Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 143,241 Positions 57,461 5,963 7,530 15,562 19,797 124 26,804 61,408 4,381 8,863 6,882 280 22,236 36,876 Changes from: August 27, 2013 Total Change is: 9,849 8,340 -797 3,828 1 847 -2 -3,553 6,205 -530 350 471 -455 1,870 282 Percent of Open Interest Represented by Each Category of Trader 40.1 4.2 5.3 10.9 13.8 0.1 18.7 42.9 3.1 6.2 4.8 0.2 15.5 25.7 Number of Traders in Each Category Total Traders: 92 12 4 5 5 9 . 19 24 13 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 40,091 Positions 11,265 15,415 431 0 2,382 0 14,360 7,483 1,459 0 2,281 0 12,576 10,640 Changes from: August 27, 2013 Total Change is: -1,591 400 -1,950 266 0 30 0 -652 -1,683 992 0 660 0 -2,597 94 Percent of Open Interest Represented by Each Category of Trader 28.1 38.5 1.1 0.0 5.9 0.0 35.8 18.7 3.6 0.0 5.7 0.0 31.4 26.5 Number of Traders in Each Category Total Traders: 39 6 7 5 0 4 0 13 7 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 156,870 Positions 57,951 21,737 5,368 15,375 27,940 1,135 40,874 57,836 4,885 7,624 9,359 505 23,153 28,105 Changes from: August 27, 2013 Total Change is: 7,542 1,576 4,347 3,610 279 549 -192 3,261 -90 459 49 943 0 -1,500 -2,084 Percent of Open Interest Represented by Each Category of Trader 36.9 13.9 3.4 9.8 17.8 0.7 26.1 36.9 3.1 4.9 6.0 0.3 14.8 17.9 Number of Traders in Each Category Total Traders: 105 9 13 7 4 18 4 24 22 12 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 178,360 Positions 99,458 10,446 1,072 25,446 13,646 1,699 31,289 91,528 2,739 3,046 12,992 245 13,366 43,993 Changes from: August 27, 2013 Total Change is: 2,772 8,274 -3,536 284 -191 -1,401 -75 4,327 5,474 -284 -302 343 -241 -9,020 2,208 Percent of Open Interest Represented by Each Category of Trader 55.8 5.9 0.6 14.3 7.7 1.0 17.5 51.3 1.5 1.7 7.3 0.1 7.5 24.7 Number of Traders in Each Category Total Traders: 130 13 10 4 6 15 . 30 41 13 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 244,563 Positions 34,973 27,675 12,734 35,461 67,890 4,814 77,806 55,233 11,297 26,095 9,440 1,462 39,921 54,018 Changes from: August 27, 2013 Total Change is: -4,109 7,364 -21,964 7,943 -273 2,094 76 -15,574 4,389 6,561 909 -1,977 -160 -10,955 -1,071 Percent of Open Interest Represented by Each Category of Trader 14.3 11.3 5.2 14.5 27.8 2.0 31.8 22.6 4.6 10.7 3.9 0.6 16.3 22.1 Number of Traders in Each Category Total Traders: 179 17 16 12 13 26 12 30 44 19 17 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 189,334 Positions 122,752 21,310 1,625 667 37,483 1,027 36,945 79,430 2,143 5,555 10,828 1,603 17,017 33,885 Changes from: August 27, 2013 Total Change is: 2,670 -700 1,273 691 48 -111 -31 374 1,410 669 -663 -1,247 -79 2,361 95 Percent of Open Interest Represented by Each Category of Trader 64.8 11.3 0.9 0.4 19.8 0.5 19.5 42.0 1.1 2.9 5.7 0.8 9.0 17.9 Number of Traders in Each Category Total Traders: 95 12 8 7 . 9 . 17 32 10 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 43,506 Positions 16,340 20,975 14,207 0 1,314 0 5,131 20 3,319 1,380 0 2,855 274 816 Changes from: August 27, 2013 Total Change is: -692 356 -732 1,353 0 -41 0 -2,463 -1,298 11 1 0 0 50 15 Percent of Open Interest Represented by Each Category of Trader 37.6 48.2 32.7 0.0 3.0 0.0 11.8 0.0 7.6 3.2 0.0 6.6 0.6 1.9 Number of Traders in Each Category Total Traders: 25 8 10 12 0 . 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 107,974 Positions 32,264 33,376 706 30,973 819 0 25,646 57,106 3,724 9,530 7,795 0 5,131 4,448 Changes from: August 27, 2013 Total Change is: -1,487 6,386 96 0 -459 -108 0 -8,953 -2,083 1,521 941 -1,637 -540 -383 1,264 Percent of Open Interest Represented by Each Category of Trader 29.9 30.9 0.7 28.7 0.8 0.0 23.8 52.9 3.4 8.8 7.2 0.0 4.8 4.1 Number of Traders in Each Category Total Traders: 97 4 10 . 4 . 0 26 34 7 10 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 22,287 Positions 7,147 10,111 3,845 0 2,300 0 1,093 1,911 142 9,232 3,055 0 828 923 Changes from: August 27, 2013 Total Change is: -4,655 -3,981 -2,959 -580 0 -659 0 136 -522 5 0 0 0 -235 60 Percent of Open Interest Represented by Each Category of Trader 32.1 45.4 17.3 0.0 10.3 0.0 4.9 8.6 0.6 41.4 13.7 0.0 3.7 4.1 Number of Traders in Each Category Total Traders: 22 5 4 . 0 . 0 . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 13,105 Positions 5,217 1,426 10 585 265 0 4,492 6,915 48 659 1,267 0 2,094 3,174 Changes from: August 27, 2013 Total Change is: 912 2,712 117 -7 207 -51 0 -1,223 -353 -319 -253 702 0 -205 823 Percent of Open Interest Represented by Each Category of Trader 39.8 10.9 0.1 4.5 2.0 0.0 34.3 52.8 0.4 5.0 9.7 0.0 16.0 24.2 Number of Traders in Each Category Total Traders: 45 5 4 . . . 0 6 17 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 49,019 Positions 14,276 32,434 133 5,954 1,122 375 14,778 4,566 447 5,010 250 2 8,047 9,693 Changes from: August 27, 2013 Total Change is: -2,514 462 -5,063 -9 -32 -10 85 -2,916 -464 -49 51 -24 -7 -100 3,026 Percent of Open Interest Represented by Each Category of Trader 29.1 66.2 0.3 12.1 2.3 0.8 30.1 9.3 0.9 10.2 0.5 0.0 16.4 19.8 Number of Traders in Each Category Total Traders: 88 19 9 . 6 . . 22 15 7 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 98,038 Positions 28,552 64,867 265 11,907 2,244 749 29,555 9,131 893 10,020 500 4 16,093 19,385 Changes from: August 27, 2013 Total Change is: -5,027 924 -10,125 -18 -64 -20 170 -5,831 -927 -98 102 -47 -13 -199 6,051 Percent of Open Interest Represented by Each Category of Trader 29.1 66.2 0.3 12.1 2.3 0.8 30.1 9.3 0.9 10.2 0.5 0.0 16.4 19.8 Number of Traders in Each Category Total Traders: 88 19 9 . 6 . . 22 15 7 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 789,961 Positions 21,758 145,415 56,858 313,869 130,217 46,205 91,986 176,686 57,151 49,381 46,611 5,044 147,710 125,775 Changes from: August 27, 2013 Total Change is: 9,173 -3,284 -21,573 17,120 -7,660 -6,704 -2,347 3,647 8,252 -1,176 -8,679 758 -609 12,160 15,452 Percent of Open Interest Represented by Each Category of Trader 2.8 18.4 7.2 39.7 16.5 5.8 11.6 22.4 7.2 6.3 5.9 0.6 18.7 15.9 Number of Traders in Each Category Total Traders: 541 30 41 27 106 57 63 85 112 78 48 61 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 192,654 Positions 39,283 33,527 749 69,003 26,612 1,076 15,289 37,296 1,206 10,918 11,329 2,327 52,803 78,532 Changes from: August 27, 2013 Total Change is: 11,260 11,562 -3,394 -546 -1,986 -1,730 56 1,023 2,474 12 -244 -184 -20 1,403 14,592 Percent of Open Interest Represented by Each Category of Trader 20.4 17.4 0.4 35.8 13.8 0.6 7.9 19.4 0.6 5.7 5.9 1.2 27.4 40.8 Number of Traders in Each Category Total Traders: 86 7 10 6 16 7 7 16 17 7 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,986,537 Positions 117,301 764,366 75,616 1,245,045 538,739 204,931 561,164 874,630 102,046 194,244 178,340 11,653 474,537 236,216 Changes from: August 27, 2013 Total Change is: -10,436 -2,227 -18,894 16,329 -26,932 -23,432 -13,452 25,166 40,936 -17,985 -43,674 3,208 -1,445 53,784 4,299 Percent of Open Interest Represented by Each Category of Trader 3.9 25.6 2.5 41.7 18.0 6.9 18.8 29.3 3.4 6.5 6.0 0.4 15.9 7.9 Number of Traders in Each Category Total Traders: 523 32 38 23 100 56 57 82 111 69 47 56 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 102,828 Positions 5,622 42,757 209 56,696 44,030 2,325 24,405 7,849 1,004 2,197 1,797 0 10,370 2,857 Changes from: August 27, 2013 Total Change is: -13,881 1,685 -15,838 18 -11,890 236 -18 -2,457 2,108 216 -855 29 0 -580 -632 Percent of Open Interest Represented by Each Category of Trader 5.5 41.6 0.2 55.1 42.8 2.3 23.7 7.6 1.0 2.1 1.7 0.0 10.1 2.8 Number of Traders in Each Category Total Traders: 96 7 14 . 35 12 12 15 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 80,375 Positions 2,302 54,197 3,226 32,606 4,760 801 28,099 5,231 1,757 2,482 4,879 50 9,052 5,474 Changes from: August 27, 2013 Total Change is: -3,468 -191 -3,620 393 -2,432 69 -0 -598 -8 -262 -399 103 2 19 -144 Percent of Open Interest Represented by Each Category of Trader 2.9 67.4 4.0 40.6 5.9 1.0 35.0 6.5 2.2 3.1 6.1 0.1 11.3 6.8 Number of Traders in Each Category Total Traders: 215 15 26 10 33 18 8 69 25 13 14 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 10,249 Positions 3,327 9,297 0 1,503 0 0 1,623 0 0 404 0 0 3,392 952 Changes from: August 27, 2013 Total Change is: 49 368 368 0 229 0 0 121 -283 0 -229 0 0 -440 -36 Percent of Open Interest Represented by Each Category of Trader 32.5 90.7 0.0 14.7 0.0 0.0 15.8 0.0 0.0 3.9 0.0 0.0 33.1 9.3 Number of Traders in Each Category Total Traders: 20 7 7 0 . 0 0 . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 350,631 Positions 8,446 238,072 2,562 155,516 23,798 4,003 139,448 33,224 1,716 10,388 24,395 250 28,302 22,611 Changes from: August 27, 2013 Total Change is: -17,585 -955 -18,101 127 -13,306 343 -1 -5,098 -130 195 -850 513 10 2,293 -541 Percent of Open Interest Represented by Each Category of Trader 2.4 67.9 0.7 44.4 6.8 1.1 39.8 9.5 0.5 3.0 7.0 0.1 8.1 6.4 Number of Traders in Each Category Total Traders: 212 15 25 4 32 18 8 66 28 10 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 341,453 Positions 66,297 73,767 14,867 129,943 135,251 21,660 77,639 64,566 6,401 4,378 7,194 288 19,980 17,459 Changes from: August 27, 2013 Total Change is: -12,293 5,891 -9,821 -430 -8,418 2,500 -1,447 -3,351 -1,704 -1,616 -1,325 60 -51 -1,546 216 Percent of Open Interest Represented by Each Category of Trader 19.4 21.6 4.4 38.1 39.6 6.3 22.7 18.9 1.9 1.3 2.1 0.1 5.9 5.1 Number of Traders in Each Category Total Traders: 244 22 13 . 56 36 23 50 42 15 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,604 Positions 2,375 40,085 0 24,308 0 342 10,242 7,460 1,052 4,994 893 421 11,870 5,351 Changes from: August 27, 2013 Total Change is: 1,825 -1,015 -50 -197 1,779 0 77 1,082 -514 446 143 242 91 -581 1,730 Percent of Open Interest Represented by Each Category of Trader 4.3 72.1 0.0 43.7 0.0 0.6 18.4 13.4 1.9 9.0 1.6 0.8 21.3 9.6 Number of Traders in Each Category Total Traders: 62 4 8 0 18 0 . 14 6 4 7 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 59,419 Positions 16,786 9,041 690 13,151 11,165 813 10,940 3,570 2,607 3,665 1,835 0 10,767 29,698 Changes from: August 27, 2013 Total Change is: -254 -3,286 -2,615 -40 1,704 106 82 667 384 715 605 241 0 -701 873 Percent of Open Interest Represented by Each Category of Trader 28.3 15.2 1.2 22.1 18.8 1.4 18.4 6.0 4.4 6.2 3.1 0.0 18.1 50.0 Number of Traders in Each Category Total Traders: 75 14 11 . 9 4 . 17 9 8 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 80,533 Positions 598 38,508 2,431 38,244 22,429 3,442 25,219 6,767 3,844 298 976 0 6,457 2,136 Changes from: August 27, 2013 Total Change is: -1,847 30 -1,658 1 -48 244 132 -1,549 107 56 0 -496 0 -469 -233 Percent of Open Interest Represented by Each Category of Trader 0.7 47.8 3.0 47.5 27.9 4.3 31.3 8.4 4.8 0.4 1.2 0.0 8.0 2.7 Number of Traders in Each Category Total Traders: 79 . 10 . 30 18 12 12 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 248,619 Positions 20,160 88,280 17,101 96,833 42,929 31,777 44,052 31,173 12,652 10,871 15,033 531 14,642 9,143 Changes from: August 27, 2013 Total Change is: 11,122 493 -8,504 12,437 -6,798 4,768 724 4,147 43 2,286 -1,150 1,656 20 -1,037 -2,308 Percent of Open Interest Represented by Each Category of Trader 8.1 35.5 6.9 38.9 17.3 12.8 17.7 12.5 5.1 4.4 6.0 0.2 5.9 3.7 Number of Traders in Each Category Total Traders: 169 15 22 7 39 27 21 21 23 12 15 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 631,454 Positions 3,082 63,673 8,523 283,343 114,912 91,656 47,843 93,694 40,262 41,459 47,437 336 114,950 170,961 Changes from: August 27, 2013 Total Change is: -55,203 698 -16,409 -11,970 9,972 32,890 2,927 -11,365 -15,930 -23,026 3,685 1,579 -5,596 -20,528 -19,668 Percent of Open Interest Represented by Each Category of Trader 0.5 10.1 1.3 44.9 18.2 14.5 7.6 14.8 6.4 6.6 7.5 0.1 18.2 27.1 Number of Traders in Each Category Total Traders: 151 4 16 8 36 29 32 16 34 20 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 418,901 Positions 4,664 110,743 15,684 248,585 14,123 41,432 14,033 136,708 8,377 9,749 9,855 2,604 73,773 79,375 Changes from: August 27, 2013 Total Change is: 18,533 2,632 8,070 8,912 5,245 -2,733 5,346 -2,189 -3,834 -2,483 1,334 652 2,604 -2,868 1,999 Percent of Open Interest Represented by Each Category of Trader 1.1 26.4 3.7 59.3 3.4 9.9 3.3 32.6 2.0 2.3 2.4 0.6 17.6 18.9 Number of Traders in Each Category Total Traders: 72 . 10 7 32 7 18 . 11 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 817,707 Positions 89,494 72,177 12,398 219,940 295,770 60,898 195,395 126,590 50,934 69,627 52,391 28,627 90,394 117,922 Changes from: August 27, 2013 Total Change is: -73,960 -9,965 2,200 -10,771 1,254 -23,672 -1,607 -6,788 -5,425 -32,656 1,889 2,617 144 -15,460 -4,790 Percent of Open Interest Represented by Each Category of Trader 10.9 8.8 1.5 26.9 36.2 7.4 23.9 15.5 6.2 8.5 6.4 3.5 11.1 14.4 Number of Traders in Each Category Total Traders: 195 14 21 10 30 30 26 34 28 25 16 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,534 Positions 12,998 14,008 6,620 0 0 0 5,381 4,325 6,096 0 30 367 72 88 Changes from: August 27, 2013 Total Change is: -8,306 -4,292 2,077 -1,674 -1,175 0 0 1,977 -5,513 -3,081 -3 5 -51 -7 -69 Percent of Open Interest Represented by Each Category of Trader 41.2 44.4 21.0 0.0 0.0 0.0 17.1 13.7 19.3 0.0 0.1 1.2 0.2 0.3 Number of Traders in Each Category Total Traders: 35 8 7 8 0 0 0 11 7 7 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,151,279 Positions 157,220 120,597 55,809 678,942 835,964 232,884 609,298 235,397 71,180 80,000 132,526 26,808 239,138 440,114 Changes from: August 27, 2013 Total Change is: -110,329 -365 -32,032 -66,857 66,913 7,973 968 -93,307 -2,603 -6,532 12,137 5,529 -3,805 -19,481 -12,970 Percent of Open Interest Represented by Each Category of Trader 7.3 5.6 2.6 31.6 38.9 10.8 28.3 10.9 3.3 3.7 6.2 1.2 11.1 20.5 Number of Traders in Each Category Total Traders: 297 29 30 28 24 70 49 40 64 48 12 28 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,581,220 Positions 239,196 92,221 35,121 405,013 433,883 172,405 411,261 280,621 60,910 69,530 153,423 8,297 179,487 344,339 Changes from: August 27, 2013 Total Change is: -69,648 -9,616 2,558 -28,531 28,199 -12,093 -2,977 -11,492 -11,693 -16,166 -12,228 745 -7,033 -9,804 5,542 Percent of Open Interest Represented by Each Category of Trader 15.1 5.8 2.2 25.6 27.4 10.9 26.0 17.7 3.9 4.4 9.7 0.5 11.4 21.8 Number of Traders in Each Category Total Traders: 207 18 17 14 31 42 36 31 39 30 7 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 271,512 Positions 55,726 69,806 97,186 1,004 0 2,043 45,650 15,254 33,648 36 5,372 12,600 23,619 35,603 Changes from: August 27, 2013 Total Change is: -31,961 -11,662 -18,365 -10,604 0 0 0 -3,676 -1,538 -3,017 -2,474 355 733 -1,261 475 Percent of Open Interest Represented by Each Category of Trader 20.5 25.7 35.8 0.4 0.0 0.8 16.8 5.6 12.4 0.0 2.0 4.6 8.7 13.1 Number of Traders in Each Category Total Traders: 59 13 15 21 . 0 . 16 8 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,433,491 Positions 2,000,262 2,126,972 1,797,322 1,084,049 702,292 266,026 855,744 722,585 2,040,166 371,139 378,420 265,806 752,977 1,133,902 Changes from: August 27, 2013 Total Change is: -79,565 26,933 -87,183 40,799 -22,094 -115,431 -1,091 -105,792 46,157 7,506 6,671 63,805 -8,184 -24,313 -25,943 Percent of Open Interest Represented by Each Category of Trader 21.2 22.5 19.1 11.5 7.4 2.8 9.1 7.7 21.6 3.9 4.0 2.8 8.0 12.0 Number of Traders in Each Category Total Traders: 246 29 45 69 14 9 16 53 48 86 20 13 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 38,536 Positions 34,985 460 197 0 14,226 27 3,289 15,751 16 0 7,812 0 22 47 Changes from: August 27, 2013 Total Change is: -362 -159 -460 -224 0 -72 0 29 637 0 0 -276 0 -8 33 Percent of Open Interest Represented by Each Category of Trader 90.8 1.2 0.5 0.0 36.9 0.1 8.5 40.9 0.0 0.0 20.3 0.0 0.1 0.1 Number of Traders in Each Category Total Traders: 36 7 . . 0 8 . . 9 . 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 24,034 Positions 19,634 1,153 1,357 0 6,534 0 292 3,942 2,750 0 8,242 0 1 56 Changes from: August 27, 2013 Total Change is: 3,731 -128 575 1,001 0 0 0 126 -225 2,750 0 -367 0 -18 -3 Percent of Open Interest Represented by Each Category of Trader 81.7 4.8 5.6 0.0 27.2 0.0 1.2 16.4 11.4 0.0 34.3 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 24 4 . . 0 6 0 . 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 67,467 Positions 11,620 29,089 807 5,155 3,192 248 19,102 29,490 2,149 18,720 731 2 9,664 1,759 Changes from: August 27, 2013 Total Change is: -6,463 -553 306 -35 6 -587 -77 -7,259 -4,938 151 170 -500 -195 1,329 -588 Percent of Open Interest Represented by Each Category of Trader 17.2 43.1 1.2 7.6 4.7 0.4 28.3 43.7 3.2 27.7 1.1 0.0 14.3 2.6 Number of Traders in Each Category Total Traders: 152 5 . . 8 4 . 37 15 10 74 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 355,427 Positions 133,412 4,432 38,723 39,425 17,190 11,060 30,605 182,053 40,236 9,350 8,427 30,147 22,469 23,159 Changes from: August 27, 2013 Total Change is: -27,528 -5,926 -1,469 4,965 -9,678 -5,359 1,429 -1,657 -8,277 -10,377 234 -132 -6,030 -488 -2,278 Percent of Open Interest Represented by Each Category of Trader 37.5 1.2 10.9 11.1 4.8 3.1 8.6 51.2 11.3 2.6 2.4 8.5 6.3 6.5 Number of Traders in Each Category Total Traders: 161 24 6 21 5 13 11 30 41 43 18 14 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 8,003 Positions 1,434 490 0 2,120 0 1,268 2,371 5,453 783 0 0 0 27 9 Changes from: August 27, 2013 Total Change is: 1,251 24 -98 0 320 -264 1,145 -239 513 1 0 0 0 0 -46 Percent of Open Interest Represented by Each Category of Trader 17.9 6.1 0.0 26.5 0.0 15.8 29.6 68.1 9.8 0.0 0.0 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 21 . . 0 7 0 . 5 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 3, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,443 Positions 1,052 7,299 0 6,407 0 0 2,138 2,767 52 0 0 0 794 325 Changes from: August 27, 2013 Total Change is: 398 -98 0 -91 -61 0 0 724 511 14 0 0 0 -90 -36 Percent of Open Interest Represented by Each Category of Trader 10.1 69.9 0.0 61.4 0.0 0.0 20.5 26.5 0.5 0.0 0.0 0.0 7.6 3.1 Number of Traders in Each Category Total Traders: 23 . . 0 10 0 0 7 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 6, 2013