Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 134,839
Positions
39,032 10,226 7,401 21,245 32,709 283 17,889 46,260 8,015 12,410 1,398 721 27,842 27,825
Changes from: October 4, 2011 Total Change is: 11,601
23,057 -10,288 -845 -1,790 19,574 -43 5,424 9,516 -2,571 -126 324 -387 -11,117 -3,678
Percent of Open Interest Represented by Each Category of Trader
28.9 7.6 5.5 15.8 24.3 0.2 13.3 34.3 5.9 9.2 1.0 0.5 20.6 20.6
Number of Traders in Each Category Total Traders: 85
10 10 10 6 6 . 12 23 13 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 32,093
Positions
5,443 6,776 2,271 1,384 1,385 129 8,380 4,374 4,634 0 0 0 9,852 12,524
Changes from: October 4, 2011 Total Change is: -6,401
-1,019 -245 -1,276 63 454 0 1,664 -79 -4,829 0 -21 -50 -954 -355
Percent of Open Interest Represented by Each Category of Trader
17.0 21.1 7.1 4.3 4.3 0.4 26.1 13.6 14.4 0.0 0.0 0.0 30.7 39.0
Number of Traders in Each Category Total Traders: 35
4 9 6 . . . 8 10 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 190,968
Positions
126,049 2,587 2,885 10,362 61,231 1,971 29,770 80,743 4,535 1,666 3,219 0 13,729 33,797
Changes from: October 4, 2011 Total Change is: -2,525
8,397 416 -3,154 -700 14,515 19 -1,839 -7,731 -7,426 1,663 -2 -236 752 1,073
Percent of Open Interest Represented by Each Category of Trader
66.0 1.4 1.5 5.4 32.1 1.0 15.6 42.3 2.4 0.9 1.7 0.0 7.2 17.7
Number of Traders in Each Category Total Traders: 97
15 7 6 6 15 4 15 33 14 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 162,670
Positions
2,129 94,938 4,862 60,759 9,141 1,172 61,240 15,783 2,804 1,746 2,489 88 27,871 31,393
Changes from: October 4, 2011 Total Change is: 15,823
-46 20,042 -1,237 18,326 -1,038 -41 1,453 1,839 -2,047 -3 7 -8 -572 -1,692
Percent of Open Interest Represented by Each Category of Trader
1.3 58.4 3.0 37.4 5.6 0.7 37.6 9.7 1.7 1.1 1.5 0.1 17.1 19.3
Number of Traders in Each Category Total Traders: 97
. 14 10 11 7 4 28 25 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 266,323
Positions
98,495 24,522 9,941 26,832 39,925 5,653 50,633 78,287 26,654 5,603 8,982 2,900 39,612 69,457
Changes from: October 4, 2011 Total Change is: -28,048
-1,038 10,032 -7,202 -2,546 -5,473 2,301 -2,274 -12,287 -15,542 259 850 -1,884 -123 1,156
Percent of Open Interest Represented by Each Category of Trader
37.0 9.2 3.7 10.1 15.0 2.1 19.0 29.4 10.0 2.1 3.4 1.1 14.9 26.1
Number of Traders in Each Category Total Traders: 187
28 13 16 15 30 15 20 57 31 10 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 127,408
Positions
56,477 27,671 4,239 3,514 39,009 729 36,536 24,612 3,658 6,466 11 916 14,874 26,563
Changes from: October 4, 2011 Total Change is: 6,419
17,162 -3,346 -1,974 -50 20,217 1 1,341 1,375 -5,878 506 -945 -1,057 -3,632 -1,974
Percent of Open Interest Represented by Each Category of Trader
44.3 21.7 3.3 2.8 30.6 0.6 28.7 19.3 2.9 5.1 0.0 0.7 11.7 20.8
Number of Traders in Each Category Total Traders: 73
12 9 10 . 7 . 17 20 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 87,865
Positions
52,354 45,515 28,153 0 0 0 4,880 11,962 1,170 0 0 0 1,308 1,065
Changes from: October 4, 2011 Total Change is: -1,627
-1,735 -1,634 1,141 0 0 0 -322 -731 0 -424 0 0 -287 -403
Percent of Open Interest Represented by Each Category of Trader
59.6 51.8 32.0 0.0 0.0 0.0 5.6 13.6 1.3 0.0 0.0 0.0 1.5 1.2
Number of Traders in Each Category Total Traders: 23
7 10 14 0 0 0 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 88,822
Positions
49,584 41,567 0 22,315 2,547 536 12,641 34,889 265 1,103 2,948 0 2,378 6,070
Changes from: October 4, 2011 Total Change is: -596
2,468 962 0 5,298 -753 -1,399 -6,445 1,016 27 -172 -365 0 -373 -84
Percent of Open Interest Represented by Each Category of Trader
55.8 46.8 0.0 25.1 2.9 0.6 14.2 39.3 0.3 1.2 3.3 0.0 2.7 6.8
Number of Traders in Each Category Total Traders: 83
6 12 0 5 5 . 15 29 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 25,059
Positions
12,091 16,387 53 191 238 0 10,987 5,755 102 347 342 0 1,288 2,182
Changes from: October 4, 2011 Total Change is: -1,152
-53 1,845 27 -2 25 0 -918 -2,395 0 0 -168 0 -206 -486
Percent of Open Interest Represented by Each Category of Trader
48.3 65.4 0.2 0.8 0.9 0.0 43.8 23.0 0.4 1.4 1.4 0.0 5.1 8.7
Number of Traders in Each Category Total Traders: 36
6 7 . . . 0 7 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 41,399
Positions
17,453 20,585 170 2,533 2,980 432 12,617 7,520 1,262 2,236 1,586 546 4,151 6,318
Changes from: October 4, 2011 Total Change is: -11,300
-4,241 -5,064 -2,625 -400 -1,224 -55 4,948 1,443 -4,253 -1,507 1,426 -1,410 -1,758 461
Percent of Open Interest Represented by Each Category of Trader
42.2 49.7 0.4 6.1 7.2 1.0 30.5 18.2 3.0 5.4 3.8 1.3 10.0 15.3
Number of Traders in Each Category Total Traders: 76
21 11 5 . 6 . 16 13 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 82,799
Positions
34,906 41,171 339 5,066 5,960 863 25,235 15,041 2,523 4,471 3,172 1,093 8,303 12,637
Changes from: October 4, 2011 Total Change is: 2,248
2,339 2,392 -605 330 -1,864 -109 5,300 2,007 -2,303 -2,920 -253 288 -71 2,695
Percent of Open Interest Represented by Each Category of Trader
42.2 49.7 0.4 6.1 7.2 1.0 30.5 18.2 3.0 5.4 3.8 1.3 10.0 15.3
Number of Traders in Each Category Total Traders: 76
21 11 5 . 6 . 16 13 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,077,441
Positions
114,930 120,855 62,766 375,655 239,455 68,024 66,203 159,314 194,303 16,998 46,027 32,624 145,940 154,075
Changes from: October 4, 2011 Total Change is: -56,024
-14,013 5,250 868 2,942 -31,470 -5,316 -6,960 -6,866 -14,400 -3,209 922 -2,613 -13,325 -2,401
Percent of Open Interest Represented by Each Category of Trader
10.7 11.2 5.8 34.9 22.2 6.3 6.1 14.8 18.0 1.6 4.3 3.0 13.5 14.3
Number of Traders in Each Category Total Traders: 596
30 59 46 106 77 74 69 163 117 30 59 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 390,416
Positions
43,031 58,632 20,245 112,052 47,138 12,720 33,055 57,745 76,123 6,802 15,425 15,649 70,738 86,738
Changes from: October 4, 2011 Total Change is: -25,517
-7,331 -2,022 -2,533 -1,205 -2,435 125 1,506 -8,274 -5,794 -2,490 869 -28 -7,768 -5,425
Percent of Open Interest Represented by Each Category of Trader
11.0 15.0 5.2 28.7 12.1 3.3 8.5 14.8 19.5 1.7 4.0 4.0 18.1 22.2
Number of Traders in Each Category Total Traders: 153
14 13 11 28 15 17 27 37 53 7 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,435,127
Positions
515,305 466,923 56,792 1,333,118 976,688 261,416 355,323 697,428 401,310 76,970 179,004 58,885 376,009 336,682
Changes from: October 4, 2011 Total Change is: -152,538
-15,824 53,947 -583 18,570 -147,344 -25,035 -67,453 -18,079 -17,908 -7,992 -4,125 -8,533 -27,780 15,122
Percent of Open Interest Represented by Each Category of Trader
15.0 13.6 1.7 38.8 28.4 7.6 10.3 20.3 11.7 2.2 5.2 1.7 10.9 9.8
Number of Traders in Each Category Total Traders: 550
30 55 37 94 73 66 63 152 98 27 54 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 111,283
Positions
25,691 15,816 0 54,507 60,811 9,988 11,575 13,235 46 1,433 6,368 0 8,043 5,019
Changes from: October 4, 2011 Total Change is: -6,327
-5,429 1,695 -66 2,777 -5,001 -2,419 -695 -373 -402 -101 -416 0 9 655
Percent of Open Interest Represented by Each Category of Trader
23.1 14.2 0.0 49.0 54.6 9.0 10.4 11.9 0.0 1.3 5.7 0.0 7.2 4.5
Number of Traders in Each Category Total Traders: 84
8 9 0 28 15 9 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 76,369
Positions
23,424 26,540 2,302 18,926 17,640 1,480 13,869 10,012 3,907 1,233 3,778 259 10,969 10,452
Changes from: October 4, 2011 Total Change is: -4,899
-1,359 3,302 -714 271 -3,881 -2 -1,254 -1,636 -1,562 148 33 4 -430 -442
Percent of Open Interest Represented by Each Category of Trader
30.7 34.8 3.0 24.8 23.1 1.9 18.2 13.1 5.1 1.6 4.9 0.3 14.4 13.7
Number of Traders in Each Category Total Traders: 206
24 27 11 28 23 12 35 50 21 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 15,287
Positions
5,986 10,540 20 269 300 0 1,695 2,213 0 0 1,082 0 7,317 1,132
Changes from: October 4, 2011 Total Change is: -90
181 338 0 0 0 0 -492 -247 0 0 0 0 221 -181
Percent of Open Interest Represented by Each Category of Trader
39.2 68.9 0.1 1.8 2.0 0.0 11.1 14.5 0.0 0.0 7.1 0.0 47.9 7.4
Number of Traders in Each Category Total Traders: 22
7 8 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 305,410
Positions
96,236 89,044 2,362 93,287 86,698 7,399 74,883 53,010 5,523 6,165 13,481 1,295 18,260 46,597
Changes from: October 4, 2011 Total Change is: -24,043
-11,086 11,434 -186 1,356 -19,404 -12 -7,095 -10,230 -4,526 740 166 20 -3,254 -1,304
Percent of Open Interest Represented by Each Category of Trader
31.5 29.2 0.8 30.5 28.4 2.4 24.5 17.4 1.8 2.0 4.4 0.4 6.0 15.3
Number of Traders in Each Category Total Traders: 205
24 26 8 28 23 12 36 49 19 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 472,730
Positions
261,102 30,931 18,915 100,888 214,448 35,648 36,306 119,134 2,828 1,362 27,201 99 15,582 23,526
Changes from: October 4, 2011 Total Change is: -21,718
-13,797 -1,109 572 -616 -8,792 -1,919 -4,304 -6,510 -2,408 -503 -2,004 19 1,238 434
Percent of Open Interest Represented by Each Category of Trader
55.2 6.5 4.0 21.3 45.4 7.5 7.7 25.2 0.6 0.3 5.8 0.0 3.3 5.0
Number of Traders in Each Category Total Traders: 235
23 10 . 46 51 26 20 68 17 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 25,452
Positions
8,620 1,909 70 3,744 2,456 96 5,334 4,781 5 216 5,203 0 7,367 10,932
Changes from: October 4, 2011 Total Change is: -35
439 609 0 22 139 0 -218 -205 0 -251 -230 0 -27 -348
Percent of Open Interest Represented by Each Category of Trader
33.9 7.5 0.3 14.7 9.6 0.4 21.0 18.8 0.0 0.8 20.4 0.0 28.9 43.0
Number of Traders in Each Category Total Traders: 41
11 . . 7 4 . 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 33,009
Positions
11,484 12,643 813 6,964 3,059 452 3,760 7,062 1,573 602 785 0 7,361 6,622
Changes from: October 4, 2011 Total Change is: -3,906
952 -1,995 145 387 -3,308 113 300 240 -357 -355 785 0 -5,091 471
Percent of Open Interest Represented by Each Category of Trader
34.8 38.3 2.5 21.1 9.3 1.4 11.4 21.4 4.8 1.8 2.4 0.0 22.3 20.1
Number of Traders in Each Category Total Traders: 54
14 14 . 6 . . 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 41,305
Positions
456 1,997 1,238 28,876 23,828 5,146 2,489 7,254 4 284 0 0 2,812 1,838
Changes from: October 4, 2011 Total Change is: -3,198
-917 425 -390 458 -4,890 155 -1,677 1,492 -1 0 0 0 -826 11
Percent of Open Interest Represented by Each Category of Trader
1.1 4.8 3.0 69.9 57.7 12.5 6.0 17.6 0.0 0.7 0.0 0.0 6.8 4.4
Number of Traders in Each Category Total Traders: 54
. . . 18 19 8 5 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 64,761
Positions
14,701 24,530 110 29,785 11,091 1,840 9,338 4,381 1,013 1,973 2,428 403 5,598 18,965
Changes from: October 4, 2011 Total Change is: 1,477
3,078 -1,624 -3,652 314 -540 244 1,419 -3,426 384 -32 513 32 -310 9,546
Percent of Open Interest Represented by Each Category of Trader
22.7 37.9 0.2 46.0 17.1 2.8 14.4 6.8 1.6 3.0 3.7 0.6 8.6 29.3
Number of Traders in Each Category Total Traders: 69
11 10 . 16 7 4 13 4 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 757,918
Positions
8,642 128,311 41,437 330,657 104,307 86,885 37,531 115,533 85,395 17,631 52,378 7,233 142,508 136,440
Changes from: October 4, 2011 Total Change is: -51,697
-1,501 -8,837 -6,444 -16,167 -16,256 4,990 -5,572 18,061 -20,347 7,978 466 -8,772 -5,861 -14,557
Percent of Open Interest Represented by Each Category of Trader
1.1 16.9 5.5 43.6 13.8 11.5 5.0 15.2 11.3 2.3 6.9 1.0 18.8 18.0
Number of Traders in Each Category Total Traders: 171
8 26 26 44 20 37 33 27 37 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 378,964
Positions
9,269 175,432 1,401 261,394 15,436 31,156 4,648 99,114 2,220 2,875 6,052 0 66,000 48,153
Changes from: October 4, 2011 Total Change is: -4,142
798 4,206 -763 -2,122 -1,786 1,022 2,645 -3,556 -3,115 0 884 0 -2,607 -1,035
Percent of Open Interest Represented by Each Category of Trader
2.4 46.3 0.4 69.0 4.1 8.2 1.2 26.2 0.6 0.8 1.6 0.0 17.4 12.7
Number of Traders in Each Category Total Traders: 76
. 14 5 37 5 16 . 12 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 765,710
Positions
77,463 52,357 21,025 130,521 218,535 89,547 219,110 149,154 63,943 61,996 51,706 4,296 97,809 115,147
Changes from: October 4, 2011 Total Change is: -23,256
-188 -12,018 8,333 -12,034 -8,337 920 -17,687 12,709 -6,458 11,897 -1,932 137 -8,177 -16,610
Percent of Open Interest Represented by Each Category of Trader
10.1 6.8 2.7 17.0 28.5 11.7 28.6 19.5 8.4 8.1 6.8 0.6 12.8 15.0
Number of Traders in Each Category Total Traders: 220
17 23 16 33 45 40 32 37 29 10 22 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,877,815
Positions
119,971 127,882 130,395 605,176 596,812 233,112 215,395 139,111 180,538 58,793 96,090 29,886 304,549 343,989
Changes from: October 4, 2011 Total Change is: 92,564
47,941 -9,958 6,634 -45,282 55,784 -8,279 69,414 -15,374 25,192 2,509 11,956 2,362 -7,927 24,247
Percent of Open Interest Represented by Each Category of Trader
6.4 6.8 6.9 32.2 31.8 12.4 11.5 7.4 9.6 3.1 5.1 1.6 16.2 18.3
Number of Traders in Each Category Total Traders: 245
25 29 40 28 59 53 41 41 61 10 12 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,330,760
Positions
112,559 146,275 52,043 380,678 514,632 130,891 220,261 94,201 80,489 151,949 56,842 13,778 188,112 241,608
Changes from: October 4, 2011 Total Change is: -25,598
15,690 6,187 -7,554 -24,343 -26,968 14,273 32,576 7,701 -17,121 -24,615 1,339 -7,942 -6,561 4,489
Percent of Open Interest Represented by Each Category of Trader
8.5 11.0 3.9 28.6 38.7 9.8 16.6 7.1 6.0 11.4 4.3 1.0 14.1 18.2
Number of Traders in Each Category Total Traders: 181
7 30 23 24 44 39 29 30 34 6 11 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 813,099
Positions
251,884 246,256 206,645 3,807 5,694 3,524 44,245 48,608 217,327 19,876 5,732 33,599 32,191 45,712
Changes from: October 4, 2011 Total Change is: -4,851
1,100 786 -364 400 330 0 232 -1,474 -3,555 953 402 -1,153 -2,463 178
Percent of Open Interest Represented by Each Category of Trader
31.0 30.3 25.4 0.5 0.7 0.4 5.4 6.0 26.7 2.4 0.7 4.1 4.0 5.6
Number of Traders in Each Category Total Traders: 131
33 27 53 . 4 . 25 23 37 . 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 is14,315,986
Positions
835,672 2,786,417 3,367,876 2,683,073 116,059 196,350 481,387 557,035 5,126,289 83,841 379,228 833,125 708,373 953,605
Changes from: October 4, 2011 Total Change is: -349,740
55,315 -184,189 85,978 -155,122 -3,210 16,169 -37,670 -12,701 -114,961 860 7,037 -124,309 -76,000 -19,553
Percent of Open Interest Represented by Each Category of Trader
5.8 19.5 23.5 18.7 0.8 1.4 3.4 3.9 35.8 0.6 2.6 5.8 4.9 6.7
Number of Traders in Each Category Total Traders: 278
31 58 84 14 14 25 47 72 117 10 17 19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 10,057
Positions
4,690 3,052 0 1,476 786 12 1,791 5,637 263 1,551 240 0 274 67
Changes from: October 4, 2011 Total Change is: -913
21 -262 0 742 -32 0 89 -849 223 -1,949 0 0 -39 7
Percent of Open Interest Represented by Each Category of Trader
46.6 30.3 0.0 14.7 7.8 0.1 17.8 56.1 2.6 15.4 2.4 0.0 2.7 0.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 4 . 7 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 13,538
Positions
10,775 7,247 0 1,458 1,897 46 887 3,763 0 40 435 0 332 150
Changes from: October 4, 2011 Total Change is: -896
-911 -828 0 4 -225 -2 52 134 0 -40 0 0 1 25
Percent of Open Interest Represented by Each Category of Trader
79.6 53.5 0.0 10.8 14.0 0.3 6.6 27.8 0.0 0.3 3.2 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 27
5 4 0 . 4 . 4 5 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 70,145
Positions
21,848 60,392 553 4,154 181 692 30,778 5,135 997 3,250 656 29 7,843 1,509
Changes from: October 4, 2011 Total Change is: -3,132
708 2,811 -26 5 -63 242 -268 -5,397 -420 -199 -66 27 -3,201 -240
Percent of Open Interest Represented by Each Category of Trader
31.1 86.1 0.8 5.9 0.3 1.0 43.9 7.3 1.4 4.6 0.9 0.0 11.2 2.2
Number of Traders in Each Category Total Traders: 104
5 8 . 7 . . 43 11 7 25 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 154,210
Positions
37,641 40,923 39,593 4,140 1,084 5,298 18,879 18,722 21,224 1,102 2,366 11,405 14,928 13,595
Changes from: October 4, 2011 Total Change is: 7,315
10,136 6,334 -1,446 -367 -722 -236 931 6,436 597 -1,507 840 -971 178 -3,517
Percent of Open Interest Represented by Each Category of Trader
24.4 26.5 25.7 2.7 0.7 3.4 12.2 12.1 13.8 0.7 1.5 7.4 9.7 8.8
Number of Traders in Each Category Total Traders: 96
10 11 16 8 4 9 18 20 27 6 6 12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 13,119
Positions
2,107 450 0 1,738 993 0 8,237 2,458 71 253 8,755 389 324 3
Changes from: October 4, 2011 Total Change is: 1,687
249 0 0 -11 -6 0 1,532 426 -170 103 1,433 84 -100 -80
Percent of Open Interest Represented by Each Category of Trader
16.1 3.4 0.0 13.2 7.6 0.0 62.8 18.7 0.5 1.9 66.7 3.0 2.5 0.0
Number of Traders in Each Category Total Traders: 26
4 . 0 4 . 0 5 5 . . . .
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Updated October 14, 2011