Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 196,895
Positions
12,047 96,875 1,231 23,147 32,996 885 102,899 40,119 1,188 9,217 5,309 1,063 45,218 17,229
Changes from: September 25, 2012 Total Change is: -13,171
37 -1,997 -174 292 -119 -300 -8,962 -8,821 88 -232 -880 -219 -3,701 -749
Percent of Open Interest Represented by Each Category of Trader
6.1 49.2 0.6 11.8 16.8 0.4 52.3 20.4 0.6 4.7 2.7 0.5 23.0 8.8
Number of Traders in Each Category Total Traders: 99
4 13 . 10 4 . 34 15 4 12 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,313
Positions
4,963 13,330 0 2,156 2,502 166 10,973 11,514 0 3,198 0 0 15,857 9,801
Changes from: September 25, 2012 Total Change is: -15
115 617 0 58 119 -10 -926 -814 0 -7 0 0 755 73
Percent of Open Interest Represented by Each Category of Trader
13.3 35.7 0.0 5.8 6.7 0.4 29.4 30.9 0.0 8.6 0.0 0.0 42.5 26.3
Number of Traders in Each Category Total Traders: 33
. 6 0 . 4 . 7 9 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 177,746
Positions
3,941 60,640 30 9,970 31,027 12,381 106,481 36,609 113 1,240 19,398 0 43,590 17,548
Changes from: September 25, 2012 Total Change is: 5,643
-112 3,043 -6 -942 -283 -280 7,254 3,462 -11 -358 -1,123 0 98 841
Percent of Open Interest Represented by Each Category of Trader
2.2 34.1 0.0 5.6 17.5 7.0 59.9 20.6 0.1 0.7 10.9 0.0 24.5 9.9
Number of Traders in Each Category Total Traders: 105
. 14 . 7 13 5 39 21 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 141,693
Positions
4,135 56,501 73 59,847 7,006 678 49,486 26,474 104 720 17,393 382 26,268 33,082
Changes from: September 25, 2012 Total Change is: 4,001
-344 8,110 -2 -1,530 -378 -37 4,972 -842 15 219 -934 -250 958 -1,681
Percent of Open Interest Represented by Each Category of Trader
2.9 39.9 0.1 42.2 4.9 0.5 34.9 18.7 0.1 0.5 12.3 0.3 18.5 23.3
Number of Traders in Each Category Total Traders: 93
. 16 . 9 6 . 25 24 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 217,516
Positions
52,847 16,982 1,462 46,411 34,001 7,407 38,032 92,646 1,097 24,079 8,375 3,049 43,132 52,497
Changes from: September 25, 2012 Total Change is: -847
-1,433 2,577 150 3,641 1,169 -670 -6,004 -4,873 691 2,128 -420 1,188 -538 -659
Percent of Open Interest Represented by Each Category of Trader
24.3 7.8 0.7 21.3 15.6 3.4 17.5 42.6 0.5 11.1 3.9 1.4 19.8 24.1
Number of Traders in Each Category Total Traders: 184
21 16 5 21 19 15 32 43 9 19 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 162,699
Positions
26,886 42,578 75 3,167 42,525 1,236 98,108 52,005 541 1,076 3,582 127 31,483 20,030
Changes from: September 25, 2012 Total Change is: -16,187
8,688 -15,722 22 102 -24 171 -21,122 1,820 365 -153 -128 -738 -3,522 -1,953
Percent of Open Interest Represented by Each Category of Trader
16.5 26.2 0.0 1.9 26.1 0.8 60.3 32.0 0.3 0.7 2.2 0.1 19.4 12.3
Number of Traders in Each Category Total Traders: 95
8 11 . . 9 . 34 22 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 87,588
Positions
51,163 61,160 18,008 3,425 0 0 4,366 288 4,799 2,470 0 2,861 496 472
Changes from: September 25, 2012 Total Change is: 200
397 -333 785 -635 0 0 32 -5 -279 0 0 0 -100 32
Percent of Open Interest Represented by Each Category of Trader
58.4 69.8 20.6 3.9 0.0 0.0 5.0 0.3 5.5 2.8 0.0 3.3 0.6 0.5
Number of Traders in Each Category Total Traders: 23
7 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 209,964
Positions
33,009 103,682 0 26,114 140 1,542 131,784 90,933 617 7,237 9,952 566 9,095 2,532
Changes from: September 25, 2012 Total Change is: -10,071
-908 -1,417 0 -74 -130 -124 -10,304 -8,566 114 723 -341 283 219 110
Percent of Open Interest Represented by Each Category of Trader
15.7 49.4 0.0 12.4 0.1 0.7 62.8 43.3 0.3 3.4 4.7 0.3 4.3 1.2
Number of Traders in Each Category Total Traders: 140
5 10 0 11 . . 74 10 4 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,171
Positions
1,492 24,940 216 245 0 0 26,487 5,037 226 314 1,844 0 5,191 1,908
Changes from: September 25, 2012 Total Change is: 1,384
-121 1,380 -49 12 0 0 2,189 -17 96 -276 151 -363 -104 186
Percent of Open Interest Represented by Each Category of Trader
4.4 73.0 0.6 0.7 0.0 0.0 77.5 14.7 0.7 0.9 5.4 0.0 15.2 5.6
Number of Traders in Each Category Total Traders: 55
. 9 . . 0 0 25 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 62,042
Positions
11,697 45,004 162 3,979 844 323 34,685 10,093 713 2,705 839 0 7,779 4,065
Changes from: September 25, 2012 Total Change is: 1,605
1,392 1,256 -122 -287 165 256 -207 393 304 946 -117 0 -678 -530
Percent of Open Interest Represented by Each Category of Trader
18.9 72.5 0.3 6.4 1.4 0.5 55.9 16.3 1.1 4.4 1.4 0.0 12.5 6.6
Number of Traders in Each Category Total Traders: 108
15 17 . 7 . . 42 14 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 124,083
Positions
23,393 90,007 323 7,958 1,688 646 69,370 20,185 1,426 5,410 1,678 0 15,557 8,130
Changes from: September 25, 2012 Total Change is: 3,210
2,783 2,511 -244 -573 330 512 -413 785 608 1,892 -233 0 -1,355 -1,059
Percent of Open Interest Represented by Each Category of Trader
18.9 72.5 0.3 6.4 1.4 0.5 55.9 16.3 1.1 4.4 1.4 0.0 12.5 6.6
Number of Traders in Each Category Total Traders: 108
15 17 . 7 . . 42 14 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 777,618
Positions
48,554 218,832 15,193 391,461 164,155 53,796 103,191 186,699 21,771 27,287 34,687 4,223 112,142 78,262
Changes from: September 25, 2012 Total Change is: 23,153
5,203 -3,480 4,896 6,150 3,994 2,398 7,410 14,259 1,103 729 248 484 -5,220 -751
Percent of Open Interest Represented by Each Category of Trader
6.2 28.1 2.0 50.3 21.1 6.9 13.3 24.0 2.8 3.5 4.5 0.5 14.4 10.1
Number of Traders in Each Category Total Traders: 545
40 43 20 120 52 64 98 111 59 38 43 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 192,396
Positions
15,320 76,212 2,322 94,418 28,898 5,358 8,884 30,511 1,055 4,920 12,111 411 59,708 35,518
Changes from: September 25, 2012 Total Change is: 4,195
2,878 1,081 286 -1,802 -953 56 2,024 5,563 27 1,790 -683 112 -1,176 -1,294
Percent of Open Interest Represented by Each Category of Trader
8.0 39.6 1.2 49.1 15.0 2.8 4.6 15.9 0.5 2.6 6.3 0.2 31.0 18.5
Number of Traders in Each Category Total Traders: 95
8 14 . 26 7 9 13 20 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,926,111
Positions
181,467 728,398 49,056 1,503,906 694,976 223,502 524,238 833,643 50,877 118,654 119,696 12,241 262,170 213,722
Changes from: September 25, 2012 Total Change is: 94,790
22,859 -11,567 11,816 37,995 22,972 13,473 41,998 58,549 -9,687 -4,722 5,239 1,279 -20,221 2,716
Percent of Open Interest Represented by Each Category of Trader
6.2 24.9 1.7 51.4 23.8 7.6 17.9 28.5 1.7 4.1 4.1 0.4 9.0 7.3
Number of Traders in Each Category Total Traders: 516
40 38 19 105 49 57 101 106 47 36 41 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 118,643
Positions
5,647 41,210 26 63,233 60,104 1,798 32,503 9,584 1,652 692 1,974 0 13,092 2,295
Changes from: September 25, 2012 Total Change is: 2,004
1,048 -1,178 -21 -279 1,040 393 -389 514 1,430 102 -10 0 -280 -164
Percent of Open Interest Represented by Each Category of Trader
4.8 34.7 0.0 53.3 50.7 1.5 27.4 8.1 1.4 0.6 1.7 0.0 11.0 1.9
Number of Traders in Each Category Total Traders: 106
9 12 . 40 12 12 21 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 82,519
Positions
3,412 56,917 428 34,412 7,762 2,539 31,255 7,755 1,204 2,685 3,126 0 6,583 2,786
Changes from: September 25, 2012 Total Change is: 471
194 -3,292 101 -1,300 153 1,715 -601 1,150 554 424 -209 -0 -616 299
Percent of Open Interest Represented by Each Category of Trader
4.1 69.0 0.5 41.7 9.4 3.1 37.9 9.4 1.5 3.3 3.8 0.0 8.0 3.4
Number of Traders in Each Category Total Traders: 225
14 26 4 38 23 13 72 25 11 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 412,593
Positions
17,059 284,583 2,141 172,059 38,812 12,695 156,275 38,776 6,022 13,426 15,631 1 32,915 13,932
Changes from: September 25, 2012 Total Change is: 2,356
968 -16,460 505 -6,501 765 8,577 -3,006 5,751 2,771 2,121 -1,046 -1 -3,078 1,494
Percent of Open Interest Represented by Each Category of Trader
4.1 69.0 0.5 41.7 9.4 3.1 37.9 9.4 1.5 3.3 3.8 0.0 8.0 3.4
Number of Traders in Each Category Total Traders: 225
14 26 4 38 23 13 72 25 11 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 380,623
Positions
106,869 42,283 5,611 149,883 199,632 17,126 76,161 89,603 2,145 2,406 13,893 0 20,422 10,330
Changes from: September 25, 2012 Total Change is: -2,742
-3,605 -694 26 -2,643 39 813 1,501 -3,239 620 175 -255 0 371 -52
Percent of Open Interest Represented by Each Category of Trader
28.1 11.1 1.5 39.4 52.4 4.5 20.0 23.5 0.6 0.6 3.7 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 252
20 15 . 55 38 23 50 53 10 6 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 20,484
Positions
1,033 3,087 1 7,848 230 176 3,266 2,642 127 1,901 3,576 0 6,132 10,645
Changes from: September 25, 2012 Total Change is: -289
208 0 0 -307 230 -134 520 -1,642 127 463 427 0 -1,166 703
Percent of Open Interest Represented by Each Category of Trader
5.0 15.1 0.0 38.3 1.1 0.9 15.9 12.9 0.6 9.3 17.5 0.0 29.9 52.0
Number of Traders in Each Category Total Traders: 28
. . . 10 . . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 32,548
Positions
8,800 12,664 415 6,735 2,335 1,110 5,244 7,221 189 4,072 330 0 5,983 8,284
Changes from: September 25, 2012 Total Change is: 3,586
2,154 3,169 -1,231 439 10 215 -617 3,173 -79 2,212 -81 0 493 -1,590
Percent of Open Interest Represented by Each Category of Trader
27.0 38.9 1.3 20.7 7.2 3.4 16.1 22.2 0.6 12.5 1.0 0.0 18.4 25.5
Number of Traders in Each Category Total Traders: 53
13 13 . 7 . . 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 61,041
Positions
2,217 10,753 542 36,825 30,382 6,344 9,596 9,588 203 223 0 0 5,091 3,229
Changes from: September 25, 2012 Total Change is: 907
863 10 -1 -2,978 427 1,074 1,318 -1,578 40 0 0 0 591 935
Percent of Open Interest Represented by Each Category of Trader
3.6 17.6 0.9 60.3 49.8 10.4 15.7 15.7 0.3 0.4 0.0 0.0 8.3 5.3
Number of Traders in Each Category Total Traders: 68
. . . 24 23 9 11 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 115,210
Positions
18,239 57,350 606 59,524 21,925 4,095 14,481 26,237 619 5,184 0 441 12,021 3,937
Changes from: September 25, 2012 Total Change is: -923
3,197 -641 243 56 1,484 -62 -2,244 -2,135 2 108 0 -28 -2,195 214
Percent of Open Interest Represented by Each Category of Trader
15.8 49.8 0.5 51.7 19.0 3.6 12.6 22.8 0.5 4.5 0.0 0.4 10.4 3.4
Number of Traders in Each Category Total Traders: 113
13 15 5 26 17 12 25 6 . 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 574,605
Positions
6,623 85,351 3,590 243,690 120,181 84,213 64,090 98,776 10,105 19,692 36,519 860 141,742 135,010
Changes from: September 25, 2012 Total Change is: 13,216
-12,051 9,984 -2,883 27,274 3,077 -3,468 6,622 15,230 -6,348 -276 3,306 483 3,863 -6,165
Percent of Open Interest Represented by Each Category of Trader
1.2 14.9 0.6 42.4 20.9 14.7 11.2 17.2 1.8 3.4 6.4 0.1 24.7 23.5
Number of Traders in Each Category Total Traders: 155
4 18 5 40 26 31 17 36 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 370,325
Positions
1,960 130,733 1 244,756 25,956 41,652 0 93,051 60 17,508 21,749 0 64,388 57,123
Changes from: September 25, 2012 Total Change is: 11,253
-2,866 -1,381 -2,431 3,430 8,195 2,737 0 104 4 8,773 5,589 0 1,606 -1,564
Percent of Open Interest Represented by Each Category of Trader
0.5 35.3 0.0 66.1 7.0 11.2 0.0 25.1 0.0 4.7 5.9 0.0 17.4 15.4
Number of Traders in Each Category Total Traders: 67
. 11 . 29 10 20 0 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 921,816
Positions
56,347 125,060 7,395 205,009 121,845 66,227 334,613 463,885 22,150 85,100 28,589 7,989 136,986 78,676
Changes from: September 25, 2012 Total Change is: -38,832
737 950 -4,784 12,035 -28,977 841 -51,468 -2,897 2,512 87 -1,153 0 1,208 -5,324
Percent of Open Interest Represented by Each Category of Trader
6.1 13.6 0.8 22.2 13.2 7.2 36.3 50.3 2.4 9.2 3.1 0.9 14.9 8.5
Number of Traders in Each Category Total Traders: 218
18 19 6 37 27 32 48 33 18 21 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,694,919
Positions
155,883 120,192 13,732 402,837 772,489 194,610 494,869 141,427 41,468 82,497 120,186 4,061 304,962 286,754
Changes from: September 25, 2012 Total Change is: 88,898
-43,317 22,470 4,718 -7,752 -5,527 7,225 121,211 26,721 -5,226 5,924 40,108 -2,001 8,116 410
Percent of Open Interest Represented by Each Category of Trader
9.2 7.1 0.8 23.8 45.6 11.5 29.2 8.3 2.4 4.9 7.1 0.2 18.0 16.9
Number of Traders in Each Category Total Traders: 266
22 29 9 29 58 52 55 46 28 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,445,346
Positions
163,372 157,385 3,281 382,188 584,904 112,993 391,150 287,194 16,305 132,857 58,789 1,063 242,137 223,432
Changes from: September 25, 2012 Total Change is: 5,104
-64,294 -4,987 -11,075 37,392 -15,033 -7,811 32,282 53,152 -2,791 30,298 931 -726 -8,171 -6,556
Percent of Open Interest Represented by Each Category of Trader
11.3 10.9 0.2 26.4 40.5 7.8 27.1 19.9 1.1 9.2 4.1 0.1 16.8 15.5
Number of Traders in Each Category Total Traders: 194
15 26 5 28 38 32 37 28 15 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 369,890
Positions
156,783 115,744 122,290 9 2,015 2,993 14,136 31,801 45,766 685 7,342 4,838 22,390 37,101
Changes from: September 25, 2012 Total Change is: -67,693
-17,827 -29,267 -25,734 0 0 0 -17,502 -9,488 117 -1,625 -351 -1,099 -4,023 -1,871
Percent of Open Interest Represented by Each Category of Trader
42.4 31.3 33.1 0.0 0.5 0.8 3.8 8.6 12.4 0.2 2.0 1.3 6.1 10.0
Number of Traders in Each Category Total Traders: 72
17 23 30 . . . 10 12 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 35,129
Positions
21,163 11,934 7,202 0 500 0 3,828 12,560 2,394 0 56 262 280 221
Changes from: September 25, 2012 Total Change is: -5,502
-942 -2,284 -2,330 0 0 0 -2,073 -784 -63 -40 43 -119 65 35
Percent of Open Interest Represented by Each Category of Trader
60.2 34.0 20.5 0.0 1.4 0.0 10.9 35.8 6.8 0.0 0.2 0.7 0.8 0.6
Number of Traders in Each Category Total Traders: 35
12 4 9 0 . 0 8 8 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,041,081
Positions
1,153,034 2,819,740 1,802,550 790,661 256,019 144,206 1,563,002 377,008 1,247,615 128,027 160,530 314,237 897,749 919,176
Changes from: September 25, 2012 Total Change is: -136,182
511 104,885 -33,387 29,310 -88,484 -3,943 -44,767 20,853 -121,673 -30,110 7,732 18,522 49,355 -40,687
Percent of Open Interest Represented by Each Category of Trader
14.3 35.1 22.4 9.8 3.2 1.8 19.4 4.7 15.5 1.6 2.0 3.9 11.2 11.4
Number of Traders in Each Category Total Traders: 235
28 49 72 9 9 13 63 35 77 13 15 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,681
Positions
8,816 182 0 562 816 4 851 10,414 5 1,278 215 0 165 45
Changes from: September 25, 2012 Total Change is: 896
881 23 0 -10 36 -2 32 842 0 0 0 0 -5 -3
Percent of Open Interest Represented by Each Category of Trader
75.5 1.6 0.0 4.8 7.0 0.0 7.3 89.2 0.0 10.9 1.8 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 . 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 13,560
Positions
10,981 7,373 0 856 794 42 1,396 5,220 0 0 91 0 285 40
Changes from: September 25, 2012 Total Change is: 14
29 -26 0 -154 39 0 116 18 0 0 0 0 23 -17
Percent of Open Interest Represented by Each Category of Trader
81.0 54.4 0.0 6.3 5.9 0.3 10.3 38.5 0.0 0.0 0.7 0.0 2.1 0.3
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 5 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,193
Positions
12,892 4,922 1,615 1,487 4,619 182 21,491 29,000 661 4,089 1,717 0 2,776 2,477
Changes from: September 25, 2012 Total Change is: -2,799
-337 -193 393 -95 283 10 -4,048 -2,510 146 1,340 -526 -4 -204 -398
Percent of Open Interest Represented by Each Category of Trader
28.5 10.9 3.6 3.3 10.2 0.4 47.6 64.2 1.5 9.0 3.8 0.0 6.1 5.5
Number of Traders in Each Category Total Traders: 99
4 . . 7 4 . 19 38 5 16 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 390,364
Positions
143,057 28,062 41,593 38,104 12,724 10,422 24,936 148,378 40,712 3,663 20,124 63,452 24,425 24,897
Changes from: September 25, 2012 Total Change is: -3,238
-232 58 1,040 -934 543 1,298 -4,582 -7,275 101 -601 -2,061 3,463 -2,791 -405
Percent of Open Interest Represented by Each Category of Trader
36.6 7.2 10.7 9.8 3.3 2.7 6.4 38.0 10.4 0.9 5.2 16.3 6.3 6.4
Number of Traders in Each Category Total Traders: 157
23 11 25 9 11 11 22 46 48 13 12 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,269
Positions
288 4,095 0 3,163 411 155 3,613 2,683 893 32 30 0 125 2
Changes from: September 25, 2012 Total Change is: -49
-146 -245 0 -6 4 24 150 168 0 0 0 0 -71 0
Percent of Open Interest Represented by Each Category of Trader
3.5 49.5 0.0 38.3 5.0 1.9 43.7 32.4 10.8 0.4 0.4 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 2, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,296
Positions
1,127 7,829 0 6,356 0 0 764 1,289 0 0 0 0 1,049 178
Changes from: September 25, 2012 Total Change is: -1,179
66 864 -864 -42 0 0 -41 -1,094 0 0 0 0 -298 -85
Percent of Open Interest Represented by Each Category of Trader
12.1 84.2 0.0 68.4 0.0 0.0 8.2 13.9 0.0 0.0 0.0 0.0 11.3 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 11 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 5, 2012