Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 123,238
Positions
15,974 20,514 8,246 23,035 13,135 326 12,466 36,745 10,586 12,537 1,074 1,108 38,960 31,504
Changes from: September 27, 2011 Total Change is: 22,745
8,806 7,113 2,470 4,326 7,839 16 499 -3,246 3,222 772 -195 175 2,460 5,351
Percent of Open Interest Represented by Each Category of Trader
13.0 16.6 6.7 18.7 10.7 0.3 10.1 29.8 8.6 10.2 0.9 0.9 31.6 25.6
Number of Traders in Each Category Total Traders: 90
9 12 10 6 5 . 16 25 14 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 38,494
Positions
6,462 7,021 3,547 1,321 931 129 6,716 4,453 9,463 0 21 50 10,806 12,879
Changes from: September 27, 2011 Total Change is: 4,355
2,552 203 693 -33 13 0 -217 1,488 1,768 0 -4 0 -408 194
Percent of Open Interest Represented by Each Category of Trader
16.8 18.2 9.2 3.4 2.4 0.3 17.4 11.6 24.6 0.0 0.1 0.1 28.1 33.5
Number of Traders in Each Category Total Traders: 32
4 8 5 . . . 5 11 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 193,492
Positions
117,652 2,170 6,039 11,062 46,716 1,952 31,609 88,474 11,961 3 3,221 236 12,977 32,723
Changes from: September 27, 2011 Total Change is: 30,372
17,699 -421 3,051 1,931 14,380 1,069 2,142 7,499 6,213 2 41 56 -1,790 -1,515
Percent of Open Interest Represented by Each Category of Trader
60.8 1.1 3.1 5.7 24.1 1.0 16.3 45.7 6.2 0.0 1.7 0.1 6.7 16.9
Number of Traders in Each Category Total Traders: 99
15 5 8 6 14 5 18 36 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 146,847
Positions
2,175 74,896 6,099 42,433 10,179 1,213 59,787 13,944 4,851 1,749 2,482 96 28,444 33,086
Changes from: September 27, 2011 Total Change is: 8,326
-506 8,860 -229 4,652 806 -36 4,534 -2,262 -2 295 -34 96 -479 1,126
Percent of Open Interest Represented by Each Category of Trader
1.5 51.0 4.2 28.9 6.9 0.8 40.7 9.5 3.3 1.2 1.7 0.1 19.4 22.5
Number of Traders in Each Category Total Traders: 101
. 14 9 11 8 5 28 27 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 294,371
Positions
99,532 14,490 17,143 29,378 45,398 3,352 52,907 90,575 42,197 5,344 8,132 4,784 39,734 68,301
Changes from: September 27, 2011 Total Change is: 22,416
230 3,874 3,696 1,225 6,432 633 8,557 1,834 6,988 -106 -2,516 1,332 -140 142
Percent of Open Interest Represented by Each Category of Trader
33.8 4.9 5.8 10.0 15.4 1.1 18.0 30.8 14.3 1.8 2.8 1.6 13.5 23.2
Number of Traders in Each Category Total Traders: 200
28 13 15 17 29 16 22 64 43 8 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 120,990
Positions
39,315 31,018 6,213 3,564 18,792 728 35,195 23,237 9,536 5,960 956 1,974 18,506 28,537
Changes from: September 27, 2011 Total Change is: 26,230
11,419 2,161 1,756 55 10,794 408 3,666 195 4,504 4,890 956 817 -1,286 4,638
Percent of Open Interest Represented by Each Category of Trader
32.5 25.6 5.1 2.9 15.5 0.6 29.1 19.2 7.9 4.9 0.8 1.6 15.3 23.6
Number of Traders in Each Category Total Traders: 77
11 9 9 . 6 . 17 24 17 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 89,492
Positions
54,089 47,149 27,012 0 0 0 5,202 12,693 1,170 424 0 0 1,595 1,468
Changes from: September 27, 2011 Total Change is: 2,062
5,901 2,368 -389 0 0 0 -2,250 559 -33 0 0 0 -1,166 -442
Percent of Open Interest Represented by Each Category of Trader
60.4 52.7 30.2 0.0 0.0 0.0 5.8 14.2 1.3 0.5 0.0 0.0 1.8 1.6
Number of Traders in Each Category Total Traders: 24
7 10 14 0 0 0 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 89,418
Positions
47,116 40,605 0 17,017 3,300 1,935 19,086 33,873 238 1,275 3,313 0 2,751 6,154
Changes from: September 27, 2011 Total Change is: 6,320
6,510 4,526 0 2,212 -681 320 -3,693 2,469 -102 281 -72 0 792 -140
Percent of Open Interest Represented by Each Category of Trader
52.7 45.4 0.0 19.0 3.7 2.2 21.3 37.9 0.3 1.4 3.7 0.0 3.1 6.9
Number of Traders in Each Category Total Traders: 91
5 11 0 5 6 . 19 32 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 32,190
Positions
23,547 8,269 5,136 200 428 414 2,434 1,840 0 0 15,138 0 459 965
Changes from: September 27, 2011 Total Change is: -2,807
-7,525 -7,988 5,070 0 275 -274 69 147 0 -117 0 0 -30 -37
Percent of Open Interest Represented by Each Category of Trader
73.2 25.7 16.0 0.6 1.3 1.3 7.6 5.7 0.0 0.0 47.0 0.0 1.4 3.0
Number of Traders in Each Category Total Traders: 20
6 4 . . . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 26,211
Positions
12,144 14,542 26 193 213 0 11,905 8,150 102 347 510 0 1,494 2,668
Changes from: September 27, 2011 Total Change is: 2,407
4,732 -1,392 21 -264 213 0 -1,270 2,562 102 -147 232 0 -767 669
Percent of Open Interest Represented by Each Category of Trader
46.3 55.5 0.1 0.7 0.8 0.0 45.4 31.1 0.4 1.3 1.9 0.0 5.7 10.2
Number of Traders in Each Category Total Traders: 38
7 6 . . . 0 8 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 52,699
Positions
21,694 25,650 2,795 2,933 4,204 486 7,669 6,077 5,514 3,743 160 1,956 5,909 5,857
Changes from: September 27, 2011 Total Change is: 2,864
-1,710 4,119 122 -460 555 -103 4,840 -1,087 -662 -760 -430 455 1,143 -105
Percent of Open Interest Represented by Each Category of Trader
41.2 48.7 5.3 5.6 8.0 0.9 14.6 11.5 10.5 7.1 0.3 3.7 11.2 11.1
Number of Traders in Each Category Total Traders: 87
23 11 8 5 9 . 21 13 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 12,424
Positions
7,733 8,583 0 565 292 0 799 2,658 4 1,600 0 1 1,722 886
Changes from: September 27, 2011 Total Change is: -1,272
-1,543 -1,000 0 -45 0 0 28 -389 1 23 0 -0 264 116
Percent of Open Interest Represented by Each Category of Trader
62.2 69.1 0.0 4.5 2.4 0.0 6.4 21.4 0.0 12.9 0.0 0.0 13.9 7.1
Number of Traders in Each Category Total Traders: 20
7 5 0 . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 80,551
Positions
32,567 38,779 944 4,736 7,824 972 19,935 13,033 4,826 7,391 3,425 805 8,374 9,942
Changes from: September 27, 2011 Total Change is: 8,272
-701 9,873 609 -830 1,109 -206 8,881 -2,137 -584 -658 47 3 1,758 -442
Percent of Open Interest Represented by Each Category of Trader
40.4 48.1 1.2 5.9 9.7 1.2 24.7 16.2 6.0 9.2 4.3 1.0 10.4 12.3
Number of Traders in Each Category Total Traders: 83
22 11 5 4 8 . 21 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,133,466
Positions
128,943 115,605 61,897 372,712 270,925 73,340 73,162 166,179 208,702 20,207 45,105 35,237 159,264 156,475
Changes from: September 27, 2011 Total Change is: 65,206
9,014 -3,801 11,006 -10,743 25,796 8,573 -573 -2,068 31,893 -141 -8,876 3,897 12,280 -1,213
Percent of Open Interest Represented by Each Category of Trader
11.4 10.2 5.5 32.9 23.9 6.5 6.5 14.7 18.4 1.8 4.0 3.1 14.1 13.8
Number of Traders in Each Category Total Traders: 622
32 60 43 102 85 71 76 168 128 36 62 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 415,933
Positions
50,362 60,654 22,778 113,258 49,573 12,594 31,549 66,020 81,917 9,292 14,556 15,676 78,507 92,163
Changes from: September 27, 2011 Total Change is: 20,452
2,411 2,471 3,203 -5,136 4,678 6 1,285 2,716 8,417 803 -2,391 1,541 7,921 -189
Percent of Open Interest Represented by Each Category of Trader
12.1 14.6 5.5 27.2 11.9 3.0 7.6 15.9 19.7 2.2 3.5 3.8 18.9 22.2
Number of Traders in Each Category Total Traders: 150
13 15 12 27 15 18 26 37 54 9 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 3,587,665
Positions
531,129 412,976 57,375 1,314,547 1,124,032 286,451 422,775 715,507 419,217 84,962 183,129 67,418 403,789 321,559
Changes from: September 27, 2011 Total Change is: 223,766
67,778 3,407 4,248 -24,941 108,682 39,740 44,488 29,857 63,598 5,438 -22,268 1,621 21,796 -5,118
Percent of Open Interest Represented by Each Category of Trader
14.8 11.5 1.6 36.6 31.3 8.0 11.8 19.9 11.7 2.4 5.1 1.9 11.3 9.0
Number of Traders in Each Category Total Traders: 575
34 53 35 90 80 62 76 150 109 34 58 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 117,610
Positions
31,120 14,121 66 51,730 65,812 12,407 12,270 13,608 448 1,534 6,784 0 8,034 4,364
Changes from: September 27, 2011 Total Change is: 11,278
12,927 -5,093 41 -14,082 8,787 7,310 3,501 294 414 56 346 0 1,110 -822
Percent of Open Interest Represented by Each Category of Trader
26.5 12.0 0.1 44.0 56.0 10.5 10.4 11.6 0.4 1.3 5.8 0.0 6.8 3.7
Number of Traders in Each Category Total Traders: 86
8 8 . 30 16 10 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 81,268
Positions
24,783 23,238 3,016 18,655 21,520 1,482 15,123 11,649 5,469 1,085 3,745 255 11,399 10,894
Changes from: September 27, 2011 Total Change is: 3,380
679 -3,619 1,619 -939 1,557 18 -1,035 114 2,187 98 1,420 -157 910 242
Percent of Open Interest Represented by Each Category of Trader
30.5 28.6 3.7 23.0 26.5 1.8 18.6 14.3 6.7 1.3 4.6 0.3 14.0 13.4
Number of Traders in Each Category Total Traders: 217
24 25 11 28 28 13 45 48 23 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 15,378
Positions
5,805 10,202 20 269 300 0 2,187 2,460 0 0 1,082 0 7,097 1,314
Changes from: September 27, 2011 Total Change is: 1,857
1,419 -640 0 0 0 0 -118 2,217 0 -200 1,082 0 756 -802
Percent of Open Interest Represented by Each Category of Trader
37.7 66.3 0.1 1.7 2.0 0.0 14.2 16.0 0.0 0.0 7.0 0.0 46.1 8.5
Number of Traders in Each Category Total Traders: 24
9 7 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 329,452
Positions
107,322 77,610 2,548 91,931 106,102 7,411 81,978 63,241 10,049 5,425 13,315 1,275 21,514 47,901
Changes from: September 27, 2011 Total Change is: 7,616
3,412 -7,786 986 -4,693 7,784 90 319 -5,614 6,031 488 691 213 770 5,221
Percent of Open Interest Represented by Each Category of Trader
32.6 23.6 0.8 27.9 32.2 2.2 24.9 19.2 3.1 1.6 4.0 0.4 6.5 14.5
Number of Traders in Each Category Total Traders: 215
23 24 7 28 28 13 45 48 20 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 494,447
Positions
274,899 32,040 18,343 101,504 223,240 37,567 40,610 125,644 5,236 1,865 29,205 80 14,344 23,092
Changes from: September 27, 2011 Total Change is: 27,266
14,600 5,095 936 1,312 5,386 -3,833 11,664 9,208 1,489 383 8,336 -10 725 659
Percent of Open Interest Represented by Each Category of Trader
55.6 6.5 3.7 20.5 45.1 7.6 8.2 25.4 1.1 0.4 5.9 0.0 2.9 4.7
Number of Traders in Each Category Total Traders: 243
23 10 . 49 51 29 23 66 19 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 25,487
Positions
8,181 1,300 70 3,722 2,317 96 5,552 4,986 5 467 5,433 0 7,394 11,280
Changes from: September 27, 2011 Total Change is: -285
1,199 -450 0 38 13 -102 -2,079 87 3 31 220 0 625 -56
Percent of Open Interest Represented by Each Category of Trader
32.1 5.1 0.3 14.6 9.1 0.4 21.8 19.6 0.0 1.8 21.3 0.0 29.0 44.3
Number of Traders in Each Category Total Traders: 41
10 . . 7 4 . 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 36,915
Positions
10,532 14,638 668 6,577 6,367 339 3,460 6,822 1,930 957 0 0 12,452 6,151
Changes from: September 27, 2011 Total Change is: 6,280
-807 289 95 -35 3,098 0 83 -454 1,356 -142 0 0 5,730 1,896
Percent of Open Interest Represented by Each Category of Trader
28.5 39.7 1.8 17.8 17.2 0.9 9.4 18.5 5.2 2.6 0.0 0.0 33.7 16.7
Number of Traders in Each Category Total Traders: 52
14 11 . 6 . . . 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 44,503
Positions
1,373 1,572 1,628 28,418 28,718 4,991 4,166 5,762 5 284 0 0 3,638 1,827
Changes from: September 27, 2011 Total Change is: 784
547 -184 -8 29 704 -54 4 57 0 0 0 0 266 269
Percent of Open Interest Represented by Each Category of Trader
3.1 3.5 3.7 63.9 64.5 11.2 9.4 12.9 0.0 0.6 0.0 0.0 8.2 4.1
Number of Traders in Each Category Total Traders: 53
. . . 17 21 8 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 63,284
Positions
11,623 26,154 3,762 29,471 11,631 1,596 7,919 7,807 629 2,005 1,915 371 5,908 9,419
Changes from: September 27, 2011 Total Change is: 5,682
875 -1,755 823 1,640 221 123 1,721 -839 -8 -9 184 18 499 6,915
Percent of Open Interest Represented by Each Category of Trader
18.4 41.3 5.9 46.6 18.4 2.5 12.5 12.3 1.0 3.2 3.0 0.6 9.3 14.9
Number of Traders in Each Category Total Traders: 72
11 11 . 15 8 4 13 6 . 6 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 809,615
Positions
10,143 137,148 47,881 346,824 120,563 81,894 43,103 97,472 105,742 9,653 51,912 16,005 148,369 150,997
Changes from: September 27, 2011 Total Change is: 32,370
2,002 611 7,998 1,789 -6,205 3,263 495 58 11,633 1,662 19 6,253 -2,724 8,741
Percent of Open Interest Represented by Each Category of Trader
1.3 16.9 5.9 42.8 14.9 10.1 5.3 12.0 13.1 1.2 6.4 2.0 18.3 18.7
Number of Traders in Each Category Total Traders: 166
7 28 25 43 21 38 35 21 36 5 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 383,106
Positions
8,471 171,226 2,164 263,517 17,222 30,134 2,003 102,670 5,335 2,875 5,168 0 68,608 49,188
Changes from: September 27, 2011 Total Change is: 1,938
-4,102 -5,756 -696 2,325 981 4,192 110 -4,880 2,070 -2,267 3,046 0 305 2,980
Percent of Open Interest Represented by Each Category of Trader
2.2 44.7 0.6 68.8 4.5 7.9 0.5 26.8 1.4 0.8 1.3 0.0 17.9 12.8
Number of Traders in Each Category Total Traders: 77
5 13 6 38 5 15 . 12 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 788,966
Positions
77,652 64,375 12,692 142,555 226,873 88,627 236,797 136,445 70,401 50,099 53,638 4,159 105,985 131,757
Changes from: September 27, 2011 Total Change is: -23,139
7,756 -20,606 -6,197 9,407 2,044 -688 -17,182 -4,249 -7,862 -3,866 2,984 255 -4,760 11,181
Percent of Open Interest Represented by Each Category of Trader
9.8 8.2 1.6 18.1 28.8 11.2 30.0 17.3 8.9 6.3 6.8 0.5 13.4 16.7
Number of Traders in Each Category Total Traders: 220
16 24 15 33 47 40 32 36 29 8 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,785,252
Positions
72,030 137,840 123,761 650,458 541,029 241,391 145,981 154,485 155,346 56,284 84,133 27,524 312,477 319,742
Changes from: September 27, 2011 Total Change is: -31,077
-1,811 -33,059 9,905 -50,489 -537 27,926 -7,223 -21,005 4,190 -9,898 -5,966 6,669 -10,347 -19,200
Percent of Open Interest Represented by Each Category of Trader
4.0 7.7 6.9 36.4 30.3 13.5 8.2 8.7 8.7 3.2 4.7 1.5 17.5 17.9
Number of Traders in Each Category Total Traders: 232
21 29 38 31 56 52 40 38 53 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 1,356,358
Positions
96,868 140,088 59,597 405,021 541,600 116,619 187,685 86,500 97,610 176,564 55,504 21,720 194,674 237,120
Changes from: September 27, 2011 Total Change is: -50,363
5,620 -451 2,179 5,989 -47,939 2,873 -90,671 8,750 14,757 16,897 -1,319 -6,490 -1,518 -22,724
Percent of Open Interest Represented by Each Category of Trader
7.1 10.3 4.4 29.9 39.9 8.6 13.8 6.4 7.2 13.0 4.1 1.6 14.4 17.5
Number of Traders in Each Category Total Traders: 191
8 30 24 20 47 35 42 26 33 7 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 817,949
Positions
250,784 245,470 207,009 3,407 5,364 3,524 44,013 50,082 220,883 18,922 5,330 34,752 34,655 45,534
Changes from: September 27, 2011 Total Change is: -110,940
-22,699 -23,413 -12,218 -793 -862 90 -7,130 -14,813 -59,120 -1,693 -437 -5,090 -2,286 4,924
Percent of Open Interest Represented by Each Category of Trader
30.7 30.0 25.3 0.4 0.7 0.4 5.4 6.1 27.0 2.3 0.7 4.2 4.2 5.6
Number of Traders in Each Category Total Traders: 133
35 27 52 . 4 . 25 24 39 4 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 is14,665,725
Positions
780,357 2,970,607 3,281,897 2,838,195 119,270 180,181 519,057 569,736 5,241,250 82,981 372,192 957,434 784,372 973,158
Changes from: September 27, 2011 Total Change is: 68,229
41,313 -128,714 120,041 -140,239 -6,217 -12,098 -29,157 -52,327 49,964 -8,465 -17,457 38,459 8,413 76,579
Percent of Open Interest Represented by Each Category of Trader
5.3 20.3 22.4 19.4 0.8 1.2 3.5 3.9 35.7 0.6 2.5 6.5 5.3 6.6
Number of Traders in Each Category Total Traders: 281
29 62 87 10 15 23 64 61 117 8 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 10,970
Positions
4,669 3,314 0 734 818 12 1,702 6,486 40 3,500 240 0 313 60
Changes from: September 27, 2011 Total Change is: -414
-220 41 0 -59 -28 0 -48 -459 31 -100 0 0 -18 1
Percent of Open Interest Represented by Each Category of Trader
42.6 30.2 0.0 6.7 7.5 0.1 15.5 59.1 0.4 31.9 2.2 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 14,434
Positions
11,686 8,075 0 1,454 2,122 48 835 3,629 0 80 435 0 331 125
Changes from: September 27, 2011 Total Change is: -389
-786 -398 0 -20 271 26 323 -355 0 0 0 0 68 67
Percent of Open Interest Represented by Each Category of Trader
81.0 55.9 0.0 10.1 14.7 0.3 5.8 25.1 0.0 0.6 3.0 0.0 2.3 0.9
Number of Traders in Each Category Total Traders: 27
4 4 0 . 4 . 5 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 73,277
Positions
21,140 57,581 578 4,149 244 450 31,046 10,533 1,418 3,449 722 2 11,044 1,749
Changes from: September 27, 2011 Total Change is: 3,980
1,169 3,715 18 1,921 0 -214 2,112 1,052 -178 -1,351 -25 -29 532 -358
Percent of Open Interest Represented by Each Category of Trader
28.8 78.6 0.8 5.7 0.3 0.6 42.4 14.4 1.9 4.7 1.0 0.0 15.1 2.4
Number of Traders in Each Category Total Traders: 109
6 5 . 6 . . 46 14 5 27 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 146,895
Positions
27,505 34,589 41,039 4,507 1,806 5,534 17,948 12,286 20,627 2,609 1,526 12,376 14,750 17,112
Changes from: September 27, 2011 Total Change is: -2,345
-3,038 -5,502 1,289 392 1,154 -804 2,848 -573 -788 266 414 -1,403 -1,107 3,868
Percent of Open Interest Represented by Each Category of Trader
18.7 23.5 27.9 3.1 1.2 3.8 12.2 8.4 14.0 1.8 1.0 8.4 10.0 11.6
Number of Traders in Each Category Total Traders: 101
11 10 16 9 4 10 25 12 27 6 9 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 4, 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 11,432
Positions
1,858 450 0 1,749 999 0 6,705 2,032 241 150 7,322 305 424 83
Changes from: September 27, 2011 Total Change is: 2,119
98 0 0 59 -62 0 2,099 427 -249 0 1,821 101 11 81
Percent of Open Interest Represented by Each Category of Trader
16.3 3.9 0.0 15.3 8.7 0.0 58.7 17.8 2.1 1.3 64.0 2.7 3.7 0.7
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 5 . . . .
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Updated October 7, 2011