Traders in Financial Futures - Futures Only Positions as of October 23, 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 178,102
Positions
15,303 79,826 1,220 21,800 33,711 641 91,142 36,571 1,564 7,986 4,892 1,005 37,441 18,672
Changes from: October 16, 2012 Total Change is: -11,364
1,699 -9,503 -94 -1,198 449 -68 -5,540 -2,990 -617 -60 -20 735 -6,221 744
Percent of Open Interest Represented by Each Category of Trader
8.6 44.8 0.7 12.2 18.9 0.4 51.2 20.5 0.9 4.5 2.7 0.6 21.0 10.5
Number of Traders in Each Category Total Traders: 96
6 11 . 9 4 4 35 15 6 10 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 36,769
Positions
5,598 16,272 336 2,564 2,544 157 8,284 6,894 36 3,624 0 0 16,170 10,530
Changes from: October 16, 2012 Total Change is: 282
597 2,857 336 -5 41 0 67 -2,787 27 301 0 0 -1,041 -192
Percent of Open Interest Represented by Each Category of Trader
15.2 44.3 0.9 7.0 6.9 0.4 22.5 18.7 0.1 9.9 0.0 0.0 44.0 28.6
Number of Traders in Each Category Total Traders: 41
. 8 . . 4 . 9 10 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 155,791
Positions
9,824 37,381 14 9,217 34,203 10,606 90,872 31,791 1,607 2,839 17,088 248 30,564 22,853
Changes from: October 16, 2012 Total Change is: -8,663
1,786 -13,449 -118 -806 782 394 -1,789 445 702 1,670 -2,626 193 -10,695 5,014
Percent of Open Interest Represented by Each Category of Trader
6.3 24.0 0.0 5.9 22.0 6.8 58.3 20.4 1.0 1.8 11.0 0.2 19.6 14.7
Number of Traders in Each Category Total Traders: 96
4 12 . 6 14 5 34 16 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 137,135
Positions
24,925 26,351 312 58,799 6,808 669 37,698 38,527 894 817 16,443 163 12,858 46,968
Changes from: October 16, 2012 Total Change is: 5,792
14,941 -14,986 170 -766 -235 -41 -3,471 10,836 -174 317 -1,091 119 -5,303 11,194
Percent of Open Interest Represented by Each Category of Trader
18.2 19.2 0.2 42.9 5.0 0.5 27.5 28.1 0.7 0.6 12.0 0.1 9.4 34.2
Number of Traders in Each Category Total Traders: 104
9 13 . 9 5 . 20 34 . . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 216,842
Positions
61,563 26,861 2,238 53,659 35,177 4,491 21,990 80,808 1,822 28,756 8,776 426 41,897 56,243
Changes from: October 16, 2012 Total Change is: -2,967
1,639 1,412 519 3,483 -12 -1,810 -4,563 -3,116 -298 -444 1,446 -88 -1,405 -1,020
Percent of Open Interest Represented by Each Category of Trader
28.4 12.4 1.0 24.7 16.2 2.1 10.1 37.3 0.8 13.3 4.0 0.2 19.3 25.9
Number of Traders in Each Category Total Traders: 176
21 17 7 18 17 13 25 48 6 19 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 168,663
Positions
50,480 40,898 195 2,693 43,615 1,222 79,995 55,509 826 5,197 2,282 1,410 26,645 22,706
Changes from: October 16, 2012 Total Change is: 6,496
775 5,719 160 -71 396 117 2,186 -41 342 2,890 -601 852 -755 -448
Percent of Open Interest Represented by Each Category of Trader
29.9 24.2 0.1 1.6 25.9 0.7 47.4 32.9 0.5 3.1 1.4 0.8 15.8 13.5
Number of Traders in Each Category Total Traders: 97
10 11 . . 11 4 25 26 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 88,251
Positions
50,776 61,957 17,758 4,069 0 0 4,841 475 4,801 2,470 0 2,861 675 399
Changes from: October 16, 2012 Total Change is: 728
-428 1,004 -349 1,306 0 0 123 74 0 0 0 0 76 -1
Percent of Open Interest Represented by Each Category of Trader
57.5 70.2 20.1 4.6 0.0 0.0 5.5 0.5 5.4 2.8 0.0 3.2 0.8 0.5
Number of Traders in Each Category Total Traders: 23
6 12 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 207,606
Positions
29,774 103,396 0 28,933 140 515 132,425 89,530 1,054 6,053 10,230 238 8,614 2,503
Changes from: October 16, 2012 Total Change is: -1,176
-55 -82 0 902 -555 -1,027 -900 -457 484 -369 -43 -27 -184 531
Percent of Open Interest Represented by Each Category of Trader
14.3 49.8 0.0 13.9 0.1 0.2 63.8 43.1 0.5 2.9 4.9 0.1 4.1 1.2
Number of Traders in Each Category Total Traders: 129
9 9 0 11 . . 63 13 8 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,696
Positions
16,080 9,156 64 607 0 0 3,172 748 1 5,395 15,567 1,690 687 470
Changes from: October 16, 2012 Total Change is: 38
10 199 0 18 0 0 -9 -25 0 8 0 0 11 -136
Percent of Open Interest Represented by Each Category of Trader
58.1 33.1 0.2 2.2 0.0 0.0 11.5 2.7 0.0 19.5 56.2 6.1 2.5 1.7
Number of Traders in Each Category Total Traders: 23
5 5 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 29,136
Positions
1,406 20,415 143 614 252 0 22,004 4,636 131 372 1,449 0 4,466 2,110
Changes from: October 16, 2012 Total Change is: -350
37 -310 -63 2 0 0 231 -311 -6 -235 -156 -29 -287 525
Percent of Open Interest Represented by Each Category of Trader
4.8 70.1 0.5 2.1 0.9 0.0 75.5 15.9 0.4 1.3 5.0 0.0 15.3 7.2
Number of Traders in Each Category Total Traders: 53
. 8 . . . 0 24 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,166
Positions
13,702 39,797 235 4,090 907 400 25,023 8,485 709 2,715 573 0 8,293 4,062
Changes from: October 16, 2012 Total Change is: -5,284
522 -1,546 81 83 137 94 -6,945 -2,031 701 75 -1,156 0 107 -1,563
Percent of Open Interest Represented by Each Category of Trader
24.8 72.1 0.4 7.4 1.6 0.7 45.4 15.4 1.3 4.9 1.0 0.0 15.0 7.4
Number of Traders in Each Category Total Traders: 99
17 15 . 7 . . 32 13 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 110,331
Positions
27,403 79,593 470 8,180 1,813 800 50,046 16,969 1,417 5,429 1,146 0 16,586 8,123
Changes from: October 16, 2012 Total Change is: -10,567
1,044 -3,091 162 165 273 187 -13,890 -4,061 1,401 150 -2,312 0 214 -3,126
Percent of Open Interest Represented by Each Category of Trader
24.8 72.1 0.4 7.4 1.6 0.7 45.4 15.4 1.3 4.9 1.0 0.0 15.0 7.4
Number of Traders in Each Category Total Traders: 99
17 15 . 7 . . 32 13 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 805,026
Positions
57,816 237,338 21,183 395,890 161,377 54,524 104,514 183,579 26,547 28,572 39,508 5,506 110,474 75,464
Changes from: October 16, 2012 Total Change is: 20,682
7,289 -4,020 5,562 6,886 6,023 593 -4,109 6,310 7,516 878 4,015 -1,065 -2,869 -4,253
Percent of Open Interest Represented by Each Category of Trader
7.2 29.5 2.6 49.2 20.0 6.8 13.0 22.8 3.3 3.5 4.9 0.7 13.7 9.4
Number of Traders in Each Category Total Traders: 563
41 42 22 122 56 58 110 108 63 41 43 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 207,176
Positions
18,556 85,081 3,469 94,910 30,218 6,135 14,484 30,898 598 6,235 17,524 134 62,655 33,119
Changes from: October 16, 2012 Total Change is: 8,234
3,274 -23 399 132 1,277 408 2,030 7,230 -99 164 3,061 -203 2,129 -3,816
Percent of Open Interest Represented by Each Category of Trader
9.0 41.1 1.7 45.8 14.6 3.0 7.0 14.9 0.3 3.0 8.5 0.1 30.2 16.0
Number of Traders in Each Category Total Traders: 97
9 13 . 26 9 11 15 17 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 2,989,251
Positions
236,244 801,230 48,627 1,529,592 680,485 217,253 523,771 837,029 56,123 117,878 116,115 20,666 239,097 211,723
Changes from: October 16, 2012 Total Change is: 62,240
42,233 2,177 3,657 35,461 25,418 -766 6,032 32,125 1,350 -824 377 87 -24,990 -2,185
Percent of Open Interest Represented by Each Category of Trader
7.9 26.8 1.6 51.2 22.8 7.3 17.5 28.0 1.9 3.9 3.9 0.7 8.0 7.1
Number of Traders in Each Category Total Traders: 532
40 40 21 108 51 51 109 106 53 38 40 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 112,710
Positions
7,230 36,739 36 63,664 60,728 1,731 27,626 7,838 788 410 2,181 0 11,225 2,669
Changes from: October 16, 2012 Total Change is: -1,000
2,492 -2,619 -2 -972 909 -51 -1,359 -1 561 20 225 0 -1,689 -22
Percent of Open Interest Represented by Each Category of Trader
6.4 32.6 0.0 56.5 53.9 1.5 24.5 7.0 0.7 0.4 1.9 0.0 10.0 2.4
Number of Traders in Each Category Total Traders: 99
9 11 . 40 12 12 18 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 74,182
Positions
6,861 46,827 378 32,019 7,705 2,551 23,175 9,899 694 1,782 3,102 51 6,671 2,976
Changes from: October 16, 2012 Total Change is: -3,737
1,394 -4,482 -123 -703 333 -204 -4,686 1,360 -135 -58 -693 4 774 203
Percent of Open Interest Represented by Each Category of Trader
9.2 63.1 0.5 43.2 10.4 3.4 31.2 13.3 0.9 2.4 4.2 0.1 9.0 4.0
Number of Traders in Each Category Total Traders: 218
15 29 5 33 24 14 54 35 11 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 370,909
Positions
34,307 234,134 1,889 160,095 38,525 12,756 115,875 49,495 3,471 8,909 15,508 253 33,354 14,878
Changes from: October 16, 2012 Total Change is: -18,687
6,972 -22,410 -617 -3,514 1,667 -1,020 -23,431 6,799 -674 -289 -3,465 18 3,868 1,015
Percent of Open Interest Represented by Each Category of Trader
9.2 63.1 0.5 43.2 10.4 3.4 31.2 13.3 0.9 2.4 4.2 0.1 9.0 4.0
Number of Traders in Each Category Total Traders: 218
15 29 5 33 24 14 54 35 11 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 369,468
Positions
109,943 36,332 6,814 152,434 201,717 16,473 58,246 80,253 4,518 2,526 10,480 0 18,514 12,881
Changes from: October 16, 2012 Total Change is: -5,404
9,087 -7,042 -339 -1,245 5,197 15 -11,335 -2,977 15 55 -2,846 0 -1,657 2,573
Percent of Open Interest Represented by Each Category of Trader
29.8 9.8 1.8 41.3 54.6 4.5 15.8 21.7 1.2 0.7 2.8 0.0 5.0 3.5
Number of Traders in Each Category Total Traders: 238
18 12 5 54 38 21 43 52 8 6 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 25,635
Positions
6,990 4,101 1 8,943 217 58 2,207 4,420 0 1,901 3,576 0 5,535 13,262
Changes from: October 16, 2012 Total Change is: 438
4,149 1,024 0 290 -429 -48 -3,578 1,153 0 0 0 0 -375 -1,262
Percent of Open Interest Represented by Each Category of Trader
27.3 16.0 0.0 34.9 0.8 0.2 8.6 17.2 0.0 7.4 13.9 0.0 21.6 51.7
Number of Traders in Each Category Total Traders: 36
5 5 . 11 . . 4 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 31,445
Positions
8,017 12,977 1,679 5,905 2,485 822 5,952 6,991 233 2,658 448 0 6,179 5,810
Changes from: October 16, 2012 Total Change is: -10,106
-1,099 -93 -547 -1,020 -202 18 -802 -1,700 -230 -2,466 -182 0 -3,960 -7,170
Percent of Open Interest Represented by Each Category of Trader
25.5 41.3 5.3 18.8 7.9 2.6 18.9 22.2 0.7 8.5 1.4 0.0 19.7 18.5
Number of Traders in Each Category Total Traders: 56
13 12 6 5 . . 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 63,689
Positions
1,929 10,158 733 40,555 33,366 6,529 9,130 10,109 163 221 0 0 4,429 2,631
Changes from: October 16, 2012 Total Change is: 1,879
159 1,010 -5 114 2,141 -128 1,698 -676 0 0 0 0 41 -463
Percent of Open Interest Represented by Each Category of Trader
3.0 15.9 1.2 63.7 52.4 10.3 14.3 15.9 0.3 0.3 0.0 0.0 7.0 4.1
Number of Traders in Each Category Total Traders: 70
. . . 24 24 9 10 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 113,679
Positions
14,683 56,535 692 58,878 21,301 4,978 14,483 25,603 643 6,666 200 265 12,391 3,462
Changes from: October 16, 2012 Total Change is: -1,173
-2,181 879 146 -297 1,083 -317 488 -1,634 -19 729 0 12 266 -1,323
Percent of Open Interest Represented by Each Category of Trader
12.9 49.7 0.6 51.8 18.7 4.4 12.7 22.5 0.6 5.9 0.2 0.2 10.9 3.0
Number of Traders in Each Category Total Traders: 122
14 15 4 30 16 12 25 8 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 543,502
Positions
14,728 60,286 3,648 234,584 129,134 85,899 40,936 87,294 9,797 20,194 36,543 2 133,714 130,899
Changes from: October 16, 2012 Total Change is: -26,425
5,598 -16,927 275 -11,308 -5,512 3,019 -21,390 -6,138 3,154 -3,807 515 0 -1,966 -4,811
Percent of Open Interest Represented by Each Category of Trader
2.7 11.1 0.7 43.2 23.8 15.8 7.5 16.1 1.8 3.7 6.7 0.0 24.6 24.1
Number of Traders in Each Category Total Traders: 162
9 16 6 41 27 29 20 33 13 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 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 368,002
Positions
0 134,549 4 236,711 27,149 45,287 0 83,881 133 15,388 19,549 1,895 68,584 55,555
Changes from: October 16, 2012 Total Change is: -3,185
0 8,201 1 6,068 -1,850 -3,446 0 -4,447 -1,449 -456 -201 196 -4,099 -190
Percent of Open Interest Represented by Each Category of Trader
0.0 36.6 0.0 64.3 7.4 12.3 0.0 22.8 0.0 4.2 5.3 0.5 18.6 15.1
Number of Traders in Each Category Total Traders: 60
0 10 . 27 9 18 0 8 . . . .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 981,147
Positions
102,388 99,990 41,477 191,777 145,216 61,127 307,202 447,207 19,528 95,786 28,947 10,976 150,886 126,679
Changes from: October 16, 2012 Total Change is: 28,560
11,040 -14,233 21,253 4,592 19,947 -654 -45,341 -48,503 -496 20,832 1,041 2,987 14,347 47,218
Percent of Open Interest Represented by Each Category of Trader
10.4 10.2 4.2 19.5 14.8 6.2 31.3 45.6 2.0 9.8 3.0 1.1 15.4 12.9
Number of Traders in Each Category Total Traders: 222
23 20 10 38 27 30 40 38 22 20 16 7
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,694,133
Positions
230,311 104,657 11,518 376,433 813,013 167,704 474,763 141,310 42,128 107,599 113,822 5,906 277,771 294,075
Changes from: October 16, 2012 Total Change is: 13,140
19,243 4,847 3,044 -681 25,957 642 -26,206 -19,632 -302 23,544 -6,206 -10 -6,134 4,800
Percent of Open Interest Represented by Each Category of Trader
13.6 6.2 0.7 22.2 48.0 9.9 28.0 8.3 2.5 6.4 6.7 0.3 16.4 17.4
Number of Traders in Each Category Total Traders: 273
30 26 15 26 64 50 51 44 38 16 16 7
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,358,525
Positions
224,270 107,413 12,873 247,802 601,986 111,218 363,662 175,889 28,596 146,818 60,481 5,844 217,442 254,225
Changes from: October 16, 2012 Total Change is: -54,003
57,079 -19,101 7,156 -136,372 26,428 9,810 -2,178 -113,786 16,352 8,171 -89 1,032 -15,053 18,195
Percent of Open Interest Represented by Each Category of Trader
16.5 7.9 0.9 18.2 44.3 8.2 26.8 12.9 2.1 10.8 4.5 0.4 16.0 18.7
Number of Traders in Each Category Total Traders: 193
16 19 7 29 37 34 36 32 19 10 14 5
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 387,775
Positions
173,675 136,537 118,380 9 2,015 2,799 20,732 33,894 41,454 685 7,760 7,081 22,960 37,855
Changes from: October 16, 2012 Total Change is: 7,938
7,217 5,261 190 0 0 0 3,583 371 1,864 0 -304 1,445 -6,361 -889
Percent of Open Interest Represented by Each Category of Trader
44.8 35.2 30.5 0.0 0.5 0.7 5.3 8.7 10.7 0.2 2.0 1.8 5.9 9.8
Number of Traders in Each Category Total Traders: 70
17 22 29 . . . 14 9 17 . 5 .
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Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 42,096
Positions
26,449 19,296 5,195 500 250 0 5,622 12,779 1,925 0 1 264 2,141 2,386
Changes from: October 16, 2012 Total Change is: -454
2,088 4,562 -3,556 0 -250 0 1,358 -1,930 23 0 0 -279 -88 976
Percent of Open Interest Represented by Each Category of Trader
62.8 45.8 12.3 1.2 0.6 0.0 13.4 30.4 4.6 0.0 0.0 0.6 5.1 5.7
Number of Traders in Each Category Total Traders: 40
9 8 12 . . 0 8 11 10 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,398,818
Positions
1,412,198 2,718,237 1,834,517 834,766 434,440 121,656 1,495,724 435,746 1,410,582 113,794 174,290 276,417 899,164 992,933
Changes from: October 16, 2012 Total Change is: 126,996
124,480 -35,652 40,041 1,591 99,278 4,570 -54,601 -45,693 72,031 -27,272 1,734 -11,536 -22,308 2,223
Percent of Open Interest Represented by Each Category of Trader
16.8 32.4 21.8 9.9 5.2 1.4 17.8 5.2 16.8 1.4 2.1 3.3 10.7 11.8
Number of Traders in Each Category Total Traders: 233
28 49 70 11 6 12 54 45 84 12 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,630
Positions
8,926 123 0 543 853 0 1,730 10,377 1 254 215 0 176 61
Changes from: October 16, 2012 Total Change is: 124
179 29 0 -5 0 0 -47 94 0 0 0 0 -3 1
Percent of Open Interest Represented by Each Category of Trader
76.7 1.1 0.0 4.7 7.3 0.0 14.9 89.2 0.0 2.2 1.8 0.0 1.5 0.5
Number of Traders in Each Category Total Traders: 28
4 . 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 13,694
Positions
11,298 7,208 0 853 866 42 1,220 5,402 0 0 145 0 281 31
Changes from: October 16, 2012 Total Change is: 63
95 -119 0 -3 -2 0 -38 181 0 0 9 0 9 -6
Percent of Open Interest Represented by Each Category of Trader
82.5 52.6 0.0 6.2 6.3 0.3 8.9 39.4 0.0 0.0 1.1 0.0 2.1 0.2
Number of Traders in Each Category Total Traders: 28
4 5 0 . 4 . 4 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,793
Positions
10,940 5,667 1,262 1,313 5,669 188 18,651 24,952 658 6,710 2,183 0 4,071 3,214
Changes from: October 16, 2012 Total Change is: -2,023
-288 727 -82 66 601 -44 -2,862 -4,093 -126 923 675 0 390 319
Percent of Open Interest Represented by Each Category of Trader
25.0 12.9 2.9 3.0 12.9 0.4 42.6 57.0 1.5 15.3 5.0 0.0 9.3 7.3
Number of Traders in Each Category Total Traders: 107
. 4 . 6 5 . 25 34 6 23 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 376,801
Positions
124,649 23,066 49,060 34,569 14,084 10,474 30,519 145,471 39,606 4,736 10,845 57,471 25,717 26,724
Changes from: October 16, 2012 Total Change is: -48,176
-8,409 -4,325 -3,271 438 -1,398 -446 -9,869 -4,831 -7,653 1,267 -7,241 -19,358 -875 347
Percent of Open Interest Represented by Each Category of Trader
33.1 6.1 13.0 9.2 3.7 2.8 8.1 38.6 10.5 1.3 2.9 15.3 6.8 7.1
Number of Traders in Each Category Total Traders: 158
20 12 24 7 12 10 29 40 44 15 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 23, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,449
Positions
379 4,227 0 3,041 512 159 3,638 2,623 893 192 30 0 147 5
Changes from: October 16, 2012 Total Change is: 30
-17 6 0 17 -1 10 0 11 0 0 0 0 20 4
Percent of Open Interest Represented by Each Category of Trader
4.5 50.0 0.0 36.0 6.1 1.9 43.1 31.0 10.6 2.3 0.4 0.0 1.7 0.1
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . . 5 4 . . . 0
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Updated October 26, 2012