Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 131,994
Positions
5,173 47,179 16,431 18,446 5,259 325 23,148 23,298 13,977 12,146 2,087 864 41,483 22,573
Changes from: September 13, 2011 Total Change is: 6,444
-2,239 1,548 4,457 164 -2,151 -30 1,045 2,987 4,519 -225 51 123 -1,368 -5,060
Percent of Open Interest Represented by Each Category of Trader
3.9 35.7 12.4 14.0 4.0 0.2 17.5 17.7 10.6 9.2 1.6 0.7 31.4 17.1
Number of Traders in Each Category Total Traders: 89
5 18 15 5 5 . 17 19 14 16 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 30,969
Positions
1,705 8,229 2,208 1,179 924 129 7,124 3,102 5,111 0 19 50 13,462 11,197
Changes from: September 13, 2011 Total Change is: -22,042
-6,238 -14,604 -5,193 -165 -53 0 -8,325 -1,833 -844 0 19 50 -1,327 416
Percent of Open Interest Represented by Each Category of Trader
5.5 26.6 7.1 3.8 3.0 0.4 23.0 10.0 16.5 0.0 0.1 0.2 43.5 36.2
Number of Traders in Each Category Total Traders: 30
. 9 5 . . . 6 10 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 150,632
Positions
90,449 1,957 2,667 8,460 32,667 891 29,091 73,682 3,253 500 4,714 0 15,322 30,802
Changes from: September 13, 2011 Total Change is: 2,671
23,975 -1,516 -6,374 1,430 -1,440 -396 -3,426 15,462 -1,510 -1,054 -482 -114 -9,861 -959
Percent of Open Interest Represented by Each Category of Trader
60.0 1.3 1.8 5.6 21.7 0.6 19.3 48.9 2.2 0.3 3.1 0.0 10.2 20.4
Number of Traders in Each Category Total Traders: 91
16 5 6 4 13 4 17 29 16 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 139,582
Positions
870 67,963 5,965 37,476 8,683 1,223 57,172 18,766 4,441 1,920 2,555 0 30,515 29,985
Changes from: September 13, 2011 Total Change is: -21,931
-10,050 -2,637 -18,373 630 -562 81 5,531 5,258 -1,990 920 -208 0 1,319 -3,502
Percent of Open Interest Represented by Each Category of Trader
0.6 48.7 4.3 26.8 6.2 0.9 41.0 13.4 3.2 1.4 1.8 0.0 21.9 21.5
Number of Traders in Each Category Total Traders: 98
. 15 8 11 7 5 31 24 19 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 250,477
Positions
91,878 7,949 12,505 30,439 34,626 2,330 36,520 84,936 30,200 6,015 10,507 3,019 37,570 64,405
Changes from: September 13, 2011 Total Change is: -61,191
14,709 -27,170 -37,056 -1,886 -84 547 -27,121 12,640 -1,833 -387 441 1,010 -9,175 -9,687
Percent of Open Interest Represented by Each Category of Trader
36.7 3.2 5.0 12.2 13.8 0.9 14.6 33.9 12.1 2.4 4.2 1.2 15.0 25.7
Number of Traders in Each Category Total Traders: 189
24 11 14 16 27 14 20 66 40 8 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 86,665
Positions
14,209 35,085 3,315 3,237 8,795 325 36,505 13,947 3,450 1,054 53 593 23,977 21,102
Changes from: September 13, 2011 Total Change is: -45,082
3,341 -32,722 -11,256 -87 598 -7 -33,127 283 681 47 53 208 -4,884 -2,921
Percent of Open Interest Represented by Each Category of Trader
16.4 40.5 3.8 3.7 10.1 0.4 42.1 16.1 4.0 1.2 0.1 0.7 27.7 24.3
Number of Traders in Each Category Total Traders: 69
8 10 8 . 6 . 21 18 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 99,460
Positions
50,697 54,568 29,873 0 0 0 15,129 12,184 1,423 424 0 0 1,914 1,412
Changes from: September 13, 2011 Total Change is: -7,902
-398 -1,077 -5,202 0 0 0 -1,968 -182 179 -552 0 0 38 -1,621
Percent of Open Interest Represented by Each Category of Trader
51.0 54.9 30.0 0.0 0.0 0.0 15.2 12.3 1.4 0.4 0.0 0.0 1.9 1.4
Number of Traders in Each Category Total Traders: 25
8 10 14 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 76,010
Positions
37,457 36,101 0 23,404 2,908 0 9,959 26,025 244 1,414 4,744 0 3,532 5,988
Changes from: September 13, 2011 Total Change is: -43,065
-11,953 -28,817 -6,538 2,322 693 0 -19,360 -1,146 -4,245 503 376 0 -3,794 -3,388
Percent of Open Interest Represented by Each Category of Trader
49.3 47.5 0.0 30.8 3.8 0.0 13.1 34.2 0.3 1.9 6.2 0.0 4.6 7.9
Number of Traders in Each Category Total Traders: 88
4 11 0 5 4 0 15 34 4 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 22,307
Positions
2,409 17,720 2 455 0 0 15,530 3,078 0 552 165 0 3,359 1,342
Changes from: September 13, 2011 Total Change is: -12,357
-1,962 -5,723 -6,697 19 0 0 -1,978 1,019 -163 -129 0 0 -1,447 -793
Percent of Open Interest Represented by Each Category of Trader
10.8 79.4 0.0 2.0 0.0 0.0 69.6 13.8 0.0 2.5 0.7 0.0 15.1 6.0
Number of Traders in Each Category Total Traders: 39
4 9 . . 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 34,318
Positions
15,525 16,617 143 3,016 3,229 466 7,298 6,712 1,044 2,810 756 271 3,746 5,081
Changes from: September 13, 2011 Total Change is: -30,332
-4,377 -8,676 -11,089 -133 -365 60 -1,067 19 -6,325 -1,080 723 -996 -5,324 -3,683
Percent of Open Interest Represented by Each Category of Trader
45.2 48.4 0.4 8.8 9.4 1.4 21.3 19.6 3.0 8.2 2.2 0.8 10.9 14.8
Number of Traders in Each Category Total Traders: 70
20 12 5 5 7 . 8 14 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 68,636
Positions
31,050 33,235 287 6,031 6,457 932 14,596 13,423 2,087 5,620 1,512 542 7,491 10,162
Changes from: September 13, 2011 Total Change is: -28,858
-2,264 -9,962 -9,032 1,116 -183 119 -7,099 -1,454 -5,504 -697 1,446 -809 -4,689 -3,479
Percent of Open Interest Represented by Each Category of Trader
45.2 48.4 0.4 8.8 9.4 1.4 21.3 19.6 3.0 8.2 2.2 0.8 10.9 14.8
Number of Traders in Each Category Total Traders: 70
20 12 5 5 7 . 8 14 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,010,148
Positions
110,864 122,308 47,789 395,802 214,980 63,180 62,008 191,973 127,215 18,634 50,370 29,328 155,326 163,003
Changes from: September 13, 2011 Total Change is: -572,750
-58,394 -5,899 -155,627 -6,022 -21,165 -5,452 -44,763 -42,788 -253,900 -3,460 -41,040 -20,299 -24,835 -26,582
Percent of Open Interest Represented by Each Category of Trader
11.0 12.1 4.7 39.2 21.3 6.3 6.1 19.0 12.6 1.8 5.0 2.9 15.4 16.1
Number of Traders in Each Category Total Traders: 614
32 58 39 109 75 69 74 170 100 33 62 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 360,377
Positions
33,780 63,687 17,825 120,820 44,410 12,819 25,364 41,495 60,083 6,073 18,144 14,699 68,913 87,214
Changes from: September 13, 2011 Total Change is: -304,039
-86,810 -9,255 -58,442 3,067 4,883 -868 -48,941 -113,488 -72,876 -2,811 -18,168 -12,690 -23,667 -23,135
Percent of Open Interest Represented by Each Category of Trader
9.4 17.7 4.9 33.5 12.3 3.6 7.0 11.5 16.7 1.7 5.0 4.1 19.1 24.2
Number of Traders in Each Category Total Traders: 137
10 15 9 31 14 16 19 33 42 4 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,248,858
Positions
495,982 403,668 39,262 1,391,268 869,215 235,445 230,487 799,658 288,393 76,632 174,951 59,321 432,068 378,944
Changes from: September 13, 2011 Total Change is:-1,343,557
-75,090 -200,397 -268,750 -45,794 -130,585 -22,567 -627,027 -294,419 -257,201 -17,059 -128,175 -24,229 -5,839 -17,234
Percent of Open Interest Represented by Each Category of Trader
15.3 12.4 1.2 42.8 26.8 7.2 7.1 24.6 8.9 2.4 5.4 1.8 13.3 11.7
Number of Traders in Each Category Total Traders: 568
33 54 32 96 70 63 72 154 86 32 56 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 104,878
Positions
16,871 22,122 0 65,532 53,653 3,213 9,994 13,834 425 1,514 6,418 0 7,329 5,214
Changes from: September 13, 2011 Total Change is: -20,089
-110 -2,087 -9,954 4,275 -1,213 -1,915 -8,199 1,786 -664 0 2,027 -1,576 -1,946 -6,493
Percent of Open Interest Represented by Each Category of Trader
16.1 21.1 0.0 62.5 51.2 3.1 9.5 13.2 0.4 1.4 6.1 0.0 7.0 5.0
Number of Traders in Each Category Total Traders: 89
8 9 0 34 14 9 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,770
Positions
18,395 17,834 296 19,163 21,657 1,255 15,641 14,025 681 1,171 2,339 245 5,923 4,439
Changes from: September 13, 2011 Total Change is: -66,608
-7,536 -4,567 -31,145 -1,048 -2,387 -860 1,118 2,524 -19,875 285 -1,536 -786 -6,760 -7,975
Percent of Open Interest Represented by Each Category of Trader
29.3 28.4 0.5 30.5 34.5 2.0 24.9 22.3 1.1 1.9 3.7 0.4 9.4 7.1
Number of Traders in Each Category Total Traders: 215
24 26 5 30 24 11 48 45 21 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 313,850
Positions
91,974 89,169 1,478 95,813 108,285 6,277 78,205 70,124 3,403 5,856 11,694 1,227 29,616 22,193
Changes from: September 13, 2011 Total Change is: -168,912
-63,606 -55,472 -38,013 -3,568 -11,933 -4,302 -19,435 -27,891 -21,574 1,545 -6,859 -2,217 -17,742 -652
Percent of Open Interest Represented by Each Category of Trader
29.3 28.4 0.5 30.5 34.5 2.0 24.9 22.3 1.1 1.9 3.7 0.4 9.4 7.1
Number of Traders in Each Category Total Traders: 215
24 26 5 30 24 11 48 45 21 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 453,905
Positions
248,575 21,989 15,118 109,260 220,156 34,843 25,310 117,029 4,420 1,743 19,648 84 14,552 20,618
Changes from: September 13, 2011 Total Change is: -57,136
-17,314 -2,271 -14,724 10,935 -2,797 -2,728 -20,610 -10,075 -5,424 -368 -1,173 -594 -6,310 -17,350
Percent of Open Interest Represented by Each Category of Trader
54.8 4.8 3.3 24.1 48.5 7.7 5.6 25.8 1.0 0.4 4.3 0.0 3.2 4.5
Number of Traders in Each Category Total Traders: 240
23 13 4 49 52 27 21 63 15 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,440
Positions
7,823 1,750 20 4,214 1,594 198 6,158 6,374 0 826 4,514 0 7,201 11,990
Changes from: September 13, 2011 Total Change is: -680
72 140 20 204 -233 -34 -1,276 -885 -1 310 162 0 25 151
Percent of Open Interest Represented by Each Category of Trader
29.6 6.6 0.1 15.9 6.0 0.7 23.3 24.1 0.0 3.1 17.1 0.0 27.2 45.3
Number of Traders in Each Category Total Traders: 38
9 . . 7 . . 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 31,544
Positions
9,673 13,087 514 7,161 2,636 656 6,568 6,954 214 1,000 0 0 5,758 7,483
Changes from: September 13, 2011 Total Change is: -4,597
554 -1,395 213 601 -4,135 157 -373 507 214 -528 0 0 -5,435 -158
Percent of Open Interest Represented by Each Category of Trader
30.7 41.5 1.6 22.7 8.4 2.1 20.8 22.0 0.7 3.2 0.0 0.0 18.3 23.7
Number of Traders in Each Category Total Traders: 53
14 11 . 8 . . 6 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,351
Positions
382 2,189 1,598 26,962 24,266 4,589 3,310 7,059 5 1,257 0 0 3,248 1,645
Changes from: September 13, 2011 Total Change is: -6,089
-49 -2,028 -2,574 965 -246 -243 -428 2,042 -2,558 -173 0 0 -1,029 -482
Percent of Open Interest Represented by Each Category of Trader
0.9 5.3 3.9 65.2 58.7 11.1 8.0 17.1 0.0 3.0 0.0 0.0 7.9 4.0
Number of Traders in Each Category Total Traders: 49
. . . 15 20 9 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 55,433
Positions
9,151 21,239 2,165 27,421 11,034 1,231 7,265 14,466 534 1,857 144 161 5,648 4,459
Changes from: September 13, 2011 Total Change is: -9,678
129 3,094 -2,611 3,011 -1,916 -251 328 -400 -2,607 0 -6 -932 -6,745 -4,049
Percent of Open Interest Represented by Each Category of Trader
16.5 38.3 3.9 49.5 19.9 2.2 13.1 26.1 1.0 3.3 0.3 0.3 10.2 8.0
Number of Traders in Each Category Total Traders: 70
11 8 . 19 7 6 14 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 831,895
Positions
11,777 136,187 51,607 339,716 128,829 82,614 47,185 110,923 117,301 8,597 52,495 16,536 156,561 135,403
Changes from: September 13, 2011 Total Change is: 24,837
974 5,669 -928 8,601 -3,300 11,743 3,641 10,088 5,571 -1,996 -919 4,628 -7,397 -7,717
Percent of Open Interest Represented by Each Category of Trader
1.4 16.4 6.2 40.8 15.5 9.9 5.7 13.3 14.1 1.0 6.3 2.0 18.8 16.3
Number of Traders in Each Category Total Traders: 170
7 22 20 42 24 36 27 36 38 . 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 382,748
Positions
6,856 178,265 5,149 268,785 17,335 23,862 2,028 108,578 3,570 5,142 2,034 0 67,357 43,956
Changes from: September 13, 2011 Total Change is: -18,368
4,369 -1,731 2,105 -23,145 343 1,607 -5 -11,976 -5,208 2,267 -2,266 0 -359 -1,243
Percent of Open Interest Represented by Each Category of Trader
1.8 46.6 1.3 70.2 4.5 6.2 0.5 28.4 0.9 1.3 0.5 0.0 17.6 11.5
Number of Traders in Each Category Total Traders: 76
4 13 7 36 5 15 . 14 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 830,153
Positions
54,904 109,357 18,503 131,335 226,672 91,774 289,455 137,906 70,227 63,858 51,834 4,130 105,967 119,750
Changes from: September 13, 2011 Total Change is: 32,674
-26,447 38,239 1,937 11,256 -1,924 -5,187 77,207 -6,360 667 -22,350 6,127 -879 -3,530 53
Percent of Open Interest Represented by Each Category of Trader
6.6 13.2 2.2 15.8 27.3 11.1 34.9 16.6 8.5 7.7 6.2 0.5 12.8 14.4
Number of Traders in Each Category Total Traders: 237
13 34 16 31 51 40 37 39 29 8 23 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,907,366
Positions
59,445 214,609 121,793 736,358 528,214 224,865 164,080 146,441 202,478 54,245 99,678 36,348 307,754 332,940
Changes from: September 13, 2011 Total Change is: -52,183
-4,939 244 -4,813 -25,833 -5,725 -22,581 3,160 -43,178 15,919 9,004 10,108 -1,053 -21,047 -1,105
Percent of Open Interest Represented by Each Category of Trader
3.1 11.3 6.4 38.6 27.7 11.8 8.6 7.7 10.6 2.8 5.2 1.9 16.1 17.5
Number of Traders in Each Category Total Traders: 233
19 28 40 35 54 53 43 35 61 8 11 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,457,186
Positions
92,714 129,224 69,670 398,423 589,370 126,896 254,210 90,662 109,243 164,774 56,948 27,225 214,032 257,949
Changes from: September 13, 2011 Total Change is: 5,245
-6,931 -46,594 934 -4,712 25,705 17,009 -18,631 -6,685 6,112 11,198 10,519 1,621 -1,355 -3,375
Percent of Open Interest Represented by Each Category of Trader
6.4 8.9 4.8 27.3 40.4 8.7 17.4 6.2 7.5 11.3 3.9 1.9 14.7 17.7
Number of Traders in Each Category Total Traders: 187
12 26 27 18 51 35 41 23 40 6 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 952,287
Positions
273,024 264,856 230,526 3,760 5,359 3,474 52,084 68,469 285,700 19,805 5,562 44,361 39,552 43,979
Changes from: September 13, 2011 Total Change is: 2,291
2,673 30,487 6,173 -330 1,999 92 -14,924 -43,092 6,356 1,700 200 2,279 -1,729 -2,203
Percent of Open Interest Represented by Each Category of Trader
28.7 27.8 24.2 0.4 0.6 0.4 5.5 7.2 30.0 2.1 0.6 4.7 4.2 4.6
Number of Traders in Each Category Total Traders: 146
34 33 53 . 5 . 22 33 44 . 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,044,257
Positions
685,603 3,161,956 3,142,550 2,977,700 122,482 208,100 702,129 662,239 5,400,746 88,217 414,724 1,023,645 815,568 907,816
Changes from: September 13, 2011 Total Change is:-3,139,596
-353,853 -258,923 -574,051 -254,843 -27,430 -56,515 73,438 -116,229 -1,446,176 8,279 -42,879 -471,344 -64,531 -146,049
Percent of Open Interest Represented by Each Category of Trader
4.6 21.0 20.9 19.8 0.8 1.4 4.7 4.4 35.9 0.6 2.8 6.8 5.4 6.0
Number of Traders in Each Category Total Traders: 295
29 65 89 10 20 24 52 76 114 13 17 27
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,807
Positions
3,701 4,367 0 833 790 12 2,336 5,313 4 3,601 240 0 320 81
Changes from: September 13, 2011 Total Change is: 88
596 302 -5 17 0 0 -572 -9 4 0 -220 0 48 16
Percent of Open Interest Represented by Each Category of Trader
34.2 40.4 0.0 7.7 7.3 0.1 21.6 49.2 0.0 33.3 2.2 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 . 7 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 15,557
Positions
12,406 10,087 0 1,278 1,786 12 1,453 3,189 0 80 435 0 328 48
Changes from: September 13, 2011 Total Change is: -5,546
-5,356 -320 -94 -6 203 -4 -171 -311 0 0 -5,000 0 85 -20
Percent of Open Interest Represented by Each Category of Trader
79.7 64.8 0.0 8.2 11.5 0.1 9.3 20.5 0.0 0.5 2.8 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 26
4 5 0 . 5 . 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 62,968
Positions
17,541 47,427 555 1,524 619 686 29,360 10,224 848 3,998 854 2 8,454 1,753
Changes from: September 13, 2011 Total Change is: -336
-1,417 23,259 -1,931 39 -36 -50 2,166 -19,226 -1,187 1,617 111 -256 684 -1,019
Percent of Open Interest Represented by Each Category of Trader
27.9 75.3 0.9 2.4 1.0 1.1 46.6 16.2 1.3 6.3 1.4 0.0 13.4 2.8
Number of Traders in Each Category Total Traders: 112
4 6 . . . . 49 14 8 27 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 178,964
Positions
40,525 49,312 46,851 4,399 638 6,811 20,734 17,136 24,662 4,688 2,645 13,992 16,302 16,917
Changes from: September 13, 2011 Total Change is: 13,072
-3,944 5,821 8,324 32 -105 -43 3,203 -5,926 3,639 36 -9 995 830 376
Percent of Open Interest Represented by Each Category of Trader
22.6 27.6 26.2 2.5 0.4 3.8 11.6 9.6 13.8 2.6 1.5 7.8 9.1 9.5
Number of Traders in Each Category Total Traders: 104
12 12 20 6 . 10 19 18 32 6 8 17
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Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 14,381
Positions
3,251 4,755 1,634 1,850 396 0 4,389 1,385 989 150 3,491 1,714 404 17
Changes from: September 13, 2011 Total Change is: 2,507
201 -9 1,634 -257 -13 0 -35 -92 364 0 3 603 -3 17
Percent of Open Interest Represented by Each Category of Trader
22.6 33.1 11.4 12.9 2.8 0.0 30.5 9.6 6.9 1.0 24.3 11.9 2.8 0.1
Number of Traders in Each Category Total Traders: 24
. 4 . 4 . 0 6 4 . . . .
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Updated September 23, 2011