Traders in Financial Futures - Futures Only Positions as of September 20, 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 123,057
Positions
5,490 46,983 12,420 18,446 5,259 325 23,120 23,326 11,696 12,153 2,083 156 39,251 20,809
Changes from: September 13, 2011 Total Change is: 5,654
-2,451 1,744 4,293 164 -2,151 -30 984 2,336 4,467 -225 58 -16 -1,532 -5,047
Percent of Open Interest Represented by Each Category of Trader
4.5 38.2 10.1 15.0 4.3 0.3 18.8 19.0 9.5 9.9 1.7 0.1 31.9 16.9
Number of Traders in Each Category Total Traders: 85
6 17 11 5 5 . 14 19 8 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 21,500
Positions
225 8,177 7 1,179 924 129 7,448 1,912 167 50 0 0 12,295 10,184
Changes from: September 13, 2011 Total Change is: -22,328
-8,049 -16,979 -3,068 -165 -53 0 -8,995 -2,052 -505 50 0 0 -1,596 329
Percent of Open Interest Represented by Each Category of Trader
1.0 38.0 0.0 5.5 4.3 0.6 34.6 8.9 0.8 0.2 0.0 0.0 57.2 47.4
Number of Traders in Each Category Total Traders: 29
. 8 . . . . 9 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 143,678
Positions
90,296 1,411 0 8,460 32,667 891 28,616 73,293 1,359 500 4,714 0 13,556 29,343
Changes from: September 13, 2011 Total Change is: 1,558
23,273 -2,009 -6,143 1,430 -1,440 -396 -3,520 15,400 -1,684 -1,063 -482 0 -10,339 -1,688
Percent of Open Interest Represented by Each Category of Trader
62.8 1.0 0.0 5.9 22.7 0.6 19.9 51.0 0.9 0.3 3.3 0.0 9.4 20.4
Number of Traders in Each Category Total Traders: 89
15 4 0 4 13 4 14 32 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 127,828
Positions
870 69,996 5 37,476 8,676 1,182 57,364 18,408 152 1,920 2,107 0 28,859 27,302
Changes from: September 13, 2011 Total Change is: -23,707
-8,932 -988 -20,464 630 -569 40 5,461 4,880 -2,492 920 -293 0 1,130 -3,821
Percent of Open Interest Represented by Each Category of Trader
0.7 54.8 0.0 29.3 6.8 0.9 44.9 14.4 0.1 1.5 1.6 0.0 22.6 21.4
Number of Traders in Each Category Total Traders: 93
. 15 . 11 6 4 31 21 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 201,556
Positions
91,696 10,822 109 30,342 32,220 2,246 36,687 87,622 902 6,060 10,640 920 32,594 56,075
Changes from: September 13, 2011 Total Change is: -62,944
15,724 -26,507 -38,876 -1,985 -176 498 -26,690 13,756 -2,263 -321 732 507 -9,538 -10,615
Percent of Open Interest Represented by Each Category of Trader
45.5 5.4 0.1 15.1 16.0 1.1 18.2 43.5 0.4 3.0 5.3 0.5 16.2 27.8
Number of Traders in Each Category Total Traders: 174
23 10 . 15 23 11 21 60 12 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 78,616
Positions
14,576 35,573 148 3,237 8,795 325 36,725 14,602 0 1,022 199 0 22,583 18,974
Changes from: September 13, 2011 Total Change is: -46,770
3,710 -32,230 -11,986 -87 598 -7 -32,825 485 -590 40 93 0 -5,025 -3,133
Percent of Open Interest Represented by Each Category of Trader
18.5 45.2 0.2 4.1 11.2 0.4 46.7 18.6 0.0 1.3 0.3 0.0 28.7 24.1
Number of Traders in Each Category Total Traders: 66
8 10 . . 6 . 20 17 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 95,981
Positions
47,269 51,140 29,822 0 0 0 15,129 12,184 1,423 424 0 0 1,914 1,412
Changes from: September 13, 2011 Total Change is: -8,730
-1,226 -1,905 -5,201 0 0 0 -1,968 -182 179 -552 0 0 38 -1,621
Percent of Open Interest Represented by Each Category of Trader
49.2 53.3 31.1 0.0 0.0 0.0 15.8 12.7 1.5 0.4 0.0 0.0 2.0 1.5
Number of Traders in Each Category Total Traders: 25
9 9 13 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 76,010
Positions
37,457 36,101 0 23,404 2,908 0 9,959 26,025 244 1,414 4,744 0 3,532 5,988
Changes from: September 13, 2011 Total Change is: -43,065
-11,953 -28,817 -6,538 2,322 693 0 -19,360 -1,146 -4,245 503 376 0 -3,794 -3,388
Percent of Open Interest Represented by Each Category of Trader
49.3 47.5 0.0 30.8 3.8 0.0 13.1 34.2 0.3 1.9 6.2 0.0 4.6 7.9
Number of Traders in Each Category Total Traders: 88
4 11 0 5 4 0 15 34 4 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 22,307
Positions
2,409 17,720 2 455 0 0 15,530 3,078 0 552 165 0 3,359 1,342
Changes from: September 13, 2011 Total Change is: -12,357
-1,962 -5,723 -6,697 19 0 0 -1,978 1,019 -163 -129 0 0 -1,447 -793
Percent of Open Interest Represented by Each Category of Trader
10.8 79.4 0.0 2.0 0.0 0.0 69.6 13.8 0.0 2.5 0.7 0.0 15.1 6.0
Number of Traders in Each Category Total Traders: 39
4 9 . . 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 32,752
Positions
15,569 16,648 49 3,016 3,229 466 7,204 6,815 21 2,810 550 0 3,619 4,977
Changes from: September 13, 2011 Total Change is: -29,405
-4,404 -8,646 -11,094 -133 -365 60 -1,026 150 -5,796 -1,218 526 -637 -5,158 -3,604
Percent of Open Interest Represented by Each Category of Trader
47.5 50.8 0.1 9.2 9.9 1.4 22.0 20.8 0.1 8.6 1.7 0.0 11.0 15.2
Number of Traders in Each Category Total Traders: 69
20 12 . 5 7 . 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 65,504
Positions
31,138 33,295 97 6,031 6,457 932 14,407 13,629 41 5,620 1,099 0 7,238 9,954
Changes from: September 13, 2011 Total Change is: -27,152
-2,317 -9,902 -9,040 1,116 -183 119 -7,015 -1,200 -4,446 -974 1,051 -89 -4,506 -3,462
Percent of Open Interest Represented by Each Category of Trader
47.5 50.8 0.1 9.2 9.9 1.4 22.0 20.8 0.1 8.6 1.7 0.0 11.0 15.2
Number of Traders in Each Category Total Traders: 69
20 12 . 5 7 . 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 849,368
Positions
106,916 122,894 33,599 395,432 213,679 61,774 67,888 197,372 14,169 19,530 49,447 5,394 144,665 151,039
Changes from: September 13, 2011 Total Change is: -473,305
-62,974 -6,721 -147,750 -6,185 -20,360 -5,596 -53,136 -51,100 -164,098 -3,354 -45,644 -10,365 -19,847 -21,670
Percent of Open Interest Represented by Each Category of Trader
12.6 14.5 4.0 46.6 25.2 7.3 8.0 23.2 1.7 2.3 5.8 0.6 17.0 17.8
Number of Traders in Each Category Total Traders: 589
33 57 25 109 73 65 70 159 50 33 54 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 265,258
Positions
31,551 66,735 4,354 120,460 43,747 11,759 27,484 39,005 701 6,821 18,478 524 61,604 79,955
Changes from: September 13, 2011 Total Change is: -239,508
-88,974 -7,916 -54,337 2,932 5,328 -1,021 -46,664 -112,062 -21,619 -2,935 -21,693 -6,959 -19,931 -19,229
Percent of Open Interest Represented by Each Category of Trader
11.9 25.2 1.6 45.4 16.5 4.4 10.4 14.7 0.3 2.6 7.0 0.2 23.2 30.1
Number of Traders in Each Category Total Traders: 119
8 17 . 29 15 12 16 24 5 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 2,920,552
Positions
497,004 400,973 26,047 1,391,271 866,071 233,665 235,364 825,180 33,998 77,995 169,295 9,901 415,307 355,422
Changes from: September 13, 2011 Total Change is:-1,168,985
-74,866 -198,893 -262,198 -45,796 -128,651 -22,665 -651,738 -314,568 -93,017 -11,156 -128,818 -7,971 422 -12,204
Percent of Open Interest Represented by Each Category of Trader
17.0 13.7 0.9 47.6 29.7 8.0 8.1 28.3 1.2 2.7 5.8 0.3 14.2 12.2
Number of Traders in Each Category Total Traders: 556
34 53 15 96 68 60 68 152 40 32 52 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 104,855
Positions
16,871 22,122 0 65,532 53,653 3,213 9,994 13,816 422 1,514 6,418 0 7,309 5,211
Changes from: September 13, 2011 Total Change is: -20,083
-110 -2,087 -9,954 4,275 -1,213 -1,915 -8,199 1,768 -667 0 2,027 -1,576 -1,937 -6,466
Percent of Open Interest Represented by Each Category of Trader
16.1 21.1 0.0 62.5 51.2 3.1 9.5 13.2 0.4 1.4 6.1 0.0 7.0 5.0
Number of Traders in Each Category Total Traders: 89
8 9 0 34 14 9 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 61,986
Positions
18,409 17,819 207 19,163 21,653 1,253 15,628 13,973 312 1,133 2,418 43 5,838 4,307
Changes from: September 13, 2011 Total Change is: -65,563
-7,524 -4,542 -31,119 -1,048 -2,389 -861 1,055 2,347 -19,058 321 -1,415 -595 -6,734 -7,931
Percent of Open Interest Represented by Each Category of Trader
29.7 28.7 0.3 30.9 34.9 2.0 25.2 22.5 0.5 1.8 3.9 0.1 9.4 6.9
Number of Traders in Each Category Total Traders: 214
24 26 . 30 24 11 48 45 15 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 309,930
Positions
92,046 89,096 1,036 95,813 108,267 6,263 78,140 69,866 1,562 5,664 12,090 217 29,189 21,533
Changes from: September 13, 2011 Total Change is: -163,868
-63,544 -55,347 -37,881 -3,568 -11,947 -4,306 -19,654 -28,775 -17,626 1,605 -6,253 -1,260 -17,634 -473
Percent of Open Interest Represented by Each Category of Trader
29.7 28.7 0.3 30.9 34.9 2.0 25.2 22.5 0.5 1.8 3.9 0.1 9.4 6.9
Number of Traders in Each Category Total Traders: 214
24 26 . 30 24 11 48 45 15 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 452,796
Positions
248,545 21,989 15,049 109,260 220,156 34,843 25,522 117,239 3,386 1,770 19,648 0 14,421 20,486
Changes from: September 13, 2011 Total Change is: -55,809
-17,282 -2,271 -14,713 10,935 -2,797 -2,728 -20,584 -10,064 -4,193 -341 -1,163 -678 -6,225 -17,202
Percent of Open Interest Represented by Each Category of Trader
54.9 4.9 3.3 24.1 48.6 7.7 5.6 25.9 0.7 0.4 4.3 0.0 3.2 4.5
Number of Traders in Each Category Total Traders: 240
23 13 . 49 52 27 21 63 9 4 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 26,440
Positions
7,823 1,750 20 4,214 1,594 198 6,158 6,374 0 826 4,514 0 7,201 11,990
Changes from: September 13, 2011 Total Change is: -680
72 140 20 204 -233 -34 -1,276 -885 -1 310 162 0 25 151
Percent of Open Interest Represented by Each Category of Trader
29.6 6.6 0.1 15.9 6.0 0.7 23.3 24.1 0.0 3.1 17.1 0.0 27.2 45.3
Number of Traders in Each Category Total Traders: 38
9 . . 7 . . 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 31,544
Positions
9,673 13,087 514 7,161 2,636 656 6,568 6,954 214 1,000 0 0 5,758 7,483
Changes from: September 13, 2011 Total Change is: -4,597
554 -1,395 213 601 -4,135 157 -373 507 214 -528 0 0 -5,435 -158
Percent of Open Interest Represented by Each Category of Trader
30.7 41.5 1.6 22.7 8.4 2.1 20.8 22.0 0.7 3.2 0.0 0.0 18.3 23.7
Number of Traders in Each Category Total Traders: 53
14 11 . 8 . . 6 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,351
Positions
382 2,189 1,598 26,962 24,266 4,589 3,310 7,059 5 1,257 0 0 3,248 1,645
Changes from: September 13, 2011 Total Change is: -6,089
-49 -2,028 -2,574 965 -246 -243 -428 2,042 -2,558 -173 0 0 -1,029 -482
Percent of Open Interest Represented by Each Category of Trader
0.9 5.3 3.9 65.2 58.7 11.1 8.0 17.1 0.0 3.0 0.0 0.0 7.9 4.0
Number of Traders in Each Category Total Traders: 49
. . . 15 20 9 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 55,433
Positions
9,151 21,239 2,165 27,421 11,034 1,231 7,265 14,466 534 1,857 144 161 5,648 4,459
Changes from: September 13, 2011 Total Change is: -9,678
129 3,094 -2,611 3,011 -1,916 -251 328 -400 -2,607 0 -6 -932 -6,745 -4,049
Percent of Open Interest Represented by Each Category of Trader
16.5 38.3 3.9 49.5 19.9 2.2 13.1 26.1 1.0 3.3 0.3 0.3 10.2 8.0
Number of Traders in Each Category Total Traders: 70
11 8 . 19 7 6 14 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 651,563
Positions
19,423 141,032 3,274 337,009 128,833 75,584 48,628 113,831 15,697 8,474 53,453 0 143,474 119,859
Changes from: September 13, 2011 Total Change is: 8,249
1,994 6,940 -4,727 5,655 -3,022 12,610 5,728 9,661 -2,631 -1,848 -435 0 -8,532 -10,147
Percent of Open Interest Represented by Each Category of Trader
3.0 21.6 0.5 51.7 19.8 11.6 7.5 17.5 2.4 1.3 8.2 0.0 22.0 18.4
Number of Traders in Each Category Total Traders: 166
10 18 4 42 24 34 31 30 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 376,572
Positions
6,784 177,113 2,696 268,690 17,335 23,860 2,028 109,506 1,889 5,142 2,034 0 65,483 42,139
Changes from: September 13, 2011 Total Change is: -19,896
4,297 -1,492 962 -23,193 343 1,614 -5 -11,870 -5,252 2,267 -2,266 0 -586 -1,935
Percent of Open Interest Represented by Each Category of Trader
1.8 47.0 0.7 71.4 4.6 6.3 0.5 29.1 0.5 1.4 0.5 0.0 17.4 11.2
Number of Traders in Each Category Total Traders: 75
. 14 4 36 5 15 . 14 . . . 0
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Traders in Financial Futures - Futures Only Positions as of September 20, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 780,592
Positions
55,636 100,222 9,561 131,834 224,851 90,333 285,172 145,472 39,894 62,703 51,426 1,511 103,948 117,322
Changes from: September 13, 2011 Total Change is: 28,768
-28,891 33,931 3,057 11,755 -1,532 -4,599 77,611 -3,614 -2,427 -23,360 5,209 -305 -4,073 -952
Percent of Open Interest Represented by Each Category of Trader
7.1 12.8 1.2 16.9 28.8 11.6 36.5 18.6 5.1 8.0 6.6 0.2 13.3 15.0
Number of Traders in Each Category Total Traders: 235
12 35 11 31 51 40 36 39 19 7 23 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 1,566,935
Positions
70,768 211,860 15,469 742,929 526,256 196,666 171,116 170,286 26,734 54,097 101,487 7,005 282,151 311,172
Changes from: September 13, 2011 Total Change is: -82,988
-2,984 -7,819 -4,295 -24,638 -9,864 -24,688 -479 -35,611 -1,636 7,864 10,843 -9,757 -22,375 -161
Percent of Open Interest Represented by Each Category of Trader
4.5 13.5 1.0 47.4 33.6 12.6 10.9 10.9 1.7 3.5 6.5 0.4 18.0 19.9
Number of Traders in Each Category Total Traders: 228
18 27 18 35 54 47 32 44 26 7 11 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 1,323,971
Positions
98,475 137,262 16,551 399,831 590,510 123,268 255,647 91,774 41,173 164,722 56,907 18,830 205,474 247,696
Changes from: September 13, 2011 Total Change is: -12,600
-3,149 -39,921 -8,922 -4,601 24,886 17,297 -13,668 -6,504 -6,561 10,106 10,640 -96 -3,006 -3,419
Percent of Open Interest Represented by Each Category of Trader
7.4 10.4 1.3 30.2 44.6 9.3 19.3 6.9 3.1 12.4 4.3 1.4 15.5 18.7
Number of Traders in Each Category Total Traders: 187
12 26 11 18 51 32 39 25 23 7 9 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 707,947
Positions
266,814 265,897 197,006 3,760 5,310 3,474 77,924 76,043 105,233 9,824 5,076 9,115 34,797 40,793
Changes from: September 13, 2011 Total Change is: -157
2,899 28,170 6,565 -330 2,002 92 -9,519 -36,006 689 1,310 0 156 -2,019 -1,825
Percent of Open Interest Represented by Each Category of Trader
37.7 37.6 27.8 0.5 0.8 0.5 11.0 10.7 14.9 1.4 0.7 1.3 4.9 5.8
Number of Traders in Each Category Total Traders: 132
26 35 52 . 5 . 18 28 32 . 4 5
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 is 8,484,343
Positions
681,432 3,104,995 1,633,095 2,947,474 50,151 134,195 824,759 847,302 1,267,516 58,518 431,624 190,463 746,891 825,002
Changes from: September 13, 2011 Total Change is:-1,116,324
-344,065 -170,609 -220,018 -261,900 -7,070 -12,053 -5,542 -243,181 -230,177 1,221 -120,992 2,901 -46,691 -115,125
Percent of Open Interest Represented by Each Category of Trader
8.0 36.6 19.2 34.7 0.6 1.6 9.7 10.0 14.9 0.7 5.1 2.2 8.8 9.7
Number of Traders in Each Category Total Traders: 263
30 60 83 11 13 19 48 60 81 10 13 18
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 10,807
Positions
3,701 4,367 0 833 790 12 2,336 5,313 4 3,601 240 0 320 81
Changes from: September 13, 2011 Total Change is: 88
596 302 -5 17 0 0 -572 -9 4 0 -220 0 48 16
Percent of Open Interest Represented by Each Category of Trader
34.2 40.4 0.0 7.7 7.3 0.1 21.6 49.2 0.0 33.3 2.2 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 . 7 6 . . . 0
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 15,557
Positions
12,406 10,087 0 1,278 1,786 12 1,453 3,189 0 80 435 0 328 48
Changes from: September 13, 2011 Total Change is: -5,546
-5,356 -320 -94 -6 203 -4 -171 -311 0 0 -5,000 0 85 -20
Percent of Open Interest Represented by Each Category of Trader
79.7 64.8 0.0 8.2 11.5 0.1 9.3 20.5 0.0 0.5 2.8 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 26
4 5 0 . 5 . 4 . 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 62,452
Positions
17,541 47,443 500 1,524 619 686 29,360 10,078 603 3,975 853 2 8,261 1,668
Changes from: September 13, 2011 Total Change is: -350
-1,417 23,277 -1,917 39 -36 -50 2,191 -19,291 -1,164 1,594 111 -256 630 -1,024
Percent of Open Interest Represented by Each Category of Trader
28.1 76.0 0.8 2.4 1.0 1.1 47.0 16.1 1.0 6.4 1.4 0.0 13.2 2.7
Number of Traders in Each Category Total Traders: 111
4 6 . . . . 49 14 6 27 5 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 178,964
Positions
40,525 49,312 46,851 4,399 638 6,811 20,734 17,136 24,662 4,688 2,645 13,992 16,302 16,917
Changes from: September 13, 2011 Total Change is: 13,072
-3,944 5,821 8,324 32 -105 -43 3,203 -5,926 3,639 36 -9 995 830 376
Percent of Open Interest Represented by Each Category of Trader
22.6 27.6 26.2 2.5 0.4 3.8 11.6 9.6 13.8 2.6 1.5 7.8 9.1 9.5
Number of Traders in Each Category Total Traders: 104
12 12 20 6 . 10 19 18 32 6 8 17
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 14,381
Positions
3,251 4,755 1,634 1,850 396 0 4,389 1,385 989 150 3,491 1,714 404 17
Changes from: September 13, 2011 Total Change is: 2,507
201 -9 1,634 -257 -13 0 -35 -92 364 0 3 603 -3 17
Percent of Open Interest Represented by Each Category of Trader
22.6 33.1 11.4 12.9 2.8 0.0 30.5 9.6 6.9 1.0 24.3 11.9 2.8 0.1
Number of Traders in Each Category Total Traders: 24
. 4 . 4 . 0 6 4 . . . .
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Updated September 23, 2011