Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 171,278
Positions
6,952 62,384 440 23,490 32,846 1,324 77,396 32,155 7,405 9,254 10,336 610 44,407 23,778
Changes from: August 28, 2012 Total Change is: 7,436
90 7,851 -547 1,430 -248 275 2,701 -4,827 2,871 375 -583 33 208 2,611
Percent of Open Interest Represented by Each Category of Trader
4.1 36.4 0.3 13.7 19.2 0.8 45.2 18.8 4.3 5.4 6.0 0.4 25.9 13.9
Number of Traders in Each Category Total Traders: 92
4 11 5 9 4 4 29 18 7 10 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,949
Positions
20,495 14,710 505 2,031 1,633 173 17,257 20,645 500 1,571 2,609 0 13,417 15,174
Changes from: August 28, 2012 Total Change is: 523
519 366 467 -22 -7 -10 -2,603 263 230 0 0 0 1,942 -786
Percent of Open Interest Represented by Each Category of Trader
36.6 26.3 0.9 3.6 2.9 0.3 30.8 36.9 0.9 2.8 4.7 0.0 24.0 27.1
Number of Traders in Each Category Total Traders: 36
4 7 . . . . 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 133,755
Positions
8,604 15,723 4,429 10,918 32,406 12,624 52,577 36,514 2,973 7,369 3,218 3 34,258 25,865
Changes from: August 28, 2012 Total Change is: 16,721
-1,359 1,988 2,974 232 618 196 6,247 7,107 2,330 -300 -641 3 6,398 2,146
Percent of Open Interest Represented by Each Category of Trader
6.4 11.8 3.3 8.2 24.2 9.4 39.3 27.3 2.2 5.5 2.4 0.0 25.6 19.3
Number of Traders in Each Category Total Traders: 90
7 8 4 8 14 5 28 17 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 152,452
Positions
10,668 61,601 2,452 62,141 8,283 705 51,490 29,757 213 501 18,636 45 24,237 30,760
Changes from: August 28, 2012 Total Change is: 3,008
-851 5,531 1,871 -693 258 -16 1,237 -681 -896 0 -54 0 2,356 -3,005
Percent of Open Interest Represented by Each Category of Trader
7.0 40.4 1.6 40.8 5.4 0.5 33.8 19.5 0.1 0.3 12.2 0.0 15.9 20.2
Number of Traders in Each Category Total Traders: 97
5 15 . 9 8 . 24 27 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 314,363
Positions
87,438 45,843 2,884 31,275 42,113 9,727 77,709 134,605 2,673 60,647 12,026 3,081 38,929 61,411
Changes from: August 28, 2012 Total Change is: 2,438
-825 1,252 1,496 -484 2,060 -6 215 -378 -180 1,208 770 -72 1,086 -2,504
Percent of Open Interest Represented by Each Category of Trader
27.8 14.6 0.9 9.9 13.4 3.1 24.7 42.8 0.9 19.3 3.8 1.0 12.4 19.5
Number of Traders in Each Category Total Traders: 190
23 15 10 16 23 14 31 52 11 15 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 189,241
Positions
28,476 68,660 3,561 3,656 44,192 1,300 121,081 44,085 320 2,109 4,392 98 28,640 22,633
Changes from: August 28, 2012 Total Change is: -1,390
6,179 -10,822 3,085 -257 -108 179 -10,134 3,929 212 1,088 -301 -49 -1,693 2,485
Percent of Open Interest Represented by Each Category of Trader
15.0 36.3 1.9 1.9 23.4 0.7 64.0 23.3 0.2 1.1 2.3 0.1 15.1 12.0
Number of Traders in Each Category Total Traders: 112
6 11 6 4 9 . 43 27 6 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 93,433
Positions
50,914 61,228 21,526 3,693 0 0 4,483 1,320 6,103 2,900 0 2,861 953 395
Changes from: August 28, 2012 Total Change is: -16
131 188 145 40 0 0 -1,184 -465 119 0 0 0 733 -3
Percent of Open Interest Represented by Each Category of Trader
54.5 65.5 23.0 4.0 0.0 0.0 4.8 1.4 6.5 3.1 0.0 3.1 1.0 0.4
Number of Traders in Each Category Total Traders: 26
5 15 14 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 222,655
Positions
62,635 88,228 4,699 24,080 972 1,554 101,646 86,970 18,761 2,858 18,678 285 6,137 2,508
Changes from: August 28, 2012 Total Change is: 1,126
-735 -1,818 15 604 -88 -2 -3,059 -106 3,691 698 -413 178 -264 -331
Percent of Open Interest Represented by Each Category of Trader
28.1 39.6 2.1 10.8 0.4 0.7 45.7 39.1 8.4 1.3 8.4 0.1 2.8 1.1
Number of Traders in Each Category Total Traders: 112
5 11 . 8 . . 50 17 11 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,393
Positions
6,056 18,352 352 244 0 0 14,802 3,668 128 460 706 172 3,179 2,015
Changes from: August 28, 2012 Total Change is: -5,981
696 -5,562 -61 -86 -100 0 -6,130 -498 2 182 -5 -24 -560 267
Percent of Open Interest Represented by Each Category of Trader
23.8 72.3 1.4 1.0 0.0 0.0 58.3 14.4 0.5 1.8 2.8 0.7 12.5 7.9
Number of Traders in Each Category Total Traders: 52
8 5 . . 0 0 21 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 56,223
Positions
14,126 38,123 108 3,531 883 523 25,965 10,212 778 2,730 490 0 8,463 5,107
Changes from: August 28, 2012 Total Change is: -2,653
387 -3,558 17 -187 -9 94 -2,803 422 153 381 192 0 -695 37
Percent of Open Interest Represented by Each Category of Trader
25.1 67.8 0.2 6.3 1.6 0.9 46.2 18.2 1.4 4.9 0.9 0.0 15.1 9.1
Number of Traders in Each Category Total Traders: 91
16 13 . 6 . . 33 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 112,446
Positions
28,251 76,246 215 7,062 1,766 1,046 51,930 20,424 1,556 5,460 980 0 16,926 10,213
Changes from: August 28, 2012 Total Change is: -5,306
773 -7,115 34 -373 -18 188 -5,606 843 305 762 383 0 -1,389 74
Percent of Open Interest Represented by Each Category of Trader
25.1 67.8 0.2 6.3 1.6 0.9 46.2 18.2 1.4 4.9 0.9 0.0 15.1 9.1
Number of Traders in Each Category Total Traders: 91
16 13 . 6 . . 33 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 861,624
Positions
64,101 135,732 59,928 363,840 169,020 62,402 86,395 230,663 43,206 27,429 38,414 9,707 144,615 112,550
Changes from: August 28, 2012 Total Change is: 13,084
9,671 -8,933 7,672 -9,041 1,357 3,875 -5,100 4,909 8,884 11 -2,951 -940 -1,947 -788
Percent of Open Interest Represented by Each Category of Trader
7.4 15.8 7.0 42.2 19.6 7.2 10.0 26.8 5.0 3.2 4.5 1.1 16.8 13.1
Number of Traders in Each Category Total Traders: 569
37 54 35 119 59 63 98 122 71 36 42 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 241,669
Positions
40,810 61,853 4,557 97,591 35,661 9,025 10,994 43,212 2,302 106 12,242 5,598 70,686 67,219
Changes from: August 28, 2012 Total Change is: 4,406
2,205 -6,182 1,201 -2,034 2,909 584 974 7,687 -296 0 -888 -455 2,227 -154
Percent of Open Interest Represented by Each Category of Trader
16.9 25.6 1.9 40.4 14.8 3.7 4.5 17.9 1.0 0.0 5.1 2.3 29.2 27.8
Number of Traders in Each Category Total Traders: 99
13 12 5 24 10 13 12 21 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,099,775
Positions
325,081 578,024 68,228 1,389,176 724,728 208,954 497,607 1,057,857 83,920 153,003 147,249 4,159 369,647 226,656
Changes from: August 28, 2012 Total Change is: 43,392
47,472 -3,614 22,212 -25,182 2,091 6,603 10,082 26,560 5,449 30 -10,339 -2,402 -20,872 -3,168
Percent of Open Interest Represented by Each Category of Trader
10.5 18.6 2.2 44.8 23.4 6.7 16.1 34.1 2.7 4.9 4.8 0.1 11.9 7.3
Number of Traders in Each Category Total Traders: 545
39 50 24 104 55 55 99 121 59 36 40 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 121,421
Positions
16,606 33,101 1,002 58,552 61,691 2,681 29,412 14,142 1,188 685 2,801 0 11,295 4,815
Changes from: August 28, 2012 Total Change is: 1,376
9 -1,199 1,002 747 -144 108 524 836 278 -1,556 -15 0 264 510
Percent of Open Interest Represented by Each Category of Trader
13.7 27.3 0.8 48.2 50.8 2.2 24.2 11.6 1.0 0.6 2.3 0.0 9.3 4.0
Number of Traders in Each Category Total Traders: 103
9 9 . 37 12 12 21 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 113,775
Positions
5,819 70,112 9,685 38,845 8,562 857 39,437 8,240 3,493 1,858 4,555 0 13,782 8,271
Changes from: August 28, 2012 Total Change is: 3,226
595 1,335 1,754 -361 199 -21 469 -808 172 -3 199 0 622 397
Percent of Open Interest Represented by Each Category of Trader
5.1 61.6 8.5 34.1 7.5 0.8 34.7 7.2 3.1 1.6 4.0 0.0 12.1 7.3
Number of Traders in Each Category Total Traders: 240
13 35 10 34 22 9 79 33 15 14 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 21,635
Positions
10,937 16,896 0 300 0 0 3,074 2,681 0 0 923 0 7,324 1,135
Changes from: August 28, 2012 Total Change is: 3,137
2,210 2,457 0 0 0 0 357 492 0 0 0 0 570 188
Percent of Open Interest Represented by Each Category of Trader
50.6 78.1 0.0 1.4 0.0 0.0 14.2 12.4 0.0 0.0 4.3 0.0 33.9 5.2
Number of Traders in Each Category Total Traders: 23
5 10 0 . 0 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 460,702
Positions
21,584 313,255 1,249 192,723 42,811 4,285 196,811 42,795 2,469 9,291 18,159 0 32,290 35,679
Changes from: August 28, 2012 Total Change is: 447
49 2,513 644 -1,803 997 -104 844 -6,216 575 -16 993 0 258 1,045
Percent of Open Interest Represented by Each Category of Trader
4.7 68.0 0.3 41.8 9.3 0.9 42.7 9.3 0.5 2.0 3.9 0.0 7.0 7.7
Number of Traders in Each Category Total Traders: 239
13 34 5 34 22 9 77 35 11 14 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 441,817
Positions
165,096 41,343 14,828 136,473 222,843 24,902 74,119 94,745 2,793 2,501 20,895 0 21,105 19,468
Changes from: August 28, 2012 Total Change is: 6,737
399 647 0 -285 2,070 232 4,295 2,925 1,050 419 802 0 627 -989
Percent of Open Interest Represented by Each Category of Trader
37.4 9.4 3.4 30.9 50.4 5.6 16.8 21.4 0.6 0.6 4.7 0.0 4.8 4.4
Number of Traders in Each Category Total Traders: 252
19 15 4 54 40 26 54 46 9 6 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,572
Positions
8,068 0 0 10,069 0 621 2,876 8,810 140 1,594 6,339 0 8,204 15,662
Changes from: August 28, 2012 Total Change is: 443
-75 -267 0 287 -408 38 -831 10 140 85 0 0 799 930
Percent of Open Interest Represented by Each Category of Trader
25.6 0.0 0.0 31.9 0.0 2.0 9.1 27.9 0.4 5.0 20.1 0.0 26.0 49.6
Number of Traders in Each Category Total Traders: 30
5 0 0 13 0 . 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 56,865
Positions
25,431 9,909 1,992 6,396 2,430 666 10,710 4,775 1,438 4,413 3,656 0 5,819 31,999
Changes from: August 28, 2012 Total Change is: 7,574
4,083 2,224 -461 291 90 -166 1,257 1,895 209 1,535 132 0 826 3,651
Percent of Open Interest Represented by Each Category of Trader
44.7 17.4 3.5 11.2 4.3 1.2 18.8 8.4 2.5 7.8 6.4 0.0 10.2 56.3
Number of Traders in Each Category Total Traders: 59
17 10 5 7 . . 10 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 66,808
Positions
5,149 15,707 727 40,516 28,560 7,056 7,904 12,508 163 202 0 0 5,091 2,087
Changes from: August 28, 2012 Total Change is: -151
1,445 -245 0 -3,605 3,257 -396 1,884 -2,414 -15 0 0 0 536 -338
Percent of Open Interest Represented by Each Category of Trader
7.7 23.5 1.1 60.6 42.7 10.6 11.8 18.7 0.2 0.3 0.0 0.0 7.6 3.1
Number of Traders in Each Category Total Traders: 72
5 6 . 25 22 9 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 119,497
Positions
13,351 56,775 701 64,493 13,572 4,961 14,208 31,037 2,494 4,990 795 261 14,038 8,901
Changes from: August 28, 2012 Total Change is: -1,403
4,452 -5,767 -1,057 -3,521 -1,546 286 -4,346 499 1,407 703 0 261 412 4,514
Percent of Open Interest Represented by Each Category of Trader
11.2 47.5 0.6 54.0 11.4 4.2 11.9 26.0 2.1 4.2 0.7 0.2 11.7 7.4
Number of Traders in Each Category Total Traders: 104
12 12 4 25 16 11 18 11 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 614,505
Positions
7,925 107,129 29,462 225,038 116,017 65,908 70,389 71,551 43,840 19,958 40,579 5 151,980 140,014
Changes from: August 28, 2012 Total Change is: -26,659
-5,405 5,583 -12,503 -9,742 -991 -4,790 18,869 -11,920 12,418 -2,640 5,308 -11,536 -11,330 -8,228
Percent of Open Interest Represented by Each Category of Trader
1.3 17.4 4.8 36.6 18.9 10.7 11.5 11.6 7.1 3.2 6.6 0.0 24.7 22.8
Number of Traders in Each Category Total Traders: 137
4 14 6 37 22 28 21 26 15 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 383,613
Positions
0 133,806 13,228 252,199 12,170 33,485 0 103,262 8,043 9,505 20,858 0 67,153 58,761
Changes from: August 28, 2012 Total Change is: -1,388
0 2,242 2,572 12,208 -4,128 -3,363 -4 9,938 204 1,166 4,266 -4,551 -9,620 -8,568
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 3.4 65.7 3.2 8.7 0.0 26.9 2.1 2.5 5.4 0.0 17.5 15.3
Number of Traders in Each Category Total Traders: 67
0 12 5 30 7 20 0 12 6 . 4 0
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Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,012,922
Positions
74,797 157,791 16,708 200,378 92,539 63,276 313,113 502,286 76,424 126,167 22,503 7,989 134,070 73,406
Changes from: August 28, 2012 Total Change is: 38,560
-506 -7,454 -4,278 1,641 -7,955 2,888 9,837 56,182 25,974 9,454 -739 -5,651 -799 -20,407
Percent of Open Interest Represented by Each Category of Trader
7.4 15.6 1.6 19.8 9.1 6.2 30.9 49.6 7.5 12.5 2.2 0.8 13.2 7.2
Number of Traders in Each Category Total Traders: 212
15 24 10 42 23 30 43 31 21 20 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,585,291
Positions
132,831 111,377 28,587 383,930 670,807 205,994 376,185 149,265 50,215 100,733 84,519 3,527 303,289 281,000
Changes from: August 28, 2012 Total Change is: -19,608
-6,413 31,977 -35,670 -31,394 15,010 20,079 72,856 14,347 -21,020 9,637 1,548 -8,973 -18,710 -36,906
Percent of Open Interest Represented by Each Category of Trader
8.4 7.0 1.8 24.2 42.3 13.0 23.7 9.4 3.2 6.4 5.3 0.2 19.1 17.7
Number of Traders in Each Category Total Traders: 243
21 28 16 17 63 45 45 44 33 11 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,264,148
Positions
191,713 127,731 17,376 264,658 528,677 86,645 316,280 167,863 31,491 106,267 56,649 1,434 248,284 246,282
Changes from: August 28, 2012 Total Change is: -32,065
-16,990 4,774 -17,436 21,657 -21,906 -18,083 -12,852 39,413 -3,412 25,618 -5,267 -7,478 -3,089 -2,670
Percent of Open Interest Represented by Each Category of Trader
15.2 10.1 1.4 20.9 41.8 6.9 25.0 13.3 2.5 8.4 4.5 0.1 19.6 19.5
Number of Traders in Each Category Total Traders: 181
11 23 10 25 39 32 35 25 23 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 413,277
Positions
177,107 141,612 129,447 119 2,015 3,199 21,669 36,865 50,997 0 8,124 6,605 24,134 34,413
Changes from: August 28, 2012 Total Change is: -69,861
-36,306 -56,759 -5,984 119 600 -719 -16,009 28 -2,199 -3,529 -3,181 130 -5,364 -1,777
Percent of Open Interest Represented by Each Category of Trader
42.9 34.3 31.3 0.0 0.5 0.8 5.2 8.9 12.3 0.0 2.0 1.6 5.8 8.3
Number of Traders in Each Category Total Traders: 81
21 24 34 . . . 13 15 22 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 25,762
Positions
15,565 7,837 4,166 0 1,713 0 4,036 10,208 1,342 62 0 262 329 234
Changes from: August 28, 2012 Total Change is: 485
3,084 473 -2,857 0 0 0 269 2,949 -87 62 0 -90 104 97
Percent of Open Interest Represented by Each Category of Trader
60.4 30.4 16.2 0.0 6.6 0.0 15.7 39.6 5.2 0.2 0.0 1.0 1.3 0.9
Number of Traders in Each Category Total Traders: 30
9 4 8 0 . 0 8 6 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,208,560
Positions
1,172,949 2,732,533 1,973,454 626,212 103,546 141,800 1,608,998 448,133 1,375,816 118,891 190,572 333,015 857,425 909,691
Changes from: August 28, 2012 Total Change is: 295,247
-159,696 76,193 112,387 58,287 -1,747 4,551 148,212 18,544 101,080 9,408 -12,328 21,112 -94 -24,545
Percent of Open Interest Represented by Each Category of Trader
14.3 33.3 24.0 7.6 1.3 1.7 19.6 5.5 16.8 1.4 2.3 4.1 10.4 11.1
Number of Traders in Each Category Total Traders: 255
27 57 75 9 11 13 66 44 84 16 14 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,736
Positions
8,687 346 0 571 777 6 878 10,293 33 1,315 215 0 246 66
Changes from: August 28, 2012 Total Change is: 1,117
1,108 127 0 8 0 0 8 964 26 -23 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
74.0 2.9 0.0 4.9 6.6 0.1 7.5 87.7 0.3 11.2 1.8 0.0 2.1 0.6
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,645
Positions
11,661 8,035 0 1,014 695 38 1,415 5,429 323 0 101 0 194 24
Changes from: August 28, 2012 Total Change is: 121
-113 125 0 96 0 0 -35 -210 222 0 101 0 -49 -117
Percent of Open Interest Represented by Each Category of Trader
79.6 54.9 0.0 6.9 4.7 0.3 9.7 37.1 2.2 0.0 0.7 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 30
4 6 0 . 4 . . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 65,008
Positions
13,999 36,677 1,476 1,749 209 123 35,789 20,579 1,235 5,539 1,604 107 4,991 2,998
Changes from: August 28, 2012 Total Change is: 128
141 -528 55 -518 89 -74 394 -1,249 144 -676 515 103 559 1,073
Percent of Open Interest Represented by Each Category of Trader
21.5 56.4 2.3 2.7 0.3 0.2 55.1 31.7 1.9 8.5 2.5 0.2 7.7 4.6
Number of Traders in Each Category Total Traders: 100
4 . . 7 . . 35 21 4 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 367,377
Positions
140,237 27,766 40,126 42,529 11,377 8,354 20,619 141,433 45,446 4,444 27,429 39,266 26,356 26,180
Changes from: August 28, 2012 Total Change is: 7,442
-971 -726 2,396 -2,057 -132 -57 -712 824 2,565 589 -1,260 2,951 2,738 881
Percent of Open Interest Represented by Each Category of Trader
38.2 7.6 10.9 11.6 3.1 2.3 5.6 38.5 12.4 1.2 7.5 10.7 7.2 7.1
Number of Traders in Each Category Total Traders: 157
19 13 25 6 12 9 17 51 47 8 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,614
Positions
3,006 963 0 2,737 410 71 1,772 6,252 883 0 30 0 145 5
Changes from: August 28, 2012 Total Change is: 182
132 61 0 50 44 0 0 77 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.9 11.2 0.0 31.8 4.8 0.8 20.6 72.6 10.3 0.0 0.3 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . . 6 . 0 . 0
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Updated September 4, 2012