Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 121,296
Positions
8,625 56,183 9,577 15,709 5,672 602 18,986 9,846 10,505 11,312 504 1,130 44,851 27,278
Changes from: August 23, 2011 Total Change is: 2,905
907 4,707 961 -167 -1,910 296 679 -2,361 615 826 499 331 -1,541 -233
Percent of Open Interest Represented by Each Category of Trader
7.1 46.3 7.9 13.0 4.7 0.5 15.7 8.1 8.7 9.3 0.4 0.9 37.0 22.5
Number of Traders in Each Category Total Traders: 88
7 14 8 5 5 4 20 19 17 15 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 56,462
Positions
5,294 26,867 5,647 935 1,007 119 19,143 4,485 4,236 0 0 0 21,088 14,100
Changes from: August 23, 2011 Total Change is: -904
-500 -3,427 1,655 0 11 0 -3,043 -620 1,426 0 0 0 -442 51
Percent of Open Interest Represented by Each Category of Trader
9.4 47.6 10.0 1.7 1.8 0.2 33.9 7.9 7.5 0.0 0.0 0.0 37.3 25.0
Number of Traders in Each Category Total Traders: 38
6 10 9 . . . 13 6 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 101,986
Positions
19,794 11,928 2,667 8,773 33,030 848 33,518 25,845 2,342 2,668 4,007 0 31,377 21,320
Changes from: August 23, 2011 Total Change is: -6,449
5,592 -9,627 241 -2,270 1,742 2 -10,740 192 335 2,223 -588 0 -1,831 1,254
Percent of Open Interest Represented by Each Category of Trader
19.4 11.7 2.6 8.6 32.4 0.8 32.9 25.3 2.3 2.6 3.9 0.0 30.8 20.9
Number of Traders in Each Category Total Traders: 93
10 11 9 5 12 4 30 19 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 140,297
Positions
6,526 72,628 7,243 34,816 9,204 1,060 50,092 10,083 5,798 1,000 2,364 326 33,435 31,591
Changes from: August 23, 2011 Total Change is: -4,953
-418 -1,095 401 -120 -386 -27 -6,103 -4,027 -405 -498 89 -173 2,391 670
Percent of Open Interest Represented by Each Category of Trader
4.7 51.8 5.2 24.8 6.6 0.8 35.7 7.2 4.1 0.7 1.7 0.2 23.8 22.5
Number of Traders in Each Category Total Traders: 97
8 14 9 11 8 5 30 18 16 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 228,404
Positions
35,020 43,173 16,125 31,446 29,538 1,704 43,864 37,916 33,889 7,123 7,555 3,637 55,596 54,867
Changes from: August 23, 2011 Total Change is: 5,172
-114 3,320 -140 5,927 -3,455 -195 767 1,068 1,823 -5,953 -497 -554 3,610 3,803
Percent of Open Interest Represented by Each Category of Trader
15.3 18.9 7.1 13.8 12.9 0.7 19.2 16.6 14.8 3.1 3.3 1.6 24.3 24.0
Number of Traders in Each Category Total Traders: 176
22 15 15 16 22 12 34 50 44 7 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 128,337
Positions
9,374 78,468 4,095 3,139 8,114 313 79,718 11,558 2,954 966 28 147 27,631 22,660
Changes from: August 23, 2011 Total Change is: 8,582
-5,745 6,262 911 473 495 1 9,348 2,549 320 3 -71 13 3,258 -1,897
Percent of Open Interest Represented by Each Category of Trader
7.3 61.1 3.2 2.4 6.3 0.2 62.1 9.0 2.3 0.8 0.0 0.1 21.5 17.7
Number of Traders in Each Category Total Traders: 72
8 13 11 . 6 . 26 11 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 105,003
Positions
44,723 54,800 35,910 0 0 0 21,260 12,386 851 1,082 0 0 1,177 1,056
Changes from: August 23, 2011 Total Change is: -65
-2,917 -3,420 2,868 0 0 0 -122 359 0 0 0 0 106 128
Percent of Open Interest Represented by Each Category of Trader
42.6 52.2 34.2 0.0 0.0 0.0 20.2 11.8 0.8 1.0 0.0 0.0 1.1 1.0
Number of Traders in Each Category Total Traders: 25
8 11 15 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 111,355
Positions
44,962 63,147 1,964 14,968 1,747 0 41,006 30,982 589 798 4,472 0 7,068 8,454
Changes from: August 23, 2011 Total Change is: -3,069
2,718 -4,713 1,410 -9,003 183 0 1,361 -491 234 0 -49 0 211 357
Percent of Open Interest Represented by Each Category of Trader
40.4 56.7 1.8 13.4 1.6 0.0 36.8 27.8 0.5 0.7 4.0 0.0 6.3 7.6
Number of Traders in Each Category Total Traders: 94
11 12 . 8 . 0 17 32 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 39,411
Positions
28,192 19,820 3,877 1,068 0 0 2,137 232 288 423 12,628 2,510 916 56
Changes from: August 23, 2011 Total Change is: 11,673
10,008 10,371 1,235 6 0 0 125 11 285 -51 0 0 65 -229
Percent of Open Interest Represented by Each Category of Trader
71.5 50.3 9.8 2.7 0.0 0.0 5.4 0.6 0.7 1.1 32.0 6.4 2.3 0.1
Number of Traders in Each Category Total Traders: 22
4 6 4 . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 26,856
Positions
4,518 23,380 71 360 0 0 16,555 2,067 0 1,145 0 0 4,207 1,338
Changes from: August 23, 2011 Total Change is: 352
219 438 -29 13 -115 0 -176 78 0 237 0 0 88 -20
Percent of Open Interest Represented by Each Category of Trader
16.8 87.1 0.3 1.3 0.0 0.0 61.6 7.7 0.0 4.3 0.0 0.0 15.7 5.0
Number of Traders in Each Category Total Traders: 44
5 10 . . 0 0 18 5 0 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 54,890
Positions
20,824 23,228 6,109 3,349 2,961 593 8,623 9,146 4,668 4,090 54 453 6,180 7,678
Changes from: August 23, 2011 Total Change is: 472
1,043 -5,077 75 480 -573 96 -526 5,244 -129 2 29 -72 -496 878
Percent of Open Interest Represented by Each Category of Trader
37.9 42.3 11.1 6.1 5.4 1.1 15.7 16.7 8.5 7.5 0.1 0.8 11.3 14.0
Number of Traders in Each Category Total Traders: 87
19 16 10 6 6 . 17 17 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 13,888
Positions
8,951 9,402 51 691 258 0 1,104 2,450 46 731 0 0 2,314 1,681
Changes from: August 23, 2011 Total Change is: 54
0 0 0 0 0 0 56 -10 8 0 0 0 -10 56
Percent of Open Interest Represented by Each Category of Trader
64.5 67.7 0.4 5.0 1.9 0.0 7.9 17.6 0.3 5.3 0.0 0.0 16.7 12.1
Number of Traders in Each Category Total Traders: 22
8 5 . . . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 82,003
Positions
35,357 39,262 507 5,316 5,405 1,186 21,173 19,526 3,110 6,717 107 907 7,731 11,994
Changes from: August 23, 2011 Total Change is: 836
2,688 -9,552 -452 959 -1,146 191 -1,052 10,619 -385 4 59 -144 -973 1,646
Percent of Open Interest Represented by Each Category of Trader
43.1 47.9 0.6 6.5 6.6 1.4 25.8 23.8 3.8 8.2 0.1 1.1 9.4 14.6
Number of Traders in Each Category Total Traders: 82
17 17 8 5 5 . 17 17 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 1,341,228
Positions
139,137 124,120 112,364 409,888 211,911 66,359 83,303 233,769 295,441 24,303 90,864 45,982 164,451 160,418
Changes from: August 23, 2011 Total Change is: 48,840
11,056 7,001 11,996 8,363 -3,355 -7,227 661 11,258 -8,222 -898 1,015 3,752 29,358 32,622
Percent of Open Interest Represented by Each Category of Trader
10.4 9.3 8.4 30.6 15.8 4.9 6.2 17.4 22.0 1.8 6.8 3.4 12.3 12.0
Number of Traders in Each Category Total Traders: 634
37 59 45 113 71 69 79 172 110 39 62 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 532,269
Positions
109,366 66,296 36,730 113,719 43,206 13,359 47,488 124,780 92,181 12,771 38,870 24,356 82,299 92,491
Changes from: August 23, 2011 Total Change is: 18,658
9,220 -967 6,391 -2,581 -1,741 98 6,843 -8,956 -6,311 2,383 2,379 466 2,149 27,299
Percent of Open Interest Represented by Each Category of Trader
20.5 12.5 6.9 21.4 8.1 2.5 8.9 23.4 17.3 2.4 7.3 4.6 15.5 17.4
Number of Traders in Each Category Total Traders: 151
15 13 12 30 15 14 30 28 49 9 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 4,044,795
Positions
433,852 574,119 93,174 1,496,350 859,029 249,499 728,289 1,094,162 467,082 83,719 286,026 82,072 410,759 339,633
Changes from: August 23, 2011 Total Change is: 150,909
37,203 67,860 1 53,828 -8,961 -35,733 -70,621 61,359 30,159 1,057 10,642 -1,029 136,045 26,612
Percent of Open Interest Represented by Each Category of Trader
10.7 14.2 2.3 37.0 21.2 6.2 18.0 27.1 11.5 2.1 7.1 2.0 10.2 8.4
Number of Traders in Each Category Total Traders: 588
35 56 39 98 65 63 79 163 97 34 58 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 110,175
Positions
11,278 29,824 124 75,320 50,449 3,656 12,125 12,884 1,125 1,467 4,197 0 5,080 7,916
Changes from: August 23, 2011 Total Change is: 1,997
-1,445 4,324 -4 8,171 -1,537 -1,726 -1,201 -34 951 -951 -30 0 -1,797 53
Percent of Open Interest Represented by Each Category of Trader
10.2 27.1 0.1 68.4 45.8 3.3 11.0 11.7 1.0 1.3 3.8 0.0 4.6 7.2
Number of Traders in Each Category Total Traders: 92
7 11 . 34 14 9 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 103,758
Positions
26,823 26,109 21,294 13,687 10,782 1,472 11,849 12,883 16,722 1,066 3,250 1,022 9,823 10,225
Changes from: August 23, 2011 Total Change is: 4,861
1,284 -1,397 3,337 290 -2,014 -186 -1,788 2,319 2,604 10 139 47 -739 12
Percent of Open Interest Represented by Each Category of Trader
25.9 25.2 20.5 13.2 10.4 1.4 11.4 12.4 16.1 1.0 3.1 1.0 9.5 9.9
Number of Traders in Each Category Total Traders: 208
25 26 12 28 22 14 33 56 30 9 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 27,297
Positions
15,554 13,977 0 334 0 0 8,234 6,991 53 549 507 0 2,574 5,770
Changes from: August 23, 2011 Total Change is: 2,392
1,177 986 0 0 0 0 1,555 1,948 27 143 0 0 -510 -569
Percent of Open Interest Represented by Each Category of Trader
57.0 51.2 0.0 1.2 0.0 0.0 30.2 25.6 0.2 2.0 1.9 0.0 9.4 21.1
Number of Traders in Each Category Total Traders: 27
10 5 0 . 0 0 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 382,305
Positions
154,284 158,599 8,533 66,766 53,912 7,361 86,281 97,665 15,141 4,301 15,428 3,393 36,246 22,273
Changes from: August 23, 2011 Total Change is: 12,344
16,951 4,497 273 1,450 -10,070 -929 -2,857 15,709 -970 -660 695 234 -1,147 2,905
Percent of Open Interest Represented by Each Category of Trader
40.4 41.5 2.2 17.5 14.1 1.9 22.6 25.5 4.0 1.1 4.0 0.9 9.5 5.8
Number of Traders in Each Category Total Traders: 206
24 26 7 28 22 14 34 55 27 8 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 436,186
Positions
221,567 26,686 16,382 122,294 175,179 32,845 22,850 138,310 4,514 2,213 18,789 0 13,521 23,481
Changes from: August 23, 2011 Total Change is: -2,970
-405 2,987 2,148 6,792 -11,245 -478 -4,768 5,542 -207 -977 1,694 -81 -4,994 -3,330
Percent of Open Interest Represented by Each Category of Trader
50.8 6.1 3.8 28.0 40.2 7.5 5.2 31.7 1.0 0.5 4.3 0.0 3.1 5.4
Number of Traders in Each Category Total Traders: 247
20 14 6 51 51 26 21 72 17 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 31,101
Positions
6,418 5,129 544 6,621 722 202 10,397 11,693 0 416 3,833 0 6,503 8,978
Changes from: August 23, 2011 Total Change is: 592
-231 644 45 -452 -90 0 573 269 0 200 156 0 457 -432
Percent of Open Interest Represented by Each Category of Trader
20.6 16.5 1.7 21.3 2.3 0.6 33.4 37.6 0.0 1.3 12.3 0.0 20.9 28.9
Number of Traders in Each Category Total Traders: 52
11 7 . 7 . . 9 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 62,626
Positions
14,018 43,235 1,798 4,794 6,555 339 11,044 3,756 788 2,112 0 0 27,733 6,155
Changes from: August 23, 2011 Total Change is: 496
235 2,804 183 -20 -409 0 -899 106 135 -393 -1,517 0 1,255 -806
Percent of Open Interest Represented by Each Category of Trader
22.4 69.0 2.9 7.7 10.5 0.5 17.6 6.0 1.3 3.4 0.0 0.0 44.3 9.8
Number of Traders in Each Category Total Traders: 70
14 20 5 5 6 . 13 8 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 38,878
Positions
624 4,615 1,199 24,348 23,874 4,257 5,263 4,911 4 1,187 0 0 1,996 18
Changes from: August 23, 2011 Total Change is: -1,768
-187 -64 81 764 -257 -439 -1,130 -42 0 488 0 0 -1,345 -1,047
Percent of Open Interest Represented by Each Category of Trader
1.6 11.9 3.1 62.6 61.4 10.9 13.5 12.6 0.0 3.1 0.0 0.0 5.1 0.0
Number of Traders in Each Category Total Traders: 52
. . . 15 19 9 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 52,244
Positions
8,549 20,618 1,858 23,396 9,263 1,188 8,019 15,416 472 1,736 152 663 6,363 2,614
Changes from: August 23, 2011 Total Change is: -2,600
368 3,656 -419 -314 825 -74 -1,004 -3,337 0 0 -500 510 -1,667 -3,261
Percent of Open Interest Represented by Each Category of Trader
16.4 39.5 3.6 44.8 17.7 2.3 15.3 29.5 0.9 3.3 0.3 1.3 12.2 5.0
Number of Traders in Each Category Total Traders: 60
8 8 . 13 6 5 14 6 . 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 797,280
Positions
10,177 113,461 50,748 315,348 134,302 85,805 59,211 99,713 96,187 6,362 61,507 3,116 170,328 152,442
Changes from: August 23, 2011 Total Change is: -103,248
176 7,983 -15,365 -23,394 -4,852 3,093 7,550 -10,846 -76,221 -75 -349 -7,058 8,046 368
Percent of Open Interest Represented by Each Category of Trader
1.3 14.2 6.4 39.6 16.8 10.8 7.4 12.5 12.1 0.8 7.7 0.4 21.4 19.1
Number of Traders in Each Category Total Traders: 142
8 17 18 39 22 34 28 20 29 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 431,091
Positions
2,500 199,618 3,607 297,284 18,964 21,737 2,017 119,947 23,209 5,180 2,034 0 75,557 41,974
Changes from: August 23, 2011 Total Change is: 7,969
-691 9,807 -4,989 -1,777 185 1,893 43 -10,154 12,541 2 0 0 948 -1,313
Percent of Open Interest Represented by Each Category of Trader
0.6 46.3 0.8 69.0 4.4 5.0 0.5 27.8 5.4 1.2 0.5 0.0 17.5 9.7
Number of Traders in Each Category Total Traders: 75
. 14 5 36 5 15 . 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 912,358
Positions
105,609 81,184 22,310 139,859 225,247 92,749 275,894 186,933 84,281 60,104 80,515 3,253 128,299 135,887
Changes from: August 23, 2011 Total Change is: -104,646
827 -50,819 -4,556 -84,597 -11,641 -9,941 -30,009 -26,683 18,406 -4,433 -23,177 -3,176 12,833 6,940
Percent of Open Interest Represented by Each Category of Trader
11.6 8.9 2.4 15.3 24.7 10.2 30.2 20.5 9.2 6.6 8.8 0.4 14.1 14.9
Number of Traders in Each Category Total Traders: 235
15 24 20 33 52 39 42 35 33 11 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 2,258,364
Positions
69,974 227,918 181,867 839,386 536,250 230,576 235,750 336,042 269,363 81,148 99,634 42,051 308,249 334,663
Changes from: August 23, 2011 Total Change is: -391,916
-19,498 -47,272 -122,850 -1,354 -14,892 -93,405 19,402 64,803 -119,043 -5,418 6,528 -48,045 -1,706 -17,740
Percent of Open Interest Represented by Each Category of Trader
3.1 10.1 8.1 37.2 23.7 10.2 10.4 14.9 11.9 3.6 4.4 1.9 13.6 14.8
Number of Traders in Each Category Total Traders: 245
19 31 42 32 58 53 46 37 58 10 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,527,680
Positions
96,801 162,728 72,144 389,634 538,329 127,854 291,097 92,040 143,216 146,172 81,289 18,039 242,721 292,039
Changes from: August 23, 2011 Total Change is: -142,691
2,252 -19,118 -67,230 37,457 -40,536 -28,799 -51,892 16,975 -7,459 -13,765 -1,761 -10,200 -3,055 15,437
Percent of Open Interest Represented by Each Category of Trader
6.3 10.7 4.7 25.5 35.2 8.4 19.1 6.0 9.4 9.6 5.3 1.2 15.9 19.1
Number of Traders in Each Category Total Traders: 178
9 26 24 21 46 35 35 25 34 7 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 1,074,116
Positions
289,008 285,984 284,612 5,420 5,437 7,125 66,026 73,699 317,714 16,856 6,004 45,312 42,043 48,229
Changes from: August 23, 2011 Total Change is: -2,148
11,834 1,087 -13,556 -4 685 -246 3,424 11,020 -1,283 -883 -17 591 -2,026 -430
Percent of Open Interest Represented by Each Category of Trader
26.9 26.6 26.5 0.5 0.5 0.7 6.1 6.9 29.6 1.6 0.6 4.2 3.9 4.5
Number of Traders in Each Category Total Traders: 146
29 36 53 . 6 . 27 29 43 . 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 is17,701,571
Positions
1,046,893 3,680,201 3,580,825 3,320,255 143,730 297,389 660,120 691,255 6,496,215 86,907 455,383 1,317,270 895,698 1,039,302
Changes from: August 23, 2011 Total Change is: -1,039
-36,296 -43,418 -6,357 -125,342 -65,233 -10,439 -64,081 -12,250 170,524 6,481 -59,452 116,031 -51,560 -90,445
Percent of Open Interest Represented by Each Category of Trader
5.9 20.8 20.2 18.8 0.8 1.7 3.7 3.9 36.7 0.5 2.6 7.4 5.1 5.9
Number of Traders in Each Category Total Traders: 305
34 65 92 11 18 23 51 82 118 12 20 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 11,444
Positions
3,713 4,865 1 1,535 792 12 2,248 5,441 4 3,601 250 0 330 79
Changes from: August 23, 2011 Total Change is: -1,103
-1,234 -1,079 1 -104 -18 0 222 -27 4 15 0 0 -7 16
Percent of Open Interest Represented by Each Category of Trader
32.4 42.5 0.0 13.4 6.9 0.1 19.6 47.5 0.0 31.5 2.2 0.0 2.9 0.7
Number of Traders in Each Category Total Traders: 31
. 4 . . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 21,226
Positions
16,432 9,497 0 1,217 2,155 0 3,187 4,040 4 110 5,453 0 276 77
Changes from: August 23, 2011 Total Change is: 510
186 162 0 -31 399 0 404 -63 0 0 0 0 -49 12
Percent of Open Interest Represented by Each Category of Trader
77.4 44.7 0.0 5.7 10.2 0.0 15.0 19.0 0.0 0.5 25.7 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 34
5 4 0 . 5 0 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 56,093
Positions
17,882 14,059 333 301 4,987 1,096 28,517 27,587 1,320 1,118 2,151 15 5,509 4,545
Changes from: August 23, 2011 Total Change is: -2,319
296 -499 -16 20 -1,316 -6 -2,646 679 -176 246 -93 5 -41 -896
Percent of Open Interest Represented by Each Category of Trader
31.9 25.1 0.6 0.5 8.9 2.0 50.8 49.2 2.4 2.0 3.8 0.0 9.8 8.1
Number of Traders in Each Category Total Traders: 110
5 8 . . . . 26 36 12 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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 162,292
Positions
38,633 57,251 32,717 4,932 1,086 7,069 22,888 17,783 19,533 11,377 1,457 11,072 14,071 14,324
Changes from: August 23, 2011 Total Change is: -4,706
3,561 -1,019 2,692 225 -500 206 -793 -62 1,086 -5,634 -297 101 -6,150 -6,913
Percent of Open Interest Represented by Each Category of Trader
23.8 35.3 20.2 3.0 0.7 4.4 14.1 11.0 12.0 7.0 0.9 6.8 8.7 8.8
Number of Traders in Each Category Total Traders: 103
12 9 18 7 . 9 21 18 28 10 5 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,337
Positions
3,275 4,808 0 2,181 484 0 4,665 1,275 625 150 4,258 887 554 0
Changes from: August 23, 2011 Total Change is: 82
-171 0 0 -28 -4 0 248 -32 0 0 77 56 -23 -15
Percent of Open Interest Represented by Each Category of Trader
26.5 39.0 0.0 17.7 3.9 0.0 37.8 10.3 5.1 1.2 34.5 7.2 4.5 0.0
Number of Traders in Each Category Total Traders: 26
. . 0 4 . 0 6 5 . . . .
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Updated September 2, 2011