Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 110,969 Positions 10,331 54,579 4,488 11,701 9,461 438 29,197 13,311 7,079 7,121 17 1,141 39,473 20,455 Changes from: August 17, 2010 Total Change is: 3,756 5,531 -6,572 -169 1,476 169 104 -5,645 8,693 1,560 1,316 -2,201 378 -797 1,793 Percent of Open Interest Represented by Each Category of Trader 9.3 49.2 4.0 10.5 8.5 0.4 26.3 12.0 6.4 6.4 0.0 1.0 35.6 18.4 Number of Traders in Each Category Total Traders: 68 6 9 7 . . . 24 12 14 10 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 62,080 Positions 12,653 37,478 3,062 2,256 387 478 24,328 7,018 2,302 0 750 0 17,002 10,606 Changes from: August 17, 2010 Total Change is: 3,337 -836 3,735 394 2 -6 6 2,856 -319 251 0 -439 0 664 -284 Percent of Open Interest Represented by Each Category of Trader 20.4 60.4 4.9 3.6 0.6 0.8 39.2 11.3 3.7 0.0 1.2 0.0 27.4 17.1 Number of Traders in Each Category Total Traders: 44 4 10 4 . . . 17 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 157,689 Positions 67,073 67,380 8,345 17,778 14,001 799 25,047 13,667 9,801 2,046 17,249 745 26,056 25,703 Changes from: August 17, 2010 Total Change is: -1,467 113 -2,964 315 -500 626 -6 -1,049 -981 147 753 718 204 -1,445 473 Percent of Open Interest Represented by Each Category of Trader 42.5 42.7 5.3 11.3 8.9 0.5 15.9 8.7 6.2 1.3 10.9 0.5 16.5 16.3 Number of Traders in Each Category Total Traders: 93 11 12 9 6 12 . 23 21 23 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 159,308 Positions 11,939 83,901 6,910 37,927 8,654 1,470 54,203 7,008 10,647 1,958 3,308 91 34,164 37,319 Changes from: August 17, 2010 Total Change is: 7,054 2,232 -1,014 270 1,341 39 -65 -3,955 948 3,707 219 246 -23 3,328 2,946 Percent of Open Interest Represented by Each Category of Trader 7.5 52.7 4.3 23.8 5.4 0.9 34.0 4.4 6.7 1.2 2.1 0.1 21.4 23.4 Number of Traders in Each Category Total Traders: 105 8 16 9 12 10 5 31 19 19 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 310,837 Positions 117,250 79,063 28,357 22,558 28,341 3,175 26,728 63,460 35,955 18,437 11,658 2,462 55,915 58,367 Changes from: August 17, 2010 Total Change is: 4,082 3,512 -9,256 2,539 -240 3,309 214 -5,442 1,398 4,584 -59 -718 420 -1,446 1,592 Percent of Open Interest Represented by Each Category of Trader 37.7 25.4 9.1 7.3 9.1 1.0 8.6 20.4 11.6 5.9 3.8 0.8 18.0 18.8 Number of Traders in Each Category Total Traders: 180 22 15 18 14 21 9 34 50 47 8 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 115,398 Positions 14,543 74,611 4,961 12,259 5,223 327 51,900 5,070 4,071 2,217 3,573 434 24,686 17,127 Changes from: August 17, 2010 Total Change is: -13,244 1,649 -11,517 190 200 783 0 -12,217 -2,709 1,610 -8 -806 -18 -4,649 -777 Percent of Open Interest Represented by Each Category of Trader 12.6 64.7 4.3 10.6 4.5 0.3 45.0 4.4 3.5 1.9 3.1 0.4 21.4 14.8 Number of Traders in Each Category Total Traders: 74 6 14 8 5 5 . 27 11 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 36,185 Positions 5,282 22,050 7,718 0 0 0 6,872 1,993 3,347 0 20 602 12,364 455 Changes from: August 17, 2010 Total Change is: 1,449 932 145 171 0 0 0 -660 787 27 -5,368 0 0 6,347 319 Percent of Open Interest Represented by Each Category of Trader 14.6 60.9 21.3 0.0 0.0 0.0 19.0 5.5 9.2 0.0 0.1 1.7 34.2 1.3 Number of Traders in Each Category Total Traders: 20 7 6 6 0 0 0 4 . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 101,768 Positions 11,265 85,997 621 20,827 245 371 61,844 7,185 862 1,189 4,374 0 4,789 2,113 Changes from: August 17, 2010 Total Change is: -9,964 2,779 -7,223 343 2,219 0 0 -14,290 -4,397 731 -341 115 0 -1,405 467 Percent of Open Interest Represented by Each Category of Trader 11.1 84.5 0.6 20.5 0.2 0.4 60.8 7.1 0.8 1.2 4.3 0.0 4.7 2.1 Number of Traders in Each Category Total Traders: 92 11 11 . 7 . . 34 17 . 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 20,271 Positions 2,797 13,489 124 564 254 57 11,989 3,842 0 1,397 280 0 3,343 2,225 Changes from: August 17, 2010 Total Change is: -3,356 -603 -1,238 0 -897 134 57 -2,491 -2,500 0 38 -269 0 540 460 Percent of Open Interest Represented by Each Category of Trader 13.8 66.5 0.6 2.8 1.3 0.3 59.1 19.0 0.0 6.9 1.4 0.0 16.5 11.0 Number of Traders in Each Category Total Traders: 35 . 11 . . . . 9 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 45,422 Positions 21,489 19,333 333 2,625 6,996 601 11,723 10,481 1,045 150 1,131 155 7,300 5,347 Changes from: August 17, 2010 Total Change is: -3,817 -719 -3,021 63 -319 503 -117 -2,551 -982 -39 150 -100 9 -296 -134 Percent of Open Interest Represented by Each Category of Trader 47.3 42.6 0.7 5.8 15.4 1.3 25.8 23.1 2.3 0.3 2.5 0.3 16.1 11.8 Number of Traders in Each Category Total Traders: 99 15 18 5 4 8 . 34 15 13 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 90,843 Positions 42,979 38,666 666 5,250 13,991 1,202 23,447 20,962 2,090 300 2,263 310 14,599 10,694 Changes from: August 17, 2010 Total Change is: -7,635 -1,437 -6,041 126 -637 1,006 -233 -5,102 -1,965 -78 300 -200 19 -592 -268 Percent of Open Interest Represented by Each Category of Trader 47.3 42.6 0.7 5.8 15.4 1.3 25.8 23.1 2.3 0.3 2.5 0.3 16.1 11.8 Number of Traders in Each Category Total Traders: 99 15 18 5 4 8 . 34 15 13 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,032,366 Positions 82,197 193,339 69,971 429,102 184,807 60,843 77,011 210,406 151,033 17,064 34,393 14,959 130,186 112,615 Changes from: August 17, 2010 Total Change is: 24,961 12,282 -21,369 -177 3,651 15,295 2,018 -1,071 19,662 16,461 1,191 4,494 1,242 -10,635 -12,664 Percent of Open Interest Represented by Each Category of Trader 8.0 18.7 6.8 41.6 17.9 5.9 7.5 20.4 14.6 1.7 3.3 1.4 12.6 10.9 Number of Traders in Each Category Total Traders: 559 33 49 29 113 67 67 91 148 109 27 31 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 409,799 Positions 33,197 100,603 24,037 156,209 46,227 10,244 24,300 82,441 62,110 8,279 16,047 6,743 84,680 61,348 Changes from: August 17, 2010 Total Change is: 7,270 -2,548 -14,857 5,574 -654 3,471 693 -2,562 22,794 1,292 684 1,201 -105 4,896 -12,793 Percent of Open Interest Represented by Each Category of Trader 8.1 24.5 5.9 38.1 11.3 2.5 5.9 20.1 15.2 2.0 3.9 1.6 20.7 15.0 Number of Traders in Each Category Total Traders: 149 12 20 14 36 16 19 23 30 45 7 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 3,112,833 Positions 260,206 478,890 214,459 1,380,540 708,978 236,917 548,645 924,914 159,528 65,675 113,479 19,330 227,532 256,337 Changes from: August 17, 2010 Total Change is: 88,459 4,650 -102,053 40,742 20,580 58,173 7,569 126,133 103,019 -42,833 9,289 23,216 -16 -77,656 641 Percent of Open Interest Represented by Each Category of Trader 8.4 15.4 6.9 44.3 22.8 7.6 17.6 29.7 5.1 2.1 3.6 0.6 7.3 8.2 Number of Traders in Each Category Total Traders: 496 30 45 24 90 61 56 84 138 89 20 28 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 88,678 Positions 6,909 7,801 4,140 51,089 51,462 3,617 11,985 16,456 466 0 0 0 10,472 4,736 Changes from: August 17, 2010 Total Change is: 736 2,920 -3,984 -169 -1,603 2,656 -354 34 2,047 435 0 0 0 -527 105 Percent of Open Interest Represented by Each Category of Trader 7.8 8.8 4.7 57.6 58.0 4.1 13.5 18.6 0.5 0.0 0.0 0.0 11.8 5.3 Number of Traders in Each Category Total Traders: 85 5 8 . 35 12 9 16 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 94,358 Positions 29,087 14,048 14,005 13,149 24,043 3,152 16,429 17,503 7,657 1,456 6,715 151 9,270 7,084 Changes from: August 17, 2010 Total Change is: 6,393 3,701 -4,675 6,077 26 1,420 -191 -4,383 2,210 1,902 -137 -297 -9 -592 -44 Percent of Open Interest Represented by Each Category of Trader 30.8 14.9 14.8 13.9 25.5 3.3 17.4 18.5 8.1 1.5 7.1 0.2 9.8 7.5 Number of Traders in Each Category Total Traders: 224 23 25 12 27 27 11 49 49 24 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 22,864 Positions 10,776 15,790 789 1,143 485 0 4,658 2,706 0 0 2,251 0 5,498 843 Changes from: August 17, 2010 Total Change is: 5,502 4,877 4,933 297 -100 0 0 846 1,087 0 0 -246 0 -418 -569 Percent of Open Interest Represented by Each Category of Trader 47.1 69.1 3.5 5.0 2.1 0.0 20.4 11.8 0.0 0.0 9.8 0.0 24.0 3.7 Number of Traders in Each Category Total Traders: 24 6 9 . . . 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 357,470 Positions 154,499 54,232 3,139 60,031 117,789 15,759 89,966 105,094 7,175 7,282 22,321 756 18,863 31,205 Changes from: August 17, 2010 Total Change is: 4,454 22,962 -19,196 54 629 7,100 -954 -17,357 14,406 719 -684 -254 -43 -872 2,623 Percent of Open Interest Represented by Each Category of Trader 43.2 15.2 0.9 16.8 33.0 4.4 25.2 29.4 2.0 2.0 6.2 0.2 5.3 8.7 Number of Traders in Each Category Total Traders: 220 26 21 6 25 26 11 48 50 22 12 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 455,226 Positions 228,817 45,915 16,130 134,560 164,249 17,625 33,109 164,928 8,757 1,969 16,050 29 14,229 21,542 Changes from: August 17, 2010 Total Change is: 22,384 28,740 -251 3,716 167 7,426 -2,411 -4,653 12,512 -1,454 130 87 -167 -1,685 2,926 Percent of Open Interest Represented by Each Category of Trader 50.3 10.1 3.5 29.6 36.1 3.9 7.3 36.2 1.9 0.4 3.5 0.0 3.1 4.7 Number of Traders in Each Category Total Traders: 257 17 21 9 51 46 24 33 74 26 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 32,872 Positions 7,957 9,167 953 10,267 1,654 235 3,615 3,583 0 1,071 975 0 8,774 16,305 Changes from: August 17, 2010 Total Change is: 3,121 211 556 351 1,555 166 -18 230 462 0 671 0 0 121 1,604 Percent of Open Interest Represented by Each Category of Trader 24.2 27.9 2.9 31.2 5.0 0.7 11.0 10.9 0.0 3.3 3.0 0.0 26.7 49.6 Number of Traders in Each Category Total Traders: 59 16 10 . 9 4 . 8 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 54,948 Positions 30,532 18,330 2,382 6,726 3,672 410 2,282 9,752 1,372 0 324 0 11,244 18,706 Changes from: August 17, 2010 Total Change is: 2,379 403 847 153 -379 317 0 -527 948 636 0 20 0 2,093 -542 Percent of Open Interest Represented by Each Category of Trader 55.6 33.4 4.3 12.2 6.7 0.7 4.2 17.7 2.5 0.0 0.6 0.0 20.5 34.0 Number of Traders in Each Category Total Traders: 60 15 10 . 7 5 . 5 17 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 34,818 Positions 1,142 361 0 22,920 28,136 2,911 4,252 1,653 0 0 0 0 3,593 1,757 Changes from: August 17, 2010 Total Change is: 56 -674 0 0 827 -76 138 -638 0 0 0 0 0 403 -6 Percent of Open Interest Represented by Each Category of Trader 3.3 1.0 0.0 65.8 80.8 8.4 12.2 4.7 0.0 0.0 0.0 0.0 10.3 5.0 Number of Traders in Each Category Total Traders: 41 . . 0 16 13 7 8 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 27,529 Positions 998 9,206 135 14,393 2,800 648 3,783 12,355 0 2,001 204 0 5,571 2,181 Changes from: August 17, 2010 Total Change is: 434 41 -42 135 653 303 -46 337 196 0 0 0 0 -686 -112 Percent of Open Interest Represented by Each Category of Trader 3.6 33.4 0.5 52.3 10.2 2.4 13.7 44.9 0.0 7.3 0.7 0.0 20.2 7.9 Number of Traders in Each Category Total Traders: 41 . 6 . 13 4 5 7 4 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 923,410 Positions 35,539 156,857 55,323 366,400 159,852 72,488 45,673 155,185 116,956 34,056 30,177 10,504 186,471 166,067 Changes from: August 17, 2010 Total Change is: 72,774 15,113 -1,532 10,865 -5,237 12,196 16,731 10,906 -6,726 32,040 -83 -2,222 1,771 -9,333 9,651 Percent of Open Interest Represented by Each Category of Trader 3.8 17.0 6.0 39.7 17.3 7.9 4.9 16.8 12.7 3.7 3.3 1.1 20.2 18.0 Number of Traders in Each Category Total Traders: 183 13 23 27 47 27 40 28 28 44 8 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 236,454 Positions 2,036 99,640 2,145 148,695 0 7,441 13,235 76,141 7,313 0 0 0 55,589 43,774 Changes from: August 17, 2010 Total Change is: 38,717 0 13,330 667 17,841 0 -568 7,508 11,093 6,790 0 -2,250 0 6,479 9,655 Percent of Open Interest Represented by Each Category of Trader 0.9 42.1 0.9 62.9 0.0 3.1 5.6 32.2 3.1 0.0 0.0 0.0 23.5 18.5 Number of Traders in Each Category Total Traders: 44 . 7 4 20 0 9 4 11 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 905,321 Positions 55,547 81,688 25,456 218,978 195,931 103,059 195,089 91,289 105,222 56,127 156,966 16,173 129,670 129,537 Changes from: August 17, 2010 Total Change is: 19,849 10,525 447 -2,895 -18,051 -8,444 10,338 -15,024 -5,261 16,259 2,428 -5,765 823 15,446 14,346 Percent of Open Interest Represented by Each Category of Trader 6.1 9.0 2.8 24.2 21.6 11.4 21.5 10.1 11.6 6.2 17.3 1.8 14.3 14.3 Number of Traders in Each Category Total Traders: 232 17 27 16 34 45 38 36 35 27 9 29 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 2,901,220 Positions 73,468 321,399 306,337 930,567 454,868 331,449 246,572 469,824 485,882 65,145 77,699 108,914 352,887 344,849 Changes from: August 17, 2010 Total Change is: 182,510 10,118 30,943 28,001 -21,311 -12,112 26,561 25,761 -16,797 79,321 -6,572 19,712 11,821 28,811 15,060 Percent of Open Interest Represented by Each Category of Trader 2.5 11.1 10.6 32.1 15.7 11.4 8.5 16.2 16.7 2.2 2.7 3.8 12.2 11.9 Number of Traders in Each Category Total Traders: 286 34 33 53 43 52 57 44 57 72 15 8 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,310,156 Positions 60,214 153,781 88,117 300,904 399,751 133,301 302,117 83,173 130,272 49,040 43,689 11,228 234,963 266,844 Changes from: August 17, 2010 Total Change is: 98,554 25,673 1,351 64 1,842 24,413 4,768 14,534 24,760 39,573 -284 -3,214 -1,277 13,659 8,115 Percent of Open Interest Represented by Each Category of Trader 4.6 11.7 6.7 23.0 30.5 10.2 23.1 6.3 9.9 3.7 3.3 0.9 17.9 20.4 Number of Traders in Each Category Total Traders: 174 15 21 23 22 39 38 34 25 34 10 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 1,294,733 Positions 132,130 237,128 288,205 42,474 361 195,079 98,435 26,969 477,132 7,253 4,702 7,348 46,677 57,810 Changes from: August 17, 2010 Total Change is: 20,929 -230 -12,400 5,297 -1,337 41 1,615 -3,054 7,061 18,997 -2,112 -165 3,961 -2,207 -3,477 Percent of Open Interest Represented by Each Category of Trader 10.2 18.3 22.3 3.3 0.0 15.1 7.6 2.1 36.9 0.6 0.4 0.6 3.6 4.5 Number of Traders in Each Category Total Traders: 113 23 25 41 . . . 31 17 38 5 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 is13,971,742 Positions 1,782,285 3,290,326 2,806,758 1,039,781 286,305 789,207 1,261,113 325,736 4,763,895 198,331 341,453 371,083 959,288 996,977 Changes from: August 17, 2010 Total Change is: 258,150 47,500 32,967 -32,856 5,714 -6,442 51,899 1,212 7,873 120,519 21,327 25,313 13,451 29,383 45,427 Percent of Open Interest Represented by Each Category of Trader 12.8 23.5 20.1 7.4 2.0 5.6 9.0 2.3 34.1 1.4 2.4 2.7 6.9 7.1 Number of Traders in Each Category Total Traders: 294 25 73 95 9 15 21 67 65 112 11 21 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,769 Positions 3,370 5,126 1,867 964 1,931 207 1,019 2,474 306 4,800 661 0 236 197 Changes from: August 17, 2010 Total Change is: 912 -323 -768 1,019 12 145 -75 -875 424 150 1,000 0 0 4 17 Percent of Open Interest Represented by Each Category of Trader 26.4 40.1 14.6 7.5 15.1 1.6 8.0 19.4 2.4 37.6 5.2 0.0 1.8 1.5 Number of Traders in Each Category Total Traders: 35 4 5 . . 6 . 5 7 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 41,638 Positions 35,963 22,156 1,868 1,249 931 77 1,888 10,113 340 0 6,013 0 253 140 Changes from: August 17, 2010 Total Change is: 1,078 -477 -736 1,335 0 -386 0 122 1,148 90 0 -431 0 8 58 Percent of Open Interest Represented by Each Category of Trader 86.4 53.2 4.5 3.0 2.2 0.2 4.5 24.3 0.8 0.0 14.4 0.0 0.6 0.3 Number of Traders in Each Category Total Traders: 29 . 5 . . 5 . 5 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 29,335 Positions 11,807 16,218 143 585 0 729 9,310 8,686 679 617 649 5 5,459 2,225 Changes from: August 17, 2010 Total Change is: -2,957 644 -660 -17 272 0 -68 -4,780 -2,093 -118 -23 -3 1 1,132 1 Percent of Open Interest Represented by Each Category of Trader 40.2 55.3 0.5 2.0 0.0 2.5 31.7 29.6 2.3 2.1 2.2 0.0 18.6 7.6 Number of Traders in Each Category Total Traders: 64 8 . . 4 0 . 23 13 8 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 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 95,220 Positions 66,950 32,575 8,180 1,011 5 536 0 33,115 4,001 774 1,749 33 13,735 15,026 Changes from: August 17, 2010 Total Change is: -10,249 -3,288 1,903 -5,725 3 5 290 -15 -1,639 -1,087 0 -622 0 -427 -3,374 Percent of Open Interest Represented by Each Category of Trader 70.3 34.2 8.6 1.1 0.0 0.6 0.0 34.8 4.2 0.8 1.8 0.0 14.4 15.8 Number of Traders in Each Category Total Traders: 54 . 11 7 4 . . 0 30 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 24, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 13,949 Positions 651 12,026 0 11,203 0 37 1,217 1,155 0 0 0 0 841 731 Changes from: August 17, 2010 Total Change is: -2,038 89 -2,000 -66 -110 0 16 -1,142 618 -47 0 0 0 -778 -559 Percent of Open Interest Represented by Each Category of Trader 4.7 86.2 0.0 80.3 0.0 0.3 8.7 8.3 0.0 0.0 0.0 0.0 6.0 5.2 Number of Traders in Each Category Total Traders: 22 . . 0 9 0 . 4 5 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 27, 2010