Traders in Financial Futures - Futures Only Positions as of September 11, 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 254,598 Positions 6,445 76,853 32,706 22,534 32,990 2,080 105,231 48,702 25,479 9,360 12,288 1,480 49,283 22,020 Changes from: September 4, 2012 Total Change is: 83,320 -507 14,469 32,266 -956 144 756 27,835 16,547 18,074 106 1,952 870 4,876 -1,758 Percent of Open Interest Represented by Each Category of Trader 2.5 30.2 12.8 8.9 13.0 0.8 41.3 19.1 10.0 3.7 4.8 0.6 19.4 8.6 Number of Traders in Each Category Total Traders: 105 4 16 13 8 5 4 37 18 10 10 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 58,031 Positions 20,494 16,408 881 2,107 1,602 173 17,728 20,389 2,004 1,091 3,204 0 13,553 13,370 Changes from: September 4, 2012 Total Change is: 2,082 -1 1,698 376 76 -31 0 471 -256 1,504 -480 595 0 136 -1,804 Percent of Open Interest Represented by Each Category of Trader 35.3 28.3 1.5 3.6 2.8 0.3 30.5 35.1 3.5 1.9 5.5 0.0 23.4 23.0 Number of Traders in Each Category Total Traders: 42 4 9 . . . . 10 10 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 181,682 Positions 7,317 32,095 16,084 10,331 33,405 11,751 69,679 42,624 8,144 6,650 5,022 11,656 40,070 20,901 Changes from: September 4, 2012 Total Change is: 47,927 -1,287 16,372 11,655 -587 999 -873 17,102 6,110 5,171 -719 1,804 11,653 5,812 -4,964 Percent of Open Interest Represented by Each Category of Trader 4.0 17.7 8.9 5.7 18.4 6.5 38.4 23.5 4.5 3.7 2.8 6.4 22.1 11.5 Number of Traders in Each Category Total Traders: 106 8 8 6 7 15 7 38 18 12 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 176,618 Positions 7,588 65,464 11,185 64,586 6,336 1,076 57,345 31,793 4,200 501 19,001 91 30,046 37,472 Changes from: September 4, 2012 Total Change is: 24,166 -3,080 3,863 8,733 2,445 -1,947 371 5,855 2,036 3,987 0 365 46 5,809 6,712 Percent of Open Interest Represented by Each Category of Trader 4.3 37.1 6.3 36.6 3.6 0.6 32.5 18.0 2.4 0.3 10.8 0.1 17.0 21.2 Number of Traders in Each Category Total Traders: 100 5 17 9 9 4 5 29 25 11 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 332,637 Positions 87,507 59,765 11,004 33,993 36,884 9,094 72,242 126,460 15,363 58,139 9,347 2,161 43,134 62,559 Changes from: September 4, 2012 Total Change is: 18,274 69 13,922 8,120 2,718 -5,229 -633 -5,467 -8,145 12,690 -2,508 -2,679 -920 4,205 1,148 Percent of Open Interest Represented by Each Category of Trader 26.3 18.0 3.3 10.2 11.1 2.7 21.7 38.0 4.6 17.5 2.8 0.6 13.0 18.8 Number of Traders in Each Category Total Traders: 186 21 15 12 17 22 15 32 49 23 15 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 218,910 Positions 21,547 65,103 36,984 3,477 44,329 1,611 117,027 34,974 8,098 490 4,645 0 29,676 23,166 Changes from: September 4, 2012 Total Change is: 29,669 -6,929 -3,557 33,423 -179 137 311 -4,054 -9,111 7,778 -1,619 253 -98 1,036 533 Percent of Open Interest Represented by Each Category of Trader 9.8 29.7 16.9 1.6 20.2 0.7 53.5 16.0 3.7 0.2 2.1 0.0 13.6 10.6 Number of Traders in Each Category Total Traders: 96 7 10 11 . 9 . 36 22 13 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 96,550 Positions 50,914 61,799 23,920 4,153 0 0 5,823 1,841 5,740 2,900 0 2,861 239 389 Changes from: September 4, 2012 Total Change is: 3,117 0 571 2,394 460 0 0 1,340 521 -363 0 0 0 -714 -6 Percent of Open Interest Represented by Each Category of Trader 52.7 64.0 24.8 4.3 0.0 0.0 6.0 1.9 5.9 3.0 0.0 3.0 0.2 0.4 Number of Traders in Each Category Total Traders: 26 5 15 15 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 309,244 Positions 43,485 92,076 22,662 25,248 1,145 1,555 124,893 92,395 78,192 5,421 18,799 331 7,457 2,089 Changes from: September 4, 2012 Total Change is: 86,589 -19,150 3,848 17,963 1,168 173 1 23,247 5,425 59,431 2,563 121 46 1,320 -419 Percent of Open Interest Represented by Each Category of Trader 14.1 29.8 7.3 8.2 0.4 0.5 40.4 29.9 25.3 1.8 6.1 0.1 2.4 0.7 Number of Traders in Each Category Total Traders: 136 6 13 7 8 . . 67 13 16 15 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 16,112 Positions 13,201 1,435 78 200 8 334 1,533 1,601 0 140 12,227 0 626 429 Changes from: September 4, 2012 Total Change is: -1,966 -679 -1,279 -764 0 -172 133 -202 581 -170 0 0 0 -284 -295 Percent of Open Interest Represented by Each Category of Trader 81.9 8.9 0.5 1.2 0.0 2.1 9.5 9.9 0.0 0.9 75.9 0.0 3.9 2.7 Number of Traders in Each Category Total Traders: 20 4 4 . . . . 5 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 27,152 Positions 4,559 16,252 3,425 222 0 0 12,772 3,902 1,035 297 330 175 4,667 2,033 Changes from: September 4, 2012 Total Change is: 1,759 -1,497 -2,100 3,073 -22 0 0 -2,030 234 907 -163 -376 3 1,488 18 Percent of Open Interest Represented by Each Category of Trader 16.8 59.9 12.6 0.8 0.0 0.0 47.0 14.4 3.8 1.1 1.2 0.6 17.2 7.5 Number of Traders in Each Category Total Traders: 49 8 5 6 . 0 0 20 8 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 62,974 Positions 14,485 39,888 2,496 3,566 803 462 28,480 11,359 898 3,154 1,104 0 9,434 5,966 Changes from: September 4, 2012 Total Change is: 6,751 360 1,765 2,388 35 -80 -61 2,515 1,147 120 424 614 0 971 860 Percent of Open Interest Represented by Each Category of Trader 23.0 63.3 4.0 5.7 1.3 0.7 45.2 18.0 1.4 5.0 1.8 0.0 15.0 9.5 Number of Traders in Each Category Total Traders: 99 15 17 . 5 . . 36 14 5 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 125,948 Positions 28,970 79,775 4,991 7,132 1,606 924 56,959 22,717 1,796 6,308 2,207 0 18,868 11,932 Changes from: September 4, 2012 Total Change is: 13,502 719 3,529 4,776 70 -160 -122 5,029 2,293 240 848 1,227 0 1,942 1,719 Percent of Open Interest Represented by Each Category of Trader 23.0 63.3 4.0 5.7 1.3 0.7 45.2 18.0 1.4 5.0 1.8 0.0 15.0 9.5 Number of Traders in Each Category Total Traders: 99 15 17 . 5 . . 36 14 5 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 871,458 Positions 55,255 145,631 64,287 363,043 163,763 64,420 97,927 229,323 41,603 28,459 41,296 11,772 144,693 109,363 Changes from: September 4, 2012 Total Change is: 9,834 -8,845 9,899 4,359 -797 -5,257 2,018 11,532 -1,340 -1,604 1,030 2,881 2,065 77 -3,187 Percent of Open Interest Represented by Each Category of Trader 6.3 16.7 7.4 41.7 18.8 7.4 11.2 26.3 4.8 3.3 4.7 1.4 16.6 12.5 Number of Traders in Each Category Total Traders: 558 35 52 37 115 56 64 93 120 76 39 47 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 232,738 Positions 30,774 60,916 1,990 96,540 35,895 10,530 13,272 36,342 2,895 1,610 14,193 5,720 69,407 64,257 Changes from: September 4, 2012 Total Change is: -8,931 -10,036 -937 -2,567 -1,051 234 1,505 2,278 -6,870 593 1,504 1,951 122 -1,279 -2,962 Percent of Open Interest Represented by Each Category of Trader 13.2 26.2 0.9 41.5 15.4 4.5 5.7 15.6 1.2 0.7 6.1 2.5 29.8 27.6 Number of Traders in Each Category Total Traders: 100 11 12 . 24 10 13 15 20 11 . 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 3,193,602 Positions 321,018 622,185 112,875 1,386,612 693,441 215,351 526,652 1,068,282 90,163 157,649 158,919 6,854 376,428 225,532 Changes from: September 4, 2012 Total Change is: 93,827 -4,063 44,161 44,647 -2,564 -31,287 6,397 29,045 10,425 6,243 4,646 11,670 2,695 6,781 -1,124 Percent of Open Interest Represented by Each Category of Trader 10.1 19.5 3.5 43.4 21.7 6.7 16.5 33.5 2.8 4.9 5.0 0.2 11.8 7.1 Number of Traders in Each Category Total Traders: 535 37 48 30 101 52 56 93 120 64 39 45 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 124,148 Positions 16,116 37,628 2,107 60,081 59,618 2,840 30,336 15,215 241 390 2,785 0 12,037 3,714 Changes from: September 4, 2012 Total Change is: 2,727 -490 4,527 1,105 1,529 -2,073 159 924 1,073 -947 -295 -16 0 742 -1,101 Percent of Open Interest Represented by Each Category of Trader 13.0 30.3 1.7 48.4 48.0 2.3 24.4 12.3 0.2 0.3 2.2 0.0 9.7 3.0 Number of Traders in Each Category Total Traders: 104 9 8 . 41 12 13 21 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 115,726 Positions 5,742 70,199 12,386 38,556 8,316 703 37,444 8,270 3,417 1,951 3,936 135 15,392 8,365 Changes from: September 4, 2012 Total Change is: 1,951 -77 87 2,701 -289 -246 -154 -1,992 29 -76 93 -619 135 1,610 94 Percent of Open Interest Represented by Each Category of Trader 5.0 60.7 10.7 33.3 7.2 0.6 32.4 7.1 3.0 1.7 3.4 0.1 13.3 7.2 Number of Traders in Each Category Total Traders: 237 13 33 13 34 22 10 77 33 10 16 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 22,747 Positions 12,043 17,022 100 300 0 0 2,569 3,664 0 0 923 0 7,735 1,038 Changes from: September 4, 2012 Total Change is: 1,112 1,106 126 100 0 0 0 -505 983 0 0 0 0 411 -97 Percent of Open Interest Represented by Each Category of Trader 52.9 74.8 0.4 1.3 0.0 0.0 11.3 16.1 0.0 0.0 4.1 0.0 34.0 4.6 Number of Traders in Each Category Total Traders: 22 5 10 . . 0 0 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 464,897 Positions 21,684 319,075 8,242 191,280 41,579 3,513 186,464 35,117 4,997 9,755 15,066 675 38,287 36,633 Changes from: September 4, 2012 Total Change is: 4,195 100 5,820 6,993 -1,443 -1,232 -772 -10,347 -7,678 2,528 464 -3,093 675 5,997 954 Percent of Open Interest Represented by Each Category of Trader 4.7 68.6 1.8 41.1 8.9 0.8 40.1 7.6 1.1 2.1 3.2 0.1 8.2 7.9 Number of Traders in Each Category Total Traders: 236 14 31 8 34 22 10 78 32 7 16 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 435,606 Positions 153,239 42,759 17,477 139,963 214,599 24,060 74,446 93,671 2,526 2,492 22,442 0 21,403 18,072 Changes from: September 4, 2012 Total Change is: -6,211 -11,857 1,416 2,649 3,490 -8,244 -842 327 -1,074 -267 -9 1,547 0 298 -1,396 Percent of Open Interest Represented by Each Category of Trader 35.2 9.8 4.0 32.1 49.3 5.5 17.1 21.5 0.6 0.6 5.2 0.0 4.9 4.1 Number of Traders in Each Category Total Traders: 254 20 14 5 56 38 27 52 51 12 6 17 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 35,704 Positions 7,620 350 2,729 9,618 520 401 4,481 7,104 320 1,438 6,367 4 9,093 17,909 Changes from: September 4, 2012 Total Change is: 4,132 -448 350 2,729 -451 520 -220 1,605 -1,706 180 -156 28 4 889 2,247 Percent of Open Interest Represented by Each Category of Trader 21.3 1.0 7.6 26.9 1.5 1.1 12.6 19.9 0.9 4.0 17.8 0.0 25.5 50.2 Number of Traders in Each Category Total Traders: 33 4 . . 11 . . 8 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 73,313 Positions 29,676 8,608 5,550 7,327 2,373 1,132 12,021 4,987 4,539 4,020 4,084 2,055 6,993 39,985 Changes from: September 4, 2012 Total Change is: 16,448 4,245 -1,301 3,558 931 -57 466 1,311 212 3,101 -393 428 2,055 1,174 7,986 Percent of Open Interest Represented by Each Category of Trader 40.5 11.7 7.6 10.0 3.2 1.5 16.4 6.8 6.2 5.5 5.6 2.8 9.5 54.5 Number of Traders in Each Category Total Traders: 62 18 10 8 6 . . 13 7 5 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 68,364 Positions 4,492 15,116 2,997 39,559 27,473 7,014 7,110 12,292 1,687 0 0 0 5,505 1,785 Changes from: September 4, 2012 Total Change is: 1,556 -657 -591 2,270 -957 -1,087 -42 -794 -216 1,524 -202 0 0 414 -302 Percent of Open Interest Represented by Each Category of Trader 6.6 22.1 4.4 57.9 40.2 10.3 10.4 18.0 2.5 0.0 0.0 0.0 8.1 2.6 Number of Traders in Each Category Total Traders: 72 5 6 4 25 23 9 9 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 133,720 Positions 12,102 56,076 10,129 61,333 14,029 4,876 14,553 32,022 5,148 6,204 0 243 19,132 11,197 Changes from: September 4, 2012 Total Change is: 14,223 -1,249 -699 9,428 -3,160 457 -85 345 985 2,654 1,214 -795 -18 5,094 2,296 Percent of Open Interest Represented by Each Category of Trader 9.1 41.9 7.6 45.9 10.5 3.6 10.9 23.9 3.8 4.6 0.0 0.2 14.3 8.4 Number of Traders in Each Category Total Traders: 106 12 12 6 25 15 11 21 11 7 10 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 573,215 Positions 5,530 106,515 9,828 212,128 108,410 79,496 70,019 78,788 24,902 20,643 33,960 0 150,669 131,316 Changes from: September 4, 2012 Total Change is: -41,290 -2,395 -614 -19,634 -12,910 -7,607 13,588 -370 7,237 -18,938 685 -6,619 -5 -1,311 -8,698 Percent of Open Interest Represented by Each Category of Trader 1.0 18.6 1.7 37.0 18.9 13.9 12.2 13.7 4.3 3.6 5.9 0.0 26.3 22.9 Number of Traders in Each Category Total Traders: 141 . 18 6 38 24 28 23 24 11 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 378,847 Positions 0 139,500 7,943 249,691 11,067 36,664 0 101,009 7,288 9,505 16,860 0 67,756 58,516 Changes from: September 4, 2012 Total Change is: -4,766 0 5,694 -5,285 -2,508 -1,103 3,179 0 -2,253 -755 0 -3,998 0 603 -245 Percent of Open Interest Represented by Each Category of Trader 0.0 36.8 2.1 65.9 2.9 9.7 0.0 26.7 1.9 2.5 4.5 0.0 17.9 15.4 Number of Traders in Each Category Total Traders: 67 0 13 5 30 7 20 0 11 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 985,900 Positions 82,866 130,728 25,063 194,263 106,553 58,060 315,977 509,483 46,901 132,801 22,228 7,989 121,980 78,895 Changes from: September 4, 2012 Total Change is: -27,022 8,069 -27,063 8,355 -6,115 14,014 -5,216 2,864 7,197 -29,523 6,634 -275 0 -12,090 5,489 Percent of Open Interest Represented by Each Category of Trader 8.4 13.3 2.5 19.7 10.8 5.9 32.0 51.7 4.8 13.5 2.3 0.8 12.4 8.0 Number of Traders in Each Category Total Traders: 209 21 20 12 40 26 31 38 30 22 21 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,570,830 Positions 169,305 99,402 5,713 371,965 732,388 202,416 395,160 130,901 40,605 86,124 77,020 3,422 296,120 278,963 Changes from: September 4, 2012 Total Change is: -14,461 36,474 -11,975 -22,874 -11,965 61,581 -3,578 18,975 -18,364 -9,610 -14,609 -7,499 -105 -7,169 -2,037 Percent of Open Interest Represented by Each Category of Trader 10.8 6.3 0.4 23.7 46.6 12.9 25.2 8.3 2.6 5.5 4.9 0.2 18.9 17.8 Number of Traders in Each Category Total Traders: 252 25 26 15 21 59 45 56 41 33 13 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 1,256,658 Positions 205,620 128,905 10,711 190,532 562,137 101,203 375,503 142,949 21,136 116,762 57,091 868 234,323 231,658 Changes from: September 4, 2012 Total Change is: -7,490 13,907 1,174 -6,665 -74,126 33,460 14,558 59,223 -24,914 -10,355 10,495 442 -566 -13,961 -14,624 Percent of Open Interest Represented by Each Category of Trader 16.4 10.3 0.9 15.2 44.7 8.1 29.9 11.4 1.7 9.3 4.5 0.1 18.6 18.4 Number of Traders in Each Category Total Traders: 189 19 18 9 24 40 34 44 20 18 12 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 424,978 Positions 175,643 143,993 136,475 119 2,015 3,183 24,405 38,676 50,467 715 7,821 6,020 27,951 36,328 Changes from: September 4, 2012 Total Change is: 11,701 -1,464 2,381 7,028 0 0 -16 2,736 1,811 -530 715 -303 -585 3,817 1,915 Percent of Open Interest Represented by Each Category of Trader 41.3 33.9 32.1 0.0 0.5 0.7 5.7 9.1 11.9 0.2 1.8 1.4 6.6 8.5 Number of Traders in Each Category Total Traders: 81 22 22 33 . . . 14 14 22 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 29,719 Positions 17,963 8,502 4,999 0 1,698 0 4,949 12,819 1,263 88 0 285 172 153 Changes from: September 4, 2012 Total Change is: 3,957 2,398 665 833 0 -15 0 913 2,611 -79 26 0 23 -157 -81 Percent of Open Interest Represented by Each Category of Trader 60.4 28.6 16.8 0.0 5.7 0.0 16.7 43.1 4.2 0.3 0.0 1.0 0.6 0.5 Number of Traders in Each Category Total Traders: 33 9 4 8 0 . 0 10 7 5 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 8,395,923 Positions 1,071,144 2,744,764 2,097,628 649,088 151,085 141,660 1,644,061 407,719 1,432,802 156,827 171,621 322,754 879,959 925,890 Changes from: September 4, 2012 Total Change is: 187,363 -101,805 12,231 124,174 22,876 47,539 -140 35,063 -40,414 56,986 37,936 -18,951 -10,261 22,534 16,199 Percent of Open Interest Represented by Each Category of Trader 12.8 32.7 25.0 7.7 1.8 1.7 19.6 4.9 17.1 1.9 2.0 3.8 10.5 11.0 Number of Traders in Each Category Total Traders: 251 27 56 76 10 12 13 61 42 81 14 14 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 12,926 Positions 9,019 248 0 567 784 6 824 10,597 995 1,298 215 0 217 81 Changes from: September 4, 2012 Total Change is: 1,190 332 -98 0 -4 7 0 -54 304 962 -17 0 0 -29 15 Percent of Open Interest Represented by Each Category of Trader 69.8 1.9 0.0 4.4 6.1 0.0 6.4 82.0 7.7 10.0 1.7 0.0 1.7 0.6 Number of Traders in Each Category Total Traders: 27 . . 0 . 4 . 4 10 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 16,022 Positions 11,740 8,477 0 1,014 687 42 1,288 4,940 1,736 0 101 0 202 39 Changes from: September 4, 2012 Total Change is: 1,377 79 442 0 0 -8 4 -127 -489 1,413 0 0 0 8 15 Percent of Open Interest Represented by Each Category of Trader 73.3 52.9 0.0 6.3 4.3 0.3 8.0 30.8 10.8 0.0 0.6 0.0 1.3 0.2 Number of Traders in Each Category Total Traders: 30 5 6 0 . 4 . . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 72,175 Positions 13,595 36,602 2,303 1,456 790 127 44,459 26,851 693 5,600 1,718 53 3,889 3,038 Changes from: September 4, 2012 Total Change is: 7,167 -404 -75 827 -293 581 4 8,670 6,272 -542 61 114 -54 -1,102 40 Percent of Open Interest Represented by Each Category of Trader 18.8 50.7 3.2 2.0 1.1 0.2 61.6 37.2 1.0 7.8 2.4 0.1 5.4 4.2 Number of Traders in Each Category Total Traders: 99 5 . 4 6 . . 26 31 4 18 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 406,958 Positions 144,579 29,175 42,295 41,869 13,156 8,728 25,097 149,368 47,987 5,830 26,167 58,769 31,804 31,313 Changes from: September 4, 2012 Total Change is: 39,581 4,342 1,409 2,169 -660 1,779 374 4,478 7,935 2,541 1,386 -1,262 19,503 5,448 5,133 Percent of Open Interest Represented by Each Category of Trader 35.5 7.2 10.4 10.3 3.2 2.1 6.2 36.7 11.8 1.4 6.4 14.4 7.8 7.7 Number of Traders in Each Category Total Traders: 160 18 13 24 6 13 10 18 53 51 11 17 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 9,157 Positions 3,076 2,355 0 2,761 423 130 2,158 5,330 883 32 30 0 117 6 Changes from: September 4, 2012 Total Change is: 543 70 1,392 0 24 13 59 386 -922 0 32 0 0 -28 1 Percent of Open Interest Represented by Each Category of Trader 33.6 25.7 0.0 30.2 4.6 1.4 23.6 58.2 9.6 0.3 0.3 0.0 1.3 0.1 Number of Traders in Each Category Total Traders: 21 . . 0 5 . . 4 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 11, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 9,650 Positions 1,058 6,965 0 6,526 0 0 963 2,175 0 0 0 0 1,103 510 Changes from: September 4, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 11.0 72.2 0.0 67.6 0.0 0.0 10.0 22.5 0.0 0.0 0.0 0.0 11.4 5.3 Number of Traders in Each Category Total Traders: 20 . . 0 11 0 0 . 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 14, 2012