Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 180,252 Positions 6,216 54,732 6,712 21,534 33,116 1,737 75,070 34,279 11,748 8,727 11,383 1,724 46,783 24,821 Changes from: August 21, 2012 Total Change is: 14,989 -76 12,096 764 538 -91 785 12,051 -909 884 524 1,299 -250 -232 410 Percent of Open Interest Represented by Each Category of Trader 3.4 30.4 3.7 11.9 18.4 1.0 41.6 19.0 6.5 4.8 6.3 1.0 26.0 13.8 Number of Traders in Each Category Total Traders: 100 4 12 6 7 5 5 37 16 13 11 8 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 56,731 Positions 19,972 14,406 121 2,053 1,640 183 19,860 20,391 312 1,571 2,609 0 12,660 17,070 Changes from: August 21, 2012 Total Change is: 901 -1,458 2,474 87 26 34 0 1,482 454 -1 480 2,609 0 285 -4,756 Percent of Open Interest Represented by Each Category of Trader 35.2 25.4 0.2 3.6 2.9 0.3 35.0 35.9 0.5 2.8 4.6 0.0 22.3 30.1 Number of Traders in Each Category Total Traders: 37 4 7 . . . . 5 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 124,464 Positions 9,938 13,190 3,022 10,134 31,788 13,060 46,651 27,937 4,146 7,320 4,268 800 29,393 26,253 Changes from: August 21, 2012 Total Change is: -394 -6,785 1,530 1,364 303 436 85 3,502 -410 610 -2,553 -554 166 2,914 -3,621 Percent of Open Interest Represented by Each Category of Trader 8.0 10.6 2.4 8.1 25.5 10.5 37.5 22.4 3.3 5.9 3.4 0.6 23.6 21.1 Number of Traders in Each Category Total Traders: 97 8 8 7 8 13 5 30 19 13 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 160,681 Positions 11,704 54,863 3,801 62,787 8,237 1,036 50,510 29,808 5,351 500 18,866 985 24,007 37,734 Changes from: August 21, 2012 Total Change is: 8,627 -3,331 11,037 660 67 1,012 -126 8,206 531 673 -735 1,458 -77 3,290 -6,541 Percent of Open Interest Represented by Each Category of Trader 7.3 34.1 2.4 39.1 5.1 0.6 31.4 18.6 3.3 0.3 11.7 0.6 14.9 23.5 Number of Traders in Each Category Total Traders: 101 5 15 8 9 9 6 24 29 18 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 364,513 Positions 90,105 41,819 12,287 31,737 41,951 10,366 75,902 130,768 34,075 60,948 14,513 6,169 42,924 72,565 Changes from: August 21, 2012 Total Change is: -4,589 -5,308 10,808 1,299 542 2,747 431 -676 -23,849 2,678 -876 689 -669 -2,010 1,276 Percent of Open Interest Represented by Each Category of Trader 24.7 11.5 3.4 8.7 11.5 2.8 20.8 35.9 9.3 16.7 4.0 1.7 11.8 19.9 Number of Traders in Each Category Total Traders: 212 25 13 14 17 26 20 35 58 35 12 26 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 207,112 Positions 22,219 78,912 5,533 3,538 45,150 2,023 131,755 40,031 6,954 1,299 4,194 1,768 32,022 22,546 Changes from: August 21, 2012 Total Change is: -2,232 1,731 -6,415 1,074 -1,160 1,735 239 -1,283 6,055 44 532 -3,095 -831 -2,577 -1,037 Percent of Open Interest Represented by Each Category of Trader 10.7 38.1 2.7 1.7 21.8 1.0 63.6 19.3 3.4 0.6 2.0 0.9 15.5 10.9 Number of Traders in Each Category Total Traders: 114 7 11 8 . 11 5 40 28 16 6 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 94,566 Positions 51,900 62,157 21,381 3,653 0 0 5,667 1,785 5,984 2,900 0 2,861 220 398 Changes from: August 21, 2012 Total Change is: 4,385 3,472 3,438 928 -51 0 0 43 29 0 0 0 0 -7 -10 Percent of Open Interest Represented by Each Category of Trader 54.9 65.7 22.6 3.9 0.0 0.0 6.0 1.9 6.3 3.1 0.0 3.0 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 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 221,529 Positions 63,370 90,046 4,684 23,476 1,060 1,556 104,705 87,076 15,070 2,160 19,091 107 6,401 2,839 Changes from: August 21, 2012 Total Change is: -1,243 -967 -686 115 980 169 2 -2,451 -1,840 1,214 -434 218 -409 707 -26 Percent of Open Interest Represented by Each Category of Trader 28.6 40.6 2.1 10.6 0.5 0.7 47.3 39.3 6.8 1.0 8.6 0.0 2.9 1.3 Number of Traders in Each Category Total Traders: 109 7 11 . 9 4 . 44 18 11 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 18,078 Positions 13,880 2,714 842 200 180 201 1,735 1,020 170 140 12,227 0 910 724 Changes from: August 21, 2012 Total Change is: 1,068 -67 223 806 0 -13 0 95 -25 23 -145 -1 0 356 55 Percent of Open Interest Represented by Each Category of Trader 76.8 15.0 4.7 1.1 1.0 1.1 9.6 5.6 0.9 0.8 67.6 0.0 5.0 4.0 Number of Traders in Each Category Total Traders: 22 5 5 4 . . . 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 31,374 Positions 5,360 23,914 413 330 100 0 20,932 4,166 126 278 711 196 3,739 1,748 Changes from: August 21, 2012 Total Change is: -610 1,476 -859 -14 -108 -16 0 -1,392 424 2 -2 -143 118 -690 -122 Percent of Open Interest Represented by Each Category of Trader 17.1 76.2 1.3 1.1 0.3 0.0 66.7 13.3 0.4 0.9 2.3 0.6 11.9 5.6 Number of Traders in Each Category Total Traders: 55 7 6 . . . 0 21 11 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 60,194 Positions 13,739 41,681 91 3,718 892 429 28,726 10,315 1,132 2,862 299 130 9,369 5,227 Changes from: August 21, 2012 Total Change is: 2,194 14 5,634 4 102 174 -172 1,141 -1,580 446 700 -803 -4 -37 -1,506 Percent of Open Interest Represented by Each Category of Trader 22.8 69.2 0.2 6.2 1.5 0.7 47.7 17.1 1.9 4.8 0.5 0.2 15.6 8.7 Number of Traders in Each Category Total Traders: 96 16 15 . 7 . . 37 12 9 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 120,389 Positions 27,478 83,361 181 7,435 1,784 858 57,452 20,630 2,264 5,723 597 259 18,738 10,454 Changes from: August 21, 2012 Total Change is: 4,388 27 11,268 8 204 348 -344 2,283 -3,159 893 1,400 -1,605 -7 -75 -3,013 Percent of Open Interest Represented by Each Category of Trader 22.8 69.2 0.2 6.2 1.5 0.7 47.7 17.1 1.9 4.8 0.5 0.2 15.6 8.7 Number of Traders in Each Category Total Traders: 96 16 15 . 7 . . 37 12 9 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 987,569 Positions 54,904 143,103 58,964 372,056 167,132 61,215 92,036 221,857 135,978 27,675 44,277 25,771 158,969 129,273 Changes from: August 21, 2012 Total Change is: 21,747 -2,883 -2,744 8,410 1,727 4,107 4,548 7,067 5,752 4,727 -1,936 -850 654 -568 -2,859 Percent of Open Interest Represented by Each Category of Trader 5.6 14.5 6.0 37.7 16.9 6.2 9.3 22.5 13.8 2.8 4.5 2.6 16.1 13.1 Number of Traders in Each Category Total Traders: 598 35 56 48 123 58 67 96 129 108 48 52 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 310,895 Positions 39,293 68,035 5,951 98,793 31,784 10,856 10,729 35,432 54,107 28 13,840 14,193 76,944 76,696 Changes from: August 21, 2012 Total Change is: 5,114 4,822 4,349 17 -1,585 3,830 -79 -336 -5,486 2,601 -45 470 438 -719 -1,026 Percent of Open Interest Represented by Each Category of Trader 12.6 21.9 1.9 31.8 10.2 3.5 3.5 11.4 17.4 0.0 4.5 4.6 24.7 24.7 Number of Traders in Each Category Total Traders: 112 13 12 8 25 9 13 14 25 34 6 7 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,383,373 Positions 279,187 576,469 63,937 1,414,397 724,817 203,716 477,940 1,003,526 337,952 154,607 168,560 41,512 410,126 262,886 Changes from: August 21, 2012 Total Change is: 83,161 1,118 4,180 2,320 37,501 22,329 2,189 25,968 45,142 21,680 -9,459 -6,604 1,086 758 -9,162 Percent of Open Interest Represented by Each Category of Trader 8.3 17.0 1.9 41.8 21.4 6.0 14.1 29.7 10.0 4.6 5.0 1.2 12.1 7.8 Number of Traders in Each Category Total Traders: 559 35 51 39 107 56 59 93 125 99 44 48 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 120,045 Positions 16,597 34,300 0 57,805 61,835 2,573 28,888 13,306 910 2,241 2,816 0 11,031 4,305 Changes from: August 21, 2012 Total Change is: 4,144 -208 2,620 0 -748 328 342 3,341 302 900 295 0 0 222 -348 Percent of Open Interest Represented by Each Category of Trader 13.8 28.6 0.0 48.2 51.5 2.1 24.1 11.1 0.8 1.9 2.3 0.0 9.2 3.6 Number of Traders in Each Category Total Traders: 103 9 10 0 37 12 11 21 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 112,468 Positions 5,207 68,698 8,205 39,205 8,363 878 39,053 9,570 4,027 1,879 3,873 728 13,286 8,126 Changes from: August 21, 2012 Total Change is: 8,928 -435 4,157 2,457 2,156 193 -71 2,406 73 561 183 -361 59 1,611 1,860 Percent of Open Interest Represented by Each Category of Trader 4.6 61.1 7.3 34.9 7.4 0.8 34.7 8.5 3.6 1.7 3.4 0.6 11.8 7.2 Number of Traders in Each Category Total Traders: 241 14 33 11 36 23 10 74 35 20 15 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 18,503 Positions 8,727 14,439 0 300 0 0 2,717 2,189 0 0 923 0 6,759 952 Changes from: August 21, 2012 Total Change is: 4,518 2,434 3,475 0 0 0 0 190 738 0 0 0 0 1,894 305 Percent of Open Interest Represented by Each Category of Trader 47.2 78.0 0.0 1.6 0.0 0.0 14.7 11.8 0.0 0.0 5.0 0.0 36.5 5.1 Number of Traders in Each Category Total Traders: 23 6 9 0 . 0 0 4 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 469,826 Positions 21,622 310,521 1,802 194,526 41,814 4,389 196,367 51,594 5,447 9,397 14,751 3,639 32,636 35,868 Changes from: August 21, 2012 Total Change is: 22,048 -2,343 15,409 285 10,779 964 -355 12,861 -1,547 1,025 914 -1,805 297 -1,414 7,775 Percent of Open Interest Represented by Each Category of Trader 4.6 66.1 0.4 41.4 8.9 0.9 41.8 11.0 1.2 2.0 3.1 0.8 6.9 7.6 Number of Traders in Each Category Total Traders: 240 13 33 6 36 23 10 74 36 16 15 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 437,248 Positions 164,697 40,683 14,843 136,758 220,773 24,670 70,658 92,049 2,375 2,082 20,533 239 20,925 21,083 Changes from: August 21, 2012 Total Change is: 3,208 -3,704 1,774 692 -1,171 1,184 537 6,551 -4,507 59 -118 777 14 348 2,678 Percent of Open Interest Represented by Each Category of Trader 37.7 9.3 3.4 31.3 50.5 5.6 16.2 21.1 0.5 0.5 4.7 0.1 4.8 4.8 Number of Traders in Each Category Total Traders: 249 21 14 5 56 39 28 51 46 12 5 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 31,129 Positions 8,143 267 0 9,782 408 583 3,707 8,800 0 1,509 6,339 0 7,405 14,732 Changes from: August 21, 2012 Total Change is: 1,033 347 0 0 88 0 0 641 315 0 -50 -6 0 7 724 Percent of Open Interest Represented by Each Category of Trader 26.2 0.9 0.0 31.4 1.3 1.9 11.9 28.3 0.0 4.8 20.4 0.0 23.8 47.3 Number of Traders in Each Category Total Traders: 33 4 . 0 12 . . 7 4 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 49,291 Positions 21,348 7,685 2,453 6,105 2,340 832 9,453 2,880 1,229 2,878 3,524 0 4,993 28,348 Changes from: August 21, 2012 Total Change is: -959 1,295 321 -97 426 0 -502 -772 -297 251 -19 -424 0 -1,541 -211 Percent of Open Interest Represented by Each Category of Trader 43.3 15.6 5.0 12.4 4.7 1.7 19.2 5.8 2.5 5.8 7.1 0.0 10.1 57.5 Number of Traders in Each Category Total Traders: 51 15 9 4 6 . . 10 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 66,959 Positions 3,704 15,952 727 44,121 25,303 7,452 6,020 14,922 178 202 0 0 4,555 2,425 Changes from: August 21, 2012 Total Change is: 1,111 -2 160 100 -405 1,056 2,118 -35 -2,022 -15 -692 0 0 42 -286 Percent of Open Interest Represented by Each Category of Trader 5.5 23.8 1.1 65.9 37.8 11.1 9.0 22.3 0.3 0.3 0.0 0.0 6.8 3.6 Number of Traders in Each Category Total Traders: 71 4 7 . 26 21 9 6 6 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 120,900 Positions 8,899 62,542 1,758 68,014 15,118 4,675 18,554 30,538 1,087 4,287 795 0 13,626 4,387 Changes from: August 21, 2012 Total Change is: -1,570 -2,718 -2,155 -102 -1,214 832 1,427 1,752 -242 91 -35 -750 0 -771 -671 Percent of Open Interest Represented by Each Category of Trader 7.4 51.7 1.5 56.3 12.5 3.9 15.3 25.3 0.9 3.5 0.7 0.0 11.3 3.6 Number of Traders in Each Category Total Traders: 108 9 14 4 26 17 13 25 9 4 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 702,399 Positions 13,931 101,449 51,573 237,275 121,090 72,113 49,828 80,942 64,431 24,536 33,852 14,589 174,123 162,360 Changes from: August 21, 2012 Total Change is: -1,860 -3,362 -6,159 10,191 12,895 -2,704 -11,124 1,139 13,000 -15,093 -1,740 -2,244 6,203 -969 6,071 Percent of Open Interest Represented by Each Category of Trader 2.0 14.4 7.3 33.8 17.2 10.3 7.1 11.5 9.2 3.5 4.8 2.1 24.8 23.1 Number of Traders in Each Category Total Traders: 133 4 13 14 37 20 30 23 23 32 7 6 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 385,010 Positions 0 131,564 10,656 239,991 16,298 36,848 4 93,326 7,839 8,339 16,592 4,551 76,782 67,336 Changes from: August 21, 2012 Total Change is: 22,686 -2,686 -6,801 6,826 -4,664 -26 4,440 -1,498 -1,413 7,699 -813 -4,154 4,551 8,832 11,565 Percent of Open Interest Represented by Each Category of Trader 0.0 34.2 2.8 62.3 4.2 9.6 0.0 24.2 2.0 2.2 4.3 1.2 19.9 17.5 Number of Traders in Each Category Total Traders: 63 0 11 . 28 6 18 . 11 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,062,133 Positions 71,963 142,399 65,791 199,977 101,198 60,388 290,645 451,856 102,799 116,688 25,286 17,615 136,267 94,802 Changes from: August 21, 2012 Total Change is: -80,357 21,617 -2,857 -24,777 16,072 2,006 -12,640 -27,924 12,174 -55,104 -12,952 -7,189 432 14,920 7,599 Percent of Open Interest Represented by Each Category of Trader 6.8 13.4 6.2 18.8 9.5 5.7 27.4 42.5 9.7 11.0 2.4 1.7 12.8 8.9 Number of Traders in Each Category Total Traders: 222 23 24 25 41 23 32 37 37 32 23 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,872,486 Positions 139,067 95,170 147,784 416,255 648,463 199,341 281,901 128,081 208,628 103,407 79,596 29,790 346,313 335,633 Changes from: August 21, 2012 Total Change is: -275,596 1,036 -16,409 -104,312 -97,823 -14,734 7,881 19,066 1,722 -121,663 1,990 -10,311 -18,309 36,538 540 Percent of Open Interest Represented by Each Category of Trader 7.4 5.1 7.9 22.2 34.6 10.6 15.1 6.8 11.1 5.5 4.3 1.6 18.5 17.9 Number of Traders in Each Category Total Traders: 240 24 21 39 19 58 47 47 44 66 10 17 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,377,516 Positions 213,155 129,698 56,987 251,824 550,594 106,305 323,612 123,878 74,254 79,719 66,092 14,445 257,215 255,263 Changes from: August 21, 2012 Total Change is: -4,306 -6,699 27,387 -7,556 -15,070 4,831 8,074 -1,921 -21,177 -6,532 10,465 -5,587 980 13,952 -4,727 Percent of Open Interest Represented by Each Category of Trader 15.5 9.4 4.1 18.3 40.0 7.7 23.5 9.0 5.4 5.8 4.8 1.0 18.7 18.5 Number of Traders in Each Category Total Traders: 186 12 26 20 27 38 35 34 27 34 7 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 512,436 Positions 214,911 197,898 140,699 0 1,415 3,918 34,647 37,222 72,295 4,545 10,985 11,697 29,724 36,307 Changes from: August 21, 2012 Total Change is: 25,789 11,423 18,750 -4,794 0 0 0 7,193 3,905 4,357 1,697 1,086 483 5,430 2,001 Percent of Open Interest Represented by Each Category of Trader 41.9 38.6 27.5 0.0 0.3 0.8 6.8 7.3 14.1 0.9 2.1 2.3 5.8 7.1 Number of Traders in Each Category Total Traders: 91 24 24 33 0 . . 19 11 26 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 25,277 Positions 12,481 7,364 7,023 0 1,713 0 3,767 7,259 1,429 0 0 352 225 137 Changes from: August 21, 2012 Total Change is: 4,744 3,157 545 1,334 0 213 0 329 2,660 159 -125 0 -25 -85 -142 Percent of Open Interest Represented by Each Category of Trader 49.4 29.1 27.8 0.0 6.8 0.0 14.9 28.7 5.7 0.0 0.0 1.4 0.9 0.5 Number of Traders in Each Category Total Traders: 30 10 . 8 0 . 0 6 9 6 0 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,018,705 Positions 1,340,524 2,785,333 2,846,533 522,932 105,620 225,035 1,383,078 270,188 3,841,832 161,667 162,220 787,899 909,204 994,045 Changes from: August 21, 2012 Total Change is: 517,498 -5,382 169,406 3,660 -7,635 11,152 13,320 183,234 12,188 171,309 21,195 2,454 87,268 50,530 46,741 Percent of Open Interest Represented by Each Category of Trader 11.2 23.2 23.7 4.4 0.9 1.9 11.5 2.2 32.0 1.3 1.3 6.6 7.6 8.3 Number of Traders in Each Category Total Traders: 257 28 55 81 8 13 19 60 51 92 17 16 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,619 Positions 7,579 219 0 563 777 6 870 9,329 7 1,338 215 0 256 66 Changes from: August 21, 2012 Total Change is: 145 -3 11 0 9 0 0 147 110 0 -5 0 0 -3 24 Percent of Open Interest Represented by Each Category of Trader 71.4 2.1 0.0 5.3 7.3 0.1 8.2 87.9 0.1 12.6 2.0 0.0 2.4 0.6 Number of Traders in Each Category Total Traders: 28 . . 0 . 4 . 5 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 14,524 Positions 11,774 7,910 0 918 695 38 1,450 5,639 101 0 0 0 243 141 Changes from: August 21, 2012 Total Change is: -214 120 -195 0 -210 -8 0 -184 -145 101 0 -76 0 -41 109 Percent of Open Interest Represented by Each Category of Trader 81.1 54.5 0.0 6.3 4.8 0.3 10.0 38.8 0.7 0.0 0.0 0.0 1.7 1.0 Number of Traders in Each Category Total Traders: 28 5 5 0 . 4 . 4 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 65,638 Positions 13,821 37,205 1,541 2,267 120 197 35,379 21,828 1,676 6,256 1,091 19 4,481 1,961 Changes from: August 21, 2012 Total Change is: -418 336 170 30 -1,691 16 -43 1,838 -1,335 218 147 328 1 -1,255 197 Percent of Open Interest Represented by Each Category of Trader 21.1 56.7 2.3 3.5 0.2 0.3 53.9 33.3 2.6 9.5 1.7 0.0 6.8 3.0 Number of Traders in Each Category Total Traders: 103 4 4 . 7 . . 36 21 6 24 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 359,935 Positions 141,208 28,492 37,730 44,586 11,509 8,411 21,331 140,609 42,881 3,855 28,689 36,315 23,618 25,299 Changes from: August 21, 2012 Total Change is: -43,673 9,479 -4,984 -6,933 -1,571 961 2,584 -12,760 3,944 -5,659 584 -7,358 -20,415 -8,982 -5,813 Percent of Open Interest Represented by Each Category of Trader 39.2 7.9 10.5 12.4 3.2 2.3 5.9 39.1 11.9 1.1 8.0 10.1 6.6 7.0 Number of Traders in Each Category Total Traders: 151 20 11 25 5 12 9 17 50 43 8 18 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 28, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,432 Positions 2,874 902 0 2,687 366 71 1,772 6,175 883 0 30 0 145 5 Changes from: August 21, 2012 Total Change is: -69 0 -128 0 -113 3 -11 64 85 -17 0 0 0 8 -1 Percent of Open Interest Represented by Each Category of Trader 34.1 10.7 0.0 31.9 4.3 0.8 21.0 73.2 10.5 0.0 0.4 0.0 1.7 0.1 Number of Traders in Each Category Total Traders: 21 . 4 0 5 . . . 6 . 0 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 31, 2012