Traders in Financial Futures - Futures Only Positions as of August 28, 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 163,842
Positions
6,862 54,533 987 22,060 33,094 1,049 74,695 36,982 4,534 8,879 10,919 577 44,199 21,167
Changes from: August 21, 2012 Total Change is: 13,432
-169 12,457 223 872 -113 355 12,331 -586 -193 556 1,268 -271 -272 292
Percent of Open Interest Represented by Each Category of Trader
4.2 33.3 0.6 13.5 20.2 0.6 45.6 22.6 2.8 5.4 6.7 0.4 27.0 12.9
Number of Traders in Each Category Total Traders: 97
5 11 5 8 4 4 34 18 6 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 55,426
Positions
19,976 14,344 38 2,053 1,640 183 19,860 20,382 270 1,571 2,609 0 11,475 15,960
Changes from: August 21, 2012 Total Change is: 807
-1,441 2,412 38 26 34 0 1,482 437 -3 480 2,609 0 225 -4,720
Percent of Open Interest Represented by Each Category of Trader
36.0 25.9 0.1 3.7 3.0 0.3 35.8 36.8 0.5 2.8 4.7 0.0 20.7 28.8
Number of Traders in Each Category Total Traders: 37
4 7 . . . . 5 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 117,034
Positions
9,963 13,735 1,455 10,686 31,788 12,428 46,330 29,407 643 7,669 3,859 0 27,860 23,719
Changes from: August 21, 2012 Total Change is: -1,516
-6,864 1,453 1,346 460 436 8 3,354 -222 -123 -2,530 -428 0 2,833 -3,986
Percent of Open Interest Represented by Each Category of Trader
8.5 11.7 1.2 9.1 27.2 10.6 39.6 25.1 0.5 6.6 3.3 0.0 23.8 20.3
Number of Traders in Each Category Total Traders: 96
8 8 . 8 13 5 28 21 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 149,444
Positions
11,519 56,070 581 62,834 8,025 721 50,253 30,438 1,109 501 18,690 45 21,881 33,765
Changes from: August 21, 2012 Total Change is: 7,986
-3,384 11,505 127 363 956 -318 7,564 1,309 300 -468 1,242 0 3,802 -7,135
Percent of Open Interest Represented by Each Category of Trader
7.7 37.5 0.4 42.0 5.4 0.5 33.6 20.4 0.7 0.3 12.5 0.0 14.6 22.6
Number of Traders in Each Category Total Traders: 97
5 14 5 9 8 . 22 29 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 311,925
Positions
88,263 44,591 1,388 31,759 40,053 9,733 77,494 134,983 2,853 59,439 11,256 3,153 37,843 63,915
Changes from: August 21, 2012 Total Change is: -9,241
-6,214 11,617 280 555 2,047 -7 -554 -23,794 160 -942 414 -554 -1,965 596
Percent of Open Interest Represented by Each Category of Trader
28.3 14.3 0.4 10.2 12.8 3.1 24.8 43.3 0.9 19.1 3.6 1.0 12.1 20.5
Number of Traders in Each Category Total Traders: 192
25 13 7 17 23 15 32 54 11 13 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 190,631
Positions
22,297 79,482 476 3,913 44,300 1,121 131,215 40,156 108 1,021 4,693 147 30,333 20,148
Changes from: August 21, 2012 Total Change is: -4,662
1,720 -5,750 28 -1,250 1,271 51 -1,860 4,683 -149 321 -3,136 -914 -2,609 -746
Percent of Open Interest Represented by Each Category of Trader
11.7 41.7 0.2 2.1 23.2 0.6 68.8 21.1 0.1 0.5 2.5 0.1 15.9 10.6
Number of Traders in Each Category Total Traders: 111
7 11 5 4 9 . 40 28 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 93,449
Positions
50,783 61,040 21,381 3,653 0 0 5,667 1,785 5,984 2,900 0 2,861 220 398
Changes from: August 21, 2012 Total Change is: 4,347
3,434 3,400 928 -51 0 0 43 29 0 0 0 0 -7 -10
Percent of Open Interest Represented by Each Category of Trader
54.3 65.3 22.9 3.9 0.0 0.0 6.1 1.9 6.4 3.1 0.0 3.1 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 28, 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 221,529
Positions
63,370 90,046 4,684 23,476 1,060 1,556 104,705 87,076 15,070 2,160 19,091 107 6,401 2,839
Changes from: August 21, 2012 Total Change is: -1,243
-967 -686 115 980 169 2 -2,451 -1,840 1,214 -434 218 -409 707 -26
Percent of Open Interest Represented by Each Category of Trader
28.6 40.6 2.1 10.6 0.5 0.7 47.3 39.3 6.8 1.0 8.6 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 109
7 11 . 9 4 . 44 18 11 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 18,078
Positions
13,880 2,714 842 200 180 201 1,735 1,020 170 140 12,227 0 910 724
Changes from: August 21, 2012 Total Change is: 1,068
-67 223 806 0 -13 0 95 -25 23 -145 -1 0 356 55
Percent of Open Interest Represented by Each Category of Trader
76.8 15.0 4.7 1.1 1.0 1.1 9.6 5.6 0.9 0.8 67.6 0.0 5.0 4.0
Number of Traders in Each Category Total Traders: 22
5 5 4 . . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 31,374
Positions
5,360 23,914 413 330 100 0 20,932 4,166 126 278 711 196 3,739 1,748
Changes from: August 21, 2012 Total Change is: -610
1,476 -859 -14 -108 -16 0 -1,392 424 2 -2 -143 118 -690 -122
Percent of Open Interest Represented by Each Category of Trader
17.1 76.2 1.3 1.1 0.3 0.0 66.7 13.3 0.4 0.9 2.3 0.6 11.9 5.6
Number of Traders in Each Category Total Traders: 55
7 6 . . . 0 21 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 58,876
Positions
13,739 41,681 91 3,718 892 429 28,768 9,791 626 2,349 299 0 9,158 5,070
Changes from: August 21, 2012 Total Change is: 2,239
14 5,591 58 102 174 -172 1,181 -1,576 446 742 -803 -3 -128 -1,477
Percent of Open Interest Represented by Each Category of Trader
23.3 70.8 0.2 6.3 1.5 0.7 48.9 16.6 1.1 4.0 0.5 0.0 15.6 8.6
Number of Traders in Each Category Total Traders: 96
16 15 . 7 . . 37 12 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 117,752
Positions
27,478 83,361 181 7,435 1,784 858 57,536 19,581 1,251 4,698 597 0 18,315 10,139
Changes from: August 21, 2012 Total Change is: 4,478
27 11,181 116 204 348 -344 2,361 -3,151 892 1,483 -1,605 -5 -256 -2,954
Percent of Open Interest Represented by Each Category of Trader
23.3 70.8 0.2 6.3 1.5 0.7 48.9 16.6 1.1 4.0 0.5 0.0 15.6 8.6
Number of Traders in Each Category Total Traders: 96
16 15 . 7 . . 37 12 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 848,540
Positions
54,430 144,665 52,256 372,881 167,664 58,527 91,495 225,754 34,322 27,419 41,366 10,647 146,563 113,338
Changes from: August 21, 2012 Total Change is: 13,563
-2,963 -2,860 7,990 1,697 3,959 4,564 7,499 6,381 -2,374 -1,862 -1,143 -525 -464 -2,429
Percent of Open Interest Represented by Each Category of Trader
6.4 17.0 6.2 43.9 19.8 6.9 10.8 26.6 4.0 3.2 4.9 1.3 17.3 13.4
Number of Traders in Each Category Total Traders: 566
35 55 33 123 55 63 94 118 65 35 50 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 237,263
Positions
38,605 68,035 3,356 99,625 32,752 8,441 10,020 35,525 2,598 106 13,130 6,053 68,459 67,373
Changes from: August 21, 2012 Total Change is: 1,934
4,745 4,287 2 -1,606 3,805 -62 -392 -5,825 165 0 386 -372 -546 -452
Percent of Open Interest Represented by Each Category of Trader
16.3 28.7 1.4 42.0 13.8 3.6 4.2 15.0 1.1 0.0 5.5 2.6 28.9 28.4
Number of Traders in Each Category Total Traders: 98
13 12 5 25 9 13 11 20 7 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 3,056,383
Positions
277,609 581,638 46,016 1,414,358 722,637 202,351 487,525 1,031,297 78,471 152,973 157,588 6,561 390,519 229,824
Changes from: August 21, 2012 Total Change is: 58,144
737 3,540 665 37,457 21,715 2,188 30,454 52,029 -3,694 -9,313 -7,650 -762 412 -9,887
Percent of Open Interest Represented by Each Category of Trader
9.1 19.0 1.5 46.3 23.6 6.6 16.0 33.7 2.6 5.0 5.2 0.2 12.8 7.5
Number of Traders in Each Category Total Traders: 539
35 50 24 107 53 55 92 120 55 35 47 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 120,045
Positions
16,597 34,300 0 57,805 61,835 2,573 28,888 13,306 910 2,241 2,816 0 11,031 4,305
Changes from: August 21, 2012 Total Change is: 4,144
-208 2,620 0 -748 328 342 3,341 302 900 295 0 0 222 -348
Percent of Open Interest Represented by Each Category of Trader
13.8 28.6 0.0 48.2 51.5 2.1 24.1 11.1 0.8 1.9 2.3 0.0 9.2 3.6
Number of Traders in Each Category Total Traders: 103
9 10 0 37 12 11 21 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 110,549
Positions
5,224 68,777 7,931 39,205 8,363 878 38,968 9,049 3,321 1,861 4,356 0 13,160 7,874
Changes from: August 21, 2012 Total Change is: 8,632
-406 4,201 2,355 2,156 193 -71 2,357 -14 472 183 -360 -21 1,607 1,877
Percent of Open Interest Represented by Each Category of Trader
4.7 62.2 7.2 35.5 7.6 0.8 35.2 8.2 3.0 1.7 3.9 0.0 11.9 7.1
Number of Traders in Each Category Total Traders: 239
14 33 9 36 23 10 74 35 12 13 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 18,498
Positions
8,727 14,439 0 300 0 0 2,717 2,189 0 0 923 0 6,754 947
Changes from: August 21, 2012 Total Change is: 4,518
2,434 3,475 0 0 0 0 190 738 0 0 0 0 1,894 305
Percent of Open Interest Represented by Each Category of Trader
47.2 78.1 0.0 1.6 0.0 0.0 14.7 11.8 0.0 0.0 5.0 0.0 36.5 5.1
Number of Traders in Each Category Total Traders: 23
6 9 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 460,255
Positions
21,535 310,742 605 194,526 41,814 4,389 195,967 49,011 1,894 9,307 17,166 0 32,032 34,634
Changes from: August 21, 2012 Total Change is: 20,572
-2,434 15,396 11 10,779 964 -355 12,639 -1,956 558 913 -1,802 -104 -1,435 7,860
Percent of Open Interest Represented by Each Category of Trader
4.7 67.5 0.1 42.3 9.1 1.0 42.6 10.6 0.4 2.0 3.7 0.0 7.0 7.5
Number of Traders in Each Category Total Traders: 238
13 33 . 36 23 10 74 36 8 13 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 435,080
Positions
164,697 40,696 14,828 136,758 220,773 24,670 69,824 91,820 1,743 2,082 20,093 0 20,478 20,457
Changes from: August 21, 2012 Total Change is: 3,139
-3,704 1,773 693 -1,171 1,184 537 6,569 -4,520 4 -118 781 0 329 2,687
Percent of Open Interest Represented by Each Category of Trader
37.9 9.4 3.4 31.4 50.7 5.7 16.0 21.1 0.4 0.5 4.6 0.0 4.7 4.7
Number of Traders in Each Category Total Traders: 249
21 14 4 56 39 28 52 45 6 5 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 31,129
Positions
8,143 267 0 9,782 408 583 3,707 8,800 0 1,509 6,339 0 7,405 14,732
Changes from: August 21, 2012 Total Change is: 1,033
347 0 0 88 0 0 641 315 0 -50 -6 0 7 724
Percent of Open Interest Represented by Each Category of Trader
26.2 0.9 0.0 31.4 1.3 1.9 11.9 28.3 0.0 4.8 20.4 0.0 23.8 47.3
Number of Traders in Each Category Total Traders: 33
4 . 0 12 . . 7 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 49,291
Positions
21,348 7,685 2,453 6,105 2,340 832 9,453 2,880 1,229 2,878 3,524 0 4,993 28,348
Changes from: August 21, 2012 Total Change is: -959
1,295 321 -97 426 0 -502 -772 -297 251 -19 -424 0 -1,541 -211
Percent of Open Interest Represented by Each Category of Trader
43.3 15.6 5.0 12.4 4.7 1.7 19.2 5.8 2.5 5.8 7.1 0.0 10.1 57.5
Number of Traders in Each Category Total Traders: 51
15 9 4 6 . . 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 66,959
Positions
3,704 15,952 727 44,121 25,303 7,452 6,020 14,922 178 202 0 0 4,555 2,425
Changes from: August 21, 2012 Total Change is: 1,111
-2 160 100 -405 1,056 2,118 -35 -2,022 -15 -692 0 0 42 -286
Percent of Open Interest Represented by Each Category of Trader
5.5 23.8 1.1 65.9 37.8 11.1 9.0 22.3 0.3 0.3 0.0 0.0 6.8 3.6
Number of Traders in Each Category Total Traders: 71
4 7 . 26 21 9 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 120,900
Positions
8,899 62,542 1,758 68,014 15,118 4,675 18,554 30,538 1,087 4,287 795 0 13,626 4,387
Changes from: August 21, 2012 Total Change is: -1,570
-2,718 -2,155 -102 -1,214 832 1,427 1,752 -242 91 -35 -750 0 -771 -671
Percent of Open Interest Represented by Each Category of Trader
7.4 51.7 1.5 56.3 12.5 3.9 15.3 25.3 0.9 3.5 0.7 0.0 11.3 3.6
Number of Traders in Each Category Total Traders: 108
9 14 4 26 17 13 25 9 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 641,164
Positions
13,330 101,546 41,965 234,780 117,008 70,698 51,520 83,471 31,422 22,598 35,271 11,541 163,310 148,242
Changes from: August 21, 2012 Total Change is: 51,844
-7,337 -9,902 27,067 14,402 -6,869 -4,921 -9,501 16,592 12,935 -1,790 -4,506 10,303 10,686 11,145
Percent of Open Interest Represented by Each Category of Trader
2.1 15.8 6.5 36.6 18.2 11.0 8.0 13.0 4.9 3.5 5.5 1.8 25.5 23.1
Number of Traders in Each Category Total Traders: 131
. 14 8 37 20 27 17 27 17 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 385,001
Positions
0 131,564 10,656 239,991 16,298 36,848 4 93,324 7,839 8,339 16,592 4,551 76,773 67,329
Changes from: August 21, 2012 Total Change is: 23,118
-2,686 -6,801 6,826 -4,704 -26 4,481 -1,498 -1,382 7,737 -813 -4,154 4,551 9,224 11,886
Percent of Open Interest Represented by Each Category of Trader
0.0 34.2 2.8 62.3 4.2 9.6 0.0 24.2 2.0 2.2 4.3 1.2 19.9 17.5
Number of Traders in Each Category Total Traders: 63
0 11 . 28 6 18 . 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 974,362
Positions
75,303 165,245 20,986 198,737 100,494 60,388 303,276 446,104 50,450 116,713 23,242 13,640 134,869 93,813
Changes from: August 21, 2012 Total Change is: -30,046
19,143 -6,931 -6,663 16,498 85 -10,764 -36,872 5,917 -18,906 -10,092 -6,820 3,242 14,368 10,794
Percent of Open Interest Represented by Each Category of Trader
7.7 17.0 2.2 20.4 10.3 6.2 31.1 45.8 5.2 12.0 2.4 1.4 13.8 9.6
Number of Traders in Each Category Total Traders: 218
23 23 19 41 23 32 38 34 24 23 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 1,604,899
Positions
139,244 79,400 64,257 415,324 655,797 185,915 303,329 134,918 71,235 91,096 82,971 12,500 321,999 317,906
Changes from: August 21, 2012 Total Change is: -26,972
-19,536 -35,518 16,300 -70,897 -7,075 11,272 -3,429 -9,638 -1,316 -2,019 -8,577 -274 42,927 7,854
Percent of Open Interest Represented by Each Category of Trader
8.7 4.9 4.0 25.9 40.9 11.6 18.9 8.4 4.4 5.7 5.2 0.8 20.1 19.8
Number of Traders in Each Category Total Traders: 234
24 20 20 19 58 43 50 38 42 11 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 1,296,213
Positions
208,703 122,957 34,812 243,001 550,583 104,728 329,132 128,450 34,903 80,649 61,916 8,912 251,373 248,952
Changes from: August 21, 2012 Total Change is: 33,544
-11,690 26,064 3,861 -16,341 4,670 7,774 3,814 -19,458 7,610 10,262 -1,412 2,670 25,584 1,765
Percent of Open Interest Represented by Each Category of Trader
16.1 9.5 2.7 18.7 42.5 8.1 25.4 9.9 2.7 6.2 4.8 0.7 19.4 19.2
Number of Traders in Each Category Total Traders: 183
14 23 16 26 38 34 36 25 24 8 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 483,138
Positions
213,413 198,371 135,431 0 1,415 3,918 37,678 36,837 53,196 3,529 11,305 6,475 29,498 36,190
Changes from: August 21, 2012 Total Change is: 25,489
11,689 19,218 -5,105 0 0 0 7,944 4,216 3,708 1,338 971 478 5,437 2,003
Percent of Open Interest Represented by Each Category of Trader
44.2 41.1 28.0 0.0 0.3 0.8 7.8 7.6 11.0 0.7 2.3 1.3 6.1 7.5
Number of Traders in Each Category Total Traders: 88
21 25 32 0 . . 20 9 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 25,277
Positions
12,481 7,364 7,023 0 1,713 0 3,767 7,259 1,429 0 0 352 225 137
Changes from: August 21, 2012 Total Change is: 4,744
3,157 545 1,334 0 213 0 329 2,660 159 -125 0 -25 -85 -142
Percent of Open Interest Represented by Each Category of Trader
49.4 29.1 27.8 0.0 6.8 0.0 14.9 28.7 5.7 0.0 0.0 1.4 0.9 0.5
Number of Traders in Each Category Total Traders: 30
10 . 8 0 . 0 6 9 6 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 7,913,313
Positions
1,332,645 2,656,340 1,861,067 567,925 105,293 137,249 1,460,786 429,589 1,274,736 109,483 202,900 311,903 857,519 934,236
Changes from: August 21, 2012 Total Change is: 183,419
-29,941 116,149 -16,368 281 20,427 -6,272 151,799 -3,456 27,124 3,658 -4,121 11,983 41,155 37,953
Percent of Open Interest Represented by Each Category of Trader
16.8 33.6 23.5 7.2 1.3 1.7 18.5 5.4 16.1 1.4 2.6 3.9 10.8 11.8
Number of Traders in Each Category Total Traders: 241
25 57 74 7 11 15 57 42 80 13 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 10,619
Positions
7,579 219 0 563 777 6 870 9,329 7 1,338 215 0 256 66
Changes from: August 21, 2012 Total Change is: 145
-3 11 0 9 0 0 147 110 0 -5 0 0 -3 24
Percent of Open Interest Represented by Each Category of Trader
71.4 2.1 0.0 5.3 7.3 0.1 8.2 87.9 0.1 12.6 2.0 0.0 2.4 0.6
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 14,524
Positions
11,774 7,910 0 918 695 38 1,450 5,639 101 0 0 0 243 141
Changes from: August 21, 2012 Total Change is: -214
120 -195 0 -210 -8 0 -184 -145 101 0 -76 0 -41 109
Percent of Open Interest Represented by Each Category of Trader
81.1 54.5 0.0 6.3 4.8 0.3 10.0 38.8 0.7 0.0 0.0 0.0 1.7 1.0
Number of Traders in Each Category Total Traders: 28
5 5 0 . 4 . 4 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 64,880
Positions
13,858 37,205 1,421 2,267 120 197 35,395 21,828 1,091 6,215 1,089 4 4,432 1,925
Changes from: August 21, 2012 Total Change is: -518
374 170 10 -1,691 16 -43 1,807 -1,335 144 131 326 4 -1,254 190
Percent of Open Interest Represented by Each Category of Trader
21.4 57.3 2.2 3.5 0.2 0.3 54.6 33.6 1.7 9.6 1.7 0.0 6.8 3.0
Number of Traders in Each Category Total Traders: 101
4 4 . 7 . . 35 21 5 24 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 359,935
Positions
141,208 28,492 37,730 44,586 11,509 8,411 21,331 140,609 42,881 3,855 28,689 36,315 23,618 25,299
Changes from: August 21, 2012 Total Change is: -43,673
9,479 -4,984 -6,933 -1,571 961 2,584 -12,760 3,944 -5,659 584 -7,358 -20,415 -8,982 -5,813
Percent of Open Interest Represented by Each Category of Trader
39.2 7.9 10.5 12.4 3.2 2.3 5.9 39.1 11.9 1.1 8.0 10.1 6.6 7.0
Number of Traders in Each Category Total Traders: 151
20 11 25 5 12 9 17 50 43 8 18 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 28, 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 8,432
Positions
2,874 902 0 2,687 366 71 1,772 6,175 883 0 30 0 145 5
Changes from: August 21, 2012 Total Change is: -69
0 -128 0 -113 3 -11 64 85 -17 0 0 0 8 -1
Percent of Open Interest Represented by Each Category of Trader
34.1 10.7 0.0 31.9 4.3 0.8 21.0 73.2 10.5 0.0 0.4 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 . . . 6 . 0 . 0
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Updated August 31, 2012