Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 185,758
Positions
14,270 77,520 5,800 22,208 33,630 1,005 78,345 31,841 10,748 9,366 3,862 2,313 41,702 19,038
Changes from: October 23, 2012 Total Change is: -8,840
-568 -5,720 78 -51 -81 242 -12,930 -3,021 1,785 1,285 -307 -455 1,776 -1,359
Percent of Open Interest Represented by Each Category of Trader
7.7 41.7 3.1 12.0 18.1 0.5 42.2 17.1 5.8 5.0 2.1 1.2 22.4 10.2
Number of Traders in Each Category Total Traders: 90
6 11 6 9 4 4 29 13 17 13 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 38,773
Positions
5,571 15,820 61 2,561 2,533 157 9,309 8,152 157 4,556 0 0 16,401 11,893
Changes from: October 23, 2012 Total Change is: 923
-27 -380 -428 -3 -11 0 1,025 1,221 81 932 0 0 -657 440
Percent of Open Interest Represented by Each Category of Trader
14.4 40.8 0.2 6.6 6.5 0.4 24.0 21.0 0.4 11.8 0.0 0.0 42.3 30.7
Number of Traders in Each Category Total Traders: 37
. 7 . . 4 . 8 8 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 174,707
Positions
8,560 47,922 2,917 9,860 33,654 11,199 95,740 29,071 6,138 1,176 19,101 2,020 37,099 22,686
Changes from: October 23, 2012 Total Change is: 8,160
-912 10,618 772 -108 -826 494 5,744 -3,074 -131 -2,405 1,694 417 4,289 -1,804
Percent of Open Interest Represented by Each Category of Trader
4.9 27.4 1.7 5.6 19.3 6.4 54.8 16.6 3.5 0.7 10.9 1.2 21.2 13.0
Number of Traders in Each Category Total Traders: 97
5 13 6 6 15 6 33 14 11 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 164,494
Positions
35,250 18,563 4,264 58,014 6,752 1,108 41,003 53,962 8,369 630 14,751 1,865 13,991 54,859
Changes from: October 23, 2012 Total Change is: 10,407
10,325 -7,623 618 -785 423 -97 3,128 14,485 -154 -682 -1,404 117 -2,062 4,043
Percent of Open Interest Represented by Each Category of Trader
21.4 11.3 2.6 35.3 4.1 0.7 24.9 32.8 5.1 0.4 9.0 1.1 8.5 33.4
Number of Traders in Each Category Total Traders: 103
11 11 6 9 5 . 19 37 20 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 264,788
Positions
68,959 24,117 10,971 52,593 39,873 4,930 23,040 81,640 23,931 30,820 11,098 4,309 45,235 63,920
Changes from: October 23, 2012 Total Change is: 4,611
6,749 723 -893 -1,072 917 -50 -244 441 137 687 1,585 157 -862 1,592
Percent of Open Interest Represented by Each Category of Trader
26.0 9.1 4.1 19.9 15.1 1.9 8.7 30.8 9.0 11.6 4.2 1.6 17.1 24.1
Number of Traders in Each Category Total Traders: 200
23 17 16 18 23 18 26 47 36 20 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 188,883
Positions
43,195 45,225 5,323 3,016 43,568 1,553 88,114 57,004 6,795 5,175 2,274 1,648 34,066 25,494
Changes from: October 23, 2012 Total Change is: 4,904
-6,952 5,545 -242 115 -120 94 7,690 265 450 -990 194 -832 5,569 -451
Percent of Open Interest Represented by Each Category of Trader
22.9 23.9 2.8 1.6 23.1 0.8 46.6 30.2 3.6 2.7 1.2 0.9 18.0 13.5
Number of Traders in Each Category Total Traders: 102
9 12 7 . 12 5 27 25 18 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 85,252
Positions
48,272 58,559 18,161 3,824 0 0 4,226 442 4,801 2,470 0 2,861 637 428
Changes from: October 23, 2012 Total Change is: -2,999
-2,504 -3,398 403 -245 0 0 -615 -33 0 0 0 0 -38 29
Percent of Open Interest Represented by Each Category of Trader
56.6 68.7 21.3 4.5 0.0 0.0 5.0 0.5 5.6 2.9 0.0 3.4 0.7 0.5
Number of Traders in Each Category Total Traders: 22
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 202,456
Positions
32,103 102,709 463 30,436 297 515 123,636 85,005 1,054 5,821 9,345 102 8,326 2,966
Changes from: October 23, 2012 Total Change is: -5,150
2,329 -687 463 1,503 157 0 -8,789 -4,525 0 -232 -885 -136 -288 463
Percent of Open Interest Represented by Each Category of Trader
15.9 50.7 0.2 15.0 0.1 0.3 61.1 42.0 0.5 2.9 4.6 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 127
6 10 . 12 . . 61 14 8 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 28,703
Positions
16,109 9,181 661 555 0 0 3,047 769 384 5,330 15,567 1,751 866 390
Changes from: October 23, 2012 Total Change is: 1,007
29 25 597 -52 0 0 -125 21 383 -65 0 61 179 -80
Percent of Open Interest Represented by Each Category of Trader
56.1 32.0 2.3 1.9 0.0 0.0 10.6 2.7 1.3 18.6 54.2 6.1 3.0 1.4
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 30, 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 31,023
Positions
1,515 22,063 204 736 252 0 23,533 4,450 226 173 1,695 161 4,475 1,972
Changes from: October 23, 2012 Total Change is: 1,884
109 1,648 61 122 0 0 1,529 -186 95 -199 246 161 6 -141
Percent of Open Interest Represented by Each Category of Trader
4.9 71.1 0.7 2.4 0.8 0.0 75.9 14.3 0.7 0.6 5.5 0.5 14.4 6.4
Number of Traders in Each Category Total Traders: 56
. 9 . 4 . 0 24 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 55,001
Positions
14,682 37,395 329 4,351 807 260 22,143 9,698 1,590 2,520 299 433 8,693 4,192
Changes from: October 23, 2012 Total Change is: -1,283
970 -2,401 90 261 -100 -141 -2,797 706 546 -344 0 -11 143 27
Percent of Open Interest Represented by Each Category of Trader
26.7 68.0 0.6 7.9 1.5 0.5 40.3 17.6 2.9 4.6 0.5 0.8 15.8 7.6
Number of Traders in Each Category Total Traders: 98
18 14 4 6 . . 33 14 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 110,002
Positions
29,364 74,789 658 8,702 1,613 519 44,287 19,396 3,180 5,040 597 867 17,386 8,384
Changes from: October 23, 2012 Total Change is: -2,565
1,941 -4,801 181 522 -200 -281 -5,594 1,413 1,091 -688 0 -23 286 55
Percent of Open Interest Represented by Each Category of Trader
26.7 68.0 0.6 7.9 1.5 0.5 40.3 17.6 2.9 4.6 0.5 0.8 15.8 7.6
Number of Traders in Each Category Total Traders: 98
18 14 4 6 . . 33 14 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 947,313
Positions
57,656 239,054 30,193 399,087 162,331 55,702 100,780 176,346 127,410 31,094 44,283 21,712 123,679 90,282
Changes from: October 23, 2012 Total Change is: 6,222
-97 1,997 2,690 3,619 1,132 -1,175 1,924 -4,183 -2,526 779 4,058 654 354 3,575
Percent of Open Interest Represented by Each Category of Trader
6.1 25.2 3.2 42.1 17.1 5.9 10.6 18.6 13.4 3.3 4.7 2.3 13.1 9.5
Number of Traders in Each Category Total Traders: 607
41 45 36 121 62 66 120 113 112 54 51 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 272,621
Positions
21,304 86,327 6,475 93,559 29,969 8,202 13,506 24,827 47,910 6,218 17,892 8,613 66,834 42,405
Changes from: October 23, 2012 Total Change is: 25
2,508 1,246 247 -594 175 -38 288 -5,807 -344 -108 -46 1,211 -3,144 3,382
Percent of Open Interest Represented by Each Category of Trader
7.8 31.7 2.4 34.3 11.0 3.0 5.0 9.1 17.6 2.3 6.6 3.2 24.5 15.6
Number of Traders in Each Category Total Traders: 119
10 14 7 26 9 12 23 21 38 9 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 3,373,460
Positions
233,211 815,083 67,139 1,552,504 686,675 212,636 485,025 806,255 348,847 124,383 131,953 65,490 284,226 239,383
Changes from: October 23, 2012 Total Change is: 30,987
-1,720 15,058 910 21,238 4,960 -5,858 -10,761 -10,822 8,031 4,435 20,522 -2,783 17,494 968
Percent of Open Interest Represented by Each Category of Trader
6.9 24.2 2.0 46.0 20.4 6.3 14.4 23.9 10.3 3.7 3.9 1.9 8.4 7.1
Number of Traders in Each Category Total Traders: 559
40 41 34 107 57 59 115 106 99 46 47 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 113,941
Positions
6,241 35,984 44 64,271 61,480 1,722 26,693 7,743 2,259 390 2,191 0 12,321 2,518
Changes from: October 23, 2012 Total Change is: 1,231
-989 -755 8 607 752 -9 -933 -95 1,471 -20 10 0 1,096 -151
Percent of Open Interest Represented by Each Category of Trader
5.5 31.6 0.0 56.4 54.0 1.5 23.4 6.8 2.0 0.3 1.9 0.0 10.8 2.2
Number of Traders in Each Category Total Traders: 101
10 11 . 41 12 12 18 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 76,144
Positions
8,205 47,363 687 31,047 7,751 2,514 23,191 9,673 1,627 1,566 2,939 725 6,584 2,865
Changes from: October 23, 2012 Total Change is: 11
1,385 599 -2 -972 46 -37 264 -234 -110 -229 -12 16 -305 -254
Percent of Open Interest Represented by Each Category of Trader
10.8 62.2 0.9 40.8 10.2 3.3 30.5 12.7 2.1 2.1 3.9 1.0 8.6 3.8
Number of Traders in Each Category Total Traders: 216
19 23 6 33 24 15 53 31 13 17 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 380,719
Positions
41,025 236,817 3,433 155,234 38,756 12,570 115,954 48,367 8,133 7,829 14,696 3,623 32,918 14,324
Changes from: October 23, 2012 Total Change is: 56
6,925 2,993 -10 -4,861 231 -186 1,322 -1,171 -548 -1,143 -60 79 -1,524 -1,272
Percent of Open Interest Represented by Each Category of Trader
10.8 62.2 0.9 40.8 10.2 3.3 30.5 12.7 2.1 2.1 3.9 1.0 8.6 3.8
Number of Traders in Each Category Total Traders: 216
19 23 6 33 24 15 53 31 13 17 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 371,467
Positions
112,495 37,968 6,807 150,204 202,166 16,220 56,261 78,672 6,173 2,603 11,113 396 20,308 11,952
Changes from: October 23, 2012 Total Change is: 585
2,552 1,641 -13 -2,230 449 -253 -2,106 -1,743 1,173 77 578 15 1,370 -1,262
Percent of Open Interest Represented by Each Category of Trader
30.3 10.2 1.8 40.4 54.4 4.4 15.1 21.2 1.7 0.7 3.0 0.1 5.5 3.2
Number of Traders in Each Category Total Traders: 237
19 13 6 50 39 22 43 50 15 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 30,071
Positions
7,538 5,057 1 9,562 0 71 5,473 6,546 0 1,901 3,576 0 5,525 14,820
Changes from: October 23, 2012 Total Change is: 4,436
548 956 0 619 -217 13 3,266 2,126 0 0 0 0 -10 1,558
Percent of Open Interest Represented by Each Category of Trader
25.1 16.8 0.0 31.8 0.0 0.2 18.2 21.8 0.0 6.3 11.9 0.0 18.4 49.3
Number of Traders in Each Category Total Traders: 39
6 7 . 12 0 . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 33,463
Positions
8,307 14,083 969 5,398 2,360 822 9,147 5,629 189 2,575 1,051 0 6,056 8,360
Changes from: October 23, 2012 Total Change is: 2,018
290 1,106 -710 -507 -125 0 3,195 -1,362 -44 -83 603 0 -123 2,550
Percent of Open Interest Represented by Each Category of Trader
24.8 42.1 2.9 16.1 7.1 2.5 27.3 16.8 0.6 7.7 3.1 0.0 18.1 25.0
Number of Traders in Each Category Total Traders: 58
15 12 4 5 . . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 64,539
Positions
1,820 9,456 759 42,560 33,359 6,500 8,300 12,140 106 221 0 0 4,273 2,219
Changes from: October 23, 2012 Total Change is: 850
-109 -702 26 2,005 -7 -29 -830 2,031 -57 0 0 0 -156 -412
Percent of Open Interest Represented by Each Category of Trader
2.8 14.7 1.2 65.9 51.7 10.1 12.9 18.8 0.2 0.3 0.0 0.0 6.6 3.4
Number of Traders in Each Category Total Traders: 73
6 . . 24 24 9 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 113,902
Positions
14,399 55,495 756 60,280 20,382 5,364 14,098 23,933 697 5,903 2,093 989 11,416 4,193
Changes from: October 23, 2012 Total Change is: 223
-284 -1,040 64 1,402 -919 386 -385 -1,670 54 -763 1,893 724 -975 731
Percent of Open Interest Represented by Each Category of Trader
12.6 48.7 0.7 52.9 17.9 4.7 12.4 21.0 0.6 5.2 1.8 0.9 10.0 3.7
Number of Traders in Each Category Total Traders: 123
14 15 4 31 15 12 25 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 634,542
Positions
11,769 71,949 22,604 244,551 141,620 84,205 39,641 67,115 50,442 20,473 34,624 6,173 154,684 155,810
Changes from: October 23, 2012 Total Change is: -29,364
-666 10,503 -8,614 7,036 14,327 -10,764 2,619 -17,236 -21,654 -519 710 -2,758 5,954 6,121
Percent of Open Interest Represented by Each Category of Trader
1.9 11.3 3.6 38.5 22.3 13.3 6.2 10.6 7.9 3.2 5.5 1.0 24.4 24.6
Number of Traders in Each Category Total Traders: 160
8 16 19 39 29 36 19 33 39 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 354,146
Positions
0 127,204 87 222,395 27,445 45,205 0 76,775 262 15,290 22,543 1,909 68,999 52,717
Changes from: October 23, 2012 Total Change is: -14,216
0 -7,345 83 -14,316 296 -82 0 -7,128 127 -98 2,994 14 56 -3,175
Percent of Open Interest Represented by Each Category of Trader
0.0 35.9 0.0 62.8 7.7 12.8 0.0 21.7 0.1 4.3 6.4 0.5 19.5 14.9
Number of Traders in Each Category Total Traders: 62
0 11 . 28 9 18 0 7 4 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,056,008
Positions
103,680 75,850 78,618 195,100 148,718 66,293 264,544 435,239 100,359 112,883 34,883 16,539 117,993 99,510
Changes from: October 23, 2012 Total Change is: -27,487
9,738 -15,162 8,174 2,139 2,944 5,166 -35,011 369 -2,430 22,056 5,473 -3,014 -34,306 -29,009
Percent of Open Interest Represented by Each Category of Trader
9.8 7.2 7.4 18.5 14.1 6.3 25.1 41.2 9.5 10.7 3.3 1.6 11.2 9.4
Number of Traders in Each Category Total Traders: 220
19 20 17 42 26 30 35 43 38 20 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,067,802
Positions
158,737 129,251 144,857 434,766 771,043 182,948 484,947 124,434 207,702 125,330 128,271 40,663 287,851 338,633
Changes from: October 23, 2012 Total Change is: -30,420
-75,075 8,315 -25,764 55,261 -38,439 -1,371 11,205 -10,732 -3,095 12,678 12,262 9,585 -13,845 18,818
Percent of Open Interest Represented by Each Category of Trader
7.7 6.3 7.0 21.0 37.3 8.8 23.5 6.0 10.0 6.1 6.2 2.0 13.9 16.4
Number of Traders in Each Category Total Traders: 282
23 28 43 27 61 53 65 39 66 19 20 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 1,524,879
Positions
208,592 99,468 76,571 246,968 587,999 115,488 353,555 175,865 119,726 148,033 70,200 16,864 239,080 262,697
Changes from: October 23, 2012 Total Change is: -49,432
13,218 -8,822 -1,335 -23,968 -14,313 -2,635 -13,856 4,091 -25,394 420 6,647 -2,880 6,998 -4,792
Percent of Open Interest Represented by Each Category of Trader
13.7 6.5 5.0 16.2 38.6 7.6 23.2 11.5 7.9 9.7 4.6 1.1 15.7 17.2
Number of Traders in Each Category Total Traders: 197
15 19 19 30 39 38 33 38 42 11 12 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 434,333
Positions
180,710 169,433 121,034 9 2,015 2,929 41,433 33,251 53,534 3,790 8,755 10,257 20,637 33,125
Changes from: October 23, 2012 Total Change is: 30,285
6,332 33,033 103 0 0 130 22,905 -129 1,114 2,411 1,041 -61 -2,649 -4,945
Percent of Open Interest Represented by Each Category of Trader
41.6 39.0 27.9 0.0 0.5 0.7 9.5 7.7 12.3 0.9 2.0 2.4 4.8 7.6
Number of Traders in Each Category Total Traders: 79
19 21 31 . . . 17 11 24 . 5 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 41,910
Positions
25,776 17,970 6,258 500 250 0 5,352 13,180 3,063 16 0 297 648 892
Changes from: October 23, 2012 Total Change is: -186
-673 -1,326 1,063 0 0 0 -270 401 1,138 16 -1 33 -1,493 -1,494
Percent of Open Interest Represented by Each Category of Trader
61.5 42.9 14.9 1.2 0.6 0.0 12.8 31.4 7.3 0.0 0.0 0.7 1.5 2.1
Number of Traders in Each Category Total Traders: 42
10 7 12 . . 0 7 13 11 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 is12,050,985
Positions
1,392,262 2,824,991 2,743,420 835,441 394,224 191,196 1,417,700 282,046 3,764,286 122,679 152,454 661,345 922,656 1,037,022
Changes from: October 23, 2012 Total Change is: 60,532
-5,328 17,290 14,811 1,811 -61,337 24,406 4,341 5,037 41,047 -29,387 -2,087 19,601 -10,770 1,763
Percent of Open Interest Represented by Each Category of Trader
11.6 23.4 22.8 6.9 3.3 1.6 11.8 2.3 31.2 1.0 1.3 5.5 7.7 8.6
Number of Traders in Each Category Total Traders: 252
28 52 78 7 11 15 66 45 94 14 17 26
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,000
Positions
9,102 273 0 543 853 0 1,920 10,614 1 254 215 0 180 44
Changes from: October 23, 2012 Total Change is: 370
176 150 0 0 0 0 190 237 0 0 0 0 4 -17
Percent of Open Interest Represented by Each Category of Trader
75.9 2.3 0.0 4.5 7.1 0.0 16.0 88.5 0.0 2.1 1.8 0.0 1.5 0.4
Number of Traders in Each Category Total Traders: 27
4 . 0 . 4 0 5 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 13,969
Positions
11,336 7,239 0 853 866 42 1,450 5,676 0 0 91 0 288 55
Changes from: October 23, 2012 Total Change is: 275
38 31 0 0 0 0 230 274 0 0 -54 0 7 24
Percent of Open Interest Represented by Each Category of Trader
81.2 51.8 0.0 6.1 6.2 0.3 10.4 40.6 0.0 0.0 0.7 0.0 2.1 0.4
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . 5 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,030
Positions
10,337 6,058 1,294 1,907 5,295 202 14,935 23,711 1,596 7,753 745 67 3,939 3,062
Changes from: October 23, 2012 Total Change is: -2,729
-603 110 6 431 -374 14 -3,632 -1,133 212 975 -1,438 67 -199 -192
Percent of Open Interest Represented by Each Category of Trader
24.6 14.4 3.1 4.5 12.6 0.5 35.5 56.4 3.8 18.4 1.8 0.2 9.4 7.3
Number of Traders in Each Category Total Traders: 111
. . . 8 5 . 24 34 8 28 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 361,488
Positions
117,323 25,420 46,324 31,800 13,371 11,331 29,393 130,142 43,524 4,689 12,346 58,977 18,127 20,053
Changes from: October 23, 2012 Total Change is: -15,313
-7,326 2,354 -2,736 -2,769 -713 857 -1,126 -15,329 3,918 -47 1,501 1,506 -7,590 -6,671
Percent of Open Interest Represented by Each Category of Trader
32.5 7.0 12.8 8.8 3.7 3.1 8.1 36.0 12.0 1.3 3.4 16.3 5.0 5.5
Number of Traders in Each Category Total Traders: 161
20 13 25 8 14 10 28 40 43 15 15 19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 30, 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 6,756
Positions
328 3,430 0 3,041 517 138 2,007 1,744 893 192 30 0 157 4
Changes from: October 23, 2012 Total Change is: -1,693
-51 -797 0 0 5 -21 -1,631 -879 0 0 0 0 10 -1
Percent of Open Interest Represented by Each Category of Trader
4.9 50.8 0.0 45.0 7.7 2.0 29.7 25.8 13.2 2.8 0.4 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 4 . . 5 . . . . 0
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Updated November 2, 2012