Traders in Financial Futures - Options and Futures Combined 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 146,799 Positions 9,861 77,117 6,184 13,265 6,159 445 46,370 26,662 8,619 9,966 0 831 51,257 20,782 Changes from: July 26, 2011 Total Change is: 5,320 -120 4,351 1,095 704 -295 203 2,259 -344 1,760 -158 0 -59 -365 -1,391 Percent of Open Interest Represented by Each Category of Trader 6.7 52.5 4.2 9.0 4.2 0.3 31.6 18.2 5.9 6.8 0.0 0.6 34.9 14.2 Number of Traders in Each Category Total Traders: 92 5 17 7 5 4 . 34 13 15 14 0 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 68,831 Positions 5,596 23,082 4,995 1,113 1,034 207 25,953 14,199 4,508 546 0 0 25,913 20,806 Changes from: July 26, 2011 Total Change is: 8,744 2,028 -3,748 1,800 -663 -86 74 4,027 1,524 2,885 130 0 0 -1,538 6,294 Percent of Open Interest Represented by Each Category of Trader 8.1 33.5 7.3 1.6 1.5 0.3 37.7 20.6 6.5 0.8 0.0 0.0 37.6 30.2 Number of Traders in Each Category Total Traders: 54 7 9 6 . . . 19 13 8 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 109,789 Positions 21,741 12,247 3,486 6,302 29,605 1,157 44,981 32,509 3,139 626 4,357 119 28,238 23,171 Changes from: July 26, 2011 Total Change is: 6,118 -6,305 1,920 239 1,198 -488 275 8,545 4,150 728 183 6 -38 1,292 -674 Percent of Open Interest Represented by Each Category of Trader 19.8 11.2 3.2 5.7 27.0 1.1 41.0 29.6 2.9 0.6 4.0 0.1 25.7 21.1 Number of Traders in Each Category Total Traders: 98 11 11 8 5 12 4 31 23 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 166,268 Positions 7,238 82,223 9,070 28,969 8,056 602 72,391 18,163 7,421 807 3,648 133 39,638 36,951 Changes from: July 26, 2011 Total Change is: 14,548 425 8,328 2,076 -931 208 175 7,761 339 2,340 -936 -696 79 3,559 1,699 Percent of Open Interest Represented by Each Category of Trader 4.4 49.5 5.5 17.4 4.8 0.4 43.5 10.9 4.5 0.5 2.2 0.1 23.8 22.2 Number of Traders in Each Category Total Traders: 118 9 18 11 10 7 . 37 27 22 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 237,941 Positions 46,496 45,153 13,702 27,023 31,661 2,612 42,729 58,357 26,962 19,542 3,679 7,573 51,303 48,242 Changes from: July 26, 2011 Total Change is: 11,527 9,920 -7,173 193 -2,647 4,307 585 1,726 10,387 2,847 68 -292 2,094 -3,257 -1,421 Percent of Open Interest Represented by Each Category of Trader 19.5 19.0 5.8 11.4 13.3 1.1 18.0 24.5 11.3 8.2 1.5 3.2 21.6 20.3 Number of Traders in Each Category Total Traders: 198 25 15 18 13 21 11 38 60 46 15 11 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 141,504 Positions 5,526 93,732 3,688 2,623 7,477 439 88,048 14,700 2,832 1,841 1,445 220 36,287 16,972 Changes from: July 26, 2011 Total Change is: -1,260 -479 -7,048 422 -423 359 116 -1,052 3,777 766 116 1,321 80 -806 -1,053 Percent of Open Interest Represented by Each Category of Trader 3.9 66.2 2.6 1.9 5.3 0.3 62.2 10.4 2.0 1.3 1.0 0.2 25.6 12.0 Number of Traders in Each Category Total Traders: 90 5 14 7 . 6 . 38 15 10 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 107,013 Positions 44,362 65,627 26,843 0 0 0 32,749 13,800 696 1,892 0 0 471 47 Changes from: July 26, 2011 Total Change is: 3,377 711 2,065 1,125 0 0 0 1,086 -139 338 247 0 0 -131 -13 Percent of Open Interest Represented by Each Category of Trader 41.5 61.3 25.1 0.0 0.0 0.0 30.6 12.9 0.7 1.8 0.0 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 28 7 13 15 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 74,773 Positions 21,375 42,795 6,218 3,382 4,465 490 23,476 7,542 5,387 4,052 161 973 9,420 6,742 Changes from: July 26, 2011 Total Change is: -1,313 527 -3,270 -489 -387 1,232 2 -1,761 1,446 -679 569 -1,202 -76 981 1,724 Percent of Open Interest Represented by Each Category of Trader 28.6 57.2 8.3 4.5 6.0 0.7 31.4 10.1 7.2 5.4 0.2 1.3 12.6 9.0 Number of Traders in Each Category Total Traders: 100 18 14 9 6 7 . 30 14 11 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 17,805 Positions 9,258 15,190 0 693 258 0 4,749 756 35 731 0 0 2,339 1,565 Changes from: July 26, 2011 Total Change is: -0 -500 0 0 7 0 0 -11 499 3 0 -499 0 501 -3 Percent of Open Interest Represented by Each Category of Trader 52.0 85.3 0.0 3.9 1.4 0.0 26.7 4.2 0.2 4.1 0.0 0.0 13.1 8.8 Number of Traders in Each Category Total Traders: 22 7 6 0 . . 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 113,937 Positions 36,028 67,004 642 5,378 8,414 980 45,590 21,708 2,568 8,007 1,685 582 14,163 10,354 Changes from: July 26, 2011 Total Change is: -2,626 1,015 -7,580 61 -788 2,464 4 -4,567 827 -297 1,041 -1,504 -55 961 3,455 Percent of Open Interest Represented by Each Category of Trader 31.6 58.8 0.6 4.7 7.4 0.9 40.0 19.1 2.3 7.0 1.5 0.5 12.4 9.1 Number of Traders in Each Category Total Traders: 96 18 13 6 5 6 . 30 15 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,051,713 Positions 65,349 183,762 46,807 380,869 171,202 63,922 89,262 173,074 188,006 26,883 65,567 30,846 159,770 128,527 Changes from: July 26, 2011 Total Change is: 116,387 12,136 -30,633 6,641 -2,285 46,874 935 9,937 17,156 55,455 4,282 -12,373 6,334 22,953 25,999 Percent of Open Interest Represented by Each Category of Trader 6.2 17.5 4.5 36.2 16.3 6.1 8.5 16.5 17.9 2.6 6.2 2.9 15.2 12.2 Number of Traders in Each Category Total Traders: 585 36 52 41 111 63 72 106 133 113 49 35 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 414,808 Positions 34,233 105,828 14,947 115,894 42,864 13,489 23,213 54,158 87,217 5,428 29,195 17,964 102,423 49,147 Changes from: July 26, 2011 Total Change is: 47,535 9,238 -13,783 4,105 -1,267 3,850 -1,642 -8,051 20,355 29,083 499 -4,113 2,515 13,055 7,165 Percent of Open Interest Represented by Each Category of Trader 8.3 25.5 3.6 27.9 10.3 3.3 5.6 13.1 21.0 1.3 7.0 4.3 24.7 11.8 Number of Traders in Each Category Total Traders: 139 11 17 10 30 13 15 25 30 47 6 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 3,184,524 Positions 240,181 474,275 74,699 1,339,854 656,670 237,184 487,516 751,850 346,675 118,551 193,137 53,130 286,734 396,903 Changes from: July 26, 2011 Total Change is: 344,262 21,398 -77,343 5,775 353 220,564 7,439 114,903 8,967 106,896 29,856 -30,360 8,152 49,490 94,172 Percent of Open Interest Represented by Each Category of Trader 7.5 14.9 2.3 42.1 20.6 7.4 15.3 23.6 10.9 3.7 6.1 1.7 9.0 12.5 Number of Traders in Each Category Total Traders: 534 35 46 32 94 58 65 103 122 97 45 31 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 106,374 Positions 12,922 36,031 69 60,006 42,106 3,345 17,276 13,660 1,353 2,459 3,695 0 8,944 6,115 Changes from: July 26, 2011 Total Change is: -3,337 -42 -7,287 3 1,041 3,181 768 -5,727 -1,962 1,091 -182 0 0 -288 870 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 - Options and Futures Combined 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 91,903 Positions 17,225 41,119 6,190 14,410 7,569 1,653 29,726 14,406 10,623 1,966 3,681 731 9,378 5,931 Changes from: July 26, 2011 Total Change is: -2,199 -67 -2,859 765 61 1,380 142 -2,549 -729 -557 -334 -1,582 164 176 1,077 Percent of Open Interest Represented by Each Category of Trader 18.7 44.7 6.7 15.7 8.2 1.8 32.3 15.7 11.6 2.1 4.0 0.8 10.2 6.5 Number of Traders in Each Category Total Traders: 235 25 30 10 30 19 11 68 40 24 16 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 18,314 Positions 6,550 13,540 0 334 0 0 7,167 1,940 8 213 899 0 4,041 1,927 Changes from: July 26, 2011 Total Change is: 352 1,182 -1 -2 0 0 0 -982 1,228 8 213 -1,352 0 -67 471 Percent of Open Interest Represented by Each Category of Trader 35.8 73.9 0.0 1.8 0.0 0.0 39.1 10.6 0.0 1.2 4.9 0.0 22.1 10.5 Number of Traders in Each Category Total Traders: 24 6 7 0 . 0 0 4 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 367,945 Positions 75,055 159,572 9,271 70,381 37,845 8,266 153,384 102,922 12,487 8,767 13,909 3,654 26,681 20,019 Changes from: July 26, 2011 Total Change is: -12,755 -4,103 -12,147 1,696 303 6,900 709 -11,539 -13,489 879 -2,735 -1,150 820 1,216 3,028 Percent of Open Interest Represented by Each Category of Trader 20.4 43.4 2.5 19.1 10.3 2.2 41.7 28.0 3.4 2.4 3.8 1.0 7.3 5.4 Number of Traders in Each Category Total Traders: 232 25 29 7 30 19 11 69 38 20 15 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 418,789 Positions 199,008 37,832 7,751 107,583 161,984 32,299 43,595 133,113 6,923 3,945 20,631 20 17,666 18,237 Changes from: July 26, 2011 Total Change is: 13,345 27,278 -8,352 -1,515 -2,491 8,926 288 -10,707 11,179 82 620 -1,159 20 -231 3,874 Percent of Open Interest Represented by Each Category of Trader 47.5 9.0 1.9 25.7 38.7 7.7 10.4 31.8 1.7 0.9 4.9 0.0 4.2 4.4 Number of Traders in Each Category Total Traders: 253 18 17 . 49 48 29 32 65 21 7 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 789,441 Positions 11,844 104,716 35,198 318,188 129,381 83,784 60,391 113,598 83,768 11,982 70,091 13,181 171,105 155,724 Changes from: July 26, 2011 Total Change is: 59,695 1,691 -843 10,961 4,377 7,099 3,573 -2,349 1,702 30,824 -78 -18,440 4,704 5,990 20,114 Percent of Open Interest Represented by Each Category of Trader 1.5 13.3 4.5 40.3 16.4 10.6 7.6 14.4 10.6 1.5 8.9 1.7 21.7 19.7 Number of Traders in Each Category Total Traders: 171 7 25 22 41 20 39 36 29 37 . 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 401,828 Positions 7,662 163,672 4,098 284,273 12,962 29,217 11,530 141,469 3,740 1,500 2,619 0 59,808 44,051 Changes from: July 26, 2011 Total Change is: 14,659 -1,558 7,469 669 13,689 1,016 260 50 6,518 430 0 -3,050 0 1,118 1,346 Percent of Open Interest Represented by Each Category of Trader 1.9 40.7 1.0 70.7 3.2 7.3 2.9 35.2 0.9 0.4 0.7 0.0 14.9 11.0 Number of Traders in Each Category Total Traders: 76 . 10 . 36 5 17 . 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,085,224 Positions 90,255 144,607 13,388 335,591 350,578 96,189 298,033 190,140 43,955 93,017 106,253 5,356 109,440 134,757 Changes from: July 26, 2011 Total Change is: 9,498 8,452 -21 840 16,715 -20,245 1,248 -31,855 62,391 -27,786 36,089 3,240 442 5,353 -10,611 Percent of Open Interest Represented by Each Category of Trader 8.3 13.3 1.2 30.9 32.3 8.9 27.5 17.5 4.1 8.6 9.8 0.5 10.1 12.4 Number of Traders in Each Category Total Traders: 283 16 42 22 33 60 45 56 36 30 10 30 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 2,324,233 Positions 146,610 208,812 220,386 671,353 514,741 320,882 319,918 353,089 219,255 51,999 99,423 50,306 323,522 337,338 Changes from: July 26, 2011 Total Change is: 46,769 9,675 -55,283 27,305 -32,567 -45,459 66,402 -76,718 22,527 30,017 4,666 6,386 16,236 1,752 -21,362 Percent of Open Interest Represented by Each Category of Trader 6.3 9.0 9.5 28.9 22.1 13.8 13.8 15.2 9.4 2.2 4.3 2.2 13.9 14.5 Number of Traders in Each Category Total Traders: 286 29 36 57 32 62 58 56 42 67 13 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,632,142 Positions 112,718 138,857 70,296 391,936 586,933 167,997 353,009 141,455 121,919 142,909 85,032 23,169 248,189 296,484 Changes from: July 26, 2011 Total Change is: -38,133 -23,985 -14,176 9,785 46,712 -93,818 14,939 -127,958 3,919 21,771 -4,649 7,008 3,662 21,590 8,777 Percent of Open Interest Represented by Each Category of Trader 6.9 8.5 4.3 24.0 36.0 10.3 21.6 8.7 7.5 8.8 5.2 1.4 15.2 18.2 Number of Traders in Each Category Total Traders: 212 15 26 22 22 48 35 44 33 35 6 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 1,109,178 Positions 294,288 286,070 313,916 2,693 10,405 13,414 77,415 75,648 304,208 14,349 10,529 39,752 49,143 55,235 Changes from: July 26, 2011 Total Change is: -26,896 18,125 36,131 -34,142 -2,647 -1,073 1,327 8,630 -3,107 -22,076 9,208 -1,538 -1,419 -3,903 -998 Percent of Open Interest Represented by Each Category of Trader 26.5 25.8 28.3 0.2 0.9 1.2 7.0 6.8 27.4 1.3 0.9 3.6 4.4 5.0 Number of Traders in Each Category Total Traders: 152 22 42 53 4 6 6 23 34 43 . 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 is17,866,437 Positions 888,947 4,001,830 3,602,662 3,519,541 480,999 299,142 1,263,501 643,752 5,986,873 64,331 514,716 1,256,715 984,724 1,079,748 Changes from: July 26, 2011 Total Change is: 890,648 -16,399 159,687 212,199 65,886 -95,709 19,599 544 11,045 459,671 9,311 21,727 109,455 30,383 -7,026 Percent of Open Interest Represented by Each Category of Trader 5.0 22.4 20.2 19.7 2.7 1.7 7.1 3.6 33.5 0.4 2.9 7.0 5.5 6.0 Number of Traders in Each Category Total Traders: 309 33 64 93 12 21 25 62 72 115 10 24 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 61,418 Positions 16,212 15,912 533 433 1,018 1,014 31,213 34,140 1,465 2,803 2,307 35 7,709 4,994 Changes from: July 26, 2011 Total Change is: -370 1,967 332 5 26 730 -187 -2,439 -719 -318 393 -103 6 177 -116 Percent of Open Interest Represented by Each Category of Trader 26.4 25.9 0.9 0.7 1.7 1.7 50.8 55.6 2.4 4.6 3.8 0.1 12.6 8.1 Number of Traders in Each Category Total Traders: 117 7 8 . . 4 . 23 34 6 25 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined 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: -7,110 -17,728 -2,106 7,462 525 54 1,843 4,721 367 -1,274 9,572 -2,003 -8,396 -3,835 -3,057 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 - Options and Futures Combined 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