Traders in Financial Futures - Futures Only Positions as of September 27, 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 86,146
Positions
7,078 12,051 206 18,709 5,296 310 12,232 40,457 3,460 11,697 1,269 0 32,454 23,097
Changes from: September 20, 2011 Total Change is: -36,911
1,588 -34,932 -12,214 263 37 -15 -10,888 17,131 -8,236 -456 -814 -156 -6,797 2,288
Percent of Open Interest Represented by Each Category of Trader
8.2 14.0 0.2 21.7 6.1 0.4 14.2 47.0 4.0 13.6 1.5 0.0 37.7 26.8
Number of Traders in Each Category Total Traders: 81
6 11 . 5 5 . 14 23 5 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 23,123
Positions
2,563 7,143 0 1,354 918 129 8,769 2,971 210 50 0 0 10,048 11,752
Changes from: September 20, 2011 Total Change is: 1,623
2,338 -1,034 -7 175 -6 0 1,321 1,059 43 0 0 0 -2,247 1,568
Percent of Open Interest Represented by Each Category of Trader
11.1 30.9 0.0 5.9 4.0 0.6 37.9 12.8 0.9 0.2 0.0 0.0 43.5 50.8
Number of Traders in Each Category Total Traders: 32
4 7 0 . . . 10 7 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 154,682
Positions
99,728 1,737 26 9,131 32,336 883 29,354 81,226 2,334 0 3,246 0 13,226 32,894
Changes from: September 20, 2011 Total Change is: 11,004
9,432 326 26 671 -331 -8 738 7,933 975 -500 -1,468 0 -330 3,551
Percent of Open Interest Represented by Each Category of Trader
64.5 1.1 0.0 5.9 20.9 0.6 19.0 52.5 1.5 0.0 2.1 0.0 8.6 21.3
Number of Traders in Each Category Total Traders: 90
13 6 . 4 15 4 12 35 6 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 125,732
Positions
2,557 67,539 9 37,781 9,366 1,208 55,258 15,966 240 1,454 2,107 0 27,225 29,297
Changes from: September 20, 2011 Total Change is: -2,096
1,687 -2,457 4 305 690 26 -2,106 -2,442 88 -466 0 0 -1,634 1,995
Percent of Open Interest Represented by Each Category of Trader
2.0 53.7 0.0 30.0 7.4 1.0 43.9 12.7 0.2 1.2 1.7 0.0 21.7 23.3
Number of Traders in Each Category Total Traders: 96
4 16 . 11 7 4 27 24 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 215,172
Positions
98,269 13,083 45 28,053 36,233 2,658 44,206 90,665 959 5,534 10,874 639 34,809 60,016
Changes from: September 20, 2011 Total Change is: 13,616
6,573 2,261 -64 -2,289 4,013 412 7,519 3,043 57 -526 234 -281 2,215 3,941
Percent of Open Interest Represented by Each Category of Trader
45.7 6.1 0.0 13.0 16.8 1.2 20.5 42.1 0.4 2.6 5.1 0.3 16.2 27.9
Number of Traders in Each Category Total Traders: 181
27 12 . 14 27 12 21 59 11 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 82,580
Positions
28,090 29,530 263 3,509 7,998 320 31,788 23,318 13 1,127 279 0 17,470 20,859
Changes from: September 20, 2011 Total Change is: 3,964
13,514 -6,043 115 272 -797 -5 -4,937 8,716 13 105 80 0 -5,113 1,885
Percent of Open Interest Represented by Each Category of Trader
34.0 35.8 0.3 4.2 9.7 0.4 38.5 28.2 0.0 1.4 0.3 0.0 21.2 25.3
Number of Traders in Each Category Total Traders: 71
11 9 . . 5 . 17 23 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 83,729
Positions
44,539 41,132 27,350 0 0 0 7,452 12,134 1,203 424 0 0 2,761 1,910
Changes from: September 20, 2011 Total Change is: -12,252
-2,730 -10,008 -2,472 0 0 0 -7,677 -50 -220 0 0 0 847 498
Percent of Open Interest Represented by Each Category of Trader
53.2 49.1 32.7 0.0 0.0 0.0 8.9 14.5 1.4 0.5 0.0 0.0 3.3 2.3
Number of Traders in Each Category Total Traders: 25
8 11 14 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 83,098
Positions
40,606 36,079 0 14,805 3,981 1,615 22,779 31,404 340 994 3,385 0 1,959 6,294
Changes from: September 20, 2011 Total Change is: 7,088
3,149 -22 0 -8,599 1,073 1,615 12,820 5,379 96 -420 -1,359 0 -1,573 306
Percent of Open Interest Represented by Each Category of Trader
48.9 43.4 0.0 17.8 4.8 1.9 27.4 37.8 0.4 1.2 4.1 0.0 2.4 7.6
Number of Traders in Each Category Total Traders: 94
4 12 0 4 5 . 19 38 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 34,997
Positions
31,072 16,257 66 200 153 688 2,365 1,693 0 117 15,138 0 489 1,002
Changes from: September 20, 2011 Total Change is: -1,764
-801 -1,858 0 -900 153 688 -233 -760 -3 -205 0 0 -310 16
Percent of Open Interest Represented by Each Category of Trader
88.8 46.5 0.2 0.6 0.4 2.0 6.8 4.8 0.0 0.3 43.3 0.0 1.4 2.9
Number of Traders in Each Category Total Traders: 21
6 4 . . . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 23,804
Positions
7,412 15,934 5 457 0 0 13,175 5,588 0 494 278 0 2,261 1,999
Changes from: September 20, 2011 Total Change is: 1,497
5,003 -1,786 3 2 0 0 -2,355 2,510 0 -58 113 0 -1,098 657
Percent of Open Interest Represented by Each Category of Trader
31.1 66.9 0.0 1.9 0.0 0.0 55.3 23.5 0.0 2.1 1.2 0.0 9.5 8.4
Number of Traders in Each Category Total Traders: 38
5 6 . . 0 0 9 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 47,828
Positions
23,467 21,570 2,550 3,393 3,650 589 2,709 7,212 4,967 4,673 560 942 4,540 5,791
Changes from: September 20, 2011 Total Change is: 15,076
7,898 4,922 2,501 378 421 123 -4,495 397 4,946 1,863 11 942 921 814
Percent of Open Interest Represented by Each Category of Trader
49.1 45.1 5.3 7.1 7.6 1.2 5.7 15.1 10.4 9.8 1.2 2.0 9.5 12.1
Number of Traders in Each Category Total Traders: 83
21 12 7 5 8 . 10 18 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 13,642
Positions
9,276 9,583 0 610 292 0 774 3,047 0 1,578 0 0 1,404 720
Changes from: September 20, 2011 Total Change is: -2,187
325 183 -868 -81 19 0 24 565 -341 847 0 -592 -1,501 -1,153
Percent of Open Interest Represented by Each Category of Trader
68.0 70.2 0.0 4.5 2.1 0.0 5.7 22.3 0.0 11.6 0.0 0.0 10.3 5.3
Number of Traders in Each Category Total Traders: 20
7 5 0 . . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 68,372
Positions
33,394 28,985 87 5,566 6,715 1,178 10,811 15,271 2,991 8,049 2,979 25 6,271 10,141
Changes from: September 20, 2011 Total Change is: 2,868
2,256 -4,310 -10 -465 258 246 -3,596 1,642 2,950 2,429 1,880 25 -967 187
Percent of Open Interest Represented by Each Category of Trader
48.8 42.4 0.1 8.1 9.8 1.7 15.8 22.3 4.4 11.8 4.4 0.0 9.2 14.8
Number of Traders in Each Category Total Traders: 80
20 13 . 4 7 . 10 18 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 881,093
Positions
116,445 122,103 33,969 383,032 243,597 63,373 80,056 170,647 41,592 20,310 54,507 5,945 136,371 145,359
Changes from: September 20, 2011 Total Change is: 31,724
9,529 -791 370 -12,400 29,918 1,598 12,168 -26,725 27,423 779 5,060 551 -8,294 -5,680
Percent of Open Interest Represented by Each Category of Trader
13.2 13.9 3.9 43.5 27.6 7.2 9.1 19.4 4.7 2.3 6.2 0.7 15.5 16.5
Number of Traders in Each Category Total Traders: 586
31 56 21 109 74 63 74 150 63 25 66 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 285,734
Positions
43,144 60,473 6,736 117,964 43,921 11,622 32,339 58,759 961 8,484 17,652 238 64,246 85,372
Changes from: September 20, 2011 Total Change is: 20,476
11,593 -6,262 2,382 -2,496 174 -137 4,855 19,754 260 1,663 -826 -286 2,642 5,417
Percent of Open Interest Represented by Each Category of Trader
15.1 21.2 2.4 41.3 15.4 4.1 11.3 20.6 0.3 3.0 6.2 0.1 22.5 29.9
Number of Traders in Each Category Total Traders: 127
11 16 5 27 15 12 19 28 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,976,793
Positions
466,099 407,746 36,570 1,339,519 1,012,560 244,572 412,363 733,219 29,379 80,084 205,230 7,580 360,627 299,937
Changes from: September 20, 2011 Total Change is: 56,241
-30,905 6,773 10,523 -51,752 146,489 10,907 176,999 -91,961 -4,619 2,089 35,935 -2,321 -54,680 -55,485
Percent of Open Interest Represented by Each Category of Trader
15.7 13.7 1.2 45.0 34.0 8.2 13.9 24.6 1.0 2.7 6.9 0.3 12.1 10.1
Number of Traders in Each Category Total Traders: 553
31 52 13 96 70 56 80 135 44 25 64 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 106,308
Positions
18,193 19,214 25 65,812 57,025 5,097 8,769 13,314 34 1,478 6,438 0 6,900 5,161
Changes from: September 20, 2011 Total Change is: 1,453
1,322 -2,908 25 280 3,372 1,884 -1,225 -502 -388 -36 20 0 -409 -50
Percent of Open Interest Represented by Each Category of Trader
17.1 18.1 0.0 61.9 53.6 4.8 8.2 12.5 0.0 1.4 6.1 0.0 6.5 4.9
Number of Traders in Each Category Total Traders: 87
7 10 . 33 14 10 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 76,827
Positions
24,168 26,874 1,226 19,594 19,963 1,460 16,114 11,486 2,733 942 2,367 217 10,374 10,503
Changes from: September 20, 2011 Total Change is: 14,841
5,759 9,055 1,019 431 -1,691 207 486 -2,487 2,420 -190 -51 174 4,536 6,196
Percent of Open Interest Represented by Each Category of Trader
31.5 35.0 1.6 25.5 26.0 1.9 21.0 15.0 3.6 1.2 3.1 0.3 13.5 13.7
Number of Traders in Each Category Total Traders: 216
25 28 7 28 26 14 43 48 19 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 13,510
Positions
4,386 10,842 20 269 300 0 2,305 243 0 200 0 0 6,330 2,105
Changes from: September 20, 2011 Total Change is: -19,279
-11,939 -4,140 -2,013 -65 300 0 -8,187 -7,133 -55 -143 -507 0 3,123 -5,731
Percent of Open Interest Represented by Each Category of Trader
32.5 80.3 0.1 2.0 2.2 0.0 17.1 1.8 0.0 1.5 0.0 0.0 46.9 15.6
Number of Traders in Each Category Total Traders: 21
7 7 . . . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 316,586
Positions
104,231 85,481 708 96,624 98,313 7,299 81,439 68,610 1,268 4,712 12,834 85 20,220 41,988
Changes from: September 20, 2011 Total Change is: 6,656
12,185 -3,615 -328 811 -9,954 1,036 3,299 -1,256 -294 -952 744 -132 -8,969 20,455
Percent of Open Interest Represented by Each Category of Trader
32.9 27.0 0.2 30.5 31.1 2.3 25.7 21.7 0.4 1.5 4.1 0.0 6.4 13.3
Number of Traders in Each Category Total Traders: 215
25 27 4 28 26 14 42 49 15 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 465,993
Positions
260,253 26,945 17,348 100,192 217,854 41,400 29,128 116,622 2,658 1,515 20,869 0 13,499 22,297
Changes from: September 20, 2011 Total Change is: 13,197
11,708 4,956 2,299 -9,068 -2,302 6,557 3,606 -617 -728 -255 1,221 0 -922 1,811
Percent of Open Interest Represented by Each Category of Trader
55.8 5.8 3.7 21.5 46.8 8.9 6.3 25.0 0.6 0.3 4.5 0.0 2.9 4.8
Number of Traders in Each Category Total Traders: 239
24 11 . 48 52 28 22 65 10 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 25,772
Positions
6,982 1,750 70 3,684 2,304 198 7,631 4,899 2 436 5,213 0 6,769 11,336
Changes from: September 20, 2011 Total Change is: -668
-841 0 50 -530 710 0 1,473 -1,475 2 -390 699 0 -432 -654
Percent of Open Interest Represented by Each Category of Trader
27.1 6.8 0.3 14.3 8.9 0.8 29.6 19.0 0.0 1.7 20.2 0.0 26.3 44.0
Number of Traders in Each Category Total Traders: 41
10 . . 7 . . 11 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 30,635
Positions
11,339 14,349 573 6,612 3,269 339 3,377 7,276 574 1,099 0 0 6,722 4,255
Changes from: September 20, 2011 Total Change is: -909
1,666 1,262 59 -549 633 -317 -3,191 322 360 99 0 0 964 -3,228
Percent of Open Interest Represented by Each Category of Trader
37.0 46.8 1.9 21.6 10.7 1.1 11.0 23.8 1.9 3.6 0.0 0.0 21.9 13.9
Number of Traders in Each Category Total Traders: 58
16 13 . 6 . . . 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 43,719
Positions
826 1,756 1,636 28,389 28,014 5,045 4,162 5,705 5 284 0 0 3,372 1,558
Changes from: September 20, 2011 Total Change is: 2,368
444 -433 38 1,427 3,748 456 852 -1,354 0 -973 0 0 124 -87
Percent of Open Interest Represented by Each Category of Trader
1.9 4.0 3.7 64.9 64.1 11.5 9.5 13.0 0.0 0.6 0.0 0.0 7.7 3.6
Number of Traders in Each Category Total Traders: 50
. . . 15 20 9 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 57,602
Positions
10,748 27,909 2,939 27,831 11,410 1,473 6,198 8,646 637 2,014 1,731 353 5,409 2,504
Changes from: September 20, 2011 Total Change is: 2,169
1,597 6,670 774 410 376 242 -1,067 -5,820 103 157 1,587 192 -239 -1,955
Percent of Open Interest Represented by Each Category of Trader
18.7 48.5 5.1 48.3 19.8 2.6 10.8 15.0 1.1 3.5 3.0 0.6 9.4 4.3
Number of Traders in Each Category Total Traders: 69
12 9 . 17 7 4 11 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 638,290
Positions
14,474 136,098 1,469 344,832 126,138 73,788 41,810 100,190 17,214 7,980 52,475 0 136,723 130,918
Changes from: September 20, 2011 Total Change is: -13,273
-4,949 -4,934 -1,805 7,823 -2,695 -1,796 -6,818 -13,641 1,517 -494 -978 0 -6,751 11,059
Percent of Open Interest Represented by Each Category of Trader
2.3 21.3 0.2 54.0 19.8 11.6 6.6 15.7 2.7 1.3 8.2 0.0 21.4 20.5
Number of Traders in Each Category Total Traders: 157
8 20 . 41 24 32 29 25 15 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 377,248
Positions
12,573 175,320 2,860 261,002 16,241 25,878 1,893 108,797 1,766 5,142 2,122 0 66,134 44,264
Changes from: September 20, 2011 Total Change is: 676
5,789 -1,793 164 -7,688 -1,094 2,018 -135 -709 -123 0 88 0 651 2,125
Percent of Open Interest Represented by Each Category of Trader
3.3 46.5 0.8 69.2 4.3 6.9 0.5 28.8 0.5 1.4 0.6 0.0 17.5 11.7
Number of Traders in Each Category Total Traders: 74
. 13 4 36 4 15 . 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 759,332
Positions
72,230 83,529 6,218 133,148 223,429 86,887 258,370 150,362 38,015 53,527 50,600 1,511 109,426 118,781
Changes from: September 20, 2011 Total Change is: -21,260
16,594 -16,693 -3,343 1,314 -1,422 -3,446 -26,802 4,890 -1,879 -9,176 -826 0 5,478 1,459
Percent of Open Interest Represented by Each Category of Trader
9.5 11.0 0.8 17.5 29.4 11.4 34.0 19.8 5.0 7.0 6.7 0.2 14.4 15.6
Number of Traders in Each Category Total Traders: 227
15 27 7 32 47 38 33 39 23 9 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,555,333
Positions
87,640 172,286 24,772 697,324 541,238 200,627 161,780 187,265 21,724 63,456 91,652 0 298,010 315,769
Changes from: September 20, 2011 Total Change is: -11,602
16,872 -39,574 9,303 -45,605 14,982 3,961 -9,336 16,979 -5,010 9,359 -9,835 -7,005 15,859 4,597
Percent of Open Interest Represented by Each Category of Trader
5.6 11.1 1.6 44.8 34.8 12.9 10.4 12.0 1.4 4.1 5.9 0.0 19.2 20.3
Number of Traders in Each Category Total Traders: 216
19 24 14 30 57 49 28 40 25 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,294,173
Positions
92,115 137,297 13,529 399,038 592,128 110,798 279,926 79,165 29,504 157,007 56,823 21,520 190,736 253,409
Changes from: September 20, 2011 Total Change is: -29,798
-6,360 35 -3,022 -793 1,618 -12,470 24,279 -12,609 -11,669 -7,715 -84 2,690 -14,738 5,713
Percent of Open Interest Represented by Each Category of Trader
7.1 10.6 1.0 30.8 45.8 8.6 21.6 6.1 2.3 12.1 4.4 1.7 14.7 19.6
Number of Traders in Each Category Total Traders: 182
8 29 11 20 47 33 36 26 16 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 688,765
Positions
272,956 271,119 184,247 4,200 6,182 3,434 75,314 74,805 98,197 8,738 5,076 8,922 32,757 36,783
Changes from: September 20, 2011 Total Change is: -19,182
6,142 5,222 -12,759 440 872 -40 -2,610 -1,238 -7,036 -1,086 0 -193 -2,040 -4,010
Percent of Open Interest Represented by Each Category of Trader
39.6 39.4 26.8 0.6 0.9 0.5 10.9 10.9 14.3 1.3 0.7 1.3 4.8 5.3
Number of Traders in Each Category Total Traders: 125
29 32 52 . 5 . 14 28 31 . 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,378,721
Positions
733,990 3,060,399 1,672,218 2,929,843 44,510 129,399 712,327 825,244 1,245,520 64,785 417,296 170,797 719,842 813,338
Changes from: September 20, 2011 Total Change is: -105,622
52,558 -44,596 39,123 -17,631 -5,641 -4,796 -112,432 -22,058 -21,996 6,267 -14,328 -19,666 -27,049 -11,664
Percent of Open Interest Represented by Each Category of Trader
8.8 36.5 20.0 35.0 0.5 1.5 8.5 9.8 14.9 0.8 5.0 2.0 8.6 9.7
Number of Traders in Each Category Total Traders: 258
31 58 83 12 13 19 47 58 83 9 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,384
Positions
4,889 3,273 0 793 846 12 1,750 6,945 9 3,600 240 0 331 59
Changes from: September 20, 2011 Total Change is: 577
1,188 -1,094 0 -40 56 0 -586 1,632 5 -1 0 0 11 -22
Percent of Open Interest Represented by Each Category of Trader
42.9 28.8 0.0 7.0 7.4 0.1 15.4 61.0 0.1 31.6 2.1 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 30
. 5 0 . 4 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,823
Positions
12,472 8,473 0 1,474 1,851 22 512 3,984 0 80 435 0 263 58
Changes from: September 20, 2011 Total Change is: -734
66 -1,614 0 196 65 10 -941 795 0 0 0 0 -65 10
Percent of Open Interest Represented by Each Category of Trader
84.1 57.2 0.0 9.9 12.5 0.1 3.5 26.9 0.0 0.5 2.9 0.0 1.8 0.4
Number of Traders in Each Category Total Traders: 27
. 5 0 . 4 . 5 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 68,631
Positions
19,971 53,882 500 2,228 244 664 28,934 9,278 1,267 4,770 776 2 10,295 2,018
Changes from: September 20, 2011 Total Change is: 6,179
2,430 6,439 0 704 -375 -22 -426 -800 664 795 -77 0 2,034 350
Percent of Open Interest Represented by Each Category of Trader
29.1 78.5 0.7 3.2 0.4 1.0 42.2 13.5 1.8 7.0 1.1 0.0 15.0 2.9
Number of Traders in Each Category Total Traders: 115
5 6 . 6 . . 48 12 4 33 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 149,240
Positions
30,543 40,091 39,750 4,115 652 6,338 15,100 12,859 21,415 2,343 1,112 13,779 15,857 13,244
Changes from: September 20, 2011 Total Change is: -29,724
-9,982 -9,221 -7,101 -284 14 -473 -5,634 -4,277 -3,247 -2,345 -1,533 -213 -445 -3,673
Percent of Open Interest Represented by Each Category of Trader
20.5 26.9 26.6 2.8 0.4 4.2 10.1 8.6 14.3 1.6 0.7 9.2 10.6 8.9
Number of Traders in Each Category Total Traders: 98
12 9 16 8 . 10 20 16 29 6 7 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,313
Positions
1,760 450 0 1,690 1,061 0 4,606 1,605 490 150 5,501 204 413 2
Changes from: September 20, 2011 Total Change is: -5,068
-1,491 -4,305 -1,634 -160 665 0 217 220 -499 0 2,010 -1,510 9 -15
Percent of Open Interest Represented by Each Category of Trader
18.9 4.8 0.0 18.1 11.4 0.0 49.5 17.2 5.3 1.6 59.1 2.2 4.4 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 6 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,013
Positions
492 7,277 10 6,287 491 0 1,180 723 0 0 0 0 1,044 512
Changes from: September 20, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.5 80.7 0.1 69.8 5.4 0.0 13.1 8.0 0.0 0.0 0.0 0.0 11.6 5.7
Number of Traders in Each Category Total Traders: 20
. . . 8 . 0 . . 0 0 0 0
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Updated September 30, 2011