Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 120,420
Positions
8,387 18,825 4,689 18,575 33,884 270 33,374 21,144 8,961 8,600 7,821 1,209 36,354 23,616
Changes from: July 31, 2012 Total Change is: 5,412
-5,194 5,382 -1,815 383 -366 -139 14,029 4,759 -2,346 -315 2,064 -730 1,540 -1,397
Percent of Open Interest Represented by Each Category of Trader
7.0 15.6 3.9 15.4 28.1 0.2 27.7 17.6 7.4 7.1 6.5 1.0 30.2 19.6
Number of Traders in Each Category Total Traders: 81
4 12 6 7 5 4 26 12 10 8 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 57,491
Positions
21,088 12,012 148 1,938 1,556 183 22,848 22,945 47 1,171 0 0 10,067 20,599
Changes from: July 31, 2012 Total Change is: -3,310
-5,505 272 -261 0 2 0 1,490 749 -178 0 0 0 1,144 -3,894
Percent of Open Interest Represented by Each Category of Trader
36.7 20.9 0.3 3.4 2.7 0.3 39.7 39.9 0.1 2.0 0.0 0.0 17.5 35.8
Number of Traders in Each Category Total Traders: 37
4 7 . . . . 6 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 119,743
Positions
31,961 4,280 1,496 9,961 30,046 12,019 27,952 33,300 5,032 12,442 2,712 590 18,289 30,268
Changes from: July 31, 2012 Total Change is: 2,488
5,893 788 -974 -80 -736 487 -2,656 2,983 -919 932 -144 -527 332 1,530
Percent of Open Interest Represented by Each Category of Trader
26.7 3.6 1.2 8.3 25.1 10.0 23.3 27.8 4.2 10.4 2.3 0.5 15.3 25.3
Number of Traders in Each Category Total Traders: 86
10 4 6 7 15 5 18 25 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 157,396
Positions
8,185 51,935 2,447 62,645 7,727 829 52,766 34,346 3,533 504 17,970 818 25,669 37,791
Changes from: July 31, 2012 Total Change is: 2,798
3,838 -1,648 -343 -16 78 -23 1,038 6,977 -1,978 1 -810 -69 350 613
Percent of Open Interest Represented by Each Category of Trader
5.2 33.0 1.6 39.8 4.9 0.5 33.5 21.8 2.2 0.3 11.4 0.5 16.3 24.0
Number of Traders in Each Category Total Traders: 99
4 13 6 9 8 6 27 29 14 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 363,073
Positions
100,730 25,235 9,127 31,398 38,242 9,193 78,709 161,611 26,775 62,057 13,584 5,980 39,104 73,325
Changes from: July 31, 2012 Total Change is: -8,093
1,932 12,179 -4,408 550 562 -609 5,504 -4,573 -10,235 288 972 -1,383 267 -597
Percent of Open Interest Represented by Each Category of Trader
27.7 7.0 2.5 8.6 10.5 2.5 21.7 44.5 7.4 17.1 3.7 1.6 10.8 20.2
Number of Traders in Each Category Total Traders: 208
24 13 12 17 26 20 30 65 30 10 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 173,763
Positions
22,222 54,342 3,280 3,145 42,756 1,267 105,149 34,487 4,162 490 7,571 1,080 32,968 24,819
Changes from: July 31, 2012 Total Change is: 12,179
7 17,321 -1,196 486 -771 -160 14,543 -745 -4,253 -854 1,939 -664 4,269 708
Percent of Open Interest Represented by Each Category of Trader
12.8 31.3 1.9 1.8 24.6 0.7 60.5 19.8 2.4 0.3 4.4 0.6 19.0 14.3
Number of Traders in Each Category Total Traders: 96
7 10 6 . 8 4 32 23 10 . 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 106,154
Positions
52,330 61,364 34,300 2,927 0 0 4,228 964 6,050 3,095 0 2,855 369 621
Changes from: July 31, 2012 Total Change is: 2,491
883 1,944 183 169 0 0 1,159 230 -11 0 0 0 108 145
Percent of Open Interest Represented by Each Category of Trader
49.3 57.8 32.3 2.8 0.0 0.0 4.0 0.9 5.7 2.9 0.0 2.7 0.3 0.6
Number of Traders in Each Category Total Traders: 23
5 13 12 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 181,520
Positions
64,042 76,876 5 22,907 802 1,554 85,285 79,278 1,169 1,479 18,831 91 4,988 2,914
Changes from: July 31, 2012 Total Change is: 10,543
-401 10,182 0 -2,835 447 -4 12,728 427 -199 369 515 0 885 -825
Percent of Open Interest Represented by Each Category of Trader
35.3 42.4 0.0 12.6 0.4 0.9 47.0 43.7 0.6 0.8 10.4 0.1 2.7 1.6
Number of Traders in Each Category Total Traders: 98
5 10 . 8 . . 38 20 7 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 17,002
Positions
14,272 2,335 36 200 326 183 1,596 949 99 120 12,228 0 496 846
Changes from: July 31, 2012 Total Change is: 495
-25 791 -79 -204 -60 0 730 -311 63 0 0 0 10 91
Percent of Open Interest Represented by Each Category of Trader
83.9 13.7 0.2 1.2 1.9 1.1 9.4 5.6 0.6 0.7 71.9 0.0 2.9 5.0
Number of Traders in Each Category Total Traders: 22
5 5 . . . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 28,945
Positions
3,746 22,765 0 240 124 0 20,144 3,373 143 297 829 0 4,375 1,711
Changes from: July 31, 2012 Total Change is: 3,978
-739 4,002 0 125 23 0 4,231 -35 -43 0 105 0 404 -74
Percent of Open Interest Represented by Each Category of Trader
12.9 78.6 0.0 0.8 0.4 0.0 69.6 11.7 0.5 1.0 2.9 0.0 15.1 5.9
Number of Traders in Each Category Total Traders: 51
5 8 0 . . 0 20 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 53,814
Positions
14,272 33,129 85 3,501 693 571 24,326 11,627 750 1,931 564 148 8,232 6,248
Changes from: July 31, 2012 Total Change is: 3,350
1,240 1,821 -50 107 147 3 2,044 693 74 85 209 3 -155 451
Percent of Open Interest Represented by Each Category of Trader
26.5 61.6 0.2 6.5 1.3 1.1 45.2 21.6 1.4 3.6 1.0 0.3 15.3 11.6
Number of Traders in Each Category Total Traders: 93
15 18 6 6 . . 31 13 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 107,628
Positions
28,544 66,258 169 7,001 1,385 1,141 48,651 23,255 1,500 3,862 1,127 296 16,463 12,497
Changes from: July 31, 2012 Total Change is: 6,701
2,480 3,643 -99 214 293 5 4,088 1,387 148 170 417 6 -310 901
Percent of Open Interest Represented by Each Category of Trader
26.5 61.6 0.2 6.5 1.3 1.1 45.2 21.6 1.4 3.6 1.0 0.3 15.3 11.6
Number of Traders in Each Category Total Traders: 93
15 18 6 6 . . 31 13 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 954,494
Positions
48,410 154,411 46,228 358,507 165,655 56,464 83,468 187,576 148,699 30,185 37,751 26,463 156,071 131,247
Changes from: July 31, 2012 Total Change is: 37,177
717 9,312 3,269 4,904 -2,264 559 6,651 3,257 15,159 3,153 3,850 4,964 -2,199 -929
Percent of Open Interest Represented by Each Category of Trader
5.1 16.2 4.8 37.6 17.4 5.9 8.7 19.7 15.6 3.2 4.0 2.8 16.4 13.8
Number of Traders in Each Category Total Traders: 603
33 54 41 123 58 67 94 135 115 43 61 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 316,853
Positions
30,695 67,544 6,843 102,110 29,368 10,478 16,862 36,350 61,747 6 11,072 14,668 73,444 78,783
Changes from: July 31, 2012 Total Change is: 12,505
2,740 3,370 168 918 -500 134 2,840 -3,429 7,500 -22 4,440 1,720 -3,492 -896
Percent of Open Interest Represented by Each Category of Trader
9.7 21.3 2.2 32.2 9.3 3.3 5.3 11.5 19.5 0.0 3.5 4.6 23.2 24.9
Number of Traders in Each Category Total Traders: 117
13 10 7 26 8 11 19 28 39 . 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 3,188,206
Positions
231,631 577,390 53,870 1,309,275 708,728 202,642 423,154 846,258 344,628 169,968 152,467 39,903 413,135 262,319
Changes from: July 31, 2012 Total Change is: 123,359
-2,585 37,241 7,976 19,539 -9,207 2,517 14,910 29,288 42,441 28,166 9,338 3,931 6,463 -165
Percent of Open Interest Represented by Each Category of Trader
7.3 18.1 1.7 41.1 22.2 6.4 13.3 26.5 10.8 5.3 4.8 1.3 13.0 8.2
Number of Traders in Each Category Total Traders: 568
33 51 34 107 55 59 94 130 107 41 57 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 105,632
Positions
17,148 26,564 3 57,760 58,802 2,095 17,605 11,654 0 1,956 2,831 0 9,065 3,683
Changes from: July 31, 2012 Total Change is: 1,541
-500 3,493 3 -642 -2,066 -114 3,335 792 0 34 10 0 -575 -577
Percent of Open Interest Represented by Each Category of Trader
16.2 25.1 0.0 54.7 55.7 2.0 16.7 11.0 0.0 1.9 2.7 0.0 8.6 3.5
Number of Traders in Each Category Total Traders: 95
9 10 . 36 12 12 15 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 80,194
Positions
5,624 50,767 413 34,500 8,761 884 29,332 11,148 935 2,225 3,016 209 6,072 4,061
Changes from: July 31, 2012 Total Change is: 5,097
-183 3,513 2 43 -1 -179 4,603 548 252 170 -21 3 387 980
Percent of Open Interest Represented by Each Category of Trader
7.0 63.3 0.5 43.0 10.9 1.1 36.6 13.9 1.2 2.8 3.8 0.3 7.6 5.1
Number of Traders in Each Category Total Traders: 224
12 34 5 33 22 10 67 33 16 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 400,971
Positions
28,122 253,835 2,066 172,498 43,807 4,419 146,661 55,738 4,676 11,126 15,082 1,045 30,358 20,304
Changes from: July 31, 2012 Total Change is: 25,486
-916 17,566 9 216 -7 -894 23,014 2,741 1,261 848 -104 14 1,933 4,900
Percent of Open Interest Represented by Each Category of Trader
7.0 63.3 0.5 43.0 10.9 1.1 36.6 13.9 1.2 2.8 3.8 0.3 7.6 5.1
Number of Traders in Each Category Total Traders: 224
12 34 5 33 22 10 67 33 16 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 434,284
Positions
177,669 35,781 13,516 134,362 223,728 24,983 61,703 101,971 2,289 1,526 17,951 202 18,034 13,863
Changes from: July 31, 2012 Total Change is: -5,231
-5,071 -865 -379 2,075 859 -1,214 704 -4,239 -509 6 1,436 18 -861 -339
Percent of Open Interest Represented by Each Category of Trader
40.9 8.2 3.1 30.9 51.5 5.8 14.2 23.5 0.5 0.4 4.1 0.0 4.2 3.2
Number of Traders in Each Category Total Traders: 248
21 15 5 55 40 31 50 49 18 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 31,614
Positions
9,097 267 0 9,756 1,471 492 3,562 9,013 2 1,809 6,341 0 6,896 14,028
Changes from: July 31, 2012 Total Change is: 353
-8 0 0 -166 272 58 153 610 0 150 93 0 166 -680
Percent of Open Interest Represented by Each Category of Trader
28.8 0.8 0.0 30.9 4.7 1.6 11.3 28.5 0.0 5.7 20.1 0.0 21.8 44.4
Number of Traders in Each Category Total Traders: 38
6 . 0 12 4 . 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 53,728
Positions
23,332 7,519 1,357 5,526 2,401 1,259 8,534 1,586 534 5,159 3,350 0 8,027 35,722
Changes from: July 31, 2012 Total Change is: 2,962
633 -1,172 -314 254 -489 170 510 -1,229 174 -971 333 0 2,506 5,489
Percent of Open Interest Represented by Each Category of Trader
43.4 14.0 2.5 10.3 4.5 2.3 15.9 3.0 1.0 9.6 6.2 0.0 14.9 66.5
Number of Traders in Each Category Total Traders: 48
16 8 5 4 . . 9 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 64,753
Positions
3,624 13,009 697 43,659 26,985 5,341 5,992 15,471 238 894 0 0 4,308 3,012
Changes from: July 31, 2012 Total Change is: -1,898
2,390 290 -1,622 -3,011 -2,239 -217 -14 1,678 0 686 0 0 -110 212
Percent of Open Interest Represented by Each Category of Trader
5.6 20.1 1.1 67.4 41.7 8.2 9.3 23.9 0.4 1.4 0.0 0.0 6.7 4.7
Number of Traders in Each Category Total Traders: 69
4 . . 24 22 8 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 120,756
Positions
13,856 63,915 2,305 66,721 12,051 3,455 15,027 30,493 992 4,403 1,545 0 13,997 6,000
Changes from: July 31, 2012 Total Change is: 4,310
969 4,015 280 -314 -748 -1,159 1,569 2,163 209 535 -659 -73 2,294 282
Percent of Open Interest Represented by Each Category of Trader
11.5 52.9 1.9 55.3 10.0 2.9 12.4 25.3 0.8 3.6 1.3 0.0 11.6 5.0
Number of Traders in Each Category Total Traders: 98
10 18 5 24 12 11 20 5 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 700,575
Positions
10,572 101,058 28,420 227,186 144,875 86,106 70,000 84,131 63,941 30,486 37,046 5,431 178,432 149,567
Changes from: July 31, 2012 Total Change is: -1,439
-6,162 -30,224 1,888 -26,453 909 -65 8,419 14,669 9,482 4,990 -1,853 851 5,611 2,903
Percent of Open Interest Represented by Each Category of Trader
1.5 14.4 4.1 32.4 20.7 12.3 10.0 12.0 9.1 4.4 5.3 0.8 25.5 21.3
Number of Traders in Each Category Total Traders: 160
8 15 19 38 23 31 21 36 39 10 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 352,781
Positions
4,102 131,427 305 235,415 12,683 35,593 4,452 94,189 296 9,152 20,286 0 63,466 58,002
Changes from: July 31, 2012 Total Change is: -3,367
-315 -4,594 2 -792 -1,029 -190 390 2,119 -3,549 0 270 0 1,087 3,605
Percent of Open Interest Represented by Each Category of Trader
1.2 37.3 0.1 66.7 3.6 10.1 1.3 26.7 0.1 2.6 5.8 0.0 18.0 16.4
Number of Traders in Each Category Total Traders: 66
. 9 . 30 6 16 . 11 5 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 1,180,339
Positions
33,264 163,713 92,013 204,626 101,327 73,400 333,868 485,635 134,525 156,526 31,547 16,250 135,866 81,929
Changes from: July 31, 2012 Total Change is: -53,992
-10,842 28,638 -6,782 11,379 5,255 -6,225 -17,120 -65,238 1,295 -19,337 -4,021 -2,992 -3,368 -3,922
Percent of Open Interest Represented by Each Category of Trader
2.8 13.9 7.8 17.3 8.6 6.2 28.3 41.1 11.4 13.3 2.7 1.4 11.5 6.9
Number of Traders in Each Category Total Traders: 234
12 30 20 44 27 40 45 37 34 23 16 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 2,088,664
Positions
122,927 130,695 215,417 603,623 582,598 186,738 261,713 214,206 295,136 67,284 100,421 43,448 292,378 320,005
Changes from: July 31, 2012 Total Change is: -46,467
18,332 -57,800 27,085 -15,476 34,114 -22,468 -65,024 -29,586 31,300 -4,238 -9,629 7,044 -23,022 -26,526
Percent of Open Interest Represented by Each Category of Trader
5.9 6.3 10.3 28.9 27.9 8.9 12.5 10.3 14.1 3.2 4.8 2.1 14.0 15.3
Number of Traders in Each Category Total Traders: 273
21 36 49 23 62 52 44 56 70 8 23 14
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Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 1,275,415
Positions
175,078 92,657 37,215 239,475 533,175 82,888 351,923 137,722 68,623 68,543 68,631 9,847 241,823 244,656
Changes from: July 31, 2012 Total Change is: -4,031
40,420 7,667 3,541 -29,720 5,683 -1,672 17,610 -612 -10,537 -6,501 4,611 -541 -16,631 -12,170
Percent of Open Interest Represented by Each Category of Trader
13.7 7.3 2.9 18.8 41.8 6.5 27.6 10.8 5.4 5.4 5.4 0.8 19.0 19.2
Number of Traders in Each Category Total Traders: 201
14 20 22 29 40 39 38 36 35 6 18 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 465,205
Positions
187,621 158,460 145,680 991 1,415 3,918 19,791 26,432 68,152 592 9,935 11,614 26,846 39,599
Changes from: July 31, 2012 Total Change is: -79,244
-29,368 -29,929 -17,197 0 -35 -191 -3,423 -5,301 -23,527 -2,950 -2,958 -1,847 -741 1,742
Percent of Open Interest Represented by Each Category of Trader
40.3 34.1 31.3 0.2 0.3 0.8 4.3 5.7 14.6 0.1 2.1 2.5 5.8 8.5
Number of Traders in Each Category Total Traders: 86
26 23 34 . . . 14 11 24 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 14,803
Positions
7,688 6,137 4,259 0 0 0 1,595 3,331 1,018 0 0 0 243 58
Changes from: July 31, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.9 41.5 28.8 0.0 0.0 0.0 10.8 22.5 6.9 0.0 0.0 0.0 1.6 0.4
Number of Traders in Each Category Total Traders: 22
5 5 8 0 0 0 7 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 is11,977,729
Positions
1,349,587 2,643,140 2,862,362 533,484 89,491 212,472 1,396,218 286,471 3,812,708 112,007 314,456 805,624 893,267 951,004
Changes from: July 31, 2012 Total Change is: -332,345
-45,269 -85,434 22,007 8,393 9,579 -33,960 -39,660 -21,601 -83,999 -1,621 -14,809 -148,238 -9,999 24,111
Percent of Open Interest Represented by Each Category of Trader
11.3 22.1 23.9 4.5 0.7 1.8 11.7 2.4 31.8 0.9 2.6 6.7 7.5 7.9
Number of Traders in Each Category Total Traders: 258
30 54 83 8 14 20 60 55 92 15 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 11,009
Positions
7,773 314 0 568 777 6 953 9,619 40 1,339 215 0 330 38
Changes from: July 31, 2012 Total Change is: 1,058
1,045 -67 0 -4 20 0 38 1,135 -30 0 0 0 9 0
Percent of Open Interest Represented by Each Category of Trader
70.6 2.9 0.0 5.2 7.1 0.1 8.7 87.4 0.4 12.2 2.0 0.0 3.0 0.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,038
Positions
11,886 8,485 0 921 698 43 1,880 5,704 0 0 76 0 308 32
Changes from: July 31, 2012 Total Change is: 660
546 1,579 0 0 13 -3 121 -937 0 0 20 0 -4 -12
Percent of Open Interest Represented by Each Category of Trader
79.0 56.4 0.0 6.1 4.6 0.3 12.5 37.9 0.0 0.0 0.5 0.0 2.0 0.2
Number of Traders in Each Category Total Traders: 34
4 7 0 . 4 . 6 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 66,461
Positions
14,225 37,098 1,476 5,159 95 212 33,359 24,690 1,147 5,214 275 17 5,651 1,451
Changes from: July 31, 2012 Total Change is: -346
-215 -100 -19 -674 25 -41 541 -519 29 423 54 -12 -379 237
Percent of Open Interest Represented by Each Category of Trader
21.4 55.8 2.2 7.8 0.1 0.3 50.2 37.1 1.7 7.8 0.4 0.0 8.5 2.2
Number of Traders in Each Category Total Traders: 99
4 . . 7 . . 49 8 7 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 335,902
Positions
115,656 32,097 35,558 41,274 8,864 4,256 34,087 118,228 39,608 1,686 31,903 41,520 22,257 23,868
Changes from: July 31, 2012 Total Change is: 23,022
-5,544 -3,060 7,472 96 814 -722 13,114 3,357 2,995 -487 5,432 5,354 744 1,380
Percent of Open Interest Represented by Each Category of Trader
34.4 9.6 10.6 12.3 2.6 1.3 10.1 35.2 11.8 0.5 9.5 12.4 6.6 7.1
Number of Traders in Each Category Total Traders: 143
19 13 22 8 8 8 23 44 46 7 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 7, 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 8,360
Positions
2,914 1,029 0 2,724 255 0 1,708 6,141 900 0 30 0 114 5
Changes from: July 31, 2012 Total Change is: -165
-1 -122 0 30 -134 0 -200 91 0 0 0 0 6 0
Percent of Open Interest Represented by Each Category of Trader
34.9 12.3 0.0 32.6 3.1 0.0 20.4 73.5 10.8 0.0 0.4 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 0 . 6 . 0 . 0
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Updated August 10, 2012