Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 103,733
Positions
16,139 17,619 658 23,035 13,135 326 12,575 36,986 4,868 12,394 1,061 25 33,713 29,055
Changes from: September 27, 2011 Total Change is: 17,587
9,061 5,568 452 4,326 7,839 16 343 -3,471 1,408 697 -208 25 1,259 5,958
Percent of Open Interest Represented by Each Category of Trader
15.6 17.0 0.6 22.2 12.7 0.3 12.1 35.7 4.7 11.9 1.0 0.0 32.5 28.0
Number of Traders in Each Category Total Traders: 86
10 11 5 6 5 . 15 22 5 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,964
Positions
5,155 7,110 0 1,321 931 129 8,823 4,990 183 50 0 0 9,303 11,621
Changes from: September 27, 2011 Total Change is: 1,841
2,592 -33 0 -33 13 0 54 2,019 -27 0 0 0 -745 -131
Percent of Open Interest Represented by Each Category of Trader
20.6 28.5 0.0 5.3 3.7 0.5 35.3 20.0 0.7 0.2 0.0 0.0 37.3 46.6
Number of Traders in Each Category Total Traders: 32
5 7 0 . . . 7 9 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 175,500
Positions
116,888 1,676 26 11,062 46,716 1,952 31,069 87,381 3,007 0 3,288 0 11,496 31,454
Changes from: September 27, 2011 Total Change is: 20,818
17,160 -61 0 1,931 14,380 1,069 1,715 6,155 673 0 42 0 -1,730 -1,440
Percent of Open Interest Represented by Each Category of Trader
66.6 1.0 0.0 6.3 26.6 1.1 17.7 49.8 1.7 0.0 1.9 0.0 6.6 17.9
Number of Traders in Each Category Total Traders: 96
14 4 . 6 14 5 14 39 5 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 134,724
Positions
2,023 76,377 69 42,433 10,108 1,169 59,897 13,562 295 1,786 2,092 0 27,052 31,052
Changes from: September 27, 2011 Total Change is: 8,992
-534 8,838 60 4,652 742 -39 4,639 -2,404 55 332 -15 0 -173 1,755
Percent of Open Interest Represented by Each Category of Trader
1.5 56.7 0.1 31.5 7.5 0.9 44.5 10.1 0.2 1.3 1.6 0.0 20.1 23.0
Number of Traders in Each Category Total Traders: 93
. 14 . 11 7 4 27 24 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 220,839
Positions
96,550 16,071 74 29,077 41,359 3,142 53,010 89,631 962 5,109 10,180 361 32,554 59,059
Changes from: September 27, 2011 Total Change is: 5,667
-1,719 2,988 29 1,024 5,126 484 8,804 -1,034 3 -425 -694 -278 -2,255 -957
Percent of Open Interest Represented by Each Category of Trader
43.7 7.3 0.0 13.2 18.7 1.4 24.0 40.6 0.4 2.3 4.6 0.2 14.7 26.7
Number of Traders in Each Category Total Traders: 178
27 12 . 16 27 12 19 56 13 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,016
Positions
37,879 30,755 664 3,564 18,792 728 36,015 23,141 5 6,372 937 0 14,789 24,994
Changes from: September 27, 2011 Total Change is: 17,436
9,789 1,225 401 55 10,794 408 4,227 -177 -8 5,245 658 0 -2,681 4,135
Percent of Open Interest Represented by Each Category of Trader
37.9 30.8 0.7 3.6 18.8 0.7 36.0 23.1 0.0 6.4 0.9 0.0 14.8 25.0
Number of Traders in Each Category Total Traders: 72
9 10 . . 6 . 17 21 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,545
Positions
50,524 43,584 25,630 0 0 0 5,202 12,693 1,170 424 0 0 1,595 1,468
Changes from: September 27, 2011 Total Change is: 816
5,985 2,452 -1,720 0 0 0 -2,250 559 -33 0 0 0 -1,166 -442
Percent of Open Interest Represented by Each Category of Trader
59.8 51.6 30.3 0.0 0.0 0.0 6.2 15.0 1.4 0.5 0.0 0.0 1.9 1.7
Number of Traders in Each Category Total Traders: 24
8 9 13 0 0 0 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 89,418
Positions
47,116 40,605 0 17,017 3,300 1,935 19,086 33,873 238 1,275 3,313 0 2,751 6,154
Changes from: September 27, 2011 Total Change is: 6,320
6,510 4,526 0 2,212 -681 320 -3,693 2,469 -102 281 -72 0 792 -140
Percent of Open Interest Represented by Each Category of Trader
52.7 45.4 0.0 19.0 3.7 2.2 21.3 37.9 0.3 1.4 3.7 0.0 3.1 6.9
Number of Traders in Each Category Total Traders: 91
5 11 0 5 6 . 19 32 . 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,190
Positions
23,547 8,269 5,136 200 428 414 2,434 1,840 0 0 15,138 0 459 965
Changes from: September 27, 2011 Total Change is: -2,807
-7,525 -7,988 5,070 0 275 -274 69 147 0 -117 0 0 -30 -37
Percent of Open Interest Represented by Each Category of Trader
73.2 25.7 16.0 0.6 1.3 1.3 7.6 5.7 0.0 0.0 47.0 0.0 1.4 3.0
Number of Traders in Each Category Total Traders: 20
6 4 . . . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,211
Positions
12,144 14,542 26 193 213 0 11,905 8,150 102 347 510 0 1,494 2,668
Changes from: September 27, 2011 Total Change is: 2,407
4,732 -1,392 21 -264 213 0 -1,270 2,562 102 -147 232 0 -767 669
Percent of Open Interest Represented by Each Category of Trader
46.3 55.5 0.1 0.7 0.8 0.0 45.4 31.1 0.4 1.3 1.9 0.0 5.7 10.2
Number of Traders in Each Category Total Traders: 38
7 6 . . . 0 8 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,342
Positions
21,771 25,688 2,637 2,933 4,204 486 7,532 6,162 4,056 4,025 160 1,279 5,624 5,670
Changes from: September 27, 2011 Total Change is: 2,514
-1,697 4,119 88 -460 555 -103 4,823 -1,050 -911 -649 -400 337 1,085 -121
Percent of Open Interest Represented by Each Category of Trader
43.2 51.0 5.2 5.8 8.4 1.0 15.0 12.2 8.1 8.0 0.3 2.5 11.2 11.3
Number of Traders in Each Category Total Traders: 86
22 12 6 5 9 . 21 11 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 12,362
Positions
7,733 8,583 0 565 292 0 803 2,658 0 1,601 0 0 1,660 829
Changes from: September 27, 2011 Total Change is: -1,280
-1,543 -1,000 0 -45 0 0 29 -389 0 23 0 0 256 109
Percent of Open Interest Represented by Each Category of Trader
62.6 69.4 0.0 4.6 2.4 0.0 6.5 21.5 0.0 13.0 0.0 0.0 13.4 6.7
Number of Traders in Each Category Total Traders: 20
7 5 0 . . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,959
Positions
32,721 38,856 628 4,736 7,824 972 19,659 13,209 1,910 7,391 2,864 14 7,928 9,682
Changes from: September 27, 2011 Total Change is: 7,587
-673 9,871 541 -830 1,109 -206 8,848 -2,062 -1,081 -658 -115 -11 1,657 -459
Percent of Open Interest Represented by Each Category of Trader
43.1 51.2 0.8 6.2 10.3 1.3 25.9 17.4 2.5 9.7 3.8 0.0 10.4 12.7
Number of Traders in Each Category Total Traders: 82
21 12 . 4 8 . 21 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 925,564
Positions
130,547 118,180 40,978 372,179 268,429 71,351 83,496 178,137 51,901 19,990 45,166 8,058 147,063 143,364
Changes from: September 27, 2011 Total Change is: 44,471
14,103 -3,923 7,009 -10,853 24,832 7,978 3,440 7,490 10,308 -319 -9,341 2,113 10,692 -1,995
Percent of Open Interest Represented by Each Category of Trader
14.1 12.8 4.4 40.2 29.0 7.7 9.0 19.2 5.6 2.2 4.9 0.9 15.9 15.5
Number of Traders in Each Category Total Traders: 597
33 59 27 103 82 63 75 153 76 31 59 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 296,855
Positions
50,021 62,493 6,936 112,818 47,896 11,600 33,117 65,716 1,060 9,164 15,940 596 71,543 84,618
Changes from: September 27, 2011 Total Change is: 11,121
6,877 2,020 200 -5,146 3,975 -22 778 6,957 99 680 -1,712 358 7,297 -754
Percent of Open Interest Represented by Each Category of Trader
16.9 21.1 2.3 38.0 16.1 3.9 11.2 22.1 0.4 3.1 5.4 0.2 24.1 28.5
Number of Traders in Each Category Total Traders: 131
12 16 6 25 16 14 20 30 9 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,143,543
Positions
536,261 412,063 36,581 1,314,233 1,120,091 281,325 451,553 761,764 54,547 82,327 174,326 9,116 377,600 293,730
Changes from: September 27, 2011 Total Change is: 166,750
70,162 4,317 11 -25,286 107,531 36,753 39,190 28,545 25,168 2,243 -30,904 1,536 16,973 -6,207
Percent of Open Interest Represented by Each Category of Trader
17.1 13.1 1.2 41.8 35.6 8.9 14.4 24.2 1.7 2.6 5.5 0.3 12.0 9.3
Number of Traders in Each Category Total Traders: 563
35 52 16 91 77 55 77 143 57 31 57 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,580
Positions
31,120 14,121 66 51,730 65,812 12,407 12,293 13,608 422 1,534 6,784 0 8,008 4,360
Changes from: September 27, 2011 Total Change is: 11,272
12,927 -5,093 41 -14,082 8,787 7,310 3,524 294 388 56 346 0 1,108 -801
Percent of Open Interest Represented by Each Category of Trader
26.5 12.0 0.1 44.0 56.0 10.6 10.5 11.6 0.4 1.3 5.8 0.0 6.8 3.7
Number of Traders in Each Category Total Traders: 86
8 8 . 30 16 10 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 79,939
Positions
24,850 23,238 2,794 18,655 21,527 1,474 15,013 11,558 4,865 1,026 3,702 46 11,217 10,736
Changes from: September 27, 2011 Total Change is: 3,112
682 -3,636 1,568 -939 1,565 14 -1,101 72 2,133 83 1,335 -171 843 233
Percent of Open Interest Represented by Each Category of Trader
31.1 29.1 3.5 23.3 26.9 1.8 18.8 14.5 6.1 1.3 4.6 0.1 14.0 13.4
Number of Traders in Each Category Total Traders: 216
24 25 8 28 28 12 43 50 17 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 15,366
Positions
5,805 10,202 20 269 300 0 2,187 2,460 0 0 1,082 0 7,085 1,302
Changes from: September 27, 2011 Total Change is: 1,856
1,419 -640 0 0 0 0 -118 2,217 0 -200 1,082 0 755 -803
Percent of Open Interest Represented by Each Category of Trader
37.8 66.4 0.1 1.8 2.0 0.0 14.2 16.0 0.0 0.0 7.0 0.0 46.1 8.5
Number of Traders in Each Category Total Traders: 24
9 7 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 322,866
Positions
107,658 77,610 1,437 91,931 106,137 7,369 81,428 62,786 7,029 5,128 13,100 228 20,658 47,170
Changes from: September 27, 2011 Total Change is: 6,280
3,427 -7,871 729 -4,693 7,824 70 -11 -5,824 5,761 416 266 143 438 5,182
Percent of Open Interest Represented by Each Category of Trader
33.3 24.0 0.4 28.5 32.9 2.3 25.2 19.4 2.2 1.6 4.1 0.1 6.4 14.6
Number of Traders in Each Category Total Traders: 214
23 24 4 28 28 12 43 50 13 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 493,067
Positions
274,899 32,040 18,343 101,504 223,240 37,567 40,736 125,753 4,102 1,884 29,205 0 14,032 22,817
Changes from: September 27, 2011 Total Change is: 27,074
14,646 5,095 995 1,312 5,386 -3,833 11,608 9,131 1,444 369 8,336 0 533 520
Percent of Open Interest Represented by Each Category of Trader
55.8 6.5 3.7 20.6 45.3 7.6 8.3 25.5 0.8 0.4 5.9 0.0 2.8 4.6
Number of Traders in Each Category Total Traders: 243
23 10 . 49 51 29 23 66 12 4 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,487
Positions
8,181 1,300 70 3,722 2,317 96 5,552 4,986 5 467 5,433 0 7,394 11,280
Changes from: September 27, 2011 Total Change is: -285
1,199 -450 0 38 13 -102 -2,079 87 3 31 220 0 625 -56
Percent of Open Interest Represented by Each Category of Trader
32.1 5.1 0.3 14.6 9.1 0.4 21.8 19.6 0.0 1.8 21.3 0.0 29.0 44.3
Number of Traders in Each Category Total Traders: 41
10 . . 7 4 . 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,915
Positions
10,532 14,638 668 6,577 6,367 339 3,460 6,822 1,930 957 0 0 12,452 6,151
Changes from: September 27, 2011 Total Change is: 6,280
-807 289 95 -35 3,098 0 83 -454 1,356 -142 0 0 5,730 1,896
Percent of Open Interest Represented by Each Category of Trader
28.5 39.7 1.8 17.8 17.2 0.9 9.4 18.5 5.2 2.6 0.0 0.0 33.7 16.7
Number of Traders in Each Category Total Traders: 52
14 11 . 6 . . . 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,503
Positions
1,373 1,572 1,628 28,418 28,718 4,991 4,166 5,762 5 284 0 0 3,638 1,827
Changes from: September 27, 2011 Total Change is: 784
547 -184 -8 29 704 -54 4 57 0 0 0 0 266 269
Percent of Open Interest Represented by Each Category of Trader
3.1 3.5 3.7 63.9 64.5 11.2 9.4 12.9 0.0 0.6 0.0 0.0 8.2 4.1
Number of Traders in Each Category Total Traders: 53
. . . 17 21 8 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,284
Positions
11,623 26,154 3,762 29,471 11,631 1,596 7,919 7,807 629 2,005 1,915 371 5,908 9,419
Changes from: September 27, 2011 Total Change is: 5,682
875 -1,755 823 1,640 221 123 1,721 -839 -8 -9 184 18 499 6,915
Percent of Open Interest Represented by Each Category of Trader
18.4 41.3 5.9 46.6 18.4 2.5 12.5 12.3 1.0 3.2 3.0 0.6 9.3 14.9
Number of Traders in Each Category Total Traders: 72
11 11 . 15 8 4 13 6 . 6 . .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 626,846
Positions
15,349 138,448 1,756 345,477 116,756 75,756 42,700 102,065 4,173 8,250 52,853 0 133,385 135,039
Changes from: September 27, 2011 Total Change is: -11,444
875 2,350 287 645 -9,382 1,968 890 1,875 -13,041 270 378 0 -3,338 4,121
Percent of Open Interest Represented by Each Category of Trader
2.4 22.1 0.3 55.1 18.6 12.1 6.8 16.3 0.7 1.3 8.4 0.0 21.3 21.5
Number of Traders in Each Category Total Traders: 163
10 25 5 43 20 32 25 30 12 . 8 0
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 376,982
Positions
8,537 169,468 455 263,521 17,222 29,837 2,003 103,738 3,598 2,875 5,168 0 66,156 47,496
Changes from: September 27, 2011 Total Change is: -266
-4,036 -5,852 -2,405 2,519 981 3,959 110 -5,059 1,832 -2,267 3,046 0 22 3,232
Percent of Open Interest Represented by Each Category of Trader
2.3 45.0 0.1 69.9 4.6 7.9 0.5 27.5 1.0 0.8 1.4 0.0 17.5 12.6
Number of Traders in Each Category Total Traders: 76
4 13 4 38 5 15 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 735,257
Positions
78,517 61,236 761 142,682 225,188 85,927 241,001 146,081 30,375 49,674 53,902 1,847 104,473 129,940
Changes from: September 27, 2011 Total Change is: -24,075
6,287 -22,293 -5,457 9,534 1,759 -960 -17,369 -4,281 -7,640 -3,853 3,302 336 -4,953 11,159
Percent of Open Interest Represented by Each Category of Trader
10.7 8.3 0.1 19.4 30.6 11.7 32.8 19.9 4.1 6.8 7.3 0.3 14.2 17.7
Number of Traders in Each Category Total Traders: 219
18 22 5 33 47 40 30 36 21 8 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,496,381
Positions
93,107 138,317 23,038 646,580 545,172 219,623 153,904 168,385 16,818 49,606 84,224 4,268 289,437 296,536
Changes from: September 27, 2011 Total Change is: -58,952
5,467 -33,969 -1,734 -50,744 3,934 18,996 -7,876 -18,880 -4,906 -13,850 -7,428 4,268 -8,573 -19,233
Percent of Open Interest Represented by Each Category of Trader
6.2 9.2 1.5 43.2 36.4 14.7 10.3 11.3 1.1 3.3 5.6 0.3 19.3 19.8
Number of Traders in Each Category Total Traders: 226
21 29 11 31 56 49 26 48 20 6 9 .
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,228,941
Positions
97,690 135,899 9,308 405,021 542,868 114,574 194,070 90,914 35,094 170,140 55,706 13,450 189,594 231,128
Changes from: September 27, 2011 Total Change is: -65,232
5,575 -1,398 -4,221 5,983 -49,260 3,776 -85,856 11,749 5,590 13,133 -1,117 -8,070 -1,142 -22,281
Percent of Open Interest Represented by Each Category of Trader
7.9 11.1 0.8 33.0 44.2 9.3 15.8 7.4 2.9 13.8 4.5 1.1 15.4 18.8
Number of Traders in Each Category Total Traders: 188
8 30 9 20 47 33 35 30 15 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 623,049
Positions
250,735 245,045 177,010 3,407 5,364 3,524 54,240 51,356 85,091 9,417 5,078 8,800 30,825 41,781
Changes from: September 27, 2011 Total Change is: -65,716
-22,221 -26,074 -7,237 -793 -818 90 -21,074 -23,449 -13,106 679 2 -122 -1,932 4,998
Percent of Open Interest Represented by Each Category of Trader
40.2 39.3 28.4 0.5 0.9 0.6 8.7 8.2 13.7 1.5 0.8 1.4 4.9 6.7
Number of Traders in Each Category Total Traders: 119
29 28 50 . 4 . 20 20 26 . 4 4
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,328,105
Positions
775,761 2,918,959 1,771,558 2,763,126 37,266 122,106 708,260 758,811 1,245,090 71,495 445,252 153,735 716,974 875,328
Changes from: September 27, 2011 Total Change is: -50,616
41,771 -141,440 99,340 -166,717 -7,244 -7,293 -4,067 -66,433 -430 6,710 27,956 -17,062 -2,868 61,990
Percent of Open Interest Represented by Each Category of Trader
9.3 35.0 21.3 33.2 0.4 1.5 8.5 9.1 15.0 0.9 5.3 1.8 8.6 10.5
Number of Traders in Each Category Total Traders: 256
29 59 83 12 7 18 52 57 85 8 15 17
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,970
Positions
4,669 3,314 0 734 818 12 1,702 6,486 40 3,500 240 0 313 60
Changes from: September 27, 2011 Total Change is: -414
-220 41 0 -59 -28 0 -48 -459 31 -100 0 0 -18 1
Percent of Open Interest Represented by Each Category of Trader
42.6 30.2 0.0 6.7 7.5 0.1 15.5 59.1 0.4 31.9 2.2 0.0 2.9 0.5
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,434
Positions
11,686 8,075 0 1,454 2,122 48 835 3,629 0 80 435 0 331 125
Changes from: September 27, 2011 Total Change is: -389
-786 -398 0 -20 271 26 323 -355 0 0 0 0 68 67
Percent of Open Interest Represented by Each Category of Trader
81.0 55.9 0.0 10.1 14.7 0.3 5.8 25.1 0.0 0.6 3.0 0.0 2.3 0.9
Number of Traders in Each Category Total Traders: 27
4 4 0 . 4 . 5 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,521
Positions
21,140 57,602 500 4,149 244 450 31,027 10,326 1,039 3,414 722 2 10,800 1,636
Changes from: September 27, 2011 Total Change is: 3,890
1,169 3,720 0 1,921 0 -214 2,093 1,048 -228 -1,356 -54 0 505 -382
Percent of Open Interest Represented by Each Category of Trader
29.2 79.4 0.7 5.7 0.3 0.6 42.8 14.2 1.4 4.7 1.0 0.0 14.9 2.3
Number of Traders in Each Category Total Traders: 108
6 5 . 6 . . 46 14 . 27 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 146,895
Positions
27,505 34,589 41,039 4,507 1,806 5,534 17,948 12,286 20,627 2,609 1,526 12,376 14,750 17,112
Changes from: September 27, 2011 Total Change is: -2,345
-3,038 -5,502 1,289 392 1,154 -804 2,848 -573 -788 266 414 -1,403 -1,107 3,868
Percent of Open Interest Represented by Each Category of Trader
18.7 23.5 27.9 3.1 1.2 3.8 12.2 8.4 14.0 1.8 1.0 8.4 10.0 11.6
Number of Traders in Each Category Total Traders: 101
11 10 16 9 4 10 25 12 27 6 9 16
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Traders in Financial Futures - Futures Only Positions as of October 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,432
Positions
1,858 450 0 1,749 999 0 6,705 2,032 241 150 7,322 305 424 83
Changes from: September 27, 2011 Total Change is: 2,119
98 0 0 59 -62 0 2,099 427 -249 0 1,821 101 11 81
Percent of Open Interest Represented by Each Category of Trader
16.3 3.9 0.0 15.3 8.7 0.0 58.7 17.8 2.1 1.3 64.0 2.7 3.7 0.7
Number of Traders in Each Category Total Traders: 24
. . 0 4 . 0 5 5 . . . .
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Updated October 7, 2011