Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 210,066
Positions
12,010 98,872 1,405 22,855 33,115 1,185 111,861 48,940 1,100 9,449 6,189 1,282 48,919 17,978
Changes from: September 18, 2012 Total Change is: -86,933
2,088 18,859 -66,842 355 -10 -331 -5,577 -9,485 -18,108 28 -8,386 682 772 -3,312
Percent of Open Interest Represented by Each Category of Trader
5.7 47.1 0.7 10.9 15.8 0.6 53.3 23.3 0.5 4.5 2.9 0.6 23.3 8.6
Number of Traders in Each Category Total Traders: 99
4 12 . 9 5 . 30 18 5 12 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,328
Positions
4,848 12,713 0 2,098 2,383 176 11,899 12,328 0 3,205 0 0 15,102 9,728
Changes from: September 18, 2012 Total Change is: -1,121
-1,536 3,107 0 0 726 0 -59 -2,976 0 -327 0 0 801 -1,978
Percent of Open Interest Represented by Each Category of Trader
13.0 34.1 0.0 5.6 6.4 0.5 31.9 33.0 0.0 8.6 0.0 0.0 40.5 26.1
Number of Traders in Each Category Total Traders: 37
. 6 0 . 4 . 9 11 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 172,103
Positions
4,053 57,597 36 10,912 31,310 12,661 99,227 33,147 124 1,598 20,521 0 43,492 16,707
Changes from: September 18, 2012 Total Change is: 20,798
27 23,084 30 -164 98 240 20,517 -2,125 -483 -1,086 2,082 -1,061 2,778 -1,067
Percent of Open Interest Represented by Each Category of Trader
2.4 33.5 0.0 6.3 18.2 7.4 57.7 19.3 0.1 0.9 11.9 0.0 25.3 9.7
Number of Traders in Each Category Total Traders: 102
4 13 . 7 14 6 35 20 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 137,692
Positions
4,479 48,391 75 61,377 7,384 715 44,514 27,316 89 501 18,327 632 25,310 34,763
Changes from: September 18, 2012 Total Change is: 8,830
2,894 4,946 13 -1,602 642 -134 5,335 -1,255 -896 0 2,888 587 2,633 2,039
Percent of Open Interest Represented by Each Category of Trader
3.3 35.1 0.1 44.6 5.4 0.5 32.3 19.8 0.1 0.4 13.3 0.5 18.4 25.2
Number of Traders in Each Category Total Traders: 88
4 16 . 9 6 . 24 20 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 218,363
Positions
54,280 14,405 1,312 42,770 32,832 8,077 44,036 97,519 406 21,951 8,795 1,861 43,670 53,156
Changes from: September 18, 2012 Total Change is: -16,031
-23,351 5,241 202 1,953 -2,233 -495 6,803 -10,341 274 -922 -4,087 -883 388 -3,709
Percent of Open Interest Represented by Each Category of Trader
24.9 6.6 0.6 19.6 15.0 3.7 20.2 44.7 0.2 10.1 4.0 0.9 20.0 24.3
Number of Traders in Each Category Total Traders: 177
20 15 5 19 20 16 32 41 6 16 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 178,886
Positions
18,198 58,300 53 3,065 42,549 1,065 119,230 50,185 176 1,229 3,710 865 35,005 21,983
Changes from: September 18, 2012 Total Change is: 4,428
-5 5,730 0 -605 -1,073 0 2,031 -1,621 152 242 -355 102 2,511 1,493
Percent of Open Interest Represented by Each Category of Trader
10.2 32.6 0.0 1.7 23.8 0.6 66.7 28.1 0.1 0.7 2.1 0.5 19.6 12.3
Number of Traders in Each Category Total Traders: 98
6 13 . . 10 . 32 26 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,388
Positions
50,766 61,493 17,223 4,060 0 0 4,334 293 5,078 2,470 0 2,861 596 440
Changes from: September 18, 2012 Total Change is: -2,362
603 37 -2,099 -52 0 0 -698 -335 -135 0 0 0 19 170
Percent of Open Interest Represented by Each Category of Trader
58.1 70.4 19.7 4.6 0.0 0.0 5.0 0.3 5.8 2.8 0.0 3.3 0.7 0.5
Number of Traders in Each Category Total Traders: 22
5 12 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 220,035
Positions
33,917 105,099 0 26,188 270 1,666 142,088 99,499 503 6,514 10,293 283 8,876 2,422
Changes from: September 18, 2012 Total Change is: 5,114
-1,021 22,615 0 792 -126 106 4,553 -17,895 -84 1,240 298 -74 -398 274
Percent of Open Interest Represented by Each Category of Trader
15.4 47.8 0.0 11.9 0.1 0.8 64.6 45.2 0.2 3.0 4.7 0.1 4.0 1.1
Number of Traders in Each Category Total Traders: 139
6 11 0 11 . . 72 13 4 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 19,088
Positions
15,890 1,796 39 620 0 0 1,760 1,237 0 140 15,567 0 639 449
Changes from: September 18, 2012 Total Change is: 2,547
2,164 3 11 297 0 0 74 22 0 0 2,510 0 1 1
Percent of Open Interest Represented by Each Category of Trader
83.2 9.4 0.2 3.2 0.0 0.0 9.2 6.5 0.0 0.7 81.6 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 20
4 5 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,787
Positions
1,613 23,560 265 233 0 0 24,298 5,054 130 590 1,693 363 5,295 1,722
Changes from: September 18, 2012 Total Change is: 3,456
223 3,220 265 -181 0 0 2,722 -341 1 -57 378 -79 562 12
Percent of Open Interest Represented by Each Category of Trader
4.9 71.9 0.8 0.7 0.0 0.0 74.1 15.4 0.4 1.8 5.2 1.1 16.1 5.3
Number of Traders in Each Category Total Traders: 52
. 8 . . 0 0 20 13 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,437
Positions
10,305 43,748 284 4,266 679 67 34,892 9,700 409 1,759 956 0 8,456 4,595
Changes from: September 18, 2012 Total Change is: -15,419
-4,064 1,214 -8,320 -108 432 -302 2,968 -2,422 -1,647 -1,277 -564 -1,553 -1,118 -2,259
Percent of Open Interest Represented by Each Category of Trader
17.1 72.4 0.5 7.1 1.1 0.1 57.7 16.0 0.7 2.9 1.6 0.0 14.0 7.6
Number of Traders in Each Category Total Traders: 100
15 17 . 7 . . 35 14 5 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 120,873
Positions
20,610 87,496 567 8,531 1,358 134 69,783 19,400 818 3,518 1,911 0 16,912 9,189
Changes from: September 18, 2012 Total Change is: -30,837
-8,128 2,428 -16,639 -215 864 -604 5,936 -4,844 -3,293 -2,553 -1,127 -3,105 -2,236 -4,517
Percent of Open Interest Represented by Each Category of Trader
17.1 72.4 0.5 7.1 1.1 0.1 57.7 16.0 0.7 2.9 1.6 0.0 14.0 7.6
Number of Traders in Each Category Total Traders: 100
15 17 . 7 . . 35 14 5 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 754,465
Positions
43,351 222,311 10,297 385,312 160,161 51,398 95,781 172,439 20,668 26,558 34,438 3,738 117,362 79,013
Changes from: September 18, 2012 Total Change is: -221,560
-9,611 35,837 -117,561 4,621 1,955 -13,083 -10,566 -45,860 -40,278 -1,925 -8,571 -8,819 -24,337 -25,179
Percent of Open Interest Represented by Each Category of Trader
5.7 29.5 1.4 51.1 21.2 6.8 12.7 22.9 2.7 3.5 4.6 0.5 15.6 10.5
Number of Traders in Each Category Total Traders: 550
38 45 19 120 50 63 102 110 65 41 44 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 188,201
Positions
12,442 75,131 2,036 96,220 29,851 5,302 6,860 24,948 1,028 3,130 12,794 299 60,884 36,812
Changes from: September 18, 2012 Total Change is: -70,943
-16,224 -5,557 -19,684 2,851 -4,628 -3,691 -13,261 -10,684 -8,180 1,236 -2,768 -1,200 -12,790 -14,551
Percent of Open Interest Represented by Each Category of Trader
6.6 39.9 1.1 51.1 15.9 2.8 3.6 13.3 0.5 1.7 6.8 0.2 32.4 19.6
Number of Traders in Each Category Total Traders: 91
7 14 . 26 8 10 10 20 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,831,321
Positions
158,608 739,965 37,240 1,465,911 672,004 210,029 482,240 775,094 60,564 123,376 114,457 10,962 282,391 211,006
Changes from: September 18, 2012 Total Change is: -753,085
-109,115 64,792 -347,207 -22,131 1,938 -15,980 -64,630 -253,988 -82,385 -32,826 -46,036 -21,077 -57,734 -53,142
Percent of Open Interest Represented by Each Category of Trader
5.6 26.1 1.3 51.8 23.7 7.4 17.0 27.4 2.1 4.4 4.0 0.4 10.0 7.5
Number of Traders in Each Category Total Traders: 523
38 40 18 105 46 56 104 107 56 40 43 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,639
Positions
4,599 42,388 47 63,512 59,064 1,405 32,892 9,070 222 590 1,984 0 13,372 2,459
Changes from: September 18, 2012 Total Change is: -31,437
-10,869 411 -23,321 1,613 1,874 -178 1,707 -6,590 -340 200 -786 0 -249 -2,507
Percent of Open Interest Represented by Each Category of Trader
3.9 36.3 0.0 54.5 50.6 1.2 28.2 7.8 0.2 0.5 1.7 0.0 11.5 2.1
Number of Traders in Each Category Total Traders: 107
7 12 . 40 12 11 24 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 82,047
Positions
3,218 60,209 327 35,712 7,609 824 31,856 6,605 650 2,261 3,335 0 7,199 2,488
Changes from: September 18, 2012 Total Change is: -64,744
-2,898 -5,563 -40,075 -3,304 264 -1,515 -2,012 -3,514 -6,462 -198 -628 -531 -7,747 -6,718
Percent of Open Interest Represented by Each Category of Trader
3.9 73.4 0.4 43.5 9.3 1.0 38.8 8.1 0.8 2.8 4.1 0.0 8.8 3.0
Number of Traders in Each Category Total Traders: 224
16 29 4 35 21 10 70 29 10 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 410,237
Positions
16,091 301,043 1,636 178,560 38,047 4,118 159,281 33,025 3,251 11,305 16,677 2 35,993 12,438
Changes from: September 18, 2012 Total Change is: -187,593
-6,195 -8,099 -132,498 -15,021 1,318 925 -11,500 -1,136 -18,630 -991 1,475 -2,657 -1,026 -28,291
Percent of Open Interest Represented by Each Category of Trader
3.9 73.4 0.4 43.5 9.3 1.0 38.8 8.1 0.8 2.8 4.1 0.0 8.8 3.0
Number of Traders in Each Category Total Traders: 224
16 29 4 35 21 10 70 29 10 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 383,365
Positions
110,474 42,977 5,585 152,526 199,593 16,313 74,660 92,842 1,525 2,231 14,148 0 20,051 10,382
Changes from: September 18, 2012 Total Change is: -58,288
-27,809 -7,004 -19,862 4,064 -1,094 -2,443 2,484 -2,805 -6,098 -379 -7,629 -1,679 -6,566 -9,674
Percent of Open Interest Represented by Each Category of Trader
28.8 11.2 1.5 39.8 52.1 4.3 19.5 24.2 0.4 0.6 3.7 0.0 5.2 2.7
Number of Traders in Each Category Total Traders: 251
20 14 . 59 36 25 50 51 9 5 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,773
Positions
825 3,087 1 8,155 0 310 2,746 4,284 0 1,438 3,149 0 7,298 9,942
Changes from: September 18, 2012 Total Change is: -838
-1 337 0 -1,427 -131 81 -279 -11 0 -344 0 0 1,132 -1,114
Percent of Open Interest Represented by Each Category of Trader
4.0 14.9 0.0 39.3 0.0 1.5 13.2 20.6 0.0 6.9 15.2 0.0 35.1 47.9
Number of Traders in Each Category Total Traders: 26
. . . 11 0 . 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,962
Positions
6,646 9,495 1,646 6,296 2,325 895 5,861 4,048 268 1,860 411 0 5,490 9,874
Changes from: September 18, 2012 Total Change is: 822
1,555 -561 -472 -138 50 9 -690 140 142 526 411 0 -110 1,103
Percent of Open Interest Represented by Each Category of Trader
22.9 32.8 5.7 21.7 8.0 3.1 20.2 14.0 0.9 6.4 1.4 0.0 19.0 34.1
Number of Traders in Each Category Total Traders: 45
13 9 7 7 . . 6 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,134
Positions
1,354 10,743 543 39,803 29,955 5,270 8,278 11,166 163 223 0 0 4,500 2,294
Changes from: September 18, 2012 Total Change is: -9,964
-4,242 -4,072 -3,169 1,510 715 -902 -1,345 -394 -563 223 0 0 -1,476 -1,579
Percent of Open Interest Represented by Each Category of Trader
2.3 17.9 0.9 66.2 49.8 8.8 13.8 18.6 0.3 0.4 0.0 0.0 7.5 3.8
Number of Traders in Each Category Total Traders: 66
. . . 23 23 9 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,133
Positions
15,042 57,991 363 59,468 20,441 4,157 16,725 28,372 617 5,076 0 469 14,216 3,723
Changes from: September 18, 2012 Total Change is: -25,248
-1,842 -2,334 -14,552 972 1,264 -294 596 2,047 -980 -923 0 221 -8,446 -10,620
Percent of Open Interest Represented by Each Category of Trader
13.0 49.9 0.3 51.2 17.6 3.6 14.4 24.4 0.5 4.4 0.0 0.4 12.2 3.2
Number of Traders in Each Category Total Traders: 114
11 15 4 25 17 12 27 8 . 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 561,389
Positions
18,674 75,367 6,473 216,416 117,104 87,681 57,468 83,546 16,453 19,968 33,213 377 137,879 141,175
Changes from: September 18, 2012 Total Change is: 2,940
1,966 -10,035 -60 12,759 15,990 -176 -882 15,294 -9,243 418 -2,943 158 -2,000 -6,045
Percent of Open Interest Represented by Each Category of Trader
3.3 13.4 1.2 38.6 20.9 15.6 10.2 14.9 2.9 3.6 5.9 0.1 24.6 25.1
Number of Traders in Each Category Total Traders: 145
5 14 5 40 24 28 22 27 10 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 359,072
Positions
4,826 132,114 2,432 241,326 17,761 38,915 0 92,947 56 8,735 16,160 0 62,782 58,687
Changes from: September 18, 2012 Total Change is: -2,613
4,826 -2,821 50 -3,684 1,566 2,433 0 -4,139 -720 -770 2,458 0 -4,748 -1,440
Percent of Open Interest Represented by Each Category of Trader
1.3 36.8 0.7 67.2 4.9 10.8 0.0 25.9 0.0 2.4 4.5 0.0 17.5 16.3
Number of Traders in Each Category Total Traders: 66
. 12 . 28 9 18 0 9 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 960,648
Positions
55,610 124,110 12,179 192,974 150,822 65,386 386,081 466,782 19,638 85,013 29,742 7,989 135,778 84,000
Changes from: September 18, 2012 Total Change is: 11,890
-4,029 -19,636 1,229 -1,744 8,926 -521 45,957 24,049 -14,188 -23,974 3,738 0 9,160 8,293
Percent of Open Interest Represented by Each Category of Trader
5.8 12.9 1.3 20.1 15.7 6.8 40.2 48.6 2.0 8.8 3.1 0.8 14.1 8.7
Number of Traders in Each Category Total Traders: 210
14 22 9 37 28 30 40 32 19 21 16 4
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,606,021
Positions
199,200 97,722 9,014 410,589 778,016 187,385 373,658 114,706 46,694 76,573 80,078 6,062 296,846 286,344
Changes from: September 18, 2012 Total Change is: 12,486
-15,033 17,136 -932 25,655 1,913 -559 3,882 -10,134 -3,119 -12,203 2,965 1,675 13,120 3,541
Percent of Open Interest Represented by Each Category of Trader
12.4 6.1 0.6 25.6 48.4 11.7 23.3 7.1 2.9 4.8 5.0 0.4 18.5 17.8
Number of Traders in Each Category Total Traders: 255
23 22 9 27 61 51 54 40 31 14 14 4
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,440,242
Positions
227,666 162,372 14,356 344,796 599,937 120,804 358,868 234,042 19,096 102,559 57,858 1,789 250,308 229,988
Changes from: September 18, 2012 Total Change is: 143,559
43,340 41,572 -1,194 91,219 4,835 10,584 -2,633 87,718 3,599 -253 953 -269 -834 -4,239
Percent of Open Interest Represented by Each Category of Trader
15.8 11.3 1.0 23.9 41.7 8.4 24.9 16.3 1.3 7.1 4.0 0.1 17.4 16.0
Number of Traders in Each Category Total Traders: 183
13 23 7 24 40 34 37 25 17 9 12 .
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 437,583
Positions
174,610 145,011 148,024 9 2,015 2,993 31,638 41,289 45,649 2,310 7,693 5,937 26,413 38,972
Changes from: September 18, 2012 Total Change is: 7,611
3,510 2,671 1,433 0 0 0 4,348 3,524 -122 1,565 154 237 -3,360 -286
Percent of Open Interest Represented by Each Category of Trader
39.9 33.1 33.8 0.0 0.5 0.7 7.2 9.4 10.4 0.5 1.8 1.4 6.0 8.9
Number of Traders in Each Category Total Traders: 80
20 22 32 . . . 14 15 22 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 40,631
Positions
22,105 14,218 9,532 0 500 0 5,901 13,344 2,457 40 13 381 215 186
Changes from: September 18, 2012 Total Change is: 3,611
4,309 3,550 -1,097 0 0 0 499 1,177 714 -54 13 41 -801 -787
Percent of Open Interest Represented by Each Category of Trader
54.4 35.0 23.5 0.0 1.2 0.0 14.5 32.8 6.0 0.1 0.0 0.9 0.5 0.5
Number of Traders in Each Category Total Traders: 36
12 5 13 0 . 0 8 7 8 . . .
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,177,263
Positions
1,152,523 2,714,855 1,835,937 761,351 344,503 148,149 1,607,769 356,155 1,369,288 158,137 152,798 295,715 848,394 959,863
Changes from: September 18, 2012 Total Change is: 195,931
69,094 11,185 61,332 28,295 77,856 9,034 -32,418 -42,432 28,244 4,749 -1,508 15,780 11,821 36,440
Percent of Open Interest Represented by Each Category of Trader
14.1 33.2 22.5 9.3 4.2 1.8 19.7 4.4 16.7 1.9 1.9 3.6 10.4 11.7
Number of Traders in Each Category Total Traders: 237
29 49 73 10 9 13 71 30 77 16 13 22
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Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,785
Positions
7,935 159 0 572 780 6 819 9,572 5 1,278 215 0 170 48
Changes from: September 18, 2012 Total Change is: 359
226 -53 0 12 -18 0 122 488 0 0 -40 0 -1 -18
Percent of Open Interest Represented by Each Category of Trader
73.6 1.5 0.0 5.3 7.2 0.1 7.6 88.8 0.0 11.8 2.0 0.0 1.6 0.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,546
Positions
10,952 7,399 0 1,010 755 42 1,280 5,202 0 0 91 0 262 57
Changes from: September 18, 2012 Total Change is: 131
31 78 0 -4 75 0 20 -21 0 0 -10 0 84 9
Percent of Open Interest Represented by Each Category of Trader
80.9 54.6 0.0 7.5 5.6 0.3 9.4 38.4 0.0 0.0 0.7 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 28
4 6 0 . 4 . . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,992
Positions
13,229 5,115 1,222 1,582 4,336 172 25,539 31,510 515 2,749 2,243 4 2,980 2,875
Changes from: September 18, 2012 Total Change is: 7,511
121 -838 170 275 1,033 -170 7,378 7,189 -5 -53 -17 -21 -184 170
Percent of Open Interest Represented by Each Category of Trader
27.6 10.7 2.5 3.3 9.0 0.4 53.2 65.7 1.1 5.7 4.7 0.0 6.2 6.0
Number of Traders in Each Category Total Traders: 96
4 . . 6 4 . 20 32 . 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 393,602
Positions
143,289 28,004 40,553 39,038 12,181 9,124 29,518 155,653 40,611 4,264 22,185 59,989 27,216 25,302
Changes from: September 18, 2012 Total Change is: -37,663
4,222 5,109 -14,212 5,780 -825 -318 -2,108 3,637 -9,893 -1,438 -1,049 -15,364 -4,332 -4,748
Percent of Open Interest Represented by Each Category of Trader
36.4 7.1 10.3 9.9 3.1 2.3 7.5 39.5 10.3 1.1 5.6 15.2 6.9 6.4
Number of Traders in Each Category Total Traders: 166
21 11 22 10 9 10 26 48 50 14 16 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,318
Positions
434 4,340 0 3,169 407 131 3,463 2,515 893 32 30 0 196 2
Changes from: September 18, 2012 Total Change is: -5,867
-2,705 1,202 -3,205 45 -9 -174 155 -3,677 0 0 0 0 17 -4
Percent of Open Interest Represented by Each Category of Trader
5.2 52.2 0.0 38.1 4.9 1.6 41.6 30.2 10.7 0.4 0.4 0.0 2.4 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . . 0
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Updated September 28, 2012