Traders in Financial Futures - Futures Only Positions as of September 13, 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 117,403
Positions
7,941 45,239 8,127 18,282 7,410 355 22,136 20,990 7,229 12,378 2,025 172 40,783 25,856
Changes from: September 6, 2011 Total Change is: 8,213
-888 -6,267 4,946 1,174 466 33 3,585 6,372 -172 136 1,471 6 -607 1,358
Percent of Open Interest Represented by Each Category of Trader
6.8 38.5 6.9 15.6 6.3 0.3 18.9 17.9 6.2 10.5 1.7 0.1 34.7 22.0
Number of Traders in Each Category Total Traders: 86
7 16 10 5 5 . 13 20 8 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 43,828
Positions
8,274 25,156 3,075 1,344 977 129 16,443 3,964 672 0 0 0 13,891 9,855
Changes from: September 6, 2011 Total Change is: -1,957
1,556 -2,693 1,878 395 6 0 -2,397 -92 558 0 0 0 -3,947 -1,614
Percent of Open Interest Represented by Each Category of Trader
18.9 57.4 7.0 3.1 2.2 0.3 37.5 9.0 1.5 0.0 0.0 0.0 31.7 22.5
Number of Traders in Each Category Total Traders: 42
8 10 7 . . . 13 7 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 142,120
Positions
67,023 3,420 6,143 7,030 34,107 1,287 32,136 57,893 3,043 1,563 5,196 0 23,895 31,031
Changes from: September 6, 2011 Total Change is: 31,748
25,440 -76 1,647 -1,895 -256 404 3,645 17,725 2,270 -433 1,189 0 670 8,845
Percent of Open Interest Represented by Each Category of Trader
47.2 2.4 4.3 4.9 24.0 0.9 22.6 40.7 2.1 1.1 3.7 0.0 16.8 21.8
Number of Traders in Each Category Total Traders: 101
16 7 7 . 14 5 19 33 12 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 151,535
Positions
9,802 70,984 20,469 36,846 9,245 1,142 51,903 13,528 2,644 1,000 2,400 0 27,729 31,123
Changes from: September 6, 2011 Total Change is: 28,123
2,532 3,779 19,167 1,273 141 -20 3,525 3,811 1,891 -695 148 0 450 -794
Percent of Open Interest Represented by Each Category of Trader
6.5 46.8 13.5 24.3 6.1 0.8 34.3 8.9 1.7 0.7 1.6 0.0 18.3 20.5
Number of Traders in Each Category Total Traders: 95
9 13 8 12 7 4 31 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 264,500
Positions
75,972 37,329 38,985 32,327 32,396 1,748 63,377 73,866 3,165 6,381 9,908 413 42,132 66,690
Changes from: September 6, 2011 Total Change is: 54,985
23,602 2,547 26,461 -425 2,093 -282 9,565 12,371 -1,231 281 755 15 -3,001 12,256
Percent of Open Interest Represented by Each Category of Trader
28.7 14.1 14.7 12.2 12.2 0.7 24.0 27.9 1.2 2.4 3.7 0.2 15.9 25.2
Number of Traders in Each Category Total Traders: 168
21 16 14 15 22 10 23 53 21 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 125,386
Positions
10,866 67,803 12,134 3,324 8,197 332 69,550 14,117 590 982 106 0 27,608 22,107
Changes from: September 6, 2011 Total Change is: -6,212
3,235 -15,182 11,450 -45 -223 8 -13,197 1,010 -6,904 18 -416 0 -777 4,045
Percent of Open Interest Represented by Each Category of Trader
8.7 54.1 9.7 2.7 6.5 0.3 55.5 11.3 0.5 0.8 0.1 0.0 22.0 17.6
Number of Traders in Each Category Total Traders: 69
7 14 5 . 5 . 22 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 104,711
Positions
48,495 53,045 35,023 0 0 0 17,097 12,366 1,244 976 0 0 1,876 3,033
Changes from: September 6, 2011 Total Change is: 3,567
4,074 -1,482 2,374 0 0 0 -3,636 516 20 -106 0 0 841 2,139
Percent of Open Interest Represented by Each Category of Trader
46.3 50.7 33.4 0.0 0.0 0.0 16.3 11.8 1.2 0.9 0.0 0.0 1.8 2.9
Number of Traders in Each Category Total Traders: 27
11 9 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 119,075
Positions
49,410 64,918 6,538 21,082 2,215 0 29,319 27,171 4,489 911 4,368 0 7,326 9,376
Changes from: September 6, 2011 Total Change is: 7,945
3,005 4,289 2,796 2,585 692 0 -3,507 -3,480 3,171 -331 283 -240 466 434
Percent of Open Interest Represented by Each Category of Trader
41.5 54.5 5.5 17.7 1.9 0.0 24.6 22.8 3.8 0.8 3.7 0.0 6.2 7.9
Number of Traders in Each Category Total Traders: 95
12 10 5 5 . 0 17 33 10 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 36,761
Positions
31,873 18,115 66 1,100 0 0 2,598 2,453 3 322 15,138 0 799 986
Changes from: September 6, 2011 Total Change is: 2,805
1,438 675 0 10 0 0 1,282 1,572 -13 0 0 0 88 571
Percent of Open Interest Represented by Each Category of Trader
86.7 49.3 0.2 3.0 0.0 0.0 7.1 6.7 0.0 0.9 41.2 0.0 2.2 2.7
Number of Traders in Each Category Total Traders: 20
4 4 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 34,664
Positions
4,371 23,443 6,699 436 0 0 17,508 2,059 163 681 165 0 4,806 2,135
Changes from: September 6, 2011 Total Change is: 6,725
196 -279 6,696 -73 0 0 -12 -76 149 -417 165 0 186 70
Percent of Open Interest Represented by Each Category of Trader
12.6 67.6 19.3 1.3 0.0 0.0 50.5 5.9 0.5 2.0 0.5 0.0 13.9 6.2
Number of Traders in Each Category Total Traders: 39
5 9 . . 0 0 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 62,157
Positions
19,973 25,293 11,142 3,149 3,593 407 8,230 6,665 5,816 4,028 24 637 8,777 8,581
Changes from: September 6, 2011 Total Change is: 10,555
709 805 5,144 -122 -310 281 83 1,189 2,005 -217 -176 637 2,035 981
Percent of Open Interest Represented by Each Category of Trader
32.1 40.7 17.9 5.1 5.8 0.7 13.2 10.7 9.4 6.5 0.0 1.0 14.1 13.8
Number of Traders in Each Category Total Traders: 88
20 13 13 6 8 4 17 15 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 15,829
Positions
8,951 9,400 868 691 273 0 750 2,482 341 731 0 592 2,905 1,873
Changes from: September 6, 2011 Total Change is: 1,627
0 -2 817 0 5 0 -14 22 307 -282 0 592 207 -114
Percent of Open Interest Represented by Each Category of Trader
56.5 59.4 5.5 4.4 1.7 0.0 4.7 15.7 2.2 4.6 0.0 3.7 18.4 11.8
Number of Traders in Each Category Total Traders: 21
8 5 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 92,656
Positions
33,455 43,197 9,137 4,915 6,640 813 21,422 14,829 4,487 6,594 48 89 11,744 13,416
Changes from: September 6, 2011 Total Change is: 17,855
1,197 1,393 8,874 -243 -630 562 713 2,853 2,876 131 -352 89 3,656 2,190
Percent of Open Interest Represented by Each Category of Trader
36.1 46.6 9.9 5.3 7.2 0.9 23.1 16.0 4.8 7.1 0.1 0.1 12.7 14.5
Number of Traders in Each Category Total Traders: 85
17 15 12 5 7 4 18 17 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 1,322,673
Positions
169,890 129,615 181,349 401,617 234,039 67,371 121,024 248,472 178,267 22,884 95,092 15,759 164,512 172,709
Changes from: September 6, 2011 Total Change is: 129,652
3,001 -3,476 68,620 -5,279 5,304 993 20,220 3,391 36,943 1,063 -5,289 -1,059 5,151 24,224
Percent of Open Interest Represented by Each Category of Trader
12.8 9.8 13.7 30.4 17.7 5.1 9.1 18.8 13.5 1.7 7.2 1.2 12.4 13.1
Number of Traders in Each Category Total Traders: 620
35 59 51 110 74 72 75 163 100 40 60 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 504,766
Positions
120,525 74,651 58,691 117,528 38,419 12,780 74,148 151,067 22,320 9,756 40,171 7,483 81,535 99,184
Changes from: September 6, 2011 Total Change is: 64,288
-11,876 -2,521 28,088 3,375 -2,165 336 23,621 15,817 18,890 -358 -4,709 -1,470 3,682 12,022
Percent of Open Interest Represented by Each Category of Trader
23.9 14.8 11.6 23.3 7.6 2.5 14.7 29.9 4.4 1.9 8.0 1.5 16.2 19.6
Number of Traders in Each Category Total Traders: 138
16 13 15 31 13 14 22 26 27 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,089,537
Positions
571,870 599,866 288,245 1,437,067 994,722 256,330 887,102 1,139,748 127,015 89,151 298,113 17,872 414,885 367,626
Changes from: September 6, 2011 Total Change is: 326,821
76,080 -3,080 200,966 -43,302 37,316 3,314 42,868 -2,253 30,390 6,016 -3,987 3,144 7,345 61,011
Percent of Open Interest Represented by Each Category of Trader
14.0 14.7 7.0 35.1 24.3 6.3 21.7 27.9 3.1 2.2 7.3 0.4 10.1 9.0
Number of Traders in Each Category Total Traders: 586
36 54 42 95 70 65 74 161 74 37 58 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 124,938
Positions
16,981 24,209 9,954 61,257 54,866 5,128 18,193 12,048 1,089 1,514 4,391 1,576 9,246 11,677
Changes from: September 6, 2011 Total Change is: 14,718
767 -2,782 9,819 -1,670 583 886 -476 49 991 0 38 1,576 2,825 3,558
Percent of Open Interest Represented by Each Category of Trader
13.6 19.4 8.0 49.0 43.9 4.1 14.6 9.6 0.9 1.2 3.5 1.3 7.4 9.3
Number of Traders in Each Category Total Traders: 87
10 10 10 30 15 10 9 8 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 127,549
Positions
25,933 22,361 31,326 20,210 24,043 2,114 14,573 11,626 19,370 812 3,833 638 12,572 12,237
Changes from: September 6, 2011 Total Change is: 21,546
257 -2,224 9,635 3,369 6,050 1,124 765 174 5,346 112 469 -6 944 976
Percent of Open Interest Represented by Each Category of Trader
20.3 17.5 24.6 15.8 18.8 1.7 11.4 9.1 15.2 0.6 3.0 0.5 9.9 9.6
Number of Traders in Each Category Total Traders: 215
23 33 24 29 24 15 42 44 28 4 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 32,789
Positions
16,325 14,982 2,033 334 0 0 10,492 7,376 55 343 507 0 3,207 7,836
Changes from: September 6, 2011 Total Change is: 5,333
527 1,005 2,033 0 0 0 2,258 1,595 19 0 0 0 496 681
Percent of Open Interest Represented by Each Category of Trader
49.8 45.7 6.2 1.0 0.0 0.0 32.0 22.5 0.2 1.0 1.5 0.0 9.8 23.9
Number of Traders in Each Category Total Traders: 25
9 5 4 . 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 473,798
Positions
155,590 144,443 38,917 99,381 120,214 10,569 97,794 98,641 19,188 4,059 18,343 1,477 46,823 22,006
Changes from: September 6, 2011 Total Change is: 81,064
6,697 -8,095 29,962 16,843 30,252 5,618 6,532 6,891 12,642 560 2,347 -30 2,240 1,477
Percent of Open Interest Represented by Each Category of Trader
32.8 30.5 8.2 21.0 25.4 2.2 20.6 20.8 4.0 0.9 3.9 0.3 9.9 4.6
Number of Traders in Each Category Total Traders: 213
22 33 24 29 24 15 42 44 24 4 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 508,605
Positions
265,827 24,260 29,762 98,325 222,953 37,571 46,106 127,303 7,579 2,111 20,811 678 20,646 37,688
Changes from: September 6, 2011 Total Change is: 51,704
18,629 -1,630 10,918 -6,323 25,030 3,691 15,006 -5,522 4,118 169 586 508 4,988 14,005
Percent of Open Interest Represented by Each Category of Trader
52.3 4.8 5.9 19.3 43.8 7.4 9.1 25.0 1.5 0.4 4.1 0.1 4.1 7.4
Number of Traders in Each Category Total Traders: 253
22 15 15 46 56 30 23 71 19 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 27,120
Positions
7,751 1,610 0 4,010 1,827 232 7,434 7,259 1 516 4,352 0 7,176 11,839
Changes from: September 6, 2011 Total Change is: -15,030
2,694 -3,957 -2,830 -1,550 1,105 30 -2,553 -1,673 -3,023 50 516 0 -7,848 -5,198
Percent of Open Interest Represented by Each Category of Trader
28.6 5.9 0.0 14.8 6.7 0.9 27.4 26.8 0.0 1.9 16.0 0.0 26.5 43.7
Number of Traders in Each Category Total Traders: 39
9 . 0 7 4 . 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 36,141
Positions
9,119 14,482 301 6,560 6,771 499 6,941 6,447 0 1,528 0 0 11,193 7,641
Changes from: September 6, 2011 Total Change is: -42,532
-6,414 -34,364 -2,339 3 92 160 -2,417 2,428 -1,630 -790 0 0 -29,105 -6,879
Percent of Open Interest Represented by Each Category of Trader
25.2 40.1 0.8 18.2 18.7 1.4 19.2 17.8 0.0 4.2 0.0 0.0 31.0 21.1
Number of Traders in Each Category Total Traders: 53
15 12 . 6 . . 4 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 47,440
Positions
431 4,217 4,172 25,997 24,512 4,832 3,738 5,017 2,563 1,430 0 0 4,277 2,127
Changes from: September 6, 2011 Total Change is: 5,489
-661 -442 2,867 1,502 -677 130 -1,892 49 2,559 290 0 0 694 1,003
Percent of Open Interest Represented by Each Category of Trader
0.9 8.9 8.8 54.8 51.7 10.2 7.9 10.6 5.4 3.0 0.0 0.0 9.0 4.5
Number of Traders in Each Category Total Traders: 53
. . . 16 19 11 7 4 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 65,111
Positions
9,022 18,145 4,776 24,410 12,950 1,482 6,937 14,866 3,141 1,857 150 1,093 12,393 8,508
Changes from: September 6, 2011 Total Change is: 9,869
-1,364 -1,818 2,951 719 3,622 217 -747 -1,037 2,576 -42 -8 436 5,123 2,930
Percent of Open Interest Represented by Each Category of Trader
13.9 27.9 7.3 37.5 19.9 2.3 10.7 22.8 4.8 2.9 0.2 1.7 19.0 13.1
Number of Traders in Each Category Total Traders: 72
9 11 6 19 7 8 15 5 6 5 . .
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Traders in Financial Futures - Futures Only Positions as of September 13, 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 643,314
Positions
17,429 134,092 8,001 331,354 131,855 62,974 42,900 104,170 18,328 10,322 53,888 0 152,006 130,006
Changes from: September 6, 2011 Total Change is: 734
-2,127 24,515 -3,066 8,322 74 4,511 -238 -5,293 -2,685 2,662 -8,629 0 -6,645 -8,693
Percent of Open Interest Represented by Each Category of Trader
2.7 20.8 1.2 51.5 20.5 9.8 6.7 16.2 2.8 1.6 8.4 0.0 23.6 20.2
Number of Traders in Each Category Total Traders: 161
8 23 8 42 23 32 28 26 11 4 7 0
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 396,468
Positions
2,487 178,605 1,734 291,883 16,992 22,246 2,033 121,376 7,141 2,875 4,300 0 66,069 44,074
Changes from: September 6, 2011 Total Change is: -15,843
-13 -17,247 -981 -4,425 594 924 -80 7,548 -12,137 -570 -399 0 1,439 5,855
Percent of Open Interest Represented by Each Category of Trader
0.6 45.0 0.4 73.6 4.3 5.6 0.5 30.6 1.8 0.7 1.1 0.0 16.7 11.1
Number of Traders in Each Category Total Traders: 74
. 12 6 36 5 15 . 16 . . . 0
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 751,824
Positions
84,527 66,291 6,504 120,079 226,383 94,932 207,561 149,086 42,321 86,063 46,217 1,816 108,021 118,274
Changes from: September 6, 2011 Total Change is: -18,462
-2,381 -7,678 -3,432 -9,657 -370 4,910 -6,845 -5,240 -6,244 16,984 364 80 -11,877 -852
Percent of Open Interest Represented by Each Category of Trader
11.2 8.8 0.9 16.0 30.1 12.6 27.6 19.8 5.6 11.4 6.1 0.2 14.4 15.7
Number of Traders in Each Category Total Traders: 222
13 28 9 29 52 39 32 37 20 9 21 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,649,923
Positions
73,752 219,679 19,764 767,567 536,120 221,354 171,595 205,897 28,370 46,233 90,644 16,762 304,526 311,333
Changes from: September 6, 2011 Total Change is: -116,293
3,909 153 -3,773 -52,606 -14,163 -9,396 -43,739 -70,921 -5,413 -6,681 2,294 -5,315 6,721 -9,759
Percent of Open Interest Represented by Each Category of Trader
4.5 13.3 1.2 46.5 32.5 13.4 10.4 12.5 1.7 2.8 5.5 1.0 18.5 18.9
Number of Traders in Each Category Total Traders: 223
23 24 17 31 56 45 35 37 27 6 11 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,336,571
Positions
101,624 177,183 25,473 404,432 565,624 105,971 269,315 98,278 47,734 154,616 46,267 18,926 208,480 251,115
Changes from: September 6, 2011 Total Change is: -14,805
10,031 -1,312 -1,601 22,458 19,067 -3,710 -19,946 -2,335 -10,271 -14,859 -25,744 12,334 -9,241 -1,233
Percent of Open Interest Represented by Each Category of Trader
7.6 13.3 1.9 30.3 42.3 7.9 20.1 7.4 3.6 11.6 3.5 1.4 15.6 18.8
Number of Traders in Each Category Total Traders: 186
8 35 14 22 47 33 35 24 20 8 7 .
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 708,104
Positions
263,915 237,727 190,441 4,090 3,308 3,382 87,443 112,049 104,544 8,514 5,076 8,959 36,816 42,618
Changes from: September 6, 2011 Total Change is: -3,318
2,115 -35,283 -2,255 99 -996 -3,695 -1,337 40,336 -1,640 1,453 0 447 1,495 -232
Percent of Open Interest Represented by Each Category of Trader
37.3 33.6 26.9 0.6 0.5 0.5 12.3 15.8 14.8 1.2 0.7 1.3 5.2 6.0
Number of Traders in Each Category Total Traders: 130
25 35 51 . 4 . 21 24 30 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,600,667
Positions
1,025,497 3,275,604 1,853,113 3,209,374 57,221 146,248 830,301 1,090,483 1,497,693 57,297 552,616 187,562 793,582 940,127
Changes from: September 6, 2011 Total Change is: -101,326
-22,216 -134,947 29,610 -45,468 -2,776 -13,748 -35,039 43,195 -16,763 -3,287 -42,751 8,651 -3,066 28,203
Percent of Open Interest Represented by Each Category of Trader
10.7 34.1 19.3 33.4 0.6 1.5 8.6 11.4 15.6 0.6 5.8 2.0 8.3 9.8
Number of Traders in Each Category Total Traders: 271
33 58 83 13 13 16 49 62 89 11 15 18
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Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,719
Positions
3,105 4,065 5 816 790 12 2,908 5,322 0 3,601 460 0 272 65
Changes from: September 6, 2011 Total Change is: -1,024
-747 -629 5 -390 -2 0 650 -113 -490 0 220 0 -52 -15
Percent of Open Interest Represented by Each Category of Trader
29.0 37.9 0.0 7.6 7.4 0.1 27.1 49.7 0.0 33.6 4.3 0.0 2.5 0.6
Number of Traders in Each Category Total Traders: 32
. 5 . . 4 . 6 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 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 21,103
Positions
17,762 10,407 94 1,284 1,583 16 1,624 3,500 0 80 5,435 0 243 68
Changes from: September 6, 2011 Total Change is: -1,366
592 -498 94 0 -189 5 -1,830 -540 -207 0 -48 0 -20 17
Percent of Open Interest Represented by Each Category of Trader
84.2 49.3 0.4 6.1 7.5 0.1 7.7 16.6 0.0 0.4 25.8 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 30
5 6 . . 5 . 4 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,802
Positions
18,958 24,166 2,417 1,485 655 736 27,169 29,369 1,767 2,381 742 258 7,631 2,692
Changes from: September 6, 2011 Total Change is: 12,236
3,610 9,294 2,416 -62 91 -60 6,224 2,576 -1,565 15 -534 252 1,406 -234
Percent of Open Interest Represented by Each Category of Trader
30.2 38.5 3.8 2.4 1.0 1.2 43.3 46.8 2.8 3.8 1.2 0.4 12.2 4.3
Number of Traders in Each Category Total Traders: 111
7 6 . . . . 52 18 9 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 165,892
Positions
44,469 43,491 38,527 4,367 743 6,854 17,531 23,062 21,023 4,652 2,654 12,997 15,472 16,541
Changes from: September 6, 2011 Total Change is: -306
4,739 -9,872 3,460 -374 -23 104 -4,512 2,621 3,245 -5,242 405 973 -2,699 -1,219
Percent of Open Interest Represented by Each Category of Trader
26.8 26.2 23.2 2.6 0.4 4.1 10.6 13.9 12.7 2.8 1.6 7.8 9.3 10.0
Number of Traders in Each Category Total Traders: 107
14 9 20 6 . 10 16 25 30 5 10 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,874
Positions
3,050 4,764 0 2,107 409 0 4,424 1,477 625 150 3,488 1,111 407 0
Changes from: September 6, 2011 Total Change is: -107
35 60 0 -35 -75 0 -30 -167 0 0 127 70 -147 -122
Percent of Open Interest Represented by Each Category of Trader
25.7 40.1 0.0 17.7 3.4 0.0 37.3 12.4 5.3 1.3 29.4 9.4 3.4 0.0
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . 0 5 5 . . . .
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Updated September 16, 2011