Traders in Financial Futures - Futures Only Positions as of August 14, 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 123,658 Positions 8,388 28,224 752 18,704 33,700 193 43,297 24,445 5,306 7,435 8,510 588 38,995 21,940 Changes from: August 7, 2012 Total Change is: 14,400 -830 9,495 -87 129 -150 12 10,166 1,727 802 -1,165 852 339 5,034 1,410 Percent of Open Interest Represented by Each Category of Trader 6.8 22.8 0.6 15.1 27.3 0.2 35.0 19.8 4.3 6.0 6.9 0.5 31.5 17.7 Number of Traders in Each Category Total Traders: 81 6 10 . 8 4 . 26 15 6 7 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 56,773 Positions 22,389 12,375 35 1,938 1,556 183 22,217 23,284 18 1,171 0 0 8,822 19,322 Changes from: August 7, 2012 Total Change is: 394 1,349 362 0 0 0 0 -631 348 0 0 0 0 -324 -316 Percent of Open Interest Represented by Each Category of Trader 39.4 21.8 0.1 3.4 2.7 0.3 39.1 41.0 0.0 2.1 0.0 0.0 15.5 34.0 Number of Traders in Each Category Total Traders: 36 4 7 . . . . 6 11 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 114,042 Positions 23,625 6,005 263 10,091 29,681 12,381 32,634 32,265 2,099 12,734 2,658 0 20,215 28,690 Changes from: August 7, 2012 Total Change is: -1,083 -8,332 1,855 -407 130 -390 534 4,802 -1,613 -947 -9 0 0 3,146 -115 Percent of Open Interest Represented by Each Category of Trader 20.7 5.3 0.2 8.8 26.0 10.9 28.6 28.3 1.8 11.2 2.3 0.0 17.7 25.2 Number of Traders in Each Category Total Traders: 82 9 4 . 8 14 5 15 26 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 151,036 Positions 9,225 55,665 444 62,536 7,474 821 52,752 30,159 681 1,072 17,606 45 23,460 38,141 Changes from: August 7, 2012 Total Change is: 2,038 1,270 3,206 120 -71 -107 85 245 -4,108 -136 571 -414 0 -46 3,392 Percent of Open Interest Represented by Each Category of Trader 6.1 36.9 0.3 41.4 4.9 0.5 34.9 20.0 0.5 0.7 11.7 0.0 15.5 25.3 Number of Traders in Each Category Total Traders: 88 4 14 . 9 6 4 23 23 5 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 321,568 Positions 102,882 23,614 1,090 32,094 40,058 9,459 75,938 166,782 2,180 60,716 11,101 3,710 33,499 63,574 Changes from: August 7, 2012 Total Change is: -675 2,607 -2,862 149 699 1,974 360 -3,851 3,274 -330 -418 -1,241 677 -568 -2,676 Percent of Open Interest Represented by Each Category of Trader 32.0 7.3 0.3 10.0 12.5 2.9 23.6 51.9 0.7 18.9 3.5 1.2 10.4 19.8 Number of Traders in Each Category Total Traders: 193 23 12 6 18 23 15 28 62 10 12 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 176,287 Positions 21,358 65,432 163 3,669 42,553 1,038 117,372 36,952 395 520 8,033 0 31,772 21,721 Changes from: August 7, 2012 Total Change is: 13,851 -691 11,271 3 316 -162 1 13,502 2,383 16 20 396 0 684 -57 Percent of Open Interest Represented by Each Category of Trader 12.1 37.1 0.1 2.1 24.1 0.6 66.6 21.0 0.2 0.3 4.6 0.0 18.0 12.3 Number of Traders in Each Category Total Traders: 105 7 10 . 4 7 . 37 27 6 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 106,289 Positions 51,335 61,217 34,162 3,188 0 0 5,459 1,672 5,984 3,095 0 2,855 211 399 Changes from: August 7, 2012 Total Change is: 1,130 0 848 -138 261 0 0 1,231 708 -66 0 0 0 -158 -222 Percent of Open Interest Represented by Each Category of Trader 48.3 57.6 32.1 3.0 0.0 0.0 5.1 1.6 5.6 2.9 0.0 2.7 0.2 0.4 Number of Traders in Each Category Total Traders: 25 5 14 13 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 206,996 Positions 65,821 83,378 1,343 21,978 804 1,554 97,011 86,294 11,082 2,277 19,016 615 5,315 2,910 Changes from: August 7, 2012 Total Change is: 25,476 1,779 6,502 1,338 -929 2 0 11,726 7,016 9,913 798 185 524 327 -4 Percent of Open Interest Represented by Each Category of Trader 31.8 40.3 0.6 10.6 0.4 0.8 46.9 41.7 5.4 1.1 9.2 0.3 2.6 1.4 Number of Traders in Each Category Total Traders: 108 6 11 . 8 . . 40 23 9 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 17,180 Positions 14,155 2,529 36 200 211 183 1,657 1,031 145 266 12,228 0 538 817 Changes from: August 7, 2012 Total Change is: 178 -117 194 0 0 -115 0 61 82 46 146 0 0 42 -29 Percent of Open Interest Represented by Each Category of Trader 82.4 14.7 0.2 1.2 1.2 1.1 9.6 6.0 0.8 1.5 71.2 0.0 3.1 4.8 Number of Traders in Each Category Total Traders: 23 5 5 . . . . 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 30,100 Positions 3,942 23,633 358 530 0 0 20,515 3,462 124 410 781 0 4,221 1,742 Changes from: August 7, 2012 Total Change is: 1,155 196 868 358 290 -124 0 371 89 -19 113 -48 0 -154 31 Percent of Open Interest Represented by Each Category of Trader 13.1 78.5 1.2 1.8 0.0 0.0 68.2 11.5 0.4 1.4 2.6 0.0 14.0 5.8 Number of Traders in Each Category Total Traders: 50 5 8 . . 0 0 18 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 52,112 Positions 13,589 33,630 39 3,502 785 536 24,187 10,522 66 1,509 984 3 8,683 5,550 Changes from: August 7, 2012 Total Change is: -270 -684 468 -4 2 93 -35 -168 -637 -64 114 421 3 567 -514 Percent of Open Interest Represented by Each Category of Trader 26.1 64.5 0.1 6.7 1.5 1.0 46.4 20.2 0.1 2.9 1.9 0.0 16.7 10.6 Number of Traders in Each Category Total Traders: 93 15 17 . 6 . . 30 12 5 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 104,224 Positions 27,177 67,259 77 7,004 1,570 1,071 48,374 21,043 132 3,018 1,968 5 17,366 11,099 Changes from: August 7, 2012 Total Change is: -540 -1,367 936 -8 3 185 -70 -335 -1,274 -128 227 841 5 1,133 -1,027 Percent of Open Interest Represented by Each Category of Trader 26.1 64.5 0.1 6.7 1.5 1.0 46.4 20.2 0.1 2.9 1.9 0.0 16.7 10.6 Number of Traders in Each Category Total Traders: 93 15 17 . 6 . . 30 12 5 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 820,949 Positions 57,230 154,683 38,756 369,559 164,417 53,028 84,025 213,695 33,196 30,478 36,982 12,783 141,895 113,409 Changes from: August 7, 2012 Total Change is: 18,237 9,550 -896 -1,429 10,033 -1,758 -599 -531 20,504 1,361 203 1,780 2,128 -2,480 -2,855 Percent of Open Interest Represented by Each Category of Trader 7.0 18.8 4.7 45.0 20.0 6.5 10.2 26.0 4.0 3.7 4.5 1.6 17.3 13.8 Number of Traders in Each Category Total Traders: 566 33 53 27 119 54 62 92 123 76 37 52 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 236,436 Positions 31,485 66,110 3,711 101,208 29,980 8,337 14,948 39,661 2,403 88 11,153 7,940 66,316 67,141 Changes from: August 7, 2012 Total Change is: 89 1,574 -1,496 -300 -1,694 -255 169 -2,377 2,525 223 0 722 1,637 857 -3,136 Percent of Open Interest Represented by Each Category of Trader 13.3 28.0 1.6 42.8 12.7 3.5 6.3 16.8 1.0 0.0 4.7 3.4 28.0 28.4 Number of Traders in Each Category Total Traders: 106 12 11 4 26 8 11 17 24 11 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 2,922,565 Positions 261,706 575,847 42,246 1,369,176 699,606 196,033 427,991 952,778 71,356 170,281 147,476 5,881 377,895 231,342 Changes from: August 7, 2012 Total Change is: 90,739 32,807 -4,073 1,431 58,760 -7,389 -3,966 9,133 89,796 5,788 905 5,181 2,564 -16,683 1,407 Percent of Open Interest Represented by Each Category of Trader 9.0 19.7 1.4 46.8 23.9 6.7 14.6 32.6 2.4 5.8 5.0 0.2 12.9 7.9 Number of Traders in Each Category Total Traders: 542 34 50 18 103 51 54 92 124 63 38 49 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 110,229 Positions 17,026 26,598 0 59,385 63,170 1,875 20,097 11,450 0 1,956 2,821 0 9,890 4,315 Changes from: August 7, 2012 Total Change is: 4,598 -122 34 -3 1,625 4,368 -220 2,492 -203 0 0 -10 0 826 632 Percent of Open Interest Represented by Each Category of Trader 15.4 24.1 0.0 53.9 57.3 1.7 18.2 10.4 0.0 1.8 2.6 0.0 9.0 3.9 Number of Traders in Each Category Total Traders: 96 9 10 0 36 12 13 16 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 81,993 Positions 5,341 53,233 204 35,479 8,605 863 31,485 11,828 292 1,911 3,042 0 6,417 3,925 Changes from: August 7, 2012 Total Change is: 3,442 -283 2,371 -7 980 -157 -21 2,261 1,109 -9 72 26 -0 449 129 Percent of Open Interest Represented by Each Category of Trader 6.5 64.9 0.2 43.3 10.5 1.1 38.4 14.4 0.4 2.3 3.7 0.0 7.8 4.8 Number of Traders in Each Category Total Traders: 228 13 34 . 34 22 10 64 39 8 14 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 409,963 Positions 26,706 266,167 1,018 177,396 43,024 4,316 157,426 59,142 1,462 9,555 15,211 0 32,084 19,623 Changes from: August 7, 2012 Total Change is: 17,209 -1,415 11,857 -33 4,898 -783 -103 11,303 5,543 -47 361 129 -1 2,246 647 Percent of Open Interest Represented by Each Category of Trader 6.5 64.9 0.2 43.3 10.5 1.1 38.4 14.4 0.4 2.3 3.7 0.0 7.8 4.8 Number of Traders in Each Category Total Traders: 228 13 34 . 34 22 10 64 39 8 14 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 428,625 Positions 177,319 31,189 13,745 135,918 223,199 23,992 56,706 102,869 1,347 1,821 18,522 0 17,777 13,762 Changes from: August 7, 2012 Total Change is: -3,469 -350 -4,592 231 1,556 -529 -991 -4,119 1,072 -194 295 993 0 103 541 Percent of Open Interest Represented by Each Category of Trader 41.4 7.3 3.2 31.7 52.1 5.6 13.2 24.0 0.3 0.4 4.3 0.0 4.1 3.2 Number of Traders in Each Category Total Traders: 243 21 14 5 54 40 30 44 51 11 4 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 31,161 Positions 9,054 267 0 9,692 853 742 3,233 8,762 0 1,809 6,345 0 6,631 14,192 Changes from: August 7, 2012 Total Change is: -453 -43 0 0 -64 -618 250 -329 -251 -2 0 4 0 -265 164 Percent of Open Interest Represented by Each Category of Trader 29.1 0.9 0.0 31.1 2.7 2.4 10.4 28.1 0.0 5.8 20.4 0.0 21.3 45.5 Number of Traders in Each Category Total Traders: 36 5 . 0 12 4 . 6 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 51,626 Positions 23,458 7,011 2,191 5,673 2,445 1,398 8,617 1,964 791 4,041 3,260 0 5,457 32,566 Changes from: August 7, 2012 Total Change is: -2,102 126 -508 834 147 44 139 83 378 257 -1,118 -90 0 -2,570 -3,156 Percent of Open Interest Represented by Each Category of Trader 45.4 13.6 4.2 11.0 4.7 2.7 16.7 3.8 1.5 7.8 6.3 0.0 10.6 63.1 Number of Traders in Each Category Total Traders: 49 17 7 5 5 . . 9 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 67,064 Positions 3,901 14,570 827 45,000 25,531 5,557 6,070 16,974 238 894 0 0 4,577 3,367 Changes from: August 7, 2012 Total Change is: 2,311 277 1,561 130 1,341 -1,454 216 78 1,503 0 0 0 0 269 355 Percent of Open Interest Represented by Each Category of Trader 5.8 21.7 1.2 67.1 38.1 8.3 9.1 25.3 0.4 1.3 0.0 0.0 6.8 5.0 Number of Traders in Each Category Total Traders: 71 5 5 . 23 21 8 6 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 121,848 Positions 12,615 63,425 2,257 67,171 14,254 3,645 16,637 30,179 1,098 4,627 1,545 0 13,798 5,445 Changes from: August 7, 2012 Total Change is: 1,092 -1,241 -490 -48 450 2,203 190 1,610 -314 106 224 0 0 -199 -555 Percent of Open Interest Represented by Each Category of Trader 10.4 52.1 1.9 55.1 11.7 3.0 13.7 24.8 0.9 3.8 1.3 0.0 11.3 4.5 Number of Traders in Each Category Total Traders: 101 10 17 5 23 14 12 22 5 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 596,175 Positions 13,219 111,678 8,370 222,303 140,387 77,555 76,417 77,060 15,709 24,780 34,324 1,223 156,599 129,869 Changes from: August 7, 2012 Total Change is: -9,632 2,557 8,555 -284 -1,109 -7,940 -1,791 -3,047 -3,033 1,419 -4,231 -4,922 1,223 -4,369 -2,859 Percent of Open Interest Represented by Each Category of Trader 2.2 18.7 1.4 37.3 23.5 13.0 12.8 12.9 2.6 4.2 5.8 0.2 26.3 21.8 Number of Traders in Each Category Total Traders: 162 6 18 11 39 25 30 27 30 19 8 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 359,604 Positions 4,784 137,919 1,081 240,541 17,963 34,095 4,481 96,027 113 9,152 20,296 0 65,357 52,110 Changes from: August 7, 2012 Total Change is: 7,344 682 6,492 776 5,108 5,280 -1,478 29 1,837 -38 0 10 0 2,265 -5,535 Percent of Open Interest Represented by Each Category of Trader 1.3 38.4 0.3 66.9 5.0 9.5 1.2 26.7 0.0 2.5 5.6 0.0 18.2 14.5 Number of Traders in Each Category Total Traders: 69 . 11 . 28 8 16 . 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,012,471 Positions 45,357 156,185 33,340 194,393 102,840 71,473 358,616 480,162 47,251 127,730 32,533 9,877 124,434 78,810 Changes from: August 7, 2012 Total Change is: -25,231 7,664 -26,586 -928 -7,818 486 -113 2,830 -5,182 -24 -17,331 3,804 137 -9,648 3,175 Percent of Open Interest Represented by Each Category of Trader 4.5 15.4 3.3 19.2 10.2 7.1 35.4 47.4 4.7 12.6 3.2 1.0 12.3 7.8 Number of Traders in Each Category Total Traders: 220 15 25 10 43 26 39 45 31 21 20 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,647,982 Positions 179,761 142,803 33,494 532,168 597,139 178,261 289,239 233,870 61,652 82,931 100,703 8,315 282,161 291,745 Changes from: August 7, 2012 Total Change is: -7,138 15,328 12,514 -1,245 -57,664 19,902 6,979 3,698 -30,366 -301 14,779 -9,655 1,085 10,203 -6,051 Percent of Open Interest Represented by Each Category of Trader 10.9 8.7 2.0 32.3 36.2 10.8 17.6 14.2 3.7 5.0 6.1 0.5 17.1 17.7 Number of Traders in Each Category Total Traders: 266 31 30 18 22 62 48 41 52 41 11 16 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,207,505 Positions 202,592 83,882 22,712 230,302 546,482 91,365 344,886 140,878 19,247 69,025 62,284 3,831 223,545 236,824 Changes from: August 7, 2012 Total Change is: 18,996 31,253 -6,321 5,833 -7,498 13,255 10,341 -11,441 3,485 -4,188 -306 -5,690 1,502 -6,500 779 Percent of Open Interest Represented by Each Category of Trader 16.8 6.9 1.9 19.1 45.3 7.6 28.6 11.7 1.6 5.7 5.2 0.3 18.5 19.6 Number of Traders in Each Category Total Traders: 185 14 18 7 27 40 35 39 23 22 9 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 444,832 Positions 196,038 172,169 139,991 0 1,415 3,918 25,997 21,332 48,204 1,138 10,411 6,304 23,242 41,088 Changes from: August 7, 2012 Total Change is: 9,530 9,898 13,157 210 -991 0 0 4,154 -4,186 -1,761 1,110 497 25 -3,115 1,588 Percent of Open Interest Represented by Each Category of Trader 44.1 38.7 31.5 0.0 0.3 0.9 5.8 4.8 10.8 0.3 2.3 1.4 5.2 9.2 Number of Traders in Each Category Total Traders: 88 23 26 35 0 . . 20 8 22 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 19,038 Positions 7,458 5,346 5,394 0 2,000 0 3,952 4,161 1,001 26 25 347 860 764 Changes from: August 7, 2012 Total Change is: 4,235 -230 -791 1,135 0 2,000 0 2,357 830 -17 26 25 347 617 706 Percent of Open Interest Represented by Each Category of Trader 39.2 28.1 28.3 0.0 10.5 0.0 20.8 21.9 5.3 0.1 0.1 1.8 4.5 4.0 Number of Traders in Each Category Total Traders: 26 5 5 7 0 . 0 8 5 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,735,507 Positions 1,276,582 2,535,652 1,932,613 555,376 66,543 154,277 1,372,450 464,299 1,182,555 109,684 211,377 284,324 867,646 903,867 Changes from: August 7, 2012 Total Change is: -171,551 -101,560 -21,356 41,601 -3,340 -300 16,865 -131,065 -35,427 -4,728 1,899 -163,664 -9,334 18,111 4,792 Percent of Open Interest Represented by Each Category of Trader 16.5 32.8 25.0 7.2 0.9 2.0 17.7 6.0 15.3 1.4 2.7 3.7 11.2 11.7 Number of Traders in Each Category Total Traders: 237 30 55 78 8 11 15 55 45 78 13 15 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,845 Positions 7,599 282 0 566 777 6 965 9,474 50 1,341 215 0 318 41 Changes from: August 7, 2012 Total Change is: -164 -174 -32 0 -2 0 0 12 -145 10 2 0 0 -12 3 Percent of Open Interest Represented by Each Category of Trader 70.1 2.6 0.0 5.2 7.2 0.1 8.9 87.4 0.5 12.4 2.0 0.0 2.9 0.4 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 5 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 14,946 Positions 11,874 8,230 0 921 703 38 1,841 5,858 0 0 76 0 272 41 Changes from: August 7, 2012 Total Change is: -92 -12 -255 0 0 5 -5 -39 154 0 0 0 0 -36 9 Percent of Open Interest Represented by Each Category of Trader 79.4 55.1 0.0 6.2 4.7 0.3 12.3 39.2 0.0 0.0 0.5 0.0 1.8 0.3 Number of Traders in Each Category Total Traders: 31 4 6 0 . 4 . 5 10 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 62,579 Positions 13,889 37,138 1,411 4,413 117 216 30,493 21,113 757 5,540 396 0 5,860 1,431 Changes from: August 7, 2012 Total Change is: -3,354 -317 40 0 -746 22 4 -2,930 -3,577 23 355 125 0 257 9 Percent of Open Interest Represented by Each Category of Trader 22.2 59.3 2.3 7.1 0.2 0.3 48.7 33.7 1.2 8.9 0.6 0.0 9.4 2.3 Number of Traders in Each Category Total Traders: 101 4 . . 7 . . 47 11 5 22 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 364,829 Positions 129,946 33,637 38,371 42,168 9,860 5,251 32,358 129,574 41,771 1,989 40,939 39,519 33,456 25,907 Changes from: August 7, 2012 Total Change is: 28,927 14,290 1,540 2,813 894 996 995 -1,729 11,346 2,163 303 9,036 -2,001 11,199 2,039 Percent of Open Interest Represented by Each Category of Trader 35.6 9.2 10.5 11.6 2.7 1.4 8.9 35.5 11.4 0.5 11.2 10.8 9.2 7.1 Number of Traders in Each Category Total Traders: 149 20 13 24 9 9 7 26 42 45 8 16 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 14, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,431 Positions 2,874 945 0 2,780 409 0 1,708 6,142 900 0 30 0 169 5 Changes from: August 7, 2012 Total Change is: 71 -40 -84 0 56 154 0 0 1 0 0 0 0 55 0 Percent of Open Interest Represented by Each Category of Trader 34.1 11.2 0.0 33.0 4.9 0.0 20.3 72.9 10.7 0.0 0.4 0.0 2.0 0.1 Number of Traders in Each Category Total Traders: 20 . 4 0 5 . 0 . 6 . 0 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 17, 2012