 Changes from: July 27, 2010 Total Change is: 23,764 -2,242 13,265 2,462 1,490 -322 314 6,757 -1,019 9,988 268 -666 -147 4,875 -111 Percent of Open Interest Represented by Each Category of Trader 44.8 36.9 5.3 10.9 8.2 0.5 11.9 9.0 12.7 0.5 9.8 0.0 13.3 17.6 Number of Traders in Each Category Total Traders: 91 11 12 10 6 12 . 24 19 21 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 152,508 Positions 8,379 81,897 8,332 34,330 9,228 1,520 56,137 6,784 10,798 1,499 1,938 0 31,511 32,010 Changes from: July 27, 2010 Total Change is: 12,378 427 12,148 643 -1,263 -294 216 8,120 -3,697 2,711 -359 -1,068 -71 1,953 1,790 Percent of Open Interest Represented by Each Category of Trader 5.5 53.7 5.5 22.5 6.1 1.0 36.8 4.4 7.1 1.0 1.3 0.0 20.7 21.0 Number of Traders in Each Category Total Traders: 111 9 16 7 12 10 4 39 19 21 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 318,552 Positions 122,292 73,471 30,951 20,280 23,952 3,404 19,405 57,182 50,232 15,871 13,756 2,447 53,670 63,159 Changes from: July 27, 2010 Total Change is: 19,551 6,184 10,789 321 832 1,501 110 -6,402 -10,726 12,778 1,076 2,024 530 4,122 2,224 Percent of Open Interest Represented by Each Category of Trader 38.4 23.1 9.7 6.4 7.5 1.1 6.1 18.0 15.8 5.0 4.3 0.8 16.8 19.8 Number of Traders in Each Category Total Traders: 176 24 12 17 14 20 8 28 52 51 7 18 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 108,584 Positions 10,910 67,239 5,669 6,722 5,112 411 52,567 6,748 3,584 2,117 3,157 505 26,099 16,159 Changes from: July 27, 2010 Total Change is: 11,012 2,019 6,908 304 2,062 -230 37 6,398 3,941 879 -30 453 49 -706 -1,329 Percent of Open Interest Represented by Each Category of Trader 10.0 61.9 5.2 6.2 4.7 0.4 48.4 6.2 3.3 1.9 2.9 0.5 24.0 14.9 Number of Traders in Each Category Total Traders: 76 6 14 8 4 6 . 26 14 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 33,266 Positions 3,462 21,528 7,640 0 0 0 8,567 325 3,063 4,629 20 602 5,303 88 Changes from: July 27, 2010 Total Change is: 1,156 -699 602 298 0 0 0 1,083 -30 297 149 0 0 28 -11 Percent of Open Interest Represented by Each Category of Trader 10.4 64.7 23.0 0.0 0.0 0.0 25.8 1.0 9.2 13.9 0.1 1.8 15.9 0.3 Number of Traders in Each Category Total Traders: 22 6 7 5 0 0 0 5 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 92,249 Positions 8,434 77,274 275 17,668 245 517 58,285 8,070 153 1,152 4,611 0 5,765 1,104 Changes from: July 27, 2010 Total Change is: 12,040 170 13,059 0 482 0 236 11,058 -2,353 146 153 1,624 0 -205 -672 Percent of Open Interest Represented by Each Category of Trader 9.1 83.8 0.3 19.2 0.3 0.6 63.2 8.7 0.2 1.2 5.0 0.0 6.2 1.2 Number of Traders in Each Category Total Traders: 99 8 15 . 8 . . 37 17 . 4 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 24,399 Positions 2,222 16,746 75 258 416 7 18,203 5,301 0 404 491 0 3,230 1,363 Changes from: July 27, 2010 Total Change is: 1,480 11 1,346 0 -609 316 7 1,950 -185 0 5 -209 0 116 205 Percent of Open Interest Represented by Each Category of Trader 9.1 68.6 0.3 1.1 1.7 0.0 74.6 21.7 0.0 1.7 2.0 0.0 13.2 5.6 Number of Traders in Each Category Total Traders: 39 . 12 . . . . 10 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 45,568 Positions 22,889 19,678 251 2,701 5,758 814 11,431 10,702 1,314 0 1,387 103 6,066 5,563 Changes from: July 27, 2010 Total Change is: 1,309 -975 3,321 39 -19 710 -29 2,909 21 -6 -110 164 5 -506 -2,917 Percent of Open Interest Represented by Each Category of Trader 50.2 43.2 0.5 5.9 12.6 1.8 25.1 23.5 2.9 0.0 3.0 0.2 13.3 12.2 Number of Traders in Each Category Total Traders: 89 15 18 5 4 5 . 32 12 9 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 91,137 Positions 45,777 39,355 501 5,402 11,515 1,627 22,862 21,404 2,629 0 2,773 207 12,132 11,126 Changes from: July 27, 2010 Total Change is: 2,617 -1,951 6,641 78 -38 1,420 -57 5,818 43 -12 -220 328 10 -1,011 -5,834 Percent of Open Interest Represented by Each Category of Trader 50.2 43.2 0.5 5.9 12.6 1.8 25.1 23.5 2.9 0.0 3.0 0.2 13.3 12.2 Number of Traders in Each Category Total Traders: 89 15 18 5 4 5 . 32 12 9 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 980,361 Positions 63,759 228,611 62,664 425,400 154,704 60,271 70,753 188,293 117,173 15,983 27,104 9,430 154,928 132,111 Changes from: July 27, 2010 Total Change is: -1,861 -1,218 7,920 6,923 -10,503 -6,074 2,396 -2,190 -5,384 -5,429 1,606 590 1,280 5,274 -4,084 Percent of Open Interest Represented by Each Category of Trader 6.5 23.3 6.4 43.4 15.8 6.1 7.2 19.2 12.0 1.6 2.8 1.0 15.8 13.5 Number of Traders in Each Category Total Traders: 538 31 52 31 111 63 66 76 156 106 21 28 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 394,064 Positions 32,270 125,832 14,626 157,965 41,403 10,788 25,925 46,338 56,911 7,380 12,655 6,075 82,123 79,436 Changes from: July 27, 2010 Total Change is: 3,529 3,954 9,623 -546 -2,764 -384 1,285 -435 -3,157 -2,237 16 -497 1,499 2,756 -2,057 Percent of Open Interest Represented by Each Category of Trader 8.2 31.9 3.7 40.1 10.5 2.7 6.6 11.8 14.4 1.9 3.2 1.5 20.8 20.2 Number of Traders in Each Category Total Traders: 149 11 20 11 36 15 18 19 35 46 4 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,931,484 Positions 229,072 585,527 168,557 1,354,007 583,338 230,585 341,585 827,217 183,866 43,015 72,246 16,775 364,022 263,374 Changes from: July 27, 2010 Total Change is: -26,950 974 18,320 10,510 -31,794 -21,546 -1,349 -20,492 -22,849 -4,242 7,947 5,436 -1,094 12,590 -10,136 Percent of Open Interest Represented by Each Category of Trader 7.8 20.0 5.7 46.2 19.9 7.9 11.7 28.2 6.3 1.5 2.5 0.6 12.4 9.0 Number of Traders in Each Category Total Traders: 481 31 49 27 91 57 55 78 137 89 17 21 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 87,234 Positions 4,553 17,073 3,948 52,197 44,375 3,759 12,365 13,524 0 0 0 0 10,412 4,555 Changes from: July 27, 2010 Total Change is: -1,601 562 -1,280 581 -3,467 175 209 278 -1,493 -163 -202 0 0 601 370 Percent of Open Interest Represented by Each Category of Trader 5.2 19.6 4.5 59.8 50.9 4.3 14.2 15.5 0.0 0.0 0.0 0.0 11.9 5.2 Number of Traders in Each Category Total Traders: 84 4 10 . 35 12 10 15 8 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 84,661 Positions 21,847 21,403 7,880 16,229 22,109 3,398 20,360 14,493 3,032 1,170 6,584 174 10,570 5,587 Changes from: July 27, 2010 Total Change is: 5,361 -3,207 2,472 3,152 -1,780 1,372 170 5,881 -813 257 133 -385 -3 756 -861 Percent of Open Interest Represented by Each Category of Trader 25.8 25.3 9.3 19.2 26.1 4.0 24.0 17.1 3.6 1.4 7.8 0.2 12.5 6.6 Number of Traders in Each Category Total Traders: 217 21 23 11 31 22 12 54 43 24 14 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 13,963 Positions 4,670 8,399 492 1,284 485 0 1,846 881 0 0 2,497 0 5,671 1,209 Changes from: July 27, 2010 Total Change is: 531 -246 492 246 -106 0 -188 738 0 0 0 0 0 87 -19 Percent of Open Interest Represented by Each Category of Trader 33.4 60.2 3.5 9.2 3.5 0.0 13.2 6.3 0.0 0.0 17.9 0.0 40.6 8.7 Number of Traders in Each Category Total Traders: 23 5 8 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 353,491 Positions 119,412 98,547 3,416 74,726 108,122 16,990 102,528 78,016 5,201 5,851 20,436 870 24,497 21,894 Changes from: July 27, 2010 Total Change is: 24,151 -623 24,078 352 -8,368 6,862 1,789 28,904 -877 -1,901 666 -1,927 -13 3,345 -4,212 Percent of Open Interest Represented by Each Category of Trader 33.8 27.9 1.0 21.1 30.6 4.8 29.0 22.1 1.5 1.7 5.8 0.2 6.9 6.2 Number of Traders in Each Category Total Traders: 213 21 22 6 29 21 12 55 42 21 14 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 420,821 Positions 185,988 61,360 7,429 144,886 149,426 20,598 36,755 148,034 7,018 1,582 8,809 222 16,344 17,925 Changes from: July 27, 2010 Total Change is: 4,821 -1,973 8,585 -698 1,356 1,911 2,169 3,891 -47 -3,435 217 -824 -450 3,744 -2,391 Percent of Open Interest Represented by Each Category of Trader 44.2 14.6 1.8 34.4 35.5 4.9 8.7 35.2 1.7 0.4 2.1 0.1 3.9 4.3 Number of Traders in Each Category Total Traders: 241 17 20 8 53 43 23 28 69 24 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 31,951 Positions 8,920 8,697 154 9,373 947 155 3,043 4,334 0 400 1,397 0 9,906 16,267 Changes from: July 27, 2010 Total Change is: 1,350 543 607 -90 -482 -201 -28 -407 143 0 -214 -86 0 2,028 1,005 Percent of Open Interest Represented by Each Category of Trader 27.9 27.2 0.5 29.3 3.0 0.5 9.5 13.6 0.0 1.3 4.4 0.0 31.0 50.9 Number of Traders in Each Category Total Traders: 49 14 9 . 8 . . 5 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 50,048 Positions 29,932 14,552 1,685 6,649 2,649 377 3,319 8,623 557 0 224 0 7,529 21,381 Changes from: July 27, 2010 Total Change is: 2,045 1,807 766 -538 31 59 -58 985 463 -421 0 -351 0 239 2,125 Percent of Open Interest Represented by Each Category of Trader 59.8 29.1 3.4 13.3 5.3 0.8 6.6 17.2 1.1 0.0 0.4 0.0 15.0 42.7 Number of Traders in Each Category Total Traders: 55 13 9 . 7 . . 7 15 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 31,315 Positions 0 361 0 21,660 23,343 3,251 2,839 2,081 0 0 0 0 3,565 2,279 Changes from: July 27, 2010 Total Change is: -2,213 0 -669 0 -3,918 -596 -185 1,387 -70 0 0 -265 0 503 -428 Percent of Open Interest Represented by Each Category of Trader 0.0 1.2 0.0 69.2 74.5 10.4 9.1 6.6 0.0 0.0 0.0 0.0 11.4 7.3 Number of Traders in Each Category Total Traders: 39 0 . 0 17 12 8 6 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 27,104 Positions 1,475 9,285 0 13,407 2,535 921 3,541 12,408 0 2,001 204 0 5,759 1,751 Changes from: July 27, 2010 Total Change is: -123 -8 -18 0 -780 -245 -103 4 292 -24 35 0 0 753 -25 Percent of Open Interest Represented by Each Category of Trader 5.4 34.3 0.0 49.5 9.4 3.4 13.1 45.8 0.0 7.4 0.8 0.0 21.2 6.5 Number of Traders in Each Category Total Traders: 41 . 6 0 14 4 5 6 . 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 767,347 Positions 17,904 158,047 22,176 363,432 142,616 66,251 60,562 167,592 45,670 28,987 37,894 8,460 153,906 118,641 Changes from: July 27, 2010 Total Change is: 18,656 -3,686 11,894 4,839 -6,234 -11,074 12,376 7,030 12,633 9,165 1,578 -5,657 2,991 -9,403 -18,511 Percent of Open Interest Represented by Each Category of Trader 2.3 20.6 2.9 47.4 18.6 8.6 7.9 21.8 6.0 3.8 4.9 1.1 20.1 15.5 Number of Traders in Each Category Total Traders: 159 7 22 16 43 28 33 20 25 31 9 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 166,255 Positions 2,036 82,145 1,695 102,838 1,469 7,826 8,480 54,927 566 0 0 0 42,814 17,626 Changes from: July 27, 2010 Total Change is: 6,961 0 1,483 -101 3,365 -310 735 4,095 6,649 172 0 0 0 -1,305 -1,667 Percent of Open Interest Represented by Each Category of Trader 1.2 49.4 1.0 61.9 0.9 4.7 5.1 33.0 0.3 0.0 0.0 0.0 25.8 10.6 Number of Traders in Each Category Total Traders: 37 . 7 . 16 . 8 . 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 860,058 Positions 29,120 87,148 27,251 310,590 208,308 92,276 201,572 131,680 70,917 26,192 140,576 15,217 86,922 86,685 Changes from: July 27, 2010 Total Change is: 12,211 -4,863 -11,498 5,815 2,612 14,713 -9,759 20,431 -770 21,995 -6,339 19,890 1,515 -19,197 -29,691 Percent of Open Interest Represented by Each Category of Trader 3.4 10.1 3.2 36.1 24.2 10.7 23.4 15.3 8.2 3.0 16.3 1.8 10.1 10.1 Number of Traders in Each Category Total Traders: 229 11 32 15 32 51 39 30 37 28 7 29 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,292,571 Positions 54,456 306,275 207,060 987,412 439,941 252,571 178,271 456,142 259,142 53,278 49,730 58,058 242,323 263,653 Changes from: July 27, 2010 Total Change is: 75,201 -13,742 8,567 43,132 35,065 -25,235 6,222 -28,879 37,283 58,558 18,214 -2,226 16,314 -59,682 -67,413 Percent of Open Interest Represented by Each Category of Trader 2.4 13.4 9.0 43.1 19.2 11.0 7.8 19.9 11.3 2.3 2.2 2.5 10.6 11.5 Number of Traders in Each Category Total Traders: 260 22 36 45 40 49 54 42 54 65 10 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,113,518 Positions 21,947 195,486 55,926 330,273 304,276 136,131 268,345 59,243 62,552 37,697 52,647 9,050 191,596 238,207 Changes from: July 27, 2010 Total Change is: 119,247 -2,818 42,204 26,201 40,781 31,913 8,194 50,722 3,458 26,932 -6,013 -8,464 1,900 -26,652 -13,091 Percent of Open Interest Represented by Each Category of Trader 2.0 17.6 5.0 29.7 27.3 12.2 24.1 5.3 5.6 3.4 4.7 0.8 17.2 21.4 Number of Traders in Each Category Total Traders: 162 6 25 15 22 39 41 31 22 29 7 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,236,408 Positions 127,500 262,767 256,609 53,444 2,974 183,445 117,308 18,094 439,834 8,127 5,523 3,546 46,595 63,616 Changes from: July 27, 2010 Total Change is: -22,358 -795 -18,857 -21,601 -3,856 967 11,429 -12,785 -1,476 12,025 -2,372 2,435 52 -4,455 -7,333 Percent of Open Interest Represented by Each Category of Trader 10.3 21.3 20.8 4.3 0.2 14.8 9.5 1.5 35.6 0.7 0.4 0.3 3.8 5.1 Number of Traders in Each Category Total Traders: 119 23 29 42 4 . . 31 20 45 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,815,517 Positions 1,749,094 3,164,767 2,907,479 1,040,623 280,053 742,944 1,199,135 344,626 4,603,993 173,654 320,778 356,464 1,042,130 1,094,414 Changes from: July 27, 2010 Total Change is: 759,807 56,611 25,273 89,214 -36,700 -10,254 150,682 -264 12,323 412,706 -9,695 -4,981 17,961 79,291 66,882 Percent of Open Interest Represented by Each Category of Trader 12.7 22.9 21.0 7.5 2.0 5.4 8.7 2.5 33.3 1.3 2.3 2.6 7.5 7.9 Number of Traders in Each Category Total Traders: 296 32 67 96 11 15 22 63 74 113 8 20 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 13,831 Positions 6,128 8,046 570 1,043 1,762 401 1,589 2,207 156 3,800 666 0 144 23 Changes from: July 27, 2010 Total Change is: 1,211 509 903 432 -53 27 -13 434 0 0 0 5 0 -98 -143 Percent of Open Interest Represented by Each Category of Trader 44.3 58.2 4.1 7.5 12.7 2.9 11.5 16.0 1.1 27.5 4.8 0.0 1.0 0.2 Number of Traders in Each Category Total Traders: 35 4 4 . . 6 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 38,591 Positions 35,034 23,023 0 1,249 945 77 1,958 7,771 20 0 6,694 0 253 61 Changes from: July 27, 2010 Total Change is: 3,609 5,341 4,471 0 -51 -146 0 -1,651 -807 0 0 112 0 -30 -21 Percent of Open Interest Represented by Each Category of Trader 90.8 59.7 0.0 3.2 2.4 0.2 5.1 20.1 0.1 0.0 17.3 0.0 0.7 0.2 Number of Traders in Each Category Total Traders: 30 . 5 0 . 4 . 7 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 23,230 Positions 9,760 15,185 42 84 135 839 6,582 2,736 899 914 919 4 4,106 2,472 Changes from: July 27, 2010 Total Change is: 312 -386 -117 -72 -6 85 11 187 -299 216 414 196 0 -53 291 Percent of Open Interest Represented by Each Category of Trader 42.0 65.4 0.2 0.4 0.6 3.6 28.3 11.8 3.9 3.9 4.0 0.0 17.7 10.6 Number of Traders in Each Category Total Traders: 63 7 . . . . . 22 16 9 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 93,493 Positions 63,018 31,238 12,368 916 0 0 0 31,085 3,580 596 1,184 0 13,015 14,038 Changes from: July 27, 2010 Total Change is: 8,667 6,125 2,901 809 716 0 0 -1,185 1,997 883 101 250 0 1,218 1,827 Percent of Open Interest Represented by Each Category of Trader 67.4 33.4 13.2 1.0 0.0 0.0 0.0 33.2 3.8 0.6 1.3 0.0 13.9 15.0 Number of Traders in Each Category Total Traders: 42 . 12 9 . 0 0 0 22 14 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 3, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,996 Positions 801 13,808 0 11,252 0 21 2,709 1,218 3 0 0 0 1,210 946 Changes from: July 27, 2010 Total Change is: -5 -170 322 -1 -40 -279 21 72 -111 3 0 0 0 110 40 Percent of Open Interest Represented by Each Category of Trader 5.0 86.3 0.0 70.3 0.0 0.1 16.9 7.6 0.0 0.0 0.0 0.0 7.6 5.9 Number of Traders in Each Category Total Traders: 24 . . 0 9 0 . 7 4 . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 6, 2010