Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 118,391 Positions 7,719 51,476 8,616 15,876 7,582 306 18,307 12,207 9,890 10,486 4 799 46,392 27,511 Changes from: August 16, 2011 Total Change is: 2,075 -1,105 4,538 557 1,158 999 9 -1,159 -5,839 94 902 4 166 1,453 1,546 Percent of Open Interest Represented by Each Category of Trader 6.5 43.5 7.3 13.4 6.4 0.3 15.5 10.3 8.4 8.9 0.0 0.7 39.2 23.2 Number of Traders in Each Category Total Traders: 81 5 16 7 4 6 . 19 16 18 14 . 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,366 Positions 5,794 30,295 3,992 935 996 119 22,186 5,105 2,810 0 0 0 21,530 14,049 Changes from: August 16, 2011 Total Change is: 479 710 579 32 0 402 0 814 686 -57 0 0 0 -1,020 -1,163 Percent of Open Interest Represented by Each Category of Trader 10.1 52.8 7.0 1.6 1.7 0.2 38.7 8.9 4.9 0.0 0.0 0.0 37.5 24.5 Number of Traders in Each Category Total Traders: 39 6 10 6 . . . 11 9 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 108,436 Positions 14,201 21,555 2,426 11,043 31,288 846 44,258 25,653 2,007 445 4,595 0 33,208 20,066 Changes from: August 16, 2011 Total Change is: 2,094 -6,873 10,656 -563 1,128 1,014 -20 5,188 -8,157 351 -370 95 0 3,253 -1,282 Percent of Open Interest Represented by Each Category of Trader 13.1 19.9 2.2 10.2 28.9 0.8 40.8 23.7 1.9 0.4 4.2 0.0 30.6 18.5 Number of Traders in Each Category Total Traders: 98 9 13 8 6 12 4 33 19 14 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 145,250 Positions 6,944 73,723 6,843 34,936 9,589 1,087 56,195 14,110 6,203 1,498 2,275 500 31,044 30,921 Changes from: August 16, 2011 Total Change is: 6,276 81 639 707 1,953 754 17 5,240 1,077 1,158 498 157 422 -3,800 1,344 Percent of Open Interest Represented by Each Category of Trader 4.8 50.8 4.7 24.1 6.6 0.7 38.7 9.7 4.3 1.0 1.6 0.3 21.4 21.3 Number of Traders in Each Category Total Traders: 105 9 14 9 11 8 4 36 18 19 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 223,232 Positions 35,133 39,853 16,265 25,519 32,993 1,899 43,097 36,848 32,065 13,076 8,052 4,191 51,986 51,065 Changes from: August 16, 2011 Total Change is: 8,021 847 3,384 1,640 771 373 224 1,250 1,083 1,294 77 374 -170 2,088 -182 Percent of Open Interest Represented by Each Category of Trader 15.7 17.9 7.3 11.4 14.8 0.9 19.3 16.5 14.4 5.9 3.6 1.9 23.3 22.9 Number of Traders in Each Category Total Traders: 175 21 15 16 16 22 14 33 50 42 6 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 119,756 Positions 15,119 72,206 3,184 2,666 7,620 312 70,370 9,010 2,634 963 99 134 24,374 24,557 Changes from: August 16, 2011 Total Change is: 8,993 -2,114 11,123 362 0 -89 -3 9,510 -1,384 -14 97 19 -4 1,159 -1,016 Percent of Open Interest Represented by Each Category of Trader 12.6 60.3 2.7 2.2 6.4 0.3 58.8 7.5 2.2 0.8 0.1 0.1 20.4 20.5 Number of Traders in Each Category Total Traders: 68 11 12 11 . 6 . 20 12 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 105,068 Positions 47,640 58,220 33,042 0 0 0 21,382 12,027 851 1,082 0 0 1,071 928 Changes from: August 16, 2011 Total Change is: 1,188 2,202 2,351 -1,131 0 0 0 0 0 0 0 0 0 117 -32 Percent of Open Interest Represented by Each Category of Trader 45.3 55.4 31.4 0.0 0.0 0.0 20.4 11.4 0.8 1.0 0.0 0.0 1.0 0.9 Number of Traders in Each Category Total Traders: 25 7 12 15 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 114,424 Positions 42,244 67,860 554 23,971 1,564 0 39,645 31,473 355 798 4,521 0 6,857 8,097 Changes from: August 16, 2011 Total Change is: 4,407 1,473 2,651 -4 2,848 532 0 505 538 -109 -137 498 0 -169 301 Percent of Open Interest Represented by Each Category of Trader 36.9 59.3 0.5 20.9 1.4 0.0 34.6 27.5 0.3 0.7 4.0 0.0 6.0 7.1 Number of Traders in Each Category Total Traders: 90 10 11 . 7 . 0 20 29 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 27,738 Positions 18,184 9,449 2,642 1,062 0 0 2,012 221 3 474 12,628 2,510 851 285 Changes from: August 16, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 65.6 34.1 9.5 3.8 0.0 0.0 7.3 0.8 0.0 1.7 45.5 9.0 3.1 1.0 Number of Traders in Each Category Total Traders: 21 5 5 . . 0 0 6 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 26,504 Positions 4,299 22,942 100 347 115 0 16,731 1,989 0 908 0 0 4,119 1,358 Changes from: August 16, 2011 Total Change is: -201 943 -228 100 75 -40 0 -1,679 128 0 -42 0 0 402 -161 Percent of Open Interest Represented by Each Category of Trader 16.2 86.6 0.4 1.3 0.4 0.0 63.1 7.5 0.0 3.4 0.0 0.0 15.5 5.1 Number of Traders in Each Category Total Traders: 42 6 9 . . . 0 15 5 0 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 54,418 Positions 19,782 28,305 6,034 2,870 3,534 498 9,149 3,902 4,797 4,088 24 525 6,676 6,800 Changes from: August 16, 2011 Total Change is: -1,854 -1,112 4,604 157 60 736 3 118 -7,297 346 -1,741 24 -17 333 -409 Percent of Open Interest Represented by Each Category of Trader 36.4 52.0 11.1 5.3 6.5 0.9 16.8 7.2 8.8 7.5 0.0 1.0 12.3 12.5 Number of Traders in Each Category Total Traders: 84 20 14 8 5 6 . 23 9 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 13,834 Positions 8,951 9,402 51 691 258 0 1,048 2,460 38 731 0 0 2,324 1,626 Changes from: August 16, 2011 Total Change is: 156 202 202 51 11 0 0 52 202 2 0 0 0 -162 -301 Percent of Open Interest Represented by Each Category of Trader 64.7 68.0 0.4 5.0 1.9 0.0 7.6 17.8 0.3 5.3 0.0 0.0 16.8 11.8 Number of Traders in Each Category Total Traders: 22 8 5 . . . 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 81,167 Positions 32,669 48,813 959 4,357 6,551 995 22,225 8,906 3,495 6,713 48 1,051 8,703 10,348 Changes from: August 16, 2011 Total Change is: -4,019 -2,655 8,775 240 97 1,472 5 240 -14,889 579 -3,482 48 -34 990 -217 Percent of Open Interest Represented by Each Category of Trader 40.2 60.1 1.2 5.4 8.1 1.2 27.4 11.0 4.3 8.3 0.1 1.3 10.7 12.7 Number of Traders in Each Category Total Traders: 78 17 15 6 4 5 . 23 9 11 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,292,389 Positions 128,082 117,120 100,369 401,525 215,266 73,586 82,641 222,510 303,662 25,200 89,849 42,231 135,093 127,796 Changes from: August 16, 2011 Total Change is: -14,745 32,551 -7,847 4,246 2,258 15,003 2,999 -3,745 15,140 -46,131 1,079 13,626 -8,288 287 -3,492 Percent of Open Interest Represented by Each Category of Trader 9.9 9.1 7.8 31.1 16.7 5.7 6.4 17.2 23.5 1.9 7.0 3.3 10.5 9.9 Number of Traders in Each Category Total Traders: 637 34 60 46 115 70 70 93 166 123 41 57 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 513,612 Positions 100,146 67,262 30,340 116,300 44,947 13,261 40,645 133,736 98,492 10,388 36,492 23,891 80,150 65,192 Changes from: August 16, 2011 Total Change is: -16,593 23,532 -7,484 1,105 -1,552 581 -119 7,483 36,392 -46,411 2,163 2,297 -2,635 -158 -320 Percent of Open Interest Represented by Each Category of Trader 19.5 13.1 5.9 22.6 8.8 2.6 7.9 26.0 19.2 2.0 7.1 4.7 15.6 12.7 Number of Traders in Each Category Total Traders: 148 14 14 11 33 15 16 28 25 44 9 10 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,893,885 Positions 396,649 506,259 93,173 1,442,522 867,989 285,232 798,910 1,032,803 436,923 82,662 275,384 83,100 274,713 313,021 Changes from: August 16, 2011 Total Change is: 9,240 77,515 30,608 -16,721 21,388 74,441 13,261 147,889 97,768 -202,625 -15,930 46,131 -17,761 2,223 -15,863 Percent of Open Interest Represented by Each Category of Trader 10.2 13.0 2.4 37.0 22.3 7.3 20.5 26.5 11.2 2.1 7.1 2.1 7.1 8.0 Number of Traders in Each Category Total Traders: 588 35 54 39 97 64 63 93 158 110 35 52 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 108,177 Positions 12,723 25,500 128 67,149 51,986 5,382 13,326 12,918 174 2,418 4,227 0 6,878 7,863 Changes from: August 16, 2011 Total Change is: 3,097 -335 -269 -22 -429 3,267 1,588 1,904 217 -1,180 0 133 0 1,571 -637 Percent of Open Interest Represented by Each Category of Trader 11.8 23.6 0.1 62.1 48.1 5.0 12.3 11.9 0.2 2.2 3.9 0.0 6.4 7.3 Number of Traders in Each Category Total Traders: 88 9 10 . 29 14 10 10 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 98,898 Positions 25,539 27,507 17,957 13,397 12,796 1,658 13,637 10,564 14,117 1,056 3,110 975 10,562 10,213 Changes from: August 16, 2011 Total Change is: 3,917 1,206 955 2,950 -659 898 179 318 -2,212 478 -189 885 -373 7 157 Percent of Open Interest Represented by Each Category of Trader 25.8 27.8 18.2 13.5 12.9 1.7 13.8 10.7 14.3 1.1 3.1 1.0 10.7 10.3 Number of Traders in Each Category Total Traders: 203 22 27 11 25 24 15 36 49 27 8 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 24,906 Positions 14,377 12,991 0 334 0 0 6,679 5,043 25 406 507 0 3,084 6,339 Changes from: August 16, 2011 Total Change is: 2,034 1,098 1,720 0 0 0 0 1,228 -287 -6 -162 246 0 -124 360 Percent of Open Interest Represented by Each Category of Trader 57.7 52.2 0.0 1.3 0.0 0.0 26.8 20.2 0.1 1.6 2.0 0.0 12.4 25.5 Number of Traders in Each Category Total Traders: 22 7 5 0 . 0 0 . 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 369,961 Positions 137,333 154,102 8,260 65,316 63,982 8,290 89,138 81,956 16,112 4,961 14,732 3,159 37,393 19,368 Changes from: August 16, 2011 Total Change is: 9,415 15,128 10,760 162 -3,296 4,492 893 340 -4,733 -2,471 -132 3,193 -1,867 657 -1,015 Percent of Open Interest Represented by Each Category of Trader 37.1 41.7 2.2 17.7 17.3 2.2 24.1 22.2 4.4 1.3 4.0 0.9 10.1 5.2 Number of Traders in Each Category Total Traders: 201 23 25 6 25 24 15 37 49 25 7 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 439,156 Positions 221,972 23,699 14,234 115,502 186,424 33,323 27,618 132,768 4,721 3,190 17,095 81 18,515 26,811 Changes from: August 16, 2011 Total Change is: 13,642 7,799 1,525 786 4,326 9,437 3,622 -3,835 -6,170 -64 -804 395 -179 1,991 4,290 Percent of Open Interest Represented by Each Category of Trader 50.5 5.4 3.2 26.3 42.5 7.6 6.3 30.2 1.1 0.7 3.9 0.0 4.2 6.1 Number of Traders in Each Category Total Traders: 245 20 15 4 50 53 27 24 63 20 6 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 30,509 Positions 6,649 4,485 499 7,073 812 202 9,824 11,424 0 216 3,677 0 6,046 9,410 Changes from: August 16, 2011 Total Change is: -1,572 162 -839 2 -1,237 101 91 61 -663 0 -505 -1,217 0 -146 953 Percent of Open Interest Represented by Each Category of Trader 21.8 14.7 1.6 23.2 2.7 0.7 32.2 37.4 0.0 0.7 12.1 0.0 19.8 30.8 Number of Traders in Each Category Total Traders: 50 11 7 . 7 . . 8 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 62,130 Positions 13,783 40,431 1,615 4,814 6,964 339 11,943 3,650 653 2,505 1,517 0 26,478 6,961 Changes from: August 16, 2011 Total Change is: 3,168 2,490 1,741 6 136 1,075 -5 -2,665 39 -267 1,271 0 0 2,202 579 Percent of Open Interest Represented by Each Category of Trader 22.2 65.1 2.6 7.7 11.2 0.5 19.2 5.9 1.1 4.0 2.4 0.0 42.6 11.2 Number of Traders in Each Category Total Traders: 70 13 19 6 5 6 . 14 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 40,646 Positions 811 4,679 1,118 23,584 24,131 4,696 6,393 4,953 4 699 0 0 3,341 1,065 Changes from: August 16, 2011 Total Change is: 862 103 -508 331 312 1,673 -211 296 378 0 0 0 0 31 -801 Percent of Open Interest Represented by Each Category of Trader 2.0 11.5 2.8 58.0 59.4 11.6 15.7 12.2 0.0 1.7 0.0 0.0 8.2 2.6 Number of Traders in Each Category Total Traders: 51 . . . 15 19 10 8 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 54,844 Positions 8,181 16,962 2,277 23,710 8,438 1,262 9,023 18,753 472 1,736 652 153 8,030 5,875 Changes from: August 16, 2011 Total Change is: 1,692 130 872 100 -533 -116 -13 752 -827 0 -103 0 0 1,359 1,676 Percent of Open Interest Represented by Each Category of Trader 14.9 30.9 4.2 43.2 15.4 2.3 16.5 34.2 0.9 3.2 1.2 0.3 14.6 10.7 Number of Traders in Each Category Total Traders: 57 7 9 . 12 6 5 12 6 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 900,529 Positions 10,001 105,478 66,113 338,742 139,155 82,712 51,660 110,560 172,407 6,436 61,856 10,174 162,283 152,074 Changes from: August 16, 2011 Total Change is: 40,378 -1,908 7,621 6,995 15,274 -5,593 -4,936 -137 578 23,309 13 -838 1,200 568 12,042 Percent of Open Interest Represented by Each Category of Trader 1.1 11.7 7.3 37.6 15.5 9.2 5.7 12.3 19.1 0.7 6.9 1.1 18.0 16.9 Number of Traders in Each Category Total Traders: 174 10 22 24 41 25 36 36 29 45 . 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 423,121 Positions 3,191 189,811 8,596 299,061 18,779 19,844 1,974 130,102 10,668 5,178 2,034 0 74,609 43,287 Changes from: August 16, 2011 Total Change is: 1,195 -1,692 5,601 2,324 6,014 2,920 -5,618 -91 -3,273 -4,107 0 -585 0 4,364 3,933 Percent of Open Interest Represented by Each Category of Trader 0.8 44.9 2.0 70.7 4.4 4.7 0.5 30.7 2.5 1.2 0.5 0.0 17.6 10.2 Number of Traders in Each Category Total Traders: 77 . 12 6 36 5 16 . 18 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,017,004 Positions 104,782 132,003 26,865 224,456 236,887 102,690 305,903 213,616 65,875 64,538 103,692 6,429 115,466 128,947 Changes from: August 16, 2011 Total Change is: -10,548 -2,843 1,106 7,439 -47,236 -38,923 3,577 21,300 17,556 13,332 -8,046 -20,714 -1,028 2,957 7,107 Percent of Open Interest Represented by Each Category of Trader 10.3 13.0 2.6 22.1 23.3 10.1 30.1 21.0 6.5 6.3 10.2 0.6 11.4 12.7 Number of Traders in Each Category Total Traders: 263 13 35 25 32 56 41 49 42 33 12 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,650,280 Positions 89,472 275,190 304,717 840,740 551,143 323,981 216,348 271,240 388,406 86,566 93,106 90,096 309,955 352,403 Changes from: August 16, 2011 Total Change is: -16,217 -19,801 41,834 22,018 -33,419 -71,101 -6,904 -3,017 -35,659 36,935 -1,960 -6,142 3,663 -13,734 -861 Percent of Open Interest Represented by Each Category of Trader 3.4 10.4 11.5 31.7 20.8 12.2 8.2 10.2 14.7 3.3 3.5 3.4 11.7 13.3 Number of Traders in Each Category Total Traders: 284 25 46 61 32 61 54 45 49 75 10 16 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,670,371 Positions 94,549 181,846 139,374 352,178 578,865 156,653 342,989 75,065 150,676 159,937 83,050 28,239 245,776 276,602 Changes from: August 16, 2011 Total Change is: 2,928 -11,152 20,922 32,453 8,208 -25,686 -7,717 -61,022 -10,939 -10,199 40,516 2,492 -1,805 13,646 3,406 Percent of Open Interest Represented by Each Category of Trader 5.7 10.9 8.3 21.1 34.7 9.4 20.5 4.5 9.0 9.6 5.0 1.7 14.7 16.6 Number of Traders in Each Category Total Traders: 204 10 32 31 25 47 40 41 26 40 8 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,076,264 Positions 277,173 284,897 298,168 5,424 4,752 7,371 62,603 62,680 318,997 17,739 6,021 44,721 44,069 48,658 Changes from: August 16, 2011 Total Change is: -15,931 891 7,812 -13,705 -176 -3 -85 13,123 7,207 -14,580 -967 -1,147 3,073 -3,506 -4,503 Percent of Open Interest Represented by Each Category of Trader 25.8 26.5 27.7 0.5 0.4 0.7 5.8 5.8 29.6 1.6 0.6 4.2 4.1 4.5 Number of Traders in Each Category Total Traders: 145 27 38 53 . 5 . 27 29 43 . 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is17,702,610 Positions 1,083,188 3,723,619 3,587,182 3,445,597 208,963 307,827 724,201 703,505 6,325,692 80,426 514,836 1,201,239 947,258 1,129,747 Changes from: August 16, 2011 Total Change is: 56,019 120,476 -101,779 -567 -95,348 -39,846 20,426 -55,730 -13,624 162,040 -11,386 47,701 -73,526 -10,365 55,195 Percent of Open Interest Represented by Each Category of Trader 6.1 21.0 20.3 19.5 1.2 1.7 4.1 4.0 35.7 0.5 2.9 6.8 5.4 6.4 Number of Traders in Each Category Total Traders: 300 35 61 92 10 19 22 61 71 118 11 20 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,547 Positions 4,947 5,944 0 1,639 810 12 2,026 5,468 0 3,586 250 0 337 63 Changes from: August 16, 2011 Total Change is: -796 245 -639 0 48 -14 0 -1,068 -139 -6 0 0 0 -15 2 Percent of Open Interest Represented by Each Category of Trader 39.4 47.4 0.0 13.1 6.5 0.1 16.1 43.6 0.0 28.6 2.0 0.0 2.7 0.5 Number of Traders in Each Category Total Traders: 31 . 4 0 . 4 . 7 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 20,716 Positions 16,246 9,335 0 1,248 1,756 0 2,783 4,103 4 110 5,453 0 325 65 Changes from: August 16, 2011 Total Change is: -512 -320 -143 0 0 -31 -109 -201 -253 4 30 0 0 84 20 Percent of Open Interest Represented by Each Category of Trader 78.4 45.1 0.0 6.0 8.5 0.0 13.4 19.8 0.0 0.5 26.3 0.0 1.6 0.3 Number of Traders in Each Category Total Traders: 34 5 4 0 . 5 0 8 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 58,412 Positions 17,586 14,558 349 281 6,303 1,102 31,163 26,908 1,497 872 2,244 10 5,551 5,441 Changes from: August 16, 2011 Total Change is: 3,277 1,341 -3 -10 -237 -365 -6 2,338 3,154 290 112 171 -18 -532 66 Percent of Open Interest Represented by Each Category of Trader 30.1 24.9 0.6 0.5 10.8 1.9 53.4 46.1 2.6 1.5 3.8 0.0 9.5 9.3 Number of Traders in Each Category Total Traders: 107 5 8 . . . . 26 39 11 10 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 166,998 Positions 35,072 58,270 30,025 4,707 1,586 6,863 23,681 17,845 18,447 17,011 1,754 10,971 20,221 21,237 Changes from: August 16, 2011 Total Change is: -32,175 11,004 5,468 -25,585 -296 -2,591 -263 6,056 6,331 -13,082 -4,319 1,246 -2,594 -3,096 -1,105 Percent of Open Interest Represented by Each Category of Trader 21.0 34.9 18.0 2.8 0.9 4.1 14.2 10.7 11.0 10.2 1.1 6.6 12.1 12.7 Number of Traders in Each Category Total Traders: 104 9 12 19 7 4 9 23 15 28 5 5 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 12,255 Positions 3,446 4,808 0 2,209 488 0 4,417 1,307 625 150 4,181 831 577 15 Changes from: August 16, 2011 Total Change is: 1,416 420 -138 0 0 0 0 918 -111 0 -551 1,045 606 23 14 Percent of Open Interest Represented by Each Category of Trader 28.1 39.2 0.0 18.0 4.0 0.0 36.0 10.7 5.1 1.2 34.1 6.8 4.7 0.1 Number of Traders in Each Category Total Traders: 24 . . 0 4 . 0 5 5 . . . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 26, 2011