Traders in Financial Futures - Futures Only Positions as of October 30, 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 167,010
Positions
14,587 73,218 1,100 21,425 33,630 933 78,547 33,709 2,127 9,151 4,352 393 38,747 17,548
Changes from: October 23, 2012 Total Change is: -11,092
-716 -6,608 -120 -375 -81 292 -12,595 -2,862 563 1,165 -540 -612 1,306 -1,124
Percent of Open Interest Represented by Each Category of Trader
8.7 43.8 0.7 12.8 20.1 0.6 47.0 20.2 1.3 5.5 2.6 0.2 23.2 10.5
Number of Traders in Each Category Total Traders: 87
6 11 4 9 4 4 29 12 7 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 37,591
Positions
5,571 15,837 0 2,561 2,533 157 9,309 8,116 118 4,556 0 0 15,319 10,830
Changes from: October 23, 2012 Total Change is: 822
-27 -435 -336 -3 -11 0 1,025 1,222 82 932 0 0 -851 300
Percent of Open Interest Represented by Each Category of Trader
14.8 42.1 0.0 6.8 6.7 0.4 24.8 21.6 0.3 12.1 0.0 0.0 40.8 28.8
Number of Traders in Each Category Total Traders: 37
. 7 0 . 4 . 8 8 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 163,917
Positions
8,901 48,638 17 9,598 33,547 11,068 96,347 30,008 771 1,190 18,466 651 35,374 20,751
Changes from: October 23, 2012 Total Change is: 8,126
-923 11,257 3 381 -656 462 5,475 -1,783 -836 -1,649 1,378 403 4,810 -2,102
Percent of Open Interest Represented by Each Category of Trader
5.4 29.7 0.0 5.9 20.5 6.8 58.8 18.3 0.5 0.7 11.3 0.4 21.6 12.7
Number of Traders in Each Category Total Traders: 94
5 13 . 6 14 5 33 13 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 147,135
Positions
35,372 19,166 322 58,014 7,101 658 40,113 53,116 835 500 15,055 44 11,277 50,838
Changes from: October 23, 2012 Total Change is: 10,000
10,447 -7,185 10 -785 293 -11 2,415 14,589 -59 -317 -1,388 -119 -1,581 3,870
Percent of Open Interest Represented by Each Category of Trader
24.0 13.0 0.2 39.4 4.8 0.4 27.3 36.1 0.6 0.3 10.2 0.0 7.7 34.6
Number of Traders in Each Category Total Traders: 100
11 11 . 9 5 . 18 36 5 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 221,524
Positions
66,884 26,524 2,401 52,596 35,615 4,479 22,100 81,918 1,601 29,829 10,410 429 41,205 58,147
Changes from: October 23, 2012 Total Change is: 4,682
5,321 -337 163 -1,063 438 -12 110 1,110 -221 1,073 1,634 3 -692 1,904
Percent of Open Interest Represented by Each Category of Trader
30.2 12.0 1.1 23.7 16.1 2.0 10.0 37.0 0.7 13.5 4.7 0.2 18.6 26.2
Number of Traders in Each Category Total Traders: 179
23 17 6 18 20 14 23 43 10 21 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 174,957
Positions
43,651 46,548 93 3,294 43,460 1,061 88,207 57,737 829 4,736 2,496 558 32,528 22,175
Changes from: October 23, 2012 Total Change is: 6,294
-6,829 5,650 -102 601 -155 -161 8,212 2,228 3 -461 214 -852 5,883 -531
Percent of Open Interest Represented by Each Category of Trader
24.9 26.6 0.1 1.9 24.8 0.6 50.4 33.0 0.5 2.7 1.4 0.3 18.6 12.7
Number of Traders in Each Category Total Traders: 96
8 13 . . 11 . 24 27 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 85,252
Positions
48,272 58,559 18,161 3,824 0 0 4,226 442 4,801 2,470 0 2,861 637 428
Changes from: October 23, 2012 Total Change is: -2,999
-2,504 -3,398 403 -245 0 0 -615 -33 0 0 0 0 -38 29
Percent of Open Interest Represented by Each Category of Trader
56.6 68.7 21.3 4.5 0.0 0.0 5.0 0.5 5.6 2.9 0.0 3.4 0.7 0.5
Number of Traders in Each Category Total Traders: 22
6 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 202,456
Positions
32,103 102,709 463 30,436 297 515 123,636 85,005 1,054 5,821 9,345 102 8,326 2,966
Changes from: October 23, 2012 Total Change is: -5,150
2,329 -687 463 1,503 157 0 -8,789 -4,525 0 -232 -885 -136 -288 463
Percent of Open Interest Represented by Each Category of Trader
15.9 50.7 0.2 15.0 0.1 0.3 61.1 42.0 0.5 2.9 4.6 0.1 4.1 1.5
Number of Traders in Each Category Total Traders: 127
6 10 . 12 . . 61 14 8 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 28,703
Positions
16,109 9,181 661 555 0 0 3,047 769 384 5,330 15,567 1,751 866 390
Changes from: October 23, 2012 Total Change is: 1,007
29 25 597 -52 0 0 -125 21 383 -65 0 61 179 -80
Percent of Open Interest Represented by Each Category of Trader
56.1 32.0 2.3 1.9 0.0 0.0 10.6 2.7 1.3 18.6 54.2 6.1 3.0 1.4
Number of Traders in Each Category Total Traders: 23
5 5 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 31,020
Positions
1,515 22,063 204 736 252 0 23,533 4,450 226 173 1,695 161 4,472 1,969
Changes from: October 23, 2012 Total Change is: 1,884
109 1,648 61 122 0 0 1,529 -186 95 -199 246 161 6 -141
Percent of Open Interest Represented by Each Category of Trader
4.9 71.1 0.7 2.4 0.8 0.0 75.9 14.3 0.7 0.6 5.5 0.5 14.4 6.3
Number of Traders in Each Category Total Traders: 56
. 9 . 4 . 0 24 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 53,837
Positions
14,669 37,395 329 4,351 807 260 22,337 9,291 1,111 2,356 553 0 8,427 4,094
Changes from: October 23, 2012 Total Change is: -1,329
967 -2,402 94 261 -100 -141 -2,686 807 402 -359 -20 0 134 32
Percent of Open Interest Represented by Each Category of Trader
27.2 69.5 0.6 8.1 1.5 0.5 41.5 17.3 2.1 4.4 1.0 0.0 15.7 7.6
Number of Traders in Each Category Total Traders: 98
18 14 . 6 . . 34 13 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 107,674
Positions
29,337 74,789 657 8,702 1,613 519 44,674 18,582 2,221 4,711 1,106 0 16,853 8,187
Changes from: October 23, 2012 Total Change is: -2,657
1,934 -4,804 187 522 -200 -281 -5,372 1,613 804 -718 -40 0 267 64
Percent of Open Interest Represented by Each Category of Trader
27.2 69.5 0.6 8.1 1.5 0.5 41.5 17.3 2.1 4.4 1.0 0.0 15.7 7.6
Number of Traders in Each Category Total Traders: 98
18 14 . 6 . . 34 13 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 809,024
Positions
57,210 239,303 23,938 399,499 162,442 53,434 105,925 180,471 22,140 29,755 43,115 5,252 111,871 78,930
Changes from: October 23, 2012 Total Change is: 3,997
-606 1,965 2,754 3,609 1,065 -1,090 1,412 -3,109 -4,407 1,184 3,607 -254 1,397 3,467
Percent of Open Interest Represented by Each Category of Trader
7.1 29.6 3.0 49.4 20.1 6.6 13.1 22.3 2.7 3.7 5.3 0.6 13.8 9.8
Number of Traders in Each Category Total Traders: 564
39 45 22 121 58 59 110 106 61 42 43 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 205,849
Positions
20,695 86,327 3,729 94,296 30,380 6,199 13,879 24,557 611 6,235 17,540 134 60,071 36,372
Changes from: October 23, 2012 Total Change is: -1,327
2,139 1,246 260 -614 162 64 -605 -6,341 13 0 16 0 -2,584 3,253
Percent of Open Interest Represented by Each Category of Trader
10.1 41.9 1.8 45.8 14.8 3.0 6.7 11.9 0.3 3.0 8.5 0.1 29.2 17.7
Number of Traders in Each Category Total Traders: 98
9 14 . 26 9 11 15 16 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 3,015,873
Positions
233,816 816,122 49,801 1,550,881 685,175 211,309 519,749 839,086 48,126 124,134 134,407 19,056 259,001 212,791
Changes from: October 23, 2012 Total Change is: 26,622
-2,428 14,892 1,174 21,289 4,690 -5,944 -4,022 2,057 -7,997 6,256 18,292 -1,610 19,904 1,068
Percent of Open Interest Represented by Each Category of Trader
7.8 27.1 1.7 51.4 22.7 7.0 17.2 27.8 1.6 4.1 4.5 0.6 8.6 7.1
Number of Traders in Each Category Total Traders: 531
38 41 21 107 53 52 109 104 51 39 40 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 113,941
Positions
6,241 35,984 44 64,271 61,480 1,722 26,693 7,743 2,259 390 2,191 0 12,321 2,518
Changes from: October 23, 2012 Total Change is: 1,231
-989 -755 8 607 752 -9 -933 -95 1,471 -20 10 0 1,096 -151
Percent of Open Interest Represented by Each Category of Trader
5.5 31.6 0.0 56.4 54.0 1.5 23.4 6.8 2.0 0.3 1.9 0.0 10.8 2.2
Number of Traders in Each Category Total Traders: 101
10 11 . 41 12 12 18 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 74,253
Positions
8,249 47,425 368 31,047 7,751 2,514 23,435 9,667 631 1,559 3,108 47 6,402 2,740
Changes from: October 23, 2012 Total Change is: 71
1,388 599 -9 -972 46 -37 260 -232 -63 -222 6 -3 -269 -235
Percent of Open Interest Represented by Each Category of Trader
11.1 63.9 0.5 41.8 10.4 3.4 31.6 13.0 0.9 2.1 4.2 0.1 8.6 3.7
Number of Traders in Each Category Total Traders: 214
18 24 4 33 24 15 53 31 9 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 371,266
Positions
41,245 237,127 1,842 155,234 38,756 12,570 117,177 48,337 3,156 7,797 15,540 237 32,008 13,701
Changes from: October 23, 2012 Total Change is: 357
6,938 2,993 -47 -4,861 231 -186 1,302 -1,158 -315 -1,112 32 -16 -1,346 -1,177
Percent of Open Interest Represented by Each Category of Trader
11.1 63.9 0.5 41.8 10.4 3.4 31.6 13.0 0.9 2.1 4.2 0.1 8.6 3.7
Number of Traders in Each Category Total Traders: 214
18 24 4 33 24 15 53 31 9 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 370,064
Positions
112,495 37,973 6,801 150,204 202,166 16,220 56,139 78,495 5,715 2,603 11,078 0 19,887 11,616
Changes from: October 23, 2012 Total Change is: 596
2,552 1,641 -13 -2,230 449 -253 -2,107 -1,758 1,197 77 598 0 1,373 -1,265
Percent of Open Interest Represented by Each Category of Trader
30.4 10.3 1.8 40.6 54.6 4.4 15.2 21.2 1.5 0.7 3.0 0.0 5.4 3.1
Number of Traders in Each Category Total Traders: 237
19 13 5 50 39 22 44 49 11 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 30,071
Positions
7,538 5,057 1 9,562 0 71 5,473 6,546 0 1,901 3,576 0 5,525 14,820
Changes from: October 23, 2012 Total Change is: 4,436
548 956 0 619 -217 13 3,266 2,126 0 0 0 0 -10 1,558
Percent of Open Interest Represented by Each Category of Trader
25.1 16.8 0.0 31.8 0.0 0.2 18.2 21.8 0.0 6.3 11.9 0.0 18.4 49.3
Number of Traders in Each Category Total Traders: 39
6 7 . 12 0 . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 33,463
Positions
8,307 14,083 969 5,398 2,360 822 9,147 5,629 189 2,575 1,051 0 6,056 8,360
Changes from: October 23, 2012 Total Change is: 2,018
290 1,106 -710 -507 -125 0 3,195 -1,362 -44 -83 603 0 -123 2,550
Percent of Open Interest Represented by Each Category of Trader
24.8 42.1 2.9 16.1 7.1 2.5 27.3 16.8 0.6 7.7 3.1 0.0 18.1 25.0
Number of Traders in Each Category Total Traders: 58
15 12 4 5 . . 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 64,539
Positions
1,820 9,456 759 42,560 33,359 6,500 8,300 12,140 106 221 0 0 4,273 2,219
Changes from: October 23, 2012 Total Change is: 850
-109 -702 26 2,005 -7 -29 -830 2,031 -57 0 0 0 -156 -412
Percent of Open Interest Represented by Each Category of Trader
2.8 14.7 1.2 65.9 51.7 10.1 12.9 18.8 0.2 0.3 0.0 0.0 6.6 3.4
Number of Traders in Each Category Total Traders: 73
6 . . 24 24 9 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 113,902
Positions
14,399 55,495 756 60,280 20,382 5,364 14,098 23,933 697 5,903 2,093 989 11,416 4,193
Changes from: October 23, 2012 Total Change is: 223
-284 -1,040 64 1,402 -919 386 -385 -1,670 54 -763 1,893 724 -975 731
Percent of Open Interest Represented by Each Category of Trader
12.6 48.7 0.7 52.9 17.9 4.7 12.4 21.0 0.6 5.2 1.8 0.9 10.0 3.7
Number of Traders in Each Category Total Traders: 123
14 15 4 31 15 12 25 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 549,851
Positions
12,413 69,375 3,820 239,226 141,933 79,831 42,407 68,304 9,794 18,205 36,078 380 143,775 140,336
Changes from: October 23, 2012 Total Change is: 6,349
-2,315 9,089 172 4,642 12,799 -6,068 1,471 -18,990 -3 -1,989 -465 378 10,061 9,437
Percent of Open Interest Represented by Each Category of Trader
2.3 12.6 0.7 43.5 25.8 14.5 7.7 12.4 1.8 3.3 6.6 0.1 26.1 25.5
Number of Traders in Each Category Total Traders: 155
7 16 6 39 28 28 18 31 13 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 354,041
Positions
0 127,204 87 222,395 27,445 45,205 0 76,764 260 15,290 22,543 1,909 68,895 52,624
Changes from: October 23, 2012 Total Change is: -13,961
0 -7,345 83 -14,316 296 -82 0 -7,117 127 -98 2,994 14 311 -2,931
Percent of Open Interest Represented by Each Category of Trader
0.0 35.9 0.0 62.8 7.8 12.8 0.0 21.7 0.1 4.3 6.4 0.5 19.5 14.9
Number of Traders in Each Category Total Traders: 62
0 11 . 28 9 18 0 7 4 . 4 .
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Traders in Financial Futures - Futures Only Positions as of October 30, 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 952,256
Positions
108,661 82,729 50,273 194,010 148,177 66,293 270,187 442,087 22,401 114,315 33,018 9,300 116,816 97,978
Changes from: October 23, 2012 Total Change is: -28,891
6,273 -17,261 8,796 2,233 2,961 5,166 -37,015 -5,120 2,873 18,529 4,071 -1,676 -34,070 -28,701
Percent of Open Interest Represented by Each Category of Trader
11.4 8.7 5.3 20.4 15.6 7.0 28.4 46.4 2.4 12.0 3.5 1.0 12.3 10.3
Number of Traders in Each Category Total Traders: 216
20 19 10 41 26 30 38 38 25 20 14 6
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Traders in Financial Futures - Futures Only Positions as of October 30, 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 1,702,252
Positions
180,606 104,281 10,713 434,518 775,141 167,737 471,097 144,262 49,228 116,982 127,982 7,939 263,432 314,969
Changes from: October 23, 2012 Total Change is: 8,119
-49,705 -376 -805 58,085 -37,872 33 -3,666 2,952 7,100 9,383 14,160 2,033 -14,339 20,894
Percent of Open Interest Represented by Each Category of Trader
10.6 6.1 0.6 25.5 45.5 9.9 27.7 8.5 2.9 6.9 7.5 0.5 15.5 18.5
Number of Traders in Each Category Total Traders: 270
26 25 9 27 60 49 49 48 36 15 19 6
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Traders in Financial Futures - Futures Only Positions as of October 30, 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 1,337,485
Positions
238,317 96,603 14,388 223,677 587,180 109,281 351,636 185,866 21,738 143,894 65,069 7,566 226,988 249,794
Changes from: October 23, 2012 Total Change is: -21,040
14,047 -10,810 1,515 -24,125 -14,806 -1,937 -12,026 9,977 -6,858 -2,924 4,588 1,722 9,546 -4,431
Percent of Open Interest Represented by Each Category of Trader
17.8 7.2 1.1 16.7 43.9 8.2 26.3 13.9 1.6 10.8 4.9 0.6 17.0 18.7
Number of Traders in Each Category Total Traders: 193
17 17 7 29 39 35 32 38 17 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 418,586
Positions
180,269 169,463 118,646 9 2,015 2,929 43,563 34,402 42,255 3,176 8,663 7,111 20,628 33,102
Changes from: October 23, 2012 Total Change is: 30,811
6,594 32,926 266 0 0 130 22,831 508 801 2,491 903 30 -2,332 -4,753
Percent of Open Interest Represented by Each Category of Trader
43.1 40.5 28.3 0.0 0.5 0.7 10.4 8.2 10.1 0.8 2.1 1.7 4.9 7.9
Number of Traders in Each Category Total Traders: 76
18 22 31 . . . 17 9 20 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 41,910
Positions
25,776 17,970 6,258 500 250 0 5,352 13,180 3,063 16 0 297 648 892
Changes from: October 23, 2012 Total Change is: -186
-673 -1,326 1,063 0 0 0 -270 401 1,138 16 -1 33 -1,493 -1,494
Percent of Open Interest Represented by Each Category of Trader
61.5 42.9 14.9 1.2 0.6 0.0 12.8 31.4 7.3 0.0 0.0 0.7 1.5 2.1
Number of Traders in Each Category Total Traders: 42
10 7 12 . . 0 7 13 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 8,345,592
Positions
1,432,327 2,740,832 1,818,329 837,619 375,371 141,953 1,481,851 436,756 1,383,811 84,174 179,387 276,703 888,825 992,450
Changes from: October 23, 2012 Total Change is: -53,226
20,129 22,595 -16,188 2,853 -59,069 20,297 -13,873 1,010 -26,771 -29,620 5,097 286 -10,339 -483
Percent of Open Interest Represented by Each Category of Trader
17.2 32.8 21.8 10.0 4.5 1.7 17.8 5.2 16.6 1.0 2.1 3.3 10.7 11.9
Number of Traders in Each Category Total Traders: 232
29 49 72 10 5 13 51 47 81 13 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 12,000
Positions
9,102 273 0 543 853 0 1,920 10,614 1 254 215 0 180 44
Changes from: October 23, 2012 Total Change is: 370
176 150 0 0 0 0 190 237 0 0 0 0 4 -17
Percent of Open Interest Represented by Each Category of Trader
75.9 2.3 0.0 4.5 7.1 0.0 16.0 88.5 0.0 2.1 1.8 0.0 1.5 0.4
Number of Traders in Each Category Total Traders: 27
4 . 0 . 4 0 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 13,969
Positions
11,336 7,239 0 853 866 42 1,450 5,676 0 0 91 0 288 55
Changes from: October 23, 2012 Total Change is: 275
38 31 0 0 0 0 230 274 0 0 -54 0 7 24
Percent of Open Interest Represented by Each Category of Trader
81.2 51.8 0.0 6.1 6.2 0.3 10.4 40.6 0.0 0.0 0.7 0.0 2.1 0.4
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . 5 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 41,026
Positions
10,337 5,735 1,262 1,747 5,295 202 14,813 23,656 1,042 7,708 745 66 3,849 3,023
Changes from: October 23, 2012 Total Change is: -2,767
-603 68 0 434 -374 14 -3,838 -1,296 384 998 -1,438 66 -222 -191
Percent of Open Interest Represented by Each Category of Trader
25.2 14.0 3.1 4.3 12.9 0.5 36.1 57.7 2.5 18.8 1.8 0.2 9.4 7.4
Number of Traders in Each Category Total Traders: 108
. . . 7 5 . 23 34 7 27 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 361,488
Positions
117,323 25,420 46,324 31,800 13,371 11,331 29,393 130,142 43,524 4,689 12,346 58,977 18,127 20,053
Changes from: October 23, 2012 Total Change is: -15,313
-7,326 2,354 -2,736 -2,769 -713 857 -1,126 -15,329 3,918 -47 1,501 1,506 -7,590 -6,671
Percent of Open Interest Represented by Each Category of Trader
32.5 7.0 12.8 8.8 3.7 3.1 8.1 36.0 12.0 1.3 3.4 16.3 5.0 5.5
Number of Traders in Each Category Total Traders: 161
20 13 25 8 14 10 28 40 43 15 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 30, 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 6,756
Positions
328 3,430 0 3,041 517 138 2,007 1,744 893 192 30 0 157 4
Changes from: October 23, 2012 Total Change is: -1,693
-51 -797 0 0 5 -21 -1,631 -879 0 0 0 0 10 -1
Percent of Open Interest Represented by Each Category of Trader
4.9 50.8 0.0 45.0 7.7 2.0 29.7 25.8 13.2 2.8 0.4 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 4 . . 5 . . . . 0
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Updated November 2, 2012