Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 131,618
Positions
9,517 60,262 6,738 14,838 6,134 518 32,427 23,664 8,364 10,866 45 605 47,746 25,289
Changes from: August 2, 2011 Total Change is: -15,181
-344 -16,855 554 1,573 -25 73 -13,943 -2,998 -255 900 45 -226 -3,511 4,507
Percent of Open Interest Represented by Each Category of Trader
7.2 45.8 5.1 11.3 4.7 0.4 24.6 18.0 6.4 8.3 0.0 0.5 36.3 19.2
Number of Traders in Each Category Total Traders: 87
5 18 8 4 5 . 21 18 16 14 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 61,664
Positions
6,358 25,512 3,526 585 1,010 193 22,837 8,596 2,712 0 400 0 25,452 19,715
Changes from: August 2, 2011 Total Change is: -7,167
762 2,430 -1,469 -528 -24 -14 -3,116 -5,603 -1,795 -546 400 0 -461 -1,091
Percent of Open Interest Represented by Each Category of Trader
10.3 41.4 5.7 0.9 1.6 0.3 37.0 13.9 4.4 0.0 0.6 0.0 41.3 32.0
Number of Traders in Each Category Total Traders: 50
6 9 6 . . . 18 13 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 111,016
Positions
22,609 10,651 2,928 8,068 30,871 1,100 45,224 36,782 1,824 485 4,357 0 28,778 22,504
Changes from: August 2, 2011 Total Change is: 1,227
868 -1,596 -557 1,766 1,266 -57 243 4,273 -1,315 -141 0 -119 540 -667
Percent of Open Interest Represented by Each Category of Trader
20.4 9.6 2.6 7.3 27.8 1.0 40.7 33.1 1.6 0.4 3.9 0.0 25.9 20.3
Number of Traders in Each Category Total Traders: 86
10 9 8 6 12 4 28 16 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 132,679
Positions
6,446 67,566 5,807 31,462 9,381 1,240 46,860 13,016 4,661 1,000 2,134 94 35,109 28,781
Changes from: August 2, 2011 Total Change is: -33,589
-792 -14,658 -3,263 2,493 1,325 638 -25,531 -5,147 -2,760 193 -1,515 -39 -4,528 -8,170
Percent of Open Interest Represented by Each Category of Trader
4.9 50.9 4.4 23.7 7.1 0.9 35.3 9.8 3.5 0.8 1.6 0.1 26.5 21.7
Number of Traders in Each Category Total Traders: 85
7 14 10 11 7 4 24 15 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 223,641
Positions
42,072 36,471 12,134 24,514 36,199 1,925 49,437 46,771 23,572 13,805 12,176 5,048 51,135 49,346
Changes from: August 2, 2011 Total Change is: -14,300
-4,424 -8,682 -1,568 -2,509 4,538 -687 6,708 -11,586 -3,390 -5,737 8,496 -2,524 -168 1,104
Percent of Open Interest Represented by Each Category of Trader
18.8 16.3 5.4 11.0 16.2 0.9 22.1 20.9 10.5 6.2 5.4 2.3 22.9 22.1
Number of Traders in Each Category Total Traders: 182
23 13 14 14 24 12 35 53 43 8 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 113,967
Positions
19,109 64,581 2,771 2,075 9,448 423 56,111 10,311 3,019 891 207 163 29,404 23,043
Changes from: August 2, 2011 Total Change is: -27,537
13,583 -29,150 -917 -548 1,971 -16 -31,936 -4,389 187 -949 -1,237 -57 -6,883 6,071
Percent of Open Interest Represented by Each Category of Trader
16.8 56.7 2.4 1.8 8.3 0.4 49.2 9.0 2.6 0.8 0.2 0.1 25.8 20.2
Number of Traders in Each Category Total Traders: 70
11 10 8 . 6 . 26 11 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 108,737
Positions
48,195 62,056 30,483 0 0 0 25,671 14,072 828 1,892 0 0 1,668 1,298
Changes from: August 2, 2011 Total Change is: 1,724
3,833 -3,571 3,639 0 0 0 -7,078 272 132 0 0 0 1,197 1,251
Percent of Open Interest Represented by Each Category of Trader
44.3 57.1 28.0 0.0 0.0 0.0 23.6 12.9 0.8 1.7 0.0 0.0 1.5 1.2
Number of Traders in Each Category Total Traders: 28
7 12 16 0 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 117,845
Positions
30,957 66,526 419 17,456 455 358 57,393 37,165 2,208 744 3,382 0 8,310 7,332
Changes from: August 2, 2011 Total Change is: -12,395
23,472 -16,341 -160 3,966 -547 0 -38,797 -4,227 1,880 -3,339 2,077 0 583 4,923
Percent of Open Interest Represented by Each Category of Trader
26.3 56.5 0.4 14.8 0.4 0.3 48.7 31.5 1.9 0.6 2.9 0.0 7.1 6.2
Number of Traders in Each Category Total Traders: 99
11 10 . 9 . . 32 23 5 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 28,943
Positions
2,737 24,030 0 272 187 0 20,743 2,446 133 773 0 0 4,285 2,147
Changes from: August 2, 2011 Total Change is: -4,845
1,124 -5,328 -1 6 -11 0 -4,376 -316 0 -576 0 0 -1,022 811
Percent of Open Interest Represented by Each Category of Trader
9.5 83.0 0.0 0.9 0.6 0.0 71.7 8.5 0.5 2.7 0.0 0.0 14.8 7.4
Number of Traders in Each Category Total Traders: 41
5 8 0 . . 0 15 7 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 68,753
Positions
21,323 40,464 6,458 3,059 4,138 440 18,182 5,617 4,015 5,879 0 572 8,824 7,049
Changes from: August 2, 2011 Total Change is: -6,020
-51 -2,331 240 -323 -327 -50 -5,294 -1,925 -1,372 1,827 -161 -401 -596 306
Percent of Open Interest Represented by Each Category of Trader
31.0 58.9 9.4 4.4 6.0 0.6 26.4 8.2 5.8 8.6 0.0 0.8 12.8 10.3
Number of Traders in Each Category Total Traders: 94
20 16 9 6 5 . 28 8 17 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 17,091
Positions
10,255 13,984 0 681 258 0 2,924 756 37 731 0 0 2,463 2,057
Changes from: August 2, 2011 Total Change is: -713
997 -1,206 0 -12 0 0 -1,824 0 1 0 0 0 125 492
Percent of Open Interest Represented by Each Category of Trader
60.0 81.8 0.0 4.0 1.5 0.0 17.1 4.4 0.2 4.3 0.0 0.0 14.4 12.0
Number of Traders in Each Category Total Traders: 23
7 6 0 . . 0 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 103,322
Positions
33,966 64,789 1,087 4,756 7,760 880 34,599 13,805 3,874 10,296 0 1,144 12,721 9,984
Changes from: August 2, 2011 Total Change is: -10,615
-2,062 -2,215 444 -622 -654 -100 -10,992 -7,903 1,307 2,289 -1,685 562 -1,441 -370
Percent of Open Interest Represented by Each Category of Trader
32.9 62.7 1.1 4.6 7.5 0.9 33.5 13.4 3.7 10.0 0.0 1.1 12.3 9.7
Number of Traders in Each Category Total Traders: 90
18 18 6 5 4 . 25 11 15 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,352,378
Positions
89,207 164,242 65,791 390,207 197,041 75,874 99,082 191,883 360,046 25,954 70,313 52,093 194,123 175,094
Changes from: August 2, 2011 Total Change is: 300,665
23,859 -19,520 18,984 9,337 25,840 11,952 9,820 18,809 172,040 -929 4,746 21,248 34,354 46,566
Percent of Open Interest Represented by Each Category of Trader
6.6 12.1 4.9 28.9 14.6 5.6 7.3 14.2 26.6 1.9 5.2 3.9 14.4 12.9
Number of Traders in Each Category Total Traders: 637
33 60 40 110 73 66 111 151 139 47 50 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 544,361
Positions
43,407 81,842 26,388 117,428 45,402 13,172 26,361 106,555 155,650 8,704 29,124 23,961 129,292 62,268
Changes from: August 2, 2011 Total Change is: 129,553
9,174 -23,986 11,441 1,533 2,538 -317 3,148 52,397 68,433 3,276 -72 5,997 26,869 13,121
Percent of Open Interest Represented by Each Category of Trader
8.0 15.0 4.8 21.6 8.3 2.4 4.8 19.6 28.6 1.6 5.4 4.4 23.8 11.4
Number of Traders in Each Category Total Traders: 147
9 18 11 29 14 14 26 33 50 11 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 4,040,081
Positions
311,940 494,938 114,080 1,379,115 773,417 298,289 772,235 835,270 613,351 119,407 239,102 107,506 324,158 564,128
Changes from: August 2, 2011 Total Change is: 855,558
71,760 20,663 39,381 39,261 116,748 61,105 284,719 83,420 266,676 856 45,965 54,376 37,424 167,225
Percent of Open Interest Represented by Each Category of Trader
7.7 12.3 2.8 34.1 19.1 7.4 19.1 20.7 15.2 3.0 5.9 2.7 8.0 14.0
Number of Traders in Each Category Total Traders: 589
32 56 32 94 68 60 115 136 125 41 46 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 107,467
Positions
18,805 26,224 72 54,165 50,949 6,081 19,428 13,353 44 2,250 4,094 0 6,622 6,650
Changes from: August 2, 2011 Total Change is: 1,093
5,883 -9,807 3 -5,841 8,843 2,736 2,152 -307 -1,309 -209 399 0 -2,322 534
Percent of Open Interest Represented by Each Category of Trader
17.5 24.4 0.1 50.4 47.4 5.7 18.1 12.4 0.0 2.1 3.8 0.0 6.2 6.2
Number of Traders in Each Category Total Traders: 94
10 12 . 32 14 10 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 85,157
Positions
17,210 33,450 8,350 15,266 10,996 1,470 22,234 11,318 9,446 1,410 2,594 967 8,805 6,568
Changes from: August 2, 2011 Total Change is: -6,745
-16 -7,669 2,160 855 3,427 -183 -7,492 -3,089 -1,177 -556 -1,087 236 -572 637
Percent of Open Interest Represented by Each Category of Trader
20.2 39.3 9.8 17.9 12.9 1.7 26.1 13.3 11.1 1.7 3.0 1.1 10.3 7.7
Number of Traders in Each Category Total Traders: 210
20 30 11 28 23 14 53 35 26 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 15,441
Positions
7,959 9,245 0 334 0 0 2,873 4,107 0 102 261 0 4,172 1,827
Changes from: August 2, 2011 Total Change is: -2,873
1,409 -4,295 0 0 0 0 -4,294 2,168 -8 -111 -638 0 131 -100
Percent of Open Interest Represented by Each Category of Trader
51.5 59.9 0.0 2.2 0.0 0.0 18.6 26.6 0.0 0.7 1.7 0.0 27.0 11.8
Number of Traders in Each Category Total Traders: 23
5 7 0 . 0 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 348,584
Positions
79,208 153,978 8,796 74,658 54,978 7,349 125,869 65,115 18,166 6,538 11,664 4,834 23,166 23,705
Changes from: August 2, 2011 Total Change is: -19,361
4,154 -5,594 -475 4,277 17,133 -917 -27,515 -37,808 5,679 -2,229 -2,245 1,180 -3,515 3,686
Percent of Open Interest Represented by Each Category of Trader
22.7 44.2 2.5 21.4 15.8 2.1 36.1 18.7 5.2 1.9 3.3 1.4 6.6 6.8
Number of Traders in Each Category Total Traders: 207
22 27 8 28 23 14 55 33 22 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 414,755
Positions
201,235 30,722 10,929 97,226 173,006 29,253 46,198 125,408 6,698 4,545 16,916 158 18,512 21,665
Changes from: August 2, 2011 Total Change is: -4,035
2,227 -7,110 3,178 -10,357 11,022 -3,046 2,603 -7,706 -225 601 -3,715 138 846 3,428
Percent of Open Interest Represented by Each Category of Trader
48.5 7.4 2.6 23.4 41.7 7.1 11.1 30.2 1.6 1.1 4.1 0.0 4.5 5.2
Number of Traders in Each Category Total Traders: 253
23 13 . 47 48 28 38 59 19 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 30,783
Positions
5,690 6,690 239 9,016 380 0 8,464 11,273 0 216 4,939 0 7,158 7,262
Changes from: August 2, 2011 Total Change is: -5,205
-3,751 -3,199 239 -2,002 380 -12 1,451 -3,142 0 -1,408 627 0 278 -98
Percent of Open Interest Represented by Each Category of Trader
18.5 21.7 0.8 29.3 1.2 0.0 27.5 36.6 0.0 0.7 16.0 0.0 23.3 23.6
Number of Traders in Each Category Total Traders: 52
8 8 . 10 . 0 9 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 72,198
Positions
11,180 48,229 1,675 5,000 5,777 344 17,948 5,134 608 1,028 1,517 0 34,415 8,914
Changes from: August 2, 2011 Total Change is: 11,924
-1,303 9,147 -563 -1,947 966 -225 -653 1,546 34 0 -1,016 0 16,581 2,035
Percent of Open Interest Represented by Each Category of Trader
15.5 66.8 2.3 6.9 8.0 0.5 24.9 7.1 0.8 1.4 2.1 0.0 47.7 12.3
Number of Traders in Each Category Total Traders: 69
11 21 5 5 4 . 14 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 39,314
Positions
1,441 5,092 774 21,405 22,778 4,823 6,724 4,605 4 699 0 0 3,444 1,238
Changes from: August 2, 2011 Total Change is: 3,681
-165 281 -29 3,156 3,897 167 773 -986 0 16 0 0 -237 351
Percent of Open Interest Represented by Each Category of Trader
3.7 13.0 2.0 54.4 57.9 12.3 17.1 11.7 0.0 1.8 0.0 0.0 8.8 3.1
Number of Traders in Each Category Total Traders: 50
. . . 15 17 8 9 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 47,692
Positions
8,057 14,879 2,060 18,591 5,751 1,523 7,648 17,582 472 1,735 667 172 7,434 4,586
Changes from: August 2, 2011 Total Change is: -669
-1,024 -2,202 672 61 754 -229 -455 -306 0 -284 0 0 590 642
Percent of Open Interest Represented by Each Category of Trader
16.9 31.2 4.3 39.0 12.1 3.2 16.0 36.9 1.0 3.6 1.4 0.4 15.6 9.6
Number of Traders in Each Category Total Traders: 56
7 8 . 14 6 6 10 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 849,773
Positions
9,742 96,554 52,788 345,735 140,213 89,494 49,496 110,445 132,578 6,493 62,793 9,595 153,853 155,313
Changes from: August 2, 2011 Total Change is: 60,332
-2,102 -8,162 17,591 27,547 10,831 5,710 -10,895 -3,152 48,810 -5,489 -7,298 -3,586 -17,252 -411
Percent of Open Interest Represented by Each Category of Trader
1.1 11.4 6.2 40.7 16.5 10.5 5.8 13.0 15.6 0.8 7.4 1.1 18.1 18.3
Number of Traders in Each Category Total Traders: 169
9 23 23 42 25 39 37 23 39 . 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 413,280
Positions
7,825 174,094 5,178 287,083 12,150 26,419 9,981 142,468 4,173 4,540 2,619 0 68,082 46,180
Changes from: August 2, 2011 Total Change is: 11,452
163 10,422 1,080 2,809 -812 -2,798 -1,549 999 433 3,040 0 0 8,275 2,128
Percent of Open Interest Represented by Each Category of Trader
1.9 42.1 1.3 69.5 2.9 6.4 2.4 34.5 1.0 1.1 0.6 0.0 16.5 11.2
Number of Traders in Each Category Total Traders: 73
4 11 5 34 4 15 . 15 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,076,254
Positions
107,069 126,245 19,142 303,298 329,894 91,687 302,318 183,269 52,542 81,156 130,690 6,375 112,665 136,409
Changes from: August 2, 2011 Total Change is: -8,971
16,814 -18,362 5,754 -32,293 -20,685 -4,501 4,285 -6,871 8,587 -11,861 24,436 1,019 3,225 1,652
Percent of Open Interest Represented by Each Category of Trader
9.9 11.7 1.8 28.2 30.7 8.5 28.1 17.0 4.9 7.5 12.1 0.6 10.5 12.7
Number of Traders in Each Category Total Traders: 268
15 35 19 31 58 43 48 41 34 12 28 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,549,280
Positions
119,480 203,286 282,550 720,181 575,694 320,007 269,243 279,386 323,757 103,769 111,268 83,698 326,595 369,633
Changes from: August 2, 2011 Total Change is: 225,047
-27,130 -5,526 62,164 48,828 60,953 -875 -50,675 -73,703 104,502 51,769 11,845 33,392 3,073 32,296
Percent of Open Interest Represented by Each Category of Trader
4.7 8.0 11.1 28.3 22.6 12.6 10.6 11.0 12.7 4.1 4.4 3.3 12.8 14.5
Number of Traders in Each Category Total Traders: 277
28 40 60 33 62 57 44 43 67 12 15 13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,678,879
Positions
99,198 159,452 98,638 362,635 583,858 199,210 388,959 96,711 153,901 114,721 69,851 28,870 232,746 288,388
Changes from: August 2, 2011 Total Change is: 46,737
-13,520 20,595 28,342 -29,302 -3,075 31,214 35,950 -44,745 31,982 -28,188 -15,181 5,701 -15,442 -8,096
Percent of Open Interest Represented by Each Category of Trader
5.9 9.5 5.9 21.6 34.8 11.9 23.2 5.8 9.2 6.8 4.2 1.7 13.9 17.2
Number of Traders in Each Category Total Traders: 206
13 31 25 21 50 35 35 34 39 7 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,084,490
Positions
282,086 288,789 297,452 5,600 3,931 8,142 59,354 66,244 325,230 17,143 6,708 43,626 45,857 44,369
Changes from: August 2, 2011 Total Change is: -24,687
-12,202 2,718 -16,464 2,907 -6,475 -5,272 -18,061 -9,405 21,022 2,794 -3,820 3,873 -3,286 -10,866
Percent of Open Interest Represented by Each Category of Trader
26.0 26.6 27.4 0.5 0.4 0.8 5.5 6.1 30.0 1.6 0.6 4.0 4.2 4.1
Number of Traders in Each Category Total Traders: 147
26 40 54 . 4 . 28 26 43 . 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,468,944
Positions
865,292 4,135,956 3,659,073 3,709,449 318,015 288,153 1,030,571 711,414 6,330,427 76,144 422,434 1,529,860 979,975 1,073,612
Changes from: August 2, 2011 Total Change is: 602,507
-23,655 134,126 56,411 189,908 -162,984 -10,988 -232,930 67,662 343,555 11,813 -92,282 273,145 -4,750 -6,136
Percent of Open Interest Represented by Each Category of Trader
4.7 22.4 19.8 20.1 1.7 1.6 5.6 3.9 34.3 0.4 2.3 8.3 5.3 5.8
Number of Traders in Each Category Total Traders: 308
31 62 90 10 21 23 63 76 120 10 21 28
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,848
Positions
6,464 6,083 0 1,461 741 20 1,905 6,685 59 3,586 250 0 353 10
Changes from: August 2, 2011 Total Change is: 588
212 878 0 -144 -112 10 346 -74 47 58 -115 0 59 -46
Percent of Open Interest Represented by Each Category of Trader
46.7 43.9 0.0 10.6 5.4 0.1 13.8 48.3 0.4 25.9 1.8 0.0 2.5 0.1
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 21,570
Positions
15,584 8,916 0 1,248 2,074 121 4,262 4,959 0 80 5,453 0 275 47
Changes from: August 2, 2011 Total Change is: -1,953
-858 -1,082 0 0 104 0 -1,068 -954 0 0 0 0 -27 -21
Percent of Open Interest Represented by Each Category of Trader
72.2 41.3 0.0 5.8 9.6 0.6 19.8 23.0 0.0 0.4 25.3 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 33
6 4 0 . 5 . 6 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 58,014
Positions
16,100 15,964 378 379 640 1,087 30,654 29,462 1,213 1,207 1,733 32 6,964 7,505
Changes from: August 2, 2011 Total Change is: -3,404
-113 52 -155 -54 -378 73 -559 -4,678 -253 -1,596 -573 -3 -745 2,511
Percent of Open Interest Represented by Each Category of Trader
27.8 27.5 0.7 0.7 1.1 1.9 52.8 50.8 2.1 2.1 3.0 0.1 12.0 12.9
Number of Traders in Each Category Total Traders: 100
5 6 . . . . 26 33 8 12 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 199,055
Positions
26,415 45,601 55,588 4,636 2,638 7,357 22,487 24,068 28,479 20,547 194 12,412 21,134 22,718
Changes from: August 2, 2011 Total Change is: -14,439
-12,878 -6,289 5,136 -2,510 1,224 -851 9,731 -450 -3,004 1,489 -490 -4,222 -7,330 -5,493
Percent of Open Interest Represented by Each Category of Trader
13.3 22.9 27.9 2.3 1.3 3.7 11.3 12.1 14.3 10.3 0.1 6.2 10.6 11.4
Number of Traders in Each Category Total Traders: 108
10 14 22 7 . 9 25 21 32 8 . 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,443
Positions
2,581 4,318 0 2,459 488 0 3,441 1,046 486 851 3,698 7 618 400
Changes from: August 2, 2011 Total Change is: 4,156
2,488 30 0 60 125 0 1,814 33 0 -252 3,698 7 39 263
Percent of Open Interest Represented by Each Category of Trader
24.7 41.3 0.0 23.5 4.7 0.0 33.0 10.0 4.7 8.1 35.4 0.1 5.9 3.8
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 4 . . . .
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Updated August 12, 2011