Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 125,550
Positions
7,412 45,630 11,974 18,282 7,410 355 22,104 20,311 9,459 12,371 2,036 742 42,852 27,633
Changes from: September 6, 2011 Total Change is: 1,197
-360 -6,643 1,648 1,174 414 23 4,009 6,352 -2,742 266 1,420 -340 -2,480 1,065
Percent of Open Interest Represented by Each Category of Trader
5.9 36.3 9.5 14.6 5.9 0.3 17.6 16.2 7.5 9.9 1.6 0.6 34.1 22.0
Number of Traders in Each Category Total Traders: 87
7 16 12 5 5 . 13 20 14 16 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 53,011
Positions
7,943 22,833 7,401 1,344 977 129 15,449 4,935 5,955 0 0 0 14,790 10,781
Changes from: September 6, 2011 Total Change is: -8,969
963 -2,473 -182 395 6 0 -2,123 -1,372 -1,701 0 0 0 -6,321 -3,246
Percent of Open Interest Represented by Each Category of Trader
15.0 43.1 14.0 2.5 1.8 0.2 29.1 9.3 11.2 0.0 0.0 0.0 27.9 20.3
Number of Traders in Each Category Total Traders: 43
8 10 11 . . . 13 8 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 147,961
Positions
66,474 3,473 9,040 7,030 34,107 1,287 32,517 58,220 4,762 1,554 5,196 114 25,183 31,762
Changes from: September 6, 2011 Total Change is: 29,462
24,786 -515 1,868 -1,895 -256 404 4,122 18,009 1,220 -442 1,189 114 -714 7,429
Percent of Open Interest Represented by Each Category of Trader
44.9 2.3 6.1 4.8 23.1 0.9 22.0 39.3 3.2 1.1 3.5 0.1 17.0 21.5
Number of Traders in Each Category Total Traders: 103
17 8 11 . 14 5 21 31 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 161,513
Positions
10,920 70,601 24,338 36,846 9,245 1,142 51,641 13,507 6,430 1,000 2,763 0 29,196 33,487
Changes from: September 6, 2011 Total Change is: 23,557
2,943 3,061 17,846 1,273 87 -85 3,320 4,244 -438 -697 632 -478 -127 -1,311
Percent of Open Interest Represented by Each Category of Trader
6.8 43.7 15.1 22.8 5.7 0.7 32.0 8.4 4.0 0.6 1.7 0.0 18.1 20.7
Number of Traders in Each Category Total Traders: 99
9 13 11 12 7 4 31 21 19 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 311,668
Positions
77,169 35,119 49,561 32,325 34,710 1,783 63,641 72,296 32,032 6,402 10,066 2,010 46,745 74,092
Changes from: September 6, 2011 Total Change is: 39,196
25,493 285 22,597 -427 3,400 -552 9,031 12,397 -8,516 95 2,306 -3,988 -4,537 11,266
Percent of Open Interest Represented by Each Category of Trader
24.8 11.3 15.9 10.4 11.1 0.6 20.4 23.2 10.3 2.1 3.2 0.6 15.0 23.8
Number of Traders in Each Category Total Traders: 181
22 16 19 15 24 11 26 57 44 8 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 131,747
Positions
10,868 67,808 14,571 3,324 8,197 332 69,632 13,663 2,769 1,007 0 385 28,861 24,023
Changes from: September 6, 2011 Total Change is: -8,416
2,982 -14,511 10,596 -45 -496 8 -12,746 497 -8,251 35 -494 192 -1,187 4,043
Percent of Open Interest Represented by Each Category of Trader
8.2 51.5 11.1 2.5 6.2 0.3 52.9 10.4 2.1 0.8 0.0 0.3 21.9 18.2
Number of Traders in Each Category Total Traders: 71
7 14 10 . 5 . 23 16 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 107,362
Positions
51,094 55,644 35,075 0 0 0 17,097 12,366 1,244 976 0 0 1,876 3,033
Changes from: September 6, 2011 Total Change is: 3,999
4,507 -1,049 2,373 0 0 0 -3,636 516 20 -106 0 0 841 2,139
Percent of Open Interest Represented by Each Category of Trader
47.6 51.8 32.7 0.0 0.0 0.0 15.9 11.5 1.2 0.9 0.0 0.0 1.7 2.8
Number of Traders in Each Category Total Traders: 27
10 10 15 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 119,075
Positions
49,410 64,918 6,538 21,082 2,215 0 29,319 27,171 4,489 911 4,368 0 7,326 9,376
Changes from: September 6, 2011 Total Change is: 7,945
3,005 4,289 2,796 2,585 692 0 -3,507 -3,480 3,171 -331 283 -240 466 434
Percent of Open Interest Represented by Each Category of Trader
41.5 54.5 5.5 17.7 1.9 0.0 24.6 22.8 3.8 0.8 3.7 0.0 6.2 7.9
Number of Traders in Each Category Total Traders: 95
12 10 5 5 . 0 17 33 10 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 36,761
Positions
31,873 18,115 66 1,100 0 0 2,598 2,453 3 322 15,138 0 799 986
Changes from: September 6, 2011 Total Change is: 2,805
1,438 675 0 10 0 0 1,282 1,572 -13 0 0 0 88 571
Percent of Open Interest Represented by Each Category of Trader
86.7 49.3 0.2 3.0 0.0 0.0 7.1 6.7 0.0 0.9 41.2 0.0 2.2 2.7
Number of Traders in Each Category Total Traders: 20
4 4 . . 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 34,664
Positions
4,371 23,443 6,699 436 0 0 17,508 2,059 163 681 165 0 4,806 2,135
Changes from: September 6, 2011 Total Change is: 6,725
196 -279 6,696 -73 0 0 -12 -76 149 -417 165 0 186 70
Percent of Open Interest Represented by Each Category of Trader
12.6 67.6 19.3 1.3 0.0 0.0 50.5 5.9 0.5 2.0 0.5 0.0 13.9 6.2
Number of Traders in Each Category Total Traders: 39
5 9 . . 0 0 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 64,650
Positions
19,902 25,293 11,233 3,149 3,593 407 8,365 6,693 7,369 3,890 33 1,267 9,069 8,764
Changes from: September 6, 2011 Total Change is: 10,710
709 805 5,146 -122 -310 281 -230 961 2,374 -141 -198 659 2,032 990
Percent of Open Interest Represented by Each Category of Trader
30.8 39.1 17.4 4.9 5.6 0.6 12.9 10.4 11.4 6.0 0.1 2.0 14.0 13.6
Number of Traders in Each Category Total Traders: 89
20 13 14 6 8 4 16 16 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 15,903
Positions
8,951 9,400 868 691 273 0 746 2,482 345 731 0 592 2,979 1,943
Changes from: September 6, 2011 Total Change is: 1,634
0 -2 817 0 5 0 -14 22 307 -282 0 592 214 -107
Percent of Open Interest Represented by Each Category of Trader
56.3 59.1 5.5 4.3 1.7 0.0 4.7 15.6 2.2 4.6 0.0 3.7 18.7 12.2
Number of Traders in Each Category Total Traders: 21
8 5 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 97,495
Positions
33,314 43,197 9,319 4,915 6,640 813 21,695 14,877 7,592 6,317 65 1,351 12,180 13,641
Changes from: September 6, 2011 Total Change is: 18,150
1,197 1,393 8,879 -243 -630 562 90 2,399 3,614 281 -395 135 3,636 2,193
Percent of Open Interest Represented by Each Category of Trader
34.2 44.3 9.6 5.0 6.8 0.8 22.3 15.3 7.8 6.5 0.1 1.4 12.5 14.0
Number of Traders in Each Category Total Traders: 86
17 15 13 5 7 4 18 17 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,582,898
Positions
169,258 128,208 203,416 401,824 236,145 68,632 106,772 234,761 381,115 22,094 91,410 49,627 180,161 189,585
Changes from: September 6, 2011 Total Change is: 138,445
3,179 -1,952 68,215 -5,054 5,369 936 18,522 -228 47,080 382 -6,124 1,102 4,083 24,048
Percent of Open Interest Represented by Each Category of Trader
10.7 8.1 12.9 25.4 14.9 4.3 6.7 14.8 24.1 1.4 5.8 3.1 11.4 12.0
Number of Traders in Each Category Total Traders: 646
36 58 61 110 76 77 79 174 133 44 66 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 664,415
Positions
120,590 72,941 76,267 117,753 39,527 13,687 74,306 154,983 132,959 8,884 36,312 27,389 92,580 110,349
Changes from: September 6, 2011 Total Change is: 72,328
-12,062 -1,494 28,191 3,504 -2,286 360 24,906 16,004 24,278 -975 -5,314 871 3,254 11,718
Percent of Open Interest Represented by Each Category of Trader
18.1 11.0 11.5 17.7 5.9 2.1 11.2 23.3 20.0 1.3 5.5 4.1 13.9 16.6
Number of Traders in Each Category Total Traders: 155
16 13 17 31 13 17 28 32 51 8 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,592,415
Positions
571,072 604,064 308,013 1,437,063 999,800 258,012 857,513 1,094,077 545,594 93,691 303,126 83,551 437,907 396,178
Changes from: September 6, 2011 Total Change is: 330,584
77,211 -1,285 199,113 -42,794 38,270 2,883 31,365 -17,874 50,722 6,195 -4,636 1,740 4,149 61,651
Percent of Open Interest Represented by Each Category of Trader
12.4 13.2 6.7 31.3 21.8 5.6 18.7 23.8 11.9 2.0 6.6 1.8 9.5 8.6
Number of Traders in Each Category Total Traders: 601
37 53 55 95 72 69 74 168 118 40 61 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 124,967
Positions
16,981 24,209 9,954 61,257 54,866 5,128 18,193 12,048 1,089 1,514 4,391 1,576 9,275 11,706
Changes from: September 6, 2011 Total Change is: 14,716
767 -2,782 9,819 -1,670 583 886 -476 49 991 0 38 1,576 2,823 3,556
Percent of Open Interest Represented by Each Category of Trader
13.6 19.4 8.0 49.0 43.9 4.1 14.6 9.6 0.9 1.2 3.5 1.3 7.4 9.4
Number of Traders in Each Category Total Traders: 87
10 10 10 30 15 10 9 8 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 129,378
Positions
25,931 22,400 31,441 20,210 24,044 2,116 14,523 11,501 20,555 886 3,875 1,032 12,683 12,414
Changes from: September 6, 2011 Total Change is: 21,440
282 -2,185 9,606 3,369 6,051 1,126 786 130 5,277 81 434 -11 924 1,012
Percent of Open Interest Represented by Each Category of Trader
20.0 17.3 24.3 15.6 18.6 1.6 11.2 8.9 15.9 0.7 3.0 0.8 9.8 9.6
Number of Traders in Each Category Total Traders: 219
22 34 25 29 24 16 41 45 32 7 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 32,825
Positions
16,325 14,982 2,033 334 0 0 10,492 7,395 63 367 507 0 3,212 7,845
Changes from: September 6, 2011 Total Change is: 5,309
527 1,005 2,033 0 0 0 2,258 1,571 19 -23 0 0 494 681
Percent of Open Interest Represented by Each Category of Trader
49.7 45.6 6.2 1.0 0.0 0.0 32.0 22.5 0.2 1.1 1.5 0.0 9.8 23.9
Number of Traders in Each Category Total Traders: 26
9 5 4 . 0 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 482,762
Positions
155,580 144,640 39,490 99,381 120,218 10,580 97,640 98,015 24,978 4,311 18,553 3,444 47,358 22,844
Changes from: September 6, 2011 Total Change is: 80,654
6,823 -7,899 29,818 16,843 30,255 5,628 6,517 6,672 12,412 522 2,170 -57 2,149 1,654
Percent of Open Interest Represented by Each Category of Trader
32.2 30.0 8.2 20.6 24.9 2.2 20.2 20.3 5.2 0.9 3.8 0.7 9.8 4.7
Number of Traders in Each Category Total Traders: 217
21 34 25 29 24 16 42 45 30 6 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 511,042
Positions
265,888 24,260 29,841 98,325 222,953 37,571 45,921 127,104 9,844 2,111 20,821 678 20,862 37,969
Changes from: September 6, 2011 Total Change is: 51,367
18,600 -1,630 10,928 -6,323 25,030 3,691 15,016 -5,673 3,964 169 550 508 4,814 13,998
Percent of Open Interest Represented by Each Category of Trader
52.0 4.7 5.8 19.2 43.6 7.4 9.0 24.9 1.9 0.4 4.1 0.1 4.1 7.4
Number of Traders in Each Category Total Traders: 254
22 15 16 46 56 30 23 71 24 4 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 27,120
Positions
7,751 1,610 0 4,010 1,827 232 7,434 7,259 1 516 4,352 0 7,176 11,839
Changes from: September 6, 2011 Total Change is: -15,030
2,694 -3,957 -2,830 -1,550 1,105 30 -2,553 -1,673 -3,023 50 516 0 -7,848 -5,198
Percent of Open Interest Represented by Each Category of Trader
28.6 5.9 0.0 14.8 6.7 0.9 27.4 26.8 0.0 1.9 16.0 0.0 26.5 43.7
Number of Traders in Each Category Total Traders: 39
9 . 0 7 4 . 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 36,141
Positions
9,119 14,482 301 6,560 6,771 499 6,941 6,447 0 1,528 0 0 11,193 7,641
Changes from: September 6, 2011 Total Change is: -42,532
-6,414 -34,364 -2,339 3 92 160 -2,417 2,428 -1,630 -790 0 0 -29,105 -6,879
Percent of Open Interest Represented by Each Category of Trader
25.2 40.1 0.8 18.2 18.7 1.4 19.2 17.8 0.0 4.2 0.0 0.0 31.0 21.1
Number of Traders in Each Category Total Traders: 53
15 12 . 6 . . 4 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 47,440
Positions
431 4,217 4,172 25,997 24,512 4,832 3,738 5,017 2,563 1,430 0 0 4,277 2,127
Changes from: September 6, 2011 Total Change is: 5,489
-661 -442 2,867 1,502 -677 130 -1,892 49 2,559 290 0 0 694 1,003
Percent of Open Interest Represented by Each Category of Trader
0.9 8.9 8.8 54.8 51.7 10.2 7.9 10.6 5.4 3.0 0.0 0.0 9.0 4.5
Number of Traders in Each Category Total Traders: 53
. . . 16 19 11 7 4 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 65,111
Positions
9,022 18,145 4,776 24,410 12,950 1,482 6,937 14,866 3,141 1,857 150 1,093 12,393 8,508
Changes from: September 6, 2011 Total Change is: 9,869
-1,364 -1,818 2,951 719 3,622 217 -747 -1,037 2,576 -42 -8 436 5,123 2,930
Percent of Open Interest Represented by Each Category of Trader
13.9 27.9 7.3 37.5 19.9 2.3 10.7 22.8 4.8 2.9 0.2 1.7 19.0 13.1
Number of Traders in Each Category Total Traders: 72
9 11 6 19 7 8 15 5 6 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011
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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 807,058
Positions
10,803 130,518 52,535 331,115 132,129 70,871 43,543 100,834 111,731 10,594 53,414 11,908 163,958 143,120
Changes from: September 6, 2011 Total Change is: -16,158
273 25,936 -3,698 6,865 -596 5,716 228 -7,019 -11,203 2,891 -5,738 -10,590 -6,640 -8,965
Percent of Open Interest Represented by Each Category of Trader
1.3 16.2 6.5 41.0 16.4 8.8 5.4 12.5 13.8 1.3 6.6 1.5 20.3 17.7
Number of Traders in Each Category Total Traders: 164
10 22 24 42 23 35 33 22 34 6 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011
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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 401,117
Positions
2,487 179,996 3,044 291,930 16,992 22,255 2,033 120,554 8,778 2,875 4,300 0 67,715 45,198
Changes from: September 6, 2011 Total Change is: -16,384
-53 -17,011 -986 -4,416 594 906 -80 7,568 -12,062 -570 -399 0 876 5,006
Percent of Open Interest Represented by Each Category of Trader
0.6 44.9 0.8 72.8 4.2 5.5 0.5 30.1 2.2 0.7 1.1 0.0 16.9 11.3
Number of Traders in Each Category Total Traders: 74
. 12 8 36 5 15 . 16 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 797,479
Positions
81,351 71,118 16,566 120,079 228,596 96,960 212,248 144,266 69,560 86,208 45,708 5,009 109,498 119,697
Changes from: September 6, 2011 Total Change is: -10,681
-3,041 -7,579 -566 -9,360 -30 4,889 -7,036 -6,212 -934 16,957 51 451 -12,041 -752
Percent of Open Interest Represented by Each Category of Trader
10.2 8.9 2.1 15.1 28.7 12.2 26.6 18.1 8.7 10.8 5.7 0.6 13.7 15.0
Number of Traders in Each Category Total Traders: 225
12 29 17 29 52 39 34 37 29 12 19 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,959,549
Positions
64,384 214,365 126,606 762,192 533,938 247,445 160,920 189,619 186,559 45,241 89,569 37,401 328,801 334,046
Changes from: September 6, 2011 Total Change is: -104,114
-2,308 -5,768 2,585 -54,356 -14,739 -8,449 -38,127 -76,148 6,392 -11,679 2,996 -3,574 5,402 -7,409
Percent of Open Interest Represented by Each Category of Trader
3.3 10.9 6.5 38.9 27.2 12.6 8.2 9.7 9.5 2.3 4.6 1.9 16.8 17.0
Number of Traders in Each Category Total Traders: 230
23 27 38 32 55 49 43 31 57 9 10 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,451,942
Positions
99,644 175,819 68,736 403,135 563,665 109,887 272,840 97,347 103,131 153,576 46,429 25,604 215,387 261,324
Changes from: September 6, 2011 Total Change is: 1,773
6,501 -2,618 9,864 21,161 19,184 -2,551 -18,081 -2,908 -2,759 -14,965 -25,699 12,897 -10,293 -3,635
Percent of Open Interest Represented by Each Category of Trader
6.9 12.1 4.7 27.8 38.8 7.6 18.8 6.7 7.1 10.6 3.2 1.8 14.8 18.0
Number of Traders in Each Category Total Traders: 187
9 34 26 22 47 36 36 24 36 7 8 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 949,995
Positions
270,351 234,369 224,353 4,090 3,361 3,382 67,008 111,561 279,344 18,105 5,361 42,082 41,281 46,182
Changes from: September 6, 2011 Total Change is: 3,827
2,045 -35,111 -241 99 -998 -3,695 -4,603 37,072 5,764 1,583 -13 1,104 1,770 -55
Percent of Open Interest Represented by Each Category of Trader
28.5 24.7 23.6 0.4 0.4 0.4 7.1 11.7 29.4 1.9 0.6 4.4 4.3 4.9
Number of Traders in Each Category Total Traders: 143
32 32 52 . 4 . 27 28 44 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011
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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 is18,183,854
Positions
1,039,456 3,420,879 3,716,600 3,232,543 149,913 264,615 628,691 778,468 6,846,923 79,939 457,603 1,494,989 880,099 1,053,865
Changes from: September 6, 2011 Total Change is: 36,485
-5,001 -107,451 46,706 -40,007 -11,456 -37,656 -41,594 73,737 74,696 -4,335 -75,656 47,678 -4,002 25,887
Percent of Open Interest Represented by Each Category of Trader
5.7 18.8 20.4 17.8 0.8 1.5 3.5 4.3 37.7 0.4 2.5 8.2 4.8 5.8
Number of Traders in Each Category Total Traders: 302
28 66 89 13 18 24 54 81 119 13 20 29
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 10,719
Positions
3,105 4,065 5 816 790 12 2,908 5,322 0 3,601 460 0 272 65
Changes from: September 6, 2011 Total Change is: -1,024
-747 -629 5 -390 -2 0 650 -113 -490 0 220 0 -52 -15
Percent of Open Interest Represented by Each Category of Trader
29.0 37.9 0.0 7.6 7.4 0.1 27.1 49.7 0.0 33.6 4.3 0.0 2.5 0.6
Number of Traders in Each Category Total Traders: 32
. 5 . . 4 . 6 7 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 21,103
Positions
17,762 10,407 94 1,284 1,583 16 1,624 3,500 0 80 5,435 0 243 68
Changes from: September 6, 2011 Total Change is: -1,366
592 -498 94 0 -189 5 -1,830 -540 -207 0 -48 0 -20 17
Percent of Open Interest Represented by Each Category of Trader
84.2 49.3 0.4 6.1 7.5 0.1 7.7 16.6 0.0 0.4 25.8 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 30
5 6 . . 5 . 4 4 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 63,303
Positions
18,958 24,169 2,487 1,485 655 736 27,194 29,450 2,035 2,381 743 258 7,770 2,772
Changes from: September 6, 2011 Total Change is: 12,104
3,610 9,227 2,434 -62 91 -60 6,242 2,636 -1,672 10 -556 246 1,356 -242
Percent of Open Interest Represented by Each Category of Trader
29.9 38.2 3.9 2.3 1.0 1.2 43.0 46.5 3.2 3.8 1.2 0.4 12.3 4.4
Number of Traders in Each Category Total Traders: 113
7 6 . . . . 52 19 11 17 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 165,892
Positions
44,469 43,491 38,527 4,367 743 6,854 17,531 23,062 21,023 4,652 2,654 12,997 15,472 16,541
Changes from: September 6, 2011 Total Change is: -306
4,739 -9,872 3,460 -374 -23 104 -4,512 2,621 3,245 -5,242 405 973 -2,699 -1,219
Percent of Open Interest Represented by Each Category of Trader
26.8 26.2 23.2 2.6 0.4 4.1 10.6 13.9 12.7 2.8 1.6 7.8 9.3 10.0
Number of Traders in Each Category Total Traders: 107
14 9 20 6 . 10 16 25 30 5 10 18
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 11,874
Positions
3,050 4,764 0 2,107 409 0 4,424 1,477 625 150 3,488 1,111 407 0
Changes from: September 6, 2011 Total Change is: -107
35 60 0 -35 -75 0 -30 -167 0 0 127 70 -147 -122
Percent of Open Interest Represented by Each Category of Trader
25.7 40.1 0.0 17.7 3.4 0.0 37.3 12.4 5.3 1.3 29.4 9.4 3.4 0.0
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . 0 5 5 . . . .
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Updated September 16, 2011