Traders in Financial Futures - Futures Only Positions as of October 9, 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 192,593
Positions
12,449 92,078 1,183 23,345 33,178 728 96,257 37,634 1,853 9,954 5,296 1,703 45,121 18,940
Changes from: October 2, 2012 Total Change is: -4,302
402 -4,797 -48 198 182 -157 -6,642 -2,485 665 737 -13 640 -97 1,711
Percent of Open Interest Represented by Each Category of Trader
6.5 47.8 0.6 12.1 17.2 0.4 50.0 19.5 1.0 5.2 2.7 0.9 23.4 9.8
Number of Traders in Each Category Total Traders: 99
4 13 . 10 4 . 33 14 5 13 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 35,264
Positions
5,734 11,515 0 2,560 2,497 166 9,604 9,146 3 3,205 0 0 13,992 11,937
Changes from: October 2, 2012 Total Change is: -2,049
771 -1,815 0 404 -5 0 -1,369 -2,368 3 7 0 0 -1,865 2,136
Percent of Open Interest Represented by Each Category of Trader
16.3 32.7 0.0 7.3 7.1 0.5 27.2 25.9 0.0 9.1 0.0 0.0 39.7 33.9
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 . 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 161,457
Positions
6,404 50,572 72 10,420 31,770 11,758 92,854 28,610 1,446 1,169 19,215 0 37,334 18,014
Changes from: October 2, 2012 Total Change is: -16,289
2,463 -10,068 42 450 743 -623 -13,627 -7,999 1,333 -71 -183 0 -6,256 466
Percent of Open Interest Represented by Each Category of Trader
4.0 31.3 0.0 6.5 19.7 7.3 57.5 17.7 0.9 0.7 11.9 0.0 23.1 11.2
Number of Traders in Each Category Total Traders: 98
4 13 . 7 14 5 36 15 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 127,442
Positions
5,996 43,193 101 59,991 6,863 686 39,049 24,788 121 510 16,901 877 20,111 33,912
Changes from: October 2, 2012 Total Change is: -14,251
1,861 -13,308 28 144 -143 8 -10,437 -1,686 17 -210 -492 495 -6,157 830
Percent of Open Interest Represented by Each Category of Trader
4.7 33.9 0.1 47.1 5.4 0.5 30.6 19.5 0.1 0.4 13.3 0.7 15.8 26.6
Number of Traders in Each Category Total Traders: 88
5 13 . 8 6 . 22 24 4 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 227,541
Positions
69,129 21,096 1,716 47,852 35,121 6,681 26,231 99,825 1,917 30,812 8,154 1,352 41,851 51,679
Changes from: October 2, 2012 Total Change is: 10,025
16,282 4,114 254 1,441 1,120 -726 -11,801 7,179 820 6,733 -221 -1,697 -1,281 -818
Percent of Open Interest Represented by Each Category of Trader
30.4 9.3 0.8 21.0 15.4 2.9 11.5 43.9 0.8 13.5 3.6 0.6 18.4 22.7
Number of Traders in Each Category Total Traders: 170
22 15 6 17 18 14 26 40 10 19 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 162,802
Positions
49,383 35,094 25 2,772 43,532 1,141 78,854 54,595 640 512 2,505 922 28,553 24,348
Changes from: October 2, 2012 Total Change is: 103
22,497 -7,484 -50 -395 1,007 -95 -19,254 2,590 99 -564 -1,077 795 -2,930 4,318
Percent of Open Interest Represented by Each Category of Trader
30.3 21.6 0.0 1.7 26.7 0.7 48.4 33.5 0.4 0.3 1.5 0.6 17.5 15.0
Number of Traders in Each Category Total Traders: 97
11 10 . . 10 . 26 28 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 87,888
Positions
51,404 61,276 18,109 3,202 0 0 4,539 399 4,801 2,470 0 2,861 502 442
Changes from: October 2, 2012 Total Change is: 300
241 116 101 -223 0 0 173 111 2 0 0 0 6 -30
Percent of Open Interest Represented by Each Category of Trader
58.5 69.7 20.6 3.6 0.0 0.0 5.2 0.5 5.5 2.8 0.0 3.3 0.6 0.5
Number of Traders in Each Category Total Traders: 23
7 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 209,257
Positions
29,424 102,563 0 28,007 517 1,542 132,822 90,962 367 7,108 9,578 716 9,271 3,012
Changes from: October 2, 2012 Total Change is: -707
-3,585 -1,119 0 1,893 377 0 1,038 29 -250 -129 -374 150 176 480
Percent of Open Interest Represented by Each Category of Trader
14.1 49.0 0.0 13.4 0.2 0.7 63.5 43.5 0.2 3.4 4.6 0.3 4.4 1.4
Number of Traders in Each Category Total Traders: 144
7 8 0 11 . . 76 12 . 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 20,795
Positions
16,021 2,147 64 727 0 0 3,108 844 1 140 17,257 0 734 482
Changes from: October 2, 2012 Total Change is: 1,707
131 351 25 107 0 0 1,348 -393 1 0 1,690 0 95 33
Percent of Open Interest Represented by Each Category of Trader
77.0 10.3 0.3 3.5 0.0 0.0 14.9 4.1 0.0 0.7 83.0 0.0 3.5 2.3
Number of Traders in Each Category Total Traders: 20
4 4 . . 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 30,497
Positions
1,570 21,164 164 297 0 0 22,318 5,441 137 467 1,603 116 5,428 1,872
Changes from: October 2, 2012 Total Change is: -3,674
78 -3,776 -52 52 0 0 -4,169 404 -89 153 -241 116 237 -36
Percent of Open Interest Represented by Each Category of Trader
5.1 69.4 0.5 1.0 0.0 0.0 73.2 17.8 0.4 1.5 5.3 0.4 17.8 6.1
Number of Traders in Each Category Total Traders: 53
. 9 . . 0 0 22 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 57,807
Positions
11,987 41,744 206 3,936 800 226 31,372 8,073 244 2,335 1,204 0 7,503 5,311
Changes from: October 2, 2012 Total Change is: -4,235
291 -3,260 45 -44 -44 -97 -3,314 -2,020 -470 -371 365 0 -276 1,246
Percent of Open Interest Represented by Each Category of Trader
20.7 72.2 0.4 6.8 1.4 0.4 54.3 14.0 0.4 4.0 2.1 0.0 13.0 9.2
Number of Traders in Each Category Total Traders: 103
14 17 . 7 . . 34 16 5 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 115,613
Positions
23,974 83,487 412 7,871 1,600 452 62,743 16,145 487 4,669 2,408 0 15,005 10,622
Changes from: October 2, 2012 Total Change is: -8,470
581 -6,520 89 -87 -88 -194 -6,627 -4,040 -939 -741 730 0 -552 2,492
Percent of Open Interest Represented by Each Category of Trader
20.7 72.2 0.4 6.8 1.4 0.4 54.3 14.0 0.4 4.0 2.1 0.0 13.0 9.2
Number of Traders in Each Category Total Traders: 103
14 17 . 7 . . 34 16 5 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 775,286
Positions
53,425 232,416 15,425 387,818 158,822 53,182 102,058 185,393 17,771 27,602 31,591 6,705 111,301 73,981
Changes from: October 2, 2012 Total Change is: -2,332
4,872 13,584 232 -3,643 -5,333 -614 -1,133 -1,305 -4,000 314 -3,096 2,483 -841 -4,281
Percent of Open Interest Represented by Each Category of Trader
6.9 30.0 2.0 50.0 20.5 6.9 13.2 23.9 2.3 3.6 4.1 0.9 14.4 9.5
Number of Traders in Each Category Total Traders: 560
42 42 21 122 55 61 105 114 60 41 38 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 194,867
Positions
15,989 81,016 2,647 93,904 29,554 5,586 10,334 28,114 874 4,909 13,199 411 60,213 33,466
Changes from: October 2, 2012 Total Change is: 2,471
669 4,804 325 -514 656 228 1,450 -2,397 -181 -11 1,088 0 505 -2,052
Percent of Open Interest Represented by Each Category of Trader
8.2 41.6 1.4 48.2 15.2 2.9 5.3 14.4 0.4 2.5 6.8 0.2 30.9 17.2
Number of Traders in Each Category Total Traders: 98
8 14 . 26 8 9 14 21 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 2,902,097
Positions
207,316 777,134 43,755 1,487,891 664,661 219,659 503,585 831,364 39,517 123,700 102,195 21,235 255,439 202,577
Changes from: October 2, 2012 Total Change is: -24,014
25,849 48,736 -5,301 -16,015 -30,315 -3,843 -20,653 -2,279 -11,360 5,046 -17,501 8,994 -6,731 -11,145
Percent of Open Interest Represented by Each Category of Trader
7.1 26.8 1.5 51.3 22.9 7.6 17.4 28.6 1.4 4.3 3.5 0.7 8.8 7.0
Number of Traders in Each Category Total Traders: 533
41 39 20 107 52 54 107 111 49 41 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 113,505
Positions
5,550 39,679 38 63,910 58,538 1,788 29,399 8,521 263 390 1,968 0 12,167 2,710
Changes from: October 2, 2012 Total Change is: -5,138
-97 -1,531 12 677 -1,566 -10 -3,104 -1,063 -1,389 -302 -6 0 -925 415
Percent of Open Interest Represented by Each Category of Trader
4.9 35.0 0.0 56.3 51.6 1.6 25.9 7.5 0.2 0.3 1.7 0.0 10.7 2.4
Number of Traders in Each Category Total Traders: 101
8 12 . 40 12 12 19 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 79,758
Positions
3,676 51,377 450 33,396 7,504 2,639 29,631 10,600 1,122 2,627 3,208 47 6,171 2,812
Changes from: October 2, 2012 Total Change is: -2,760
264 -5,539 22 -1,016 -259 100 -1,624 2,845 -83 -58 82 47 -412 25
Percent of Open Interest Represented by Each Category of Trader
4.6 64.4 0.6 41.9 9.4 3.3 37.2 13.3 1.4 3.3 4.0 0.1 7.7 3.5
Number of Traders in Each Category Total Traders: 247
14 28 5 38 24 13 70 39 10 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 398,792
Positions
18,380 256,886 2,250 166,980 37,518 13,195 148,155 53,000 5,608 13,135 16,042 235 30,854 14,058
Changes from: October 2, 2012 Total Change is: -13,801
1,321 -27,697 109 -5,079 -1,294 500 -8,120 14,224 -414 -291 411 234 -2,061 126
Percent of Open Interest Represented by Each Category of Trader
4.6 64.4 0.6 41.9 9.4 3.3 37.2 13.3 1.4 3.3 4.0 0.1 7.7 3.5
Number of Traders in Each Category Total Traders: 247
14 28 5 38 24 13 70 39 10 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 375,077
Positions
102,993 42,701 6,653 152,245 197,401 16,558 70,605 81,833 3,910 3,563 13,278 0 18,550 12,743
Changes from: October 2, 2012 Total Change is: -5,546
-3,876 418 1,042 2,362 -2,231 -568 -5,556 -7,770 1,765 1,157 -615 0 -1,872 2,413
Percent of Open Interest Represented by Each Category of Trader
27.5 11.4 1.8 40.6 52.6 4.4 18.8 21.8 1.0 0.9 3.5 0.0 4.9 3.4
Number of Traders in Each Category Total Traders: 262
20 13 . 55 38 21 55 55 10 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 20,785
Positions
1,034 3,314 1 8,631 431 106 3,196 2,224 0 1,901 3,576 0 5,916 11,133
Changes from: October 2, 2012 Total Change is: 301
1 227 0 783 201 -70 -70 -418 -127 0 0 0 -216 488
Percent of Open Interest Represented by Each Category of Trader
5.0 15.9 0.0 41.5 2.1 0.5 15.4 10.7 0.0 9.1 17.2 0.0 28.5 53.6
Number of Traders in Each Category Total Traders: 32
. 4 . 12 . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 34,541
Positions
10,200 12,717 1,670 6,847 2,385 785 4,329 6,816 397 4,673 362 0 5,640 9,409
Changes from: October 2, 2012 Total Change is: 1,993
1,400 53 1,255 112 50 -325 -915 -405 208 601 32 0 -343 1,125
Percent of Open Interest Represented by Each Category of Trader
29.5 36.8 4.8 19.8 6.9 2.3 12.5 19.7 1.1 13.5 1.0 0.0 16.3 27.2
Number of Traders in Each Category Total Traders: 53
12 13 4 6 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 61,196
Positions
1,888 9,138 664 39,993 30,676 6,400 7,454 11,197 163 221 0 0 4,413 2,958
Changes from: October 2, 2012 Total Change is: 155
-329 -1,615 122 3,168 294 56 -2,142 1,609 -40 -2 0 0 -678 -271
Percent of Open Interest Represented by Each Category of Trader
3.1 14.9 1.1 65.4 50.1 10.5 12.2 18.3 0.3 0.4 0.0 0.0 7.2 4.8
Number of Traders in Each Category Total Traders: 70
. . . 25 24 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 115,242
Positions
17,637 56,545 560 59,263 21,935 4,480 14,617 26,428 619 5,144 0 342 12,580 4,333
Changes from: October 2, 2012 Total Change is: 32
-602 -805 -46 -261 10 385 136 191 0 -40 0 -99 559 396
Percent of Open Interest Represented by Each Category of Trader
15.3 49.1 0.5 51.4 19.0 3.9 12.7 22.9 0.5 4.5 0.0 0.3 10.9 3.8
Number of Traders in Each Category Total Traders: 112
13 14 5 27 16 12 25 7 . 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 577,724
Positions
7,606 86,019 3,313 247,761 121,739 83,079 72,555 109,910 7,945 20,934 36,049 2 134,529 129,668
Changes from: October 2, 2012 Total Change is: 3,119
983 668 -277 4,071 1,558 -1,134 8,465 11,134 -2,160 1,242 -470 -858 -7,213 -5,342
Percent of Open Interest Represented by Each Category of Trader
1.3 14.9 0.6 42.9 21.1 14.4 12.6 19.0 1.4 3.6 6.2 0.0 23.3 22.4
Number of Traders in Each Category Total Traders: 166
4 22 5 40 28 31 19 39 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 370,618
Positions
2,055 124,465 258 229,909 30,431 47,569 0 88,601 81 17,508 21,267 0 73,238 57,946
Changes from: October 2, 2012 Total Change is: 293
95 -6,268 257 -14,847 4,475 5,917 0 -4,450 21 0 -482 0 8,850 823
Percent of Open Interest Represented by Each Category of Trader
0.6 33.6 0.1 62.0 8.2 12.8 0.0 23.9 0.0 4.7 5.7 0.0 19.8 15.6
Number of Traders in Each Category Total Traders: 64
. 10 . 26 11 19 0 9 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of October 9, 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 928,235
Positions
70,765 120,824 16,482 206,701 122,618 59,625 331,657 471,510 22,597 73,521 25,126 7,989 138,898 81,464
Changes from: October 2, 2012 Total Change is: 6,419
14,418 -4,236 9,087 1,692 773 -6,602 -2,956 7,625 447 -11,579 -3,463 0 1,912 2,788
Percent of Open Interest Represented by Each Category of Trader
7.6 13.0 1.8 22.3 13.2 6.4 35.7 50.8 2.4 7.9 2.7 0.9 15.0 8.8
Number of Traders in Each Category Total Traders: 214
20 20 6 38 27 31 45 33 21 19 12 4
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Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,671,478
Positions
185,473 104,695 9,584 396,337 794,342 171,460 484,216 152,241 39,842 75,057 115,441 4,664 304,845 279,209
Changes from: October 2, 2012 Total Change is: -23,441
29,590 -15,497 -4,148 -6,500 21,853 -23,150 -10,653 10,814 -1,626 -7,440 -4,745 603 -117 -7,545
Percent of Open Interest Represented by Each Category of Trader
11.1 6.3 0.6 23.7 47.5 10.3 29.0 9.1 2.4 4.5 6.9 0.3 18.2 16.7
Number of Traders in Each Category Total Traders: 272
23 33 12 24 64 51 56 43 29 15 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 1,426,134
Positions
166,908 137,307 718 387,240 584,313 109,747 363,688 282,417 19,088 133,637 56,958 3,736 241,372 231,850
Changes from: October 2, 2012 Total Change is: -19,212
3,536 -20,078 -2,563 5,052 -591 -3,246 -27,462 -4,777 2,783 780 -1,831 2,673 -765 8,418
Percent of Open Interest Represented by Each Category of Trader
11.7 9.6 0.1 27.2 41.0 7.7 25.5 19.8 1.3 9.4 4.0 0.3 16.9 16.3
Number of Traders in Each Category Total Traders: 195
16 24 . 29 37 32 38 29 18 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 374,293
Positions
160,272 125,808 118,081 9 2,015 2,992 15,720 32,005 40,887 748 7,207 5,856 29,728 39,442
Changes from: October 2, 2012 Total Change is: 4,403
3,489 10,064 -4,209 0 0 -1 1,584 204 -4,879 63 -135 1,018 7,338 2,341
Percent of Open Interest Represented by Each Category of Trader
42.8 33.6 31.5 0.0 0.5 0.8 4.2 8.6 10.9 0.2 1.9 1.6 7.9 10.5
Number of Traders in Each Category Total Traders: 69
15 24 29 . . . 12 9 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 39,104
Positions
23,228 12,607 8,082 0 500 0 5,145 15,372 2,122 0 4 215 312 202
Changes from: October 2, 2012 Total Change is: 3,975
2,065 673 880 0 0 0 1,317 2,812 -272 0 -52 -47 32 -19
Percent of Open Interest Represented by Each Category of Trader
59.4 32.2 20.7 0.0 1.3 0.0 13.2 39.3 5.4 0.0 0.0 0.5 0.8 0.5
Number of Traders in Each Category Total Traders: 39
13 4 9 0 . 0 9 11 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 8,226,008
Positions
1,145,347 2,785,035 1,848,807 821,387 296,160 129,104 1,514,275 358,353 1,355,682 134,607 154,831 349,479 927,320 948,557
Changes from: October 2, 2012 Total Change is: 184,927
-7,687 -34,705 46,257 30,726 40,141 -15,102 -48,727 -18,655 108,067 6,580 -5,699 35,242 29,571 29,381
Percent of Open Interest Represented by Each Category of Trader
13.9 33.9 22.5 10.0 3.6 1.6 18.4 4.4 16.5 1.6 1.9 4.2 11.3 11.5
Number of Traders in Each Category Total Traders: 234
30 48 73 9 8 12 60 36 78 14 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 12,006
Positions
9,173 207 0 551 853 0 854 10,681 1 1,264 215 0 163 49
Changes from: October 2, 2012 Total Change is: 325
357 25 0 -11 37 -4 3 267 -4 -14 0 0 -2 4
Percent of Open Interest Represented by Each Category of Trader
76.4 1.7 0.0 4.6 7.1 0.0 7.1 89.0 0.0 10.5 1.8 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 13,961
Positions
10,975 7,156 0 856 868 42 1,834 5,766 0 0 91 0 254 38
Changes from: October 2, 2012 Total Change is: 401
-6 -217 0 0 74 0 438 546 0 0 0 0 -31 -2
Percent of Open Interest Represented by Each Category of Trader
78.6 51.3 0.0 6.1 6.2 0.3 13.1 41.3 0.0 0.0 0.7 0.0 1.8 0.3
Number of Traders in Each Category Total Traders: 29
4 6 0 . 4 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 42,452
Positions
11,645 4,922 1,222 1,382 4,919 212 19,341 25,876 837 4,443 1,869 0 3,370 2,595
Changes from: October 2, 2012 Total Change is: -2,741
-1,247 0 -393 -105 300 30 -2,150 -3,124 176 354 152 0 594 118
Percent of Open Interest Represented by Each Category of Trader
27.4 11.6 2.9 3.3 11.6 0.5 45.6 61.0 2.0 10.5 4.4 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 97
4 . . 6 5 . 18 39 7 15 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 404,089
Positions
134,895 28,252 46,546 38,603 15,911 10,679 27,645 141,971 46,791 3,753 17,873 70,520 24,657 25,546
Changes from: October 2, 2012 Total Change is: 13,725
-8,162 190 4,953 499 3,187 257 2,709 -6,407 6,079 90 -2,251 7,068 232 649
Percent of Open Interest Represented by Each Category of Trader
33.4 7.0 11.5 9.6 3.9 2.6 6.8 35.1 11.6 0.9 4.4 17.5 6.1 6.3
Number of Traders in Each Category Total Traders: 163
23 10 25 7 12 12 27 44 49 13 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 9, 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 8,483
Positions
276 4,258 0 3,190 531 169 3,638 2,601 893 192 30 0 125 1
Changes from: October 2, 2012 Total Change is: 214
-12 163 0 27 120 14 25 -82 0 160 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
3.3 50.2 0.0 37.6 6.3 2.0 42.9 30.7 10.5 2.3 0.4 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . . 5 4 . . . 0
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Updated October 12, 2012