Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 109,258
Positions
9,218 18,729 839 18,575 33,850 181 33,131 22,718 4,504 8,600 7,658 249 33,961 20,530
Changes from: July 31, 2012 Total Change is: 8,176
-5,136 5,178 -125 383 -171 -211 14,100 4,255 -835 -1,198 2,053 -30 1,228 -1,938
Percent of Open Interest Represented by Each Category of Trader
8.4 17.1 0.8 17.0 31.0 0.2 30.3 20.8 4.1 7.9 7.0 0.2 31.1 18.8
Number of Traders in Each Category Total Traders: 79
6 10 . 7 5 4 23 15 . 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,379
Positions
21,040 12,013 35 1,938 1,556 183 22,848 22,936 18 1,171 0 0 9,146 19,638
Changes from: July 31, 2012 Total Change is: -3,157
-5,535 203 0 0 2 0 1,492 653 2 0 0 0 884 -4,017
Percent of Open Interest Represented by Each Category of Trader
37.3 21.3 0.1 3.4 2.8 0.3 40.5 40.7 0.0 2.1 0.0 0.0 16.2 34.8
Number of Traders in Each Category Total Traders: 37
4 7 . . . . 6 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,125
Positions
31,957 4,150 670 9,961 30,071 11,847 27,832 33,878 3,046 12,743 2,658 0 17,069 28,805
Changes from: July 31, 2012 Total Change is: 4,355
5,666 916 -349 -80 -650 339 -2,878 2,333 590 1,200 -96 -216 83 1,488
Percent of Open Interest Represented by Each Category of Trader
27.8 3.6 0.6 8.7 26.1 10.3 24.2 29.4 2.6 11.1 2.3 0.0 14.8 25.0
Number of Traders in Each Category Total Traders: 84
10 4 . 7 15 5 18 25 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 148,998
Positions
7,955 52,459 324 62,607 7,581 736 52,507 34,267 817 501 18,020 45 23,506 34,749
Changes from: July 31, 2012 Total Change is: 4,903
4,034 -1,576 79 -154 151 28 1,103 4,989 38 -100 -311 43 -168 1,462
Percent of Open Interest Represented by Each Category of Trader
5.3 35.2 0.2 42.0 5.1 0.5 35.2 23.0 0.5 0.3 12.1 0.0 15.8 23.3
Number of Traders in Each Category Total Traders: 93
4 12 . 9 6 4 27 27 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 322,243
Positions
100,275 26,476 941 31,395 38,084 9,099 79,789 163,508 2,510 61,134 12,342 3,033 34,067 66,250
Changes from: July 31, 2012 Total Change is: 10,807
2,580 11,482 -490 573 742 77 5,045 -4,196 914 746 2,451 8 1,354 -181
Percent of Open Interest Represented by Each Category of Trader
31.1 8.2 0.3 9.7 11.8 2.8 24.8 50.7 0.8 19.0 3.8 0.9 10.6 20.6
Number of Traders in Each Category Total Traders: 193
24 13 5 17 24 16 31 58 11 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 162,436
Positions
22,049 54,161 160 3,353 42,715 1,037 103,870 34,569 379 500 7,637 0 31,088 21,778
Changes from: July 31, 2012 Total Change is: 17,938
194 17,509 -60 335 -555 9 15,140 -1,460 -10 -887 2,103 -364 3,581 766
Percent of Open Interest Represented by Each Category of Trader
13.6 33.3 0.1 2.1 26.3 0.6 63.9 21.3 0.2 0.3 4.7 0.0 19.1 13.4
Number of Traders in Each Category Total Traders: 93
7 10 . 4 7 . 32 22 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,159
Positions
51,335 60,369 34,300 2,927 0 0 4,228 964 6,050 3,095 0 2,855 369 621
Changes from: July 31, 2012 Total Change is: 2,721
1,113 2,174 183 169 0 0 1,159 230 -11 0 0 0 108 145
Percent of Open Interest Represented by Each Category of Trader
48.8 57.4 32.6 2.8 0.0 0.0 4.0 0.9 5.8 2.9 0.0 2.7 0.4 0.6
Number of Traders in Each Category Total Traders: 23
5 13 12 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 181,520
Positions
64,042 76,876 5 22,907 802 1,554 85,285 79,278 1,169 1,479 18,831 91 4,988 2,914
Changes from: July 31, 2012 Total Change is: 10,543
-401 10,182 0 -2,835 447 -4 12,728 427 -199 369 515 0 885 -825
Percent of Open Interest Represented by Each Category of Trader
35.3 42.4 0.0 12.6 0.4 0.9 47.0 43.7 0.6 0.8 10.4 0.1 2.7 1.6
Number of Traders in Each Category Total Traders: 98
5 10 . 8 . . 38 20 7 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,002
Positions
14,272 2,335 36 200 326 183 1,596 949 99 120 12,228 0 496 846
Changes from: July 31, 2012 Total Change is: 495
-25 791 -79 -204 -60 0 730 -311 63 0 0 0 10 91
Percent of Open Interest Represented by Each Category of Trader
83.9 13.7 0.2 1.2 1.9 1.1 9.4 5.6 0.6 0.7 71.9 0.0 2.9 5.0
Number of Traders in Each Category Total Traders: 22
5 5 . . . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,945
Positions
3,746 22,765 0 240 124 0 20,144 3,373 143 297 829 0 4,375 1,711
Changes from: July 31, 2012 Total Change is: 3,978
-739 4,002 0 125 23 0 4,231 -35 -43 0 105 0 404 -74
Percent of Open Interest Represented by Each Category of Trader
12.9 78.6 0.0 0.8 0.4 0.0 69.6 11.7 0.5 1.0 2.9 0.0 15.1 5.9
Number of Traders in Each Category Total Traders: 51
5 8 0 . . 0 20 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,382
Positions
14,272 33,162 43 3,501 693 571 24,355 11,159 130 1,396 564 0 8,117 6,063
Changes from: July 31, 2012 Total Change is: 3,287
1,240 1,822 -53 107 147 3 2,026 713 33 69 209 0 -137 415
Percent of Open Interest Represented by Each Category of Trader
27.2 63.3 0.1 6.7 1.3 1.1 46.5 21.3 0.2 2.7 1.1 0.0 15.5 11.6
Number of Traders in Each Category Total Traders: 93
15 18 . 6 . . 31 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,764
Positions
28,544 66,323 85 7,001 1,385 1,141 48,709 22,317 260 2,791 1,127 0 16,233 12,126
Changes from: July 31, 2012 Total Change is: 6,573
2,480 3,644 -106 214 293 5 4,051 1,426 65 137 417 0 -273 829
Percent of Open Interest Represented by Each Category of Trader
27.2 63.3 0.1 6.7 1.3 1.1 46.5 21.3 0.2 2.7 1.1 0.0 15.5 11.6
Number of Traders in Each Category Total Traders: 93
15 18 . 6 . . 31 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 802,712
Positions
47,680 155,579 40,185 359,527 166,175 53,626 84,556 193,191 31,835 30,275 35,201 10,655 144,375 116,264
Changes from: July 31, 2012 Total Change is: 20,916
536 9,721 2,594 5,051 -1,634 276 5,975 3,105 2,124 3,522 2,423 3,899 -3,061 -1,591
Percent of Open Interest Represented by Each Category of Trader
5.9 19.4 5.0 44.8 20.7 6.7 10.5 24.1 4.0 3.8 4.4 1.3 18.0 14.5
Number of Traders in Each Category Total Traders: 562
32 54 26 123 56 62 95 117 79 36 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 236,347
Positions
29,911 67,606 4,011 102,902 30,235 8,168 17,325 37,136 2,180 88 10,431 6,303 65,459 70,277
Changes from: July 31, 2012 Total Change is: 5,851
2,602 3,370 -19 957 -254 -8 2,799 -2,945 549 6 4,003 1,923 -2,958 -768
Percent of Open Interest Represented by Each Category of Trader
12.7 28.6 1.7 43.5 12.8 3.5 7.3 15.7 0.9 0.0 4.4 2.7 27.7 29.7
Number of Traders in Each Category Total Traders: 105
12 11 4 26 8 11 17 23 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,831,826
Positions
228,899 579,920 40,815 1,310,416 706,995 199,999 418,858 862,982 65,568 169,376 142,295 3,317 394,578 229,935
Changes from: July 31, 2012 Total Change is: 75,327
-3,655 38,430 6,390 20,082 -7,290 1,808 10,925 25,292 12,831 29,526 4,045 -2,063 -517 -4,116
Percent of Open Interest Represented by Each Category of Trader
8.1 20.5 1.4 46.3 25.0 7.1 14.8 30.5 2.3 6.0 5.0 0.1 13.9 8.1
Number of Traders in Each Category Total Traders: 537
32 51 18 107 53 54 98 115 64 37 44 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 105,631
Positions
17,148 26,564 3 57,760 58,802 2,095 17,605 11,653 0 1,956 2,831 0 9,064 3,683
Changes from: July 31, 2012 Total Change is: 1,541
-500 3,493 3 -642 -2,066 -114 3,335 792 0 34 10 0 -575 -577
Percent of Open Interest Represented by Each Category of Trader
16.2 25.1 0.0 54.7 55.7 2.0 16.7 11.0 0.0 1.9 2.7 0.0 8.6 3.5
Number of Traders in Each Category Total Traders: 95
9 10 . 36 12 12 15 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,551
Positions
5,624 50,862 210 34,500 8,761 884 29,225 10,720 302 1,839 3,016 0 5,968 3,795
Changes from: July 31, 2012 Total Change is: 4,850
-183 3,435 38 43 -1 -179 4,559 533 135 41 -21 0 396 910
Percent of Open Interest Represented by Each Category of Trader
7.2 64.8 0.3 43.9 11.2 1.1 37.2 13.6 0.4 2.3 3.8 0.0 7.6 4.8
Number of Traders in Each Category Total Traders: 221
12 34 . 33 22 10 67 33 8 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 392,754
Positions
28,121 254,310 1,051 172,498 43,807 4,419 146,123 53,599 1,509 9,194 15,082 1 29,838 18,976
Changes from: July 31, 2012 Total Change is: 24,252
-916 17,176 188 216 -7 -894 22,794 2,664 677 207 -104 0 1,980 4,552
Percent of Open Interest Represented by Each Category of Trader
7.2 64.8 0.3 43.9 11.2 1.1 37.2 13.6 0.4 2.3 3.8 0.0 7.6 4.8
Number of Traders in Each Category Total Traders: 221
12 34 . 33 22 10 67 33 8 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 432,094
Positions
177,669 35,781 13,514 134,362 223,728 24,983 60,825 101,797 1,541 1,526 17,529 0 17,674 13,221
Changes from: July 31, 2012 Total Change is: -5,312
-5,071 -865 -381 2,075 859 -1,214 688 -4,168 -565 6 1,492 0 -850 -470
Percent of Open Interest Represented by Each Category of Trader
41.1 8.3 3.1 31.1 51.8 5.8 14.1 23.6 0.4 0.4 4.1 0.0 4.1 3.1
Number of Traders in Each Category Total Traders: 248
21 15 4 55 40 31 51 48 12 . 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,614
Positions
9,097 267 0 9,756 1,471 492 3,562 9,013 2 1,809 6,341 0 6,896 14,028
Changes from: July 31, 2012 Total Change is: 353
-8 0 0 -166 272 58 153 610 0 150 93 0 166 -680
Percent of Open Interest Represented by Each Category of Trader
28.8 0.8 0.0 30.9 4.7 1.6 11.3 28.5 0.0 5.7 20.1 0.0 21.8 44.4
Number of Traders in Each Category Total Traders: 38
6 . 0 12 4 . 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,728
Positions
23,332 7,519 1,357 5,526 2,401 1,259 8,534 1,586 534 5,159 3,350 0 8,027 35,722
Changes from: July 31, 2012 Total Change is: 2,962
633 -1,172 -314 254 -489 170 510 -1,229 174 -971 333 0 2,506 5,489
Percent of Open Interest Represented by Each Category of Trader
43.4 14.0 2.5 10.3 4.5 2.3 15.9 3.0 1.0 9.6 6.2 0.0 14.9 66.5
Number of Traders in Each Category Total Traders: 48
16 8 5 4 . . 9 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,753
Positions
3,624 13,009 697 43,659 26,985 5,341 5,992 15,471 238 894 0 0 4,308 3,012
Changes from: July 31, 2012 Total Change is: -1,898
2,390 290 -1,622 -3,011 -2,239 -217 -14 1,678 0 686 0 0 -110 212
Percent of Open Interest Represented by Each Category of Trader
5.6 20.1 1.1 67.4 41.7 8.2 9.3 23.9 0.4 1.4 0.0 0.0 6.7 4.7
Number of Traders in Each Category Total Traders: 69
4 . . 24 22 8 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 120,756
Positions
13,856 63,915 2,305 66,721 12,051 3,455 15,027 30,493 992 4,403 1,545 0 13,997 6,000
Changes from: July 31, 2012 Total Change is: 4,310
969 4,015 280 -314 -748 -1,159 1,569 2,163 209 535 -659 -73 2,294 282
Percent of Open Interest Represented by Each Category of Trader
11.5 52.9 1.9 55.3 10.0 2.9 12.4 25.3 0.8 3.6 1.3 0.0 11.6 5.0
Number of Traders in Each Category Total Traders: 98
10 18 5 24 12 11 20 5 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 605,807
Positions
10,662 103,123 8,654 223,412 148,327 79,346 79,464 80,093 14,290 29,011 39,246 0 160,968 132,728
Changes from: July 31, 2012 Total Change is: -10,881
-7,710 -30,252 1,524 -26,099 2,865 -1,107 8,581 9,906 5,056 5,035 -1,835 -27 3,866 2,989
Percent of Open Interest Represented by Each Category of Trader
1.8 17.0 1.4 36.9 24.5 13.1 13.1 13.2 2.4 4.8 6.5 0.0 26.6 21.9
Number of Traders in Each Category Total Traders: 157
6 17 9 38 23 28 30 24 17 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 352,260
Positions
4,102 131,427 305 235,433 12,683 35,573 4,452 94,190 151 9,152 20,286 0 63,092 57,645
Changes from: July 31, 2012 Total Change is: -3,266
-315 -4,594 2 -783 -1,029 -199 390 2,120 -3,694 0 270 0 1,333 3,858
Percent of Open Interest Represented by Each Category of Trader
1.2 37.3 0.1 66.8 3.6 10.1 1.3 26.7 0.0 2.6 5.8 0.0 17.9 16.4
Number of Traders in Each Category Total Traders: 66
. 9 . 30 6 15 . 11 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,037,702
Positions
37,693 182,771 34,268 202,211 102,354 71,586 355,786 485,344 47,275 145,061 28,729 9,740 134,082 75,635
Changes from: July 31, 2012 Total Change is: -25,117
-17,745 29,397 7,429 12,091 5,595 -6,269 -18,511 -57,364 9,136 -7,527 -5,031 -1,211 -2,510 -6,799
Percent of Open Interest Represented by Each Category of Trader
3.6 17.6 3.3 19.5 9.9 6.9 34.3 46.8 4.6 14.0 2.8 0.9 12.9 7.3
Number of Traders in Each Category Total Traders: 225
11 27 9 43 27 40 45 34 20 24 14 5
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
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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 1,655,120
Positions
164,433 130,289 34,739 589,832 577,237 171,282 285,541 264,236 61,953 68,152 110,358 7,230 271,958 297,796
Changes from: July 31, 2012 Total Change is: -102,566
12,885 -57,271 7,179 -37,394 23,612 -2,351 -62,127 -26,102 -5,389 356 -20,805 3,348 -19,073 -24,787
Percent of Open Interest Represented by Each Category of Trader
9.9 7.9 2.1 35.6 34.9 10.3 17.3 16.0 3.7 4.1 6.7 0.4 16.4 18.0
Number of Traders in Each Category Total Traders: 260
25 29 19 24 60 45 30 65 43 7 19 7
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,188,509
Positions
171,339 90,203 16,879 237,800 533,227 81,024 356,327 137,393 23,435 69,331 67,974 2,329 230,045 236,045
Changes from: July 31, 2012 Total Change is: 13,593
43,343 7,132 6,434 -31,343 5,030 -1,085 13,996 -1,666 2,944 -5,930 5,322 -353 -14,413 -10,165
Percent of Open Interest Represented by Each Category of Trader
14.4 7.6 1.4 20.0 44.9 6.8 30.0 11.6 2.0 5.8 5.7 0.2 19.4 19.9
Number of Traders in Each Category Total Traders: 197
13 20 10 28 40 37 45 28 24 8 15 .
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 435,302
Positions
186,140 159,012 139,781 991 1,415 3,918 21,843 25,518 49,965 28 9,914 6,279 26,357 39,500
Changes from: July 31, 2012 Total Change is: -68,212
-29,087 -30,411 -15,250 0 -35 -191 -5,068 -6,965 -13,434 -3,341 -2,600 -1,231 -610 1,905
Percent of Open Interest Represented by Each Category of Trader
42.8 36.5 32.1 0.2 0.3 0.9 5.0 5.9 11.5 0.0 2.3 1.4 6.1 9.1
Number of Traders in Each Category Total Traders: 83
23 24 33 . . . 15 9 22 . 5 .
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 14,803
Positions
7,688 6,137 4,259 0 0 0 1,595 3,331 1,018 0 0 0 243 58
Changes from: July 31, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.9 41.5 28.8 0.0 0.0 0.0 10.8 22.5 6.9 0.0 0.0 0.0 1.6 0.4
Number of Traders in Each Category Total Traders: 22
5 5 8 0 0 0 7 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 7,907,058
Positions
1,378,142 2,557,008 1,891,012 558,716 66,843 137,412 1,503,515 499,726 1,187,283 107,785 375,041 293,658 849,535 899,075
Changes from: July 31, 2012 Total Change is: -27,045
-29,029 -75,710 60,708 13,886 -628 -17,454 -49,322 5,661 -12,280 3,354 -23,696 12,699 -9,607 23,655
Percent of Open Interest Represented by Each Category of Trader
17.4 32.3 23.9 7.1 0.8 1.7 19.0 6.3 15.0 1.4 4.7 3.7 10.7 11.4
Number of Traders in Each Category Total Traders: 237
30 52 76 8 10 14 56 47 76 13 15 19
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Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,009
Positions
7,773 314 0 568 777 6 953 9,619 40 1,339 215 0 330 38
Changes from: July 31, 2012 Total Change is: 1,058
1,045 -67 0 -4 20 0 38 1,135 -30 0 0 0 9 0
Percent of Open Interest Represented by Each Category of Trader
70.6 2.9 0.0 5.2 7.1 0.1 8.7 87.4 0.4 12.2 2.0 0.0 3.0 0.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,038
Positions
11,886 8,485 0 921 698 43 1,880 5,704 0 0 76 0 308 32
Changes from: July 31, 2012 Total Change is: 660
546 1,579 0 0 13 -3 121 -937 0 0 20 0 -4 -12
Percent of Open Interest Represented by Each Category of Trader
79.0 56.4 0.0 6.1 4.6 0.3 12.5 37.9 0.0 0.0 0.5 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 34
4 7 0 . 4 . 6 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,933
Positions
14,206 37,098 1,411 5,159 95 212 33,423 24,690 734 5,185 271 0 5,603 1,422
Changes from: July 31, 2012 Total Change is: -253
-263 -100 0 -674 25 -41 553 -519 109 439 30 -4 -372 247
Percent of Open Interest Represented by Each Category of Trader
21.5 56.3 2.1 7.8 0.1 0.3 50.7 37.4 1.1 7.9 0.4 0.0 8.5 2.2
Number of Traders in Each Category Total Traders: 98
4 . . 7 . . 49 8 6 21 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 335,902
Positions
115,656 32,097 35,558 41,274 8,864 4,256 34,087 118,228 39,608 1,686 31,903 41,520 22,257 23,868
Changes from: July 31, 2012 Total Change is: 23,022
-5,544 -3,060 7,472 96 814 -722 13,114 3,357 2,995 -487 5,432 5,354 744 1,380
Percent of Open Interest Represented by Each Category of Trader
34.4 9.6 10.6 12.3 2.6 1.3 10.1 35.2 11.8 0.5 9.5 12.4 6.6 7.1
Number of Traders in Each Category Total Traders: 143
19 13 22 8 8 8 23 44 46 7 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,360
Positions
2,914 1,029 0 2,724 255 0 1,708 6,141 900 0 30 0 114 5
Changes from: July 31, 2012 Total Change is: -165
-1 -122 0 30 -134 0 -200 91 0 0 0 0 6 0
Percent of Open Interest Represented by Each Category of Trader
34.9 12.3 0.0 32.6 3.1 0.0 20.4 73.5 10.8 0.0 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 0 . 6 . 0 . 0
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Updated August 10, 2012