Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 124,353
Positions
7,773 52,273 10,326 17,108 6,996 332 18,095 13,959 12,201 12,105 616 1,081 45,332 26,568
Changes from: August 30, 2011 Total Change is: 3,056
-853 -3,910 749 1,399 1,324 -269 -891 4,113 1,696 793 112 -48 481 -709
Percent of Open Interest Represented by Each Category of Trader
6.3 42.0 8.3 13.8 5.6 0.3 14.6 11.2 9.8 9.7 0.5 0.9 36.5 21.4
Number of Traders in Each Category Total Traders: 87
8 14 9 5 6 4 20 16 19 15 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 61,980
Positions
6,980 25,306 7,583 949 971 129 17,572 6,307 7,657 0 0 0 21,111 14,027
Changes from: August 30, 2011 Total Change is: 5,518
1,686 -1,561 1,936 14 -36 10 -1,572 1,822 3,421 0 0 0 23 -73
Percent of Open Interest Represented by Each Category of Trader
11.3 40.8 12.2 1.5 1.6 0.2 28.4 10.2 12.4 0.0 0.0 0.0 34.1 22.6
Number of Traders in Each Category Total Traders: 39
6 10 9 . . . 13 7 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 118,499
Positions
41,688 3,987 7,173 8,925 34,363 883 28,395 40,211 3,543 1,996 4,007 0 25,897 24,332
Changes from: August 30, 2011 Total Change is: 16,513
21,894 -7,941 4,506 152 1,333 35 -5,123 14,366 1,201 -672 0 0 -5,480 3,013
Percent of Open Interest Represented by Each Category of Trader
35.2 3.4 6.1 7.5 29.0 0.7 24.0 33.9 3.0 1.7 3.4 0.0 21.9 20.5
Number of Traders in Each Category Total Traders: 96
15 7 11 5 11 4 27 25 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 137,956
Positions
7,977 67,540 6,492 35,573 9,158 1,227 48,321 9,264 6,869 1,697 2,131 478 29,323 34,798
Changes from: August 30, 2011 Total Change is: -2,341
1,451 -5,088 -751 757 -46 167 -1,771 -819 1,071 697 -233 152 -4,112 3,207
Percent of Open Interest Represented by Each Category of Trader
5.8 49.0 4.7 25.8 6.6 0.9 35.0 6.7 5.0 1.2 1.5 0.3 21.3 25.2
Number of Traders in Each Category Total Traders: 100
10 11 8 11 7 6 34 18 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 272,472
Positions
51,676 34,834 26,963 32,752 31,310 2,335 54,610 59,898 40,548 6,307 7,759 5,997 51,282 62,827
Changes from: August 30, 2011 Total Change is: 44,068
16,656 -8,339 10,838 1,306 1,772 631 10,745 21,982 6,660 -816 205 2,360 -4,314 7,959
Percent of Open Interest Represented by Each Category of Trader
19.0 12.8 9.9 12.0 11.5 0.9 20.0 22.0 14.9 2.3 2.8 2.2 18.8 23.1
Number of Traders in Each Category Total Traders: 193
23 15 19 15 22 12 34 62 50 13 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 140,163
Positions
7,886 82,319 3,974 3,369 8,693 324 82,378 13,167 11,020 971 494 193 30,048 19,980
Changes from: August 30, 2011 Total Change is: 11,826
-1,488 3,851 -121 230 579 11 2,659 1,608 8,066 6 466 45 2,416 -2,680
Percent of Open Interest Represented by Each Category of Trader
5.6 58.7 2.8 2.4 6.2 0.2 58.8 9.4 7.9 0.7 0.4 0.1 21.4 14.3
Number of Traders in Each Category Total Traders: 75
7 13 10 . 6 . 28 12 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 103,363
Positions
46,587 56,693 32,702 0 0 0 20,733 11,850 1,224 1,082 0 0 1,035 894
Changes from: August 30, 2011 Total Change is: -1,640
1,864 1,893 -3,208 0 0 0 -527 -536 373 0 0 0 -142 -162
Percent of Open Interest Represented by Each Category of Trader
45.1 54.8 31.6 0.0 0.0 0.0 20.1 11.5 1.2 1.0 0.0 0.0 1.0 0.9
Number of Traders in Each Category Total Traders: 26
9 11 15 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 111,130
Positions
46,405 60,629 3,742 18,497 1,523 0 32,826 30,651 1,318 1,242 4,085 240 6,860 8,942
Changes from: August 30, 2011 Total Change is: -225
1,443 -2,518 1,778 3,529 -224 0 -8,180 -331 729 444 -387 240 -208 488
Percent of Open Interest Represented by Each Category of Trader
41.8 54.6 3.4 16.6 1.4 0.0 29.5 27.6 1.2 1.1 3.7 0.2 6.2 8.0
Number of Traders in Each Category Total Traders: 96
12 9 . 7 . 0 15 37 9 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 33,956
Positions
30,435 17,440 66 1,090 0 0 1,316 881 16 322 15,138 0 711 415
Changes from: August 30, 2011 Total Change is: -5,455
2,243 -2,380 -3,811 22 0 0 -821 649 -272 -101 2,510 -2,510 -205 359
Percent of Open Interest Represented by Each Category of Trader
89.6 51.4 0.2 3.2 0.0 0.0 3.9 2.6 0.0 0.9 44.6 0.0 2.1 1.2
Number of Traders in Each Category Total Traders: 20
4 5 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,939
Positions
4,175 23,722 3 509 0 0 17,520 2,135 14 1,098 0 0 4,620 2,065
Changes from: August 30, 2011 Total Change is: 1,083
-343 342 -68 149 0 0 965 68 14 -47 0 0 413 727
Percent of Open Interest Represented by Each Category of Trader
14.9 84.9 0.0 1.8 0.0 0.0 62.7 7.6 0.1 3.9 0.0 0.0 16.5 7.4
Number of Traders in Each Category Total Traders: 44
5 10 . . 0 0 17 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,941
Positions
19,194 24,488 6,087 3,270 3,903 126 8,595 5,731 4,994 4,031 230 608 7,037 7,774
Changes from: August 30, 2011 Total Change is: -949
-1,631 1,260 -23 -79 943 -468 -28 -3,415 326 -59 177 155 857 96
Percent of Open Interest Represented by Each Category of Trader
35.6 45.4 11.3 6.1 7.2 0.2 15.9 10.6 9.3 7.5 0.4 1.1 13.0 14.4
Number of Traders in Each Category Total Traders: 92
19 14 8 7 6 . 21 16 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,269
Positions
8,951 9,402 51 691 268 0 760 2,460 38 1,013 0 0 2,765 2,050
Changes from: August 30, 2011 Total Change is: 381
0 0 0 0 10 0 -344 10 -8 282 0 0 451 369
Percent of Open Interest Represented by Each Category of Trader
62.7 65.9 0.4 4.8 1.9 0.0 5.3 17.2 0.3 7.1 0.0 0.0 19.4 14.4
Number of Traders in Each Category Total Traders: 22
8 5 . . . 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,344
Positions
32,117 41,804 439 5,158 7,270 251 21,605 12,478 3,978 6,036 461 1,216 8,544 11,448
Changes from: August 30, 2011 Total Change is: -2,658
-3,240 2,542 -67 -158 1,865 -935 433 -7,048 868 -681 353 309 814 -546
Percent of Open Interest Represented by Each Category of Trader
40.5 52.7 0.6 6.5 9.2 0.3 27.2 15.7 5.0 7.6 0.6 1.5 10.8 14.4
Number of Traders in Each Category Total Traders: 88
17 16 6 6 5 . 23 15 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,444,454
Positions
166,079 130,160 135,201 406,878 230,776 67,696 88,249 234,989 334,035 21,713 97,534 48,526 176,078 165,537
Changes from: August 30, 2011 Total Change is: 103,226
26,942 6,039 22,837 -3,010 18,865 1,337 4,947 1,221 38,594 -2,590 6,670 2,543 11,626 5,119
Percent of Open Interest Represented by Each Category of Trader
11.5 9.0 9.4 28.2 16.0 4.7 6.1 16.3 23.1 1.5 6.8 3.4 12.2 11.5
Number of Traders in Each Category Total Traders: 636
37 57 47 110 73 69 88 171 116 39 59 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 592,088
Positions
132,652 74,436 48,075 114,250 41,814 13,327 49,399 138,979 108,681 9,859 41,626 26,518 89,326 98,632
Changes from: August 30, 2011 Total Change is: 59,818
23,286 8,140 11,345 531 -1,392 -32 1,911 14,199 16,500 -2,912 2,756 2,162 7,027 6,140
Percent of Open Interest Represented by Each Category of Trader
22.4 12.6 8.1 19.3 7.1 2.3 8.3 23.5 18.4 1.7 7.0 4.5 15.1 16.7
Number of Traders in Each Category Total Traders: 148
16 13 14 29 14 14 28 29 50 10 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,261,831
Positions
493,861 605,349 108,900 1,479,857 961,530 255,129 826,148 1,111,951 494,872 87,496 307,762 81,811 433,758 334,527
Changes from: August 30, 2011 Total Change is: 217,036
60,009 31,230 15,725 -16,493 102,501 5,630 97,859 17,789 27,790 3,777 21,736 -261 23,000 -5,105
Percent of Open Interest Represented by Each Category of Trader
11.6 14.2 2.6 34.7 22.6 6.0 19.4 26.1 11.6 2.1 7.2 1.9 10.2 7.8
Number of Traders in Each Category Total Traders: 593
37 53 40 97 68 64 85 164 103 33 56 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,251
Positions
16,214 26,991 135 62,927 54,283 4,242 18,669 11,999 98 1,514 4,353 0 6,452 8,150
Changes from: August 30, 2011 Total Change is: 76
4,936 -2,833 11 -12,393 3,834 586 6,544 -885 -1,027 47 156 0 1,372 234
Percent of Open Interest Represented by Each Category of Trader
14.7 24.5 0.1 57.1 49.2 3.8 16.9 10.9 0.1 1.4 3.9 0.0 5.9 7.4
Number of Traders in Each Category Total Traders: 84
9 9 . 30 14 9 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 107,938
Positions
25,649 24,585 21,835 16,842 17,992 990 13,737 11,371 15,279 804 3,441 1,043 11,759 11,402
Changes from: August 30, 2011 Total Change is: 4,180
-1,174 -1,524 540 3,154 7,210 -482 1,887 -1,512 -1,443 -262 191 22 1,936 1,178
Percent of Open Interest Represented by Each Category of Trader
23.8 22.8 20.2 15.6 16.7 0.9 12.7 10.5 14.2 0.7 3.2 1.0 10.9 10.6
Number of Traders in Each Category Total Traders: 213
24 27 14 28 23 13 37 53 23 7 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 27,516
Positions
15,798 13,977 0 334 0 0 8,234 5,824 44 390 507 0 2,717 7,164
Changes from: August 30, 2011 Total Change is: 219
244 0 0 0 0 0 0 -1,166 -9 -159 0 0 143 1,394
Percent of Open Interest Represented by Each Category of Trader
57.4 50.8 0.0 1.2 0.0 0.0 29.9 21.2 0.2 1.4 1.8 0.0 9.9 26.0
Number of Traders in Each Category Total Traders: 27
11 5 0 . 0 0 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 402,108
Positions
148,757 152,539 9,673 82,538 89,962 4,952 91,123 91,343 12,566 3,789 16,383 3,501 45,210 21,190
Changes from: August 30, 2011 Total Change is: 19,803
-5,527 -6,060 1,140 15,772 36,050 -2,409 4,842 -6,322 -2,576 -512 955 108 8,964 -1,083
Percent of Open Interest Represented by Each Category of Trader
37.0 37.9 2.4 20.5 22.4 1.2 22.7 22.7 3.1 0.9 4.1 0.9 11.2 5.3
Number of Traders in Each Category Total Traders: 211
23 27 9 28 23 13 40 51 22 6 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 459,675
Positions
247,288 25,890 18,913 104,648 197,923 33,880 30,905 132,777 5,880 1,942 20,271 170 16,048 23,970
Changes from: August 30, 2011 Total Change is: 23,489
25,721 -796 2,531 -17,646 22,744 1,035 8,055 -5,533 1,366 -271 1,482 170 2,527 489
Percent of Open Interest Represented by Each Category of Trader
53.8 5.6 4.1 22.8 43.1 7.4 6.7 28.9 1.3 0.4 4.4 0.0 3.5 5.2
Number of Traders in Each Category Total Traders: 252
23 14 7 51 53 27 27 65 16 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 42,150
Positions
5,057 5,567 2,830 5,560 722 202 9,987 8,932 3,024 466 3,836 0 15,024 17,037
Changes from: August 30, 2011 Total Change is: 11,049
-1,361 438 2,286 -1,061 0 0 -410 -2,761 3,024 50 3 0 8,521 8,059
Percent of Open Interest Represented by Each Category of Trader
12.0 13.2 6.7 13.2 1.7 0.5 23.7 21.2 7.2 1.1 9.1 0.0 35.6 40.4
Number of Traders in Each Category Total Traders: 54
10 9 4 7 . . 9 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 78,673
Positions
15,533 48,846 2,640 6,557 6,679 339 9,358 4,019 1,630 2,318 0 0 40,298 14,520
Changes from: August 30, 2011 Total Change is: 16,047
1,515 5,611 842 1,763 124 0 -1,686 263 842 206 0 0 12,565 8,365
Percent of Open Interest Represented by Each Category of Trader
19.7 62.1 3.4 8.3 8.5 0.4 11.9 5.1 2.1 2.9 0.0 0.0 51.2 18.5
Number of Traders in Each Category Total Traders: 71
13 20 12 6 5 . 13 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,951
Positions
1,092 4,659 1,305 24,495 25,189 4,702 5,630 4,968 4 1,140 0 0 3,583 1,124
Changes from: August 30, 2011 Total Change is: 3,073
468 44 106 147 1,315 445 367 57 0 -47 0 0 1,587 1,106
Percent of Open Interest Represented by Each Category of Trader
2.6 11.1 3.1 58.4 60.0 11.2 13.4 11.8 0.0 2.7 0.0 0.0 8.5 2.7
Number of Traders in Each Category Total Traders: 53
. . . 15 20 9 9 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 55,242
Positions
10,386 19,963 1,825 23,691 9,328 1,265 7,684 15,903 565 1,899 158 657 7,270 5,578
Changes from: August 30, 2011 Total Change is: 2,998
1,837 -655 -33 295 65 77 -335 487 93 163 6 -6 907 2,964
Percent of Open Interest Represented by Each Category of Trader
18.8 36.1 3.3 42.9 16.9 2.3 13.9 28.8 1.0 3.4 0.3 1.2 13.2 10.1
Number of Traders in Each Category Total Traders: 66
8 9 . 17 6 8 15 5 . 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 823,216
Positions
10,530 104,582 56,233 324,251 132,725 65,155 43,315 107,853 122,934 7,703 59,152 22,498 170,597 152,085
Changes from: August 30, 2011 Total Change is: 25,936
353 -8,878 5,485 8,903 -1,577 -20,650 -15,895 8,139 26,747 1,341 -2,355 19,383 269 -357
Percent of Open Interest Represented by Each Category of Trader
1.3 12.7 6.8 39.4 16.1 7.9 5.3 13.1 14.9 0.9 7.2 2.7 20.7 18.5
Number of Traders in Each Category Total Traders: 155
10 21 23 39 20 31 33 22 38 4 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 417,501
Positions
2,540 197,007 4,030 296,345 16,398 21,348 2,113 112,987 20,840 3,445 4,699 0 66,840 40,192
Changes from: August 30, 2011 Total Change is: -13,590
40 -2,611 423 -939 -2,566 -389 96 -6,961 -2,369 -1,735 2,665 0 -8,717 -1,782
Percent of Open Interest Represented by Each Category of Trader
0.6 47.2 1.0 71.0 3.9 5.1 0.5 27.1 5.0 0.8 1.1 0.0 16.0 9.6
Number of Traders in Each Category Total Traders: 76
. 14 7 36 5 15 . 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 808,161
Positions
84,392 78,697 17,132 129,439 228,626 92,071 219,284 150,478 70,494 69,252 45,656 4,558 121,538 120,448
Changes from: August 30, 2011 Total Change is: -104,197
-21,216 -2,487 -5,177 -10,420 3,379 -678 -56,611 -36,455 -13,787 9,147 -34,859 1,305 -6,760 -15,438
Percent of Open Interest Represented by Each Category of Trader
10.4 9.7 2.1 16.0 28.3 11.4 27.1 18.6 8.7 8.6 5.6 0.6 15.0 14.9
Number of Traders in Each Category Total Traders: 227
14 27 18 31 51 38 38 37 29 10 19 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,063,663
Positions
66,692 220,133 124,022 816,548 548,677 255,894 199,047 265,767 180,167 56,920 86,573 40,975 323,399 341,455
Changes from: August 30, 2011 Total Change is: -194,700
-3,282 -7,784 -57,845 -22,838 12,427 25,318 -36,702 -70,275 -89,196 -24,228 -13,060 -1,077 15,150 6,792
Percent of Open Interest Represented by Each Category of Trader
3.2 10.7 6.0 39.6 26.6 12.4 9.6 12.9 8.7 2.8 4.2 2.0 15.7 16.5
Number of Traders in Each Category Total Traders: 233
19 28 37 32 56 50 47 31 58 10 10 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,450,168
Positions
93,143 178,436 58,872 381,974 544,481 112,438 290,922 100,255 105,890 168,541 72,129 12,707 225,681 264,959
Changes from: August 30, 2011 Total Change is: -77,511
-3,657 15,709 -13,272 -7,660 6,151 -15,416 -176 8,215 -37,326 22,369 -9,161 -5,332 -17,040 -27,080
Percent of Open Interest Represented by Each Category of Trader
6.4 12.3 4.1 26.3 37.5 7.8 20.1 6.9 7.3 11.6 5.0 0.9 15.6 18.3
Number of Traders in Each Category Total Traders: 185
9 33 26 21 48 37 33 24 34 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 946,169
Positions
268,306 269,480 224,594 3,991 4,358 7,077 71,611 74,489 273,580 16,521 5,375 40,978 39,511 46,238
Changes from: August 30, 2011 Total Change is: -127,947
-20,701 -16,504 -60,018 -1,429 -1,079 -48 5,584 790 -44,134 -335 -630 -4,334 -2,532 -1,991
Percent of Open Interest Represented by Each Category of Trader
28.4 28.5 23.7 0.4 0.5 0.7 7.6 7.9 28.9 1.7 0.6 4.3 4.2 4.9
Number of Traders in Each Category Total Traders: 145
33 32 52 . 5 . 28 26 42 . 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,147,369
Positions
1,044,457 3,528,330 3,669,894 3,272,550 161,368 302,271 670,285 704,731 6,772,227 84,274 533,259 1,447,311 884,101 1,027,978
Changes from: August 30, 2011 Total Change is: 445,798
-2,436 -151,871 89,069 -47,705 17,638 4,883 10,165 13,476 276,011 -2,633 77,875 130,040 -11,597 -11,324
Percent of Open Interest Represented by Each Category of Trader
5.8 19.4 20.2 18.0 0.9 1.7 3.7 3.9 37.3 0.5 2.9 8.0 4.9 5.7
Number of Traders in Each Category Total Traders: 301
34 62 91 11 19 24 56 74 117 13 19 29
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Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,743
Positions
3,852 4,694 0 1,206 792 12 2,258 5,435 490 3,601 240 0 324 80
Changes from: August 30, 2011 Total Change is: 299
139 -171 -1 -329 0 0 10 -6 486 0 -10 0 -6 1
Percent of Open Interest Represented by Each Category of Trader
32.8 40.0 0.0 10.3 6.7 0.1 19.2 46.3 4.2 30.7 2.0 0.0 2.8 0.7
Number of Traders in Each Category Total Traders: 33
. 5 0 . 4 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 22,469
Positions
17,170 10,905 0 1,284 1,772 11 3,454 4,040 207 80 5,483 0 263 51
Changes from: August 30, 2011 Total Change is: 1,243
738 1,408 0 67 -383 11 267 0 203 -30 30 0 -13 -26
Percent of Open Interest Represented by Each Category of Trader
76.4 48.5 0.0 5.7 7.9 0.0 15.4 18.0 0.9 0.4 24.4 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 37
5 6 0 . 5 . 10 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,199
Positions
15,348 14,942 53 1,547 564 796 20,952 26,814 3,707 2,371 1,299 12 6,414 3,013
Changes from: August 30, 2011 Total Change is: -4,894
-2,534 883 -280 1,246 -4,423 -300 -7,565 -773 2,386 1,253 -852 -4 904 -1,531
Percent of Open Interest Represented by Each Category of Trader
30.0 29.2 0.1 3.0 1.1 1.6 40.9 52.4 7.2 4.6 2.5 0.0 12.5 5.9
Number of Traders in Each Category Total Traders: 116
5 8 . 5 . . 36 27 15 23 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 166,198
Positions
39,730 53,363 35,067 4,741 766 6,750 22,043 20,441 17,778 9,894 2,249 12,024 18,171 17,760
Changes from: August 30, 2011 Total Change is: 3,906
1,097 -3,888 2,350 -191 -320 -319 -845 2,658 -1,755 -1,483 792 952 4,100 3,436
Percent of Open Interest Represented by Each Category of Trader
23.9 32.1 21.1 2.9 0.5 4.1 13.3 12.3 10.7 6.0 1.4 7.2 10.9 10.7
Number of Traders in Each Category Total Traders: 105
11 11 21 6 . 9 16 21 26 9 7 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,981
Positions
3,015 4,704 0 2,142 484 0 4,454 1,644 625 150 3,361 1,041 554 122
Changes from: August 30, 2011 Total Change is: -356
-260 -104 0 -39 0 0 -211 369 0 0 -897 154 0 122
Percent of Open Interest Represented by Each Category of Trader
25.2 39.3 0.0 17.9 4.0 0.0 37.2 13.7 5.2 1.3 28.1 8.7 4.6 1.0
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 5 . . . .
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Updated September 9, 2011