Traders in Financial Futures - Futures Only Positions as of August 21, 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 150,410 Positions 7,031 42,076 764 21,188 33,207 694 62,364 37,568 4,727 8,323 9,651 848 44,471 20,875 Changes from: August 14, 2012 Total Change is: 26,752 -1,357 13,852 12 2,484 -493 501 19,067 13,123 -579 888 1,141 260 5,476 -1,065 Percent of Open Interest Represented by Each Category of Trader 4.7 28.0 0.5 14.1 22.1 0.5 41.5 25.0 3.1 5.5 6.4 0.6 29.6 13.9 Number of Traders in Each Category Total Traders: 86 6 10 4 7 4 . 28 15 6 9 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 54,619 Positions 21,417 11,932 0 2,027 1,606 183 18,378 19,945 273 1,091 0 0 11,250 20,680 Changes from: August 14, 2012 Total Change is: -2,154 -972 -443 -35 89 50 0 -3,839 -3,339 255 -80 0 0 2,428 1,358 Percent of Open Interest Represented by Each Category of Trader 39.2 21.8 0.0 3.7 2.9 0.3 33.6 36.5 0.5 2.0 0.0 0.0 20.6 37.9 Number of Traders in Each Category Total Traders: 31 4 6 0 . . . 6 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 118,550 Positions 16,827 12,282 109 10,226 31,352 12,420 42,976 29,629 766 10,199 4,287 0 25,027 27,705 Changes from: August 14, 2012 Total Change is: 4,508 -6,798 6,277 -154 135 1,671 39 10,342 -2,636 -1,333 -2,535 1,629 0 4,812 -985 Percent of Open Interest Represented by Each Category of Trader 14.2 10.4 0.1 8.6 26.4 10.5 36.3 25.0 0.6 8.6 3.6 0.0 21.1 23.4 Number of Traders in Each Category Total Traders: 95 10 6 . 7 14 5 25 23 5 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 141,458 Positions 14,903 44,565 454 62,471 7,069 1,039 42,689 29,129 809 969 17,448 45 18,079 40,900 Changes from: August 14, 2012 Total Change is: -9,578 5,678 -11,100 10 -65 -405 218 -10,063 -1,030 128 -103 -158 0 -5,381 2,759 Percent of Open Interest Represented by Each Category of Trader 10.5 31.5 0.3 44.2 5.0 0.7 30.2 20.6 0.6 0.7 12.3 0.0 12.8 28.9 Number of Traders in Each Category Total Traders: 90 5 14 5 8 7 4 15 30 4 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 321,166 Positions 94,477 32,974 1,108 31,204 38,006 9,740 78,048 158,777 2,693 60,381 10,842 3,707 39,808 63,319 Changes from: August 14, 2012 Total Change is: -402 -8,405 9,360 18 -890 -2,052 281 2,110 -8,005 513 -335 -259 -3 6,309 -255 Percent of Open Interest Represented by Each Category of Trader 29.4 10.3 0.3 9.7 11.8 3.0 24.3 49.4 0.8 18.8 3.4 1.2 12.4 19.7 Number of Traders in Each Category Total Traders: 194 25 14 6 17 22 15 28 62 13 13 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 195,293 Positions 20,577 85,232 448 5,163 43,029 1,070 133,075 35,473 257 700 7,829 1,061 32,942 20,894 Changes from: August 14, 2012 Total Change is: 19,006 -781 19,800 285 1,494 476 32 15,703 -1,479 -138 180 -204 1,061 1,170 -827 Percent of Open Interest Represented by Each Category of Trader 10.5 43.6 0.2 2.6 22.0 0.5 68.1 18.2 0.1 0.4 4.0 0.5 16.9 10.7 Number of Traders in Each Category Total Traders: 110 7 10 6 7 8 . 38 28 7 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 89,102 Positions 47,349 57,640 20,453 3,704 0 0 5,624 1,756 5,984 2,900 0 2,861 227 408 Changes from: August 14, 2012 Total Change is: -17,187 -3,986 -3,577 -13,709 516 0 0 165 84 0 -195 0 6 16 9 Percent of Open Interest Represented by Each Category of Trader 53.1 64.7 23.0 4.2 0.0 0.0 6.3 2.0 6.7 3.3 0.0 3.2 0.3 0.5 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 21, 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 222,772 Positions 64,337 90,732 4,569 22,496 891 1,554 107,156 88,916 13,856 2,594 18,873 516 5,694 2,865 Changes from: August 14, 2012 Total Change is: 15,776 -1,484 7,354 3,226 518 87 0 10,145 2,622 2,774 317 -143 -99 379 -45 Percent of Open Interest Represented by Each Category of Trader 28.9 40.7 2.1 10.1 0.4 0.7 48.1 39.9 6.2 1.2 8.5 0.2 2.6 1.3 Number of Traders in Each Category Total Traders: 109 5 12 . 9 . . 43 20 10 10 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 17,010 Positions 13,947 2,491 36 200 193 201 1,640 1,045 147 285 12,228 0 554 669 Changes from: August 14, 2012 Total Change is: -170 -208 -38 0 0 -18 18 -17 14 2 19 0 0 16 -148 Percent of Open Interest Represented by Each Category of Trader 82.0 14.6 0.2 1.2 1.1 1.2 9.6 6.1 0.9 1.7 71.9 0.0 3.3 3.9 Number of Traders in Each Category Total Traders: 23 5 5 . . . . 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 31,984 Positions 3,884 24,773 427 438 116 0 22,324 3,742 124 280 854 78 4,429 1,870 Changes from: August 14, 2012 Total Change is: 1,884 -58 1,140 69 -92 116 0 1,809 280 0 -130 73 78 208 128 Percent of Open Interest Represented by Each Category of Trader 12.1 77.5 1.3 1.4 0.4 0.0 69.8 11.7 0.4 0.9 2.7 0.2 13.8 5.8 Number of Traders in Each Category Total Traders: 50 6 8 . . . 0 18 9 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 56,637 Positions 13,726 36,090 33 3,616 718 601 27,588 11,366 180 1,608 1,101 3 9,286 6,547 Changes from: August 14, 2012 Total Change is: 4,525 137 2,461 -6 114 -67 66 3,401 845 114 99 117 0 603 997 Percent of Open Interest Represented by Each Category of Trader 24.2 63.7 0.1 6.4 1.3 1.1 48.7 20.1 0.3 2.8 1.9 0.0 16.4 11.6 Number of Traders in Each Category Total Traders: 101 16 17 . 6 . . 32 16 6 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 113,274 Positions 27,451 72,180 65 7,231 1,436 1,202 55,175 22,732 359 3,215 2,202 5 18,571 13,093 Changes from: August 14, 2012 Total Change is: 9,050 274 4,921 -12 227 -134 131 6,801 1,689 227 197 234 0 1,205 1,994 Percent of Open Interest Represented by Each Category of Trader 24.2 63.7 0.1 6.4 1.3 1.1 48.7 20.1 0.3 2.8 1.9 0.0 16.4 11.6 Number of Traders in Each Category Total Traders: 101 16 17 . 6 . . 32 16 6 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 834,977 Positions 57,393 147,526 44,266 371,184 163,704 53,963 83,996 219,374 36,696 29,280 42,509 11,173 147,026 115,767 Changes from: August 14, 2012 Total Change is: 14,028 162 -7,158 5,510 1,625 -713 935 -29 5,678 3,500 -1,197 5,527 -1,610 5,131 2,358 Percent of Open Interest Represented by Each Category of Trader 6.9 17.7 5.3 44.5 19.6 6.5 10.1 26.3 4.4 3.5 5.1 1.3 17.6 13.9 Number of Traders in Each Category Total Traders: 561 35 52 28 122 55 63 87 121 66 33 55 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 235,329 Positions 33,860 63,748 3,354 101,231 28,947 8,503 10,412 41,350 2,433 106 12,744 6,425 69,005 67,825 Changes from: August 14, 2012 Total Change is: -1,107 2,375 -2,362 -357 23 -1,033 166 -4,536 1,689 30 18 1,591 -1,515 2,689 684 Percent of Open Interest Represented by Each Category of Trader 14.4 27.1 1.4 43.0 12.3 3.6 4.4 17.6 1.0 0.0 5.4 2.7 29.3 28.8 Number of Traders in Each Category Total Traders: 97 12 12 5 26 8 11 11 20 8 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 2,998,239 Positions 276,872 578,098 45,351 1,376,901 700,922 200,163 457,071 979,268 82,165 162,286 165,238 7,323 390,107 239,711 Changes from: August 14, 2012 Total Change is: 75,674 15,166 2,251 3,105 7,725 1,316 4,130 29,080 26,490 10,809 -7,995 17,762 1,442 12,212 8,369 Percent of Open Interest Represented by Each Category of Trader 9.2 19.3 1.5 45.9 23.4 6.7 15.2 32.7 2.7 5.4 5.5 0.2 13.0 8.0 Number of Traders in Each Category Total Traders: 534 36 47 19 106 52 55 88 120 56 33 52 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 115,901 Positions 16,805 31,680 0 58,553 61,507 2,231 25,547 13,004 10 1,946 2,816 0 10,809 4,653 Changes from: August 14, 2012 Total Change is: 5,672 -221 5,082 0 -832 -1,663 356 5,450 1,554 10 -10 -5 0 919 338 Percent of Open Interest Represented by Each Category of Trader 14.5 27.3 0.0 50.5 53.1 1.9 22.0 11.2 0.0 1.7 2.4 0.0 9.3 4.0 Number of Traders in Each Category Total Traders: 98 9 10 0 36 12 12 18 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 101,917 Positions 5,630 64,576 5,576 37,049 8,170 949 36,611 9,062 2,849 1,679 4,717 21 11,553 5,997 Changes from: August 14, 2012 Total Change is: 19,924 288 11,343 5,372 1,570 -435 86 5,125 -2,766 2,557 -232 1,674 21 5,137 2,072 Percent of Open Interest Represented by Each Category of Trader 5.5 63.4 5.5 36.4 8.0 0.9 35.9 8.9 2.8 1.6 4.6 0.0 11.3 5.9 Number of Traders in Each Category Total Traders: 232 13 35 10 33 22 10 69 37 13 12 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 13,980 Positions 6,293 10,964 0 300 0 0 2,527 1,451 0 0 923 0 4,860 642 Changes from: August 14, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 45.0 78.4 0.0 2.1 0.0 0.0 18.1 10.4 0.0 0.0 6.6 0.0 34.8 4.6 Number of Traders in Each Category Total Traders: 23 7 7 0 . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 439,683 Positions 23,969 295,346 594 183,747 40,850 4,744 183,328 50,967 1,336 8,394 18,968 104 33,467 26,774 Changes from: August 14, 2012 Total Change is: 29,720 -2,737 29,179 -424 6,351 -2,174 428 25,902 -8,175 -126 -1,161 3,757 104 1,383 7,151 Percent of Open Interest Represented by Each Category of Trader 5.5 67.2 0.1 41.8 9.3 1.1 41.7 11.6 0.3 1.9 4.3 0.0 7.6 6.1 Number of Traders in Each Category Total Traders: 231 12 36 . 33 22 10 68 38 9 12 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 431,941 Positions 168,401 38,923 14,135 137,929 219,589 24,133 63,255 96,340 1,739 2,200 19,312 0 20,149 17,770 Changes from: August 14, 2012 Total Change is: 3,316 -8,918 7,734 390 2,011 -3,610 141 6,549 -6,529 392 379 790 0 2,372 4,008 Percent of Open Interest Represented by Each Category of Trader 39.0 9.0 3.3 31.9 50.8 5.6 14.6 22.3 0.4 0.5 4.5 0.0 4.7 4.1 Number of Traders in Each Category Total Traders: 245 22 13 4 53 39 27 49 49 9 5 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 30,096 Positions 7,796 267 0 9,694 408 583 3,066 8,485 0 1,559 6,345 0 7,398 14,008 Changes from: August 14, 2012 Total Change is: -1,065 -1,258 0 0 2 -445 -159 -167 -277 0 -250 0 0 767 -184 Percent of Open Interest Represented by Each Category of Trader 25.9 0.9 0.0 32.2 1.4 1.9 10.2 28.2 0.0 5.2 21.1 0.0 24.6 46.5 Number of Traders in Each Category Total Traders: 31 4 . 0 12 . . 5 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 50,250 Positions 20,053 7,364 2,550 5,679 2,340 1,334 10,225 3,177 978 2,897 3,948 0 6,534 28,559 Changes from: August 14, 2012 Total Change is: -1,376 -3,405 353 359 6 -105 -64 1,608 1,213 187 -1,144 688 0 1,077 -4,007 Percent of Open Interest Represented by Each Category of Trader 39.9 14.7 5.1 11.3 4.7 2.7 20.3 6.3 1.9 5.8 7.9 0.0 13.0 56.8 Number of Traders in Each Category Total Traders: 53 15 8 4 6 . . 13 5 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 65,848 Positions 3,706 15,792 627 44,526 24,247 5,334 6,055 16,944 193 894 0 0 4,513 2,711 Changes from: August 14, 2012 Total Change is: -1,216 -195 1,222 -200 -474 -1,284 -223 -15 -30 -45 0 0 0 -64 -656 Percent of Open Interest Represented by Each Category of Trader 5.6 24.0 1.0 67.6 36.8 8.1 9.2 25.7 0.3 1.4 0.0 0.0 6.9 4.1 Number of Traders in Each Category Total Traders: 72 4 6 . 24 21 9 6 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 122,470 Positions 11,617 64,697 1,860 69,228 14,286 3,248 16,802 30,780 996 4,322 1,545 0 14,397 5,058 Changes from: August 14, 2012 Total Change is: 622 -998 1,272 -397 2,057 32 -397 165 601 -102 -305 0 0 599 -387 Percent of Open Interest Represented by Each Category of Trader 9.5 52.8 1.5 56.5 11.7 2.7 13.7 25.1 0.8 3.5 1.3 0.0 11.8 4.1 Number of Traders in Each Category Total Traders: 101 9 15 4 23 15 12 21 9 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 589,320 Positions 20,667 111,448 14,898 220,378 123,877 75,619 61,021 66,879 18,487 24,388 39,777 1,238 152,624 137,097 Changes from: August 14, 2012 Total Change is: -6,855 7,448 -230 6,528 -1,925 -16,510 -1,936 -15,396 -10,181 2,778 -392 5,453 15 -3,975 7,228 Percent of Open Interest Represented by Each Category of Trader 3.5 18.9 2.5 37.4 21.0 12.8 10.4 11.3 3.1 4.1 6.7 0.2 25.9 23.3 Number of Traders in Each Category Total Traders: 150 6 18 9 37 23 27 30 20 21 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 361,883 Positions 2,686 138,365 3,830 244,695 16,324 32,367 1,502 94,706 102 9,152 20,746 0 67,549 55,443 Changes from: August 14, 2012 Total Change is: 2,279 -2,098 446 2,749 4,154 -1,639 -1,728 -2,979 -1,321 -11 0 450 0 2,192 3,333 Percent of Open Interest Represented by Each Category of Trader 0.7 38.2 1.1 67.6 4.5 8.9 0.4 26.2 0.0 2.5 5.7 0.0 18.7 15.3 Number of Traders in Each Category Total Traders: 66 . 10 4 30 7 17 . 11 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,004,408 Positions 56,160 172,176 27,649 182,239 100,409 71,152 340,148 440,187 69,356 126,805 30,062 10,398 120,501 83,019 Changes from: August 14, 2012 Total Change is: -8,063 10,803 15,991 -5,691 -12,154 -2,431 -321 -18,468 -39,975 22,105 -925 -2,471 521 -3,933 4,209 Percent of Open Interest Represented by Each Category of Trader 5.6 17.1 2.8 18.1 10.0 7.1 33.9 43.8 6.9 12.6 3.0 1.0 12.0 8.3 Number of Traders in Each Category Total Traders: 223 17 26 13 42 27 38 44 33 23 19 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,631,871 Positions 158,780 114,918 47,957 486,221 662,872 174,643 306,758 144,556 72,551 93,115 91,548 12,774 279,072 310,052 Changes from: August 14, 2012 Total Change is: -16,111 -20,981 -27,885 14,463 -45,947 65,733 -3,618 17,519 -89,314 10,899 10,184 -9,155 4,459 -3,089 18,307 Percent of Open Interest Represented by Each Category of Trader 9.7 7.0 2.9 29.8 40.6 10.7 18.8 8.9 4.4 5.7 5.6 0.8 17.1 19.0 Number of Traders in Each Category Total Traders: 265 30 30 21 22 59 45 51 45 45 11 16 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 1,262,669 Positions 220,393 96,893 30,951 259,342 545,913 96,954 325,318 147,908 27,293 70,387 63,328 6,242 225,789 247,187 Changes from: August 14, 2012 Total Change is: 55,164 17,801 13,011 8,239 29,040 -569 5,589 -19,568 7,030 8,046 1,362 1,044 2,411 2,244 10,363 Percent of Open Interest Represented by Each Category of Trader 17.5 7.7 2.5 20.5 43.2 7.7 25.8 11.7 2.2 5.6 5.0 0.5 17.9 19.6 Number of Traders in Each Category Total Traders: 192 15 20 12 27 38 35 34 33 29 10 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 457,649 Positions 201,724 179,153 140,536 0 1,415 3,918 29,734 32,621 49,488 2,191 10,334 5,997 24,061 34,187 Changes from: August 14, 2012 Total Change is: 12,817 5,686 6,984 545 0 0 0 3,737 11,289 1,284 1,053 -77 -307 819 -6,901 Percent of Open Interest Represented by Each Category of Trader 44.1 39.1 30.7 0.0 0.3 0.9 6.5 7.1 10.8 0.5 2.3 1.3 5.3 7.5 Number of Traders in Each Category Total Traders: 87 20 29 35 0 . . 19 8 22 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 20,533 Positions 9,324 6,819 5,689 0 1,500 0 3,438 4,599 1,270 125 0 377 310 279 Changes from: August 14, 2012 Total Change is: 1,495 1,866 1,473 295 0 -500 0 -514 438 269 99 -25 30 -550 -485 Percent of Open Interest Represented by Each Category of Trader 45.4 33.2 27.7 0.0 7.3 0.0 16.7 22.4 6.2 0.6 0.0 1.8 1.5 1.4 Number of Traders in Each Category Total Traders: 30 8 5 7 0 . 0 6 7 5 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 7,729,894 Positions 1,362,586 2,540,191 1,877,435 567,644 84,866 143,521 1,308,987 433,045 1,247,612 105,825 207,021 299,920 816,364 896,283 Changes from: August 14, 2012 Total Change is: -5,613 86,004 4,539 -55,178 12,268 18,323 -10,756 -63,463 -31,254 65,057 -3,859 -4,356 15,596 -51,282 -7,584 Percent of Open Interest Represented by Each Category of Trader 17.6 32.9 24.3 7.3 1.1 1.9 16.9 5.6 16.1 1.4 2.7 3.9 10.6 11.6 Number of Traders in Each Category Total Traders: 242 28 58 77 8 11 14 52 44 80 13 16 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 10,474 Positions 7,582 208 0 554 777 6 723 9,219 7 1,343 215 0 259 42 Changes from: August 14, 2012 Total Change is: -371 -17 -74 0 -12 0 0 -242 -255 -43 2 0 0 -59 1 Percent of Open Interest Represented by Each Category of Trader 72.4 2.0 0.0 5.3 7.4 0.1 6.9 88.0 0.1 12.8 2.1 0.0 2.5 0.4 Number of Traders in Each Category Total Traders: 27 . . 0 . 4 . 4 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 14,738 Positions 11,654 8,105 0 1,128 703 38 1,634 5,784 0 0 76 0 284 32 Changes from: August 14, 2012 Total Change is: -208 -220 -125 0 207 0 0 -207 -74 0 0 0 0 12 -9 Percent of Open Interest Represented by Each Category of Trader 79.1 55.0 0.0 7.7 4.8 0.3 11.1 39.2 0.0 0.0 0.5 0.0 1.9 0.2 Number of Traders in Each Category Total Traders: 31 5 5 0 . 4 . 4 10 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 65,398 Positions 13,484 37,035 1,411 3,958 104 240 33,588 23,163 947 6,084 763 0 5,686 1,735 Changes from: August 14, 2012 Total Change is: 2,819 -405 -103 0 -455 -13 24 3,095 2,050 190 544 367 0 -174 304 Percent of Open Interest Represented by Each Category of Trader 20.6 56.6 2.2 6.1 0.2 0.4 51.4 35.4 1.4 9.3 1.2 0.0 8.7 2.7 Number of Traders in Each Category Total Traders: 100 4 . . 7 . . 39 18 7 21 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 403,608 Positions 131,729 33,476 44,663 46,157 10,548 5,827 34,091 136,665 48,540 3,271 36,047 56,730 32,600 31,112 Changes from: August 14, 2012 Total Change is: 38,779 1,783 -161 6,292 3,989 688 576 1,733 7,091 6,769 1,282 -4,892 17,211 -856 5,205 Percent of Open Interest Represented by Each Category of Trader 32.6 8.3 11.1 11.4 2.6 1.4 8.4 33.9 12.0 0.8 8.9 14.1 8.1 7.7 Number of Traders in Each Category Total Traders: 158 22 12 27 8 10 9 29 45 46 8 17 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 21, 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 8,501 Positions 2,874 1,030 0 2,800 363 82 1,708 6,090 900 0 30 0 137 6 Changes from: August 14, 2012 Total Change is: 70 0 85 0 20 -46 82 0 -52 0 0 0 0 -32 1 Percent of Open Interest Represented by Each Category of Trader 33.8 12.1 0.0 32.9 4.3 1.0 20.1 71.6 10.6 0.0 0.4 0.0 1.6 0.1 Number of Traders in Each Category Total Traders: 20 . 4 0 5 . . . 6 . 0 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 24, 2012