Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 109,190
Positions
8,829 51,506 3,181 17,108 6,944 322 18,551 14,618 7,401 12,242 554 166 41,390 24,498
Changes from: August 30, 2011 Total Change is: 1,953
-634 -4,183 355 1,399 1,303 -258 -500 4,016 725 786 -53 3 77 45
Percent of Open Interest Represented by Each Category of Trader
8.1 47.2 2.9 15.7 6.4 0.3 17.0 13.4 6.8 11.2 0.5 0.2 37.9 22.4
Number of Traders in Each Category Total Traders: 84
7 15 5 5 5 . 16 19 10 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,785
Positions
6,718 27,849 1,197 949 971 129 18,840 4,056 114 0 0 0 17,838 11,469
Changes from: August 30, 2011 Total Change is: 219
1,491 -919 55 14 -36 10 -414 1,005 83 0 0 0 -1,020 21
Percent of Open Interest Represented by Each Category of Trader
14.7 60.8 2.6 2.1 2.1 0.3 41.1 8.9 0.2 0.0 0.0 0.0 39.0 25.0
Number of Traders in Each Category Total Traders: 38
6 10 5 . . . 16 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 110,372
Positions
41,583 3,496 4,496 8,925 34,363 883 28,491 40,168 773 1,996 4,007 0 23,225 22,186
Changes from: August 30, 2011 Total Change is: 14,208
21,852 -8,225 3,986 152 1,333 35 -5,265 14,001 529 -672 0 0 -6,409 2,549
Percent of Open Interest Represented by Each Category of Trader
37.7 3.2 4.1 8.1 31.1 0.8 25.8 36.4 0.7 1.8 3.6 0.0 21.0 20.1
Number of Traders in Each Category Total Traders: 95
15 6 7 5 11 4 26 26 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,412
Positions
7,270 67,205 1,302 35,573 9,104 1,162 48,378 9,717 753 1,695 2,252 0 27,279 31,917
Changes from: August 30, 2011 Total Change is: -2,716
893 -6,334 151 757 -91 124 -1,501 -537 620 695 0 0 -4,455 3,351
Percent of Open Interest Represented by Each Category of Trader
5.9 54.5 1.1 28.8 7.4 0.9 39.2 7.9 0.6 1.4 1.8 0.0 22.1 25.9
Number of Traders in Each Category Total Traders: 91
10 11 5 11 6 5 33 14 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 209,515
Positions
52,370 34,782 12,524 32,752 30,303 2,030 53,812 61,495 4,396 6,100 9,153 398 45,133 54,434
Changes from: August 30, 2011 Total Change is: 30,353
16,811 -10,035 7,191 1,325 1,035 394 10,705 21,729 1,096 -1,339 1,934 142 -5,972 6,867
Percent of Open Interest Represented by Each Category of Trader
25.0 16.6 6.0 15.6 14.5 1.0 25.7 29.4 2.1 2.9 4.4 0.2 21.5 26.0
Number of Traders in Each Category Total Traders: 173
23 14 12 15 19 10 29 56 22 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,598
Positions
7,631 82,985 684 3,369 8,420 324 82,747 13,107 7,494 964 522 0 28,385 18,062
Changes from: August 30, 2011 Total Change is: 11,204
-1,789 3,295 467 230 478 11 2,808 1,797 7,195 -3 522 -5 2,290 -2,556
Percent of Open Interest Represented by Each Category of Trader
5.8 63.1 0.5 2.6 6.4 0.2 62.9 10.0 5.7 0.7 0.4 0.0 21.6 13.7
Number of Traders in Each Category Total Traders: 69
6 13 . . 5 . 26 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 101,144
Positions
44,421 54,527 32,649 0 0 0 20,733 11,850 1,224 1,082 0 0 1,035 894
Changes from: August 30, 2011 Total Change is: -1,995
1,514 1,543 -3,213 0 0 0 -527 -536 373 0 0 0 -142 -162
Percent of Open Interest Represented by Each Category of Trader
43.9 53.9 32.3 0.0 0.0 0.0 20.5 11.7 1.2 1.1 0.0 0.0 1.0 0.9
Number of Traders in Each Category Total Traders: 26
10 10 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 111,130
Positions
46,405 60,629 3,742 18,497 1,523 0 32,826 30,651 1,318 1,242 4,085 240 6,860 8,942
Changes from: August 30, 2011 Total Change is: -225
1,443 -2,518 1,778 3,529 -224 0 -8,180 -331 729 444 -387 240 -208 488
Percent of Open Interest Represented by Each Category of Trader
41.8 54.6 3.4 16.6 1.4 0.0 29.5 27.6 1.2 1.1 3.7 0.2 6.2 8.0
Number of Traders in Each Category Total Traders: 96
12 9 . 7 . 0 15 37 9 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,956
Positions
30,435 17,440 66 1,090 0 0 1,316 881 16 322 15,138 0 711 415
Changes from: August 30, 2011 Total Change is: -5,455
2,243 -2,380 -3,811 22 0 0 -821 649 -272 -101 2,510 -2,510 -205 359
Percent of Open Interest Represented by Each Category of Trader
89.6 51.4 0.2 3.2 0.0 0.0 3.9 2.6 0.0 0.9 44.6 0.0 2.1 1.2
Number of Traders in Each Category Total Traders: 20
4 5 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,939
Positions
4,175 23,722 3 509 0 0 17,520 2,135 14 1,098 0 0 4,620 2,065
Changes from: August 30, 2011 Total Change is: 1,083
-343 342 -68 149 0 0 965 68 14 -47 0 0 413 727
Percent of Open Interest Represented by Each Category of Trader
14.9 84.9 0.0 1.8 0.0 0.0 62.7 7.6 0.1 3.9 0.0 0.0 16.5 7.4
Number of Traders in Each Category Total Traders: 44
5 10 . . 0 0 17 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,603
Positions
19,264 24,488 5,999 3,270 3,903 126 8,147 5,477 3,811 4,245 200 0 6,742 7,600
Changes from: August 30, 2011 Total Change is: -1,211
-1,612 1,238 -8 -79 943 -468 -137 -3,533 278 16 200 -1 799 140
Percent of Open Interest Represented by Each Category of Trader
37.3 47.5 11.6 6.3 7.6 0.2 15.8 10.6 7.4 8.2 0.4 0.0 13.1 14.7
Number of Traders in Each Category Total Traders: 91
19 14 7 7 6 . 21 15 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,202
Positions
8,951 9,402 51 691 268 0 764 2,460 34 1,013 0 0 2,698 1,987
Changes from: August 30, 2011 Total Change is: 368
0 0 0 0 10 0 -343 10 -9 282 0 0 438 357
Percent of Open Interest Represented by Each Category of Trader
63.0 66.2 0.4 4.9 1.9 0.0 5.4 17.3 0.2 7.1 0.0 0.0 19.0 14.0
Number of Traders in Each Category Total Traders: 22
8 5 . . . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,801
Positions
32,258 41,804 263 5,158 7,270 251 20,709 11,976 1,611 6,463 400 0 8,088 11,226
Changes from: August 30, 2011 Total Change is: -3,158
-3,202 2,497 -38 -158 1,865 -935 215 -7,282 771 -532 400 -1 722 -435
Percent of Open Interest Represented by Each Category of Trader
43.1 55.9 0.4 6.9 9.7 0.3 27.7 16.0 2.2 8.6 0.5 0.0 10.8 15.0
Number of Traders in Each Category Total Traders: 87
17 16 5 6 5 . 23 15 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,193,021
Positions
166,889 133,091 112,729 406,896 228,734 66,378 100,804 245,081 141,324 21,821 100,380 16,818 159,361 148,485
Changes from: August 30, 2011 Total Change is: 79,227
27,094 8,868 19,961 -2,963 17,847 1,205 7,618 -890 18,666 -2,739 7,452 1,662 8,723 4,455
Percent of Open Interest Represented by Each Category of Trader
14.0 11.2 9.4 34.1 19.2 5.6 8.4 20.5 11.8 1.8 8.4 1.4 13.4 12.4
Number of Traders in Each Category Total Traders: 613
37 57 36 111 70 64 80 164 76 36 55 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 440,478
Positions
132,401 77,172 30,603 114,153 40,584 12,444 50,527 135,250 3,430 10,114 44,880 8,953 77,853 87,162
Changes from: August 30, 2011 Total Change is: 40,653
23,570 10,735 8,526 498 -1,916 66 4,573 12,701 249 -3,094 4,290 836 5,429 5,166
Percent of Open Interest Represented by Each Category of Trader
30.1 17.5 6.9 25.9 9.2 2.8 11.5 30.7 0.8 2.3 10.2 2.0 17.7 19.8
Number of Traders in Each Category Total Traders: 135
16 13 12 29 14 11 22 25 14 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,762,716
Positions
495,790 602,946 87,279 1,480,369 957,406 253,016 844,234 1,142,001 96,625 83,135 302,100 14,728 407,540 306,615
Changes from: August 30, 2011 Total Change is: 192,868
59,084 32,131 15,707 -15,984 100,133 4,375 98,659 15,482 8,652 5,592 19,630 313 16,470 -3,555
Percent of Open Interest Represented by Each Category of Trader
13.2 16.0 2.3 39.3 25.4 6.7 22.4 30.4 2.6 2.2 8.0 0.4 10.8 8.1
Number of Traders in Each Category Total Traders: 580
37 53 23 98 65 60 79 163 54 32 53 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,220
Positions
16,214 26,991 135 62,927 54,283 4,242 18,669 11,999 98 1,514 4,353 0 6,421 8,119
Changes from: August 30, 2011 Total Change is: 73
4,936 -2,833 11 -12,393 3,834 586 6,544 -865 -1,023 47 156 0 1,365 207
Percent of Open Interest Represented by Each Category of Trader
14.7 24.5 0.1 57.1 49.2 3.8 16.9 10.9 0.1 1.4 3.9 0.0 5.8 7.4
Number of Traders in Each Category Total Traders: 84
9 9 . 30 14 9 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 106,003
Positions
25,677 24,585 21,691 16,842 17,992 990 13,808 11,452 14,024 700 3,363 644 11,628 11,261
Changes from: August 30, 2011 Total Change is: 4,383
-1,151 -1,535 530 3,154 7,210 -482 1,871 -1,389 -1,357 -112 183 1 1,928 1,222
Percent of Open Interest Represented by Each Category of Trader
24.2 23.2 20.5 15.9 17.0 0.9 13.0 10.8 13.2 0.7 3.2 0.6 11.0 10.6
Number of Traders in Each Category Total Traders: 209
24 27 12 28 23 12 38 52 17 4 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,456
Positions
15,798 13,977 0 334 0 0 8,234 5,781 36 343 507 0 2,711 7,155
Changes from: August 30, 2011 Total Change is: 406
244 0 0 0 0 0 0 -1,018 1 0 0 0 161 1,423
Percent of Open Interest Represented by Each Category of Trader
57.5 50.9 0.0 1.2 0.0 0.0 30.0 21.1 0.1 1.2 1.8 0.0 9.9 26.1
Number of Traders in Each Category Total Traders: 25
11 5 0 . 0 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 392,734
Positions
148,893 152,538 8,955 82,538 89,962 4,951 91,262 91,750 6,546 3,499 15,996 1,507 44,583 20,529
Changes from: August 30, 2011 Total Change is: 19,883
-5,415 -6,115 1,088 15,772 36,050 -2,410 5,463 -5,747 -2,897 -558 916 3 8,837 -1,005
Percent of Open Interest Represented by Each Category of Trader
37.9 38.8 2.3 21.0 22.9 1.3 23.2 23.4 1.7 0.9 4.1 0.4 11.4 5.2
Number of Traders in Each Category Total Traders: 207
23 27 7 28 23 12 39 51 14 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 456,901
Positions
247,198 25,890 18,844 104,648 197,923 33,880 31,100 132,825 3,461 1,942 20,225 170 15,658 23,683
Changes from: August 30, 2011 Total Change is: 22,790
25,631 -796 2,462 -17,646 22,744 1,035 8,033 -5,597 818 -271 1,459 170 2,558 495
Percent of Open Interest Represented by Each Category of Trader
54.1 5.7 4.1 22.9 43.3 7.4 6.8 29.1 0.8 0.4 4.4 0.0 3.4 5.2
Number of Traders in Each Category Total Traders: 251
23 14 6 51 53 27 26 66 9 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,150
Positions
5,057 5,567 2,830 5,560 722 202 9,987 8,932 3,024 466 3,836 0 15,024 17,037
Changes from: August 30, 2011 Total Change is: 11,049
-1,361 438 2,286 -1,061 0 0 -410 -2,761 3,024 50 3 0 8,521 8,059
Percent of Open Interest Represented by Each Category of Trader
12.0 13.2 6.7 13.2 1.7 0.5 23.7 21.2 7.2 1.1 9.1 0.0 35.6 40.4
Number of Traders in Each Category Total Traders: 54
10 9 4 7 . . 9 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,673
Positions
15,533 48,846 2,640 6,557 6,679 339 9,358 4,019 1,630 2,318 0 0 40,298 14,520
Changes from: August 30, 2011 Total Change is: 16,047
1,515 5,611 842 1,763 124 0 -1,686 263 842 206 0 0 12,565 8,365
Percent of Open Interest Represented by Each Category of Trader
19.7 62.1 3.4 8.3 8.5 0.4 11.9 5.1 2.1 2.9 0.0 0.0 51.2 18.5
Number of Traders in Each Category Total Traders: 71
13 20 12 6 5 . 13 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,951
Positions
1,092 4,659 1,305 24,495 25,189 4,702 5,630 4,968 4 1,140 0 0 3,583 1,124
Changes from: August 30, 2011 Total Change is: 3,073
468 44 106 147 1,315 445 367 57 0 -47 0 0 1,587 1,106
Percent of Open Interest Represented by Each Category of Trader
2.6 11.1 3.1 58.4 60.0 11.2 13.4 11.8 0.0 2.7 0.0 0.0 8.5 2.7
Number of Traders in Each Category Total Traders: 53
. . . 15 20 9 9 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,242
Positions
10,386 19,963 1,825 23,691 9,328 1,265 7,684 15,903 565 1,899 158 657 7,270 5,578
Changes from: August 30, 2011 Total Change is: 2,998
1,837 -655 -33 295 65 77 -335 487 93 163 6 -6 907 2,964
Percent of Open Interest Represented by Each Category of Trader
18.8 36.1 3.3 42.9 16.9 2.3 13.9 28.8 1.0 3.4 0.3 1.2 13.2 10.1
Number of Traders in Each Category Total Traders: 66
8 9 . 17 6 8 15 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 642,580
Positions
19,556 109,577 11,067 323,032 131,781 58,463 43,138 109,463 21,013 7,660 62,517 0 158,651 138,699
Changes from: August 30, 2011 Total Change is: -46,437
2,842 -6,615 -11,496 9,089 -3,323 -22,387 -16,146 9,405 -9,853 1,312 700 0 202 -2,868
Percent of Open Interest Represented by Each Category of Trader
3.0 17.1 1.7 50.3 20.5 9.1 6.7 17.0 3.3 1.2 9.7 0.0 24.7 21.6
Number of Traders in Each Category Total Traders: 153
10 20 10 39 20 28 33 21 16 . 8 0
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Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 412,311
Positions
2,500 195,852 2,715 296,308 16,398 21,322 2,113 113,828 19,278 3,445 4,699 0 64,630 38,219
Changes from: August 30, 2011 Total Change is: -14,984
0 -2,781 -892 -976 -2,566 -415 96 -6,800 -2,889 -1,735 2,665 0 -8,173 -1,306
Percent of Open Interest Represented by Each Category of Trader
0.6 47.5 0.7 71.9 4.0 5.2 0.5 27.6 4.7 0.8 1.1 0.0 15.7 9.3
Number of Traders in Each Category Total Traders: 76
. 15 5 36 5 14 . 14 7 . . 0
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Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 770,286
Positions
86,908 73,969 9,936 129,736 226,753 90,022 214,406 154,326 48,565 69,079 45,853 1,736 119,898 119,126
Changes from: August 30, 2011 Total Change is: -116,852
-19,646 -3,767 -8,771 -10,123 3,410 -2,619 -59,724 -36,535 -17,887 9,149 -34,654 -193 -7,038 -15,836
Percent of Open Interest Represented by Each Category of Trader
11.3 9.6 1.3 16.8 29.4 11.7 27.8 20.0 6.3 9.0 6.0 0.2 15.6 15.5
Number of Traders in Each Category Total Traders: 224
14 27 13 31 51 38 35 38 20 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,766,216
Positions
69,843 219,526 23,537 820,173 550,283 230,750 215,334 276,818 33,783 52,914 88,350 22,077 297,805 321,092
Changes from: August 30, 2011 Total Change is: -245,606
-4,055 -16,557 -73,654 -22,242 11,782 23,599 -30,945 -59,375 -113,285 -23,632 -12,585 -9,005 7,613 3,474
Percent of Open Interest Represented by Each Category of Trader
4.0 12.4 1.3 46.4 31.2 13.1 12.2 15.7 1.9 3.0 5.0 1.2 16.9 18.2
Number of Traders in Each Category Total Traders: 227
15 31 18 32 56 48 43 33 25 6 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,351,376
Positions
91,593 178,495 27,074 381,974 546,557 109,681 289,261 100,613 58,005 169,475 72,011 6,592 217,721 252,348
Changes from: August 30, 2011 Total Change is: -79,791
-2,334 20,893 -22,140 -7,659 5,588 -14,882 -3,840 9,145 -37,447 31,349 -9,197 -4,735 -18,103 -27,016
Percent of Open Interest Represented by Each Category of Trader
6.8 13.2 2.0 28.3 40.4 8.1 21.4 7.4 4.3 12.5 5.3 0.5 16.1 18.7
Number of Traders in Each Category Total Traders: 184
9 33 16 21 48 35 32 24 21 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 711,422
Positions
261,800 273,010 192,696 3,991 4,304 7,077 88,780 71,713 106,184 7,061 5,076 8,512 35,321 42,850
Changes from: August 30, 2011 Total Change is: -88,080
-26,576 -15,861 -52,212 -1,429 -1,078 -48 -1,229 -10,214 -2,178 1,663 -609 -3,706 -2,365 -2,174
Percent of Open Interest Represented by Each Category of Trader
36.8 38.4 27.1 0.6 0.6 1.0 12.5 10.1 14.9 1.0 0.7 1.2 5.0 6.0
Number of Traders in Each Category Total Traders: 131
27 35 51 . 5 . 24 19 29 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 9,701,993
Positions
1,047,713 3,410,551 1,823,503 3,254,842 59,997 159,996 865,340 1,047,288 1,514,456 60,584 595,367 178,911 796,648 911,924
Changes from: August 30, 2011 Total Change is: 28,562
28,812 -146,231 34,999 -55,809 17,032 2,901 -15,975 24,200 44,045 1,154 63,772 2,552 -14,117 -14,708
Percent of Open Interest Represented by Each Category of Trader
10.8 35.2 18.8 33.5 0.6 1.6 8.9 10.8 15.6 0.6 6.1 1.8 8.2 9.4
Number of Traders in Each Category Total Traders: 272
37 57 84 12 13 14 48 62 85 10 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,743
Positions
3,852 4,694 0 1,206 792 12 2,258 5,435 490 3,601 240 0 324 80
Changes from: August 30, 2011 Total Change is: 299
139 -171 -1 -329 0 0 10 -6 486 0 -10 0 -6 1
Percent of Open Interest Represented by Each Category of Trader
32.8 40.0 0.0 10.3 6.7 0.1 19.2 46.3 4.2 30.7 2.0 0.0 2.8 0.7
Number of Traders in Each Category Total Traders: 33
. 5 0 . 4 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,469
Positions
17,170 10,905 0 1,284 1,772 11 3,454 4,040 207 80 5,483 0 263 51
Changes from: August 30, 2011 Total Change is: 1,243
738 1,408 0 67 -383 11 267 0 203 -30 30 0 -13 -26
Percent of Open Interest Represented by Each Category of Trader
76.4 48.5 0.0 5.7 7.9 0.0 15.4 18.0 0.9 0.4 24.4 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 37
5 6 0 . 5 . 10 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,566
Positions
15,348 14,872 1 1,547 564 796 20,945 26,793 3,332 2,366 1,276 6 6,225 2,926
Changes from: August 30, 2011 Total Change is: -5,104
-2,531 813 -308 1,246 -4,423 -300 -7,614 -794 2,270 1,256 -870 4 873 -1,496
Percent of Open Interest Represented by Each Category of Trader
30.4 29.4 0.0 3.1 1.1 1.6 41.4 53.0 6.6 4.7 2.5 0.0 12.3 5.8
Number of Traders in Each Category Total Traders: 109
5 8 . 5 . . 34 27 12 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 166,198
Positions
39,730 53,363 35,067 4,741 766 6,750 22,043 20,441 17,778 9,894 2,249 12,024 18,171 17,760
Changes from: August 30, 2011 Total Change is: 3,906
1,097 -3,888 2,350 -191 -320 -319 -845 2,658 -1,755 -1,483 792 952 4,100 3,436
Percent of Open Interest Represented by Each Category of Trader
23.9 32.1 21.1 2.9 0.5 4.1 13.3 12.3 10.7 6.0 1.4 7.2 10.9 10.7
Number of Traders in Each Category Total Traders: 105
11 11 21 6 . 9 16 21 26 9 7 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,981
Positions
3,015 4,704 0 2,142 484 0 4,454 1,644 625 150 3,361 1,041 554 122
Changes from: August 30, 2011 Total Change is: -356
-260 -104 0 -39 0 0 -211 369 0 0 -897 154 0 122
Percent of Open Interest Represented by Each Category of Trader
25.2 39.3 0.0 17.9 4.0 0.0 37.2 13.7 5.2 1.3 28.1 8.7 4.6 1.0
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 5 . . . .
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Updated September 9, 2011