Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 133,253
Positions
37,732 16,231 8,218 18,758 31,729 373 21,613 39,695 8,111 9,218 442 672 28,558 27,782
Changes from: October 18, 2011 Total Change is: -2,798
-2,733 2,685 170 -1,204 -567 -15 940 -3,847 43 231 -419 -151 -79 -696
Percent of Open Interest Represented by Each Category of Trader
28.3 12.2 6.2 14.1 23.8 0.3 16.2 29.8 6.1 6.9 0.3 0.5 21.4 20.8
Number of Traders in Each Category Total Traders: 76
9 10 9 6 5 . 14 19 15 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 34,114
Positions
5,596 6,318 1,891 1,139 1,374 166 9,890 5,823 3,643 0 0 0 11,790 14,899
Changes from: October 18, 2011 Total Change is: 738
-1,161 -200 -242 0 -8 0 388 380 -588 0 0 0 2,341 1,396
Percent of Open Interest Represented by Each Category of Trader
16.4 18.5 5.5 3.3 4.0 0.5 29.0 17.1 10.7 0.0 0.0 0.0 34.6 43.7
Number of Traders in Each Category Total Traders: 35
6 6 6 . . . 6 13 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 179,496
Positions
107,241 2,064 3,036 8,425 62,033 2,396 34,647 75,184 5,006 1,581 3,044 0 17,164 26,733
Changes from: October 18, 2011 Total Change is: -3,247
-10,653 30 69 -220 214 219 3,667 -159 361 -126 318 0 3,437 -4,299
Percent of Open Interest Represented by Each Category of Trader
59.7 1.2 1.7 4.7 34.6 1.3 19.3 41.9 2.8 0.9 1.7 0.0 9.6 14.9
Number of Traders in Each Category Total Traders: 90
14 4 7 5 16 5 18 27 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 179,345
Positions
1,350 104,922 6,734 55,311 8,441 1,484 71,515 16,740 5,821 2,199 3,028 134 34,799 32,042
Changes from: October 18, 2011 Total Change is: 15,372
-1,304 15,837 1,065 -2,220 -1,208 129 7,840 -1,377 771 570 363 -57 8,576 -152
Percent of Open Interest Represented by Each Category of Trader
0.8 58.5 3.8 30.8 4.7 0.8 39.9 9.3 3.2 1.2 1.7 0.1 19.4 17.9
Number of Traders in Each Category Total Traders: 120
. 16 10 12 7 5 41 28 23 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 283,313
Positions
98,346 30,244 11,314 37,908 35,740 8,307 51,748 86,136 29,208 6,276 9,916 3,377 36,829 69,071
Changes from: October 18, 2011 Total Change is: 6,055
-281 6,468 890 7,168 -3,001 -233 -2,788 2,679 293 -487 -1,626 -157 1,648 741
Percent of Open Interest Represented by Each Category of Trader
34.7 10.7 4.0 13.4 12.6 2.9 18.3 30.4 10.3 2.2 3.5 1.2 13.0 24.4
Number of Traders in Each Category Total Traders: 191
27 12 16 15 28 15 27 54 33 8 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 139,527
Positions
48,253 41,938 4,778 2,936 37,824 807 53,594 18,959 5,508 1,895 1,374 1,401 20,354 26,938
Changes from: October 18, 2011 Total Change is: 6,646
-2,990 2,942 310 1 -1,188 -7 5,412 2,345 728 435 -60 280 2,476 1,296
Percent of Open Interest Represented by Each Category of Trader
34.6 30.1 3.4 2.1 27.1 0.6 38.4 13.6 3.9 1.4 1.0 1.0 14.6 19.3
Number of Traders in Each Category Total Traders: 78
10 11 10 . 6 . 22 18 13 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 94,407
Positions
56,010 48,023 33,144 0 0 0 4,067 11,937 1,004 0 0 0 183 300
Changes from: October 18, 2011 Total Change is: 3,227
1,468 1,838 2,270 0 0 0 -469 -674 0 0 0 0 -42 -207
Percent of Open Interest Represented by Each Category of Trader
59.3 50.9 35.1 0.0 0.0 0.0 4.3 12.6 1.1 0.0 0.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 21
7 10 14 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 96,313
Positions
54,326 41,195 0 27,389 3,621 827 9,749 41,483 418 1,110 3,131 0 2,494 5,638
Changes from: October 18, 2011 Total Change is: 5,364
2,350 -1,136 0 5,543 713 86 -2,713 5,432 128 -31 164 0 1 -23
Percent of Open Interest Represented by Each Category of Trader
56.4 42.8 0.0 28.4 3.8 0.9 10.1 43.1 0.4 1.2 3.3 0.0 2.6 5.9
Number of Traders in Each Category Total Traders: 81
7 13 0 5 6 . 10 28 5 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 24,675
Positions
9,655 18,524 18 146 388 0 12,555 3,867 0 367 482 0 1,934 1,396
Changes from: October 18, 2011 Total Change is: 620
-700 1,260 13 -12 150 0 1,238 -402 0 5 140 0 76 -541
Percent of Open Interest Represented by Each Category of Trader
39.1 75.1 0.1 0.6 1.6 0.0 50.9 15.7 0.0 1.5 2.0 0.0 7.8 5.7
Number of Traders in Each Category Total Traders: 39
5 9 . . . 0 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 55,707
Positions
22,532 23,863 4,233 3,567 3,484 573 7,516 7,699 4,279 1,990 40 2,593 8,425 8,944
Changes from: October 18, 2011 Total Change is: 3,202
-113 -3,091 1,550 346 257 59 -1,048 1,673 -243 -297 23 538 2,411 2,435
Percent of Open Interest Represented by Each Category of Trader
40.4 42.8 7.6 6.4 6.3 1.0 13.5 13.8 7.7 3.6 0.1 4.7 15.1 16.1
Number of Traders in Each Category Total Traders: 92
23 11 11 4 8 . 18 22 12 . . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 14,447
Positions
8,980 7,634 165 705 282 0 836 2,548 24 1,756 0 180 1,801 3,614
Changes from: October 18, 2011 Total Change is: 1,980
1,247 -949 165 30 0 0 -10 0 22 131 0 179 216 2,563
Percent of Open Interest Represented by Each Category of Trader
62.2 52.8 1.1 4.9 2.0 0.0 5.8 17.6 0.2 12.2 0.0 1.2 12.5 25.0
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 82,521
Positions
34,869 40,223 371 5,723 6,404 1,145 19,481 16,423 2,389 3,923 3,534 1,371 13,249 10,661
Changes from: October 18, 2011 Total Change is: 2,443
-41 -1,604 90 631 514 117 -2,163 3,260 -443 -249 653 112 4,389 -256
Percent of Open Interest Represented by Each Category of Trader
42.3 48.7 0.4 6.9 7.8 1.4 23.6 19.9 2.9 4.8 4.3 1.7 16.1 12.9
Number of Traders in Each Category Total Traders: 89
22 12 5 . 7 . 20 19 10 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,047,293
Positions
109,904 122,375 74,462 367,353 229,597 66,107 75,641 165,408 162,580 16,350 49,002 30,206 144,690 147,555
Changes from: October 18, 2011 Total Change is: -51,936
-5,696 -2,138 3,369 -8,758 1,700 -247 6,415 420 -40,724 440 -1,796 -4,832 -1,903 -7,687
Percent of Open Interest Represented by Each Category of Trader
10.5 11.7 7.1 35.1 21.9 6.3 7.2 15.8 15.5 1.6 4.7 2.9 13.8 14.1
Number of Traders in Each Category Total Traders: 605
30 61 42 112 77 70 78 151 113 32 64 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 387,250
Positions
47,621 68,970 19,451 109,959 47,024 12,955 41,589 63,071 63,416 5,152 13,854 15,115 71,991 83,395
Changes from: October 18, 2011 Total Change is: -19,115
1,113 2,930 -1,102 -2,164 230 277 4,348 7,382 -20,614 3 -1,158 -2,283 1,305 -4,778
Percent of Open Interest Represented by Each Category of Trader
12.3 17.8 5.0 28.4 12.1 3.3 10.7 16.3 16.4 1.3 3.6 3.9 18.6 21.5
Number of Traders in Each Category Total Traders: 141
15 13 11 28 14 16 24 30 45 6 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 3,300,214
Positions
532,555 488,167 53,910 1,300,524 926,425 252,205 397,012 738,440 269,068 82,138 201,887 49,307 363,494 320,804
Changes from: October 18, 2011 Total Change is: -164,103
-4,331 4,373 -7,362 -32,383 7,941 -3,210 53,383 8,237 -143,599 2,903 -2,473 -13,463 -16,041 -14,548
Percent of Open Interest Represented by Each Category of Trader
16.1 14.8 1.6 39.4 28.1 7.6 12.0 22.4 8.2 2.5 6.1 1.5 11.0 9.7
Number of Traders in Each Category Total Traders: 563
33 54 32 99 73 62 74 143 99 30 57 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 108,869
Positions
23,156 17,192 54 54,767 57,705 9,149 11,457 12,510 62 1,710 6,722 0 8,514 5,475
Changes from: October 18, 2011 Total Change is: -2,042
-796 562 -31 -3,125 -976 76 1,159 -1,775 -159 277 363 0 557 -102
Percent of Open Interest Represented by Each Category of Trader
21.3 15.8 0.0 50.3 53.0 8.4 10.5 11.5 0.1 1.6 6.2 0.0 7.8 5.0
Number of Traders in Each Category Total Traders: 89
9 9 . 33 13 9 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 91,358
Positions
20,883 38,890 6,256 22,404 15,277 1,412 20,306 9,905 4,488 1,292 3,339 223 14,095 11,568
Changes from: October 18, 2011 Total Change is: 4,664
-2,026 1,014 1,852 955 -308 -59 3,104 1,338 1,162 -128 -69 -57 -138 -209
Percent of Open Interest Represented by Each Category of Trader
22.9 42.6 6.8 24.5 16.7 1.5 22.2 10.8 4.9 1.4 3.7 0.2 15.4 12.7
Number of Traders in Each Category Total Traders: 213
26 25 12 33 18 10 50 44 20 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 23,038
Positions
10,068 18,450 20 0 300 0 3,369 1,840 0 0 1,374 0 9,581 1,054
Changes from: October 18, 2011 Total Change is: 2,948
1,724 1,212 0 -269 0 0 1,062 1,840 0 0 292 0 431 -396
Percent of Open Interest Represented by Each Category of Trader
43.7 80.1 0.1 0.0 1.3 0.0 14.6 8.0 0.0 0.0 6.0 0.0 41.6 4.6
Number of Traders in Each Category Total Traders: 23
8 7 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 341,599
Positions
82,329 130,454 2,923 112,019 74,885 7,060 103,610 59,251 3,511 6,461 9,826 1,116 22,569 52,573
Changes from: October 18, 2011 Total Change is: 8,579
-9,344 8,417 -146 6,120 -1,539 -295 18,954 6,233 -2,935 -641 -1,804 -286 -2,848 933
Percent of Open Interest Represented by Each Category of Trader
24.1 38.2 0.9 32.8 21.9 2.1 30.3 17.3 1.0 1.9 2.9 0.3 6.6 15.4
Number of Traders in Each Category Total Traders: 211
26 23 8 33 18 10 51 43 17 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 461,429
Positions
242,366 27,980 20,716 111,341 208,893 32,779 31,759 119,790 4,337 1,376 27,104 114 16,641 19,716
Changes from: October 18, 2011 Total Change is: 3,625
-1,045 568 2,253 -2,495 -468 -692 4,325 2,082 905 9 1,414 -189 553 -2,249
Percent of Open Interest Represented by Each Category of Trader
52.5 6.1 4.5 24.1 45.3 7.1 6.9 26.0 0.9 0.3 5.9 0.0 3.6 4.3
Number of Traders in Each Category Total Traders: 242
26 10 . 48 46 26 28 63 17 . 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,427
Positions
10,294 1,520 70 3,461 2,086 96 5,374 5,759 12 216 5,169 0 6,904 11,715
Changes from: October 18, 2011 Total Change is: 848
1,248 220 0 -84 0 0 181 861 1 0 -5 0 -498 -229
Percent of Open Interest Represented by Each Category of Trader
39.0 5.8 0.3 13.1 7.9 0.4 20.3 21.8 0.0 0.8 19.6 0.0 26.1 44.3
Number of Traders in Each Category Total Traders: 44
13 . . 7 4 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 40,811
Positions
15,726 7,639 461 8,907 2,548 834 4,630 8,627 1,555 602 331 0 8,096 18,816
Changes from: October 18, 2011 Total Change is: 6,546
4,771 -3,136 -449 1,936 -412 383 -244 3,922 24 -223 -258 0 348 6,472
Percent of Open Interest Represented by Each Category of Trader
38.5 18.7 1.1 21.8 6.2 2.0 11.3 21.1 3.8 1.5 0.8 0.0 19.8 46.1
Number of Traders in Each Category Total Traders: 58
17 10 . 8 . . 6 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,316
Positions
740 2,923 1,163 29,194 22,383 4,320 2,157 8,337 196 284 0 0 3,262 1,994
Changes from: October 18, 2011 Total Change is: 935
261 787 -56 493 -1,292 -474 24 1,200 181 0 0 0 506 589
Percent of Open Interest Represented by Each Category of Trader
1.8 7.1 2.8 70.7 54.2 10.5 5.2 20.2 0.5 0.7 0.0 0.0 7.9 4.8
Number of Traders in Each Category Total Traders: 54
. . . 18 19 8 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 65,908
Positions
18,175 23,924 50 28,168 11,517 2,537 8,094 4,703 773 2,298 2,488 464 5,349 19,452
Changes from: October 18, 2011 Total Change is: 829
3,185 374 0 -42 232 -14 -1,833 143 -79 312 65 27 -727 81
Percent of Open Interest Represented by Each Category of Trader
27.6 36.3 0.1 42.7 17.5 3.8 12.3 7.1 1.2 3.5 3.8 0.7 8.1 29.5
Number of Traders in Each Category Total Traders: 71
12 8 . 16 9 4 12 5 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 730,262
Positions
7,925 137,720 39,321 294,096 93,545 95,115 60,226 110,757 60,437 18,405 58,047 5,268 149,470 130,052
Changes from: October 18, 2011 Total Change is: -16,930
-2,675 7,759 -3,903 -15,297 -463 7,264 16,444 -3,149 -16,305 -601 4,789 -288 -1,569 -12,633
Percent of Open Interest Represented by Each Category of Trader
1.1 18.9 5.4 40.3 12.8 13.0 8.2 15.2 8.3 2.5 7.9 0.7 20.5 17.8
Number of Traders in Each Category Total Traders: 161
9 23 24 39 22 35 29 25 33 8 6 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 377,307
Positions
4,909 173,045 305 261,651 18,714 34,898 4,620 102,742 2,468 2,875 3,415 0 65,580 41,719
Changes from: October 18, 2011 Total Change is: -5,370
-1,286 -9,773 -904 -6,390 4,242 4,834 0 2,056 188 0 28 0 -1,812 -6,042
Percent of Open Interest Represented by Each Category of Trader
1.3 45.9 0.1 69.3 5.0 9.2 1.2 27.2 0.7 0.8 0.9 0.0 17.4 11.1
Number of Traders in Each Category Total Traders: 75
. 14 . 37 6 19 . 12 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 773,132
Positions
83,381 108,167 12,804 120,330 222,391 84,852 245,622 120,945 60,535 48,040 44,787 6,437 111,131 112,214
Changes from: October 18, 2011 Total Change is: 8,383
-5,586 37,261 -5,190 1,438 -3,170 -4,839 30,526 -14,912 -5,193 -12,044 1,794 1,261 8,012 1,372
Percent of Open Interest Represented by Each Category of Trader
10.8 14.0 1.7 15.6 28.8 11.0 31.8 15.6 7.8 6.2 5.8 0.8 14.4 14.5
Number of Traders in Each Category Total Traders: 219
11 27 12 31 48 39 35 37 30 11 18 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,743,174
Positions
123,477 121,916 101,543 607,596 611,410 198,355 226,480 112,675 125,740 48,675 116,088 14,338 296,971 341,109
Changes from: October 18, 2011 Total Change is: -102,887
517 -36,959 -32,611 -24,923 41,196 -27,495 33,309 -20,154 -57,056 3,404 9,535 -10,741 12,708 31,398
Percent of Open Interest Represented by Each Category of Trader
7.1 7.0 5.8 34.9 35.1 11.4 13.0 6.5 7.2 2.8 6.7 0.8 17.0 19.6
Number of Traders in Each Category Total Traders: 244
28 26 41 28 58 50 47 35 57 8 14 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,368,941
Positions
99,910 158,105 60,766 342,693 491,204 152,453 249,499 121,406 75,110 182,527 63,695 7,266 198,716 238,936
Changes from: October 18, 2011 Total Change is: 25,386
9,137 3,211 -9,866 -2,374 15,012 8,511 30,578 29,547 -18,512 15,161 306 -3,858 -3,392 1,035
Percent of Open Interest Represented by Each Category of Trader
7.3 11.5 4.4 25.0 35.9 11.1 18.2 8.9 5.5 13.3 4.7 0.5 14.5 17.5
Number of Traders in Each Category Total Traders: 187
9 33 26 23 41 37 34 30 31 6 11 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 834,511
Positions
250,346 258,140 226,618 3,807 5,594 3,570 42,820 43,453 212,386 22,122 5,904 34,223 38,620 44,624
Changes from: October 18, 2011 Total Change is: 18,391
8,903 12,503 3,943 0 0 0 296 -168 -1,409 1,216 -183 975 4,467 2,731
Percent of Open Interest Represented by Each Category of Trader
30.0 30.9 27.2 0.5 0.7 0.4 5.1 5.2 25.5 2.7 0.7 4.1 4.6 5.3
Number of Traders in Each Category Total Traders: 128
34 28 55 . 4 . 20 24 37 . 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 is14,193,684
Positions
1,095,471 2,652,878 3,236,311 2,420,882 121,732 196,174 405,996 560,417 5,179,779 69,548 419,699 801,661 787,864 1,025,033
Changes from: October 18, 2011 Total Change is: 110,262
89,541 -29,287 37,497 -154,798 11,045 17,618 11,858 -16,307 94,764 -11,463 12,907 -13,845 39,090 -4,129
Percent of Open Interest Represented by Each Category of Trader
7.7 18.7 22.8 17.1 0.9 1.4 2.9 3.9 36.5 0.5 3.0 5.6 5.6 7.2
Number of Traders in Each Category Total Traders: 275
33 55 84 14 15 23 49 68 118 10 16 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 9,502
Positions
4,750 2,818 0 1,428 841 7 1,451 5,552 1 1,585 170 0 280 113
Changes from: October 18, 2011 Total Change is: -289
548 149 0 -3 55 -5 -469 -89 -365 0 -20 0 5 -14
Percent of Open Interest Represented by Each Category of Trader
50.0 29.7 0.0 15.0 8.9 0.1 15.3 58.4 0.0 16.7 1.8 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 14,135
Positions
11,332 7,159 0 1,447 2,648 46 977 3,712 0 40 415 0 293 155
Changes from: October 18, 2011 Total Change is: -141
483 -748 0 0 522 0 -649 72 0 0 0 0 25 13
Percent of Open Interest Represented by Each Category of Trader
80.2 50.6 0.0 10.2 18.7 0.3 6.9 26.3 0.0 0.3 2.9 0.0 2.1 1.1
Number of Traders in Each Category Total Traders: 28
4 5 0 . 4 . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 64,488
Positions
21,979 47,900 576 3,186 181 527 22,673 10,831 995 5,089 750 4 9,457 2,723
Changes from: October 18, 2011 Total Change is: -4,172
732 -9,037 20 -572 0 5 -4,168 5,025 -492 685 -131 1 -383 437
Percent of Open Interest Represented by Each Category of Trader
34.1 74.3 0.9 4.9 0.3 0.8 35.2 16.8 1.5 7.9 1.2 0.0 14.7 4.2
Number of Traders in Each Category Total Traders: 108
4 7 . 7 . . 34 16 7 33 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 133,700
Positions
35,286 41,366 30,323 4,446 834 2,832 11,704 11,198 19,633 3,327 1,695 10,247 15,902 15,572
Changes from: October 18, 2011 Total Change is: -14,883
-690 4,732 -3,881 430 0 -869 -7,166 -9,357 -1,212 2,109 606 -1,531 -2,073 -3,371
Percent of Open Interest Represented by Each Category of Trader
26.4 30.9 22.7 3.3 0.6 2.1 8.8 8.4 14.7 2.5 1.3 7.7 11.9 11.6
Number of Traders in Each Category Total Traders: 83
10 8 13 7 . 6 17 17 23 5 5 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 13,404
Positions
2,114 0 0 1,738 1,507 0 8,521 2,512 71 150 8,869 434 376 11
Changes from: October 18, 2011 Total Change is: 98
-194 0 0 10 35 0 299 63 0 -103 -45 45 41 0
Percent of Open Interest Represented by Each Category of Trader
15.8 0.0 0.0 13.0 11.2 0.0 63.6 18.7 0.5 1.1 66.2 3.2 2.8 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . . . .
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Updated October 28, 2011