Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 165,263
Positions
6,292 42,636 5,948 20,996 33,207 952 63,019 35,188 10,864 8,202 10,083 1,975 47,015 24,411
Changes from: August 14, 2012 Total Change is: 29,045
-1,299 14,222 963 2,390 -546 591 19,131 12,849 214 846 1,178 336 5,872 -763
Percent of Open Interest Represented by Each Category of Trader
3.8 25.8 3.6 12.7 20.1 0.6 38.1 21.3 6.6 5.0 6.1 1.2 28.4 14.8
Number of Traders in Each Category Total Traders: 89
5 11 6 7 4 4 31 13 12 9 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,830
Positions
21,429 11,932 34 2,027 1,606 183 18,378 19,937 312 1,091 0 0 12,375 21,825
Changes from: August 14, 2012 Total Change is: -2,035
-1,030 -402 -120 89 50 0 -3,839 -3,346 266 -80 0 0 2,679 1,517
Percent of Open Interest Represented by Each Category of Trader
38.4 21.4 0.1 3.6 2.9 0.3 32.9 35.7 0.6 2.0 0.0 0.0 22.2 39.1
Number of Traders in Each Category Total Traders: 31
4 6 . . . . 6 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 124,858
Positions
16,723 11,660 1,659 9,832 31,352 12,975 43,149 28,347 3,536 9,873 4,822 634 26,478 29,874
Changes from: August 14, 2012 Total Change is: 5,389
-6,771 5,925 163 -204 1,646 290 10,416 -3,132 -928 -2,560 1,875 -15 4,999 -435
Percent of Open Interest Represented by Each Category of Trader
13.4 9.3 1.3 7.9 25.1 10.4 34.6 22.7 2.8 7.9 3.9 0.5 21.2 23.9
Number of Traders in Each Category Total Traders: 96
10 6 6 7 14 5 26 22 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 152,054
Positions
15,035 43,826 3,140 62,720 7,226 1,162 42,304 29,277 4,679 1,235 17,408 1,063 20,717 44,275
Changes from: August 14, 2012 Total Change is: -8,324
5,537 -11,278 489 39 -372 223 -10,601 -1,229 1,094 110 -66 99 -5,314 2,716
Percent of Open Interest Represented by Each Category of Trader
9.9 28.8 2.1 41.2 4.8 0.8 27.8 19.3 3.1 0.8 11.4 0.7 13.6 29.1
Number of Traders in Each Category Total Traders: 96
5 15 7 9 8 6 16 31 16 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 369,103
Positions
95,412 31,011 10,988 31,196 39,204 9,934 76,578 154,617 31,397 61,825 13,824 6,838 44,934 71,289
Changes from: August 14, 2012 Total Change is: 992
-7,994 8,470 1,278 -877 -1,816 241 1,211 -9,567 1,843 128 757 -845 6,007 632
Percent of Open Interest Represented by Each Category of Trader
25.8 8.4 3.0 8.5 10.6 2.7 20.7 41.9 8.5 16.7 3.7 1.9 12.2 19.3
Number of Traders in Each Category Total Traders: 214
25 14 12 17 26 20 24 72 31 11 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 209,343
Positions
20,488 85,327 4,459 4,698 43,415 1,784 133,038 33,976 6,911 767 7,290 2,599 34,600 23,583
Changes from: August 14, 2012 Total Change is: 21,294
-1,036 19,723 954 1,030 706 664 15,310 -2,300 1,307 205 -561 1,495 1,365 -693
Percent of Open Interest Represented by Each Category of Trader
9.8 40.8 2.1 2.2 20.7 0.9 63.6 16.2 3.3 0.4 3.5 1.2 16.5 11.3
Number of Traders in Each Category Total Traders: 113
7 10 8 6 10 5 37 29 15 . 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 90,181
Positions
48,428 58,719 20,453 3,704 0 0 5,624 1,756 5,984 2,900 0 2,861 227 408
Changes from: August 14, 2012 Total Change is: -17,176
-3,975 -3,566 -13,709 516 0 0 165 84 0 -195 0 6 16 9
Percent of Open Interest Represented by Each Category of Trader
53.7 65.1 22.7 4.1 0.0 0.0 6.2 1.9 6.6 3.2 0.0 3.2 0.3 0.5
Number of Traders in Each Category Total Traders: 25
5 14 13 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 222,772
Positions
64,337 90,732 4,569 22,496 891 1,554 107,156 88,916 13,856 2,594 18,873 516 5,694 2,865
Changes from: August 14, 2012 Total Change is: 15,776
-1,484 7,354 3,226 518 87 0 10,145 2,622 2,774 317 -143 -99 379 -45
Percent of Open Interest Represented by Each Category of Trader
28.9 40.7 2.1 10.1 0.4 0.7 48.1 39.9 6.2 1.2 8.5 0.2 2.6 1.3
Number of Traders in Each Category Total Traders: 109
5 12 . 9 . . 43 20 10 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 17,010
Positions
13,947 2,491 36 200 193 201 1,640 1,045 147 285 12,228 0 554 669
Changes from: August 14, 2012 Total Change is: -170
-208 -38 0 0 -18 18 -17 14 2 19 0 0 16 -148
Percent of Open Interest Represented by Each Category of Trader
82.0 14.6 0.2 1.2 1.1 1.2 9.6 6.1 0.9 1.7 71.9 0.0 3.3 3.9
Number of Traders in Each Category Total Traders: 23
5 5 . . . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 31,984
Positions
3,884 24,773 427 438 116 0 22,324 3,742 124 280 854 78 4,429 1,870
Changes from: August 14, 2012 Total Change is: 1,884
-58 1,140 69 -92 116 0 1,809 280 0 -130 73 78 208 128
Percent of Open Interest Represented by Each Category of Trader
12.1 77.5 1.3 1.4 0.4 0.0 69.8 11.7 0.4 0.9 2.7 0.2 13.8 5.8
Number of Traders in Each Category Total Traders: 50
6 8 . . . 0 18 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,000
Positions
13,726 36,047 86 3,616 718 601 27,585 11,895 686 2,162 1,101 133 9,406 6,733
Changes from: August 14, 2012 Total Change is: 4,417
137 2,447 4 114 -67 66 3,425 925 -30 114 98 -9 597 983
Percent of Open Interest Represented by Each Category of Trader
23.7 62.1 0.1 6.2 1.2 1.0 47.6 20.5 1.2 3.7 1.9 0.2 16.2 11.6
Number of Traders in Each Category Total Traders: 101
16 17 5 6 . . 32 16 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 116,000
Positions
27,451 72,093 173 7,231 1,436 1,202 55,169 23,789 1,372 4,323 2,202 267 18,813 13,467
Changes from: August 14, 2012 Total Change is: 8,834
274 4,894 9 227 -134 131 6,849 1,851 -60 228 196 -18 1,194 1,965
Percent of Open Interest Represented by Each Category of Trader
23.7 62.1 0.1 6.2 1.2 1.0 47.6 20.5 1.2 3.7 1.9 0.2 16.2 11.6
Number of Traders in Each Category Total Traders: 101
16 17 5 6 . . 32 16 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 965,823
Positions
57,787 145,846 50,554 370,330 163,025 56,667 84,970 216,104 131,251 29,611 45,126 25,117 159,537 132,132
Changes from: August 14, 2012 Total Change is: -9,263
-89 -7,316 5,201 1,882 -1,011 977 1,808 7,139 -20,018 -621 5,947 -3,638 5,235 3,456
Percent of Open Interest Represented by Each Category of Trader
6.0 15.1 5.2 38.3 16.9 5.9 8.8 22.4 13.6 3.1 4.7 2.6 16.5 13.7
Number of Traders in Each Category Total Traders: 592
35 53 42 122 58 67 90 132 105 45 56 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 305,780
Positions
34,471 63,686 5,933 100,378 27,954 10,935 11,065 40,918 51,506 74 13,370 13,755 77,663 77,723
Changes from: August 14, 2012 Total Change is: -10,687
2,183 -2,362 -572 -6 -1,316 412 -3,167 1,964 -10,077 66 1,713 -2,269 2,742 1,818
Percent of Open Interest Represented by Each Category of Trader
11.3 20.8 1.9 32.8 9.1 3.6 3.6 13.4 16.8 0.0 4.4 4.5 25.4 25.4
Number of Traders in Each Category Total Traders: 108
13 11 8 26 8 11 14 24 32 5 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,300,213
Positions
278,069 572,289 61,617 1,376,896 702,488 201,526 451,973 958,383 316,272 164,066 175,164 40,426 409,369 272,048
Changes from: August 14, 2012 Total Change is: 7,120
14,067 656 3,439 9,153 1,241 3,108 18,561 19,556 -43,389 -6,266 18,339 -4,016 12,464 8,186
Percent of Open Interest Represented by Each Category of Trader
8.4 17.3 1.9 41.7 21.3 6.1 13.7 29.0 9.6 5.0 5.3 1.2 12.4 8.2
Number of Traders in Each Category Total Traders: 555
36 48 34 106 55 59 89 126 95 42 53 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 115,901
Positions
16,805 31,680 0 58,553 61,507 2,231 25,547 13,004 10 1,946 2,816 0 10,809 4,653
Changes from: August 14, 2012 Total Change is: 5,665
-221 5,082 0 -832 -1,663 356 5,450 1,560 4 -10 -5 0 919 332
Percent of Open Interest Represented by Each Category of Trader
14.5 27.3 0.0 50.5 53.1 1.9 22.0 11.2 0.0 1.7 2.4 0.0 9.3 4.0
Number of Traders in Each Category Total Traders: 98
9 10 0 36 12 12 18 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 103,541
Positions
5,641 64,542 5,748 37,049 8,170 949 36,646 9,497 3,466 1,696 4,234 669 11,675 6,266
Changes from: August 14, 2012 Total Change is: 19,721
300 11,414 5,328 1,570 -435 86 5,070 -2,710 2,388 -554 1,255 401 5,132 1,994
Percent of Open Interest Represented by Each Category of Trader
5.4 62.3 5.6 35.8 7.9 0.9 35.4 9.2 3.3 1.6 4.1 0.6 11.3 6.1
Number of Traders in Each Category Total Traders: 234
13 35 12 33 22 10 69 37 21 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,985
Positions
6,293 10,964 0 300 0 0 2,527 1,451 0 0 923 0 4,865 647
Changes from: August 14, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.0 78.4 0.0 2.1 0.0 0.0 18.1 10.4 0.0 0.0 6.6 0.0 34.8 4.6
Number of Traders in Each Category Total Traders: 23
7 7 0 . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 447,778
Positions
23,965 295,112 1,517 183,747 40,850 4,744 183,507 53,141 4,422 8,482 16,555 3,343 34,051 28,093
Changes from: August 14, 2012 Total Change is: 28,677
-2,742 29,475 -581 6,351 -2,174 428 25,624 -7,895 -971 -2,770 1,658 2,004 1,334 6,733
Percent of Open Interest Represented by Each Category of Trader
5.4 65.9 0.3 41.0 9.1 1.1 41.0 11.9 1.0 1.9 3.7 0.7 7.6 6.3
Number of Traders in Each Category Total Traders: 233
12 36 6 33 22 10 68 38 17 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 434,040
Positions
168,401 38,909 14,151 137,929 219,589 24,133 64,108 96,556 2,316 2,200 19,755 225 20,577 18,405
Changes from: August 14, 2012 Total Change is: 3,110
-8,918 7,720 406 2,011 -3,610 141 6,515 -6,537 190 354 740 21 2,390 4,038
Percent of Open Interest Represented by Each Category of Trader
38.8 9.0 3.3 31.8 50.6 5.6 14.8 22.2 0.5 0.5 4.6 0.1 4.7 4.2
Number of Traders in Each Category Total Traders: 245
22 13 5 53 39 27 48 50 15 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,096
Positions
7,796 267 0 9,694 408 583 3,066 8,485 0 1,559 6,345 0 7,398 14,008
Changes from: August 14, 2012 Total Change is: -1,065
-1,258 0 0 2 -445 -159 -167 -277 0 -250 0 0 767 -184
Percent of Open Interest Represented by Each Category of Trader
25.9 0.9 0.0 32.2 1.4 1.9 10.2 28.2 0.0 5.2 21.1 0.0 24.6 46.5
Number of Traders in Each Category Total Traders: 31
4 . 0 12 . . 5 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 50,250
Positions
20,053 7,364 2,550 5,679 2,340 1,334 10,225 3,177 978 2,897 3,948 0 6,534 28,559
Changes from: August 14, 2012 Total Change is: -1,376
-3,405 353 359 6 -105 -64 1,608 1,213 187 -1,144 688 0 1,077 -4,007
Percent of Open Interest Represented by Each Category of Trader
39.9 14.7 5.1 11.3 4.7 2.7 20.3 6.3 1.9 5.8 7.9 0.0 13.0 56.8
Number of Traders in Each Category Total Traders: 53
15 8 4 6 . . 13 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 65,848
Positions
3,706 15,792 627 44,526 24,247 5,334 6,055 16,944 193 894 0 0 4,513 2,711
Changes from: August 14, 2012 Total Change is: -1,216
-195 1,222 -200 -474 -1,284 -223 -15 -30 -45 0 0 0 -64 -656
Percent of Open Interest Represented by Each Category of Trader
5.6 24.0 1.0 67.6 36.8 8.1 9.2 25.7 0.3 1.4 0.0 0.0 6.9 4.1
Number of Traders in Each Category Total Traders: 72
4 6 . 24 21 9 6 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 122,470
Positions
11,617 64,697 1,860 69,228 14,286 3,248 16,802 30,780 996 4,322 1,545 0 14,397 5,058
Changes from: August 14, 2012 Total Change is: 622
-998 1,272 -397 2,057 32 -397 165 601 -102 -305 0 0 599 -387
Percent of Open Interest Represented by Each Category of Trader
9.5 52.8 1.5 56.5 11.7 2.7 13.7 25.1 0.8 3.5 1.3 0.0 11.8 4.1
Number of Traders in Each Category Total Traders: 101
9 15 4 23 15 12 21 9 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 704,258
Positions
17,292 107,608 41,382 224,379 123,794 83,237 48,689 67,942 79,525 26,275 36,096 8,387 175,092 156,288
Changes from: August 14, 2012 Total Change is: 9,470
5,234 -1,431 10,782 -1,835 -16,403 1,752 -17,211 -10,152 9,763 -250 4,612 994 240 9,553
Percent of Open Interest Represented by Each Category of Trader
2.5 15.3 5.9 31.9 17.6 11.8 6.9 9.6 11.3 3.7 5.1 1.2 24.9 22.2
Number of Traders in Each Category Total Traders: 155
6 18 21 37 23 29 28 27 41 9 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
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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 362,324
Positions
2,686 138,365 3,830 244,655 16,324 32,408 1,502 94,739 140 9,152 20,746 0 67,951 55,771
Changes from: August 14, 2012 Total Change is: 2,234
-2,098 446 2,749 4,138 -1,639 -1,713 -2,979 -1,233 -124 0 450 0 2,261 3,298
Percent of Open Interest Represented by Each Category of Trader
0.7 38.2 1.1 67.5 4.5 8.9 0.4 26.1 0.0 2.5 5.7 0.0 18.8 15.4
Number of Traders in Each Category Total Traders: 66
. 10 4 30 7 17 . 11 4 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,142,490
Positions
50,346 145,256 90,568 183,905 99,191 73,028 318,569 439,682 157,903 129,639 32,475 17,183 121,348 87,204
Changes from: August 14, 2012 Total Change is: -7,538
10,715 8,356 589 -12,956 -2,403 -275 -18,940 -39,895 22,032 -5,416 -2,354 916 -4,204 5,497
Percent of Open Interest Represented by Each Category of Trader
4.4 12.7 7.9 16.1 8.7 6.4 27.9 38.5 13.8 11.3 2.8 1.5 10.6 7.6
Number of Traders in Each Category Total Traders: 231
17 29 22 42 27 38 43 37 37 19 17 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,148,082
Positions
138,030 111,579 252,096 514,078 663,197 191,460 262,835 126,359 330,291 101,417 89,908 48,099 309,775 335,092
Changes from: August 14, 2012 Total Change is: 28,805
-10,735 -43,528 25,795 -36,081 64,553 -7,055 -3,507 -66,328 36,641 12,096 -7,943 9,139 2,511 17,530
Percent of Open Interest Represented by Each Category of Trader
6.4 5.2 11.7 23.9 30.9 8.9 12.2 5.9 15.4 4.7 4.2 2.2 14.4 15.6
Number of Traders in Each Category Total Traders: 276
32 29 53 22 60 51 55 47 78 13 18 14
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,381,822
Positions
219,854 102,311 64,542 266,895 545,763 98,231 325,533 145,056 80,786 69,254 71,679 13,465 243,263 259,990
Changes from: August 14, 2012 Total Change is: 74,562
12,012 11,429 16,251 31,144 -682 5,492 -13,084 4,719 12,688 361 7,130 2,724 6,975 14,812
Percent of Open Interest Represented by Each Category of Trader
15.9 7.4 4.7 19.3 39.5 7.1 23.6 10.5 5.8 5.0 5.2 1.0 17.6 18.8
Number of Traders in Each Category Total Traders: 195
13 23 21 28 38 36 32 35 37 6 20 9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 486,647
Positions
203,488 179,148 145,493 0 1,415 3,918 27,454 33,316 67,938 2,847 9,899 11,214 24,294 34,306
Changes from: August 14, 2012 Total Change is: 13,194
5,721 6,975 559 0 0 0 3,595 11,196 1,662 1,098 -143 -142 702 -6,912
Percent of Open Interest Represented by Each Category of Trader
41.8 36.8 29.9 0.0 0.3 0.8 5.6 6.8 14.0 0.6 2.0 2.3 5.0 7.0
Number of Traders in Each Category Total Traders: 90
24 27 36 0 . . 19 9 25 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 20,533
Positions
9,324 6,819 5,689 0 1,500 0 3,438 4,599 1,270 125 0 377 310 279
Changes from: August 14, 2012 Total Change is: 1,495
1,866 1,473 295 0 -500 0 -514 438 269 99 -25 30 -550 -485
Percent of Open Interest Represented by Each Category of Trader
45.4 33.2 27.7 0.0 7.3 0.0 16.7 22.4 6.2 0.6 0.0 1.8 1.5 1.4
Number of Traders in Each Category Total Traders: 30
8 5 7 0 . 0 6 7 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,501,207
Positions
1,345,906 2,615,927 2,842,873 530,568 94,468 211,715 1,199,844 258,000 3,670,523 140,473 159,767 700,631 858,674 947,304
Changes from: August 14, 2012 Total Change is: -56,598
88,180 -7,936 -24,477 4,344 6,244 -6,514 -67,167 -7,161 30,236 7,184 -1,471 -38,471 -49,913 -7,048
Percent of Open Interest Represented by Each Category of Trader
11.7 22.7 24.7 4.6 0.8 1.8 10.4 2.2 31.9 1.2 1.4 6.1 7.5 8.2
Number of Traders in Each Category Total Traders: 259
32 54 84 8 14 18 55 55 91 17 16 25
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Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,474
Positions
7,582 208 0 554 777 6 723 9,219 7 1,343 215 0 259 42
Changes from: August 14, 2012 Total Change is: -371
-17 -74 0 -12 0 0 -242 -255 -43 2 0 0 -59 1
Percent of Open Interest Represented by Each Category of Trader
72.4 2.0 0.0 5.3 7.4 0.1 6.9 88.0 0.1 12.8 2.1 0.0 2.5 0.4
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 . 4 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,738
Positions
11,654 8,105 0 1,128 703 38 1,634 5,784 0 0 76 0 284 32
Changes from: August 14, 2012 Total Change is: -208
-220 -125 0 207 0 0 -207 -74 0 0 0 0 12 -9
Percent of Open Interest Represented by Each Category of Trader
79.1 55.0 0.0 7.7 4.8 0.3 11.1 39.2 0.0 0.0 0.5 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 31
5 5 0 . 4 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 66,056
Positions
13,485 37,035 1,511 3,958 104 240 33,542 23,163 1,457 6,109 763 18 5,736 1,765
Changes from: August 14, 2012 Total Change is: 2,871
-450 -103 33 -455 -13 24 3,153 2,050 211 531 367 18 -193 284
Percent of Open Interest Represented by Each Category of Trader
20.4 56.1 2.3 6.0 0.2 0.4 50.8 35.1 2.2 9.2 1.2 0.0 8.7 2.7
Number of Traders in Each Category Total Traders: 101
4 . . 7 . . 39 18 8 22 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 403,608
Positions
131,729 33,476 44,663 46,157 10,548 5,827 34,091 136,665 48,540 3,271 36,047 56,730 32,600 31,112
Changes from: August 14, 2012 Total Change is: 38,779
1,783 -161 6,292 3,989 688 576 1,733 7,091 6,769 1,282 -4,892 17,211 -856 5,205
Percent of Open Interest Represented by Each Category of Trader
32.6 8.3 11.1 11.4 2.6 1.4 8.4 33.9 12.0 0.8 8.9 14.1 8.1 7.7
Number of Traders in Each Category Total Traders: 158
22 12 27 8 10 9 29 45 46 8 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 21, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,501
Positions
2,874 1,030 0 2,800 363 82 1,708 6,090 900 0 30 0 137 6
Changes from: August 14, 2012 Total Change is: 70
0 85 0 20 -46 82 0 -52 0 0 0 0 -32 1
Percent of Open Interest Represented by Each Category of Trader
33.8 12.1 0.0 32.9 4.3 1.0 20.1 71.6 10.6 0.0 0.4 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 20
. 4 0 5 . . . 6 . 0 . 0
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Updated August 24, 2012