Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 188,681
Positions
5,986 62,382 6,941 22,997 32,846 2,004 77,922 29,495 15,065 9,056 10,608 2,281 46,430 27,060
Changes from: August 28, 2012 Total Change is: 8,429
-230 7,650 228 1,463 -270 267 2,852 -4,785 3,317 329 -775 557 -354 2,239
Percent of Open Interest Represented by Each Category of Trader
3.2 33.1 3.7 12.2 17.4 1.1 41.3 15.6 8.0 4.8 5.6 1.2 24.6 14.3
Number of Traders in Each Category Total Traders: 96
. 12 7 9 4 5 31 17 15 11 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 57,337
Positions
20,480 14,772 588 2,031 1,633 173 17,218 20,675 795 1,571 2,609 0 14,481 16,091
Changes from: August 28, 2012 Total Change is: 606
508 366 467 -22 -7 -10 -2,642 285 484 0 0 0 1,821 -979
Percent of Open Interest Represented by Each Category of Trader
35.7 25.8 1.0 3.5 2.8 0.3 30.0 36.1 1.4 2.7 4.6 0.0 25.3 28.1
Number of Traders in Each Category Total Traders: 36
4 7 . . . . 5 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 142,125
Positions
8,361 15,036 6,425 10,362 32,406 13,418 52,842 34,755 7,119 7,361 3,851 453 35,784 28,662
Changes from: August 28, 2012 Total Change is: 17,661
-1,578 1,845 3,403 228 618 358 6,192 6,819 2,973 41 -417 -347 6,391 2,409
Percent of Open Interest Represented by Each Category of Trader
5.9 10.6 4.5 7.3 22.8 9.4 37.2 24.5 5.0 5.2 2.7 0.3 25.2 20.2
Number of Traders in Each Category Total Traders: 93
7 8 8 8 14 6 30 16 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 163,686
Positions
10,574 60,328 6,009 62,070 8,393 963 51,855 28,922 4,534 502 18,760 999 26,181 34,778
Changes from: August 28, 2012 Total Change is: 3,005
-1,131 5,465 2,208 -717 155 -73 1,345 -887 -817 2 -105 14 2,174 -2,956
Percent of Open Interest Represented by Each Category of Trader
6.5 36.9 3.7 37.9 5.1 0.6 31.7 17.7 2.8 0.3 11.5 0.6 16.0 21.2
Number of Traders in Each Category Total Traders: 100
5 16 7 9 9 6 25 26 19 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 369,054
Positions
89,480 43,155 14,594 31,247 43,845 10,384 75,943 130,312 35,872 61,531 14,756 6,457 43,547 69,680
Changes from: August 28, 2012 Total Change is: 4,541
-625 1,336 2,307 -490 1,894 18 41 -457 1,797 582 243 288 623 -2,885
Percent of Open Interest Represented by Each Category of Trader
24.2 11.7 4.0 8.5 11.9 2.8 20.6 35.3 9.7 16.7 4.0 1.7 11.8 18.9
Number of Traders in Each Category Total Traders: 210
23 15 16 16 26 20 32 57 35 14 27 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 212,259
Positions
28,563 66,839 10,651 3,464 45,430 2,306 121,359 44,901 10,435 2,810 4,207 1,838 30,833 25,652
Changes from: August 28, 2012 Total Change is: 5,147
6,344 -12,073 5,119 -74 280 283 -10,396 4,870 3,480 1,511 13 70 -1,190 3,105
Percent of Open Interest Represented by Each Category of Trader
13.5 31.5 5.0 1.6 21.4 1.1 57.2 21.2 4.9 1.3 2.0 0.9 14.5 12.1
Number of Traders in Each Category Total Traders: 118
8 9 7 . 11 5 44 28 20 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 94,687
Positions
52,168 62,482 21,526 3,693 0 0 4,483 1,320 6,103 2,900 0 2,861 953 395
Changes from: August 28, 2012 Total Change is: 121
268 325 145 40 0 0 -1,184 -465 119 0 0 0 733 -3
Percent of Open Interest Represented by Each Category of Trader
55.1 66.0 22.7 3.9 0.0 0.0 4.7 1.4 6.4 3.1 0.0 3.0 1.0 0.4
Number of Traders in Each Category Total Traders: 26
5 15 14 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 222,655
Positions
62,635 88,228 4,699 24,080 972 1,554 101,646 86,970 18,761 2,858 18,678 285 6,137 2,508
Changes from: August 28, 2012 Total Change is: 1,126
-735 -1,818 15 604 -88 -2 -3,059 -106 3,691 698 -413 178 -264 -331
Percent of Open Interest Represented by Each Category of Trader
28.1 39.6 2.1 10.8 0.4 0.7 45.7 39.1 8.4 1.3 8.4 0.1 2.8 1.1
Number of Traders in Each Category Total Traders: 112
5 11 . 8 . . 50 17 11 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 25,393
Positions
6,056 18,352 352 244 0 0 14,802 3,668 128 460 706 172 3,179 2,015
Changes from: August 28, 2012 Total Change is: -5,981
696 -5,562 -61 -86 -100 0 -6,130 -498 2 182 -5 -24 -560 267
Percent of Open Interest Represented by Each Category of Trader
23.8 72.3 1.4 1.0 0.0 0.0 58.3 14.4 0.5 1.8 2.8 0.7 12.5 7.9
Number of Traders in Each Category Total Traders: 52
8 5 . . 0 0 21 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 57,565
Positions
14,163 38,123 117 3,531 883 523 25,878 10,720 1,340 3,213 490 133 8,668 5,237
Changes from: August 28, 2012 Total Change is: -2,630
424 -3,558 26 -187 -9 94 -2,848 405 208 352 192 3 -701 10
Percent of Open Interest Represented by Each Category of Trader
24.6 66.2 0.2 6.1 1.5 0.9 45.0 18.6 2.3 5.6 0.9 0.2 15.1 9.1
Number of Traders in Each Category Total Traders: 91
16 13 4 6 . . 33 15 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 115,130
Positions
28,326 76,246 233 7,062 1,766 1,046 51,756 21,441 2,679 6,427 980 265 17,335 10,473
Changes from: August 28, 2012 Total Change is: -5,259
848 -7,115 52 -373 -18 188 -5,696 811 415 704 383 6 -1,403 19
Percent of Open Interest Represented by Each Category of Trader
24.6 66.2 0.2 6.1 1.5 0.9 45.0 18.6 2.3 5.6 0.9 0.2 15.1 9.1
Number of Traders in Each Category Total Traders: 91
16 13 4 6 . . 33 15 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 999,767
Positions
64,528 134,612 66,042 363,046 168,594 65,067 85,973 224,849 145,331 27,607 42,088 25,148 157,024 128,035
Changes from: August 28, 2012 Total Change is: 12,197
9,624 -8,490 7,078 -9,010 1,462 3,852 -6,063 2,992 9,353 -68 -2,188 -623 -1,946 -1,239
Percent of Open Interest Represented by Each Category of Trader
6.5 13.5 6.6 36.3 16.9 6.5 8.6 22.5 14.5 2.8 4.2 2.5 15.7 12.8
Number of Traders in Each Category Total Traders: 606
37 55 50 119 62 68 101 132 109 47 51 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 313,924
Positions
41,641 61,853 7,089 96,783 34,729 11,370 10,939 42,597 53,239 6 13,078 13,972 78,885 75,997
Changes from: August 28, 2012 Total Change is: 3,030
2,348 -6,182 1,139 -2,010 2,944 514 210 7,165 -869 -22 -762 -221 1,941 -699
Percent of Open Interest Represented by Each Category of Trader
13.3 19.7 2.3 30.8 11.1 3.6 3.5 13.6 17.0 0.0 4.2 4.5 25.1 24.2
Number of Traders in Each Category Total Traders: 112
13 12 8 24 10 13 14 26 33 4 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 3,429,212
Positions
326,435 575,792 82,766 1,389,248 727,258 210,553 489,183 1,025,270 346,452 154,538 161,588 39,345 390,693 260,188
Changes from: August 28, 2012 Total Change is: 45,839
47,248 -677 18,830 -25,149 2,441 6,837 11,243 21,744 8,500 -69 -6,971 -2,167 -19,434 -2,698
Percent of Open Interest Represented by Each Category of Trader
9.5 16.8 2.4 40.5 21.2 6.1 14.3 29.9 10.1 4.5 4.7 1.1 11.4 7.6
Number of Traders in Each Category Total Traders: 571
39 51 39 104 58 60 101 126 102 44 47 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 121,422
Positions
16,606 33,101 1,002 58,552 61,691 2,681 29,412 14,143 1,188 685 2,801 0 11,296 4,815
Changes from: August 28, 2012 Total Change is: 1,376
9 -1,199 1,002 747 -144 108 524 836 278 -1,556 -15 0 264 510
Percent of Open Interest Represented by Each Category of Trader
13.7 27.3 0.8 48.2 50.8 2.2 24.2 11.6 1.0 0.6 2.3 0.0 9.3 4.0
Number of Traders in Each Category Total Traders: 103
9 9 . 37 12 12 21 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 116,004
Positions
5,765 70,054 9,979 38,845 8,562 857 39,619 8,828 4,304 1,875 4,098 801 13,958 8,520
Changes from: August 28, 2012 Total Change is: 3,535
559 1,356 1,774 -361 199 -21 566 -742 277 -5 225 74 672 394
Percent of Open Interest Represented by Each Category of Trader
5.0 60.4 8.6 33.5 7.4 0.7 34.2 7.6 3.7 1.6 3.5 0.7 12.0 7.3
Number of Traders in Each Category Total Traders: 243
13 35 12 34 22 9 80 33 25 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 21,646
Positions
10,937 16,896 0 300 0 0 3,074 2,681 0 0 923 0 7,335 1,146
Changes from: August 28, 2012 Total Change is: 3,143
2,210 2,457 0 0 0 0 357 492 0 0 0 0 576 194
Percent of Open Interest Represented by Each Category of Trader
50.5 78.1 0.0 1.4 0.0 0.0 14.2 12.4 0.0 0.0 4.3 0.0 33.9 5.3
Number of Traders in Each Category Total Traders: 23
5 10 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 471,787
Positions
21,677 313,325 2,361 192,723 42,811 4,285 197,700 45,711 6,546 9,373 15,874 4,007 33,115 36,866
Changes from: August 28, 2012 Total Change is: 1,961
55 2,804 559 -1,803 997 -104 1,333 -5,883 1,099 -23 1,123 368 479 998
Percent of Open Interest Represented by Each Category of Trader
4.6 66.4 0.5 40.8 9.1 0.9 41.9 9.7 1.4 2.0 3.4 0.8 7.0 7.8
Number of Traders in Each Category Total Traders: 242
13 34 8 34 22 9 78 35 21 16 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 444,105
Positions
165,096 41,327 14,847 136,473 222,843 24,902 74,954 94,889 3,527 2,501 21,329 257 21,548 20,184
Changes from: August 28, 2012 Total Change is: 6,857
399 644 3 -285 2,070 232 4,295 2,840 1,152 419 797 18 623 -899
Percent of Open Interest Represented by Each Category of Trader
37.2 9.3 3.3 30.7 50.2 5.6 16.9 21.4 0.8 0.6 4.8 0.1 4.9 4.5
Number of Traders in Each Category Total Traders: 252
19 15 5 54 40 26 53 47 15 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 31,572
Positions
8,068 0 0 10,069 0 621 2,876 8,810 140 1,594 6,339 0 8,204 15,662
Changes from: August 28, 2012 Total Change is: 443
-75 -267 0 287 -408 38 -831 10 140 85 0 0 799 930
Percent of Open Interest Represented by Each Category of Trader
25.6 0.0 0.0 31.9 0.0 2.0 9.1 27.9 0.4 5.0 20.1 0.0 26.0 49.6
Number of Traders in Each Category Total Traders: 30
5 0 0 13 0 . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 56,865
Positions
25,431 9,909 1,992 6,396 2,430 666 10,710 4,775 1,438 4,413 3,656 0 5,819 31,999
Changes from: August 28, 2012 Total Change is: 7,574
4,083 2,224 -461 291 90 -166 1,257 1,895 209 1,535 132 0 826 3,651
Percent of Open Interest Represented by Each Category of Trader
44.7 17.4 3.5 11.2 4.3 1.2 18.8 8.4 2.5 7.8 6.4 0.0 10.2 56.3
Number of Traders in Each Category Total Traders: 59
17 10 5 7 . . 10 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 66,808
Positions
5,149 15,707 727 40,516 28,560 7,056 7,904 12,508 163 202 0 0 5,091 2,087
Changes from: August 28, 2012 Total Change is: -151
1,445 -245 0 -3,605 3,257 -396 1,884 -2,414 -15 0 0 0 536 -338
Percent of Open Interest Represented by Each Category of Trader
7.7 23.5 1.1 60.6 42.7 10.6 11.8 18.7 0.2 0.3 0.0 0.0 7.6 3.1
Number of Traders in Each Category Total Traders: 72
5 6 . 25 22 9 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 119,497
Positions
13,351 56,775 701 64,493 13,572 4,961 14,208 31,037 2,494 4,990 795 261 14,038 8,901
Changes from: August 28, 2012 Total Change is: -1,403
4,452 -5,767 -1,057 -3,521 -1,546 286 -4,346 499 1,407 703 0 261 412 4,514
Percent of Open Interest Represented by Each Category of Trader
11.2 47.5 0.6 54.0 11.4 4.2 11.9 26.0 2.1 4.2 0.7 0.2 11.7 7.4
Number of Traders in Each Category Total Traders: 104
12 12 4 25 16 11 18 11 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 695,300
Positions
8,557 108,623 43,019 227,024 120,612 67,727 69,151 65,683 87,933 22,210 39,574 3,285 166,395 158,846
Changes from: August 28, 2012 Total Change is: -7,098
-5,374 7,174 -8,554 -10,251 -478 -4,386 19,323 -15,259 23,502 -2,326 5,722 -11,304 -7,728 -3,514
Percent of Open Interest Represented by Each Category of Trader
1.2 15.6 6.2 32.7 17.3 9.7 9.9 9.4 12.6 3.2 5.7 0.5 23.9 22.8
Number of Traders in Each Category Total Traders: 141
5 14 13 37 22 32 24 26 35 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 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 383,649
Positions
0 133,806 13,228 252,199 12,170 33,485 0 103,260 8,050 9,505 20,858 0 67,182 58,793
Changes from: August 28, 2012 Total Change is: -1,361
0 2,242 2,572 12,208 -4,128 -3,363 -4 9,933 211 1,166 4,266 -4,551 -9,600 -8,543
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 3.4 65.7 3.2 8.7 0.0 26.9 2.1 2.5 5.4 0.0 17.5 15.3
Number of Traders in Each Category Total Traders: 67
0 12 5 30 7 20 0 12 6 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,118,317
Positions
68,862 137,107 65,337 202,581 93,357 63,470 304,475 507,810 138,820 125,259 23,777 14,201 135,313 74,438
Changes from: August 28, 2012 Total Change is: 56,184
-3,101 -5,292 -454 2,604 -7,841 3,082 13,830 55,954 36,021 8,571 -1,509 -3,414 -955 -20,364
Percent of Open Interest Represented by Each Category of Trader
6.2 12.3 5.8 18.1 8.3 5.7 27.2 45.4 12.4 11.2 2.1 1.3 12.1 6.7
Number of Traders in Each Category Total Traders: 215
15 25 17 42 23 31 43 33 32 20 14 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,908,213
Positions
116,190 122,046 136,932 385,223 662,101 222,623 358,171 126,208 229,646 104,682 79,550 27,244 327,503 301,863
Changes from: August 28, 2012 Total Change is: 35,727
-22,877 26,876 -10,852 -31,032 13,638 23,282 76,269 -1,874 21,018 1,275 -47 -2,546 -18,810 -33,770
Percent of Open Interest Represented by Each Category of Trader
6.1 6.4 7.2 20.2 34.7 11.7 18.8 6.6 12.0 5.5 4.2 1.4 17.2 15.8
Number of Traders in Each Category Total Traders: 248
20 29 41 17 63 48 53 39 65 12 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,369,987
Positions
188,662 133,703 45,489 274,526 528,706 89,316 312,730 163,050 86,571 105,874 59,736 9,718 257,101 253,698
Changes from: August 28, 2012 Total Change is: -7,530
-24,494 4,005 -11,497 22,702 -21,888 -16,989 -10,882 39,171 12,317 26,154 -6,356 -4,727 -115 -1,566
Percent of Open Interest Represented by Each Category of Trader
13.8 9.8 3.3 20.0 38.6 6.5 22.8 11.9 6.3 7.7 4.4 0.7 18.8 18.5
Number of Traders in Each Category Total Traders: 187
11 24 18 26 39 33 32 31 35 10 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 437,878
Positions
177,628 139,791 134,852 119 2,015 3,199 19,031 38,371 66,336 1,082 7,636 11,176 24,455 34,502
Changes from: August 28, 2012 Total Change is: -74,558
-37,283 -58,108 -5,847 119 600 -719 -15,617 1,149 -5,959 -3,463 -3,349 -521 -5,269 -1,805
Percent of Open Interest Represented by Each Category of Trader
40.6 31.9 30.8 0.0 0.5 0.7 4.3 8.8 15.1 0.2 1.7 2.6 5.6 7.9
Number of Traders in Each Category Total Traders: 84
24 22 35 . . . 12 17 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 25,762
Positions
15,565 7,837 4,166 0 1,713 0 4,036 10,208 1,342 62 0 262 329 234
Changes from: August 28, 2012 Total Change is: 485
3,084 473 -2,857 0 0 0 269 2,949 -87 62 0 -90 104 97
Percent of Open Interest Represented by Each Category of Trader
60.4 30.4 16.2 0.0 6.6 0.0 15.7 39.6 5.2 0.2 0.0 1.0 1.3 0.9
Number of Traders in Each Category Total Traders: 30
9 4 8 0 . 0 8 6 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,650,645
Positions
1,174,443 2,891,808 3,023,563 576,500 104,733 237,186 1,541,863 295,491 4,118,339 220,263 163,305 848,286 910,201 967,933
Changes from: August 28, 2012 Total Change is: 631,940
-166,081 106,475 177,030 53,567 -886 12,151 158,785 25,303 276,508 58,595 1,085 60,388 996 -26,112
Percent of Open Interest Represented by Each Category of Trader
9.3 22.9 23.9 4.6 0.8 1.9 12.2 2.3 32.6 1.7 1.3 6.7 7.2 7.7
Number of Traders in Each Category Total Traders: 267
27 57 82 10 13 19 64 55 96 18 15 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,736
Positions
8,687 346 0 571 777 6 878 10,293 33 1,315 215 0 246 66
Changes from: August 28, 2012 Total Change is: 1,117
1,108 127 0 8 0 0 8 964 26 -23 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
74.0 2.9 0.0 4.9 6.6 0.1 7.5 87.7 0.3 11.2 1.8 0.0 2.1 0.6
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,645
Positions
11,661 8,035 0 1,014 695 38 1,415 5,429 323 0 101 0 194 24
Changes from: August 28, 2012 Total Change is: 121
-113 125 0 96 0 0 -35 -210 222 0 101 0 -49 -117
Percent of Open Interest Represented by Each Category of Trader
79.6 54.9 0.0 6.9 4.7 0.3 9.7 37.1 2.2 0.0 0.7 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 30
4 6 0 . 4 . . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 65,796
Positions
13,963 36,677 1,594 1,749 209 123 35,782 20,579 1,842 5,560 1,604 142 5,041 3,026
Changes from: August 28, 2012 Total Change is: 158
142 -528 53 -518 89 -74 402 -1,249 166 -696 513 123 560 1,065
Percent of Open Interest Represented by Each Category of Trader
21.2 55.7 2.4 2.7 0.3 0.2 54.4 31.3 2.8 8.5 2.4 0.2 7.7 4.6
Number of Traders in Each Category Total Traders: 101
4 . . 7 . . 35 21 5 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 367,377
Positions
140,237 27,766 40,126 42,529 11,377 8,354 20,619 141,433 45,446 4,444 27,429 39,266 26,356 26,180
Changes from: August 28, 2012 Total Change is: 7,442
-971 -726 2,396 -2,057 -132 -57 -712 824 2,565 589 -1,260 2,951 2,738 881
Percent of Open Interest Represented by Each Category of Trader
38.2 7.6 10.9 11.6 3.1 2.3 5.6 38.5 12.4 1.2 7.5 10.7 7.2 7.1
Number of Traders in Each Category Total Traders: 157
19 13 25 6 12 9 17 51 47 8 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,614
Positions
3,006 963 0 2,737 410 71 1,772 6,252 883 0 30 0 145 5
Changes from: August 28, 2012 Total Change is: 182
132 61 0 50 44 0 0 77 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.9 11.2 0.0 31.8 4.8 0.8 20.6 72.6 10.3 0.0 0.3 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . . 6 . 0 . 0
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Updated September 4, 2012