Traders in Financial Futures- Futures Only Positions as of August 30, 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 107,237 Positions 9,463 55,689 2,826 15,709 5,641 580 19,051 10,602 6,676 11,456 607 163 41,313 24,453 Changes from: August 23, 2011 Total Change is: 2,565 1,004 5,540 454 -167 -1,941 274 667 -1,942 183 964 607 156 -970 -766 Percent of Open Interest Represented by Each Category of Trader 8.8 51.9 2.6 14.6 5.3 0.5 17.8 9.9 6.2 10.7 0.6 0.2 38.5 22.8 Number of Traders in Each Category Total Traders: 85 7 14 5 5 4 . 18 20 9 15 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 45,566 Positions 5,227 28,768 1,142 935 1,007 119 19,254 3,051 31 0 0 0 18,858 11,448 Changes from: August 23, 2011 Total Change is: -3,398 -373 -2,579 643 0 11 0 -2,783 -1,135 -143 0 0 0 -742 -195 Percent of Open Interest Represented by Each Category of Trader 11.5 63.1 2.5 2.1 2.2 0.3 42.3 6.7 0.1 0.0 0.0 0.0 41.4 25.1 Number of Traders in Each Category Total Traders: 36 5 11 4 . . . 12 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 96,164 Positions 19,731 11,721 510 8,773 33,030 848 33,756 26,167 244 2,668 4,007 0 29,634 19,637 Changes from: August 23, 2011 Total Change is: -6,013 6,007 -9,606 386 -2,270 1,742 2 -10,556 780 36 2,223 -588 0 -1,841 1,235 Percent of Open Interest Represented by Each Category of Trader 20.5 12.2 0.5 9.1 34.3 0.9 35.1 27.2 0.3 2.8 4.2 0.0 30.8 20.4 Number of Traders in Each Category Total Traders: 92 10 10 5 5 12 4 31 18 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 126,128 Positions 6,377 73,539 1,151 34,816 9,195 1,038 49,879 10,254 133 1,000 2,252 0 31,734 28,566 Changes from: August 23, 2011 Total Change is: -5,089 -177 -1,084 -11 -120 -375 -18 -6,334 -4,022 2 -498 -45 0 2,067 464 Percent of Open Interest Represented by Each Category of Trader 5.1 58.3 0.9 27.6 7.3 0.8 39.5 8.1 0.1 0.8 1.8 0.0 25.2 22.6 Number of Traders in Each Category Total Traders: 88 8 14 5 11 7 4 32 11 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 179,162 Positions 35,559 44,817 5,333 31,427 29,268 1,636 43,107 39,766 3,300 7,439 7,219 256 51,105 47,567 Changes from: August 23, 2011 Total Change is: 4,448 109 3,294 -867 5,946 -3,135 -22 229 769 1,302 -6,016 -673 51 3,716 3,729 Percent of Open Interest Represented by Each Category of Trader 19.8 25.0 3.0 17.5 16.3 0.9 24.1 22.2 1.8 4.2 4.0 0.1 28.5 26.5 Number of Traders in Each Category Total Traders: 159 22 14 8 16 19 9 35 41 19 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 120,394 Positions 9,420 79,690 217 3,139 7,942 313 79,939 11,310 299 967 0 5 26,095 20,618 Changes from: August 23, 2011 Total Change is: 8,326 -4,438 7,260 -506 473 1,015 1 9,272 2,327 258 2 -2 2 3,262 -2,029 Percent of Open Interest Represented by Each Category of Trader 7.8 66.2 0.2 2.6 6.6 0.3 66.4 9.4 0.2 0.8 0.0 0.0 21.7 17.1 Number of Traders in Each Category Total Traders: 66 7 13 4 . 5 . 25 10 4 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 103,139 Positions 42,907 52,984 35,862 0 0 0 21,260 12,386 851 1,082 0 0 1,177 1,056 Changes from: August 23, 2011 Total Change is: 6 -2,851 -3,354 2,873 0 0 0 -122 359 0 0 0 0 106 128 Percent of Open Interest Represented by Each Category of Trader 41.6 51.4 34.8 0.0 0.0 0.0 20.6 12.0 0.8 1.0 0.0 0.0 1.1 1.0 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 30, 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 111,355 Positions 44,962 63,147 1,964 14,968 1,747 0 41,006 30,982 589 798 4,472 0 7,068 8,454 Changes from: August 23, 2011 Total Change is: -3,069 2,718 -4,713 1,410 -9,003 183 0 1,361 -491 234 0 -49 0 211 357 Percent of Open Interest Represented by Each Category of Trader 40.4 56.7 1.8 13.4 1.6 0.0 36.8 27.8 0.5 0.7 4.0 0.0 6.3 7.6 Number of Traders in Each Category Total Traders: 94 11 12 . 8 . 0 17 32 4 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 39,411 Positions 28,192 19,820 3,877 1,068 0 0 2,137 232 288 423 12,628 2,510 916 56 Changes from: August 23, 2011 Total Change is: 11,673 10,008 10,371 1,235 6 0 0 125 11 285 -51 0 0 65 -229 Percent of Open Interest Represented by Each Category of Trader 71.5 50.3 9.8 2.7 0.0 0.0 5.4 0.6 0.7 1.1 32.0 6.4 2.3 0.1 Number of Traders in Each Category Total Traders: 22 4 6 4 . 0 0 7 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 26,856 Positions 4,518 23,380 71 360 0 0 16,555 2,067 0 1,145 0 0 4,207 1,338 Changes from: August 23, 2011 Total Change is: 352 219 438 -29 13 -115 0 -176 78 0 237 0 0 88 -20 Percent of Open Interest Represented by Each Category of Trader 16.8 87.1 0.3 1.3 0.0 0.0 61.6 7.7 0.0 4.3 0.0 0.0 15.7 5.0 Number of Traders in Each Category Total Traders: 44 5 10 . . 0 0 18 5 0 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 52,814 Positions 20,876 23,251 6,007 3,349 2,961 593 8,284 9,009 3,533 4,229 0 1 5,943 7,461 Changes from: August 23, 2011 Total Change is: 598 1,023 -5,073 82 480 -573 96 -394 5,371 -150 -66 0 0 -472 847 Percent of Open Interest Represented by Each Category of Trader 39.5 44.0 11.4 6.3 5.6 1.1 15.7 17.1 6.7 8.0 0.0 0.0 11.3 14.1 Number of Traders in Each Category Total Traders: 86 19 16 8 6 6 . 17 17 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 13,834 Positions 8,951 9,402 51 691 258 0 1,107 2,450 43 731 0 0 2,260 1,630 Changes from: August 23, 2011 Total Change is: 60 0 0 0 0 0 0 55 -10 9 0 0 0 -4 61 Percent of Open Interest Represented by Each Category of Trader 64.7 68.0 0.4 5.0 1.9 0.0 8.0 17.7 0.3 5.3 0.0 0.0 16.3 11.8 Number of Traders in Each Category Total Traders: 22 8 5 . . . 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 77,959 Positions 35,460 39,307 301 5,316 5,405 1,186 20,494 19,258 840 6,995 0 1 7,366 11,661 Changes from: August 23, 2011 Total Change is: 1,076 2,647 -9,544 -439 959 -1,146 191 -787 10,871 -428 -131 0 0 -936 1,571 Percent of Open Interest Represented by Each Category of Trader 45.5 50.4 0.4 6.8 6.9 1.5 26.3 24.7 1.1 9.0 0.0 0.0 9.4 15.0 Number of Traders in Each Category Total Traders: 81 17 17 6 5 5 . 17 17 6 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 1,113,795 Positions 139,795 124,223 92,769 409,859 210,888 65,173 93,187 245,970 122,658 24,560 92,928 15,156 150,638 144,030 Changes from: August 23, 2011 Total Change is: 51,723 10,903 7,127 13,040 8,429 -2,861 -7,211 1,677 16,592 -9,622 -192 -950 3,403 31,296 32,205 Percent of Open Interest Represented by Each Category of Trader 12.6 11.2 8.3 36.8 18.9 5.9 8.4 22.1 11.0 2.2 8.3 1.4 13.5 12.9 Number of Traders in Each Category Total Traders: 610 36 60 32 113 70 66 76 162 71 33 57 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 399,825 Positions 108,831 66,437 22,077 113,655 42,500 12,378 45,954 122,549 3,181 13,208 40,590 8,117 72,424 81,996 Changes from: August 23, 2011 Total Change is: 25,430 10,049 257 6,897 -2,535 -1,166 -56 4,182 -9,579 358 2,892 853 78 3,565 27,788 Percent of Open Interest Represented by Each Category of Trader 27.2 16.6 5.5 28.4 10.6 3.1 11.5 30.7 0.8 3.3 10.2 2.0 18.1 20.5 Number of Traders in Each Category Total Traders: 138 15 13 9 30 15 11 20 29 12 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 3,569,848 Positions 436,706 570,815 71,572 1,496,353 857,273 248,641 745,575 1,126,519 87,973 77,543 282,470 14,415 391,070 310,170 Changes from: August 23, 2011 Total Change is: 131,466 37,019 67,095 -2,030 53,871 -9,424 -34,825 -64,462 78,919 2,037 446 6,851 756 138,654 22,087 Percent of Open Interest Represented by Each Category of Trader 12.2 16.0 2.0 41.9 24.0 7.0 20.9 31.6 2.5 2.2 7.9 0.4 11.0 8.7 Number of Traders in Each Category Total Traders: 573 34 57 21 98 64 61 78 157 47 29 56 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 110,147 Positions 11,278 29,824 124 75,320 50,449 3,656 12,125 12,864 1,121 1,467 4,197 0 5,056 7,912 Changes from: August 23, 2011 Total Change is: 2,000 -1,445 4,324 -4 8,171 -1,537 -1,726 -1,201 -27 949 -951 -30 0 -1,793 51 Percent of Open Interest Represented by Each Category of Trader 10.2 27.1 0.1 68.4 45.8 3.3 11.0 11.7 1.0 1.3 3.8 0.0 4.6 7.2 Number of Traders in Each Category Total Traders: 92 7 11 . 34 14 9 10 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 101,620 Positions 26,828 26,120 21,161 13,687 10,782 1,472 11,937 12,841 15,381 811 3,180 644 9,699 10,039 Changes from: August 23, 2011 Total Change is: 4,702 1,310 -1,387 3,332 290 -2,014 -186 -1,805 2,257 2,506 -116 148 91 -720 -46 Percent of Open Interest Represented by Each Category of Trader 26.4 25.7 20.8 13.5 10.6 1.4 11.7 12.6 15.1 0.8 3.1 0.6 9.5 9.9 Number of Traders in Each Category Total Traders: 204 24 27 9 28 22 14 34 53 24 6 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 27,050 Positions 15,554 13,977 0 334 0 0 8,234 6,799 35 343 507 0 2,550 5,732 Changes from: August 23, 2011 Total Change is: 2,211 1,177 986 0 0 0 0 1,555 1,822 10 0 0 0 -531 -607 Percent of Open Interest Represented by Each Category of Trader 57.5 51.7 0.0 1.2 0.0 0.0 30.4 25.1 0.1 1.3 1.9 0.0 9.4 21.2 Number of Traders in Each Category Total Traders: 26 10 5 0 . 0 0 . 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 372,851 Positions 154,308 158,653 7,867 66,766 53,912 7,361 85,799 97,497 9,443 4,057 15,080 1,504 35,746 21,534 Changes from: August 23, 2011 Total Change is: 12,455 17,077 4,549 247 1,450 -10,070 -929 -3,534 15,443 -787 -581 739 457 -945 2,806 Percent of Open Interest Represented by Each Category of Trader 41.4 42.6 2.1 17.9 14.5 2.0 23.0 26.1 2.5 1.1 4.0 0.4 9.6 5.8 Number of Traders in Each Category Total Traders: 202 23 27 4 28 22 14 33 54 19 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 434,111 Positions 221,567 26,686 16,382 122,294 175,179 32,845 23,067 138,422 2,643 2,213 18,766 0 13,100 23,188 Changes from: August 23, 2011 Total Change is: -2,699 -405 2,987 2,148 6,792 -11,245 -478 -4,659 5,846 -261 -975 1,650 -1 -4,860 -3,345 Percent of Open Interest Represented by Each Category of Trader 51.0 6.1 3.8 28.2 40.4 7.6 5.3 31.9 0.6 0.5 4.3 0.0 3.0 5.3 Number of Traders in Each Category Total Traders: 246 20 14 6 51 51 26 20 73 11 4 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 31,101 Positions 6,418 5,129 544 6,621 722 202 10,397 11,693 0 416 3,833 0 6,503 8,978 Changes from: August 23, 2011 Total Change is: 592 -231 644 45 -452 -90 0 573 269 0 200 156 0 457 -432 Percent of Open Interest Represented by Each Category of Trader 20.6 16.5 1.7 21.3 2.3 0.6 33.4 37.6 0.0 1.3 12.3 0.0 20.9 28.9 Number of Traders in Each Category Total Traders: 52 11 7 . 7 . . 9 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 62,626 Positions 14,018 43,235 1,798 4,794 6,555 339 11,044 3,756 788 2,112 0 0 27,733 6,155 Changes from: August 23, 2011 Total Change is: 496 235 2,804 183 -20 -409 0 -899 106 135 -393 -1,517 0 1,255 -806 Percent of Open Interest Represented by Each Category of Trader 22.4 69.0 2.9 7.7 10.5 0.5 17.6 6.0 1.3 3.4 0.0 0.0 44.3 9.8 Number of Traders in Each Category Total Traders: 70 14 20 5 5 6 . 13 8 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 38,878 Positions 624 4,615 1,199 24,348 23,874 4,257 5,263 4,911 4 1,187 0 0 1,996 18 Changes from: August 23, 2011 Total Change is: -1,768 -187 -64 81 764 -257 -439 -1,130 -42 0 488 0 0 -1,345 -1,047 Percent of Open Interest Represented by Each Category of Trader 1.6 11.9 3.1 62.6 61.4 10.9 13.5 12.6 0.0 3.1 0.0 0.0 5.1 0.0 Number of Traders in Each Category Total Traders: 52 . . . 15 19 9 8 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 52,244 Positions 8,549 20,618 1,858 23,396 9,263 1,188 8,019 15,416 472 1,736 152 663 6,363 2,614 Changes from: August 23, 2011 Total Change is: -2,600 368 3,656 -419 -314 825 -74 -1,004 -3,337 0 0 -500 510 -1,667 -3,261 Percent of Open Interest Represented by Each Category of Trader 16.4 39.5 3.6 44.8 17.7 2.3 15.3 29.5 0.9 3.3 0.3 1.3 12.2 5.0 Number of Traders in Each Category Total Traders: 60 8 8 . 13 6 5 14 6 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 689,017 Positions 16,714 116,192 22,563 313,943 135,104 80,850 59,284 100,058 30,866 6,348 61,817 0 158,449 141,567 Changes from: August 23, 2011 Total Change is: 32,967 -1,093 9,620 16,636 -18,864 -2,008 12,836 -3,172 -34,257 15,494 -1,000 1,220 0 12,130 13,426 Percent of Open Interest Represented by Each Category of Trader 2.4 16.9 3.3 45.6 19.6 11.7 8.6 14.5 4.5 0.9 9.0 0.0 23.0 20.5 Number of Traders in Each Category Total Traders: 140 8 16 9 39 22 32 30 17 14 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 427,295 Positions 2,500 198,633 3,607 297,284 18,964 21,737 2,017 120,628 22,167 5,180 2,034 0 72,803 39,525 Changes from: August 23, 2011 Total Change is: 19,805 -78 10,465 1,988 -2,003 185 2,123 -257 -12,016 17,019 2 0 0 1,011 41 Percent of Open Interest Represented by Each Category of Trader 0.6 46.5 0.8 69.6 4.4 5.1 0.5 28.2 5.2 1.2 0.5 0.0 17.0 9.3 Number of Traders in Each Category Total Traders: 75 . 14 5 36 5 15 . 15 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 887,138 Positions 106,554 77,736 18,707 139,859 223,343 92,641 274,130 190,861 66,452 59,930 80,507 1,929 126,936 134,962 Changes from: August 23, 2011 Total Change is: -69,658 -1,029 -57,162 4,931 -85,681 -11,576 -8,792 -29,180 -29,248 40,592 -4,631 -17,341 -259 14,391 9,197 Percent of Open Interest Represented by Each Category of Trader 12.0 8.8 2.1 15.8 25.2 10.4 30.9 21.5 7.5 6.8 9.1 0.2 14.3 15.2 Number of Traders in Each Category Total Traders: 232 14 25 17 33 52 39 40 35 26 9 23 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,011,822 Positions 73,898 236,083 97,191 842,415 538,501 207,151 246,279 336,193 147,068 76,546 100,935 31,082 290,192 317,618 Changes from: August 23, 2011 Total Change is: 66,350 -45,463 -68,432 69,512 -50,509 1,316 -15,116 27,008 -9,387 87,031 -22,813 4,062 8,424 8,276 -11,060 Percent of Open Interest Represented by Each Category of Trader 3.7 11.7 4.8 41.9 26.8 10.3 12.2 16.7 7.3 3.8 5.0 1.5 14.4 15.8 Number of Traders in Each Category Total Traders: 239 19 30 25 31 59 49 46 34 33 8 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 1,431,167 Positions 93,927 157,602 49,214 389,633 540,969 124,563 293,101 91,468 95,452 138,126 81,208 11,327 235,824 279,364 Changes from: August 23, 2011 Total Change is: 15,730 -4,235 -34,358 6,129 29,969 3,984 -8,711 -55,833 -25,756 64,126 -22,095 -11,314 3,506 2,874 18,124 Percent of Open Interest Represented by Each Category of Trader 6.6 11.0 3.4 27.2 37.8 8.7 20.5 6.4 6.7 9.7 5.7 0.8 16.5 19.5 Number of Traders in Each Category Total Traders: 178 9 26 19 21 46 34 38 22 23 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 799,502 Positions 288,376 288,871 244,908 5,420 5,382 7,125 90,009 81,927 108,362 5,398 5,685 12,218 37,686 45,024 Changes from: August 23, 2011 Total Change is: -9,693 9,514 470 -12,972 -4 685 -246 2,685 9,837 -7,028 -55 109 -153 -1,434 -395 Percent of Open Interest Represented by Each Category of Trader 36.1 36.1 30.6 0.7 0.7 0.9 11.3 10.2 13.6 0.7 0.7 1.5 4.7 5.6 Number of Traders in Each Category Total Traders: 132 26 37 52 . 6 . 18 27 30 . 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 9,673,431 Positions 1,018,901 3,556,782 1,788,504 3,310,651 42,965 157,095 881,315 1,023,088 1,470,411 59,430 531,595 176,359 810,765 926,632 Changes from: August 23, 2011 Total Change is: -117,648 -40,262 -31,280 -1,555 -107,296 -62,242 7,313 -35,989 -12,040 97,255 6,260 -35,666 6,274 -49,648 -85,707 Percent of Open Interest Represented by Each Category of Trader 10.5 36.8 18.5 34.2 0.4 1.6 9.1 10.6 15.2 0.6 5.5 1.8 8.4 9.6 Number of Traders in Each Category Total Traders: 275 35 60 86 14 10 14 52 62 87 10 14 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 11,444 Positions 3,713 4,865 1 1,535 792 12 2,248 5,441 4 3,601 250 0 330 79 Changes from: August 23, 2011 Total Change is: -1,103 -1,234 -1,079 1 -104 -18 0 222 -27 4 15 0 0 -7 16 Percent of Open Interest Represented by Each Category of Trader 32.4 42.5 0.0 13.4 6.9 0.1 19.6 47.5 0.0 31.5 2.2 0.0 2.9 0.7 Number of Traders in Each Category Total Traders: 31 . 4 . . 4 . 7 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 21,226 Positions 16,432 9,497 0 1,217 2,155 0 3,187 4,040 4 110 5,453 0 276 77 Changes from: August 23, 2011 Total Change is: 510 186 162 0 -31 399 0 404 -63 0 0 0 0 -49 12 Percent of Open Interest Represented by Each Category of Trader 77.4 44.7 0.0 5.7 10.2 0.0 15.0 19.0 0.0 0.5 25.7 0.0 1.3 0.4 Number of Traders in Each Category Total Traders: 34 5 4 0 . 5 0 9 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 55,670 Positions 17,879 14,059 309 301 4,987 1,096 28,559 27,587 1,062 1,110 2,146 2 5,352 4,422 Changes from: August 23, 2011 Total Change is: -2,231 282 -499 0 20 -1,316 -6 -2,617 679 -114 263 -93 2 -61 -884 Percent of Open Interest Represented by Each Category of Trader 32.1 25.3 0.6 0.5 9.0 2.0 51.3 49.6 1.9 2.0 3.9 0.0 9.6 7.9 Number of Traders in Each Category Total Traders: 105 5 8 . . . . 24 36 9 13 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 162,292 Positions 38,633 57,251 32,717 4,932 1,086 7,069 22,888 17,783 19,533 11,377 1,457 11,072 14,071 14,324 Changes from: August 23, 2011 Total Change is: -4,706 3,561 -1,019 2,692 225 -500 206 -793 -62 1,086 -5,634 -297 101 -6,150 -6,913 Percent of Open Interest Represented by Each Category of Trader 23.8 35.3 20.2 3.0 0.7 4.4 14.1 11.0 12.0 7.0 0.9 6.8 8.7 8.8 Number of Traders in Each Category Total Traders: 103 12 9 18 7 . 9 21 18 28 10 5 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of August 30, 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 12,337 Positions 3,275 4,808 0 2,181 484 0 4,665 1,275 625 150 4,258 887 554 0 Changes from: August 23, 2011 Total Change is: 82 -171 0 0 -28 -4 0 248 -32 0 0 77 56 -23 -15 Percent of Open Interest Represented by Each Category of Trader 26.5 39.0 0.0 17.7 3.9 0.0 37.8 10.3 5.1 1.2 34.5 7.2 4.5 0.0 Number of Traders in Each Category Total Traders: 26 . . 0 4 . 0 6 5 . . . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 2, 2011