Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 194,597 Positions 14,838 83,240 5,722 22,259 33,711 764 91,275 34,862 8,963 8,081 4,169 2,768 39,926 20,397 Changes from: October 16, 2012 Total Change is: -8,585 1,475 -7,669 535 -933 449 -87 -5,057 -3,508 109 75 -172 1,084 -5,787 675 Percent of Open Interest Represented by Each Category of Trader 7.6 42.8 2.9 11.4 17.3 0.4 46.9 17.9 4.6 4.2 2.1 1.4 20.5 10.5 Number of Traders in Each Category Total Traders: 99 5 12 6 9 4 4 36 15 17 12 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 37,850 Positions 5,598 16,200 489 2,564 2,544 157 8,284 6,931 76 3,624 0 0 17,058 11,453 Changes from: October 16, 2012 Total Change is: 314 597 2,760 456 -5 41 0 67 -2,776 21 301 0 0 -1,123 -188 Percent of Open Interest Represented by Each Category of Trader 14.8 42.8 1.3 6.8 6.7 0.4 21.9 18.3 0.2 9.6 0.0 0.0 45.1 30.3 Number of Traders in Each Category Total Traders: 41 . 8 . . 4 . 9 10 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 166,547 Positions 9,472 37,304 2,144 9,968 34,480 10,705 89,996 32,145 6,270 3,580 17,407 1,602 32,810 24,490 Changes from: October 16, 2012 Total Change is: -7,114 1,869 -13,019 -168 -109 930 219 -2,609 1,406 777 2,389 -2,471 172 -9,654 5,040 Percent of Open Interest Represented by Each Category of Trader 5.7 22.4 1.3 6.0 20.7 6.4 54.0 19.3 3.8 2.1 10.5 1.0 19.7 14.7 Number of Traders in Each Category Total Traders: 99 4 12 5 6 15 6 34 17 14 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 154,087 Positions 24,925 26,185 3,647 58,799 6,329 1,205 37,874 39,477 8,524 1,312 16,155 1,748 16,053 50,816 Changes from: October 16, 2012 Total Change is: 10,122 14,941 -14,530 834 -902 -759 336 -3,758 11,347 2,146 466 -1,180 326 -4,268 11,601 Percent of Open Interest Represented by Each Category of Trader 16.2 17.0 2.4 38.2 4.1 0.8 24.6 25.6 5.5 0.9 10.5 1.1 10.4 33.0 Number of Traders in Each Category Total Traders: 107 9 13 5 9 5 . 20 37 19 4 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 260,177 Positions 62,209 23,393 11,863 53,665 38,956 4,980 23,284 81,198 23,794 30,133 9,513 4,152 46,097 62,327 Changes from: October 16, 2012 Total Change is: -2,244 2,022 2,421 -91 3,556 -307 -1,807 -4,739 -2,224 83 -927 689 661 -1,001 -1,669 Percent of Open Interest Represented by Each Category of Trader 23.9 9.0 4.6 20.6 15.0 1.9 8.9 31.2 9.1 11.6 3.7 1.6 17.7 24.0 Number of Traders in Each Category Total Traders: 197 22 16 16 19 19 15 26 53 34 20 22 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 183,979 Positions 50,147 39,680 5,564 2,900 43,688 1,458 80,424 56,739 6,345 6,165 2,080 2,479 28,496 25,945 Changes from: October 16, 2012 Total Change is: 8,184 86 5,120 1,124 110 388 134 2,223 198 1,046 3,020 -640 1,011 -570 -197 Percent of Open Interest Represented by Each Category of Trader 27.3 21.6 3.0 1.6 23.7 0.8 43.7 30.8 3.4 3.4 1.1 1.3 15.5 14.1 Number of Traders in Each Category Total Traders: 102 11 10 7 . 12 5 26 26 18 7 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 88,251 Positions 50,776 61,957 17,758 4,069 0 0 4,841 475 4,801 2,470 0 2,861 675 399 Changes from: October 16, 2012 Total Change is: 728 -428 1,004 -349 1,306 0 0 123 74 0 0 0 0 76 -1 Percent of Open Interest Represented by Each Category of Trader 57.5 70.2 20.1 4.6 0.0 0.0 5.5 0.5 5.4 2.8 0.0 3.2 0.8 0.5 Number of Traders in Each Category Total Traders: 23 6 12 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 207,606 Positions 29,774 103,396 0 28,933 140 515 132,425 89,530 1,054 6,053 10,230 238 8,614 2,503 Changes from: October 16, 2012 Total Change is: -1,176 -55 -82 0 902 -555 -1,027 -900 -457 484 -369 -43 -27 -184 531 Percent of Open Interest Represented by Each Category of Trader 14.3 49.8 0.0 13.9 0.1 0.2 63.8 43.1 0.5 2.9 4.9 0.1 4.1 1.2 Number of Traders in Each Category Total Traders: 129 9 9 0 11 . . 63 13 8 14 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 27,696 Positions 16,080 9,156 64 607 0 0 3,172 748 1 5,395 15,567 1,690 687 470 Changes from: October 16, 2012 Total Change is: 38 10 199 0 18 0 0 -9 -25 0 8 0 0 11 -136 Percent of Open Interest Represented by Each Category of Trader 58.1 33.1 0.2 2.2 0.0 0.0 11.5 2.7 0.0 19.5 56.2 6.1 2.5 1.7 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 23, 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 29,139 Positions 1,406 20,415 143 614 252 0 22,004 4,636 131 372 1,449 0 4,469 2,113 Changes from: October 16, 2012 Total Change is: -348 37 -310 -63 2 0 0 231 -311 -6 -235 -156 -29 -285 527 Percent of Open Interest Represented by Each Category of Trader 4.8 70.1 0.5 2.1 0.9 0.0 75.5 15.9 0.4 1.3 5.0 0.0 15.3 7.3 Number of Traders in Each Category Total Traders: 53 . 8 . . . 0 24 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 56,284 Positions 13,712 39,795 238 4,090 907 400 24,940 8,992 1,045 2,864 299 445 8,550 4,164 Changes from: October 16, 2012 Total Change is: -5,418 532 -1,542 73 83 137 94 -6,972 -2,041 588 -73 -1,175 34 224 -1,586 Percent of Open Interest Represented by Each Category of Trader 24.4 70.7 0.4 7.3 1.6 0.7 44.3 16.0 1.9 5.1 0.5 0.8 15.2 7.4 Number of Traders in Each Category Total Traders: 99 17 15 5 7 . . 32 13 11 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 112,568 Positions 27,423 79,590 477 8,180 1,813 800 49,881 17,983 2,089 5,728 597 889 17,100 8,329 Changes from: October 16, 2012 Total Change is: -10,836 1,064 -3,084 146 165 273 187 -13,944 -4,082 1,177 -146 -2,349 68 447 -3,172 Percent of Open Interest Represented by Each Category of Trader 24.4 70.7 0.4 7.3 1.6 0.7 44.3 16.0 1.9 5.1 0.5 0.8 15.2 7.4 Number of Traders in Each Category Total Traders: 99 17 15 5 7 . . 32 13 11 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 941,091 Positions 57,753 237,057 27,503 395,468 161,200 56,877 98,856 180,529 129,937 30,315 40,224 21,058 123,324 86,706 Changes from: October 16, 2012 Total Change is: 12,531 5,811 -4,334 6,124 6,409 6,850 370 -3,102 8,620 -1,852 1,074 3,675 -2,647 345 -4,274 Percent of Open Interest Represented by Each Category of Trader 6.1 25.2 2.9 42.0 17.1 6.0 10.5 19.2 13.8 3.2 4.3 2.2 13.1 9.2 Number of Traders in Each Category Total Traders: 606 43 41 35 122 59 63 123 114 112 60 44 48 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 272,596 Positions 18,796 85,081 6,228 94,153 29,795 8,241 13,218 30,633 48,254 6,326 17,938 7,403 69,978 39,024 Changes from: October 16, 2012 Total Change is: 4,562 2,615 -23 486 8 2,067 122 1,266 6,628 -3,240 345 2,729 -610 3,571 -3,598 Percent of Open Interest Represented by Each Category of Trader 6.9 31.2 2.3 34.5 10.9 3.0 4.8 11.2 17.7 2.3 6.6 2.7 25.7 14.3 Number of Traders in Each Category Total Traders: 118 10 13 7 26 9 12 23 22 37 10 5 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 3,342,474 Positions 234,931 800,025 66,229 1,531,266 681,714 218,494 495,785 817,077 340,816 119,948 111,431 68,274 266,732 238,415 Changes from: October 16, 2012 Total Change is: 39,846 38,122 583 6,050 33,694 25,604 -454 8,714 40,512 -23,610 -3,658 -2,574 -2,885 -16,127 -3,381 Percent of Open Interest Represented by Each Category of Trader 7.0 23.9 2.0 45.8 20.4 6.5 14.8 24.4 10.2 3.6 3.3 2.0 8.0 7.1 Number of Traders in Each Category Total Traders: 559 42 39 33 108 54 56 117 107 99 51 41 39 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 112,710 Positions 7,230 36,739 36 63,664 60,728 1,731 27,626 7,838 788 410 2,181 0 11,225 2,669 Changes from: October 16, 2012 Total Change is: -1,000 2,492 -2,619 -2 -972 909 -51 -1,359 -1 561 20 225 0 -1,689 -22 Percent of Open Interest Represented by Each Category of Trader 6.4 32.6 0.0 56.5 53.9 1.5 24.5 7.0 0.7 0.4 1.9 0.0 10.0 2.4 Number of Traders in Each Category Total Traders: 99 9 11 . 40 12 12 18 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 76,133 Positions 6,820 46,765 689 32,019 7,705 2,551 22,926 9,908 1,736 1,794 2,951 709 6,888 3,119 Changes from: October 16, 2012 Total Change is: -4,100 1,508 -4,347 -272 -703 333 -204 -4,542 1,539 -519 -35 -686 -127 795 182 Percent of Open Interest Represented by Each Category of Trader 9.0 61.4 0.9 42.1 10.1 3.4 30.1 13.0 2.3 2.4 3.9 0.9 9.0 4.1 Number of Traders in Each Category Total Traders: 221 16 28 7 33 24 14 55 35 15 16 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 380,664 Positions 34,100 233,824 3,443 160,095 38,525 12,756 114,632 49,538 8,680 8,972 14,756 3,543 34,442 15,597 Changes from: October 16, 2012 Total Change is: -20,498 7,540 -21,733 -1,360 -3,514 1,667 -1,020 -22,711 7,697 -2,595 -177 -3,429 -635 3,974 909 Percent of Open Interest Represented by Each Category of Trader 9.0 61.4 0.9 42.1 10.1 3.4 30.1 13.0 2.3 2.4 3.9 0.9 9.0 4.1 Number of Traders in Each Category Total Traders: 221 16 28 7 33 24 14 55 35 15 16 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 370,883 Positions 109,943 36,327 6,820 152,434 201,717 16,473 58,368 80,415 5,000 2,526 10,535 382 18,937 13,214 Changes from: October 16, 2012 Total Change is: -5,618 9,087 -7,047 -333 -1,245 5,197 15 -11,563 -3,029 21 62 -2,799 -114 -1,547 2,472 Percent of Open Interest Represented by Each Category of Trader 29.6 9.8 1.8 41.1 54.4 4.4 15.7 21.7 1.3 0.7 2.8 0.1 5.1 3.6 Number of Traders in Each Category Total Traders: 238 18 12 6 54 38 21 42 53 12 6 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 25,635 Positions 6,990 4,101 1 8,943 217 58 2,207 4,420 0 1,901 3,576 0 5,535 13,262 Changes from: October 16, 2012 Total Change is: 438 4,149 1,024 0 290 -429 -48 -3,578 1,153 0 0 0 0 -375 -1,262 Percent of Open Interest Represented by Each Category of Trader 27.3 16.0 0.0 34.9 0.8 0.2 8.6 17.2 0.0 7.4 13.9 0.0 21.6 51.7 Number of Traders in Each Category Total Traders: 36 5 5 . 11 . . 4 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 31,445 Positions 8,017 12,977 1,679 5,905 2,485 822 5,952 6,991 233 2,658 448 0 6,179 5,810 Changes from: October 16, 2012 Total Change is: -10,106 -1,099 -93 -547 -1,020 -202 18 -802 -1,700 -230 -2,466 -182 0 -3,960 -7,170 Percent of Open Interest Represented by Each Category of Trader 25.5 41.3 5.3 18.8 7.9 2.6 18.9 22.2 0.7 8.5 1.4 0.0 19.7 18.5 Number of Traders in Each Category Total Traders: 56 13 12 6 5 . . 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 63,689 Positions 1,929 10,158 733 40,555 33,366 6,529 9,130 10,109 163 221 0 0 4,429 2,631 Changes from: October 16, 2012 Total Change is: 1,879 159 1,010 -5 114 2,141 -128 1,698 -676 0 0 0 0 41 -463 Percent of Open Interest Represented by Each Category of Trader 3.0 15.9 1.2 63.7 52.4 10.3 14.3 15.9 0.3 0.3 0.0 0.0 7.0 4.1 Number of Traders in Each Category Total Traders: 70 . . . 24 24 9 10 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 113,679 Positions 14,683 56,535 692 58,878 21,301 4,978 14,483 25,603 643 6,666 200 265 12,391 3,462 Changes from: October 16, 2012 Total Change is: -1,173 -2,181 879 146 -297 1,083 -317 488 -1,634 -19 729 0 12 266 -1,323 Percent of Open Interest Represented by Each Category of Trader 12.9 49.7 0.6 51.8 18.7 4.4 12.7 22.5 0.6 5.9 0.2 0.2 10.9 3.0 Number of Traders in Each Category Total Traders: 122 14 15 4 30 16 12 25 8 . 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 663,906 Positions 12,436 61,446 31,218 237,515 127,293 94,968 37,022 84,352 72,095 20,992 33,914 8,931 148,729 149,688 Changes from: October 16, 2012 Total Change is: -32,792 3,795 -19,023 1,671 -11,968 -5,803 2,472 -21,366 -6,255 -1,102 -4,779 -1,234 863 -2,378 -4,381 Percent of Open Interest Represented by Each Category of Trader 1.9 9.3 4.7 35.8 19.2 14.3 5.6 12.7 10.9 3.2 5.1 1.3 22.4 22.5 Number of Traders in Each Category Total Traders: 167 8 18 22 41 28 38 26 30 47 8 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 368,362 Positions 0 134,549 4 236,711 27,149 45,287 0 83,903 135 15,388 19,549 1,895 68,942 55,892 Changes from: October 16, 2012 Total Change is: -3,014 0 8,201 1 6,068 -1,850 -3,446 0 -4,456 -1,449 -456 -201 196 -3,927 -9 Percent of Open Interest Represented by Each Category of Trader 0.0 36.5 0.0 64.3 7.4 12.3 0.0 22.8 0.0 4.2 5.3 0.5 18.7 15.2 Number of Traders in Each Category Total Traders: 60 0 10 . 27 9 18 0 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 1,083,495 Positions 93,942 91,012 70,443 192,961 145,774 61,127 299,555 434,869 102,789 90,827 29,409 19,552 152,299 128,519 Changes from: October 16, 2012 Total Change is: 36,104 10,000 -12,660 21,356 4,506 20,309 -654 -48,073 -53,867 9,849 20,922 237 3,385 14,813 48,149 Percent of Open Interest Represented by Each Category of Trader 8.7 8.4 6.5 17.8 13.5 5.6 27.6 40.1 9.5 8.4 2.7 1.8 14.1 11.9 Number of Traders in Each Category Total Traders: 225 22 21 16 39 27 30 41 39 35 21 15 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 2,098,222 Positions 233,812 120,936 170,620 379,506 809,481 184,319 473,742 135,166 210,797 112,652 116,009 31,078 301,695 319,815 Changes from: October 16, 2012 Total Change is: 34,210 38,856 3,385 9,337 61 29,035 -3,096 -28,821 -552 -4,231 27,643 -3,023 2,058 -7,597 1,297 Percent of Open Interest Represented by Each Category of Trader 11.1 5.8 8.1 18.1 38.6 8.8 22.6 6.4 10.0 5.4 5.5 1.5 14.4 15.2 Number of Traders in Each Category Total Traders: 283 26 30 46 27 63 54 52 49 73 15 21 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,574,311 Positions 195,375 108,290 77,906 270,936 602,312 118,123 367,411 171,774 145,120 147,614 63,553 19,744 232,082 267,489 Changes from: October 16, 2012 Total Change is: -41,847 54,269 -23,835 18,029 -134,180 26,579 11,231 -549 -104,039 7,526 10,433 486 1,545 -10,153 20,630 Percent of Open Interest Represented by Each Category of Trader 12.4 6.9 4.9 17.2 38.3 7.5 23.3 10.9 9.2 9.4 4.0 1.3 14.7 17.0 Number of Traders in Each Category Total Traders: 198 16 20 24 29 38 37 33 37 43 11 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 404,048 Positions 174,378 136,399 120,932 9 2,015 2,799 18,528 33,381 52,420 1,378 7,714 10,319 23,286 38,071 Changes from: October 16, 2012 Total Change is: 8,318 7,228 5,248 232 0 0 0 3,564 655 1,891 244 -343 1,522 -6,363 -888 Percent of Open Interest Represented by Each Category of Trader 43.2 33.8 29.9 0.0 0.5 0.7 4.6 8.3 13.0 0.3 1.9 2.6 5.8 9.4 Number of Traders in Each Category Total Traders: 74 20 20 31 . . . 11 14 21 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 42,096 Positions 26,449 19,296 5,195 500 250 0 5,622 12,779 1,925 0 1 264 2,141 2,386 Changes from: October 16, 2012 Total Change is: -454 2,088 4,562 -3,556 0 -250 0 1,358 -1,930 23 0 0 -279 -88 976 Percent of Open Interest Represented by Each Category of Trader 62.8 45.8 12.3 1.2 0.6 0.0 13.4 30.4 4.6 0.0 0.0 0.6 5.1 5.7 Number of Traders in Each Category Total Traders: 40 9 8 12 . . 0 8 11 10 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,990,454 Positions 1,397,590 2,807,701 2,728,609 833,630 455,562 166,790 1,413,360 277,009 3,723,239 152,066 154,541 641,744 933,426 1,035,259 Changes from: October 16, 2012 Total Change is: 203,361 111,979 -40,919 102,623 1,203 94,755 8,943 -49,295 -38,523 115,654 -20,931 2,434 -45,219 -21,595 3,613 Percent of Open Interest Represented by Each Category of Trader 11.7 23.4 22.8 7.0 3.8 1.4 11.8 2.3 31.1 1.3 1.3 5.4 7.8 8.6 Number of Traders in Each Category Total Traders: 252 29 50 77 8 11 15 65 46 95 13 17 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,630 Positions 8,926 123 0 543 853 0 1,730 10,377 1 254 215 0 176 61 Changes from: October 16, 2012 Total Change is: 124 179 29 0 -5 0 0 -47 94 0 0 0 0 -3 1 Percent of Open Interest Represented by Each Category of Trader 76.7 1.1 0.0 4.7 7.3 0.0 14.9 89.2 0.0 2.2 1.8 0.0 1.5 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 23, 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 13,694 Positions 11,298 7,208 0 853 866 42 1,220 5,402 0 0 145 0 281 31 Changes from: October 16, 2012 Total Change is: 63 95 -119 0 -3 -2 0 -38 181 0 0 9 0 9 -6 Percent of Open Interest Represented by Each Category of Trader 82.5 52.6 0.0 6.2 6.3 0.3 8.9 39.4 0.0 0.0 1.1 0.0 2.1 0.2 Number of Traders in Each Category Total Traders: 28 4 5 0 . 4 . 4 8 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 44,759 Positions 10,940 5,949 1,288 1,475 5,669 188 18,567 24,844 1,384 6,779 2,183 0 4,138 3,254 Changes from: October 16, 2012 Total Change is: -1,795 -288 809 -75 228 601 -44 -3,206 -4,345 264 932 675 0 393 320 Percent of Open Interest Represented by Each Category of Trader 24.4 13.3 2.9 3.3 12.7 0.4 41.5 55.5 3.1 15.1 4.9 0.0 9.2 7.3 Number of Traders in Each Category Total Traders: 111 . 4 . 7 5 . 25 35 8 25 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 376,801 Positions 124,649 23,066 49,060 34,569 14,084 10,474 30,519 145,471 39,606 4,736 10,845 57,471 25,717 26,724 Changes from: October 16, 2012 Total Change is: -48,176 -8,409 -4,325 -3,271 438 -1,398 -446 -9,869 -4,831 -7,653 1,267 -7,241 -19,358 -875 347 Percent of Open Interest Represented by Each Category of Trader 33.1 6.1 13.0 9.2 3.7 2.8 8.1 38.6 10.5 1.3 2.9 15.3 6.8 7.1 Number of Traders in Each Category Total Traders: 158 20 12 24 7 12 10 29 40 44 15 14 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 23, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,449 Positions 379 4,227 0 3,041 512 159 3,638 2,623 893 192 30 0 147 5 Changes from: October 16, 2012 Total Change is: 30 -17 6 0 17 -1 10 0 11 0 0 0 0 20 4 Percent of Open Interest Represented by Each Category of Trader 4.5 50.0 0.0 36.0 6.1 1.9 43.1 31.0 10.6 2.3 0.4 0.0 1.7 0.1 Number of Traders in Each Category Total Traders: 24 . 4 0 4 . . 5 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 26, 2012