Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 127,104
Positions
21,518 44,347 7,075 11,837 9,814 373 28,168 33,832 7,466 7,190 825 1,209 42,268 22,164
Changes from: August 24, 2010 Total Change is: 16,135
11,187 -10,232 2,587 136 353 -65 -1,029 20,521 387 70 808 68 2,795 1,709
Percent of Open Interest Represented by Each Category of Trader
16.9 34.9 5.6 9.3 7.7 0.3 22.2 26.6 5.9 5.7 0.6 1.0 33.3 17.4
Number of Traders in Each Category Total Traders: 78
7 8 9 . . . 26 18 17 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 66,906
Positions
11,658 40,096 3,688 2,191 1,008 403 26,220 6,758 3,197 0 750 0 19,548 11,005
Changes from: August 24, 2010 Total Change is: 4,825
-995 2,618 626 -65 621 -75 1,892 -260 895 0 0 0 2,547 400
Percent of Open Interest Represented by Each Category of Trader
17.4 59.9 5.5 3.3 1.5 0.6 39.2 10.1 4.8 0.0 1.1 0.0 29.2 16.4
Number of Traders in Each Category Total Traders: 46
. 10 5 . . . 19 9 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 163,428
Positions
71,249 62,134 9,627 16,986 13,691 674 24,731 18,319 9,932 2,695 17,025 1,037 26,497 30,989
Changes from: August 24, 2010 Total Change is: 5,739
4,176 -5,246 1,283 -792 -310 -125 -316 4,653 132 649 -225 292 440 5,286
Percent of Open Interest Represented by Each Category of Trader
43.6 38.0 5.9 10.4 8.4 0.4 15.1 11.2 6.1 1.6 10.4 0.6 16.2 19.0
Number of Traders in Each Category Total Traders: 90
12 11 9 5 11 . 20 23 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 159,341
Positions
13,385 80,655 8,774 40,374 9,526 1,372 51,841 7,765 10,886 1,896 3,634 83 30,731 36,648
Changes from: August 24, 2010 Total Change is: 33
1,446 -3,247 1,864 2,447 871 -98 -2,362 757 239 -61 327 -9 -3,433 -671
Percent of Open Interest Represented by Each Category of Trader
8.4 50.6 5.5 25.3 6.0 0.9 32.5 4.9 6.8 1.2 2.3 0.1 19.3 23.0
Number of Traders in Each Category Total Traders: 109
10 15 11 13 11 4 29 21 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 306,496
Positions
113,819 72,452 29,177 22,981 28,804 2,994 30,356 62,891 37,197 14,896 13,142 2,633 52,442 57,204
Changes from: August 24, 2010 Total Change is: -4,341
-3,431 -6,611 820 423 463 -181 3,628 -568 1,242 -3,542 1,484 171 -3,473 -1,163
Percent of Open Interest Represented by Each Category of Trader
37.1 23.6 9.5 7.5 9.4 1.0 9.9 20.5 12.1 4.9 4.3 0.9 17.1 18.7
Number of Traders in Each Category Total Traders: 184
24 14 18 14 21 10 36 49 49 7 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 110,297
Positions
15,207 69,278 4,945 11,795 4,973 246 46,613 4,909 4,561 809 3,560 411 25,709 17,414
Changes from: August 24, 2010 Total Change is: -5,101
664 -5,333 -16 -464 -250 -81 -5,287 -162 490 -1,408 -13 -23 1,023 286
Percent of Open Interest Represented by Each Category of Trader
13.8 62.8 4.5 10.7 4.5 0.2 42.3 4.5 4.1 0.7 3.2 0.4 23.3 15.8
Number of Traders in Each Category Total Traders: 70
6 13 8 5 5 . 25 12 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 36,954
Positions
6,023 22,028 7,718 0 0 0 6,817 3,065 3,379 0 20 602 12,415 142
Changes from: August 24, 2010 Total Change is: 769
741 -22 0 0 0 0 -55 1,072 32 0 0 0 51 -313
Percent of Open Interest Represented by Each Category of Trader
16.3 59.6 20.9 0.0 0.0 0.0 18.4 8.3 9.1 0.0 0.1 1.6 33.6 0.4
Number of Traders in Each Category Total Traders: 20
7 6 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 91,104
Positions
20,378 66,238 1,857 22,566 145 272 36,666 14,533 978 4,295 4,324 5 4,087 2,752
Changes from: August 24, 2010 Total Change is: -10,664
9,113 -19,759 1,236 1,739 -100 -99 -25,178 7,348 116 3,106 -50 5 -702 639
Percent of Open Interest Represented by Each Category of Trader
22.4 72.7 2.0 24.8 0.2 0.3 40.2 16.0 1.1 4.7 4.7 0.0 4.5 3.0
Number of Traders in Each Category Total Traders: 90
10 11 . 6 . . 32 18 4 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 20,099
Positions
3,914 12,726 118 1,237 120 0 11,359 4,570 0 521 380 0 2,950 2,185
Changes from: August 24, 2010 Total Change is: -172
1,117 -763 -6 673 -134 -57 -630 728 0 -876 100 0 -393 -40
Percent of Open Interest Represented by Each Category of Trader
19.5 63.3 0.6 6.2 0.6 0.0 56.5 22.7 0.0 2.6 1.9 0.0 14.7 10.9
Number of Traders in Each Category Total Traders: 41
5 9 . . . 0 12 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 43,975
Positions
21,406 18,552 392 3,170 6,177 649 10,553 10,864 916 200 1,083 159 6,531 5,184
Changes from: August 24, 2010 Total Change is: -1,447
-84 -782 58 545 -819 48 -1,171 383 -129 50 -48 4 -768 -163
Percent of Open Interest Represented by Each Category of Trader
48.7 42.2 0.9 7.2 14.0 1.5 24.0 24.7 2.1 0.5 2.5 0.4 14.9 11.8
Number of Traders in Each Category Total Traders: 99
15 18 4 6 8 . 34 13 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 87,950
Positions
42,812 37,103 783 6,340 12,354 1,297 21,105 21,727 1,833 400 2,167 317 13,062 10,368
Changes from: August 24, 2010 Total Change is: -2,894
-167 -1,563 117 1,090 -1,637 95 -2,342 766 -257 100 -96 8 -1,537 -326
Percent of Open Interest Represented by Each Category of Trader
48.7 42.2 0.9 7.2 14.0 1.5 24.0 24.7 2.1 0.5 2.5 0.4 14.9 11.8
Number of Traders in Each Category Total Traders: 99
15 18 4 6 8 . 34 13 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 1,060,112
Positions
91,904 189,352 80,800 432,658 190,360 61,436 77,969 219,451 160,045 16,407 35,276 17,648 121,246 105,744
Changes from: August 24, 2010 Total Change is: 27,746
9,707 -3,987 10,829 3,557 5,553 593 958 9,045 9,011 -657 883 2,689 -8,941 -6,871
Percent of Open Interest Represented by Each Category of Trader
8.7 17.9 7.6 40.8 18.0 5.8 7.4 20.7 15.1 1.5 3.3 1.7 11.4 10.0
Number of Traders in Each Category Total Traders: 563
34 51 36 112 68 68 91 149 105 27 31 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 414,732
Positions
47,526 102,027 22,354 150,260 48,247 10,083 23,313 93,280 59,957 7,047 17,669 8,136 86,055 52,978
Changes from: August 24, 2010 Total Change is: 4,933
14,329 1,424 -1,683 -5,949 2,020 -161 -987 10,839 -2,153 -1,232 1,622 1,394 1,375 -8,369
Percent of Open Interest Represented by Each Category of Trader
11.5 24.6 5.4 36.2 11.6 2.4 5.6 22.5 14.5 1.7 4.3 2.0 20.7 12.8
Number of Traders in Each Category Total Traders: 146
14 19 15 33 16 20 20 30 41 4 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 3,226,898
Positions
288,882 503,622 225,234 1,428,103 726,678 240,651 598,337 955,911 175,381 75,289 116,526 19,068 175,953 263,827
Changes from: August 24, 2010 Total Change is: 114,065
28,676 24,731 10,774 47,563 17,700 3,735 49,692 30,996 15,853 9,614 3,047 -262 -51,580 7,490
Percent of Open Interest Represented by Each Category of Trader
9.0 15.6 7.0 44.3 22.5 7.5 18.5 29.6 5.4 2.3 3.6 0.6 5.5 8.2
Number of Traders in Each Category Total Traders: 502
32 46 29 90 62 56 83 140 88 23 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 87,343
Positions
7,712 6,680 3,577 50,501 52,548 4,049 10,602 15,956 107 0 0 0 10,795 4,426
Changes from: August 24, 2010 Total Change is: -1,335
803 -1,121 -563 -588 1,086 432 -1,383 -500 -359 0 0 0 323 -310
Percent of Open Interest Represented by Each Category of Trader
8.8 7.6 4.1 57.8 60.2 4.6 12.1 18.3 0.1 0.0 0.0 0.0 12.4 5.1
Number of Traders in Each Category Total Traders: 78
6 7 . 34 12 10 11 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 97,820
Positions
30,908 12,517 17,176 11,652 24,738 3,239 18,218 20,096 5,568 1,449 6,800 70 9,541 7,617
Changes from: August 24, 2010 Total Change is: 3,462
1,821 -1,531 3,170 -1,497 695 88 1,788 2,594 -2,089 -7 84 -82 271 533
Percent of Open Interest Represented by Each Category of Trader
31.6 12.8 17.6 11.9 25.3 3.3 18.6 20.5 5.7 1.5 7.0 0.1 9.8 7.8
Number of Traders in Each Category Total Traders: 225
25 26 14 22 28 11 48 53 25 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 25,289
Positions
12,006 17,266 739 841 485 0 5,395 3,444 0 0 2,005 0 6,308 1,350
Changes from: August 24, 2010 Total Change is: 2,425
1,230 1,476 -50 -302 0 0 737 738 0 0 -246 0 810 507
Percent of Open Interest Represented by Each Category of Trader
47.5 68.3 2.9 3.3 1.9 0.0 21.3 13.6 0.0 0.0 7.9 0.0 24.9 5.3
Number of Traders in Each Category Total Traders: 23
5 10 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 362,659
Positions
173,144 54,890 3,548 54,054 121,266 16,197 84,892 104,040 7,062 7,246 23,973 348 16,168 31,335
Changes from: August 24, 2010 Total Change is: 5,189
18,645 658 410 -5,977 3,477 438 -5,075 -1,054 -113 -36 1,652 -409 -2,695 130
Percent of Open Interest Represented by Each Category of Trader
47.7 15.1 1.0 14.9 33.4 4.5 23.4 28.7 1.9 2.0 6.6 0.1 4.5 8.6
Number of Traders in Each Category Total Traders: 222
25 25 7 21 27 11 47 54 22 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 461,148
Positions
234,596 40,792 17,055 133,507 171,861 16,269 34,161 168,584 9,284 1,728 16,077 35 14,512 21,191
Changes from: August 24, 2010 Total Change is: 5,922
5,779 -5,123 925 -1,053 7,612 -1,356 1,052 3,655 527 -241 27 6 283 -351
Percent of Open Interest Represented by Each Category of Trader
50.9 8.8 3.7 29.0 37.3 3.5 7.4 36.6 2.0 0.4 3.5 0.0 3.1 4.6
Number of Traders in Each Category Total Traders: 259
16 19 8 53 45 24 38 73 26 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 32,031
Positions
8,952 8,612 835 9,966 1,275 283 3,787 3,843 0 0 1,298 0 8,208 15,885
Changes from: August 24, 2010 Total Change is: -841
995 -555 -118 -301 -379 48 172 260 0 -1,071 323 0 -566 -420
Percent of Open Interest Represented by Each Category of Trader
27.9 26.9 2.6 31.1 4.0 0.9 11.8 12.0 0.0 0.0 4.1 0.0 25.6 49.6
Number of Traders in Each Category Total Traders: 57
16 9 . 9 . . 11 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 54,513
Positions
31,942 20,685 2,623 7,167 3,901 427 2,385 9,144 619 0 774 0 9,350 16,340
Changes from: August 24, 2010 Total Change is: -435
1,410 2,355 241 441 229 17 103 -608 -753 0 450 0 -1,894 -2,366
Percent of Open Interest Represented by Each Category of Trader
58.6 37.9 4.8 13.1 7.2 0.8 4.4 16.8 1.1 0.0 1.4 0.0 17.2 30.0
Number of Traders in Each Category Total Traders: 61
15 11 . 8 5 . 5 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 34,750
Positions
1,527 361 0 22,591 28,270 2,719 4,641 1,591 0 0 0 0 3,272 1,809
Changes from: August 24, 2010 Total Change is: -68
385 0 0 -329 134 -192 389 -62 0 0 0 0 -321 52
Percent of Open Interest Represented by Each Category of Trader
4.4 1.0 0.0 65.0 81.4 7.8 13.4 4.6 0.0 0.0 0.0 0.0 9.4 5.2
Number of Traders in Each Category Total Traders: 41
. . 0 17 13 7 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 26,930
Positions
1,085 9,706 0 13,895 2,655 587 3,909 11,627 0 2,021 204 0 5,433 2,151
Changes from: August 24, 2010 Total Change is: -599
87 500 -135 -498 -145 -61 126 -728 0 20 0 0 -138 -30
Percent of Open Interest Represented by Each Category of Trader
4.0 36.0 0.0 51.6 9.9 2.2 14.5 43.2 0.0 7.5 0.8 0.0 20.2 8.0
Number of Traders in Each Category Total Traders: 42
. 6 0 13 . 5 8 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 887,913
Positions
19,574 128,190 63,072 355,557 158,303 64,663 54,616 168,607 93,130 31,490 26,126 12,379 193,433 173,442
Changes from: August 24, 2010 Total Change is: -35,498
-15,965 -28,667 7,749 -10,844 -1,549 -7,825 8,942 13,421 -23,826 -2,566 -4,051 1,875 6,962 7,375
Percent of Open Interest Represented by Each Category of Trader
2.2 14.4 7.1 40.0 17.8 7.3 6.2 19.0 10.5 3.5 2.9 1.4 21.8 19.5
Number of Traders in Each Category Total Traders: 168
11 19 21 44 24 32 24 27 41 7 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 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 244,496
Positions
2,356 98,270 12,203 152,603 0 8,601 11,932 78,929 9,977 0 0 0 46,824 36,516
Changes from: August 24, 2010 Total Change is: 8,041
320 -1,370 10,058 3,908 0 1,160 -1,303 2,788 2,663 0 0 0 -8,765 -7,258
Percent of Open Interest Represented by Each Category of Trader
1.0 40.2 5.0 62.4 0.0 3.5 4.9 32.3 4.1 0.0 0.0 0.0 19.2 14.9
Number of Traders in Each Category Total Traders: 47
. 8 5 23 0 10 . 11 7 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 740,938
Positions
58,257 57,822 15,803 218,987 196,492 77,049 174,432 77,470 37,452 34,939 156,929 4,413 119,606 117,508
Changes from: August 24, 2010 Total Change is: -164,383
2,710 -23,866 -9,653 9 561 -26,010 -20,658 -13,819 -67,770 -21,188 -37 -11,760 -10,064 -12,029
Percent of Open Interest Represented by Each Category of Trader
7.9 7.8 2.1 29.6 26.5 10.4 23.5 10.5 5.1 4.7 21.2 0.6 16.1 15.9
Number of Traders in Each Category Total Traders: 201
16 17 13 33 41 33 35 26 20 6 27 5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,460,535
Positions
58,119 267,478 231,219 791,458 376,874 272,928 213,587 432,657 382,505 81,042 64,623 83,884 345,791 348,367
Changes from: August 24, 2010 Total Change is: -440,685
-15,348 -53,922 -75,117 -139,108 -77,994 -58,521 -32,984 -37,167 -103,377 15,897 -13,076 -25,030 -7,096 3,518
Percent of Open Interest Represented by Each Category of Trader
2.4 10.9 9.4 32.2 15.3 11.1 8.7 17.6 15.5 3.3 2.6 3.4 14.1 14.2
Number of Traders in Each Category Total Traders: 254
26 28 44 44 44 54 43 46 68 13 10 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,109,994
Positions
48,828 141,602 52,180 300,951 322,503 123,104 216,913 68,622 99,816 34,036 44,989 9,378 224,788 247,801
Changes from: August 24, 2010 Total Change is: -200,162
-11,387 -12,179 -35,938 48 -77,247 -10,197 -85,204 -14,551 -30,457 -15,003 1,299 -1,850 -10,175 -19,043
Percent of Open Interest Represented by Each Category of Trader
4.4 12.8 4.7 27.1 29.1 11.1 19.5 6.2 9.0 3.1 4.1 0.8 20.3 22.3
Number of Traders in Each Category Total Traders: 157
9 20 18 23 39 38 30 18 28 9 9 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,307,899
Positions
136,724 238,600 295,487 42,584 379 197,580 110,154 38,777 468,666 8,058 4,904 8,428 40,218 55,078
Changes from: August 24, 2010 Total Change is: 13,166
4,594 1,472 7,282 110 17 2,502 11,720 11,808 -8,467 804 202 1,080 -6,460 -2,731
Percent of Open Interest Represented by Each Category of Trader
10.5 18.2 22.6 3.3 0.0 15.1 8.4 3.0 35.8 0.6 0.4 0.6 3.1 4.2
Number of Traders in Each Category Total Traders: 119
24 25 42 4 . . 32 19 41 8 4 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,244,248
Positions
1,790,565 3,277,594 2,925,340 1,037,341 296,287 834,699 1,228,751 330,131 4,892,511 196,427 342,483 392,571 946,043 952,633
Changes from: August 24, 2010 Total Change is: 272,507
8,279 -12,733 118,582 -2,440 9,982 45,492 -32,361 4,395 128,616 -1,905 1,029 21,488 -13,244 -44,344
Percent of Open Interest Represented by Each Category of Trader
12.6 23.0 20.5 7.3 2.1 5.9 8.6 2.3 34.3 1.4 2.4 2.8 6.6 6.7
Number of Traders in Each Category Total Traders: 297
28 70 96 11 13 21 72 66 115 10 19 26
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,715
Positions
3,275 5,271 2,988 942 1,380 207 964 2,850 1,282 4,800 595 0 257 142
Changes from: August 24, 2010 Total Change is: 1,946
-95 145 1,121 -22 -551 0 -55 376 976 0 -66 0 21 -55
Percent of Open Interest Represented by Each Category of Trader
22.3 35.8 20.3 6.4 9.4 1.4 6.6 19.4 8.7 32.6 4.0 0.0 1.7 1.0
Number of Traders in Each Category Total Traders: 33
. 5 . . 6 . 5 7 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 41,078
Positions
35,609 22,466 1,776 1,030 840 77 2,054 9,510 250 0 6,013 0 282 146
Changes from: August 24, 2010 Total Change is: -560
-354 310 -92 -219 -91 0 166 -603 -90 0 0 0 29 6
Percent of Open Interest Represented by Each Category of Trader
86.7 54.7 4.3 2.5 2.0 0.2 5.0 23.2 0.6 0.0 14.6 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 28
. 5 . . 5 . 4 6 . 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 24,712
Positions
11,627 14,118 139 680 0 736 5,065 6,458 830 711 571 0 4,924 1,860
Changes from: August 24, 2010 Total Change is: -4,623
-180 -2,100 -4 95 0 7 -4,245 -2,228 150 94 -78 -5 -535 -365
Percent of Open Interest Represented by Each Category of Trader
47.1 57.1 0.6 2.8 0.0 3.0 20.5 26.1 3.4 2.9 2.3 0.0 19.9 7.5
Number of Traders in Each Category Total Traders: 58
7 4 . 4 0 . 18 13 7 7 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 99,473
Positions
70,656 37,679 7,079 1,431 74 536 0 31,568 8,044 774 1,832 4 10,949 12,657
Changes from: August 24, 2010 Total Change is: 4,253
3,706 5,104 -1,101 420 69 0 0 -1,547 4,043 0 83 -29 -2,786 -2,369
Percent of Open Interest Represented by Each Category of Trader
71.0 37.9 7.1 1.4 0.1 0.5 0.0 31.7 8.1 0.8 1.8 0.0 11.0 12.7
Number of Traders in Each Category Total Traders: 54
. 11 9 5 . . 0 29 21 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 31, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,933
Positions
711 11,921 2 11,277 0 0 1,155 1,229 0 0 0 0 788 781
Changes from: August 24, 2010 Total Change is: -16
60 -105 2 74 0 -37 -62 74 0 0 0 0 -53 50
Percent of Open Interest Represented by Each Category of Trader
5.1 85.6 0.0 80.9 0.0 0.0 8.3 8.8 0.0 0.0 0.0 0.0 5.7 5.6
Number of Traders in Each Category Total Traders: 21
. . . 9 0 0 4 4 0 0 0 0
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Updated September 3, 2010