Traders in Financial Futures - Futures Only Positions as of October 25, 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 120,187
Positions
39,552 16,233 633 18,758 31,729 373 21,585 40,479 4,613 9,285 688 0 25,388 25,439
Changes from: October 18, 2011 Total Change is: -2,887
-2,756 2,811 2 -1,204 -567 -15 987 -3,820 30 242 -414 -133 -40 -781
Percent of Open Interest Represented by Each Category of Trader
32.9 13.5 0.5 15.6 26.4 0.3 18.0 33.7 3.8 7.7 0.6 0.0 21.1 21.2
Number of Traders in Each Category Total Traders: 76
10 9 5 6 5 . 12 21 7 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 27,697
Positions
4,580 6,586 212 1,139 1,374 166 10,163 5,318 113 0 0 0 11,324 13,928
Changes from: October 18, 2011 Total Change is: 1,600
-1,217 -17 77 0 -8 0 328 249 70 0 0 0 2,342 1,229
Percent of Open Interest Represented by Each Category of Trader
16.5 23.8 0.8 4.1 5.0 0.6 36.7 19.2 0.4 0.0 0.0 0.0 40.9 50.3
Number of Traders in Each Category Total Traders: 34
5 7 . . . . 7 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 171,560
Positions
107,059 1,531 163 8,425 62,033 2,396 34,375 76,031 1,908 1,581 2,724 0 15,653 24,774
Changes from: October 18, 2011 Total Change is: -4,267
-10,703 -147 -18 -220 214 219 3,253 379 -226 -126 -2 0 3,554 -4,686
Percent of Open Interest Represented by Each Category of Trader
62.4 0.9 0.1 4.9 36.2 1.4 20.0 44.3 1.1 0.9 1.6 0.0 9.1 14.4
Number of Traders in Each Category Total Traders: 90
13 5 5 5 16 5 17 28 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 165,616
Positions
1,337 106,927 122 55,311 8,398 1,424 71,719 16,668 431 2,241 2,596 0 33,031 29,050
Changes from: October 18, 2011 Total Change is: 13,361
-1,101 16,160 47 -2,220 -1,230 142 7,714 -1,289 99 574 254 0 8,106 -822
Percent of Open Interest Represented by Each Category of Trader
0.8 64.6 0.1 33.4 5.1 0.9 43.3 10.1 0.3 1.4 1.6 0.0 19.9 17.5
Number of Traders in Each Category Total Traders: 114
. 16 4 12 6 4 41 25 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 235,774
Positions
98,779 31,117 220 37,864 34,209 8,183 51,243 91,709 432 6,485 9,206 425 32,143 60,273
Changes from: October 18, 2011 Total Change is: 5,291
471 6,547 -183 7,276 -2,525 -93 -3,516 4,158 -189 -383 -2,449 0 1,908 25
Percent of Open Interest Represented by Each Category of Trader
41.9 13.2 0.1 16.1 14.5 3.5 21.7 38.9 0.2 2.8 3.9 0.2 13.6 25.6
Number of Traders in Each Category Total Traders: 169
27 11 4 14 24 11 19 55 9 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 126,816
Positions
48,439 42,515 114 2,936 37,824 807 54,239 19,455 49 1,955 1,998 1 18,276 24,053
Changes from: October 18, 2011 Total Change is: 5,125
-2,940 2,943 -15 1 -1,188 -7 5,283 2,406 49 503 -35 1 2,250 971
Percent of Open Interest Represented by Each Category of Trader
38.2 33.5 0.1 2.3 29.8 0.6 42.8 15.3 0.0 1.5 1.6 0.0 14.4 19.0
Number of Traders in Each Category Total Traders: 72
10 10 . . 6 . 18 19 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 88,737
Positions
53,821 45,834 29,662 0 0 0 4,067 11,937 1,004 0 0 0 183 300
Changes from: October 18, 2011 Total Change is: 1,850
1,564 1,934 797 0 0 0 -469 -674 0 0 0 0 -42 -207
Percent of Open Interest Represented by Each Category of Trader
60.7 51.7 33.4 0.0 0.0 0.0 4.6 13.5 1.1 0.0 0.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 21
8 9 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 96,313
Positions
54,326 41,195 0 27,389 3,621 827 9,749 41,483 418 1,110 3,131 0 2,494 5,638
Changes from: October 18, 2011 Total Change is: 5,364
2,350 -1,136 0 5,543 713 86 -2,713 5,432 128 -31 164 0 1 -23
Percent of Open Interest Represented by Each Category of Trader
56.4 42.8 0.0 28.4 3.8 0.9 10.1 43.1 0.4 1.2 3.3 0.0 2.6 5.9
Number of Traders in Each Category Total Traders: 81
7 13 0 5 6 . 10 28 5 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 24,675
Positions
9,655 18,524 18 146 388 0 12,555 3,867 0 367 482 0 1,934 1,396
Changes from: October 18, 2011 Total Change is: 620
-700 1,260 13 -12 150 0 1,238 -402 0 5 140 0 76 -541
Percent of Open Interest Represented by Each Category of Trader
39.1 75.1 0.1 0.6 1.6 0.0 50.9 15.7 0.0 1.5 2.0 0.0 7.8 5.7
Number of Traders in Each Category Total Traders: 39
5 9 . . . 0 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 53,649
Positions
22,561 23,878 4,171 3,567 3,484 573 7,436 7,457 3,161 1,962 174 1,936 8,285 8,817
Changes from: October 18, 2011 Total Change is: 3,285
-120 -3,087 1,555 346 257 59 -985 1,551 -188 -277 174 470 2,425 2,494
Percent of Open Interest Represented by Each Category of Trader
42.1 44.5 7.8 6.6 6.5 1.1 13.9 13.9 5.9 3.7 0.3 3.6 15.4 16.4
Number of Traders in Each Category Total Traders: 91
23 11 9 4 8 . 18 21 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 14,406
Positions
8,980 7,634 165 705 282 0 838 2,548 22 1,756 0 180 1,760 3,575
Changes from: October 18, 2011 Total Change is: 1,986
1,247 -949 165 30 0 0 -10 0 22 130 0 180 222 2,568
Percent of Open Interest Represented by Each Category of Trader
62.3 53.0 1.1 4.9 2.0 0.0 5.8 17.7 0.2 12.2 0.0 1.2 12.2 24.8
Number of Traders in Each Category Total Traders: 20
8 4 . . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 78,486
Positions
34,926 40,253 246 5,723 6,404 1,145 19,321 15,942 153 3,923 3,860 0 13,049 10,483
Changes from: October 18, 2011 Total Change is: 2,597
-55 -1,596 100 631 514 117 -2,037 3,014 -332 -233 928 0 4,406 -148
Percent of Open Interest Represented by Each Category of Trader
44.5 51.3 0.3 7.3 8.2 1.5 24.6 20.3 0.2 5.0 4.9 0.0 16.6 13.4
Number of Traders in Each Category Total Traders: 88
22 12 . . 7 . 20 19 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 896,677
Positions
111,134 124,611 61,167 367,220 229,228 64,509 77,493 174,607 56,581 16,480 43,608 6,590 135,502 135,777
Changes from: October 18, 2011 Total Change is: 4,356
-6,219 -3,308 7,577 -8,728 2,008 -443 3,143 -3,809 10,947 339 -1,733 392 -2,650 -7,274
Percent of Open Interest Represented by Each Category of Trader
12.4 13.9 6.8 41.0 25.6 7.2 8.6 19.5 6.3 1.8 4.9 0.7 15.1 15.1
Number of Traders in Each Category Total Traders: 578
31 59 29 112 75 63 74 143 70 26 58 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 295,815
Positions
47,179 70,389 9,930 109,714 46,825 11,787 42,793 64,349 2,704 5,082 12,958 296 66,330 76,577
Changes from: October 18, 2011 Total Change is: 4,256
1,766 2,193 1,221 -2,173 310 161 2,690 7,402 338 143 -1,421 -13 123 -5,935
Percent of Open Interest Represented by Each Category of Trader
15.9 23.8 3.4 37.1 15.8 4.0 14.5 21.8 0.9 1.7 4.4 0.1 22.4 25.9
Number of Traders in Each Category Total Traders: 123
14 14 5 27 14 13 18 26 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 3,004,309
Positions
536,439 487,771 39,521 1,301,009 925,493 250,132 398,479 776,268 44,405 82,292 178,550 6,171 345,861 295,998
Changes from: October 18, 2011 Total Change is: 498
-6,948 5,472 -1,198 -32,105 9,163 -3,694 46,718 -11,600 8,589 1,623 -918 1,379 -13,866 -6,695
Percent of Open Interest Represented by Each Category of Trader
17.9 16.2 1.3 43.3 30.8 8.3 13.3 25.8 1.5 2.7 5.9 0.2 11.5 9.9
Number of Traders in Each Category Total Traders: 549
34 52 17 99 71 56 76 136 51 25 56 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 108,847
Positions
23,156 17,192 54 54,767 57,705 9,149 11,457 12,494 59 1,710 6,722 0 8,495 5,472
Changes from: October 18, 2011 Total Change is: -2,037
-796 562 -31 -3,125 -976 76 1,159 -1,791 -162 277 363 0 565 -78
Percent of Open Interest Represented by Each Category of Trader
21.3 15.8 0.0 50.3 53.0 8.4 10.5 11.5 0.1 1.6 6.2 0.0 7.8 5.0
Number of Traders in Each Category Total Traders: 89
9 9 . 33 13 9 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 90,514
Positions
20,905 38,969 6,081 22,404 15,277 1,410 20,274 9,795 4,162 1,262 3,395 28 13,987 11,398
Changes from: October 18, 2011 Total Change is: 5,518
-2,068 1,024 1,953 945 -308 -50 3,069 1,126 1,928 -119 -67 -1 -139 -87
Percent of Open Interest Represented by Each Category of Trader
23.1 43.1 6.7 24.8 16.9 1.6 22.4 10.8 4.6 1.4 3.8 0.0 15.5 12.6
Number of Traders in Each Category Total Traders: 212
25 26 9 33 18 9 50 44 16 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 23,028
Positions
10,068 18,450 20 0 300 0 3,369 1,840 0 0 1,374 0 9,571 1,044
Changes from: October 18, 2011 Total Change is: 2,951
1,724 1,212 0 -269 0 0 1,062 1,840 0 0 292 0 434 -393
Percent of Open Interest Represented by Each Category of Trader
43.7 80.1 0.1 0.0 1.3 0.0 14.6 8.0 0.0 0.0 6.0 0.0 41.6 4.5
Number of Traders in Each Category Total Traders: 23
8 7 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 337,429
Positions
82,440 130,849 2,050 112,018 74,885 7,051 103,454 58,701 1,883 6,312 10,103 139 22,082 51,768
Changes from: October 18, 2011 Total Change is: 12,835
-9,502 8,517 307 6,069 -1,539 -249 18,780 5,174 898 -597 -1,795 -6 -2,865 1,528
Percent of Open Interest Represented by Each Category of Trader
24.4 38.8 0.6 33.2 22.2 2.1 30.7 17.4 0.6 1.9 3.0 0.0 6.5 15.3
Number of Traders in Each Category Total Traders: 210
25 24 5 33 18 9 51 43 12 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 459,940
Positions
242,366 27,980 20,716 111,341 208,893 32,779 31,984 120,264 2,896 1,376 26,987 0 16,482 19,425
Changes from: October 18, 2011 Total Change is: 4,289
-1,045 568 2,253 -2,495 -468 -692 4,146 1,862 1,468 -9 1,383 0 663 -2,085
Percent of Open Interest Represented by Each Category of Trader
52.7 6.1 4.5 24.2 45.4 7.1 7.0 26.1 0.6 0.3 5.9 0.0 3.6 4.2
Number of Traders in Each Category Total Traders: 242
26 10 . 48 46 26 27 64 12 . 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 26,427
Positions
10,294 1,520 70 3,461 2,086 96 5,374 5,759 12 216 5,169 0 6,904 11,715
Changes from: October 18, 2011 Total Change is: 848
1,248 220 0 -84 0 0 181 861 1 0 -5 0 -498 -229
Percent of Open Interest Represented by Each Category of Trader
39.0 5.8 0.3 13.1 7.9 0.4 20.3 21.8 0.0 0.8 19.6 0.0 26.1 44.3
Number of Traders in Each Category Total Traders: 44
13 . . 7 4 . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 40,811
Positions
15,726 7,639 461 8,907 2,548 834 4,630 8,627 1,555 602 331 0 8,096 18,816
Changes from: October 18, 2011 Total Change is: 6,546
4,771 -3,136 -449 1,936 -412 383 -244 3,922 24 -223 -258 0 348 6,472
Percent of Open Interest Represented by Each Category of Trader
38.5 18.7 1.1 21.8 6.2 2.0 11.3 21.1 3.8 1.5 0.8 0.0 19.8 46.1
Number of Traders in Each Category Total Traders: 58
17 10 . 8 . . 6 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 41,316
Positions
740 2,923 1,163 29,194 22,383 4,320 2,157 8,337 196 284 0 0 3,262 1,994
Changes from: October 18, 2011 Total Change is: 935
261 787 -56 493 -1,292 -474 24 1,200 181 0 0 0 506 589
Percent of Open Interest Represented by Each Category of Trader
1.8 7.1 2.8 70.7 54.2 10.5 5.2 20.2 0.5 0.7 0.0 0.0 7.9 4.8
Number of Traders in Each Category Total Traders: 54
. . . 18 19 8 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 65,908
Positions
18,175 23,924 50 28,168 11,517 2,537 8,094 4,703 773 2,298 2,488 464 5,349 19,452
Changes from: October 18, 2011 Total Change is: 829
3,185 374 0 -42 232 -14 -1,833 143 -79 312 65 27 -727 81
Percent of Open Interest Represented by Each Category of Trader
27.6 36.3 0.1 42.7 17.5 3.8 12.3 7.1 1.2 3.5 3.8 0.7 8.1 29.5
Number of Traders in Each Category Total Traders: 71
12 8 . 16 9 4 12 5 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 620,520
Positions
14,293 135,567 3,495 292,354 92,749 91,211 52,860 109,589 9,844 18,269 59,164 869 137,325 118,032
Changes from: October 18, 2011 Total Change is: 8,231
-2,963 8,943 515 -15,671 -179 10,606 10,182 -7,234 4,317 307 4,305 869 69 -13,911
Percent of Open Interest Represented by Each Category of Trader
2.3 21.8 0.6 47.1 14.9 14.7 8.5 17.7 1.6 2.9 9.5 0.1 22.1 19.0
Number of Traders in Each Category Total Traders: 158
11 21 5 39 22 30 33 19 15 6 7 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 2011
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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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 373,817
Positions
4,909 171,276 305 261,616 18,714 34,877 4,620 103,896 991 2,875 3,415 0 63,624 40,343
Changes from: October 18, 2011 Total Change is: -4,156
-2,051 -9,752 234 -5,789 4,242 4,845 0 2,092 220 0 28 0 -1,615 -6,065
Percent of Open Interest Represented by Each Category of Trader
1.3 45.8 0.1 70.0 5.0 9.3 1.2 27.8 0.3 0.8 0.9 0.0 17.0 10.8
Number of Traders in Each Category Total Traders: 75
. 14 . 37 6 19 . 12 . . . 0
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 723,030
Positions
83,206 93,141 4,336 120,118 221,542 84,701 253,654 140,918 18,340 47,550 46,353 2,811 108,314 110,888
Changes from: October 18, 2011 Total Change is: 20,274
-7,925 31,070 -226 1,218 -1,004 -3,534 28,553 -13,434 1,520 -7,465 3,630 0 8,133 2,252
Percent of Open Interest Represented by Each Category of Trader
11.5 12.9 0.6 16.6 30.6 11.7 35.1 19.5 2.5 6.6 6.4 0.4 15.0 15.3
Number of Traders in Each Category Total Traders: 219
14 24 8 31 48 39 36 36 19 10 19 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,504,168
Positions
136,520 117,913 18,731 594,165 607,922 177,984 227,842 117,710 27,813 45,566 117,865 760 274,787 317,470
Changes from: October 18, 2011 Total Change is: 9,827
-7,395 -31,595 1,958 -4,433 41,075 -24,126 16,940 -20,675 7,588 6,072 7,157 -172 13,395 28,617
Percent of Open Interest Represented by Each Category of Trader
9.1 7.8 1.2 39.5 40.4 11.8 15.1 7.8 1.8 3.0 7.8 0.1 18.3 21.1
Number of Traders in Each Category Total Traders: 236
28 24 17 28 58 46 47 31 25 6 14 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,249,117
Positions
97,000 157,248 10,619 340,812 492,495 150,161 261,071 127,617 17,494 178,534 63,655 328 193,098 229,500
Changes from: October 18, 2011 Total Change is: 76,155
1,512 8,969 4,912 -2,543 13,759 9,691 21,338 32,636 5,675 38,458 617 328 -3,216 -432
Percent of Open Interest Represented by Each Category of Trader
7.8 12.6 0.9 27.3 39.4 12.0 20.9 10.2 1.4 14.3 5.1 0.0 15.5 18.4
Number of Traders in Each Category Total Traders: 186
9 33 8 22 41 35 39 25 17 8 9 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 641,904
Positions
248,970 258,489 197,427 3,807 5,594 3,570 58,362 45,700 76,973 10,349 5,502 8,295 34,151 40,354
Changes from: October 18, 2011 Total Change is: 19,912
8,372 12,795 4,215 0 0 0 1,671 -212 -39 971 0 258 4,464 2,895
Percent of Open Interest Represented by Each Category of Trader
38.8 40.3 30.8 0.6 0.9 0.6 9.1 7.1 12.0 1.6 0.9 1.3 5.3 6.3
Number of Traders in Each Category Total Traders: 117
28 30 53 . 4 . 19 20 23 . 5 5
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 8,223,952
Positions
1,099,065 2,687,377 1,807,794 2,346,558 48,171 146,521 606,923 701,501 1,284,085 73,041 477,086 136,580 723,385 934,837
Changes from: October 18, 2011 Total Change is: 88,116
88,843 17,636 46,665 -155,155 10,369 20,333 250 -51,952 50,508 4,065 6,154 -7,041 39,648 -4,556
Percent of Open Interest Represented by Each Category of Trader
13.4 32.7 22.0 28.5 0.6 1.8 7.4 8.5 15.6 0.9 5.8 1.7 8.8 11.4
Number of Traders in Each Category Total Traders: 251
35 50 80 12 12 19 42 57 84 9 13 15
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 9,502
Positions
4,750 2,818 0 1,428 841 7 1,451 5,552 1 1,585 170 0 280 113
Changes from: October 18, 2011 Total Change is: -289
548 149 0 -3 55 -5 -469 -89 -365 0 -20 0 5 -14
Percent of Open Interest Represented by Each Category of Trader
50.0 29.7 0.0 15.0 8.9 0.1 15.3 58.4 0.0 16.7 1.8 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 14,135
Positions
11,332 7,159 0 1,447 2,648 46 977 3,712 0 40 415 0 293 155
Changes from: October 18, 2011 Total Change is: -141
483 -748 0 0 522 0 -649 72 0 0 0 0 25 13
Percent of Open Interest Represented by Each Category of Trader
80.2 50.6 0.0 10.2 18.7 0.3 6.9 26.3 0.0 0.3 2.9 0.0 2.1 1.1
Number of Traders in Each Category Total Traders: 28
4 5 0 . 4 . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 63,947
Positions
22,001 47,900 504 3,186 181 527 22,732 10,831 648 5,053 751 3 9,293 2,602
Changes from: October 18, 2011 Total Change is: -4,059
754 -8,986 4 -572 0 5 -3,972 5,243 -605 672 -130 0 -345 410
Percent of Open Interest Represented by Each Category of Trader
34.4 74.9 0.8 5.0 0.3 0.8 35.5 16.9 1.0 7.9 1.2 0.0 14.5 4.1
Number of Traders in Each Category Total Traders: 107
4 7 . 7 . . 33 16 6 32 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 133,700
Positions
35,286 41,366 30,323 4,446 834 2,832 11,704 11,198 19,633 3,327 1,695 10,247 15,902 15,572
Changes from: October 18, 2011 Total Change is: -14,883
-690 4,732 -3,881 430 0 -869 -7,166 -9,357 -1,212 2,109 606 -1,531 -2,073 -3,371
Percent of Open Interest Represented by Each Category of Trader
26.4 30.9 22.7 3.3 0.6 2.1 8.8 8.4 14.7 2.5 1.3 7.7 11.9 11.6
Number of Traders in Each Category Total Traders: 83
10 8 13 7 . 6 17 17 23 5 5 11
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 13,404
Positions
2,114 0 0 1,738 1,507 0 8,521 2,512 71 150 8,869 434 376 11
Changes from: October 18, 2011 Total Change is: 98
-194 0 0 10 35 0 299 63 0 -103 -45 45 41 0
Percent of Open Interest Represented by Each Category of Trader
15.8 0.0 0.0 13.0 11.2 0.0 63.6 18.7 0.5 1.1 66.2 3.2 2.8 0.1
Number of Traders in Each Category Total Traders: 26
4 0 0 4 4 0 6 5 . . . .
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Updated October 28, 2011