Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 107,213 Positions 4,800 61,151 4,657 10,225 9,292 334 34,842 4,618 5,519 5,804 2,218 763 40,270 18,663 Changes from: August 10, 2010 Total Change is: -10,195 2,229 -9,514 527 582 605 -26 -9,307 -4,100 580 546 12 -63 -5,262 1,785 Percent of Open Interest Represented by Each Category of Trader 4.5 57.0 4.3 9.5 8.7 0.3 32.5 4.3 5.1 5.4 2.1 0.7 37.6 17.4 Number of Traders in Each Category Total Traders: 67 . 11 8 . . . 30 8 14 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 58,743 Positions 13,489 33,743 2,667 2,254 393 472 21,472 7,337 2,051 0 1,189 0 16,337 10,890 Changes from: August 10, 2010 Total Change is: 2,515 -1,213 1,307 220 192 -34 -29 1,042 860 435 0 254 0 1,868 -498 Percent of Open Interest Represented by Each Category of Trader 23.0 57.4 4.5 3.8 0.7 0.8 36.6 12.5 3.5 0.0 2.0 0.0 27.8 18.5 Number of Traders in Each Category Total Traders: 41 4 9 4 . . . 14 9 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 159,157 Positions 66,960 70,343 8,030 18,278 13,375 805 26,096 14,647 9,654 1,293 16,531 541 27,501 25,230 Changes from: August 10, 2010 Total Change is: -5,050 -1,523 1,453 -526 554 386 -94 -4,187 -2,271 -2,234 428 -522 270 2,262 -1,511 Percent of Open Interest Represented by Each Category of Trader 42.1 44.2 5.0 11.5 8.4 0.5 16.4 9.2 6.1 0.8 10.4 0.3 17.3 15.9 Number of Traders in Each Category Total Traders: 89 11 12 10 7 12 4 21 19 20 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 152,254 Positions 9,707 84,916 6,640 36,585 8,616 1,535 58,159 6,060 6,940 1,739 3,062 114 30,836 34,373 Changes from: August 10, 2010 Total Change is: 1,023 298 -134 392 2,185 -399 65 -2,697 -1,773 311 180 515 111 178 1,934 Percent of Open Interest Represented by Each Category of Trader 6.4 55.8 4.4 24.0 5.7 1.0 38.2 4.0 4.6 1.1 2.0 0.1 20.3 22.6 Number of Traders in Each Category Total Traders: 108 8 16 8 12 11 4 33 19 19 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 306,755 Positions 113,738 88,319 25,818 22,798 25,032 2,961 32,170 62,062 31,371 18,496 12,375 2,041 57,361 56,775 Changes from: August 10, 2010 Total Change is: 16,467 -585 -2,160 3,464 29 2,587 -175 6,866 14,883 -3,439 1,795 -3,186 1,102 7,410 3,391 Percent of Open Interest Represented by Each Category of Trader 37.1 28.8 8.4 7.4 8.2 1.0 10.5 20.2 10.2 6.0 4.0 0.7 18.7 18.5 Number of Traders in Each Category Total Traders: 175 23 16 18 14 19 8 32 45 42 10 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 128,643 Positions 12,894 86,128 4,771 12,059 4,440 327 64,117 7,779 2,461 2,225 4,379 453 29,336 17,905 Changes from: August 10, 2010 Total Change is: 6,697 2,357 6,597 -86 1,387 -297 -84 2,339 957 259 -382 -662 34 872 -22 Percent of Open Interest Represented by Each Category of Trader 10.0 67.0 3.7 9.4 3.5 0.3 49.8 6.0 1.9 1.7 3.4 0.4 22.8 13.9 Number of Traders in Each Category Total Traders: 77 6 14 8 5 4 . 30 11 11 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 34,736 Positions 4,350 21,905 7,547 0 0 0 7,532 1,206 3,320 5,368 20 602 6,017 136 Changes from: August 10, 2010 Total Change is: 417 644 -539 151 0 0 0 -1,139 786 0 0 0 0 761 19 Percent of Open Interest Represented by Each Category of Trader 12.5 63.1 21.7 0.0 0.0 0.0 21.7 3.5 9.6 15.5 0.1 1.7 17.3 0.4 Number of Traders in Each Category Total Traders: 20 6 6 5 0 0 0 4 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 111,732 Positions 8,486 93,220 278 18,608 245 371 76,134 11,582 131 1,530 4,259 0 6,194 1,646 Changes from: August 10, 2010 Total Change is: 1,451 33 450 3 746 0 -146 539 710 -132 -61 -25 0 469 591 Percent of Open Interest Represented by Each Category of Trader 7.6 83.4 0.2 16.7 0.2 0.3 68.1 10.4 0.1 1.4 3.8 0.0 5.5 1.5 Number of Traders in Each Category Total Traders: 91 8 13 . 7 . . 37 13 . 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 23,627 Positions 3,400 14,727 124 1,461 120 0 14,480 6,342 0 1,359 549 0 2,803 1,765 Changes from: August 10, 2010 Total Change is: -1,409 430 -1,609 0 843 -121 -25 -2,383 1,144 -744 1,078 -731 0 -608 677 Percent of Open Interest Represented by Each Category of Trader 14.4 62.3 0.5 6.2 0.5 0.0 61.3 26.8 0.0 5.8 2.3 0.0 11.9 7.5 Number of Traders in Each Category Total Traders: 42 4 11 . . . 0 9 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 49,239 Positions 22,208 22,354 270 2,944 6,493 718 14,274 11,463 1,084 0 1,231 145 7,596 5,481 Changes from: August 10, 2010 Total Change is: 2,099 -1,686 1,947 74 235 699 -39 3,548 1,053 -485 0 8 10 443 -1,168 Percent of Open Interest Represented by Each Category of Trader 45.1 45.4 0.5 6.0 13.2 1.5 29.0 23.3 2.2 0.0 2.5 0.3 15.4 11.1 Number of Traders in Each Category Total Traders: 99 15 19 6 5 7 . 38 11 13 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 98,478 Positions 44,416 44,707 541 5,887 12,985 1,435 28,549 22,926 2,169 0 2,463 291 15,191 10,962 Changes from: August 10, 2010 Total Change is: 4,199 -3,373 3,893 148 470 1,398 -78 7,096 2,107 -969 0 17 20 886 -2,336 Percent of Open Interest Represented by Each Category of Trader 45.1 45.4 0.5 6.0 13.2 1.5 29.0 23.3 2.2 0.0 2.5 0.3 15.4 11.1 Number of Traders in Each Category Total Traders: 99 15 19 6 5 7 . 38 11 13 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,007,404 Positions 69,916 214,708 70,147 425,451 169,513 58,825 78,082 190,744 134,572 15,873 29,899 13,717 140,821 125,279 Changes from: August 10, 2010 Total Change is: 17,001 4,346 -21,365 742 -6,955 13,529 1,088 5,994 2,826 16,061 1,359 1,248 759 -6,392 2,114 Percent of Open Interest Represented by Each Category of Trader 6.9 21.3 7.0 42.2 16.8 5.8 7.8 18.9 13.4 1.6 3.0 1.4 14.0 12.4 Number of Traders in Each Category Total Traders: 570 32 51 31 110 65 64 95 155 112 25 37 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 402,529 Positions 35,745 115,460 18,463 156,863 42,756 9,551 26,862 59,647 60,818 7,595 14,846 6,848 79,784 74,140 Changes from: August 10, 2010 Total Change is: 2,636 161 -13,380 926 771 1,601 -656 2,270 13,538 1,445 310 -2,314 670 -3,259 807 Percent of Open Interest Represented by Each Category of Trader 8.9 28.7 4.6 39.0 10.6 2.4 6.7 14.8 15.1 1.9 3.7 1.7 19.8 18.4 Number of Traders in Each Category Total Traders: 156 12 21 13 35 14 17 24 35 49 4 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,024,375 Positions 255,556 580,944 173,718 1,359,959 650,804 229,348 422,512 821,896 202,361 56,386 90,263 19,346 305,188 255,695 Changes from: August 10, 2010 Total Change is: 71,822 20,311 -40,538 -308 -25,984 72,283 -3,925 88,023 15,843 3,680 3,177 15,741 2,511 -15,664 6,535 Percent of Open Interest Represented by Each Category of Trader 8.4 19.2 5.7 45.0 21.5 7.6 14.0 27.2 6.7 1.9 3.0 0.6 10.1 8.5 Number of Traders in Each Category Total Traders: 510 32 48 24 88 59 54 93 140 95 21 29 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 87,943 Positions 3,989 11,785 4,309 52,692 48,806 3,971 11,951 14,409 31 0 0 0 11,000 4,632 Changes from: August 10, 2010 Total Change is: -1,209 -438 -5,778 166 617 4,346 285 -1,695 -321 31 0 0 0 -175 62 Percent of Open Interest Represented by Each Category of Trader 4.5 13.4 4.9 59.9 55.5 4.5 13.6 16.4 0.0 0.0 0.0 0.0 12.5 5.3 Number of Traders in Each Category Total Traders: 81 . 10 . 34 12 10 14 8 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 87,965 Positions 25,387 18,723 7,929 13,123 22,623 3,343 20,813 15,292 5,755 1,593 7,012 160 9,862 7,128 Changes from: August 10, 2010 Total Change is: -130 2,170 -4,739 972 -3,594 956 8 -1,466 -790 1,706 409 561 -14 -321 1,210 Percent of Open Interest Represented by Each Category of Trader 28.9 21.3 9.0 14.9 25.7 3.8 23.7 17.4 6.5 1.8 8.0 0.2 11.2 8.1 Number of Traders in Each Category Total Traders: 230 23 25 10 28 24 11 59 47 29 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 17,361 Positions 5,899 10,857 492 1,243 485 0 3,812 1,619 0 0 2,497 0 5,915 1,411 Changes from: August 10, 2010 Total Change is: 2,950 1,229 2,458 0 -62 0 0 1,474 246 0 0 0 0 309 246 Percent of Open Interest Represented by Each Category of Trader 34.0 62.5 2.8 7.2 2.8 0.0 22.0 9.3 0.0 0.0 14.4 0.0 34.1 8.1 Number of Traders in Each Category Total Traders: 23 6 8 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 353,016 Positions 131,536 73,428 3,085 59,402 110,689 16,713 107,324 90,688 6,456 7,966 22,575 800 19,735 28,582 Changes from: August 10, 2010 Total Change is: -15,401 9,712 -30,974 -151 -17,662 4,780 38 -6,774 2,743 605 2,046 2,806 -68 -3,147 4,821 Percent of Open Interest Represented by Each Category of Trader 37.3 20.8 0.9 16.8 31.4 4.7 30.4 25.7 1.8 2.3 6.4 0.2 5.6 8.1 Number of Traders in Each Category Total Traders: 226 23 24 6 26 23 11 59 47 26 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 432,842 Positions 200,077 46,166 12,414 134,393 156,823 20,036 37,762 152,416 10,211 1,839 15,963 196 15,914 18,617 Changes from: August 10, 2010 Total Change is: 9,574 17,903 -12,520 3,004 -1,925 12,600 -3,136 -5,907 1,805 1,560 -5 6,211 -25 -1,894 74 Percent of Open Interest Represented by Each Category of Trader 46.2 10.7 2.9 31.0 36.2 4.6 8.7 35.2 2.4 0.4 3.7 0.0 3.7 4.3 Number of Traders in Each Category Total Traders: 259 16 20 7 52 45 23 38 71 28 5 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 29,751 Positions 7,746 8,611 602 8,712 1,488 253 3,385 3,121 0 400 975 0 8,653 14,701 Changes from: August 10, 2010 Total Change is: -577 -1,138 -534 444 46 448 122 639 -390 0 -210 0 0 -480 -667 Percent of Open Interest Represented by Each Category of Trader 26.0 28.9 2.0 29.3 5.0 0.9 11.4 10.5 0.0 1.3 3.3 0.0 29.1 49.4 Number of Traders in Each Category Total Traders: 54 14 9 . 9 . . 8 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 52,569 Positions 30,129 17,483 2,229 7,105 3,355 410 2,809 8,804 736 0 304 0 9,151 19,248 Changes from: August 10, 2010 Total Change is: 296 -1,616 3,611 -56 444 623 12 185 1,808 95 0 -270 0 1,232 -5,527 Percent of Open Interest Represented by Each Category of Trader 57.3 33.3 4.2 13.5 6.4 0.8 5.3 16.7 1.4 0.0 0.6 0.0 17.4 36.6 Number of Traders in Each Category Total Traders: 59 13 10 . 8 . . 8 16 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 34,762 Positions 1,816 361 0 22,093 28,212 2,773 4,890 1,653 0 0 0 0 3,190 1,763 Changes from: August 10, 2010 Total Change is: 4,253 1,563 0 0 126 5,021 20 2,716 -417 0 0 0 0 -172 -371 Percent of Open Interest Represented by Each Category of Trader 5.2 1.0 0.0 63.6 81.2 8.0 14.1 4.8 0.0 0.0 0.0 0.0 9.2 5.1 Number of Traders in Each Category Total Traders: 43 . . 0 17 13 7 9 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 27,095 Positions 957 9,248 0 13,740 2,497 694 3,446 12,159 0 2,001 204 0 6,257 2,293 Changes from: August 10, 2010 Total Change is: -420 -487 -12 0 -514 241 56 75 -383 0 0 0 0 450 -322 Percent of Open Interest Represented by Each Category of Trader 3.5 34.1 0.0 50.7 9.2 2.6 12.7 44.9 0.0 7.4 0.8 0.0 23.1 8.5 Number of Traders in Each Category Total Traders: 38 . 6 0 13 . 5 6 . 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 850,636 Positions 20,425 158,389 44,458 371,637 147,657 55,757 34,767 161,911 84,916 34,139 32,400 8,733 195,804 156,416 Changes from: August 10, 2010 Total Change is: 31,334 3,983 5,531 17,715 -12,177 -6,119 -7,516 -17,995 -9,421 34,816 4,489 -8,986 -1,379 9,398 6,694 Percent of Open Interest Represented by Each Category of Trader 2.4 18.6 5.2 43.7 17.4 6.6 4.1 19.0 10.0 4.0 3.8 1.0 23.0 18.4 Number of Traders in Each Category Total Traders: 170 10 23 23 44 26 36 21 31 37 8 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 197,737 Positions 2,036 86,310 1,478 130,853 0 8,009 5,727 65,048 523 0 2,250 0 49,111 34,119 Changes from: August 10, 2010 Total Change is: 25,471 0 10,178 -3,827 27,217 0 -533 -24 6,104 58 0 2,250 0 2,580 11,241 Percent of Open Interest Represented by Each Category of Trader 1.0 43.6 0.7 66.2 0.0 4.1 2.9 32.9 0.3 0.0 1.1 0.0 24.8 17.3 Number of Traders in Each Category Total Traders: 40 . 7 . 19 0 9 . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 885,472 Positions 45,022 81,241 28,350 237,029 204,375 92,721 210,114 96,550 88,963 53,699 162,731 15,350 114,224 115,191 Changes from: August 10, 2010 Total Change is: -5,852 15,168 -4,795 -822 -24,340 -891 -5,359 6,456 -18,235 7,666 -673 22,065 -37 -3,910 -5,444 Percent of Open Interest Represented by Each Category of Trader 5.1 9.2 3.2 26.8 23.1 10.5 23.7 10.9 10.0 6.1 18.4 1.7 12.9 13.0 Number of Traders in Each Category Total Traders: 233 19 27 16 34 45 38 38 33 30 8 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 2,718,710 Positions 63,350 290,456 278,336 951,878 466,979 304,888 220,811 486,621 406,561 71,717 57,987 97,093 324,076 329,789 Changes from: August 10, 2010 Total Change is: 65,745 -3,567 -26,165 35,516 385 -1,980 8,561 910 -544 27,776 730 26,857 227 -4,794 -4,503 Percent of Open Interest Represented by Each Category of Trader 2.3 10.7 10.2 35.0 17.2 11.2 8.1 17.9 15.0 2.6 2.1 3.6 11.9 12.1 Number of Traders in Each Category Total Traders: 271 29 32 53 41 51 52 38 59 68 13 8 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,211,603 Positions 34,541 152,430 88,053 299,061 375,337 128,533 287,583 58,413 90,699 49,324 46,903 12,504 221,304 258,730 Changes from: August 10, 2010 Total Change is: 15,827 -5,770 -13,779 14,230 -17,140 36,653 -19,849 28,693 -767 17,882 7,420 -614 -10,128 489 -7,802 Percent of Open Interest Represented by Each Category of Trader 2.9 12.6 7.3 24.7 31.0 10.6 23.7 4.8 7.5 4.1 3.9 1.0 18.3 21.4 Number of Traders in Each Category Total Traders: 164 10 21 19 22 40 38 25 27 34 9 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 1,273,804 Positions 132,360 249,528 282,908 43,811 321 193,464 101,489 19,908 458,135 9,365 4,867 3,386 48,885 61,287 Changes from: August 10, 2010 Total Change is: 4,808 -2,626 -976 5,969 -3,610 49 1,874 -493 1,360 -1,876 4,454 -166 602 513 -2,029 Percent of Open Interest Represented by Each Category of Trader 10.4 19.6 22.2 3.4 0.0 15.2 8.0 1.6 36.0 0.7 0.4 0.3 3.8 4.8 Number of Traders in Each Category Total Traders: 116 22 29 43 . . . 31 17 41 6 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 is13,713,592 Positions 1,734,785 3,257,359 2,839,614 1,034,068 292,748 737,308 1,259,900 317,864 4,643,377 177,004 316,141 357,632 929,905 951,550 Changes from: August 10, 2010 Total Change is: -200,614 50,770 10,149 -74,544 -1,531 -4,748 -24,369 -34,470 -23,303 -37,449 4,641 8,917 5,210 -88,871 -60,477 Percent of Open Interest Represented by Each Category of Trader 12.7 23.8 20.7 7.5 2.1 5.4 9.2 2.3 33.9 1.3 2.3 2.6 6.8 6.9 Number of Traders in Each Category Total Traders: 294 30 70 95 11 13 21 68 68 115 9 19 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 11,857 Positions 3,693 5,894 848 952 1,786 282 1,894 2,050 156 3,800 661 0 232 180 Changes from: August 10, 2010 Total Change is: -2,916 -2,829 -2,964 131 -91 132 -119 29 -141 0 0 0 0 -37 45 Percent of Open Interest Represented by Each Category of Trader 31.1 49.7 7.2 8.0 15.1 2.4 16.0 17.3 1.3 32.0 5.6 0.0 2.0 1.5 Number of Traders in Each Category Total Traders: 36 4 5 . . 7 . 6 6 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 40,560 Positions 36,440 22,892 533 1,249 1,317 77 1,766 8,965 250 0 6,444 0 245 82 Changes from: August 10, 2010 Total Change is: -793 -1,039 -1,268 485 0 207 0 -355 -164 230 0 -250 0 -114 -33 Percent of Open Interest Represented by Each Category of Trader 89.8 56.4 1.3 3.1 3.2 0.2 4.4 22.1 0.6 0.0 15.9 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 32 . 5 . . 5 . 8 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 32,292 Positions 11,163 16,879 160 313 0 797 14,090 10,780 798 640 652 4 4,327 2,224 Changes from: August 10, 2010 Total Change is: 3,202 746 822 42 165 -145 5 2,573 3,680 31 -178 -444 0 -182 -789 Percent of Open Interest Represented by Each Category of Trader 34.6 52.3 0.5 1.0 0.0 2.5 43.6 33.4 2.5 2.0 2.0 0.0 13.4 6.9 Number of Traders in Each Category Total Traders: 61 6 5 . . 0 . 16 17 8 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 105,469 Positions 70,238 30,672 13,905 1,008 0 246 15 34,754 5,088 774 2,371 33 14,162 18,400 Changes from: August 10, 2010 Total Change is: 5,099 2,560 -2,071 1,708 0 0 0 15 1,719 977 97 916 -138 -120 1,988 Percent of Open Interest Represented by Each Category of Trader 66.6 29.1 13.2 1.0 0.0 0.2 0.0 33.0 4.8 0.7 2.2 0.0 13.4 17.4 Number of Traders in Each Category Total Traders: 52 . 12 12 4 0 . . 28 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 17, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 5,155 Positions 762 3,723 0 2,437 0 0 1,148 1,350 0 720 45 0 88 37 Changes from: August 10, 2010 Total Change is: 4 0 418 0 -27 0 0 20 -414 0 0 0 0 11 0 Percent of Open Interest Represented by Each Category of Trader 14.8 72.2 0.0 47.3 0.0 0.0 22.3 26.2 0.0 14.0 0.9 0.0 1.7 0.7 Number of Traders in Each Category Total Traders: 20 . . 0 . 0 0 5 . 0 . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 20, 2010