Traders in Financial Futures - Futures Only Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 123,074
Positions
42,308 13,422 631 19,962 32,296 388 20,598 44,299 4,583 9,043 1,102 133 25,428 26,220
Changes from: October 11, 2011 Total Change is: 129
1,909 3,803 -106 -1,283 -413 105 2,778 -2,674 -484 -3,400 -475 133 477 240
Percent of Open Interest Represented by Each Category of Trader
34.4 10.9 0.5 16.2 26.2 0.3 16.7 36.0 3.7 7.3 0.9 0.1 20.7 21.3
Number of Traders in Each Category Total Traders: 78
11 9 5 6 6 . 11 21 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 26,097
Positions
5,797 6,603 135 1,139 1,382 166 9,835 5,069 43 0 0 0 8,982 12,699
Changes from: October 11, 2011 Total Change is: 1,780
1,310 -53 -4 -245 -3 37 1,052 872 9 0 0 0 -379 922
Percent of Open Interest Represented by Each Category of Trader
22.2 25.3 0.5 4.4 5.3 0.6 37.7 19.4 0.2 0.0 0.0 0.0 34.4 48.7
Number of Traders in Each Category Total Traders: 34
6 7 . . . . 5 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 175,827
Positions
117,762 1,678 181 8,645 61,819 2,177 31,122 75,652 2,134 1,707 2,726 0 12,099 29,460
Changes from: October 11, 2011 Total Change is: -8,882
-8,392 -340 -26 -1,717 588 206 1,326 -5,626 -57 41 -493 0 -263 -3,134
Percent of Open Interest Represented by Each Category of Trader
67.0 1.0 0.1 4.9 35.2 1.2 17.7 43.0 1.2 1.0 1.6 0.0 6.9 16.8
Number of Traders in Each Category Total Traders: 95
14 5 4 5 15 5 16 35 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 152,255
Positions
2,438 90,767 75 57,531 9,628 1,282 64,005 17,957 332 1,667 2,342 0 24,925 29,872
Changes from: October 11, 2011 Total Change is: -1,594
423 -5,675 3 -3,228 487 110 2,754 2,830 44 -119 238 0 -1,581 369
Percent of Open Interest Represented by Each Category of Trader
1.6 59.6 0.0 37.8 6.3 0.8 42.0 11.8 0.2 1.1 1.5 0.0 16.4 19.6
Number of Traders in Each Category Total Traders: 100
. 15 . 11 7 4 29 27 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 230,483
Positions
98,308 24,570 403 30,588 36,734 8,276 54,759 87,551 621 6,868 11,655 425 30,235 60,248
Changes from: October 11, 2011 Total Change is: 7,316
648 -874 55 3,954 -884 2,780 4,074 6,049 -245 1,177 2,309 64 -5,191 -1,938
Percent of Open Interest Represented by Each Category of Trader
42.7 10.7 0.2 13.3 15.9 3.6 23.8 38.0 0.3 3.0 5.1 0.2 13.1 26.1
Number of Traders in Each Category Total Traders: 175
27 11 . 15 26 12 20 55 11 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 121,691
Positions
51,379 39,572 129 2,935 39,012 814 48,956 17,049 0 1,452 2,033 0 16,026 23,082
Changes from: October 11, 2011 Total Change is: 3,509
-5,282 11,911 -537 -579 3 85 12,120 -8,080 -26 -5,000 1,601 0 2,728 -1,448
Percent of Open Interest Represented by Each Category of Trader
42.2 32.5 0.1 2.4 32.1 0.7 40.2 14.0 0.0 1.2 1.7 0.0 13.2 19.0
Number of Traders in Each Category Total Traders: 67
9 10 . . 7 . 17 17 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 86,887
Positions
52,257 43,900 28,865 0 0 0 4,536 12,611 1,004 0 0 0 225 507
Changes from: October 11, 2011 Total Change is: 3,422
2,380 862 2,635 0 0 0 -344 649 -166 0 0 0 -1,083 -558
Percent of Open Interest Represented by Each Category of Trader
60.1 50.5 33.2 0.0 0.0 0.0 5.2 14.5 1.2 0.0 0.0 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 22
9 8 13 0 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 90,949
Positions
51,976 42,331 0 21,846 2,908 741 12,462 36,051 290 1,141 2,967 0 2,493 5,661
Changes from: October 11, 2011 Total Change is: 2,127
2,392 764 0 -469 361 205 -179 1,162 25 38 19 0 115 -409
Percent of Open Interest Represented by Each Category of Trader
57.1 46.5 0.0 24.0 3.2 0.8 13.7 39.6 0.3 1.3 3.3 0.0 2.7 6.2
Number of Traders in Each Category Total Traders: 82
8 12 0 6 5 . 16 23 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 24,055
Positions
10,355 17,264 5 158 238 0 11,317 4,269 0 362 342 0 1,858 1,937
Changes from: October 11, 2011 Total Change is: -1,004
-1,736 877 -48 -33 0 0 330 -1,486 -102 15 0 0 570 -245
Percent of Open Interest Represented by Each Category of Trader
43.0 71.8 0.0 0.7 1.0 0.0 47.0 17.7 0.0 1.5 1.4 0.0 7.7 8.1
Number of Traders in Each Category Total Traders: 35
5 8 . . . 0 7 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 50,365
Positions
22,681 26,965 2,616 3,221 3,227 514 8,421 5,906 3,349 2,238 0 1,466 5,860 6,323
Changes from: October 11, 2011 Total Change is: 11,033
5,180 6,362 2,535 688 247 83 -4,061 -1,530 3,309 3 -1,567 1,466 1,832 129
Percent of Open Interest Represented by Each Category of Trader
45.0 53.5 5.2 6.4 6.4 1.0 16.7 11.7 6.6 4.4 0.0 2.9 11.6 12.6
Number of Traders in Each Category Total Traders: 83
22 12 7 4 7 . 22 12 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 12,420
Positions
7,733 8,583 0 675 282 0 848 2,548 0 1,626 0 0 1,538 1,007
Changes from: October 11, 2011 Total Change is: 58
0 0 0 110 -10 0 45 -110 0 25 0 0 -122 178
Percent of Open Interest Represented by Each Category of Trader
62.3 69.1 0.0 5.4 2.3 0.0 6.8 20.5 0.0 13.1 0.0 0.0 12.4 8.1
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 October 18, 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 75,889
Positions
34,981 41,849 146 5,092 5,890 1,028 21,358 12,928 485 4,156 2,932 0 8,643 10,631
Changes from: October 11, 2011 Total Change is: -2,774
-21 643 -17 26 -70 165 -3,605 -1,943 406 -315 -202 0 587 -1,756
Percent of Open Interest Represented by Each Category of Trader
46.1 55.1 0.2 6.7 7.8 1.4 28.1 17.0 0.6 5.5 3.9 0.0 11.4 14.0
Number of Traders in Each Category Total Traders: 80
21 13 . . 6 . 23 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 892,321
Positions
117,354 127,919 53,590 375,948 227,219 64,953 74,350 178,416 45,634 16,142 45,341 6,199 138,152 143,051
Changes from: October 11, 2011 Total Change is: 5,473
1,000 2,761 8,774 544 -11,164 -1,504 -1,860 3,718 -483 -920 3,277 -483 405 576
Percent of Open Interest Represented by Each Category of Trader
13.2 14.3 6.0 42.1 25.5 7.3 8.3 20.0 5.1 1.8 5.1 0.7 15.5 16.0
Number of Traders in Each Category Total Traders: 590
34 58 28 111 78 68 75 145 68 29 58 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 291,559
Positions
45,413 68,196 8,709 111,887 46,515 11,626 40,103 56,947 2,366 4,939 14,379 309 66,207 82,512
Changes from: October 11, 2011 Total Change is: 7,097
3,143 6,239 1,286 127 14 -20 3,994 -1,499 873 -1,803 -1,050 -280 -223 1,534
Percent of Open Interest Represented by Each Category of Trader
15.6 23.4 3.0 38.4 16.0 4.0 13.8 19.5 0.8 1.7 4.9 0.1 22.7 28.3
Number of Traders in Each Category Total Traders: 132
13 16 4 26 15 12 22 28 11 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 3,003,811
Positions
543,387 482,299 40,719 1,333,114 916,330 253,826 351,761 787,868 35,816 80,669 179,468 4,792 359,727 302,693
Changes from: October 11, 2011 Total Change is: -8,121
23,463 16,791 3,259 88 -57,887 -5,422 -35,550 19,806 -501 2,749 19,970 651 3,142 -4,788
Percent of Open Interest Represented by Each Category of Trader
18.1 16.1 1.4 44.4 30.5 8.5 11.7 26.2 1.2 2.7 6.0 0.2 12.0 10.1
Number of Traders in Each Category Total Traders: 558
35 52 17 98 74 61 73 141 45 30 54 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 110,884
Positions
23,952 16,630 85 57,892 58,681 9,073 10,298 14,285 221 1,433 6,359 0 7,930 5,550
Changes from: October 11, 2011 Total Change is: -372
-1,739 814 85 3,385 -2,130 -915 -1,277 1,050 175 0 -9 0 -86 558
Percent of Open Interest Represented by Each Category of Trader
21.6 15.0 0.1 52.2 52.9 8.2 9.3 12.9 0.2 1.3 5.7 0.0 7.2 5.0
Number of Traders in Each Category Total Traders: 83
7 10 . 32 13 9 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 84,996
Positions
22,972 37,944 4,129 21,459 15,585 1,460 17,205 8,669 2,234 1,382 3,462 29 14,126 11,485
Changes from: October 11, 2011 Total Change is: 9,918
-469 11,404 2,014 2,532 -2,052 -18 3,349 -1,412 -910 187 -325 -33 3,266 1,249
Percent of Open Interest Represented by Each Category of Trader
27.0 44.6 4.9 25.2 18.3 1.7 20.2 10.2 2.6 1.6 4.1 0.0 16.6 13.5
Number of Traders in Each Category Total Traders: 217
21 28 9 34 18 10 51 47 15 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 20,077
Positions
8,344 17,238 20 269 300 0 2,307 0 0 0 1,082 0 9,137 1,437
Changes from: October 11, 2011 Total Change is: 4,800
2,358 6,698 0 0 0 0 612 -2,213 0 0 0 0 1,830 315
Percent of Open Interest Represented by Each Category of Trader
41.6 85.9 0.1 1.3 1.5 0.0 11.5 0.0 0.0 0.0 5.4 0.0 45.5 7.2
Number of Traders in Each Category Total Traders: 22
8 8 . . . 0 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 324,594
Positions
91,942 122,332 1,743 105,949 76,424 7,300 84,674 53,527 985 6,909 11,898 145 24,947 50,240
Changes from: October 11, 2011 Total Change is: 25,589
-4,380 33,283 316 12,662 -10,259 -88 9,854 177 -721 933 -1,624 -166 7,179 4,671
Percent of Open Interest Represented by Each Category of Trader
28.3 37.7 0.5 32.6 23.5 2.2 26.1 16.5 0.3 2.1 3.7 0.0 7.7 15.5
Number of Traders in Each Category Total Traders: 216
21 27 5 34 18 10 49 49 12 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 455,651
Positions
243,411 27,412 18,463 113,836 209,361 33,471 27,838 118,402 1,428 1,385 25,604 0 15,819 21,510
Changes from: October 11, 2011 Total Change is: -15,702
-17,691 -3,519 -452 12,948 -5,087 -2,177 -8,629 -1,080 -138 -14 -1,497 0 451 -1,752
Percent of Open Interest Represented by Each Category of Trader
53.4 6.0 4.1 25.0 45.9 7.3 6.1 26.0 0.3 0.3 5.6 0.0 3.5 4.7
Number of Traders in Each Category Total Traders: 229
24 10 . 48 45 26 24 60 8 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 25,579
Positions
9,046 1,300 70 3,545 2,086 96 5,193 4,898 11 216 5,174 0 7,402 11,944
Changes from: October 11, 2011 Total Change is: 127
426 -609 0 -199 -370 0 -141 117 6 0 -29 0 35 1,012
Percent of Open Interest Represented by Each Category of Trader
35.4 5.1 0.3 13.9 8.2 0.4 20.3 19.1 0.0 0.8 20.2 0.0 28.9 46.7
Number of Traders in Each Category Total Traders: 39
12 . . 7 4 . 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 34,265
Positions
10,955 10,775 910 6,971 2,960 451 4,874 4,705 1,531 825 589 0 7,748 12,344
Changes from: October 11, 2011 Total Change is: 1,256
-529 -1,868 97 7 -99 -1 1,114 -2,357 -42 223 -196 0 387 5,722
Percent of Open Interest Represented by Each Category of Trader
32.0 31.4 2.7 20.3 8.6 1.3 14.2 13.7 4.5 2.4 1.7 0.0 22.6 36.0
Number of Traders in Each Category Total Traders: 51
15 11 . 6 . . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 40,381
Positions
479 2,136 1,219 28,701 23,675 4,794 2,133 7,137 15 284 0 0 2,756 1,405
Changes from: October 11, 2011 Total Change is: -924
23 139 -19 -175 -153 -352 -356 -117 11 0 0 0 -56 -433
Percent of Open Interest Represented by Each Category of Trader
1.2 5.3 3.0 71.1 58.6 11.9 5.3 17.7 0.0 0.7 0.0 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 52
. . . 18 19 8 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 65,079
Positions
14,990 23,550 50 28,210 11,285 2,551 9,927 4,560 852 1,986 2,423 437 6,076 19,371
Changes from: October 11, 2011 Total Change is: 318
289 -980 -60 -1,575 194 711 589 179 -161 13 -5 34 478 406
Percent of Open Interest Represented by Each Category of Trader
23.0 36.2 0.1 43.3 17.3 3.9 15.3 7.0 1.3 3.1 3.7 0.7 9.3 29.8
Number of Traders in Each Category Total Traders: 67
10 8 . 15 9 4 12 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 612,289
Positions
17,256 126,624 2,980 308,025 92,928 80,605 42,678 116,823 5,527 17,962 54,859 0 137,256 131,943
Changes from: October 11, 2011 Total Change is: -3,513
1,200 -418 1,744 -23,145 -11,661 2,878 3,875 -4,047 186 1,642 1,484 0 8,107 6,321
Percent of Open Interest Represented by Each Category of Trader
2.8 20.7 0.5 50.3 15.2 13.2 7.0 19.1 0.9 2.9 9.0 0.0 22.4 21.5
Number of Traders in Each Category Total Traders: 159
12 21 5 41 19 33 32 20 11 5 8 0
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Traders in Financial Futures - Futures Only Positions as of October 18, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 377,973
Positions
6,960 181,028 71 267,405 14,472 30,032 4,620 101,804 771 2,875 3,387 0 65,239 46,408
Changes from: October 11, 2011 Total Change is: 3,858
-2,905 7,372 -220 6,516 -964 -1,047 -28 1,544 39 0 -2,665 0 1,503 -201
Percent of Open Interest Represented by Each Category of Trader
1.8 47.9 0.0 70.7 3.8 7.9 1.2 26.9 0.2 0.8 0.9 0.0 17.3 12.3
Number of Traders in Each Category Total Traders: 74
. 14 . 37 4 16 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 702,756
Positions
91,131 62,071 4,562 118,900 222,546 88,235 225,101 154,352 16,820 55,015 42,723 2,811 100,181 108,636
Changes from: October 11, 2011 Total Change is: 4,435
10,753 10,032 811 -12,222 5,096 2,696 -275 -3,351 1,291 -4,013 -8,939 964 4,430 -4,165
Percent of Open Interest Represented by Each Category of Trader
13.0 8.8 0.6 16.9 31.7 12.6 32.0 22.0 2.4 7.8 6.1 0.4 14.3 15.5
Number of Traders in Each Category Total Traders: 215
17 23 8 29 49 39 32 36 18 10 18 .
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,494,341
Positions
143,915 149,508 16,773 598,598 566,847 202,110 210,902 138,385 20,225 39,494 110,708 932 261,392 288,853
Changes from: October 11, 2011 Total Change is: -40,853
3,575 26,999 -4,350 -2,531 -32,435 -3,034 -9,683 -11,919 -488 -10,458 13,101 -1,916 -11,968 -26,811
Percent of Open Interest Represented by Each Category of Trader
9.6 10.0 1.1 40.1 37.9 13.5 14.1 9.3 1.4 2.6 7.4 0.1 17.5 19.3
Number of Traders in Each Category Total Traders: 244
28 28 16 29 56 49 39 42 25 7 15 .
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,172,962
Positions
95,488 148,279 5,707 343,355 478,736 140,470 239,733 94,981 11,819 140,076 63,038 0 196,314 229,932
Changes from: October 11, 2011 Total Change is: -9,945
-3,037 23,094 -2,878 -36,753 -42,058 16,005 15,845 -1,388 -925 -7,811 6,260 -5,380 14,989 -2,675
Percent of Open Interest Represented by Each Category of Trader
8.1 12.6 0.5 29.3 40.8 12.0 20.4 8.1 1.0 11.9 5.4 0.0 16.7 19.6
Number of Traders in Each Category Total Traders: 182
13 28 7 22 42 36 39 22 15 6 10 0
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 621,992
Positions
240,598 245,694 193,212 3,807 5,594 3,570 56,691 45,912 77,012 9,378 5,502 8,037 29,687 37,459
Changes from: October 11, 2011 Total Change is: 3,993
-10,499 -471 15,613 0 -100 46 404 -3,887 -3,652 -90 0 91 2,080 -3,647
Percent of Open Interest Represented by Each Category of Trader
38.7 39.5 31.1 0.6 0.9 0.6 9.1 7.4 12.4 1.5 0.9 1.3 4.8 6.0
Number of Traders in Each Category Total Traders: 117
30 27 53 . 4 . 20 20 23 . 5 4
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 8,135,836
Positions
1,010,222 2,669,741 1,761,129 2,501,713 37,802 126,188 606,673 753,453 1,233,577 68,976 470,932 143,621 683,737 939,393
Changes from: October 11, 2011 Total Change is: -63,820
145,552 -131,525 -32,491 -111,037 1,520 -14,213 -65,751 24,466 -4,348 -2,006 31,451 -15,805 36,279 77,125
Percent of Open Interest Represented by Each Category of Trader
12.4 32.8 21.6 30.7 0.5 1.6 7.5 9.3 15.2 0.8 5.8 1.8 8.4 11.5
Number of Traders in Each Category Total Traders: 253
32 52 79 16 7 18 44 59 84 9 13 16
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 9,791
Positions
4,202 2,669 0 1,431 786 12 1,920 5,641 366 1,585 190 0 275 127
Changes from: October 11, 2011 Total Change is: -266
-488 -383 0 -45 0 0 129 4 103 34 -50 0 1 60
Percent of Open Interest Represented by Each Category of Trader
42.9 27.3 0.0 14.6 8.0 0.1 19.6 57.6 3.7 16.2 1.9 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 14,276
Positions
10,849 7,907 0 1,447 2,126 46 1,626 3,640 0 40 415 0 268 142
Changes from: October 11, 2011 Total Change is: 738
74 660 0 -11 229 0 739 -123 0 0 -20 0 -64 -8
Percent of Open Interest Represented by Each Category of Trader
76.0 55.4 0.0 10.1 14.9 0.3 11.4 25.5 0.0 0.3 2.9 0.0 1.9 1.0
Number of Traders in Each Category Total Traders: 29
5 4 0 . 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 68,006
Positions
21,247 56,886 500 3,758 181 522 26,704 5,588 1,253 4,381 881 3 9,638 2,192
Changes from: October 11, 2011 Total Change is: -1,661
-601 -3,518 0 -396 0 -170 -4,010 594 459 1,134 225 3 1,920 746
Percent of Open Interest Represented by Each Category of Trader
31.2 83.6 0.7 5.5 0.3 0.8 39.3 8.2 1.8 6.4 1.3 0.0 14.2 3.2
Number of Traders in Each Category Total Traders: 110
. 6 . 7 . . 47 12 7 30 . .
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 148,583
Positions
35,976 36,634 34,204 4,016 834 3,701 18,870 20,555 20,845 1,218 1,089 11,778 17,975 18,943
Changes from: October 11, 2011 Total Change is: -5,627
-1,665 -4,289 -5,389 -124 -250 -1,597 -9 1,833 -379 116 -1,277 373 3,047 5,348
Percent of Open Interest Represented by Each Category of Trader
24.2 24.7 23.0 2.7 0.6 2.5 12.7 13.8 14.0 0.8 0.7 7.9 12.1 12.7
Number of Traders in Each Category Total Traders: 91
11 9 15 7 . 8 17 20 26 4 7 12
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 13,306
Positions
2,308 0 0 1,728 1,472 0 8,222 2,449 71 253 8,914 389 335 11
Changes from: October 11, 2011 Total Change is: 187
201 -450 0 -10 479 0 -15 -9 0 0 159 0 11 8
Percent of Open Interest Represented by Each Category of Trader
17.3 0.0 0.0 13.0 11.1 0.0 61.8 18.4 0.5 1.9 67.0 2.9 2.5 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 5 5 . . . .
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Updated October 21, 2011