Traders in Financial Futures - Options and Futures Combined 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 203,182
Positions
13,363 90,909 5,188 23,191 33,262 851 96,332 38,370 8,855 8,006 4,341 1,684 45,714 19,723
Changes from: October 9, 2012 Total Change is: -1,033
1,227 -1,414 180 -127 84 -43 442 1,701 1,746 -1,853 -485 -1,580 -1,024 -1,222
Percent of Open Interest Represented by Each Category of Trader
6.6 44.7 2.6 11.4 16.4 0.4 47.4 18.9 4.4 3.9 2.1 0.8 22.5 9.7
Number of Traders in Each Category Total Traders: 102
5 13 6 10 4 4 37 15 16 12 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 37,536
Positions
5,001 13,440 33 2,569 2,503 157 8,217 9,707 55 3,323 0 0 18,181 11,641
Changes from: October 9, 2012 Total Change is: 1,270
-733 1,986 -83 9 6 -9 -1,387 561 52 118 0 0 3,303 -1,243
Percent of Open Interest Represented by Each Category of Trader
13.3 35.8 0.1 6.8 6.7 0.4 21.9 25.9 0.1 8.9 0.0 0.0 48.4 31.0
Number of Traders in Each Category Total Traders: 33
. 6 . . 4 . 6 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 173,661
Positions
7,603 50,323 2,313 10,077 33,550 10,486 92,604 30,739 5,493 1,191 19,878 1,430 42,464 19,450
Changes from: October 9, 2012 Total Change is: 3,409
1,588 -137 327 -593 1,568 -1,436 -460 1,486 487 -805 596 607 3,694 -89
Percent of Open Interest Represented by Each Category of Trader
4.4 29.0 1.3 5.8 19.3 6.0 53.3 17.7 3.2 0.7 11.4 0.8 24.5 11.2
Number of Traders in Each Category Total Traders: 100
4 13 6 6 15 6 31 19 11 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 143,965
Positions
9,984 40,715 2,812 59,701 7,088 868 41,632 28,130 6,377 846 17,335 1,422 20,321 39,216
Changes from: October 9, 2012 Total Change is: 6,474
3,988 -1,436 348 -290 198 165 2,237 3,422 2,040 331 460 -645 -1,699 1,923
Percent of Open Interest Represented by Each Category of Trader
6.9 28.3 2.0 41.5 4.9 0.6 28.9 19.5 4.4 0.6 12.0 1.0 14.1 27.2
Number of Traders in Each Category Total Traders: 102
7 14 5 9 6 4 26 28 19 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 262,421
Positions
60,187 20,973 11,955 50,109 39,263 6,787 28,023 83,422 23,711 31,060 8,824 3,491 47,099 63,996
Changes from: October 9, 2012 Total Change is: -5,447
-8,520 2,858 587 2,271 798 -177 1,369 -15,991 613 -1,519 44 -1,105 1,036 6,928
Percent of Open Interest Represented by Each Category of Trader
22.9 8.0 4.6 19.1 15.0 2.6 10.7 31.8 9.0 11.8 3.4 1.3 17.9 24.4
Number of Traders in Each Category Total Traders: 188
22 13 16 18 20 16 32 44 34 16 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 175,795
Positions
50,061 34,560 4,440 2,790 43,300 1,324 78,200 56,541 5,299 3,145 2,720 1,468 29,066 26,141
Changes from: October 9, 2012 Total Change is: -1,475
395 113 -121 -41 -349 52 -1,223 279 -534 1,607 425 -529 -1,081 -811
Percent of Open Interest Represented by Each Category of Trader
28.5 19.7 2.5 1.6 24.6 0.8 44.5 32.2 3.0 1.8 1.5 0.8 16.5 14.9
Number of Traders in Each Category Total Traders: 103
12 9 6 . 11 5 29 26 17 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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: -481
-316 -439 -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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 29,487
Positions
1,369 20,725 206 612 252 0 21,773 4,947 137 607 1,605 29 4,754 1,586
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 - Options and Futures Combined 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 61,702
Positions
13,180 41,337 165 4,008 770 307 31,912 11,032 456 2,937 1,473 411 8,326 5,751
Changes from: October 9, 2012 Total Change is: 2,697
1,193 -399 -54 72 -30 81 571 2,440 -179 366 525 -32 681 347
Percent of Open Interest Represented by Each Category of Trader
21.4 67.0 0.3 6.5 1.2 0.5 51.7 17.9 0.7 4.8 2.4 0.7 13.5 9.3
Number of Traders in Each Category Total Traders: 105
14 19 6 7 . . 36 13 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 123,404
Positions
26,359 82,674 331 8,015 1,540 613 63,825 22,065 913 5,874 2,946 821 16,652 11,501
Changes from: October 9, 2012 Total Change is: 5,395
2,385 -799 -108 144 -60 161 1,142 4,879 -358 733 1,050 -65 1,361 694
Percent of Open Interest Represented by Each Category of Trader
21.4 67.0 0.3 6.5 1.2 0.5 51.7 17.9 0.7 4.8 2.4 0.7 13.5 9.3
Number of Traders in Each Category Total Traders: 105
14 19 6 7 . . 36 13 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 928,560
Positions
51,941 241,391 21,379 389,060 154,350 56,508 101,958 171,909 131,789 29,242 36,549 23,705 122,979 90,980
Changes from: October 9, 2012 Total Change is: 11,497
-2,439 8,935 1,156 1,378 -3,448 186 6,446 -6,223 1,445 1,573 2,732 791 960 5,921
Percent of Open Interest Represented by Each Category of Trader
5.6 26.0 2.3 41.9 16.6 6.1 11.0 18.5 14.2 3.1 3.9 2.6 13.2 9.8
Number of Traders in Each Category Total Traders: 616
41 46 35 122 57 64 119 120 121 51 59 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 268,035
Positions
16,181 85,104 5,742 94,145 27,728 8,118 11,952 24,005 51,495 5,981 15,209 8,013 66,407 42,621
Changes from: October 9, 2012 Total Change is: 2,005
-453 4,088 623 1,001 -409 -347 1,537 -5,125 -569 1,107 799 -382 -512 3,328
Percent of Open Interest Represented by Each Category of Trader
6.0 31.8 2.1 35.1 10.3 3.0 4.5 9.0 19.2 2.2 5.7 3.0 24.8 15.9
Number of Traders in Each Category Total Traders: 119
9 14 6 26 8 11 21 25 40 7 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,302,628
Positions
196,809 799,442 60,179 1,497,572 656,110 218,948 487,072 776,564 364,426 123,606 114,005 71,159 282,858 241,796
Changes from: October 9, 2012 Total Change is: 47,459
-12,266 21,897 5,007 6,563 -10,514 -2,014 9,950 -20,083 24,665 1,953 9,291 6,242 7,361 12,968
Percent of Open Interest Represented by Each Category of Trader
6.0 24.2 1.8 45.3 19.9 6.6 14.7 23.5 11.0 3.7 3.5 2.2 8.6 7.3
Number of Traders in Each Category Total Traders: 570
40 42 32 108 53 57 116 112 107 46 53 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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: 204
-812 -321 0 726 1,281 -6 -414 -683 -36 0 -12 0 746 -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 - Options and Futures Combined 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 80,232
Positions
5,312 51,111 961 32,722 7,372 2,755 27,468 8,368 2,255 1,830 3,637 836 6,094 2,938
Changes from: October 9, 2012 Total Change is: -1,940
1,522 -221 199 -674 -132 116 -1,707 -2,091 -336 -812 511 57 -305 -43
Percent of Open Interest Represented by Each Category of Trader
6.6 63.7 1.2 40.8 9.2 3.4 34.2 10.4 2.8 2.3 4.5 1.0 7.6 3.7
Number of Traders in Each Category Total Traders: 239
20 26 8 37 24 15 72 26 16 16 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 401,162
Positions
26,560 255,557 4,804 163,609 36,858 13,776 137,342 41,840 11,275 9,149 18,186 4,178 30,468 14,688
Changes from: October 9, 2012 Total Change is: -9,702
7,608 -1,105 993 -3,371 -660 581 -8,534 -10,457 -1,678 -4,060 2,553 285 -1,527 -214
Percent of Open Interest Represented by Each Category of Trader
6.6 63.7 1.2 40.8 9.2 3.4 34.2 10.4 2.8 2.3 4.5 1.0 7.6 3.7
Number of Traders in Each Category Total Traders: 239
20 26 8 37 24 15 72 26 16 16 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 376,501
Positions
100,856 43,374 7,153 153,679 196,520 16,458 69,931 83,444 4,979 2,464 13,334 496 20,484 10,743
Changes from: October 9, 2012 Total Change is: -142
-2,137 679 492 1,434 -881 -100 -913 1,452 528 -1,099 -22 118 1,534 -2,409
Percent of Open Interest Represented by Each Category of Trader
26.8 11.5 1.9 40.8 52.2 4.4 18.6 22.2 1.3 0.7 3.5 0.1 5.4 2.9
Number of Traders in Each Category Total Traders: 247
19 13 . 54 36 21 50 53 16 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 696,698
Positions
8,640 80,469 29,547 249,483 133,097 92,496 58,388 90,607 73,197 25,771 35,148 8,068 151,107 154,069
Changes from: October 9, 2012 Total Change is: -7,985
1,391 -6,596 -2,712 -3,727 11,202 2,580 -11,785 -18,582 2,383 3,308 -1,414 1,052 -475 4,102
Percent of Open Interest Represented by Each Category of Trader
1.2 11.6 4.2 35.8 19.1 13.3 8.4 13.0 10.5 3.7 5.0 1.2 21.7 22.1
Number of Traders in Each Category Total Traders: 175
5 22 21 40 30 41 27 34 45 10 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 371,376
Positions
0 126,348 3 230,643 28,999 48,733 0 88,359 1,584 15,844 19,750 1,699 72,870 55,901
Changes from: October 9, 2012 Total Change is: 672
-2,055 1,883 -255 734 -1,432 1,164 0 -242 1,503 -1,664 -1,517 1,699 -455 -2,131
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 15.1
Number of Traders in Each Category Total Traders: 61
0 10 . 26 10 18 0 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,047,391
Positions
83,942 103,672 49,087 188,455 125,465 61,781 347,628 488,737 92,940 69,905 29,172 16,168 137,486 80,371
Changes from: October 9, 2012 Total Change is: 26,226
19,955 -7,678 3,018 -19,482 2,520 2,156 21,134 24,850 698 822 2,559 197 -2,270 -2,093
Percent of Open Interest Represented by Each Category of Trader
8.0 9.9 4.7 18.0 12.0 5.9 33.2 46.7 8.9 6.7 2.8 1.5 13.1 7.7
Number of Traders in Each Category Total Traders: 228
21 21 14 39 27 31 45 44 35 17 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,064,012
Positions
194,956 117,551 161,284 379,445 780,446 187,415 502,563 135,718 215,029 85,008 119,032 29,020 309,292 318,518
Changes from: October 9, 2012 Total Change is: 35,998
26,728 6,818 12,015 -18,950 -2,941 -6,361 19,119 -74 10,971 13,967 4,504 -1,424 -20,066 12,491
Percent of Open Interest Represented by Each Category of Trader
9.4 5.7 7.8 18.4 37.8 9.1 24.3 6.6 10.4 4.1 5.8 1.4 15.0 15.4
Number of Traders in Each Category Total Traders: 280
27 27 46 26 63 57 55 49 73 13 20 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,616,158
Positions
141,106 132,125 59,877 405,116 575,733 106,892 367,960 275,812 137,594 137,180 63,067 18,199 242,235 246,859
Changes from: October 9, 2012 Total Change is: 31,963
-10,718 -15,543 21,017 -591 -7,307 -7,628 4,632 1,745 25,488 5,146 4,341 5,188 -10,571 4,661
Percent of Open Interest Represented by Each Category of Trader
8.7 8.2 3.7 25.1 35.6 6.6 22.8 17.1 8.5 8.5 3.9 1.1 15.0 15.3
Number of Traders in Each Category Total Traders: 203
15 22 20 31 36 35 44 30 38 10 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 395,730
Positions
167,150 131,151 120,699 9 2,015 2,799 14,964 32,725 50,529 1,135 8,056 8,797 29,649 38,958
Changes from: October 9, 2012 Total Change is: 5,135
6,108 5,559 -104 0 0 -193 1,330 1,319 -1,575 -47 900 -227 -157 -544
Percent of Open Interest Represented by Each Category of Trader
42.2 33.1 30.5 0.0 0.5 0.7 3.8 8.3 12.8 0.3 2.0 2.2 7.5 9.8
Number of Traders in Each Category Total Traders: 75
20 20 31 . . . 11 13 21 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 is11,787,093
Positions
1,285,611 2,848,620 2,625,986 832,427 360,807 157,847 1,462,655 315,531 3,607,585 172,997 152,107 686,963 955,021 1,031,646
Changes from: October 9, 2012 Total Change is: 34,746
118,635 -79,598 -22,954 10,093 63,751 11,832 57,040 69,745 -1,997 -80,276 2,782 -50,928 -6,700 42,112
Percent of Open Interest Represented by Each Category of Trader
10.9 24.2 22.3 7.1 3.1 1.3 12.4 2.7 30.6 1.5 1.3 5.8 8.1 8.8
Number of Traders in Each Category Total Traders: 255
32 46 75 10 10 16 66 48 94 14 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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 46,554
Positions
11,228 5,140 1,362 1,247 5,068 232 21,773 29,190 1,120 5,847 1,508 0 3,745 2,934
Changes from: October 9, 2012 Total Change is: 3,360
-408 18 103 -135 149 20 2,262 3,266 -136 1,342 -361 0 312 301
Percent of Open Interest Represented by Each Category of Trader
24.1 11.0 2.9 2.7 10.9 0.5 46.8 62.7 2.4 12.6 3.2 0.0 8.0 6.3
Number of Traders in Each Category Total Traders: 104
. . . 6 4 . 19 38 7 23 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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