Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 136,051
Positions
40,465 13,546 8,047 19,962 32,296 388 20,673 43,542 8,068 8,987 861 823 28,637 28,479
Changes from: October 11, 2011 Total Change is: 1,212
1,434 3,320 646 -1,283 -413 105 2,784 -2,718 53 -3,423 -537 102 794 653
Percent of Open Interest Represented by Each Category of Trader
29.7 10.0 5.9 14.7 23.7 0.3 15.2 32.0 5.9 6.6 0.6 0.6 21.0 20.9
Number of Traders in Each Category Total Traders: 78
10 10 9 6 6 . 12 20 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 33,376
Positions
6,756 6,518 2,133 1,139 1,382 166 9,502 5,442 4,231 0 0 0 9,449 13,503
Changes from: October 11, 2011 Total Change is: 1,283
1,313 -257 -138 -245 -3 37 1,122 1,069 -403 0 0 0 -403 979
Percent of Open Interest Represented by Each Category of Trader
20.2 19.5 6.4 3.4 4.1 0.5 28.5 16.3 12.7 0.0 0.0 0.0 28.3 40.5
Number of Traders in Each Category Total Traders: 35
5 8 5 . . . 6 12 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 182,742
Positions
117,895 2,034 2,967 8,645 61,819 2,177 30,980 75,342 4,645 1,707 2,726 0 13,727 31,032
Changes from: October 11, 2011 Total Change is: -8,225
-8,154 -553 82 -1,717 588 206 1,210 -5,401 109 41 -493 0 -2 -2,765
Percent of Open Interest Represented by Each Category of Trader
64.5 1.1 1.6 4.7 33.8 1.2 17.0 41.2 2.5 0.9 1.5 0.0 7.5 17.0
Number of Traders in Each Category Total Traders: 95
14 5 7 5 15 5 15 36 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 163,974
Positions
2,654 89,085 5,668 57,531 9,648 1,354 63,675 18,118 5,050 1,628 2,665 190 26,223 32,194
Changes from: October 11, 2011 Total Change is: 1,304
525 -5,853 806 -3,228 507 182 2,435 2,335 2,247 -118 176 102 -1,648 801
Percent of Open Interest Represented by Each Category of Trader
1.6 54.3 3.5 35.1 5.9 0.8 38.8 11.0 3.1 1.0 1.6 0.1 16.0 19.6
Number of Traders in Each Category Total Traders: 104
4 14 10 11 8 5 31 26 22 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 277,258
Positions
98,626 23,776 10,424 30,740 38,741 8,540 54,536 83,457 28,915 6,763 11,543 3,534 35,181 68,329
Changes from: October 11, 2011 Total Change is: 10,935
132 -746 483 3,908 -1,185 2,887 3,903 5,169 2,260 1,160 2,560 634 -4,431 -1,128
Percent of Open Interest Represented by Each Category of Trader
35.6 8.6 3.8 11.1 14.0 3.1 19.7 30.1 10.4 2.4 4.2 1.3 12.7 24.6
Number of Traders in Each Category Total Traders: 197
27 12 15 16 30 16 27 56 35 10 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 132,881
Positions
51,243 38,996 4,468 2,935 39,012 814 48,182 16,614 4,780 1,460 1,434 1,121 17,878 25,642
Changes from: October 11, 2011 Total Change is: 5,473
-5,234 11,325 229 -579 3 85 11,646 -7,998 1,122 -5,006 1,424 204 3,004 -921
Percent of Open Interest Represented by Each Category of Trader
38.6 29.3 3.4 2.2 29.4 0.6 36.3 12.5 3.6 1.1 1.1 0.8 13.5 19.3
Number of Traders in Each Category Total Traders: 71
10 10 10 . 7 . 19 17 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 91,181
Positions
54,542 46,185 30,874 0 0 0 4,536 12,611 1,004 0 0 0 225 507
Changes from: October 11, 2011 Total Change is: 3,316
2,188 670 2,721 0 0 0 -344 649 -166 0 0 0 -1,083 -558
Percent of Open Interest Represented by Each Category of Trader
59.8 50.7 33.9 0.0 0.0 0.0 5.0 13.8 1.1 0.0 0.0 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 22
8 9 14 0 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 90,949
Positions
51,976 42,331 0 21,846 2,908 741 12,462 36,051 290 1,141 2,967 0 2,493 5,661
Changes from: October 11, 2011 Total Change is: 2,127
2,392 764 0 -469 361 205 -179 1,162 25 38 19 0 115 -409
Percent of Open Interest Represented by Each Category of Trader
57.1 46.5 0.0 24.0 3.2 0.8 13.7 39.6 0.3 1.3 3.3 0.0 2.7 6.2
Number of Traders in Each Category Total Traders: 82
8 12 0 6 5 . 16 23 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,055
Positions
10,355 17,264 5 158 238 0 11,317 4,269 0 362 342 0 1,858 1,937
Changes from: October 11, 2011 Total Change is: -1,004
-1,736 877 -48 -33 0 0 330 -1,486 -102 15 0 0 570 -245
Percent of Open Interest Represented by Each Category of Trader
43.0 71.8 0.0 0.7 1.0 0.0 47.0 17.7 0.0 1.5 1.4 0.0 7.7 8.1
Number of Traders in Each Category Total Traders: 35
5 8 . . . 0 7 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,506
Positions
22,645 26,954 2,683 3,221 3,227 514 8,564 6,026 4,522 2,287 17 2,055 6,014 6,509
Changes from: October 11, 2011 Total Change is: 11,106
5,192 6,368 2,513 688 247 83 -4,053 -1,494 3,260 52 -1,570 1,509 1,863 190
Percent of Open Interest Represented by Each Category of Trader
43.1 51.3 5.1 6.1 6.1 1.0 16.3 11.5 8.6 4.4 0.0 3.9 11.5 12.4
Number of Traders in Each Category Total Traders: 86
22 12 9 4 7 . 22 14 10 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 12,466
Positions
7,733 8,583 0 675 282 0 846 2,548 2 1,625 0 1 1,584 1,050
Changes from: October 11, 2011 Total Change is: 42
0 0 0 110 -10 0 47 -110 -2 25 0 0 -138 164
Percent of Open Interest Represented by Each Category of Trader
62.0 68.8 0.0 5.4 2.3 0.0 6.8 20.4 0.0 13.0 0.0 0.0 12.7 8.4
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 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,078
Positions
34,910 41,827 280 5,092 5,890 1,028 21,645 13,163 2,832 4,172 2,881 1,260 8,859 10,917
Changes from: October 11, 2011 Total Change is: -2,721
4 656 -59 26 -70 165 -3,590 -1,877 309 -299 -291 167 557 -1,720
Percent of Open Interest Represented by Each Category of Trader
43.6 52.2 0.4 6.4 7.4 1.3 27.0 16.4 3.5 5.2 3.6 1.6 11.1 13.6
Number of Traders in Each Category Total Traders: 83
21 13 5 . 6 . 23 12 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,099,229
Positions
115,600 124,513 71,093 376,111 227,897 66,354 69,225 164,988 203,304 15,910 50,799 35,038 146,593 155,243
Changes from: October 11, 2011 Total Change is: 21,787
670 3,659 8,327 457 -11,558 -1,670 3,023 5,675 9,001 -1,088 4,771 2,414 654 1,168
Percent of Open Interest Represented by Each Category of Trader
10.5 11.3 6.5 34.2 20.7 6.0 6.3 15.0 18.5 1.4 4.6 3.2 13.3 14.1
Number of Traders in Each Category Total Traders: 626
34 59 47 110 83 76 76 159 113 32 71 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 406,365
Positions
46,508 66,040 20,553 112,123 46,793 12,678 37,241 55,689 84,029 5,148 15,012 17,399 70,686 88,172
Changes from: October 11, 2011 Total Change is: 15,949
3,477 7,407 308 71 -345 -42 4,185 -2,057 7,906 -1,654 -413 1,750 -52 1,434
Percent of Open Interest Represented by Each Category of Trader
11.4 16.3 5.1 27.6 11.5 3.1 9.2 13.7 20.7 1.3 3.7 4.3 17.4 21.7
Number of Traders in Each Category Total Traders: 153
15 14 11 27 15 15 27 36 53 7 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,464,316
Positions
536,886 483,793 61,272 1,332,908 918,485 255,415 343,629 730,203 412,667 79,236 204,360 62,769 379,535 335,352
Changes from: October 11, 2011 Total Change is: 29,190
21,582 16,871 4,480 -210 -58,203 -6,002 -11,694 32,776 11,357 2,266 25,356 3,884 3,526 -1,330
Percent of Open Interest Represented by Each Category of Trader
15.5 14.0 1.8 38.5 26.5 7.4 9.9 21.1 11.9 2.3 5.9 1.8 11.0 9.7
Number of Traders in Each Category Total Traders: 578
35 53 37 97 79 68 69 150 94 29 65 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,911
Positions
23,952 16,630 85 57,892 58,681 9,073 10,298 14,285 221 1,433 6,359 0 7,957 5,577
Changes from: October 11, 2011 Total Change is: -372
-1,739 814 85 3,385 -2,130 -915 -1,277 1,050 175 0 -9 0 -86 558
Percent of Open Interest Represented by Each Category of Trader
21.6 15.0 0.1 52.2 52.9 8.2 9.3 12.9 0.2 1.3 5.7 0.0 7.2 5.0
Number of Traders in Each Category Total Traders: 83
7 10 . 32 13 9 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 86,694
Positions
22,909 37,875 4,404 21,449 15,585 1,471 17,201 8,567 3,326 1,420 3,408 280 14,233 11,778
Changes from: October 11, 2011 Total Change is: 10,325
-515 11,336 2,102 2,523 -2,055 -9 3,332 -1,446 -581 187 -370 21 3,264 1,326
Percent of Open Interest Represented by Each Category of Trader
26.4 43.7 5.1 24.7 18.0 1.7 19.8 9.9 3.8 1.6 3.9 0.3 16.4 13.6
Number of Traders in Each Category Total Traders: 219
22 27 12 34 18 11 51 47 21 12 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 20,090
Positions
8,344 17,238 20 269 300 0 2,307 0 0 0 1,082 0 9,150 1,450
Changes from: October 11, 2011 Total Change is: 4,803
2,358 6,698 0 0 0 0 612 -2,213 0 0 0 0 1,833 318
Percent of Open Interest Represented by Each Category of Trader
41.5 85.8 0.1 1.3 1.5 0.0 11.5 0.0 0.0 0.0 5.4 0.0 45.5 7.2
Number of Traders in Each Category Total Traders: 22
8 8 . . . 0 . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 333,020
Positions
91,674 122,037 3,069 105,900 76,424 7,355 84,655 53,018 6,446 7,102 11,630 1,402 25,417 51,639
Changes from: October 11, 2011 Total Change is: 27,610
-4,562 32,993 707 12,613 -10,274 -44 9,772 7 923 937 -1,851 107 7,157 5,042
Percent of Open Interest Represented by Each Category of Trader
27.5 36.6 0.9 31.8 22.9 2.2 25.4 15.9 1.9 2.1 3.5 0.4 7.6 15.5
Number of Traders in Each Category Total Traders: 218
21 27 8 34 18 11 49 49 19 12 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 457,804
Positions
243,411 27,412 18,463 113,836 209,361 33,471 27,434 117,708 3,432 1,367 25,690 302 16,088 21,965
Changes from: October 11, 2011 Total Change is: -14,926
-17,691 -3,519 -452 12,948 -5,087 -2,177 -8,872 -1,426 604 5 -1,511 203 506 -1,561
Percent of Open Interest Represented by Each Category of Trader
53.2 6.0 4.0 24.9 45.7 7.3 6.0 25.7 0.7 0.3 5.6 0.1 3.5 4.8
Number of Traders in Each Category Total Traders: 231
24 10 . 48 45 26 25 60 16 . 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 25,579
Positions
9,046 1,300 70 3,545 2,086 96 5,193 4,898 11 216 5,174 0 7,402 11,944
Changes from: October 11, 2011 Total Change is: 127
426 -609 0 -199 -370 0 -141 117 6 0 -29 0 35 1,012
Percent of Open Interest Represented by Each Category of Trader
35.4 5.1 0.3 13.9 8.2 0.4 20.3 19.1 0.0 0.8 20.2 0.0 28.9 46.7
Number of Traders in Each Category Total Traders: 39
12 . . 7 4 . 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 34,265
Positions
10,955 10,775 910 6,971 2,960 451 4,874 4,705 1,531 825 589 0 7,748 12,344
Changes from: October 11, 2011 Total Change is: 1,256
-529 -1,868 97 7 -99 -1 1,114 -2,357 -42 223 -196 0 387 5,722
Percent of Open Interest Represented by Each Category of Trader
32.0 31.4 2.7 20.3 8.6 1.3 14.2 13.7 4.5 2.4 1.7 0.0 22.6 36.0
Number of Traders in Each Category Total Traders: 51
15 11 . 6 . . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 40,381
Positions
479 2,136 1,219 28,701 23,675 4,794 2,133 7,137 15 284 0 0 2,756 1,405
Changes from: October 11, 2011 Total Change is: -924
23 139 -19 -175 -153 -352 -356 -117 11 0 0 0 -56 -433
Percent of Open Interest Represented by Each Category of Trader
1.2 5.3 3.0 71.1 58.6 11.9 5.3 17.7 0.0 0.7 0.0 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 52
. . . 18 19 8 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 65,079
Positions
14,990 23,550 50 28,210 11,285 2,551 9,927 4,560 852 1,986 2,423 437 6,076 19,371
Changes from: October 11, 2011 Total Change is: 318
289 -980 -60 -1,575 194 711 589 179 -161 13 -5 34 478 406
Percent of Open Interest Represented by Each Category of Trader
23.0 36.2 0.1 43.3 17.3 3.9 15.3 7.0 1.3 3.1 3.7 0.7 9.3 29.8
Number of Traders in Each Category Total Traders: 67
10 8 . 15 9 4 12 5 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 747,192
Positions
10,600 129,962 43,224 309,393 94,008 87,851 43,782 113,907 76,742 19,006 53,258 5,556 151,039 142,685
Changes from: October 11, 2011 Total Change is: -10,726
1,958 1,651 1,787 -21,264 -10,299 966 6,251 -1,626 -8,653 1,375 880 -1,677 8,530 6,245
Percent of Open Interest Represented by Each Category of Trader
1.4 17.4 5.8 41.4 12.6 11.8 5.9 15.2 10.3 2.5 7.1 0.7 20.2 19.1
Number of Traders in Each Category Total Traders: 164
10 24 28 41 19 38 30 25 34 8 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 382,677
Positions
6,195 182,818 1,209 268,042 14,472 30,065 4,620 100,686 2,280 2,875 3,387 0 67,392 47,761
Changes from: October 11, 2011 Total Change is: 3,713
-3,074 7,386 -192 6,647 -964 -1,091 -28 1,572 59 0 -2,665 0 1,392 -392
Percent of Open Interest Represented by Each Category of Trader
1.6 47.8 0.3 70.0 3.8 7.9 1.2 26.3 0.6 0.8 0.9 0.0 17.6 12.5
Number of Traders in Each Category Total Traders: 74
. 15 4 37 4 16 . 12 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 764,749
Positions
88,967 70,906 17,994 118,893 225,561 89,692 215,096 135,857 65,728 60,083 42,993 5,176 103,120 110,842
Changes from: October 11, 2011 Total Change is: -961
11,504 18,549 -3,031 -11,628 7,026 145 -4,014 -13,297 1,785 -1,912 -8,713 880 5,311 -4,305
Percent of Open Interest Represented by Each Category of Trader
11.6 9.3 2.4 15.5 29.5 11.7 28.1 17.8 8.6 7.9 5.6 0.7 13.5 14.5
Number of Traders in Each Category Total Traders: 216
14 26 14 29 49 39 31 38 27 11 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,846,060
Positions
122,959 158,875 134,154 632,518 570,214 225,851 193,170 132,829 182,796 45,271 106,553 25,078 284,262 309,711
Changes from: October 11, 2011 Total Change is: -31,755
2,988 30,993 3,759 27,342 -26,598 -7,261 -22,225 -6,282 2,258 -13,522 10,463 -4,808 -20,287 -34,278
Percent of Open Interest Represented by Each Category of Trader
6.7 8.6 7.3 34.3 30.9 12.2 10.5 7.2 9.9 2.5 5.8 1.4 15.4 16.8
Number of Traders in Each Category Total Traders: 252
29 28 47 30 56 52 46 39 65 10 14 13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,343,555
Positions
90,773 154,894 70,632 345,067 476,192 143,942 218,921 91,858 93,622 167,365 63,390 11,124 202,109 237,901
Changes from: October 11, 2011 Total Change is: 12,795
-21,786 8,619 18,589 -35,611 -38,440 13,051 -1,340 -2,343 13,133 15,416 6,547 -2,654 13,996 -3,708
Percent of Open Interest Represented by Each Category of Trader
6.8 11.5 5.3 25.7 35.4 10.7 16.3 6.8 7.0 12.5 4.7 0.8 15.0 17.7
Number of Traders in Each Category Total Traders: 183
9 32 29 23 42 37 34 27 37 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 816,121
Positions
241,443 245,637 222,675 3,807 5,594 3,570 42,524 43,621 213,795 20,907 6,087 33,248 34,152 41,893
Changes from: October 11, 2011 Total Change is: 3,022
-10,441 -619 16,030 0 -100 46 -1,721 -4,987 -3,532 1,031 355 -351 1,961 -3,819
Percent of Open Interest Represented by Each Category of Trader
29.6 30.1 27.3 0.5 0.7 0.4 5.2 5.3 26.2 2.6 0.7 4.1 4.2 5.1
Number of Traders in Each Category Total Traders: 129
35 26 55 . 4 . 23 23 37 . 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,083,422
Positions
1,005,930 2,682,166 3,198,813 2,575,679 110,688 178,556 394,137 576,724 5,085,015 81,011 406,792 815,505 748,774 1,029,163
Changes from: October 11, 2011 Total Change is: -232,564
170,259 -104,252 -169,062 -107,394 -5,372 -17,794 -87,250 19,689 -41,275 -2,830 27,563 -17,620 40,401 75,558
Percent of Open Interest Represented by Each Category of Trader
7.1 19.0 22.7 18.3 0.8 1.3 2.8 4.1 36.1 0.6 2.9 5.8 5.3 7.3
Number of Traders in Each Category Total Traders: 276
30 57 83 13 15 23 42 78 116 10 16 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,791
Positions
4,202 2,669 0 1,431 786 12 1,920 5,641 366 1,585 190 0 275 127
Changes from: October 11, 2011 Total Change is: -266
-488 -383 0 -45 0 0 129 4 103 34 -50 0 1 60
Percent of Open Interest Represented by Each Category of Trader
42.9 27.3 0.0 14.6 8.0 0.1 19.6 57.6 3.7 16.2 1.9 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 14,276
Positions
10,849 7,907 0 1,447 2,126 46 1,626 3,640 0 40 415 0 268 142
Changes from: October 11, 2011 Total Change is: 738
74 660 0 -11 229 0 739 -123 0 0 -20 0 -64 -8
Percent of Open Interest Represented by Each Category of Trader
76.0 55.4 0.0 10.1 14.9 0.3 11.4 25.5 0.0 0.3 2.9 0.0 1.9 1.0
Number of Traders in Each Category Total Traders: 29
5 4 0 . 4 . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 68,660
Positions
21,247 56,937 556 3,758 181 522 26,842 5,806 1,487 4,404 881 4 9,840 2,286
Changes from: October 11, 2011 Total Change is: -1,485
-601 -3,455 3 -396 0 -170 -3,936 670 490 1,154 225 -26 1,997 777
Percent of Open Interest Represented by Each Category of Trader
30.9 82.9 0.8 5.5 0.3 0.8 39.1 8.5 2.2 6.4 1.3 0.0 14.3 3.3
Number of Traders in Each Category Total Traders: 112
. 6 . 7 . . 48 12 9 30 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 148,583
Positions
35,976 36,634 34,204 4,016 834 3,701 18,870 20,555 20,845 1,218 1,089 11,778 17,975 18,943
Changes from: October 11, 2011 Total Change is: -5,627
-1,665 -4,289 -5,389 -124 -250 -1,597 -9 1,833 -379 116 -1,277 373 3,047 5,348
Percent of Open Interest Represented by Each Category of Trader
24.2 24.7 23.0 2.7 0.6 2.5 12.7 13.8 14.0 0.8 0.7 7.9 12.1 12.7
Number of Traders in Each Category Total Traders: 91
11 9 15 7 . 8 17 20 26 4 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,306
Positions
2,308 0 0 1,728 1,472 0 8,222 2,449 71 253 8,914 389 335 11
Changes from: October 11, 2011 Total Change is: 187
201 -450 0 -10 479 0 -15 -9 0 0 159 0 11 8
Percent of Open Interest Represented by Each Category of Trader
17.3 0.0 0.0 13.0 11.1 0.0 61.8 18.4 0.5 1.9 67.0 2.9 2.5 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 5 5 . . . .
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Updated October 21, 2011