Traders in Financial Futures - Futures Only Positions as of October 11, 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 122,945
Positions
40,399 9,619 737 21,245 32,709 283 17,820 46,973 5,067 12,443 1,577 0 24,951 25,980
Changes from: October 4, 2011 Total Change is: 19,212
24,260 -8,000 79 -1,790 19,574 -43 5,245 9,987 199 49 516 -25 -8,762 -3,075
Percent of Open Interest Represented by Each Category of Trader
32.9 7.8 0.6 17.3 26.6 0.2 14.5 38.2 4.1 10.1 1.3 0.0 20.3 21.1
Number of Traders in Each Category Total Traders: 85
12 8 5 6 6 . 11 24 5 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 24,317
Positions
4,487 6,656 139 1,384 1,385 129 8,783 4,197 34 0 0 0 9,361 11,777
Changes from: October 4, 2011 Total Change is: -647
-668 -454 139 63 454 0 -40 -793 -149 -50 0 0 58 156
Percent of Open Interest Represented by Each Category of Trader
18.5 27.4 0.6 5.7 5.7 0.5 36.1 17.3 0.1 0.0 0.0 0.0 38.5 48.4
Number of Traders in Each Category Total Traders: 35
6 7 . . . . 7 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 184,709
Positions
126,154 2,018 207 10,362 61,231 1,971 29,796 81,278 2,191 1,666 3,219 0 12,362 32,594
Changes from: October 4, 2011 Total Change is: 9,209
9,266 342 181 -700 14,515 19 -1,273 -6,103 -816 1,666 -69 0 866 1,140
Percent of Open Interest Represented by Each Category of Trader
68.3 1.1 0.1 5.6 33.1 1.1 16.1 44.0 1.2 0.9 1.7 0.0 6.7 17.6
Number of Traders in Each Category Total Traders: 96
15 6 . 6 15 4 16 32 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 153,849
Positions
2,015 96,442 72 60,759 9,141 1,172 61,251 15,127 288 1,786 2,104 0 26,506 29,503
Changes from: October 4, 2011 Total Change is: 19,125
-8 20,065 3 18,326 -967 3 1,354 1,565 -7 0 12 0 -546 -1,549
Percent of Open Interest Represented by Each Category of Trader
1.3 62.7 0.0 39.5 5.9 0.8 39.8 9.8 0.2 1.2 1.4 0.0 17.2 19.2
Number of Traders in Each Category Total Traders: 95
. 14 . 11 7 4 28 24 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 223,167
Positions
97,660 25,444 348 26,634 37,618 5,496 50,685 81,502 866 5,691 9,346 361 35,426 62,186
Changes from: October 4, 2011 Total Change is: 2,328
1,110 9,373 274 -2,443 -3,741 2,354 -2,325 -8,129 -96 582 -834 0 2,872 3,127
Percent of Open Interest Represented by Each Category of Trader
43.8 11.4 0.2 11.9 16.9 2.5 22.7 36.5 0.4 2.6 4.2 0.2 15.9 27.9
Number of Traders in Each Category Total Traders: 170
27 13 . 14 26 11 14 57 11 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 118,182
Positions
56,661 27,661 666 3,514 39,009 729 36,836 25,129 26 6,452 432 0 13,298 24,530
Changes from: October 4, 2011 Total Change is: 18,166
18,782 -3,094 2 -50 20,217 1 821 1,988 21 80 -505 0 -1,491 -464
Percent of Open Interest Represented by Each Category of Trader
47.9 23.4 0.6 3.0 33.0 0.6 31.2 21.3 0.0 5.5 0.4 0.0 11.3 20.8
Number of Traders in Each Category Total Traders: 71
12 8 . . 7 . 13 24 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 83,465
Positions
49,877 43,038 26,230 0 0 0 4,880 11,962 1,170 0 0 0 1,308 1,065
Changes from: October 4, 2011 Total Change is: -1,080
-647 -546 600 0 0 0 -322 -731 0 -424 0 0 -287 -403
Percent of Open Interest Represented by Each Category of Trader
59.8 51.6 31.4 0.0 0.0 0.0 5.8 14.3 1.4 0.0 0.0 0.0 1.6 1.3
Number of Traders in Each Category Total Traders: 23
8 9 13 0 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 88,822
Positions
49,584 41,567 0 22,315 2,547 536 12,641 34,889 265 1,103 2,948 0 2,378 6,070
Changes from: October 4, 2011 Total Change is: -596
2,468 962 0 5,298 -753 -1,399 -6,445 1,016 27 -172 -365 0 -373 -84
Percent of Open Interest Represented by Each Category of Trader
55.8 46.8 0.0 25.1 2.9 0.6 14.2 39.3 0.3 1.2 3.3 0.0 2.7 6.8
Number of Traders in Each Category Total Traders: 83
6 12 0 5 5 . 15 29 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 25,059
Positions
12,091 16,387 53 191 238 0 10,987 5,755 102 347 342 0 1,288 2,182
Changes from: October 4, 2011 Total Change is: -1,152
-53 1,845 27 -2 25 0 -918 -2,395 0 0 -168 0 -206 -486
Percent of Open Interest Represented by Each Category of Trader
48.3 65.4 0.2 0.8 0.9 0.0 43.8 23.0 0.4 1.4 1.4 0.0 5.1 8.7
Number of Traders in Each Category Total Traders: 36
6 7 . . . 0 7 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 39,332
Positions
17,501 20,603 82 2,533 2,980 432 12,482 7,436 40 2,236 1,567 0 4,028 6,194
Changes from: October 4, 2011 Total Change is: -11,010
-4,270 -5,085 -2,556 -400 -1,224 -55 4,950 1,274 -4,017 -1,789 1,407 -1,279 -1,596 524
Percent of Open Interest Represented by Each Category of Trader
44.5 52.4 0.2 6.4 7.6 1.1 31.7 18.9 0.1 5.7 4.0 0.0 10.2 15.7
Number of Traders in Each Category Total Traders: 74
21 11 . . 6 . 16 12 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 78,663
Positions
35,002 41,206 163 5,066 5,960 863 24,963 14,871 79 4,471 3,134 0 8,056 12,387
Changes from: October 4, 2011 Total Change is: 2,704
2,281 2,350 -465 330 -1,864 -109 5,304 1,662 -1,831 -2,920 270 -14 128 2,705
Percent of Open Interest Represented by Each Category of Trader
44.5 52.4 0.2 6.4 7.6 1.1 31.7 18.9 0.1 5.7 4.0 0.0 10.2 15.7
Number of Traders in Each Category Total Traders: 74
21 11 . . 6 . 16 12 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 886,848
Positions
116,354 125,158 44,816 375,404 238,383 66,457 76,210 174,697 46,117 17,062 42,065 6,681 137,747 142,474
Changes from: October 4, 2011 Total Change is: -38,715
-14,193 6,978 3,838 3,225 -30,046 -4,894 -7,286 -3,440 -5,783 -2,928 -3,101 -1,377 -9,316 -890
Percent of Open Interest Represented by Each Category of Trader
13.1 14.1 5.1 42.3 26.9 7.5 8.6 19.7 5.2 1.9 4.7 0.8 15.5 16.1
Number of Traders in Each Category Total Traders: 567
31 57 27 106 73 67 68 149 71 26 54 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 284,462
Positions
42,270 61,957 7,423 111,760 46,501 11,646 36,109 58,446 1,493 6,742 15,429 589 66,430 80,978
Changes from: October 4, 2011 Total Change is: -12,393
-7,751 -536 487 -1,058 -1,395 46 2,992 -7,270 433 -2,422 -511 -7 -5,113 -3,640
Percent of Open Interest Represented by Each Category of Trader
14.9 21.8 2.6 39.3 16.3 4.1 12.7 20.5 0.5 2.4 5.4 0.2 23.4 28.5
Number of Traders in Each Category Total Traders: 133
12 15 4 27 15 13 22 29 11 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 3,011,932
Positions
519,924 465,508 37,460 1,333,026 974,217 259,248 387,311 768,062 36,317 77,920 159,498 4,141 356,585 307,481
Changes from: October 4, 2011 Total Change is: -131,611
-16,337 53,445 879 18,793 -145,874 -22,077 -64,242 6,298 -18,230 -4,407 -14,828 -4,975 -21,015 13,751
Percent of Open Interest Represented by Each Category of Trader
17.3 15.5 1.2 44.3 32.3 8.6 12.9 25.5 1.2 2.6 5.3 0.1 11.8 10.2
Number of Traders in Each Category Total Traders: 536
31 53 16 94 69 60 66 144 47 26 51 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 111,256
Positions
25,691 15,816 0 54,507 60,811 9,988 11,575 13,235 46 1,433 6,368 0 8,016 4,992
Changes from: October 4, 2011 Total Change is: -6,324
-5,429 1,695 -66 2,777 -5,001 -2,419 -718 -373 -376 -101 -416 0 8 632
Percent of Open Interest Represented by Each Category of Trader
23.1 14.2 0.0 49.0 54.7 9.0 10.4 11.9 0.0 1.3 5.7 0.0 7.2 4.5
Number of Traders in Each Category Total Traders: 84
8 9 0 28 15 9 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 75,078
Positions
23,441 26,541 2,115 18,926 17,637 1,478 13,856 10,080 3,144 1,195 3,786 62 10,861 10,236
Changes from: October 4, 2011 Total Change is: -4,861
-1,409 3,303 -679 271 -3,891 4 -1,157 -1,477 -1,722 170 84 17 -356 -500
Percent of Open Interest Represented by Each Category of Trader
31.2 35.4 2.8 25.2 23.5 2.0 18.5 13.4 4.2 1.6 5.0 0.1 14.5 13.6
Number of Traders in Each Category Total Traders: 205
23 28 8 28 23 12 34 51 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 15,277
Positions
5,986 10,540 20 269 300 0 1,695 2,213 0 0 1,082 0 7,307 1,122
Changes from: October 4, 2011 Total Change is: -89
181 338 0 0 0 0 -492 -247 0 0 0 0 222 -180
Percent of Open Interest Represented by Each Category of Trader
39.2 69.0 0.1 1.8 2.0 0.0 11.1 14.5 0.0 0.0 7.1 0.0 47.8 7.3
Number of Traders in Each Category Total Traders: 22
7 8 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 299,005
Positions
96,322 89,049 1,427 93,287 86,683 7,388 74,820 53,350 1,706 5,976 13,522 311 17,768 45,569
Changes from: October 4, 2011 Total Change is: -23,861
-11,336 11,439 -10 1,356 -19,454 19 -6,608 -9,436 -5,323 848 422 83 -2,890 -1,601
Percent of Open Interest Represented by Each Category of Trader
32.2 29.8 0.5 31.2 29.0 2.5 25.0 17.8 0.6 2.0 4.5 0.1 5.9 15.2
Number of Traders in Each Category Total Traders: 204
23 27 5 28 23 12 35 50 12 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 471,353
Positions
261,102 30,931 18,915 100,888 214,448 35,648 36,467 119,482 1,566 1,399 27,101 0 15,368 23,262
Changes from: October 4, 2011 Total Change is: -21,714
-13,797 -1,109 572 -616 -8,792 -1,919 -4,269 -6,271 -2,536 -485 -2,104 0 1,336 445
Percent of Open Interest Represented by Each Category of Trader
55.4 6.6 4.0 21.4 45.5 7.6 7.7 25.3 0.3 0.3 5.7 0.0 3.3 4.9
Number of Traders in Each Category Total Traders: 235
23 10 . 46 51 26 20 68 10 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 25,452
Positions
8,620 1,909 70 3,744 2,456 96 5,334 4,781 5 216 5,203 0 7,367 10,932
Changes from: October 4, 2011 Total Change is: -35
439 609 0 22 139 0 -218 -205 0 -251 -230 0 -27 -348
Percent of Open Interest Represented by Each Category of Trader
33.9 7.5 0.3 14.7 9.6 0.4 21.0 18.8 0.0 0.8 20.4 0.0 28.9 43.0
Number of Traders in Each Category Total Traders: 41
11 . . 7 4 . 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 33,009
Positions
11,484 12,643 813 6,964 3,059 452 3,760 7,062 1,573 602 785 0 7,361 6,622
Changes from: October 4, 2011 Total Change is: -3,906
952 -1,995 145 387 -3,308 113 300 240 -357 -355 785 0 -5,091 471
Percent of Open Interest Represented by Each Category of Trader
34.8 38.3 2.5 21.1 9.3 1.4 11.4 21.4 4.8 1.8 2.4 0.0 22.3 20.1
Number of Traders in Each Category Total Traders: 54
14 14 . 6 . . 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 41,305
Positions
456 1,997 1,238 28,876 23,828 5,146 2,489 7,254 4 284 0 0 2,812 1,838
Changes from: October 4, 2011 Total Change is: -3,198
-917 425 -390 458 -4,890 155 -1,677 1,492 -1 0 0 0 -826 11
Percent of Open Interest Represented by Each Category of Trader
1.1 4.8 3.0 69.9 57.7 12.5 6.0 17.6 0.0 0.7 0.0 0.0 6.8 4.4
Number of Traders in Each Category Total Traders: 54
. . . 18 19 8 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 64,761
Positions
14,701 24,530 110 29,785 11,091 1,840 9,338 4,381 1,013 1,973 2,428 403 5,598 18,965
Changes from: October 4, 2011 Total Change is: 1,477
3,078 -1,624 -3,652 314 -540 244 1,419 -3,426 384 -32 513 32 -310 9,546
Percent of Open Interest Represented by Each Category of Trader
22.7 37.9 0.2 46.0 17.1 2.8 14.4 6.8 1.6 3.0 3.7 0.6 8.6 29.3
Number of Traders in Each Category Total Traders: 69
11 10 . 16 7 4 13 4 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 615,802
Positions
16,056 127,042 1,236 331,170 104,589 77,727 38,803 120,870 5,341 16,320 53,375 0 129,149 125,622
Changes from: October 4, 2011 Total Change is: -11,044
707 -11,406 -520 -14,307 -12,167 1,971 -3,897 18,805 1,168 8,070 522 0 -4,236 -9,417
Percent of Open Interest Represented by Each Category of Trader
2.6 20.6 0.2 53.8 17.0 12.6 6.3 19.6 0.9 2.7 8.7 0.0 21.0 20.4
Number of Traders in Each Category Total Traders: 168
10 24 4 44 19 30 29 30 12 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 374,115
Positions
9,865 173,656 291 260,889 15,436 31,079 4,648 100,260 732 2,875 6,052 0 63,736 46,609
Changes from: October 4, 2011 Total Change is: -2,867
1,328 4,188 -164 -2,632 -1,786 1,242 2,645 -3,478 -2,866 0 884 0 -2,420 -887
Percent of Open Interest Represented by Each Category of Trader
2.6 46.4 0.1 69.7 4.1 8.3 1.2 26.8 0.2 0.8 1.6 0.0 17.0 12.5
Number of Traders in Each Category Total Traders: 76
4 13 4 37 5 16 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 698,321
Positions
80,378 52,039 3,751 131,122 217,450 85,539 225,376 157,703 15,529 59,028 51,662 1,847 95,751 112,801
Changes from: October 4, 2011 Total Change is: -36,936
1,861 -9,197 2,990 -11,560 -7,738 -388 -15,625 11,622 -14,846 9,354 -2,240 0 -8,722 -17,139
Percent of Open Interest Represented by Each Category of Trader
11.5 7.5 0.5 18.8 31.1 12.2 32.3 22.6 2.2 8.5 7.4 0.3 13.7 16.2
Number of Traders in Each Category Total Traders: 219
20 20 7 33 45 40 32 36 19 9 23 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,535,194
Positions
140,340 122,509 21,123 601,129 599,282 205,144 220,585 150,304 20,713 49,952 97,607 2,848 273,360 315,664
Changes from: October 4, 2011 Total Change is: 38,813
47,233 -15,808 -1,915 -45,451 54,110 -14,479 66,681 -18,081 3,895 346 13,383 -1,420 -16,077 19,128
Percent of Open Interest Represented by Each Category of Trader
9.1 8.0 1.4 39.2 39.0 13.4 14.4 9.8 1.3 3.3 6.4 0.2 17.8 20.6
Number of Traders in Each Category Total Traders: 237
26 27 9 28 59 49 32 45 22 7 13 4
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,182,907
Positions
98,525 125,185 8,585 380,108 520,794 124,465 223,888 96,369 12,744 147,887 56,778 5,380 181,325 232,607
Changes from: October 4, 2011 Total Change is: -46,034
835 -10,714 -723 -24,913 -22,074 9,891 29,818 5,455 -22,350 -22,253 1,072 -8,070 -8,269 1,479
Percent of Open Interest Represented by Each Category of Trader
8.3 10.6 0.7 32.1 44.0 10.5 18.9 8.1 1.1 12.5 4.8 0.5 15.3 19.7
Number of Traders in Each Category Total Traders: 177
11 25 8 23 44 38 30 27 13 8 9 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 617,999
Positions
251,097 246,165 177,599 3,807 5,694 3,524 56,287 49,799 80,664 9,468 5,502 7,946 27,607 41,106
Changes from: October 4, 2011 Total Change is: -5,050
362 1,120 589 400 330 0 2,047 -1,557 -4,427 51 424 -854 -3,218 -675
Percent of Open Interest Represented by Each Category of Trader
40.6 39.8 28.7 0.6 0.9 0.6 9.1 8.1 13.1 1.5 0.9 1.3 4.5 6.7
Number of Traders in Each Category Total Traders: 119
28 28 51 . 4 . 19 22 24 . 5 4
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Traders in Financial Futures - Futures Only Positions as of October 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,199,656
Positions
864,670 2,801,266 1,793,620 2,612,750 36,282 140,401 672,424 728,987 1,237,925 70,982 439,481 159,426 647,458 862,268
Changes from: October 4, 2011 Total Change is: -128,449
88,909 -117,693 22,062 -150,376 -984 18,295 -35,836 -29,824 -7,165 -513 -5,771 5,691 -69,516 -13,060
Percent of Open Interest Represented by Each Category of Trader
10.5 34.2 21.9 31.9 0.4 1.7 8.2 8.9 15.1 0.9 5.4 1.9 7.9 10.5
Number of Traders in Each Category Total Traders: 251
35 51 80 16 6 21 43 56 80 9 14 16
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 10,057
Positions
4,690 3,052 0 1,476 786 12 1,791 5,637 263 1,551 240 0 274 67
Changes from: October 4, 2011 Total Change is: -913
21 -262 0 742 -32 0 89 -849 223 -1,949 0 0 -39 7
Percent of Open Interest Represented by Each Category of Trader
46.6 30.3 0.0 14.7 7.8 0.1 17.8 56.1 2.6 15.4 2.4 0.0 2.7 0.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 4 . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 13,538
Positions
10,775 7,247 0 1,458 1,897 46 887 3,763 0 40 435 0 332 150
Changes from: October 4, 2011 Total Change is: -896
-911 -828 0 4 -225 -2 52 134 0 -40 0 0 1 25
Percent of Open Interest Represented by Each Category of Trader
79.6 53.5 0.0 10.8 14.0 0.3 6.6 27.8 0.0 0.3 3.2 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 27
5 4 0 . 4 . 4 5 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 69,667
Positions
21,848 60,404 500 4,154 181 692 30,714 4,994 794 3,247 656 0 7,718 1,446
Changes from: October 4, 2011 Total Change is: -2,854
708 2,802 0 5 -63 242 -313 -5,332 -245 -167 -66 -2 -3,082 -190
Percent of Open Interest Represented by Each Category of Trader
31.4 86.7 0.7 6.0 0.3 1.0 44.1 7.2 1.1 4.7 0.9 0.0 11.1 2.1
Number of Traders in Each Category Total Traders: 103
5 8 . 7 . . 43 11 5 25 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 154,210
Positions
37,641 40,923 39,593 4,140 1,084 5,298 18,879 18,722 21,224 1,102 2,366 11,405 14,928 13,595
Changes from: October 4, 2011 Total Change is: 7,315
10,136 6,334 -1,446 -367 -722 -236 931 6,436 597 -1,507 840 -971 178 -3,517
Percent of Open Interest Represented by Each Category of Trader
24.4 26.5 25.7 2.7 0.7 3.4 12.2 12.1 13.8 0.7 1.5 7.4 9.7 8.8
Number of Traders in Each Category Total Traders: 96
10 11 16 8 4 9 18 20 27 6 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 13,119
Positions
2,107 450 0 1,738 993 0 8,237 2,458 71 253 8,755 389 324 3
Changes from: October 4, 2011 Total Change is: 1,687
249 0 0 -11 -6 0 1,532 426 -170 103 1,433 84 -100 -80
Percent of Open Interest Represented by Each Category of Trader
16.1 3.4 0.0 13.2 7.6 0.0 62.8 18.7 0.5 1.9 66.7 3.0 2.5 0.0
Number of Traders in Each Category Total Traders: 26
4 . 0 4 . 0 5 5 . . . .
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Updated October 14, 2011