Traders in Financial Futures - Futures Only Positions as of September 18, 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 296,999 Positions 9,922 80,013 68,247 22,500 33,125 1,516 117,438 58,425 19,208 9,421 14,575 600 48,147 21,290 Changes from: September 11, 2012 Total Change is: 42,401 3,477 3,160 35,541 -34 135 -564 12,207 9,723 -6,271 61 2,287 -880 -1,136 -730 Percent of Open Interest Represented by Each Category of Trader 3.3 26.9 23.0 7.6 11.2 0.5 39.5 19.7 6.5 3.2 4.9 0.2 16.2 7.2 Number of Traders in Each Category Total Traders: 107 4 14 10 9 5 . 37 19 8 11 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 38,449 Positions 6,384 9,606 0 2,098 1,657 176 11,958 15,304 0 3,532 0 0 14,301 11,706 Changes from: September 11, 2012 Total Change is: -19,582 -14,110 -6,802 -881 -9 55 3 -5,770 -5,085 -2,004 2,441 -3,204 0 748 -1,664 Percent of Open Interest Represented by Each Category of Trader 16.6 25.0 0.0 5.5 4.3 0.5 31.1 39.8 0.0 9.2 0.0 0.0 37.2 30.4 Number of Traders in Each Category Total Traders: 30 . 5 0 . . . 4 9 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 151,305 Positions 4,026 34,513 6 11,076 31,212 12,421 78,710 35,272 607 2,684 18,439 1,061 40,714 17,774 Changes from: September 11, 2012 Total Change is: -30,377 -3,291 2,418 -16,078 745 -2,193 670 9,031 -7,352 -7,537 -3,966 13,417 -10,595 644 -3,127 Percent of Open Interest Represented by Each Category of Trader 2.7 22.8 0.0 7.3 20.6 8.2 52.0 23.3 0.4 1.8 12.2 0.7 26.9 11.7 Number of Traders in Each Category Total Traders: 102 4 11 . 8 14 6 33 21 4 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 128,862 Positions 1,585 43,445 62 62,979 6,742 849 39,179 28,571 985 501 15,439 45 22,677 32,724 Changes from: September 11, 2012 Total Change is: -47,756 -6,003 -22,019 -11,123 -1,607 406 -227 -18,166 -3,222 -3,215 0 -3,562 -46 -7,369 -4,748 Percent of Open Interest Represented by Each Category of Trader 1.2 33.7 0.0 48.9 5.2 0.7 30.4 22.2 0.8 0.4 12.0 0.0 17.6 25.4 Number of Traders in Each Category Total Traders: 89 . 16 . 9 6 4 24 23 4 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 234,394 Positions 77,631 9,164 1,110 40,817 35,065 8,572 37,233 107,860 132 22,873 12,882 2,744 43,282 56,865 Changes from: September 11, 2012 Total Change is: -98,243 -9,876 -50,601 -9,894 6,824 -1,819 -522 -35,009 -18,600 -15,231 -35,266 3,535 583 148 -5,694 Percent of Open Interest Represented by Each Category of Trader 33.1 3.9 0.5 17.4 15.0 3.7 15.9 46.0 0.1 9.8 5.5 1.2 18.5 24.3 Number of Traders in Each Category Total Traders: 178 20 12 6 20 19 15 28 49 6 18 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 174,458 Positions 18,203 52,570 53 3,670 43,622 1,065 117,199 51,806 24 987 4,065 763 32,494 20,490 Changes from: September 11, 2012 Total Change is: -44,452 -3,344 -12,533 -36,931 193 -707 -546 172 16,832 -8,074 497 -580 763 2,818 -2,676 Percent of Open Interest Represented by Each Category of Trader 10.4 30.1 0.0 2.1 25.0 0.6 67.2 29.7 0.0 0.6 2.3 0.4 18.6 11.7 Number of Traders in Each Category Total Traders: 99 6 11 . . 9 . 34 27 4 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 89,750 Positions 50,163 61,456 19,322 4,112 0 0 5,032 628 5,213 2,470 0 2,861 577 270 Changes from: September 11, 2012 Total Change is: -6,800 -751 -343 -4,598 -41 0 0 -791 -1,213 -527 -430 0 0 338 -119 Percent of Open Interest Represented by Each Category of Trader 55.9 68.5 21.5 4.6 0.0 0.0 5.6 0.7 5.8 2.8 0.0 3.2 0.6 0.3 Number of Traders in Each Category Total Traders: 25 6 13 12 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 214,921 Positions 34,938 82,484 0 25,396 396 1,560 137,535 117,394 587 5,274 9,995 357 9,274 2,148 Changes from: September 11, 2012 Total Change is: -94,323 -8,547 -9,592 -22,662 148 -749 5 12,642 24,999 -77,605 -147 -8,804 26 1,817 59 Percent of Open Interest Represented by Each Category of Trader 16.3 38.4 0.0 11.8 0.2 0.7 64.0 54.6 0.3 2.5 4.7 0.2 4.3 1.0 Number of Traders in Each Category Total Traders: 126 7 8 0 8 . . 67 14 . 14 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 16,541 Positions 13,726 1,793 28 323 0 0 1,686 1,215 0 140 13,057 0 638 448 Changes from: September 11, 2012 Total Change is: 429 525 358 -50 123 -8 -334 153 -386 0 0 830 0 12 19 Percent of Open Interest Represented by Each Category of Trader 83.0 10.8 0.2 2.0 0.0 0.0 10.2 7.3 0.0 0.8 78.9 0.0 3.9 2.7 Number of Traders in Each Category Total Traders: 21 5 5 . . 0 0 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 29,331 Positions 1,390 20,340 0 414 0 0 21,576 5,395 129 647 1,315 442 4,733 1,710 Changes from: September 11, 2012 Total Change is: 2,179 -3,169 4,088 -3,425 192 0 0 8,804 1,493 -906 350 985 267 66 -323 Percent of Open Interest Represented by Each Category of Trader 4.7 69.3 0.0 1.4 0.0 0.0 73.6 18.4 0.4 2.2 4.5 1.5 16.1 5.8 Number of Traders in Each Category Total Traders: 50 . 9 0 . 0 0 18 13 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 75,855 Positions 14,369 42,534 8,603 4,373 247 369 31,924 12,122 2,056 3,036 1,519 1,553 9,574 6,853 Changes from: September 11, 2012 Total Change is: 12,881 -116 2,647 6,108 807 -556 -93 3,444 764 1,158 -119 416 1,553 140 887 Percent of Open Interest Represented by Each Category of Trader 18.9 56.1 11.3 5.8 0.3 0.5 42.1 16.0 2.7 4.0 2.0 2.0 12.6 9.0 Number of Traders in Each Category Total Traders: 105 16 19 12 8 . . 34 14 11 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 151,710 Positions 28,738 85,068 17,206 8,746 494 738 63,847 24,244 4,111 6,071 3,038 3,105 19,148 13,706 Changes from: September 11, 2012 Total Change is: 25,762 -232 5,293 12,215 1,614 -1,112 -186 6,888 1,527 2,315 -237 831 3,105 280 1,774 Percent of Open Interest Represented by Each Category of Trader 18.9 56.1 11.3 5.8 0.3 0.5 42.1 16.0 2.7 4.0 2.0 2.0 12.6 9.0 Number of Traders in Each Category Total Traders: 105 16 19 12 8 . . 34 14 11 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 976,025 Positions 52,962 186,474 127,858 380,691 158,206 64,481 106,346 218,300 60,947 28,483 43,010 12,558 141,699 104,193 Changes from: September 11, 2012 Total Change is: 104,567 -2,293 40,843 63,571 17,649 -5,557 61 8,419 -11,024 19,344 25 1,714 786 -2,994 -5,171 Percent of Open Interest Represented by Each Category of Trader 5.4 19.1 13.1 39.0 16.2 6.6 10.9 22.4 6.2 2.9 4.4 1.3 14.5 10.7 Number of Traders in Each Category Total Traders: 572 32 54 50 118 52 68 109 116 90 43 46 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 259,144 Positions 28,666 80,688 21,720 93,369 34,479 8,993 20,121 35,632 9,208 1,894 15,562 1,499 73,674 51,363 Changes from: September 11, 2012 Total Change is: 26,406 -2,108 19,772 19,730 -3,171 -1,416 -1,537 6,849 -710 6,313 284 1,369 -4,221 4,267 -12,894 Percent of Open Interest Represented by Each Category of Trader 11.1 31.1 8.4 36.0 13.3 3.5 7.8 13.7 3.6 0.7 6.0 0.6 28.4 19.8 Number of Traders in Each Category Total Traders: 103 11 14 12 25 9 13 15 21 20 . 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 3,584,406 Positions 267,723 675,173 384,447 1,488,042 670,066 226,009 546,870 1,029,082 142,949 156,202 160,493 32,039 340,125 264,148 Changes from: September 11, 2012 Total Change is: 390,804 -53,295 52,988 271,572 101,430 -23,375 10,658 20,218 -39,200 52,786 -1,447 1,574 25,185 -36,303 38,616 Percent of Open Interest Represented by Each Category of Trader 7.5 18.8 10.7 41.5 18.7 6.3 15.3 28.7 4.0 4.4 4.5 0.9 9.5 7.4 Number of Traders in Each Category Total Traders: 547 35 50 41 103 48 59 108 116 80 41 45 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 148,076 Positions 15,468 41,977 23,368 61,899 57,190 1,583 31,185 15,660 562 390 2,770 0 13,621 4,966 Changes from: September 11, 2012 Total Change is: 23,928 -648 4,349 21,261 1,818 -2,428 -1,257 849 445 321 0 -15 0 1,584 1,252 Percent of Open Interest Represented by Each Category of Trader 10.4 28.3 15.8 41.8 38.6 1.1 21.1 10.6 0.4 0.3 1.9 0.0 9.2 3.4 Number of Traders in Each Category Total Traders: 105 8 10 7 40 12 11 22 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 146,791 Positions 6,117 65,772 40,402 39,016 7,346 2,339 33,868 10,119 7,113 2,459 3,963 532 14,946 9,206 Changes from: September 11, 2012 Total Change is: 31,065 374 -4,428 28,016 460 -970 1,636 -3,576 1,849 3,696 508 27 397 -447 841 Percent of Open Interest Represented by Each Category of Trader 4.2 44.8 27.5 26.6 5.0 1.6 23.1 6.9 4.8 1.7 2.7 0.4 10.2 6.3 Number of Traders in Each Category Total Traders: 247 14 34 25 37 20 13 81 35 24 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 27,225 Positions 14,635 16,919 600 300 0 1,700 2,115 5,690 333 0 923 0 7,542 1,060 Changes from: September 11, 2012 Total Change is: 4,478 2,592 -103 500 0 0 1,700 -454 2,026 333 0 0 0 -193 22 Percent of Open Interest Represented by Each Category of Trader 53.8 62.1 2.2 1.1 0.0 6.2 7.8 20.9 1.2 0.0 3.4 0.0 27.7 3.9 Number of Traders in Each Category Total Traders: 23 4 10 . . 0 . 4 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 597,830 Positions 22,286 309,142 134,134 193,581 36,729 3,193 170,781 34,161 21,881 12,296 15,202 2,659 37,019 40,729 Changes from: September 11, 2012 Total Change is: 132,933 602 -9,933 125,892 2,301 -4,850 -320 -15,683 -956 16,884 2,541 136 1,984 -1,268 4,096 Percent of Open Interest Represented by Each Category of Trader 3.7 51.7 22.4 32.4 6.1 0.5 28.6 5.7 3.7 2.1 2.5 0.4 6.2 6.8 Number of Traders in Each Category Total Traders: 247 15 33 22 37 20 12 82 35 20 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 441,653 Positions 138,283 49,981 25,447 148,462 200,687 18,756 72,176 95,647 7,623 2,610 21,777 1,679 26,617 20,056 Changes from: September 11, 2012 Total Change is: 6,047 -14,956 7,222 7,970 8,499 -13,912 -5,304 -2,270 1,976 5,097 118 -665 1,679 5,214 1,984 Percent of Open Interest Represented by Each Category of Trader 31.3 11.3 5.8 33.6 45.4 4.2 16.3 21.7 1.7 0.6 4.9 0.4 6.0 4.5 Number of Traders in Each Category Total Traders: 263 19 16 12 57 37 25 55 54 20 7 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 21,611 Positions 826 2,750 1 9,582 131 229 3,025 4,295 0 1,782 3,149 0 6,166 11,056 Changes from: September 11, 2012 Total Change is: -14,093 -6,794 2,400 -2,728 -36 -389 -172 -1,456 -2,809 -320 344 -3,218 -4 -2,927 -6,853 Percent of Open Interest Represented by Each Category of Trader 3.8 12.7 0.0 44.3 0.6 1.1 14.0 19.9 0.0 8.2 14.6 0.0 28.5 51.2 Number of Traders in Each Category Total Traders: 27 . . . 10 . . 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 28,140 Positions 5,091 10,056 2,118 6,434 2,275 886 6,551 3,908 126 1,334 0 0 5,600 8,771 Changes from: September 11, 2012 Total Change is: -45,173 -24,585 1,448 -3,432 -893 -98 -246 -5,470 -1,079 -4,413 -2,686 -4,084 -2,055 -1,393 -31,214 Percent of Open Interest Represented by Each Category of Trader 18.1 35.7 7.5 22.9 8.1 3.1 23.3 13.9 0.4 4.7 0.0 0.0 19.9 31.2 Number of Traders in Each Category Total Traders: 45 10 11 5 7 . . 8 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 70,098 Positions 5,596 14,815 3,712 38,293 29,240 6,172 9,623 11,560 726 0 0 0 5,976 3,873 Changes from: September 11, 2012 Total Change is: 1,734 1,104 -301 715 -1,266 1,767 -842 2,513 -732 -961 0 0 0 471 2,088 Percent of Open Interest Represented by Each Category of Trader 8.0 21.1 5.3 54.6 41.7 8.8 13.7 16.5 1.0 0.0 0.0 0.0 8.5 5.5 Number of Traders in Each Category Total Traders: 70 6 5 4 23 22 9 10 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 141,381 Positions 16,884 60,325 14,915 58,496 19,177 4,451 16,129 26,325 1,597 5,999 0 248 22,662 14,343 Changes from: September 11, 2012 Total Change is: 7,661 4,782 4,249 4,786 -2,837 5,148 -425 1,576 -5,697 -3,551 -205 0 5 3,530 3,146 Percent of Open Interest Represented by Each Category of Trader 11.9 42.7 10.5 41.4 13.6 3.1 11.4 18.6 1.1 4.2 0.0 0.2 16.0 10.1 Number of Traders in Each Category Total Traders: 109 12 14 11 24 17 11 26 7 4 9 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 558,449 Positions 16,708 85,402 6,533 203,657 101,114 87,857 58,350 68,252 25,696 19,550 36,156 219 139,879 147,220 Changes from: September 11, 2012 Total Change is: -14,766 11,178 -21,113 -3,295 -8,471 -7,296 8,361 -11,669 -10,536 794 -1,093 2,196 219 -10,790 15,904 Percent of Open Interest Represented by Each Category of Trader 3.0 15.3 1.2 36.5 18.1 15.7 10.4 12.2 4.6 3.5 6.5 0.0 25.0 26.4 Number of Traders in Each Category Total Traders: 149 7 13 5 39 24 31 31 22 13 4 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 361,685 Positions 0 134,935 2,382 245,010 16,195 36,482 0 97,086 776 9,505 13,702 0 67,530 60,127 Changes from: September 11, 2012 Total Change is: -17,162 0 -4,565 -5,561 -4,681 5,128 -182 0 -3,923 -6,512 0 -3,158 0 -226 1,611 Percent of Open Interest Represented by Each Category of Trader 0.0 37.3 0.7 67.7 4.5 10.1 0.0 26.8 0.2 2.6 3.8 0.0 18.7 16.6 Number of Traders in Each Category Total Traders: 64 0 13 . 28 8 19 0 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 948,758 Positions 59,639 143,746 10,950 194,718 141,896 65,907 340,124 442,733 33,826 108,987 26,004 7,989 126,618 75,707 Changes from: September 11, 2012 Total Change is: -37,142 -23,227 13,018 -14,113 455 35,343 7,847 24,147 -66,750 -13,075 -23,814 3,776 0 4,638 -3,188 Percent of Open Interest Represented by Each Category of Trader 6.3 15.2 1.2 20.5 15.0 6.9 35.8 46.7 3.6 11.5 2.7 0.8 13.3 8.0 Number of Traders in Each Category Total Traders: 207 14 21 6 39 28 30 40 31 20 21 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,593,535 Positions 214,233 80,586 9,946 384,934 776,103 187,944 369,776 124,840 49,813 88,776 77,113 4,387 283,726 282,803 Changes from: September 11, 2012 Total Change is: 22,705 44,928 -18,816 4,233 12,969 43,715 -14,472 -25,384 -6,061 9,208 2,652 93 965 -12,394 3,840 Percent of Open Interest Represented by Each Category of Trader 13.4 5.1 0.6 24.2 48.7 11.8 23.2 7.8 3.1 5.6 4.8 0.3 17.8 17.7 Number of Traders in Each Category Total Traders: 260 32 20 12 26 57 48 63 35 28 14 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,296,683 Positions 184,326 120,800 15,550 253,577 595,102 110,220 361,501 146,324 15,497 102,812 56,905 2,058 251,142 234,227 Changes from: September 11, 2012 Total Change is: 40,025 -21,294 -8,105 4,839 63,045 32,965 9,017 -14,002 3,375 -5,639 -13,950 -186 1,190 16,819 2,569 Percent of Open Interest Represented by Each Category of Trader 14.2 9.3 1.2 19.6 45.9 8.5 27.9 11.3 1.2 7.9 4.4 0.2 19.4 18.1 Number of Traders in Each Category Total Traders: 180 17 18 5 24 39 36 40 20 17 11 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 429,972 Positions 171,100 142,340 146,591 9 2,015 2,993 27,290 37,765 45,771 745 7,539 5,700 29,773 39,258 Changes from: September 11, 2012 Total Change is: 4,994 -4,543 -1,653 10,116 -110 0 -190 2,885 -911 -4,696 30 -282 -320 1,822 2,930 Percent of Open Interest Represented by Each Category of Trader 39.8 33.1 34.1 0.0 0.5 0.7 6.3 8.8 10.6 0.2 1.8 1.3 6.9 9.1 Number of Traders in Each Category Total Traders: 77 21 22 32 . . . 14 12 21 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 37,020 Positions 17,796 10,668 10,629 0 500 0 5,402 12,167 1,743 94 0 340 1,016 973 Changes from: September 11, 2012 Total Change is: 7,301 -167 2,166 5,630 0 -1,198 0 453 -652 480 6 0 55 844 820 Percent of Open Interest Represented by Each Category of Trader 48.1 28.8 28.7 0.0 1.4 0.0 14.6 32.9 4.7 0.3 0.0 0.9 2.7 2.6 Number of Traders in Each Category Total Traders: 34 10 5 10 0 . 0 8 8 6 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,981,332 Positions 1,083,429 2,703,670 1,774,605 733,056 266,647 139,115 1,640,187 398,587 1,341,044 153,388 154,306 279,935 836,573 923,423 Changes from: September 11, 2012 Total Change is: -414,591 12,285 -41,094 -323,023 83,968 115,562 -2,545 -3,874 -9,132 -91,758 -3,439 -17,315 -42,819 -43,386 -2,467 Percent of Open Interest Represented by Each Category of Trader 13.6 33.9 22.2 9.2 3.3 1.7 20.6 5.0 16.8 1.9 1.9 3.5 10.5 11.6 Number of Traders in Each Category Total Traders: 237 27 51 73 10 8 12 60 38 82 17 11 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,426 Positions 7,709 212 0 560 798 6 697 9,084 5 1,278 255 0 171 66 Changes from: September 11, 2012 Total Change is: -2,500 -1,310 -36 0 -7 14 0 -127 -1,513 -990 -20 40 0 -46 -15 Percent of Open Interest Represented by Each Category of Trader 73.9 2.0 0.0 5.4 7.7 0.1 6.7 87.1 0.0 12.3 2.4 0.0 1.6 0.6 Number of Traders in Each Category Total Traders: 29 . . 0 . 4 . 4 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 13,415 Positions 10,921 7,321 0 1,014 680 42 1,260 5,223 0 0 101 0 178 48 Changes from: September 11, 2012 Total Change is: -2,607 -819 -1,156 0 0 -7 0 -28 283 -1,736 0 0 0 -24 9 Percent of Open Interest Represented by Each Category of Trader 81.4 54.6 0.0 7.6 5.1 0.3 9.4 38.9 0.0 0.0 0.8 0.0 1.3 0.4 Number of Traders in Each Category Total Traders: 26 4 6 0 . 4 . . 8 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 40,481 Positions 13,108 5,953 1,052 1,307 3,303 342 18,161 24,321 520 2,802 2,260 25 3,164 2,705 Changes from: September 11, 2012 Total Change is: -31,694 -487 -30,649 -1,251 -149 2,513 215 -26,298 -2,530 -173 -2,798 542 -28 -725 -333 Percent of Open Interest Represented by Each Category of Trader 32.4 14.7 2.6 3.2 8.2 0.8 44.9 60.1 1.3 6.9 5.6 0.1 7.8 6.7 Number of Traders in Each Category Total Traders: 100 5 . . 7 . . 23 31 4 16 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 431,265 Positions 139,067 22,895 54,765 33,258 13,006 9,442 31,626 152,016 50,504 5,702 23,234 75,353 31,548 30,050 Changes from: September 11, 2012 Total Change is: 24,307 -5,512 -6,280 12,470 -8,611 -150 714 6,529 2,648 2,517 -128 -2,933 16,584 -256 -1,263 Percent of Open Interest Represented by Each Category of Trader 32.2 5.3 12.7 7.7 3.0 2.2 7.3 35.2 11.7 1.3 5.4 17.5 7.3 7.0 Number of Traders in Each Category Total Traders: 163 21 11 26 6 11 9 22 52 56 13 16 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 14,185 Positions 3,139 3,138 3,205 3,124 416 305 3,308 6,192 893 32 30 0 179 6 Changes from: September 11, 2012 Total Change is: 5,028 63 783 3,205 363 -7 175 1,150 862 10 0 0 0 62 0 Percent of Open Interest Represented by Each Category of Trader 22.1 22.1 22.6 22.0 2.9 2.2 23.3 43.7 6.3 0.2 0.2 0.0 1.3 0.0 Number of Traders in Each Category Total Traders: 20 . . . 4 . . 4 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 18, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,475 Positions 1,061 6,965 864 6,398 0 0 805 2,383 0 0 0 0 1,347 263 Changes from: September 11, 2012 Total Change is: 825 3 0 864 -128 0 0 -158 208 0 0 0 0 244 -247 Percent of Open Interest Represented by Each Category of Trader 10.1 66.5 8.2 61.1 0.0 0.0 7.7 22.7 0.0 0.0 0.0 0.0 12.9 2.5 Number of Traders in Each Category Total Traders: 20 . . . 11 0 0 . 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 21, 2012