Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 133,150 Positions 9,199 76,361 735 13,265 6,159 445 47,206 26,696 4,011 10,284 0 0 48,005 18,743 Changes from: July 26, 2011 Total Change is: 4,343 1,085 3,057 -46 704 -295 203 2,647 1,080 259 -132 -21 0 -377 106 Percent of Open Interest Represented by Each Category of Trader 6.9 57.3 0.6 10.0 4.6 0.3 35.5 20.0 3.0 7.7 0.0 0.0 36.1 14.1 Number of Traders in Each Category Total Traders: 91 4 18 4 5 4 . 34 12 7 14 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 56,911 Positions 5,293 24,712 263 1,113 1,034 207 25,328 13,623 356 545 0 0 23,806 16,716 Changes from: July 26, 2011 Total Change is: 3,398 1,796 -3,032 92 -663 -86 74 3,737 1,485 355 137 0 0 -2,130 4,510 Percent of Open Interest Represented by Each Category of Trader 9.3 43.4 0.5 2.0 1.8 0.4 44.5 23.9 0.6 1.0 0.0 0.0 41.8 29.4 Number of Traders in Each Category Total Traders: 52 5 11 . . . . 18 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 103,172 Positions 21,499 12,612 631 6,302 29,605 1,157 45,269 32,566 941 745 4,357 0 26,628 21,303 Changes from: July 26, 2011 Total Change is: 5,757 -6,086 2,057 -62 1,198 -488 275 9,026 4,221 75 145 6 0 1,186 -327 Percent of Open Interest Represented by Each Category of Trader 20.8 12.2 0.6 6.1 28.7 1.1 43.9 31.6 0.9 0.7 4.2 0.0 25.8 20.6 Number of Traders in Each Category Total Traders: 97 12 9 . 5 12 4 33 21 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 148,888 Positions 6,644 84,637 1,306 28,969 8,056 602 72,144 18,721 172 821 3,195 0 38,230 32,199 Changes from: July 26, 2011 Total Change is: 9,956 73 8,920 272 -931 208 175 7,696 324 85 -922 -751 0 3,508 723 Percent of Open Interest Represented by Each Category of Trader 4.5 56.8 0.9 19.5 5.4 0.4 48.5 12.6 0.1 0.6 2.1 0.0 25.7 21.6 Number of Traders in Each Category Total Traders: 112 7 19 5 10 7 . 37 23 7 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 190,722 Positions 44,251 45,965 4,129 26,995 31,200 2,611 44,262 56,722 2,344 19,509 5,466 427 46,194 41,858 Changes from: July 26, 2011 Total Change is: 7,032 10,706 -9,354 271 -2,584 4,077 585 2,423 9,762 672 -203 1,487 -99 -4,739 -369 Percent of Open Interest Represented by Each Category of Trader 23.2 24.1 2.2 14.2 16.4 1.4 23.2 29.7 1.2 10.2 2.9 0.2 24.2 21.9 Number of Traders in Each Category Total Traders: 173 23 16 7 13 20 10 38 47 17 9 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 133,930 Positions 5,293 94,993 340 2,623 7,095 439 88,444 14,926 22 1,944 1,342 0 34,825 14,773 Changes from: July 26, 2011 Total Change is: -1,834 -255 -6,692 15 -423 253 116 -251 4,122 -31 209 1,341 0 -1,214 -958 Percent of Open Interest Represented by Each Category of Trader 4.0 70.9 0.3 2.0 5.3 0.3 66.0 11.1 0.0 1.5 1.0 0.0 26.0 11.0 Number of Traders in Each Category Total Traders: 85 4 14 . . 5 . 36 16 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 106,179 Positions 43,571 64,836 26,800 0 0 0 32,749 13,800 696 1,892 0 0 471 47 Changes from: July 26, 2011 Total Change is: 3,288 627 1,981 1,121 0 0 0 1,086 -139 338 247 0 0 -131 -13 Percent of Open Interest Represented by Each Category of Trader 41.0 61.1 25.2 0.0 0.0 0.0 30.8 13.0 0.7 1.8 0.0 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 28 7 13 13 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 130,240 Positions 7,485 82,867 579 13,490 1,002 358 96,190 41,392 328 4,083 1,305 0 7,727 2,409 Changes from: July 26, 2011 Total Change is: -7,583 -448 -4,729 6 -851 -300 358 -5,424 -2,598 -22 -672 -601 0 -530 303 Percent of Open Interest Represented by Each Category of Trader 5.7 63.6 0.4 10.4 0.8 0.3 73.9 31.8 0.3 3.1 1.0 0.0 5.9 1.8 Number of Traders in Each Category Total Traders: 108 6 12 . 11 . . 56 11 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 20,722 Positions 12,000 7,870 66 2,330 0 0 4,172 363 19 575 12,149 0 1,560 255 Changes from: July 26, 2011 Total Change is: 90 0 18 0 11 0 0 -31 35 2 0 0 0 108 35 Percent of Open Interest Represented by Each Category of Trader 57.9 38.0 0.3 11.2 0.0 0.0 20.1 1.8 0.1 2.8 58.6 0.0 7.5 1.2 Number of Traders in Each Category Total Traders: 21 . 6 . . 0 0 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 33,788 Positions 1,613 29,358 1 266 198 0 25,119 2,762 133 1,349 0 0 5,307 1,336 Changes from: July 26, 2011 Total Change is: 995 -253 1,554 0 2 -29 0 1,006 -267 19 -146 0 0 367 -282 Percent of Open Interest Represented by Each Category of Trader 4.8 86.9 0.0 0.8 0.6 0.0 74.3 8.2 0.4 4.0 0.0 0.0 15.7 4.0 Number of Traders in Each Category Total Traders: 43 . 12 . . . 0 18 5 . 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 72,896 Positions 21,345 42,795 6,171 3,382 4,465 490 23,508 7,483 4,195 4,109 161 571 9,126 6,566 Changes from: July 26, 2011 Total Change is: -1,495 537 -3,270 -510 -387 1,232 2 -1,777 1,286 -655 626 -1,116 -161 829 1,696 Percent of Open Interest Represented by Each Category of Trader 29.3 58.7 8.5 4.6 6.1 0.7 32.2 10.3 5.8 5.6 0.2 0.8 12.5 9.0 Number of Traders in Each Category Total Traders: 99 18 14 7 6 7 . 29 13 10 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 17,750 Positions 9,258 15,190 0 693 258 0 4,751 756 33 731 0 0 2,284 1,513 Changes from: July 26, 2011 Total Change is: -21 -500 0 0 7 0 0 -10 499 2 0 -499 0 480 -23 Percent of Open Interest Represented by Each Category of Trader 52.2 85.6 0.0 3.9 1.5 0.0 26.8 4.3 0.2 4.1 0.0 0.0 12.9 8.5 Number of Traders in Each Category Total Traders: 22 7 6 0 . . 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 110,291 Positions 35,968 67,004 547 5,378 8,414 980 45,653 21,594 184 7,894 1,459 3 13,684 10,106 Changes from: July 26, 2011 Total Change is: -2,947 1,034 -7,580 21 -788 2,464 4 -4,599 509 -248 928 -1,557 3 698 3,437 Percent of Open Interest Represented by Each Category of Trader 32.6 60.8 0.5 4.9 7.6 0.9 41.4 19.6 0.2 7.2 1.3 0.0 12.4 9.2 Number of Traders in Each Category Total Traders: 95 18 13 4 5 6 . 29 15 6 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 855,617 Positions 65,828 182,163 33,885 380,893 171,306 62,203 86,773 166,673 46,002 26,289 67,340 10,367 143,377 115,678 Changes from: July 26, 2011 Total Change is: 53,212 11,896 -31,973 4,760 -2,394 46,227 953 7,098 8,299 10,126 3,623 -10,171 479 16,670 24,513 Percent of Open Interest Represented by Each Category of Trader 7.7 21.3 4.0 44.5 20.0 7.3 10.1 19.5 5.4 3.1 7.9 1.2 16.8 13.5 Number of Traders in Each Category Total Traders: 552 37 51 28 111 63 66 100 122 68 38 30 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 293,350 Positions 33,905 104,314 5,199 115,894 42,482 12,707 18,090 48,092 1,876 5,401 29,671 7,748 92,530 41,261 Changes from: July 26, 2011 Total Change is: 7,239 9,371 -14,602 2,300 -1,335 2,851 -1,069 -12,179 15,291 287 428 -3,672 0 9,436 5,853 Percent of Open Interest Represented by Each Category of Trader 11.6 35.6 1.8 39.5 14.5 4.3 6.2 16.4 0.6 1.8 10.1 2.6 31.5 14.1 Number of Traders in Each Category Total Traders: 123 12 16 8 30 13 13 14 29 8 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,811,337 Positions 243,004 472,634 60,042 1,339,975 659,101 232,499 505,148 754,635 58,897 104,921 188,828 12,614 254,237 372,087 Changes from: July 26, 2011 Total Change is: 229,863 23,488 -75,994 1,440 295 222,468 4,522 133,220 1,872 12,360 16,455 -32,016 1,913 36,170 93,298 Percent of Open Interest Represented by Each Category of Trader 8.6 16.8 2.1 47.7 23.4 8.3 18.0 26.8 2.1 3.7 6.7 0.4 9.0 13.2 Number of Traders in Each Category Total Traders: 515 36 45 18 94 58 60 102 116 49 35 29 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 106,355 Positions 12,922 36,031 69 60,006 42,106 3,345 17,276 13,641 1,353 2,459 3,695 0 8,925 6,115 Changes from: July 26, 2011 Total Change is: -3,344 -42 -7,287 3 1,041 3,181 768 -5,727 -1,976 1,094 -182 0 0 -299 873 Percent of Open Interest Represented by Each Category of Trader 12.1 33.9 0.1 56.4 39.6 3.1 16.2 12.8 1.3 2.3 3.5 0.0 8.4 5.7 Number of Traders in Each Category Total Traders: 90 10 10 . 31 13 11 11 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 88,746 Positions 17,209 41,189 6,046 14,410 7,569 1,653 29,608 14,097 8,737 1,707 3,862 328 9,047 5,266 Changes from: July 26, 2011 Total Change is: -2,079 -39 -2,858 742 61 1,380 142 -1,765 -173 -701 -557 -1,261 49 -10 601 Percent of Open Interest Represented by Each Category of Trader 19.4 46.4 6.8 16.2 8.5 1.9 33.4 15.9 9.8 1.9 4.4 0.4 10.2 5.9 Number of Traders in Each Category Total Traders: 229 24 31 8 30 19 11 64 42 17 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 17,983 Positions 6,550 13,540 0 334 0 0 7,167 1,820 0 0 899 0 3,932 1,724 Changes from: July 26, 2011 Total Change is: 26 1,182 -1 -2 0 0 0 -982 1,108 0 0 -1,352 0 -172 273 Percent of Open Interest Represented by Each Category of Trader 36.4 75.3 0.0 1.9 0.0 0.0 39.9 10.1 0.0 0.0 5.0 0.0 21.9 9.6 Number of Traders in Each Category Total Traders: 23 6 7 0 . 0 0 4 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 353,814 Positions 74,975 159,923 8,553 70,381 37,845 8,266 152,193 101,371 3,696 8,534 14,813 1,639 25,577 17,708 Changes from: July 26, 2011 Total Change is: -10,525 -3,965 -12,143 1,579 303 6,900 709 -8,220 -10,709 799 -2,785 453 247 808 1,640 Percent of Open Interest Represented by Each Category of Trader 21.2 45.2 2.4 19.9 10.7 2.3 43.0 28.7 1.0 2.4 4.2 0.5 7.2 5.0 Number of Traders in Each Category Total Traders: 227 24 30 5 30 19 11 66 39 12 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 416,793 Positions 199,008 37,832 7,751 107,583 161,984 32,299 43,719 132,432 5,955 3,540 20,524 20 16,918 17,996 Changes from: July 26, 2011 Total Change is: 12,591 27,278 -8,458 -1,402 -2,491 8,926 288 -10,693 10,630 -151 333 -1,219 20 -591 3,957 Percent of Open Interest Represented by Each Category of Trader 47.7 9.1 1.9 25.8 38.9 7.7 10.5 31.8 1.4 0.8 4.9 0.0 4.1 4.3 Number of Traders in Each Category Total Traders: 250 18 17 . 49 48 29 31 65 15 6 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 35,988 Positions 9,441 9,889 0 11,018 0 12 7,013 14,415 0 1,624 4,312 0 6,880 7,360 Changes from: July 26, 2011 Total Change is: -1,508 -469 1,184 0 -1,436 0 12 503 -1,099 -1 260 103 0 -377 -1,707 Percent of Open Interest Represented by Each Category of Trader 26.2 27.5 0.0 30.6 0.0 0.0 19.5 40.1 0.0 4.5 12.0 0.0 19.1 20.5 Number of Traders in Each Category Total Traders: 58 10 7 0 10 0 . 10 14 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 60,274 Positions 12,483 39,082 2,238 6,947 4,811 569 18,601 3,588 574 1,028 2,533 0 17,834 6,879 Changes from: July 26, 2011 Total Change is: 9,735 -83 7,176 3 281 635 0 -1,018 1,886 466 165 163 0 9,921 -594 Percent of Open Interest Represented by Each Category of Trader 20.7 64.8 3.7 11.5 8.0 0.9 30.9 6.0 1.0 1.7 4.2 0.0 29.6 11.4 Number of Traders in Each Category Total Traders: 69 14 17 4 7 . . 16 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 35,633 Positions 1,606 4,811 803 18,249 18,881 4,656 5,951 5,591 4 683 0 0 3,681 887 Changes from: July 26, 2011 Total Change is: 3,150 965 -405 310 -815 4,171 -49 2,375 -677 0 0 0 0 364 -200 Percent of Open Interest Represented by Each Category of Trader 4.5 13.5 2.3 51.2 53.0 13.1 16.7 15.7 0.0 1.9 0.0 0.0 10.3 2.5 Number of Traders in Each Category Total Traders: 50 . . . 15 18 9 7 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 48,361 Positions 9,081 17,081 1,388 18,530 4,997 1,752 8,103 17,888 472 2,019 667 172 6,844 3,944 Changes from: July 26, 2011 Total Change is: 150 131 353 135 -847 -145 213 -109 -883 11 74 0 0 542 466 Percent of Open Interest Represented by Each Category of Trader 18.8 35.3 2.9 38.3 10.3 3.6 16.8 37.0 1.0 4.2 1.4 0.4 14.2 8.2 Number of Traders in Each Category Total Traders: 57 8 7 . 14 6 5 10 6 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 650,940 Positions 16,851 103,215 482 312,213 128,213 75,842 63,722 128,280 12,056 12,384 68,435 179 157,211 134,238 Changes from: July 26, 2011 Total Change is: 14,104 294 344 -62 990 5,251 4,330 1,335 5,790 4,200 738 -16,970 69 2,210 11,152 Percent of Open Interest Represented by Each Category of Trader 2.6 15.9 0.1 48.0 19.7 11.7 9.8 19.7 1.9 1.9 10.5 0.0 24.2 20.6 Number of Traders in Each Category Total Traders: 164 8 24 5 39 20 32 26 35 20 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 390,841 Positions 6,477 161,217 0 284,261 12,962 29,131 11,530 142,875 1 1,500 2,619 0 57,941 42,036 Changes from: July 26, 2011 Total Change is: 12,737 -2,711 7,392 0 13,481 1,016 818 50 5,823 -29 0 -3,050 0 1,128 767 Percent of Open Interest Represented by Each Category of Trader 1.7 41.2 0.0 72.7 3.3 7.5 3.0 36.6 0.0 0.4 0.7 0.0 14.8 10.8 Number of Traders in Each Category Total Traders: 76 . 11 0 36 5 17 . 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,040,881 Positions 91,894 140,982 5,565 335,650 348,627 94,875 297,722 200,010 13,719 91,641 102,211 2,430 107,385 132,462 Changes from: July 26, 2011 Total Change is: 8,423 8,280 -1,722 312 16,670 -19,879 298 -33,323 63,858 -27,632 37,506 3,247 484 5,828 -10,543 Percent of Open Interest Represented by Each Category of Trader 8.8 13.5 0.5 32.2 33.5 9.1 28.6 19.2 1.3 8.8 9.8 0.2 10.3 12.7 Number of Traders in Each Category Total Traders: 275 15 43 9 33 59 43 47 39 20 10 29 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,863,628 Positions 171,558 218,639 29,576 689,819 491,420 253,486 316,754 407,696 32,486 60,118 104,239 13,544 296,287 312,542 Changes from: July 26, 2011 Total Change is: -36,987 8,619 -49,190 -5,577 -19,131 -49,898 48,549 -77,948 32,824 -794 9,298 5,475 3,410 -3,413 -21,786 Percent of Open Interest Represented by Each Category of Trader 9.2 11.7 1.6 37.0 26.4 13.6 17.0 21.9 1.7 3.2 5.6 0.7 15.9 16.8 Number of Traders in Each Category Total Traders: 278 29 36 18 35 58 50 40 53 46 9 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,462,496 Positions 107,333 125,444 12,598 412,459 579,900 138,762 360,369 172,814 47,053 141,118 96,020 6,243 236,561 283,662 Changes from: July 26, 2011 Total Change is: -57,935 -36,677 -9,808 5,942 70,246 -96,246 4,132 -126,938 9,244 11,413 -5,093 10,057 -132 19,172 7,463 Percent of Open Interest Represented by Each Category of Trader 7.3 8.6 0.9 28.2 39.7 9.5 24.6 11.8 3.2 9.6 6.6 0.4 16.2 19.4 Number of Traders in Each Category Total Traders: 210 15 26 6 22 48 34 38 38 23 4 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 858,944 Positions 287,313 283,905 272,008 2,693 10,307 13,414 82,706 69,783 134,833 7,503 9,616 14,048 44,426 51,030 Changes from: July 26, 2011 Total Change is: -5,980 20,327 38,903 -31,411 -2,647 -1,110 1,327 4,256 -11,325 3,662 5,682 -2,761 -3,245 -3,931 -20 Percent of Open Interest Represented by Each Category of Trader 33.4 33.1 31.7 0.3 1.2 1.6 9.6 8.1 15.7 0.9 1.1 1.6 5.2 5.9 Number of Traders in Each Category Total Traders: 144 24 39 51 4 6 6 18 31 33 . 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is10,415,536 Positions 875,325 3,889,621 1,926,228 3,520,776 373,897 144,096 1,361,284 978,243 1,481,440 45,423 489,020 158,825 902,139 974,166 Changes from: July 26, 2011 Total Change is: 305,458 -25,396 130,293 129,231 50,982 -99,358 13,809 4,501 6,277 83,366 -11,339 15,438 37,634 22,670 -11,232 Percent of Open Interest Represented by Each Category of Trader 8.4 37.3 18.5 33.8 3.6 1.4 13.1 9.4 14.2 0.4 4.7 1.5 8.7 9.4 Number of Traders in Each Category Total Traders: 282 37 58 87 14 14 18 53 64 88 7 20 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 13,260 Positions 6,252 5,205 0 1,605 853 10 1,559 6,759 12 3,528 365 0 294 56 Changes from: July 26, 2011 Total Change is: -395 -526 -441 0 59 -2 0 127 255 -5 0 -202 0 -50 0 Percent of Open Interest Represented by Each Category of Trader 47.1 39.3 0.0 12.1 6.4 0.1 11.8 51.0 0.1 26.6 2.8 0.0 2.2 0.4 Number of Traders in Each Category Total Traders: 33 5 . 0 . 4 . 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,523 Positions 16,442 9,998 0 1,248 1,970 121 5,330 5,913 0 80 5,453 0 302 68 Changes from: July 26, 2011 Total Change is: -1,138 -1,115 -88 0 14 -274 0 -79 -758 -21 40 0 0 23 3 Percent of Open Interest Represented by Each Category of Trader 69.9 42.5 0.0 5.3 8.4 0.5 22.7 25.1 0.0 0.3 23.2 0.0 1.3 0.3 Number of Traders in Each Category Total Traders: 34 5 5 0 . 5 . 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 60,529 Positions 16,241 15,912 457 433 1,018 1,014 31,313 34,140 829 2,756 2,291 0 7,486 4,868 Changes from: July 26, 2011 Total Change is: -334 1,981 332 -22 26 730 -187 -2,572 -934 -92 389 -96 0 143 -65 Percent of Open Interest Represented by Each Category of Trader 26.8 26.3 0.8 0.7 1.7 1.7 51.7 56.4 1.4 4.6 3.8 0.0 12.4 8.0 Number of Traders in Each Category Total Traders: 110 7 8 . . 4 . 21 34 . 23 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 213,494 Positions 39,293 51,890 50,452 7,146 1,414 8,208 12,756 24,518 31,483 19,058 684 16,634 28,464 28,211 Changes from: July 26, 2011 Total Change is: -7,039 -17,728 -2,106 7,462 525 54 1,843 4,727 367 -1,273 9,572 -2,003 -8,396 -3,771 -2,987 Percent of Open Interest Represented by Each Category of Trader 18.4 24.3 23.6 3.3 0.7 3.8 6.0 11.5 14.7 8.9 0.3 7.8 13.3 13.2 Number of Traders in Each Category Total Traders: 124 11 14 21 7 4 9 22 21 30 14 . 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 2, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 6,287 Positions 93 4,288 0 2,399 363 0 1,627 1,013 486 1,103 0 0 579 137 Changes from: July 26, 2011 Total Change is: 1 9 0 0 -9 0 0 -296 0 0 463 0 0 -166 1 Percent of Open Interest Represented by Each Category of Trader 1.5 68.2 0.0 38.2 5.8 0.0 25.9 16.1 7.7 17.5 0.0 0.0 9.2 2.2 Number of Traders in Each Category Total Traders: 20 . . 0 4 . 0 6 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 5, 2011