Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 211,173
Positions
10,695 97,376 7,234 23,179 33,168 1,099 103,031 38,685 7,021 9,152 4,721 2,553 47,208 19,316
Changes from: September 25, 2012 Total Change is: -12,647
-481 -1,636 712 492 -362 -499 -8,800 -8,701 -251 -209 -948 -292 -3,320 -672
Percent of Open Interest Represented by Each Category of Trader
5.1 46.1 3.4 11.0 15.7 0.5 48.8 18.3 3.3 4.3 2.2 1.2 22.4 9.1
Number of Traders in Each Category Total Traders: 104
. 14 6 10 5 5 39 11 15 14 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 38,814
Positions
4,963 13,278 215 2,156 2,502 166 10,973 11,354 564 3,165 0 33 16,579 10,702
Changes from: September 25, 2012 Total Change is: 33
115 648 19 58 119 -10 -926 -922 336 15 0 -22 448 -134
Percent of Open Interest Represented by Each Category of Trader
12.8 34.2 0.6 5.6 6.4 0.4 28.3 29.3 1.5 8.2 0.0 0.1 42.7 27.6
Number of Traders in Each Category Total Traders: 33
. 6 . . 4 . 7 9 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 189,055
Positions
3,941 60,849 2,348 9,903 31,165 12,656 106,371 34,877 6,811 1,168 19,681 1,266 44,590 19,401
Changes from: September 25, 2012 Total Change is: 5,883
0 3,656 -476 -774 -192 -377 6,688 3,585 568 0 -1,427 -57 311 603
Percent of Open Interest Represented by Each Category of Trader
2.1 32.2 1.2 5.2 16.5 6.7 56.3 18.4 3.6 0.6 10.4 0.7 23.6 10.3
Number of Traders in Each Category Total Traders: 108
. 14 6 8 14 6 38 23 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 153,620
Positions
4,152 55,793 3,295 59,883 7,237 828 49,656 25,788 5,347 732 17,400 1,479 28,248 36,454
Changes from: September 25, 2012 Total Change is: 3,979
-334 8,254 55 -1,257 -297 -355 3,839 -1,097 674 228 -1,343 -61 1,190 -1,851
Percent of Open Interest Represented by Each Category of Trader
2.7 36.3 2.1 39.0 4.7 0.5 32.3 16.8 3.5 0.5 11.3 1.0 18.4 23.7
Number of Traders in Each Category Total Traders: 96
4 15 5 9 6 4 26 25 16 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 273,402
Positions
54,164 13,994 15,090 46,337 38,620 8,170 35,786 89,004 33,109 26,722 9,222 6,776 47,248 59,416
Changes from: September 25, 2012 Total Change is: 1,732
-2,950 1,480 2,840 3,778 -592 -620 -7,031 -4,643 2,190 2,813 -190 1,494 -781 -226
Percent of Open Interest Represented by Each Category of Trader
19.8 5.1 5.5 16.9 14.1 3.0 13.1 32.6 12.1 9.8 3.4 2.5 17.3 21.7
Number of Traders in Each Category Total Traders: 204
22 15 14 20 23 19 32 50 33 18 24 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 181,538
Positions
26,869 41,742 5,776 3,576 42,935 1,346 97,841 53,531 8,530 1,503 2,557 2,598 33,499 22,523
Changes from: September 25, 2012 Total Change is: -12,861
8,362 -16,385 1,197 593 -160 -207 -20,924 4,095 896 -29 -506 -36 -2,712 -1,755
Percent of Open Interest Represented by Each Category of Trader
14.8 23.0 3.2 2.0 23.7 0.7 53.9 29.5 4.7 0.8 1.4 1.4 18.5 12.4
Number of Traders in Each Category Total Traders: 103
8 11 7 4 10 5 36 21 18 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 87,879
Positions
51,454 61,451 18,008 3,425 0 0 4,366 288 4,799 2,470 0 2,861 496 472
Changes from: September 25, 2012 Total Change is: 30
227 -503 785 -635 0 0 32 -5 -279 0 0 0 -100 32
Percent of Open Interest Represented by Each Category of Trader
58.6 69.9 20.5 3.9 0.0 0.0 5.0 0.3 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 - Options and Futures Combined Positions as of October 2, 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 209,964
Positions
33,009 103,682 0 26,114 140 1,542 131,784 90,933 617 7,237 9,952 566 9,095 2,532
Changes from: September 25, 2012 Total Change is: -10,071
-908 -1,417 0 -74 -130 -124 -10,304 -8,566 114 723 -341 283 219 110
Percent of Open Interest Represented by Each Category of Trader
15.7 49.4 0.0 12.4 0.1 0.7 62.8 43.3 0.3 3.4 4.7 0.3 4.3 1.2
Number of Traders in Each Category Total Traders: 140
5 10 0 11 . . 74 10 4 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 34,171
Positions
1,492 24,940 216 245 0 0 26,487 5,037 226 314 1,844 0 5,191 1,908
Changes from: September 25, 2012 Total Change is: 1,384
-121 1,380 -49 12 0 0 2,189 -17 96 -276 151 -363 -104 186
Percent of Open Interest Represented by Each Category of Trader
4.4 73.0 0.6 0.7 0.0 0.0 77.5 14.7 0.7 0.9 5.4 0.0 15.2 5.6
Number of Traders in Each Category Total Traders: 55
. 9 . . 0 0 25 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 63,178
Positions
11,697 44,996 173 3,979 844 323 34,741 10,739 977 2,902 499 470 7,916 4,157
Changes from: September 25, 2012 Total Change is: 2,009
1,392 1,254 -120 -287 165 256 -144 677 391 981 -270 169 -628 -513
Percent of Open Interest Represented by Each Category of Trader
18.5 71.2 0.3 6.3 1.3 0.5 55.0 17.0 1.5 4.6 0.8 0.7 12.5 6.6
Number of Traders in Each Category Total Traders: 108
15 17 4 7 . . 42 14 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 126,355
Positions
23,393 89,993 346 7,958 1,688 646 69,482 21,478 1,954 5,805 997 939 15,831 8,313
Changes from: September 25, 2012 Total Change is: 4,018
2,783 2,508 -240 -573 330 512 -288 1,355 781 1,961 -539 338 -1,257 -1,027
Percent of Open Interest Represented by Each Category of Trader
18.5 71.2 0.3 6.3 1.3 0.5 55.0 17.0 1.5 4.6 0.8 0.7 12.5 6.6
Number of Traders in Each Category Total Traders: 108
15 17 4 7 . . 42 14 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 907,392
Positions
49,366 218,912 19,718 390,598 162,857 56,956 97,411 179,508 123,639 27,283 36,392 19,525 122,898 89,887
Changes from: September 25, 2012 Total Change is: 24,240
3,807 -3,623 5,168 6,145 3,978 2,481 5,231 12,767 4,804 161 -2,298 1,461 -5,019 -498
Percent of Open Interest Represented by Each Category of Trader
5.4 24.1 2.2 43.0 17.9 6.3 10.7 19.8 13.6 3.0 4.0 2.2 13.5 9.9
Number of Traders in Each Category Total Traders: 586
40 45 32 119 56 68 102 121 105 46 56 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 258,025
Positions
15,876 76,212 4,678 93,524 27,159 8,344 9,344 31,957 47,062 4,818 13,018 7,798 66,581 41,796
Changes from: September 25, 2012 Total Change is: 5,467
2,474 1,081 214 -1,800 -1,047 133 2,205 5,254 1,033 1,721 -659 626 -1,139 -1,168
Percent of Open Interest Represented by Each Category of Trader
6.2 29.5 1.8 36.2 10.5 3.2 3.6 12.4 18.2 1.9 5.0 3.0 25.8 16.2
Number of Traders in Each Category Total Traders: 114
9 14 5 26 7 10 16 27 35 6 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 3,246,836
Positions
182,904 728,953 59,746 1,504,058 697,178 224,368 500,266 797,685 322,952 119,426 123,972 51,531 281,586 240,452
Changes from: September 25, 2012 Total Change is: 93,865
18,054 -12,129 13,378 37,963 23,364 13,502 35,203 57,637 -1,218 -6,862 -7,261 3,241 -19,396 3,351
Percent of Open Interest Represented by Each Category of Trader
5.6 22.5 1.8 46.3 21.5 6.9 15.4 24.6 9.9 3.7 3.8 1.6 8.7 7.4
Number of Traders in Each Category Total Traders: 543
40 40 30 104 53 61 103 111 93 42 50 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 118,644
Positions
5,647 41,210 26 63,233 60,104 1,798 32,503 9,585 1,652 692 1,974 0 13,093 2,295
Changes from: September 25, 2012 Total Change is: 2,005
1,048 -1,178 -21 -279 1,040 393 -389 515 1,430 102 -10 0 -279 -164
Percent of Open Interest Represented by Each Category of Trader
4.8 34.7 0.0 53.3 50.7 1.5 27.4 8.1 1.4 0.6 1.7 0.0 11.0 1.9
Number of Traders in Each Category Total Traders: 106
9 12 . 40 12 12 21 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 84,504
Positions
3,412 56,889 681 34,412 7,762 2,539 30,890 7,594 2,454 2,686 2,923 703 6,728 2,958
Changes from: September 25, 2012 Total Change is: 647
194 -3,282 123 -1,300 153 1,715 -952 820 980 424 -244 48 -585 334
Percent of Open Interest Represented by Each Category of Trader
4.0 67.3 0.8 40.7 9.2 3.0 36.6 9.0 2.9 3.2 3.5 0.8 8.0 3.5
Number of Traders in Each Category Total Traders: 229
14 26 6 38 23 13 71 26 16 21 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 422,518
Positions
17,059 284,444 3,405 172,059 38,812 12,695 154,448 37,971 12,270 13,428 14,615 3,513 33,640 14,792
Changes from: September 25, 2012 Total Change is: 3,233
968 -16,408 615 -6,501 765 8,577 -4,758 4,098 4,898 2,119 -1,221 241 -2,926 1,668
Percent of Open Interest Represented by Each Category of Trader
4.0 67.3 0.8 40.7 9.2 3.0 36.6 9.0 2.9 3.2 3.5 0.8 8.0 3.5
Number of Traders in Each Category Total Traders: 229
14 26 6 38 23 13 71 26 16 21 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 382,175
Positions
106,869 42,276 5,620 149,883 199,632 17,126 76,510 89,751 2,618 2,406 13,954 387 20,757 10,812
Changes from: September 25, 2012 Total Change is: -2,739
-3,605 -694 26 -2,643 39 813 1,496 -3,222 610 175 -264 12 376 -59
Percent of Open Interest Represented by Each Category of Trader
28.0 11.1 1.5 39.2 52.2 4.5 20.0 23.5 0.7 0.6 3.7 0.1 5.4 2.8
Number of Traders in Each Category Total Traders: 252
20 15 4 55 38 23 50 53 15 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 20,484
Positions
1,033 3,087 1 7,848 230 176 3,266 2,642 127 1,901 3,576 0 6,132 10,645
Changes from: September 25, 2012 Total Change is: -289
208 0 0 -307 230 -134 520 -1,642 127 463 427 0 -1,166 703
Percent of Open Interest Represented by Each Category of Trader
5.0 15.1 0.0 38.3 1.1 0.9 15.9 12.9 0.6 9.3 17.5 0.0 29.9 52.0
Number of Traders in Each Category Total Traders: 28
. . . 10 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 32,548
Positions
8,800 12,664 415 6,735 2,335 1,110 5,244 7,221 189 4,072 330 0 5,983 8,284
Changes from: September 25, 2012 Total Change is: 3,586
2,154 3,169 -1,231 439 10 215 -617 3,173 -79 2,212 -81 0 493 -1,590
Percent of Open Interest Represented by Each Category of Trader
27.0 38.9 1.3 20.7 7.2 3.4 16.1 22.2 0.6 12.5 1.0 0.0 18.4 25.5
Number of Traders in Each Category Total Traders: 53
13 13 . 7 . . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 61,041
Positions
2,217 10,753 542 36,825 30,382 6,344 9,596 9,588 203 223 0 0 5,091 3,229
Changes from: September 25, 2012 Total Change is: 907
863 10 -1 -2,978 427 1,074 1,318 -1,578 40 0 0 0 591 935
Percent of Open Interest Represented by Each Category of Trader
3.6 17.6 0.9 60.3 49.8 10.4 15.7 15.7 0.3 0.4 0.0 0.0 8.3 5.3
Number of Traders in Each Category Total Traders: 68
. . . 24 23 9 11 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 115,210
Positions
18,239 57,350 606 59,524 21,925 4,095 14,481 26,237 619 5,184 0 441 12,021 3,937
Changes from: September 25, 2012 Total Change is: -923
3,197 -641 243 56 1,484 -62 -2,244 -2,135 2 108 0 -28 -2,195 214
Percent of Open Interest Represented by Each Category of Trader
15.8 49.8 0.5 51.7 19.0 3.6 12.6 22.8 0.5 4.5 0.0 0.4 10.4 3.4
Number of Traders in Each Category Total Traders: 113
13 15 5 26 17 12 25 6 . 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 686,006
Positions
7,886 85,853 22,544 249,126 120,580 90,645 61,537 95,428 70,469 20,016 36,854 7,069 156,713 156,565
Changes from: September 25, 2012 Total Change is: 33,022
-11,850 10,977 298 28,555 3,880 -2,436 6,831 11,547 3,096 -1,437 3,521 3,286 6,680 -1,147
Percent of Open Interest Represented by Each Category of Trader
1.1 12.5 3.3 36.3 17.6 13.2 9.0 13.9 10.3 2.9 5.4 1.0 22.8 22.8
Number of Traders in Each Category Total Traders: 159
4 18 17 40 26 38 24 32 44 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 370,398
Positions
1,960 130,733 1 244,756 25,956 41,652 0 93,051 60 17,508 21,749 0 64,461 57,196
Changes from: September 25, 2012 Total Change is: 11,283
-2,866 -1,381 -2,431 3,430 8,195 2,737 0 104 4 8,773 5,589 0 1,636 -1,534
Percent of Open Interest Represented by Each Category of Trader
0.5 35.3 0.0 66.1 7.0 11.2 0.0 25.1 0.0 4.7 5.9 0.0 17.4 15.4
Number of Traders in Each Category Total Traders: 67
. 11 . 29 10 20 0 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 1,019,878
Positions
50,973 110,663 42,261 205,928 122,411 66,227 329,557 462,667 89,534 81,237 30,715 15,578 138,583 79,822
Changes from: September 25, 2012 Total Change is: -28,718
3,403 1,724 -2,347 12,174 -28,684 841 -46,604 4,964 845 1,453 -248 -262 1,779 -5,551
Percent of Open Interest Represented by Each Category of Trader
5.0 10.9 4.1 20.2 12.0 6.5 32.3 45.4 8.8 8.0 3.0 1.5 13.6 7.8
Number of Traders in Each Category Total Traders: 221
16 21 11 38 27 32 43 40 31 21 15 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012
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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 2,040,582
Positions
125,018 126,331 151,453 404,506 752,918 223,549 487,289 120,739 209,909 82,499 115,466 28,041 328,318 312,176
Changes from: September 25, 2012 Total Change is: 122,781
-53,225 26,196 14,549 -9,067 -9,054 11,290 120,795 9,258 20,113 3,085 39,541 4,125 11,117 6,764
Percent of Open Interest Represented by Each Category of Trader
6.1 6.2 7.4 19.8 36.9 11.0 23.9 5.9 10.3 4.0 5.7 1.4 16.1 15.3
Number of Traders in Each Category Total Traders: 270
18 33 41 30 57 57 63 40 72 12 17 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012
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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 1,595,452
Positions
147,411 165,308 41,946 396,981 582,457 118,527 388,203 276,892 108,655 131,448 59,811 9,693 252,588 232,164
Changes from: September 25, 2012 Total Change is: 26,701
-74,292 -9,449 933 33,539 -16,580 -6,696 31,090 46,258 17,592 31,100 308 -134 -6,432 -5,531
Percent of Open Interest Represented by Each Category of Trader
9.2 10.4 2.6 24.9 36.5 7.4 24.3 17.4 6.8 8.2 3.7 0.6 15.8 14.6
Number of Traders in Each Category Total Traders: 198
14 27 18 29 38 34 37 30 33 11 12 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012
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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 386,748
Positions
157,703 115,494 125,080 9 2,015 2,993 12,032 31,438 57,183 1,314 7,365 8,019 22,415 37,160
Changes from: September 25, 2012 Total Change is: -73,609
-17,677 -29,143 -26,603 0 0 0 -16,684 -9,205 -4,263 -1,889 -94 -2,385 -4,108 -1,915
Percent of Open Interest Represented by Each Category of Trader
40.8 29.9 32.3 0.0 0.5 0.8 3.1 8.1 14.8 0.3 1.9 2.1 5.8 9.6
Number of Traders in Each Category Total Traders: 76
19 22 31 . . . 7 17 23 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 35,129
Positions
21,163 11,934 7,202 0 500 0 3,828 12,560 2,394 0 56 262 280 221
Changes from: September 25, 2012 Total Change is: -5,502
-942 -2,284 -2,330 0 0 0 -2,073 -784 -63 -40 43 -119 65 35
Percent of Open Interest Represented by Each Category of Trader
60.2 34.0 20.5 0.0 1.4 0.0 10.9 35.8 6.8 0.0 0.2 0.7 0.8 0.6
Number of Traders in Each Category Total Traders: 35
12 4 9 0 . 0 8 8 8 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 is11,599,481
Positions
1,171,409 2,950,079 2,604,727 791,740 254,426 160,961 1,453,233 263,281 3,518,904 227,380 149,639 739,969 931,158 957,495
Changes from: September 25, 2012 Total Change is: 138,237
-7,545 113,275 13,428 29,828 -87,010 -5,745 -56,390 1,350 46,842 -26,411 4,303 89,741 54,489 -37,946
Percent of Open Interest Represented by Each Category of Trader
10.1 25.4 22.5 6.8 2.2 1.4 12.5 2.3 30.3 2.0 1.3 6.4 8.0 8.3
Number of Traders in Each Category Total Traders: 255
29 50 77 11 9 17 69 41 90 15 18 28
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 2012
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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 11,681
Positions
8,816 182 0 562 816 4 851 10,414 5 1,278 215 0 165 45
Changes from: September 25, 2012 Total Change is: 896
881 23 0 -10 36 -2 32 842 0 0 0 0 -5 -3
Percent of Open Interest Represented by Each Category of Trader
75.5 1.6 0.0 4.8 7.0 0.0 7.3 89.2 0.0 10.9 1.8 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 13,560
Positions
10,981 7,373 0 856 794 42 1,396 5,220 0 0 91 0 285 40
Changes from: September 25, 2012 Total Change is: 14
29 -26 0 -154 39 0 116 18 0 0 0 0 23 -17
Percent of Open Interest Represented by Each Category of Trader
81.0 54.4 0.0 6.3 5.9 0.3 10.3 38.5 0.0 0.0 0.7 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 5 10 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 46,035
Positions
12,655 4,922 1,882 1,487 4,619 182 21,631 28,991 1,207 4,148 1,717 0 2,842 2,515
Changes from: September 25, 2012 Total Change is: -2,749
-378 -193 433 -95 283 10 -3,987 -2,508 156 1,324 -526 -4 -208 -400
Percent of Open Interest Represented by Each Category of Trader
27.5 10.7 4.1 3.2 10.0 0.4 47.0 63.0 2.6 9.0 3.7 0.0 6.2 5.5
Number of Traders in Each Category Total Traders: 99
4 . . 7 4 . 19 38 7 16 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 390,364
Positions
143,057 28,062 41,593 38,104 12,724 10,422 24,936 148,378 40,712 3,663 20,124 63,452 24,425 24,897
Changes from: September 25, 2012 Total Change is: -3,238
-232 58 1,040 -934 543 1,298 -4,582 -7,275 101 -601 -2,061 3,463 -2,791 -405
Percent of Open Interest Represented by Each Category of Trader
36.6 7.2 10.7 9.8 3.3 2.7 6.4 38.0 10.4 0.9 5.2 16.3 6.3 6.4
Number of Traders in Each Category Total Traders: 157
23 11 25 9 11 11 22 46 48 13 12 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 8,269
Positions
288 4,095 0 3,163 411 155 3,613 2,683 893 32 30 0 125 2
Changes from: September 25, 2012 Total Change is: -49
-146 -245 0 -6 4 24 150 168 0 0 0 0 -71 0
Percent of Open Interest Represented by Each Category of Trader
3.5 49.5 0.0 38.3 5.0 1.9 43.7 32.4 10.8 0.4 0.4 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 2, 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 9,296
Positions
1,127 7,829 0 6,356 0 0 764 1,289 0 0 0 0 1,049 178
Changes from: September 25, 2012 Total Change is: -1,179
66 864 -864 -42 0 0 -41 -1,094 0 0 0 0 -298 -85
Percent of Open Interest Represented by Each Category of Trader
12.1 84.2 0.0 68.4 0.0 0.0 8.2 13.9 0.0 0.0 0.0 0.0 11.3 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 11 0 0 . . 0 0 0 0
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Updated October 5, 2012