Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 117,408
Positions
2,571 70,664 4,130 9,643 8,687 360 44,149 8,718 4,938 5,258 2,206 826 45,532 16,878
Changes from: August 3, 2010 Total Change is: 2,152
-453 11,807 -3,278 1,351 933 0 4,832 -4,244 -2,448 54 1,293 -243 2,335 -1,668
Percent of Open Interest Represented by Each Category of Trader
2.2 60.2 3.5 8.2 7.4 0.3 37.6 7.4 4.2 4.5 1.9 0.7 38.8 14.4
Number of Traders in Each Category Total Traders: 71
. 13 7 . . . 32 9 14 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 56,228
Positions
14,702 32,436 2,448 2,062 427 501 20,429 6,477 1,617 0 935 0 14,469 11,388
Changes from: August 3, 2010 Total Change is: -5,925
1,209 -11,439 -445 -33 -7 13 -4,739 3,499 -109 0 500 0 -1,820 2,063
Percent of Open Interest Represented by Each Category of Trader
26.1 57.7 4.4 3.7 0.8 0.9 36.3 11.5 2.9 0.0 1.7 0.0 25.7 20.3
Number of Traders in Each Category Total Traders: 42
4 9 4 . . . 17 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 164,207
Positions
68,483 68,890 8,556 17,724 12,989 899 30,283 16,919 11,888 865 17,054 271 25,239 26,741
Changes from: August 3, 2010 Total Change is: -2,907
-6,358 7,199 -299 -491 -669 13 10,353 1,860 -9,397 60 758 269 2,943 -2,640
Percent of Open Interest Represented by Each Category of Trader
41.7 42.0 5.2 10.8 7.9 0.5 18.4 10.3 7.2 0.5 10.4 0.2 15.4 16.3
Number of Traders in Each Category Total Traders: 89
10 12 10 7 12 . 25 16 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 151,231
Positions
9,409 85,050 6,247 34,401 9,015 1,470 60,855 7,833 6,629 1,559 2,546 3 30,658 32,438
Changes from: August 3, 2010 Total Change is: -1,276
1,030 3,153 -2,085 70 -213 -51 4,718 1,049 -4,170 60 609 3 -853 428
Percent of Open Interest Represented by Each Category of Trader
6.2 56.2 4.1 22.7 6.0 1.0 40.2 5.2 4.4 1.0 1.7 0.0 20.3 21.4
Number of Traders in Each Category Total Traders: 111
8 16 8 12 10 5 37 21 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 290,287
Positions
114,323 90,479 22,354 22,769 22,445 3,136 25,305 47,179 34,810 16,701 15,561 940 49,951 53,384
Changes from: August 3, 2010 Total Change is: -28,265
-7,970 17,009 -8,597 2,489 -1,507 -268 5,899 -10,003 -15,422 830 1,805 -1,507 -3,719 -9,775
Percent of Open Interest Represented by Each Category of Trader
39.4 31.2 7.7 7.8 7.7 1.1 8.7 16.3 12.0 5.8 5.4 0.3 17.2 18.4
Number of Traders in Each Category Total Traders: 174
25 13 17 15 18 8 36 43 44 8 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 121,946
Positions
10,537 79,531 4,857 10,672 4,737 411 61,778 6,822 2,202 2,607 5,041 419 28,463 17,926
Changes from: August 3, 2010 Total Change is: 13,362
-373 12,292 -812 3,950 -375 0 9,211 74 -1,382 490 1,884 -86 2,364 1,767
Percent of Open Interest Represented by Each Category of Trader
8.6 65.2 4.0 8.8 3.9 0.3 50.7 5.6 1.8 2.1 4.1 0.3 23.3 14.7
Number of Traders in Each Category Total Traders: 74
6 13 8 5 5 . 26 10 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 34,319
Positions
3,706 22,444 7,396 0 0 0 8,671 420 3,320 5,368 20 602 5,256 117
Changes from: August 3, 2010 Total Change is: 1,053
244 916 -244 0 0 0 104 95 257 739 0 0 -47 29
Percent of Open Interest Represented by Each Category of Trader
10.8 65.4 21.6 0.0 0.0 0.0 25.3 1.2 9.7 15.6 0.1 1.8 15.3 0.3
Number of Traders in Each Category Total Traders: 21
6 7 5 0 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 110,281
Positions
8,453 92,770 275 17,862 245 517 75,595 10,872 263 1,591 4,284 0 5,725 1,055
Changes from: August 3, 2010 Total Change is: 18,032
19 15,496 0 194 0 0 17,310 2,802 110 439 -327 0 -40 -49
Percent of Open Interest Represented by Each Category of Trader
7.7 84.1 0.2 16.2 0.2 0.5 68.5 9.9 0.2 1.4 3.9 0.0 5.2 1.0
Number of Traders in Each Category Total Traders: 94
7 16 . 8 . . 37 13 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 25,036
Positions
2,970 16,336 124 618 241 25 16,863 5,198 744 281 1,280 0 3,411 1,088
Changes from: August 3, 2010 Total Change is: 637
748 -410 49 360 -175 18 -1,340 -103 744 -123 789 0 181 -275
Percent of Open Interest Represented by Each Category of Trader
11.9 65.3 0.5 2.5 1.0 0.1 67.4 20.8 3.0 1.1 5.1 0.0 13.6 4.3
Number of Traders in Each Category Total Traders: 45
. 13 . . . . 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 47,140
Positions
23,894 20,407 196 2,709 5,794 757 10,727 10,410 1,569 0 1,223 136 7,153 6,649
Changes from: August 3, 2010 Total Change is: 1,571
1,006 729 -54 8 36 -57 -704 -292 255 0 -164 32 1,087 1,086
Percent of Open Interest Represented by Each Category of Trader
50.7 43.3 0.4 5.7 12.3 1.6 22.8 22.1 3.3 0.0 2.6 0.3 15.2 14.1
Number of Traders in Each Category Total Traders: 85
16 17 5 4 5 . 29 11 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 94,279
Positions
47,789 40,814 393 5,417 11,587 1,513 21,453 20,820 3,138 0 2,446 271 14,305 13,298
Changes from: August 3, 2010 Total Change is: 3,142
2,011 1,459 -109 15 72 -114 -1,409 -585 509 0 -327 64 2,174 2,172
Percent of Open Interest Represented by Each Category of Trader
50.7 43.3 0.4 5.7 12.3 1.6 22.8 22.1 3.3 0.0 2.6 0.3 15.2 14.1
Number of Traders in Each Category Total Traders: 85
16 17 5 4 5 . 29 11 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 990,404
Positions
65,570 236,073 69,406 432,406 155,984 57,737 72,089 187,918 118,511 14,514 28,651 12,958 147,213 123,166
Changes from: August 3, 2010 Total Change is: 10,042
1,811 7,462 6,741 7,005 1,279 -2,534 1,335 -376 1,338 -1,469 1,548 3,528 -7,714 -8,945
Percent of Open Interest Represented by Each Category of Trader
6.6 23.8 7.0 43.7 15.7 5.8 7.3 19.0 12.0 1.5 2.9 1.3 14.9 12.4
Number of Traders in Each Category Total Traders: 553
32 51 29 108 65 61 83 161 110 20 33 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 399,893
Positions
35,584 128,840 17,537 156,092 41,155 10,207 24,592 46,108 59,373 7,285 17,161 6,178 83,043 73,334
Changes from: August 3, 2010 Total Change is: 5,829
3,314 3,008 2,911 -1,873 -248 -581 -1,333 -230 2,463 -94 4,506 103 920 -6,102
Percent of Open Interest Represented by Each Category of Trader
8.9 32.2 4.4 39.0 10.3 2.6 6.1 11.5 14.8 1.8 4.3 1.5 20.8 18.3
Number of Traders in Each Category Total Traders: 151
10 21 12 35 14 17 20 35 47 5 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 2,952,553
Positions
235,245 621,482 174,025 1,385,944 578,522 233,272 334,488 806,053 198,681 53,210 74,522 16,835 320,852 249,160
Changes from: August 3, 2010 Total Change is: 21,068
6,172 35,955 5,468 31,936 -4,816 2,688 -7,096 -21,164 14,816 10,195 2,277 59 -43,170 -14,214
Percent of Open Interest Represented by Each Category of Trader
8.0 21.0 5.9 46.9 19.6 7.9 11.3 27.3 6.7 1.8 2.5 0.6 10.9 8.4
Number of Traders in Each Category Total Traders: 493
31 49 24 88 58 51 84 142 93 16 25 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 89,152
Positions
4,427 17,563 4,143 52,075 44,460 3,686 13,646 14,730 0 0 0 0 11,175 4,570
Changes from: August 3, 2010 Total Change is: 1,918
-126 490 195 -122 85 -73 1,281 1,206 0 0 0 0 763 14
Percent of Open Interest Represented by Each Category of Trader
5.0 19.7 4.6 58.4 49.9 4.1 15.3 16.5 0.0 0.0 0.0 0.0 12.5 5.1
Number of Traders in Each Category Total Traders: 83
4 9 . 35 12 10 15 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 88,095
Positions
23,217 23,461 6,957 16,718 21,667 3,335 22,278 16,083 4,050 1,184 6,451 174 10,183 5,918
Changes from: August 3, 2010 Total Change is: 3,434
1,370 2,058 -923 489 -443 -63 1,918 1,590 1,018 14 -133 -0 -387 331
Percent of Open Interest Represented by Each Category of Trader
26.4 26.6 7.9 19.0 24.6 3.8 25.3 18.3 4.6 1.3 7.3 0.2 11.6 6.7
Number of Traders in Each Category Total Traders: 226
23 23 11 33 21 10 54 48 22 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 14,412
Positions
4,670 8,399 492 1,305 485 0 2,338 1,373 0 0 2,497 0 5,607 1,166
Changes from: August 3, 2010 Total Change is: 449
0 0 0 21 0 0 492 492 0 0 0 0 -64 -43
Percent of Open Interest Represented by Each Category of Trader
32.4 58.3 3.4 9.1 3.4 0.0 16.2 9.5 0.0 0.0 17.3 0.0 38.9 8.1
Number of Traders in Each Category Total Traders: 23
6 7 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 368,417
Positions
121,824 104,403 3,235 77,064 105,909 16,675 114,097 87,945 5,852 5,919 19,769 868 22,882 23,762
Changes from: August 3, 2010 Total Change is: 14,926
2,412 5,856 -180 2,338 -2,213 -315 11,569 9,929 650 68 -667 -2 -1,615 1,868
Percent of Open Interest Represented by Each Category of Trader
33.1 28.3 0.9 20.9 28.7 4.5 31.0 23.9 1.6 1.6 5.4 0.2 6.2 6.4
Number of Traders in Each Category Total Traders: 222
23 22 6 31 20 10 54 48 19 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 423,268
Positions
182,174 58,686 9,410 136,318 144,223 23,172 43,669 150,611 8,651 1,844 9,752 221 17,808 18,542
Changes from: August 3, 2010 Total Change is: 2,447
-3,814 -2,675 1,982 -8,568 -5,203 2,574 6,914 2,577 1,633 262 942 -1 1,464 617
Percent of Open Interest Represented by Each Category of Trader
43.0 13.9 2.2 32.2 34.1 5.5 10.3 35.6 2.0 0.4 2.3 0.1 4.2 4.4
Number of Traders in Each Category Total Traders: 251
17 21 8 54 42 23 34 71 26 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 30,328
Positions
8,884 9,145 158 8,666 1,040 131 2,746 3,511 0 610 975 0 9,133 15,368
Changes from: August 3, 2010 Total Change is: -1,623
-36 448 4 -707 93 -24 -297 -823 0 210 -422 0 -773 -899
Percent of Open Interest Represented by Each Category of Trader
29.3 30.2 0.5 28.6 3.4 0.4 9.1 11.6 0.0 2.0 3.2 0.0 30.1 50.7
Number of Traders in Each Category Total Traders: 51
13 9 . 8 . . 7 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 52,273
Positions
31,745 13,872 2,285 6,661 2,732 398 2,624 6,996 641 0 574 0 7,919 24,775
Changes from: August 3, 2010 Total Change is: 2,225
1,813 -680 600 12 83 21 -695 -1,627 84 0 350 0 390 3,394
Percent of Open Interest Represented by Each Category of Trader
60.7 26.5 4.4 12.7 5.2 0.8 5.0 13.4 1.2 0.0 1.1 0.0 15.1 47.4
Number of Traders in Each Category Total Traders: 59
15 10 4 7 . . 6 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 30,509
Positions
253 361 0 21,967 23,191 2,753 2,174 2,070 0 0 0 0 3,362 2,134
Changes from: August 3, 2010 Total Change is: -806
253 0 0 307 -152 -498 -665 -11 0 0 0 0 -203 -145
Percent of Open Interest Represented by Each Category of Trader
0.8 1.2 0.0 72.0 76.0 9.0 7.1 6.8 0.0 0.0 0.0 0.0 11.0 7.0
Number of Traders in Each Category Total Traders: 38
. . 0 16 13 7 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 27,515
Positions
1,444 9,260 0 14,254 2,256 638 3,371 12,542 0 2,001 204 0 5,807 2,615
Changes from: August 3, 2010 Total Change is: 411
-31 -25 0 847 -279 -283 -170 134 0 0 0 0 48 864
Percent of Open Interest Represented by Each Category of Trader
5.2 33.7 0.0 51.8 8.2 2.3 12.3 45.6 0.0 7.3 0.7 0.0 21.1 9.5
Number of Traders in Each Category Total Traders: 40
. 6 0 14 . 5 6 . 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 819,303
Positions
16,443 152,858 26,743 383,814 153,776 63,273 52,762 171,332 50,100 29,650 41,386 10,112 186,406 149,722
Changes from: August 3, 2010 Total Change is: 51,955
-1,462 -5,189 4,567 20,382 11,159 -2,978 -7,800 3,741 4,430 663 3,492 1,652 32,500 31,081
Percent of Open Interest Represented by Each Category of Trader
2.0 18.7 3.3 46.8 18.8 7.7 6.4 20.9 6.1 3.6 5.1 1.2 22.8 18.3
Number of Traders in Each Category Total Traders: 161
6 22 17 44 27 35 26 21 33 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 172,266
Positions
2,036 76,132 5,305 103,636 0 8,542 5,751 58,944 466 0 0 0 46,530 22,878
Changes from: August 3, 2010 Total Change is: 6,011
0 -6,013 3,610 798 -1,469 716 -2,729 4,017 -101 0 0 0 3,717 5,251
Percent of Open Interest Represented by Each Category of Trader
1.2 44.2 3.1 60.2 0.0 5.0 3.3 34.2 0.3 0.0 0.0 0.0 27.0 13.3
Number of Traders in Each Category Total Traders: 35
. 6 . 16 0 7 . 10 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 891,324
Positions
29,854 86,035 29,172 261,369 205,265 98,080 203,657 114,785 81,298 54,372 140,666 15,387 118,135 120,636
Changes from: August 3, 2010 Total Change is: 31,265
734 -1,113 1,921 -49,221 -3,042 5,804 2,085 -16,895 10,381 28,180 90 170 31,212 33,951
Percent of Open Interest Represented by Each Category of Trader
3.3 9.7 3.3 29.3 23.0 11.0 22.8 12.9 9.1 6.1 15.8 1.7 13.3 13.5
Number of Traders in Each Category Total Traders: 226
14 28 15 33 47 37 32 35 28 8 28 10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,652,965
Positions
66,917 316,621 242,821 951,493 468,959 296,327 219,901 487,164 378,785 70,987 31,130 96,865 328,870 334,292
Changes from: August 3, 2010 Total Change is: 360,394
12,461 10,347 35,761 -35,919 29,018 43,755 41,630 31,023 119,643 17,709 -18,600 38,807 86,547 70,639
Percent of Open Interest Represented by Each Category of Trader
2.5 11.9 9.2 35.9 17.7 11.2 8.3 18.4 14.3 2.7 1.2 3.7 12.4 12.6
Number of Traders in Each Category Total Traders: 271
25 39 54 38 51 52 41 56 68 15 6 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,195,776
Positions
40,311 166,210 73,823 316,202 338,684 148,382 258,890 59,180 72,817 41,904 47,517 22,632 220,816 266,531
Changes from: August 3, 2010 Total Change is: 82,258
18,364 -29,276 17,897 -14,071 34,409 12,251 -9,455 -63 10,265 4,207 -5,131 13,581 29,219 28,325
Percent of Open Interest Represented by Each Category of Trader
3.4 13.9 6.2 26.4 28.3 12.4 21.7 4.9 6.1 3.5 4.0 1.9 18.5 22.3
Number of Traders in Each Category Total Traders: 169
10 23 17 23 37 40 30 25 31 11 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,268,997
Positions
134,986 250,504 276,939 47,421 272 191,589 101,982 18,547 460,012 4,912 5,033 2,784 48,371 63,316
Changes from: August 3, 2010 Total Change is: 32,588
7,485 -12,263 20,330 -6,023 -2,703 8,144 -15,325 453 20,178 -3,216 -490 -761 1,776 -299
Percent of Open Interest Represented by Each Category of Trader
10.6 19.7 21.8 3.7 0.0 15.1 8.0 1.5 36.3 0.4 0.4 0.2 3.8 5.0
Number of Traders in Each Category Total Traders: 114
22 30 43 . . . 31 18 42 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,914,205
Positions
1,684,015 3,247,210 2,914,158 1,035,599 297,495 761,677 1,294,370 341,166 4,680,826 172,363 307,223 352,422 1,018,776 1,012,027
Changes from: August 3, 2010 Total Change is: 98,688
-65,080 82,443 6,679 -5,024 17,443 18,733 95,235 -3,459 76,833 -1,292 -13,555 -4,042 -23,354 -82,387
Percent of Open Interest Represented by Each Category of Trader
12.1 23.3 20.9 7.4 2.1 5.5 9.3 2.5 33.6 1.2 2.2 2.5 7.3 7.3
Number of Traders in Each Category Total Traders: 293
26 71 94 12 15 22 63 73 114 8 19 21
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Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,773
Positions
6,522 8,858 717 1,043 1,654 401 1,865 2,191 156 3,800 661 0 269 135
Changes from: August 3, 2010 Total Change is: 942
394 812 147 0 -108 0 276 -16 0 0 -5 0 125 112
Percent of Open Interest Represented by Each Category of Trader
44.1 60.0 4.9 7.1 11.2 2.7 12.6 14.8 1.1 25.7 4.5 0.0 1.8 0.9
Number of Traders in Each Category Total Traders: 38
4 5 . . 6 . 8 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 41,353
Positions
37,479 24,160 48 1,249 1,110 77 2,121 9,129 20 0 6,694 0 359 115
Changes from: August 3, 2010 Total Change is: 2,762
2,445 1,137 48 0 165 0 163 1,358 0 0 0 0 106 54
Percent of Open Interest Represented by Each Category of Trader
90.6 58.4 0.1 3.0 2.7 0.2 5.1 22.1 0.0 0.0 16.2 0.0 0.9 0.3
Number of Traders in Each Category Total Traders: 32
. 6 . . 4 . 8 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 29,090
Positions
10,417 16,057 118 148 145 792 11,517 7,099 766 818 1,096 4 4,509 3,012
Changes from: August 3, 2010 Total Change is: 5,859
657 872 75 64 10 -47 4,935 4,363 -132 -96 177 0 403 540
Percent of Open Interest Represented by Each Category of Trader
35.8 55.2 0.4 0.5 0.5 2.7 39.6 24.4 2.6 2.8 3.8 0.0 15.5 10.4
Number of Traders in Each Category Total Traders: 61
6 4 . . . . 13 22 7 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 100,370
Positions
67,678 32,743 12,197 1,008 0 246 0 33,035 4,111 677 1,455 171 14,282 16,412
Changes from: August 3, 2010 Total Change is: 6,877
4,660 1,505 -171 92 0 246 0 1,950 531 81 271 171 1,267 2,374
Percent of Open Interest Represented by Each Category of Trader
67.4 32.6 12.2 1.0 0.0 0.2 0.0 32.9 4.1 0.7 1.4 0.2 14.2 16.4
Number of Traders in Each Category Total Traders: 47
. 12 8 4 0 . 0 25 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,151
Positions
762 3,305 0 2,464 0 0 1,128 1,764 0 720 45 0 77 37
Changes from: August 3, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
14.8 64.2 0.0 47.8 0.0 0.0 21.9 34.2 0.0 14.0 0.9 0.0 1.5 0.7
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 10, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,987
Positions
562 14,026 66 11,313 0 21 2,359 537 47 0 0 0 1,619 1,290
Changes from: August 3, 2010 Total Change is: -9
-239 218 66 61 0 0 -350 -681 44 0 0 0 409 344
Percent of Open Interest Represented by Each Category of Trader
3.5 87.7 0.4 70.8 0.0 0.1 14.8 3.4 0.3 0.0 0.0 0.0 10.1 8.1
Number of Traders in Each Category Total Traders: 25
. . . 9 0 . 7 4 . 0 0 0
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Updated August 13, 2010