Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 136,218 Positions 7,591 28,415 4,985 18,606 33,753 361 43,888 22,338 10,650 7,357 8,906 1,638 41,143 25,173 Changes from: August 7, 2012 Total Change is: 15,799 -796 9,590 296 31 -131 90 10,514 1,194 1,689 -1,243 1,084 429 4,789 1,557 Percent of Open Interest Represented by Each Category of Trader 5.6 20.9 3.7 13.7 24.8 0.3 32.2 16.4 7.8 5.4 6.5 1.2 30.2 18.5 Number of Traders in Each Category Total Traders: 84 4 12 6 7 5 4 29 12 12 7 8 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,865 Positions 22,460 12,334 153 1,938 1,556 183 22,217 23,283 47 1,171 0 0 9,696 20,308 Changes from: August 7, 2012 Total Change is: 374 1,372 322 5 0 0 0 -631 338 -1 0 0 0 -371 -291 Percent of Open Interest Represented by Each Category of Trader 38.8 21.3 0.3 3.3 2.7 0.3 38.4 40.2 0.1 2.0 0.0 0.0 16.8 35.1 Number of Traders in Each Category Total Traders: 36 4 7 . . . . 6 11 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 119,469 Positions 23,494 5,735 1,496 10,036 29,706 12,685 32,733 31,478 4,465 12,433 2,947 649 21,479 30,309 Changes from: August 7, 2012 Total Change is: -273 -8,467 1,455 -0 75 -340 666 4,781 -1,822 -568 -9 235 59 3,190 41 Percent of Open Interest Represented by Each Category of Trader 19.7 4.8 1.3 8.4 24.9 10.6 27.4 26.3 3.7 10.4 2.5 0.5 18.0 25.4 Number of Traders in Each Category Total Traders: 86 9 4 5 7 15 5 16 26 10 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 160,379 Positions 9,498 55,104 2,651 62,681 7,598 939 52,906 30,506 3,585 1,125 17,474 963 26,030 41,559 Changes from: August 7, 2012 Total Change is: 2,983 1,313 3,169 204 36 -130 110 139 -3,840 52 621 -497 145 362 3,768 Percent of Open Interest Represented by Each Category of Trader 5.9 34.4 1.7 39.1 4.7 0.6 33.0 19.0 2.2 0.7 10.9 0.6 16.2 25.9 Number of Traders in Each Category Total Traders: 95 4 15 6 9 8 6 23 25 13 5 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 368,111 Positions 103,407 22,541 9,710 32,073 41,021 9,694 75,367 164,184 29,554 61,696 13,068 7,683 38,927 70,657 Changes from: August 7, 2012 Total Change is: 5,037 2,677 -2,693 583 675 2,778 500 -3,342 2,573 2,779 -361 -516 1,703 -177 -2,669 Percent of Open Interest Represented by Each Category of Trader 28.1 6.1 2.6 8.7 11.1 2.6 20.5 44.6 8.0 16.8 3.5 2.1 10.6 19.2 Number of Traders in Each Category Total Traders: 212 23 12 11 18 27 21 31 66 31 13 22 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 188,050 Positions 21,524 65,604 3,505 3,667 42,710 1,120 117,728 36,277 5,604 562 7,850 1,105 33,235 24,276 Changes from: August 7, 2012 Total Change is: 14,286 -699 11,261 225 522 -46 -147 12,579 1,789 1,442 72 280 25 267 -542 Percent of Open Interest Represented by Each Category of Trader 11.4 34.9 1.9 2.0 22.7 0.6 62.6 19.3 3.0 0.3 4.2 0.6 17.7 12.9 Number of Traders in Each Category Total Traders: 109 7 10 6 4 8 4 34 31 14 . 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 107,357 Positions 52,403 62,285 34,162 3,188 0 0 5,459 1,672 5,984 3,095 0 2,855 211 399 Changes from: August 7, 2012 Total Change is: 1,203 73 921 -138 261 0 0 1,231 708 -66 0 0 0 -158 -222 Percent of Open Interest Represented by Each Category of Trader 48.8 58.0 31.8 3.0 0.0 0.0 5.1 1.6 5.6 2.9 0.0 2.7 0.2 0.4 Number of Traders in Each Category Total Traders: 25 5 14 13 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 206,996 Positions 65,821 83,378 1,343 21,978 804 1,554 97,011 86,294 11,082 2,277 19,016 615 5,315 2,910 Changes from: August 7, 2012 Total Change is: 25,476 1,779 6,502 1,338 -929 2 0 11,726 7,016 9,913 798 185 524 327 -4 Percent of Open Interest Represented by Each Category of Trader 31.8 40.3 0.6 10.6 0.4 0.8 46.9 41.7 5.4 1.1 9.2 0.3 2.6 1.4 Number of Traders in Each Category Total Traders: 108 6 11 . 8 . . 40 23 9 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 17,180 Positions 14,155 2,529 36 200 211 183 1,657 1,031 145 266 12,228 0 538 817 Changes from: August 7, 2012 Total Change is: 178 -117 194 0 0 -115 0 61 82 46 146 0 0 42 -29 Percent of Open Interest Represented by Each Category of Trader 82.4 14.7 0.2 1.2 1.2 1.1 9.6 6.0 0.8 1.5 71.2 0.0 3.1 4.8 Number of Traders in Each Category Total Traders: 23 5 5 . . . . 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 30,100 Positions 3,942 23,633 358 530 0 0 20,515 3,462 124 410 781 0 4,221 1,742 Changes from: August 7, 2012 Total Change is: 1,155 196 868 358 290 -124 0 371 89 -19 113 -48 0 -154 31 Percent of Open Interest Represented by Each Category of Trader 13.1 78.5 1.2 1.8 0.0 0.0 68.2 11.5 0.4 1.4 2.6 0.0 14.0 5.8 Number of Traders in Each Category Total Traders: 50 5 8 . . 0 0 18 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 53,583 Positions 13,589 33,600 82 3,502 785 536 24,160 10,969 716 2,048 1,003 142 8,809 5,751 Changes from: August 7, 2012 Total Change is: -231 -684 471 -3 2 93 -35 -166 -658 -34 117 439 -6 578 -498 Percent of Open Interest Represented by Each Category of Trader 25.4 62.7 0.2 6.5 1.5 1.0 45.1 20.5 1.3 3.8 1.9 0.3 16.4 10.7 Number of Traders in Each Category Total Traders: 93 15 17 6 6 . . 30 12 10 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 107,166 Positions 27,177 67,200 164 7,004 1,570 1,071 48,320 21,939 1,431 4,096 2,006 285 17,619 11,501 Changes from: August 7, 2012 Total Change is: -461 -1,367 941 -5 3 185 -70 -331 -1,316 -69 234 879 -11 1,156 -995 Percent of Open Interest Represented by Each Category of Trader 25.4 62.7 0.2 6.5 1.5 1.0 45.1 20.5 1.3 3.8 1.9 0.3 16.4 10.7 Number of Traders in Each Category Total Traders: 93 15 17 6 6 . . 30 12 10 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 975,086 Positions 57,876 153,162 45,353 368,448 164,035 55,690 83,161 208,966 151,269 30,231 39,179 28,755 154,302 128,677 Changes from: August 7, 2012 Total Change is: 20,592 9,467 -1,248 -876 9,941 -1,620 -774 -306 21,390 2,570 47 1,429 2,291 -1,768 -2,570 Percent of Open Interest Represented by Each Category of Trader 5.9 15.7 4.7 37.8 16.8 5.7 8.5 21.4 15.5 3.1 4.0 2.9 15.8 13.2 Number of Traders in Each Category Total Traders: 607 35 52 42 119 57 65 93 139 113 47 63 49 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 316,467 Positions 32,288 66,048 6,505 100,383 29,270 10,522 14,233 38,954 61,583 7 11,657 16,024 74,921 75,904 Changes from: August 7, 2012 Total Change is: -386 1,593 -1,496 -338 -1,727 -98 45 -2,630 2,604 -165 2 585 1,356 1,478 -2,879 Percent of Open Interest Represented by Each Category of Trader 10.2 20.9 2.1 31.7 9.2 3.3 4.5 12.3 19.5 0.0 3.7 5.1 23.7 24.0 Number of Traders in Each Category Total Traders: 119 13 10 7 26 8 11 20 29 40 4 8 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,293,093 Positions 264,002 571,633 58,177 1,367,743 701,247 198,419 433,412 938,828 359,661 170,332 156,825 44,441 396,905 263,862 Changes from: August 7, 2012 Total Change is: 104,887 32,372 -5,758 4,308 58,469 -7,482 -4,223 10,258 92,570 15,033 363 4,358 4,538 -16,230 1,544 Percent of Open Interest Represented by Each Category of Trader 8.0 17.4 1.8 41.5 21.3 6.0 13.2 28.5 10.9 5.2 4.8 1.3 12.1 8.0 Number of Traders in Each Category Total Traders: 572 36 49 34 103 54 57 91 135 104 45 59 43 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 110,236 Positions 17,026 26,598 0 59,385 63,170 1,875 20,097 11,444 6 1,956 2,821 0 9,891 4,321 Changes from: August 7, 2012 Total Change is: 4,604 -122 34 -3 1,625 4,368 -220 2,492 -209 6 0 -10 0 826 638 Percent of Open Interest Represented by Each Category of Trader 15.4 24.1 0.0 53.9 57.3 1.7 18.2 10.4 0.0 1.8 2.6 0.0 9.0 3.9 Number of Traders in Each Category Total Traders: 96 9 10 0 36 12 13 16 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 83,820 Positions 5,341 53,127 420 35,479 8,605 863 31,577 12,207 1,079 2,250 2,979 268 6,543 4,272 Changes from: August 7, 2012 Total Change is: 3,626 -283 2,360 7 980 -157 -21 2,244 1,060 143 25 -37 59 472 211 Percent of Open Interest Represented by Each Category of Trader 6.4 63.4 0.5 42.3 10.3 1.0 37.7 14.6 1.3 2.7 3.6 0.3 7.8 5.1 Number of Traders in Each Category Total Traders: 232 13 34 6 34 22 10 65 38 16 19 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 419,101 Positions 26,707 265,637 2,099 177,396 43,024 4,316 157,883 61,037 5,393 11,252 14,897 1,339 32,716 21,360 Changes from: August 7, 2012 Total Change is: 18,130 -1,415 11,802 33 4,898 -783 -103 11,222 5,299 717 126 -185 294 2,358 1,056 Percent of Open Interest Represented by Each Category of Trader 6.4 63.4 0.5 42.3 10.3 1.0 37.7 14.6 1.3 2.7 3.6 0.3 7.8 5.1 Number of Traders in Each Category Total Traders: 232 13 34 6 34 22 10 65 38 16 19 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 430,930 Positions 177,319 31,189 13,745 135,918 223,199 23,992 57,593 103,093 2,126 1,846 19,015 204 18,187 14,366 Changes from: August 7, 2012 Total Change is: -3,354 -350 -4,592 229 1,556 -529 -991 -4,110 1,122 -163 320 1,064 3 153 503 Percent of Open Interest Represented by Each Category of Trader 41.1 7.2 3.2 31.5 51.8 5.6 13.4 23.9 0.5 0.4 4.4 0.0 4.2 3.3 Number of Traders in Each Category Total Traders: 243 21 14 5 54 40 30 43 52 18 4 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 31,161 Positions 9,054 267 0 9,692 853 742 3,233 8,762 0 1,809 6,345 0 6,631 14,192 Changes from: August 7, 2012 Total Change is: -453 -43 0 0 -64 -618 250 -329 -251 -2 0 4 0 -265 164 Percent of Open Interest Represented by Each Category of Trader 29.1 0.9 0.0 31.1 2.7 2.4 10.4 28.1 0.0 5.8 20.4 0.0 21.3 45.5 Number of Traders in Each Category Total Traders: 36 5 . 0 12 4 . 6 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 51,626 Positions 23,458 7,011 2,191 5,673 2,445 1,398 8,617 1,964 791 4,041 3,260 0 5,457 32,566 Changes from: August 7, 2012 Total Change is: -2,102 126 -508 834 147 44 139 83 378 257 -1,118 -90 0 -2,570 -3,156 Percent of Open Interest Represented by Each Category of Trader 45.4 13.6 4.2 11.0 4.7 2.7 16.7 3.8 1.5 7.8 6.3 0.0 10.6 63.1 Number of Traders in Each Category Total Traders: 49 17 7 5 5 . . 9 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 67,064 Positions 3,901 14,570 827 45,000 25,531 5,557 6,070 16,974 238 894 0 0 4,577 3,367 Changes from: August 7, 2012 Total Change is: 2,311 277 1,561 130 1,341 -1,454 216 78 1,503 0 0 0 0 269 355 Percent of Open Interest Represented by Each Category of Trader 5.8 21.7 1.2 67.1 38.1 8.3 9.1 25.3 0.4 1.3 0.0 0.0 6.8 5.0 Number of Traders in Each Category Total Traders: 71 5 5 . 23 21 8 6 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 121,848 Positions 12,615 63,425 2,257 67,171 14,254 3,645 16,637 30,179 1,098 4,627 1,545 0 13,798 5,445 Changes from: August 7, 2012 Total Change is: 1,092 -1,241 -490 -48 450 2,203 190 1,610 -314 106 224 0 0 -199 -555 Percent of Open Interest Represented by Each Category of Trader 10.4 52.1 1.9 55.1 11.7 3.0 13.7 24.8 0.9 3.8 1.3 0.0 11.3 4.5 Number of Traders in Each Category Total Traders: 101 10 17 5 23 14 12 22 5 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 694,788 Positions 12,059 109,039 30,599 226,214 140,197 81,485 65,899 78,094 69,762 26,525 31,484 7,393 174,852 146,736 Changes from: August 7, 2012 Total Change is: -5,786 1,487 7,981 2,179 -972 -4,678 -4,621 -4,101 -6,037 5,822 -3,961 -5,562 1,962 -3,581 -2,831 Percent of Open Interest Represented by Each Category of Trader 1.7 15.7 4.4 32.6 20.2 11.7 9.5 11.2 10.0 3.8 4.5 1.1 25.2 21.1 Number of Traders in Each Category Total Traders: 164 8 16 21 40 24 34 28 31 40 11 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 360,090 Positions 4,784 137,919 1,081 240,516 17,963 34,121 4,481 95,972 265 9,152 20,296 0 65,689 52,473 Changes from: August 7, 2012 Total Change is: 7,309 682 6,492 776 5,102 5,280 -1,472 29 1,784 -32 0 10 0 2,224 -5,529 Percent of Open Interest Represented by Each Category of Trader 1.3 38.3 0.3 66.8 5.0 9.5 1.2 26.7 0.1 2.5 5.6 0.0 18.2 14.6 Number of Traders in Each Category Total Traders: 69 . 11 . 28 8 17 . 12 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,150,028 Positions 39,631 136,899 89,979 196,861 101,595 73,303 337,509 479,577 135,871 135,055 34,829 16,267 125,552 81,707 Changes from: August 7, 2012 Total Change is: -30,311 6,367 -26,814 -2,034 -7,765 268 -97 3,641 -6,058 1,347 -21,472 3,283 17 -10,315 -222 Percent of Open Interest Represented by Each Category of Trader 3.4 11.9 7.8 17.1 8.8 6.4 29.3 41.7 11.8 11.7 3.0 1.4 10.9 7.1 Number of Traders in Each Category Total Traders: 229 15 29 22 44 26 39 45 34 35 20 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,119,277 Positions 148,765 155,107 226,301 550,159 598,644 198,514 266,342 192,687 293,650 89,322 97,850 38,960 307,264 317,563 Changes from: August 7, 2012 Total Change is: 30,613 25,838 24,412 10,884 -53,464 16,046 11,777 4,629 -21,519 -1,486 22,037 -2,570 -4,488 14,886 -2,442 Percent of Open Interest Represented by Each Category of Trader 7.0 7.3 10.7 26.0 28.2 9.4 12.6 9.1 13.9 4.2 4.6 1.8 14.5 15.0 Number of Traders in Each Category Total Traders: 276 25 36 52 23 62 56 50 48 67 12 20 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,307,260 Positions 207,842 90,881 48,292 235,751 546,445 92,739 338,617 140,337 68,097 68,893 64,550 10,741 236,289 245,178 Changes from: August 7, 2012 Total Change is: 31,845 32,764 -1,775 11,077 -3,724 13,270 9,851 -13,306 2,615 -526 349 -4,082 893 -5,534 522 Percent of Open Interest Represented by Each Category of Trader 15.9 7.0 3.7 18.0 41.8 7.1 25.9 10.7 5.2 5.3 4.9 0.8 18.1 18.8 Number of Traders in Each Category Total Traders: 189 12 21 21 28 40 36 33 30 33 7 18 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 473,453 Positions 197,767 172,173 144,935 0 1,415 3,918 23,859 22,120 66,276 1,749 10,042 11,356 23,592 41,218 Changes from: August 7, 2012 Total Change is: 8,248 10,146 13,713 -745 -991 0 0 4,068 -4,312 -1,876 1,157 107 -258 -3,253 1,619 Percent of Open Interest Represented by Each Category of Trader 41.8 36.4 30.6 0.0 0.3 0.8 5.0 4.7 14.0 0.4 2.1 2.4 5.0 8.7 Number of Traders in Each Category Total Traders: 91 26 25 36 0 . . 20 9 24 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 19,038 Positions 7,458 5,346 5,394 0 2,000 0 3,952 4,161 1,001 26 25 347 860 764 Changes from: August 7, 2012 Total Change is: 4,235 -230 -791 1,135 0 2,000 0 2,357 830 -17 26 25 347 617 706 Percent of Open Interest Represented by Each Category of Trader 39.2 28.1 28.3 0.0 10.5 0.0 20.8 21.9 5.3 0.1 0.1 1.8 4.5 4.0 Number of Traders in Each Category Total Traders: 26 5 5 7 0 . 0 8 5 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,557,805 Positions 1,257,727 2,623,863 2,867,350 526,224 88,224 218,229 1,267,011 265,161 3,640,288 133,288 161,237 739,102 908,587 954,352 Changes from: August 7, 2012 Total Change is: -419,924 -91,861 -19,278 4,988 -7,260 -1,268 5,757 -129,206 -21,310 -172,420 21,281 -153,219 -66,522 15,320 3,348 Percent of Open Interest Represented by Each Category of Trader 10.9 22.7 24.8 4.6 0.8 1.9 11.0 2.3 31.5 1.2 1.4 6.4 7.9 8.3 Number of Traders in Each Category Total Traders: 258 32 55 86 8 14 19 64 48 91 17 15 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,845 Positions 7,599 282 0 566 777 6 965 9,474 50 1,341 215 0 318 41 Changes from: August 7, 2012 Total Change is: -164 -174 -32 0 -2 0 0 12 -145 10 2 0 0 -12 3 Percent of Open Interest Represented by Each Category of Trader 70.1 2.6 0.0 5.2 7.2 0.1 8.9 87.4 0.5 12.4 2.0 0.0 2.9 0.4 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 5 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 14,946 Positions 11,874 8,230 0 921 703 38 1,841 5,858 0 0 76 0 272 41 Changes from: August 7, 2012 Total Change is: -92 -12 -255 0 0 5 -5 -39 154 0 0 0 0 -36 9 Percent of Open Interest Represented by Each Category of Trader 79.4 55.1 0.0 6.2 4.7 0.3 12.3 39.2 0.0 0.0 0.5 0.0 1.8 0.3 Number of Traders in Each Category Total Traders: 31 4 6 0 . 4 . 5 10 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 63,185 Positions 13,935 37,138 1,478 4,413 117 216 30,389 21,113 1,247 5,578 396 0 5,929 1,481 Changes from: August 7, 2012 Total Change is: -3,276 -290 40 1 -746 22 4 -2,970 -3,577 100 364 121 -17 278 29 Percent of Open Interest Represented by Each Category of Trader 22.1 58.8 2.3 7.0 0.2 0.3 48.1 33.4 2.0 8.8 0.6 0.0 9.4 2.3 Number of Traders in Each Category Total Traders: 101 4 . . 7 . . 47 11 5 22 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 364,829 Positions 129,946 33,637 38,371 42,168 9,860 5,251 32,358 129,574 41,771 1,989 40,939 39,519 33,456 25,907 Changes from: August 7, 2012 Total Change is: 28,927 14,290 1,540 2,813 894 996 995 -1,729 11,346 2,163 303 9,036 -2,001 11,199 2,039 Percent of Open Interest Represented by Each Category of Trader 35.6 9.2 10.5 11.6 2.7 1.4 8.9 35.5 11.4 0.5 11.2 10.8 9.2 7.1 Number of Traders in Each Category Total Traders: 149 20 13 24 9 9 7 26 42 45 8 16 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 14, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,431 Positions 2,874 945 0 2,780 409 0 1,708 6,142 900 0 30 0 169 5 Changes from: August 7, 2012 Total Change is: 71 -40 -84 0 56 154 0 0 1 0 0 0 0 55 0 Percent of Open Interest Represented by Each Category of Trader 34.1 11.2 0.0 33.0 4.9 0.0 20.3 72.9 10.7 0.0 0.4 0.0 2.0 0.1 Number of Traders in Each Category Total Traders: 20 . 4 0 5 . 0 . 6 . 0 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 17, 2012