Traders in Financial Futures- Futures Only Positions as of August 23, 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 104,672 Positions 8,459 50,149 2,372 15,876 7,582 306 18,384 12,544 6,493 10,492 0 7 42,283 25,219 Changes from: August 16, 2011 Total Change is: 1,163 -1,165 4,309 366 1,158 999 9 -1,139 -5,692 -101 954 -27 7 1,074 1,293 Percent of Open Interest Represented by Each Category of Trader 8.1 47.9 2.3 15.2 7.2 0.3 17.6 12.0 6.2 10.0 0.0 0.0 40.4 24.1 Number of Traders in Each Category Total Traders: 78 6 15 5 4 6 . 16 17 9 14 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 48,964 Positions 5,600 31,347 499 935 996 119 22,037 4,186 174 0 0 0 19,600 11,643 Changes from: August 16, 2011 Total Change is: 466 750 533 85 0 402 0 723 597 -6 0 0 0 -1,086 -1,145 Percent of Open Interest Represented by Each Category of Trader 11.4 64.0 1.0 1.9 2.0 0.2 45.0 8.5 0.4 0.0 0.0 0.0 40.0 23.8 Number of Traders in Each Category Total Traders: 38 5 11 . . . . 12 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 102,177 Positions 13,724 21,327 124 11,043 31,288 846 44,312 25,387 208 445 4,595 0 31,475 18,402 Changes from: August 16, 2011 Total Change is: 1,615 -7,047 10,518 -625 1,128 1,014 -20 5,222 -8,267 46 -370 95 0 3,281 -1,146 Percent of Open Interest Represented by Each Category of Trader 13.4 20.9 0.1 10.8 30.6 0.8 43.4 24.8 0.2 0.4 4.5 0.0 30.8 18.0 Number of Traders in Each Category Total Traders: 97 9 12 . 6 12 4 35 17 9 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 131,217 Positions 6,554 74,623 1,162 34,936 9,570 1,056 56,213 14,276 131 1,498 2,297 0 29,667 28,102 Changes from: August 16, 2011 Total Change is: 4,955 271 498 169 1,953 735 -14 5,391 1,269 66 498 557 0 -3,379 1,675 Percent of Open Interest Represented by Each Category of Trader 5.0 56.9 0.9 26.6 7.3 0.8 42.8 10.9 0.1 1.1 1.8 0.0 22.6 21.4 Number of Traders in Each Category Total Traders: 95 9 13 5 11 7 . 36 13 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 174,714 Positions 35,450 41,523 6,200 25,481 32,403 1,658 42,878 38,997 1,998 13,455 7,892 205 47,389 43,838 Changes from: August 16, 2011 Total Change is: 5,783 720 3,711 904 768 366 96 1,580 1,361 -566 160 159 -110 2,231 -138 Percent of Open Interest Represented by Each Category of Trader 20.3 23.8 3.5 14.6 18.5 0.9 24.5 22.3 1.1 7.7 4.5 0.1 27.1 25.1 Number of Traders in Each Category Total Traders: 161 21 14 8 15 20 10 32 44 20 8 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 112,068 Positions 13,858 72,430 723 2,666 6,927 312 70,667 8,983 41 965 2 3 22,833 22,647 Changes from: August 16, 2011 Total Change is: 8,906 -1,937 11,085 103 0 99 -3 9,522 -1,342 12 94 2 -4 1,119 -1,046 Percent of Open Interest Represented by Each Category of Trader 12.4 64.6 0.6 2.4 6.2 0.3 63.1 8.0 0.0 0.9 0.0 0.0 20.4 20.2 Number of Traders in Each Category Total Traders: 62 11 11 4 . 5 . 20 10 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 103,133 Positions 45,758 56,338 32,989 0 0 0 21,382 12,027 851 1,082 0 0 1,071 928 Changes from: August 16, 2011 Total Change is: 995 2,012 2,161 -1,134 0 0 0 0 0 0 0 0 0 117 -32 Percent of Open Interest Represented by Each Category of Trader 44.4 54.6 32.0 0.0 0.0 0.0 20.7 11.7 0.8 1.0 0.0 0.0 1.0 0.9 Number of Traders in Each Category Total Traders: 25 8 11 13 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 114,424 Positions 42,244 67,860 554 23,971 1,564 0 39,645 31,473 355 798 4,521 0 6,857 8,097 Changes from: August 16, 2011 Total Change is: 4,407 1,473 2,651 -4 2,848 532 0 505 538 -109 -137 498 0 -169 301 Percent of Open Interest Represented by Each Category of Trader 36.9 59.3 0.5 20.9 1.4 0.0 34.6 27.5 0.3 0.7 4.0 0.0 6.0 7.1 Number of Traders in Each Category Total Traders: 90 10 11 . 7 . 0 20 29 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 27,738 Positions 18,184 9,449 2,642 1,062 0 0 2,012 221 3 474 12,628 2,510 851 285 Changes from: August 16, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 65.6 34.1 9.5 3.8 0.0 0.0 7.3 0.8 0.0 1.7 45.5 9.0 3.1 1.0 Number of Traders in Each Category Total Traders: 21 5 5 . . 0 0 6 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 26,504 Positions 4,299 22,942 100 347 115 0 16,731 1,989 0 908 0 0 4,119 1,358 Changes from: August 16, 2011 Total Change is: -201 943 -228 100 75 -40 0 -1,679 128 0 -42 0 0 402 -161 Percent of Open Interest Represented by Each Category of Trader 16.2 86.6 0.4 1.3 0.4 0.0 63.1 7.5 0.0 3.4 0.0 0.0 15.5 5.1 Number of Traders in Each Category Total Traders: 42 6 9 . . . 0 15 5 0 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 52,216 Positions 19,854 28,324 5,925 2,870 3,534 498 8,678 3,639 3,683 4,294 0 1 6,415 6,614 Changes from: August 16, 2011 Total Change is: -1,644 -1,002 4,546 229 60 736 3 -283 -7,345 609 -1,585 0 0 325 -422 Percent of Open Interest Represented by Each Category of Trader 38.0 54.2 11.3 5.5 6.8 1.0 16.6 7.0 7.1 8.2 0.0 0.0 12.3 12.7 Number of Traders in Each Category Total Traders: 83 20 14 6 5 6 . 23 8 11 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 13,774 Positions 8,951 9,402 51 691 258 0 1,052 2,460 34 731 0 0 2,264 1,569 Changes from: August 16, 2011 Total Change is: 162 202 202 51 11 0 0 53 202 1 0 0 0 -156 -294 Percent of Open Interest Represented by Each Category of Trader 65.0 68.3 0.4 5.0 1.9 0.0 7.6 17.9 0.2 5.3 0.0 0.0 16.4 11.4 Number of Traders in Each Category Total Traders: 22 8 5 . . . 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 76,883 Positions 32,813 48,851 740 4,357 6,551 995 21,281 8,387 1,268 7,126 0 1 8,302 10,090 Changes from: August 16, 2011 Total Change is: -3,612 -2,435 8,660 384 97 1,472 5 -562 -14,984 1,106 -3,169 0 0 962 -255 Percent of Open Interest Represented by Each Category of Trader 42.7 63.5 1.0 5.7 8.5 1.3 27.7 10.9 1.6 9.3 0.0 0.0 10.8 13.1 Number of Traders in Each Category Total Traders: 77 17 15 4 4 5 . 23 9 8 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 1,062,071 Positions 128,892 117,096 79,728 401,430 213,749 72,384 91,509 229,378 132,280 24,753 93,878 11,754 119,342 111,825 Changes from: August 16, 2011 Total Change is: 84,088 33,704 -8,226 9,433 2,289 13,370 4,157 -9,056 13,042 43,355 2,205 14,711 -2,207 208 -3,549 Percent of Open Interest Represented by Each Category of Trader 12.1 11.0 7.5 37.8 20.1 6.8 8.6 21.6 12.5 2.3 8.8 1.1 11.2 10.5 Number of Traders in Each Category Total Traders: 616 34 59 32 115 69 66 86 163 78 34 53 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 374,395 Positions 98,782 66,180 15,180 116,190 43,666 12,434 41,772 132,128 2,823 10,316 39,737 8,039 68,859 54,208 Changes from: August 16, 2011 Total Change is: 42,213 25,866 -7,235 4,377 -1,552 201 -62 11,419 42,530 254 3,445 3,856 237 -1,771 -1,945 Percent of Open Interest Represented by Each Category of Trader 26.4 17.7 4.1 31.0 11.7 3.3 11.2 35.3 0.8 2.8 10.6 2.1 18.4 14.5 Number of Traders in Each Category Total Traders: 136 14 14 9 33 15 13 19 26 11 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 3,438,382 Positions 399,687 503,720 73,602 1,442,482 866,697 283,466 810,037 1,047,600 85,936 77,097 275,619 13,659 252,416 288,083 Changes from: August 16, 2011 Total Change is: 209,377 76,416 32,274 -11,947 21,454 68,094 18,848 96,904 51,843 16,226 -14,240 46,237 -4,180 9,896 -8,018 Percent of Open Interest Represented by Each Category of Trader 11.6 14.6 2.1 42.0 25.2 8.2 23.6 30.5 2.5 2.2 8.0 0.4 7.3 8.4 Number of Traders in Each Category Total Traders: 576 35 53 20 97 63 60 87 160 57 30 51 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 108,147 Positions 12,723 25,500 128 67,149 51,986 5,382 13,326 12,891 172 2,418 4,227 0 6,849 7,861 Changes from: August 16, 2011 Total Change is: 3,102 -335 -269 -22 -429 3,267 1,588 1,904 222 -1,180 0 133 0 1,576 -637 Percent of Open Interest Represented by Each Category of Trader 11.8 23.6 0.1 62.1 48.1 5.0 12.3 11.9 0.2 2.2 3.9 0.0 6.3 7.3 Number of Traders in Each Category Total Traders: 88 9 10 . 29 14 10 10 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 96,918 Positions 25,518 27,507 17,829 13,397 12,796 1,658 13,742 10,584 12,875 928 3,032 552 10,419 10,085 Changes from: August 16, 2011 Total Change is: 5,704 1,186 883 3,054 -659 898 179 577 -1,826 1,610 -35 955 -300 91 250 Percent of Open Interest Represented by Each Category of Trader 26.3 28.4 18.4 13.8 13.2 1.7 14.2 10.9 13.3 1.0 3.1 0.6 10.8 10.4 Number of Traders in Each Category Total Traders: 199 21 28 8 25 24 15 38 47 22 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 24,839 Positions 14,377 12,991 0 334 0 0 6,679 4,977 25 343 507 0 3,081 6,339 Changes from: August 16, 2011 Total Change is: 2,224 1,098 1,720 0 0 0 0 1,228 -120 0 0 246 0 -102 378 Percent of Open Interest Represented by Each Category of Trader 57.9 52.3 0.0 1.3 0.0 0.0 26.9 20.0 0.1 1.4 2.0 0.0 12.4 25.5 Number of Traders in Each Category Total Traders: 21 7 5 0 . 0 0 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 360,396 Positions 137,231 154,104 7,620 65,316 63,982 8,290 89,333 82,054 10,230 4,638 14,341 1,047 36,691 18,728 Changes from: August 16, 2011 Total Change is: 17,398 15,026 10,403 686 -3,296 4,492 893 2,471 -2,806 2,323 -173 3,544 -1,498 966 -639 Percent of Open Interest Represented by Each Category of Trader 38.1 42.8 2.1 18.1 17.8 2.3 24.8 22.8 2.8 1.3 4.0 0.3 10.2 5.2 Number of Traders in Each Category Total Traders: 197 22 26 . 25 24 15 37 48 18 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 436,810 Positions 221,972 23,699 14,234 115,502 186,424 33,323 27,726 132,576 2,904 3,188 17,116 1 17,960 26,533 Changes from: August 16, 2011 Total Change is: 14,661 7,799 1,525 786 4,326 9,437 3,622 -3,993 -6,074 764 -643 391 -65 2,065 4,275 Percent of Open Interest Represented by Each Category of Trader 50.8 5.4 3.3 26.4 42.7 7.6 6.3 30.4 0.7 0.7 3.9 0.0 4.1 6.1 Number of Traders in Each Category Total Traders: 244 20 15 4 50 53 27 24 63 14 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 30,509 Positions 6,649 4,485 499 7,073 812 202 9,824 11,424 0 216 3,677 0 6,046 9,410 Changes from: August 16, 2011 Total Change is: -1,572 162 -839 2 -1,237 101 91 61 -663 0 -505 -1,217 0 -146 953 Percent of Open Interest Represented by Each Category of Trader 21.8 14.7 1.6 23.2 2.7 0.7 32.2 37.4 0.0 0.7 12.1 0.0 19.8 30.8 Number of Traders in Each Category Total Traders: 50 11 7 . 7 . . 8 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 62,130 Positions 13,783 40,431 1,615 4,814 6,964 339 11,943 3,650 653 2,505 1,517 0 26,478 6,961 Changes from: August 16, 2011 Total Change is: 3,168 2,490 1,741 6 136 1,075 -5 -2,665 39 -267 1,271 0 0 2,202 579 Percent of Open Interest Represented by Each Category of Trader 22.2 65.1 2.6 7.7 11.2 0.5 19.2 5.9 1.1 4.0 2.4 0.0 42.6 11.2 Number of Traders in Each Category Total Traders: 70 13 19 6 5 6 . 14 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 40,646 Positions 811 4,679 1,118 23,584 24,131 4,696 6,393 4,953 4 699 0 0 3,341 1,065 Changes from: August 16, 2011 Total Change is: 862 103 -508 331 312 1,673 -211 296 378 0 0 0 0 31 -801 Percent of Open Interest Represented by Each Category of Trader 2.0 11.5 2.8 58.0 59.4 11.6 15.7 12.2 0.0 1.7 0.0 0.0 8.2 2.6 Number of Traders in Each Category Total Traders: 51 . . . 15 19 10 8 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 54,844 Positions 8,181 16,962 2,277 23,710 8,438 1,262 9,023 18,753 472 1,736 652 153 8,030 5,875 Changes from: August 16, 2011 Total Change is: 1,692 130 872 100 -533 -116 -13 752 -827 0 -103 0 0 1,359 1,676 Percent of Open Interest Represented by Each Category of Trader 14.9 30.9 4.2 43.2 15.4 2.3 16.5 34.2 0.9 3.2 1.2 0.3 14.6 10.7 Number of Traders in Each Category Total Traders: 57 7 9 . 12 6 5 12 6 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 656,050 Positions 17,807 106,572 5,927 332,807 137,112 68,014 62,456 134,315 15,372 7,348 60,597 0 146,319 128,141 Changes from: August 16, 2011 Total Change is: 13,949 -3,301 8,209 3,295 13,268 -6,969 -5,259 2,495 1,464 4,171 933 -172 0 -1,653 9,210 Percent of Open Interest Represented by Each Category of Trader 2.7 16.2 0.9 50.7 20.9 10.4 9.5 20.5 2.3 1.1 9.2 0.0 22.3 19.5 Number of Traders in Each Category Total Traders: 169 9 23 10 40 25 31 30 31 26 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 407,490 Positions 2,578 188,168 1,619 299,287 18,779 19,614 2,274 132,644 5,148 5,178 2,034 0 71,792 39,484 Changes from: August 16, 2011 Total Change is: -2,118 -1,633 6,259 749 6,082 2,920 -5,679 -216 -3,257 -4,640 0 -585 0 3,219 2,115 Percent of Open Interest Represented by Each Category of Trader 0.6 46.2 0.4 73.4 4.6 4.8 0.6 32.6 1.3 1.3 0.5 0.0 17.6 9.7 Number of Traders in Each Category Total Traders: 77 . 13 . 36 5 15 . 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 956,796 Positions 107,583 134,898 13,776 225,540 234,919 101,433 303,310 220,109 25,860 64,561 97,848 2,188 112,545 125,765 Changes from: August 16, 2011 Total Change is: -17,913 -1,756 2,073 4,144 -46,169 -37,594 2,430 21,841 17,241 7,583 -7,542 -19,752 -1,721 3,277 7,683 Percent of Open Interest Represented by Each Category of Trader 11.2 14.1 1.4 23.6 24.6 10.6 31.7 23.0 2.7 6.7 10.2 0.2 11.8 13.1 Number of Traders in Each Category Total Traders: 251 13 34 15 32 55 40 43 40 25 10 24 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,945,472 Positions 119,361 304,515 27,679 892,924 537,185 222,267 219,271 345,580 60,037 99,359 96,873 22,658 281,916 328,678 Changes from: August 16, 2011 Total Change is: -25,805 -15,717 50,132 9,245 -33,469 -67,664 -406 1,503 -37,702 20,701 -153 -6,741 6,051 -13,560 579 Percent of Open Interest Represented by Each Category of Trader 6.1 15.7 1.4 45.9 27.6 11.4 11.3 17.8 3.1 5.1 5.0 1.2 14.5 16.9 Number of Traders in Each Category Total Traders: 269 27 43 24 34 57 48 35 51 47 6 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 1,415,437 Positions 98,162 191,960 43,085 359,664 536,985 133,274 348,934 117,224 31,326 160,221 92,522 7,821 232,950 261,240 Changes from: August 16, 2011 Total Change is: -7,033 -3,171 29,460 21,783 10,800 -25,608 -10,760 -64,626 -12,373 -12,566 40,593 2,479 38 10,876 514 Percent of Open Interest Represented by Each Category of Trader 6.9 13.6 3.0 25.4 37.9 9.4 24.7 8.3 2.2 11.3 6.5 0.6 16.5 18.5 Number of Traders in Each Category Total Traders: 201 10 31 19 25 47 37 30 36 24 7 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 809,195 Positions 278,862 288,401 257,880 5,424 4,697 7,371 87,324 72,090 115,390 5,453 5,576 12,371 39,120 45,419 Changes from: August 16, 2011 Total Change is: -20,861 -221 6,011 -13,856 -176 0 -85 15,222 8,564 -18,839 -231 0 120 -2,795 -2,776 Percent of Open Interest Represented by Each Category of Trader 34.5 35.6 31.9 0.7 0.6 0.9 10.8 8.9 14.3 0.7 0.7 1.5 4.8 5.6 Number of Traders in Each Category Total Traders: 134 26 39 52 . 5 . 20 26 30 . 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 is 9,791,079 Positions 1,059,163 3,588,062 1,790,059 3,417,947 105,207 149,782 917,304 1,035,128 1,373,156 53,170 567,261 170,085 860,413 1,012,339 Changes from: August 16, 2011 Total Change is: -139,406 120,189 -156,760 -55,802 -117,259 -39,756 10,711 -85,104 -2,094 15,855 -1,487 54,317 -20,765 -5,744 54,888 Percent of Open Interest Represented by Each Category of Trader 10.8 36.6 18.3 34.9 1.1 1.5 9.4 10.6 14.0 0.5 5.8 1.7 8.8 10.3 Number of Traders in Each Category Total Traders: 274 38 55 84 12 12 14 53 61 88 10 14 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 12,547 Positions 4,947 5,944 0 1,639 810 12 2,026 5,468 0 3,586 250 0 337 63 Changes from: August 16, 2011 Total Change is: -796 245 -639 0 48 -14 0 -1,068 -139 -6 0 0 0 -15 2 Percent of Open Interest Represented by Each Category of Trader 39.4 47.4 0.0 13.1 6.5 0.1 16.1 43.6 0.0 28.6 2.0 0.0 2.7 0.5 Number of Traders in Each Category Total Traders: 31 . 4 0 . 4 . 7 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 20,716 Positions 16,246 9,335 0 1,248 1,756 0 2,783 4,103 4 110 5,453 0 325 65 Changes from: August 16, 2011 Total Change is: -512 -320 -143 0 0 -31 -109 -201 -253 4 30 0 0 84 20 Percent of Open Interest Represented by Each Category of Trader 78.4 45.1 0.0 6.0 8.5 0.0 13.4 19.8 0.0 0.5 26.3 0.0 1.6 0.3 Number of Traders in Each Category Total Traders: 34 5 4 0 . 5 0 8 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 57,901 Positions 17,597 14,558 309 281 6,303 1,102 31,176 26,908 1,176 847 2,239 0 5,413 5,306 Changes from: August 16, 2011 Total Change is: 3,322 1,330 -3 0 -237 -365 -6 2,366 3,154 303 112 173 0 -546 66 Percent of Open Interest Represented by Each Category of Trader 30.4 25.1 0.5 0.5 10.9 1.9 53.8 46.5 2.0 1.5 3.9 0.0 9.3 9.2 Number of Traders in Each Category Total Traders: 102 5 8 . . . . 24 39 9 8 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 166,998 Positions 35,072 58,270 30,025 4,707 1,586 6,863 23,681 17,845 18,447 17,011 1,754 10,971 20,221 21,237 Changes from: August 16, 2011 Total Change is: -32,175 11,004 5,468 -25,585 -296 -2,591 -263 6,056 6,331 -13,082 -4,319 1,246 -2,594 -3,096 -1,105 Percent of Open Interest Represented by Each Category of Trader 21.0 34.9 18.0 2.8 0.9 4.1 14.2 10.7 11.0 10.2 1.1 6.6 12.1 12.7 Number of Traders in Each Category Total Traders: 104 9 12 19 7 4 9 23 15 28 5 5 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 23, 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 12,255 Positions 3,446 4,808 0 2,209 488 0 4,417 1,307 625 150 4,181 831 577 15 Changes from: August 16, 2011 Total Change is: 1,416 420 -138 0 0 0 0 918 -111 0 -551 1,045 606 23 14 Percent of Open Interest Represented by Each Category of Trader 28.1 39.2 0.0 18.0 4.0 0.0 36.0 10.7 5.1 1.2 34.1 6.8 4.7 0.1 Number of Traders in Each Category Total Traders: 24 . . 0 4 . 0 5 5 . . . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 26, 2011