Traders in Financial Futures - Futures Only Positions as of October 16, 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 189,466
Positions
13,604 89,329 1,314 22,998 33,262 709 96,682 39,561 2,181 8,046 4,912 270 43,662 17,928
Changes from: October 9, 2012 Total Change is: -3,127
1,155 -2,749 131 -347 84 -19 425 1,927 328 -1,908 -384 -1,433 -1,459 -1,012
Percent of Open Interest Represented by Each Category of Trader
7.2 47.1 0.7 12.1 17.6 0.4 51.0 20.9 1.2 4.2 2.6 0.1 23.0 9.5
Number of Traders in Each Category Total Traders: 99
5 13 . 10 4 4 32 19 5 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 36,487
Positions
5,001 13,415 0 2,569 2,503 157 8,217 9,681 9 3,323 0 0 17,211 10,722
Changes from: October 9, 2012 Total Change is: 1,223
-733 1,900 0 9 6 -9 -1,387 535 6 118 0 0 3,219 -1,215
Percent of Open Interest Represented by Each Category of Trader
13.7 36.8 0.0 7.0 6.9 0.4 22.5 26.5 0.0 9.1 0.0 0.0 47.2 29.4
Number of Traders in Each Category Total Traders: 33
. 6 0 . 4 . 6 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 164,454
Positions
8,038 50,830 132 10,023 33,421 10,212 92,661 31,346 905 1,169 19,714 55 41,259 17,839
Changes from: October 9, 2012 Total Change is: 2,997
1,634 258 60 -397 1,651 -1,546 -193 2,736 -541 0 499 55 3,925 -175
Percent of Open Interest Represented by Each Category of Trader
4.9 30.9 0.1 6.1 20.3 6.2 56.3 19.1 0.6 0.7 12.0 0.0 25.1 10.8
Number of Traders in Each Category Total Traders: 97
4 13 . 6 14 5 33 16 5 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 131,343
Positions
9,984 41,337 142 59,565 7,043 710 41,169 27,691 1,068 500 17,534 44 18,161 35,774
Changes from: October 9, 2012 Total Change is: 3,901
3,988 -1,856 41 -426 180 24 2,120 2,903 947 -10 633 -833 -1,950 1,862
Percent of Open Interest Represented by Each Category of Trader
7.6 31.5 0.1 45.4 5.4 0.5 31.3 21.1 0.8 0.4 13.3 0.0 13.8 27.2
Number of Traders in Each Category Total Traders: 97
7 14 . 9 6 . 23 28 5 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 219,809
Positions
59,924 25,449 1,719 50,176 35,189 6,301 26,553 83,924 2,120 29,200 7,330 514 43,302 57,263
Changes from: October 9, 2012 Total Change is: -7,732
-9,205 4,353 3 2,324 68 -380 322 -15,901 203 -1,612 -824 -838 1,451 5,584
Percent of Open Interest Represented by Each Category of Trader
27.3 11.6 0.8 22.8 16.0 2.9 12.1 38.2 1.0 13.3 3.3 0.2 19.7 26.1
Number of Traders in Each Category Total Traders: 169
21 14 6 18 17 14 27 43 8 18 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 162,167
Positions
49,705 35,179 35 2,764 43,219 1,105 77,809 55,550 484 2,307 2,883 558 27,400 23,154
Changes from: October 9, 2012 Total Change is: -635
322 85 10 -8 -313 -36 -1,045 955 -156 1,795 378 -364 -1,153 -1,194
Percent of Open Interest Represented by Each Category of Trader
30.7 21.7 0.0 1.7 26.7 0.7 48.0 34.3 0.3 1.4 1.8 0.3 16.9 14.3
Number of Traders in Each Category Total Traders: 98
11 10 . . 10 4 27 27 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 87,523
Positions
51,204 60,953 18,107 2,763 0 0 4,718 401 4,801 2,470 0 2,861 599 400
Changes from: October 9, 2012 Total Change is: -365
-200 -323 -2 -439 0 0 179 2 0 0 0 0 97 -42
Percent of Open Interest Represented by Each Category of Trader
58.5 69.6 20.7 3.2 0.0 0.0 5.4 0.5 5.5 2.8 0.0 3.3 0.7 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 16, 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 208,782
Positions
29,829 103,478 0 28,031 695 1,542 133,325 89,987 570 6,422 10,273 265 8,798 1,972
Changes from: October 9, 2012 Total Change is: -475
405 915 0 24 178 0 503 -975 203 -686 695 -451 -473 -1,040
Percent of Open Interest Represented by Each Category of Trader
14.3 49.6 0.0 13.4 0.3 0.7 63.9 43.1 0.3 3.1 4.9 0.1 4.2 0.9
Number of Traders in Each Category Total Traders: 147
8 9 0 11 4 . 74 13 6 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 27,658
Positions
16,070 8,957 64 589 0 0 3,181 773 1 5,387 15,567 1,690 676 606
Changes from: October 9, 2012 Total Change is: 6,863
49 6,810 0 -138 0 0 73 -71 0 5,247 -1,690 1,690 -58 124
Percent of Open Interest Represented by Each Category of Trader
58.1 32.4 0.2 2.1 0.0 0.0 11.5 2.8 0.0 19.5 56.3 6.1 2.4 2.2
Number of Traders in Each Category Total Traders: 23
5 5 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 29,486
Positions
1,369 20,725 206 612 252 0 21,773 4,947 137 607 1,605 29 4,753 1,585
Changes from: October 9, 2012 Total Change is: -1,011
-201 -439 42 315 252 0 -545 -494 0 140 2 -87 -675 -287
Percent of Open Interest Represented by Each Category of Trader
4.6 70.3 0.7 2.1 0.9 0.0 73.8 16.8 0.5 2.1 5.4 0.1 16.1 5.4
Number of Traders in Each Category Total Traders: 56
. 9 . . . 0 26 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 60,449
Positions
13,180 41,342 154 4,008 770 307 31,968 10,515 8 2,640 1,729 0 8,186 5,625
Changes from: October 9, 2012 Total Change is: 2,643
1,193 -402 -52 72 -30 81 597 2,443 -236 305 525 0 684 314
Percent of Open Interest Represented by Each Category of Trader
21.8 68.4 0.3 6.6 1.3 0.5 52.9 17.4 0.0 4.4 2.9 0.0 13.5 9.3
Number of Traders in Each Category Total Traders: 105
14 19 . 7 . . 36 13 . 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 120,898
Positions
26,359 82,684 308 8,015 1,540 613 63,936 21,030 16 5,279 3,458 0 16,372 11,249
Changes from: October 9, 2012 Total Change is: 5,285
2,385 -803 -104 144 -60 161 1,193 4,885 -471 610 1,050 0 1,367 627
Percent of Open Interest Represented by Each Category of Trader
21.8 68.4 0.3 6.6 1.3 0.5 52.9 17.4 0.0 4.4 2.9 0.0 13.5 9.3
Number of Traders in Each Category Total Traders: 105
14 19 . 7 . . 36 13 . 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 784,344
Positions
50,527 241,358 15,621 389,004 155,354 53,931 108,623 177,270 19,031 27,693 35,493 6,571 113,343 79,717
Changes from: October 9, 2012 Total Change is: 9,058
-2,898 8,942 196 1,186 -3,468 749 6,565 -8,124 1,260 92 3,902 -135 2,043 5,735
Percent of Open Interest Represented by Each Category of Trader
6.4 30.8 2.0 49.6 19.8 6.9 13.8 22.6 2.4 3.5 4.5 0.8 14.5 10.2
Number of Traders in Each Category Total Traders: 566
40 45 20 123 53 59 120 101 63 44 40 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 198,942
Positions
15,282 85,104 3,070 94,778 28,941 5,727 12,454 23,668 697 6,071 14,463 337 60,526 36,935
Changes from: October 9, 2012 Total Change is: 4,075
-707 4,088 423 874 -613 141 2,120 -4,446 -177 1,162 1,264 -74 313 3,469
Percent of Open Interest Represented by Each Category of Trader
7.7 42.8 1.5 47.6 14.5 2.9 6.3 11.9 0.4 3.1 7.3 0.2 30.4 18.6
Number of Traders in Each Category Total Traders: 100
8 14 . 26 8 10 16 20 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 2,927,011
Positions
194,011 799,053 44,970 1,494,131 655,067 218,019 517,739 804,904 54,773 118,702 115,738 20,579 264,087 213,908
Changes from: October 9, 2012 Total Change is: 24,914
-13,305 21,919 1,215 6,240 -9,594 -1,640 14,154 -26,460 15,256 -4,998 13,543 -656 8,648 11,331
Percent of Open Interest Represented by Each Category of Trader
6.6 27.3 1.5 51.0 22.4 7.4 17.7 27.5 1.9 4.1 4.0 0.7 9.0 7.3
Number of Traders in Each Category Total Traders: 534
39 41 19 109 49 52 120 97 53 42 37 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 113,710
Positions
4,738 39,358 38 64,636 59,819 1,782 28,985 7,839 227 390 1,956 0 12,914 2,691
Changes from: October 9, 2012 Total Change is: 205
-812 -321 0 726 1,281 -6 -414 -682 -36 0 -12 0 747 -19
Percent of Open Interest Represented by Each Category of Trader
4.2 34.6 0.0 56.8 52.6 1.6 25.5 6.9 0.2 0.3 1.7 0.0 11.4 2.4
Number of Traders in Each Category Total Traders: 98
7 12 . 40 12 12 18 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 77,919
Positions
5,467 51,309 501 32,722 7,372 2,755 27,861 8,539 829 1,840 3,795 47 5,897 2,773
Changes from: October 9, 2012 Total Change is: -1,839
1,791 -68 51 -674 -132 116 -1,770 -2,061 -293 -787 586 0 -274 -39
Percent of Open Interest Represented by Each Category of Trader
7.0 65.8 0.6 42.0 9.5 3.5 35.8 11.0 1.1 2.4 4.9 0.1 7.6 3.6
Number of Traders in Each Category Total Traders: 234
20 26 5 37 24 15 71 27 10 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 389,596
Positions
27,335 256,544 2,506 163,609 36,858 13,776 139,306 42,696 4,145 9,198 18,973 235 29,486 13,863
Changes from: October 9, 2012 Total Change is: -9,196
8,955 -342 256 -3,371 -660 581 -8,849 -10,304 -1,463 -3,937 2,931 0 -1,368 -195
Percent of Open Interest Represented by Each Category of Trader
7.0 65.8 0.6 42.0 9.5 3.5 35.8 11.0 1.1 2.4 4.9 0.1 7.6 3.6
Number of Traders in Each Category Total Traders: 234
20 26 5 37 24 15 71 27 10 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 374,872
Positions
100,856 43,374 7,153 153,679 196,520 16,458 69,581 83,230 4,503 2,471 13,326 0 20,171 10,308
Changes from: October 9, 2012 Total Change is: -205
-2,137 673 500 1,434 -881 -100 -1,024 1,397 593 -1,092 48 0 1,621 -2,435
Percent of Open Interest Represented by Each Category of Trader
26.9 11.6 1.9 41.0 52.4 4.4 18.6 22.2 1.2 0.7 3.6 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 247
19 13 . 54 36 21 50 53 11 6 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 25,197
Positions
2,841 3,077 1 8,653 646 106 5,785 3,267 0 1,901 3,576 0 5,910 14,524
Changes from: October 9, 2012 Total Change is: 4,412
1,807 -237 0 22 215 0 2,589 1,043 0 0 0 0 -6 3,391
Percent of Open Interest Represented by Each Category of Trader
11.3 12.2 0.0 34.3 2.6 0.4 23.0 13.0 0.0 7.5 14.2 0.0 23.5 57.6
Number of Traders in Each Category Total Traders: 36
4 . . 11 . . 7 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 41,551
Positions
9,116 13,070 2,226 6,925 2,687 804 6,754 8,691 463 5,124 630 0 10,139 12,980
Changes from: October 9, 2012 Total Change is: 7,010
-1,084 353 556 78 302 19 2,425 1,875 66 451 268 0 4,499 3,571
Percent of Open Interest Represented by Each Category of Trader
21.9 31.5 5.4 16.7 6.5 1.9 16.3 20.9 1.1 12.3 1.5 0.0 24.4 31.2
Number of Traders in Each Category Total Traders: 58
12 11 4 6 . . 11 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 61,810
Positions
1,770 9,148 738 40,441 31,225 6,657 7,432 10,785 163 221 0 0 4,388 3,094
Changes from: October 9, 2012 Total Change is: 614
-118 10 74 448 549 257 -22 -412 0 0 0 0 -25 136
Percent of Open Interest Represented by Each Category of Trader
2.9 14.8 1.2 65.4 50.5 10.8 12.0 17.4 0.3 0.4 0.0 0.0 7.1 5.0
Number of Traders in Each Category Total Traders: 69
. . . 25 23 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 114,852
Positions
16,864 55,656 546 59,175 20,218 5,295 13,995 27,237 662 5,937 200 253 12,125 4,785
Changes from: October 9, 2012 Total Change is: -390
-773 -889 -14 -88 -1,717 815 -622 809 43 793 200 -89 -455 452
Percent of Open Interest Represented by Each Category of Trader
14.7 48.5 0.5 51.5 17.6 4.6 12.2 23.7 0.6 5.2 0.2 0.2 10.6 4.2
Number of Traders in Each Category Total Traders: 121
13 15 5 29 16 12 24 11 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 569,927
Positions
9,130 77,213 3,373 245,892 134,646 82,880 62,326 93,432 6,643 24,001 36,028 2 135,680 135,710
Changes from: October 9, 2012 Total Change is: -7,797
1,524 -8,806 60 -1,869 12,907 -199 -10,229 -16,478 -1,302 3,067 -21 0 1,151 6,042
Percent of Open Interest Represented by Each Category of Trader
1.6 13.5 0.6 43.1 23.6 14.5 10.9 16.4 1.2 4.2 6.3 0.0 23.8 23.8
Number of Traders in Each Category Total Traders: 169
5 21 6 41 28 32 21 36 9 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 371,187
Positions
0 126,348 3 230,643 28,999 48,733 0 88,328 1,582 15,844 19,750 1,699 72,683 55,745
Changes from: October 9, 2012 Total Change is: 569
-2,055 1,883 -255 734 -1,432 1,164 0 -273 1,501 -1,664 -1,517 1,699 -555 -2,201
Percent of Open Interest Represented by Each Category of Trader
0.0 34.0 0.0 62.1 7.8 13.1 0.0 23.8 0.4 4.3 5.3 0.5 19.6 15.0
Number of Traders in Each Category Total Traders: 61
0 10 . 26 10 18 0 9 . . . .
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Traders in Financial Futures - Futures Only Positions as of October 16, 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 952,587
Positions
91,348 114,223 20,224 187,185 125,269 61,781 352,543 495,710 20,024 74,954 27,906 7,989 136,539 79,461
Changes from: October 9, 2012 Total Change is: 24,352
20,583 -6,601 3,742 -19,516 2,651 2,156 20,886 24,200 -2,573 1,433 2,780 0 -2,359 -2,003
Percent of Open Interest Represented by Each Category of Trader
9.6 12.0 2.1 19.7 13.2 6.5 37.0 52.0 2.1 7.9 2.9 0.8 14.3 8.3
Number of Traders in Each Category Total Traders: 224
23 19 9 38 27 31 49 37 21 18 13 4
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Traders in Financial Futures - Futures Only Positions as of October 16, 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 1,680,993
Positions
211,068 99,810 8,474 377,114 787,056 167,062 500,969 160,942 42,430 84,055 120,028 5,916 283,905 289,275
Changes from: October 9, 2012 Total Change is: 9,515
25,595 -4,885 -1,110 -19,223 -7,286 -4,398 16,753 8,701 2,588 8,998 4,587 1,252 -20,940 10,066
Percent of Open Interest Represented by Each Category of Trader
12.6 5.9 0.5 22.4 46.8 9.9 29.8 9.6 2.5 5.0 7.1 0.4 16.9 17.2
Number of Traders in Each Category Total Traders: 274
28 25 12 26 63 52 53 48 31 12 19 6
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Traders in Financial Futures - Futures Only Positions as of October 16, 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 1,412,528
Positions
167,191 126,514 5,717 384,174 575,558 101,408 365,840 289,675 12,244 138,647 60,570 4,812 232,495 236,030
Changes from: October 9, 2012 Total Change is: -13,606
283 -10,793 4,999 -3,066 -8,755 -8,339 2,152 7,258 -6,844 5,010 3,612 1,076 -8,877 4,180
Percent of Open Interest Represented by Each Category of Trader
11.8 9.0 0.4 27.2 40.7 7.2 25.9 20.5 0.9 9.8 4.3 0.3 16.5 16.7
Number of Traders in Each Category Total Traders: 198
15 20 5 29 37 32 38 35 13 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 379,837
Positions
166,458 131,276 118,190 9 2,015 2,799 17,149 33,523 39,590 685 8,064 5,636 29,321 38,744
Changes from: October 9, 2012 Total Change is: 5,544
6,186 5,468 109 0 0 -193 1,429 1,518 -1,297 -63 857 -220 -407 -698
Percent of Open Interest Represented by Each Category of Trader
43.8 34.6 31.1 0.0 0.5 0.7 4.5 8.8 10.4 0.2 2.1 1.5 7.7 10.2
Number of Traders in Each Category Total Traders: 71
17 22 30 . . . 12 10 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 42,550
Positions
24,361 14,734 8,751 500 500 0 4,264 14,709 1,902 0 1 543 2,229 1,410
Changes from: October 9, 2012 Total Change is: 3,446
1,133 2,127 669 500 0 0 -881 -663 -220 0 -3 328 1,917 1,208
Percent of Open Interest Represented by Each Category of Trader
57.3 34.6 20.6 1.2 1.2 0.0 10.0 34.6 4.5 0.0 0.0 1.3 5.2 3.3
Number of Traders in Each Category Total Traders: 40
12 6 10 . . 0 6 12 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 8,271,822
Positions
1,287,718 2,753,889 1,794,476 833,175 335,162 117,086 1,550,325 481,439 1,338,551 141,066 172,556 287,953 921,472 990,710
Changes from: October 9, 2012 Total Change is: 45,814
142,371 -31,146 -54,331 11,788 39,002 -12,018 36,050 123,086 -17,131 6,459 17,725 -61,526 -5,848 42,153
Percent of Open Interest Represented by Each Category of Trader
15.6 33.3 21.7 10.1 4.1 1.4 18.7 5.8 16.2 1.7 2.1 3.5 11.1 12.0
Number of Traders in Each Category Total Traders: 235
28 48 70 11 6 12 53 49 81 12 16 22
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Traders in Financial Futures - Futures Only Positions as of October 16, 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 11,506
Positions
8,747 94 0 548 853 0 1,777 10,283 1 254 215 0 179 60
Changes from: October 9, 2012 Total Change is: -500
-426 -113 0 -3 0 0 923 -398 0 -1,010 0 0 16 11
Percent of Open Interest Represented by Each Category of Trader
76.0 0.8 0.0 4.8 7.4 0.0 15.4 89.4 0.0 2.2 1.9 0.0 1.6 0.5
Number of Traders in Each Category Total Traders: 28
4 . 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 13,631
Positions
11,203 7,327 0 856 868 42 1,258 5,221 0 0 136 0 272 37
Changes from: October 9, 2012 Total Change is: -330
228 171 0 0 0 0 -576 -545 0 0 45 0 18 -1
Percent of Open Interest Represented by Each Category of Trader
82.2 53.8 0.0 6.3 6.4 0.3 9.2 38.3 0.0 0.0 1.0 0.0 2.0 0.3
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 4 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 45,816
Positions
11,228 4,940 1,344 1,247 5,068 232 21,513 29,045 784 5,787 1,508 0 3,681 2,895
Changes from: October 9, 2012 Total Change is: 3,364
-417 18 122 -135 149 20 2,172 3,169 -53 1,344 -361 0 311 300
Percent of Open Interest Represented by Each Category of Trader
24.5 10.8 2.9 2.7 11.1 0.5 47.0 63.4 1.7 12.6 3.3 0.0 8.0 6.3
Number of Traders in Each Category Total Traders: 104
. . . 6 4 . 20 37 5 23 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 424,977
Positions
133,058 27,391 52,331 34,131 15,482 10,920 40,388 150,302 47,259 3,469 18,086 76,829 26,592 26,377
Changes from: October 9, 2012 Total Change is: 20,888
-1,837 -861 5,785 -4,472 -429 241 12,743 8,331 468 -284 213 6,309 1,935 831
Percent of Open Interest Represented by Each Category of Trader
31.3 6.4 12.3 8.0 3.6 2.6 9.5 35.4 11.1 0.8 4.3 18.1 6.3 6.2
Number of Traders in Each Category Total Traders: 170
23 11 25 7 12 10 30 45 56 13 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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 8,419
Positions
396 4,221 0 3,024 513 149 3,638 2,612 893 192 30 0 127 1
Changes from: October 9, 2012 Total Change is: -64
120 -37 0 -166 -18 -20 0 11 0 0 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
4.7 50.1 0.0 35.9 6.1 1.8 43.2 31.0 10.6 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 16, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,597
Positions
1,078 7,448 0 6,974 0 0 597 1,934 0 0 0 0 948 215
Changes from: October 9, 2012 Total Change is: 301
-49 -381 0 618 0 0 -167 645 0 0 0 0 -101 37
Percent of Open Interest Represented by Each Category of Trader
11.2 77.6 0.0 72.7 0.0 0.0 6.2 20.2 0.0 0.0 0.0 0.0 9.9 2.2
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 0 . 4 0 0 0 0
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Updated June 29, 2007