Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 310,876
Positions
8,429 78,778 74,090 22,110 33,458 2,080 117,485 56,770 25,532 9,440 14,163 2,097 49,611 23,907
Changes from: September 11, 2012 Total Change is: 43,505
3,444 3,111 36,082 11 269 -561 12,213 9,325 -5,311 60 2,188 -923 -1,509 -676
Percent of Open Interest Represented by Each Category of Trader
2.7 25.3 23.8 7.1 10.8 0.7 37.8 18.3 8.2 3.0 4.6 0.7 16.0 7.7
Number of Traders in Each Category Total Traders: 110
4 14 14 9 5 5 39 18 19 12 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 39,654
Positions
6,309 9,606 106 2,098 1,657 176 11,958 15,304 0 3,490 0 42 15,475 12,763
Changes from: September 11, 2012 Total Change is: -19,177
-14,149 -6,817 -821 -9 55 3 -5,770 -5,164 -2,060 2,399 -3,204 42 1,187 -1,211
Percent of Open Interest Represented by Each Category of Trader
15.9 24.2 0.3 5.3 4.2 0.4 30.2 38.6 0.0 8.8 0.0 0.1 39.0 32.2
Number of Traders in Each Category Total Traders: 30
. 5 . . . . 4 9 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 161,898
Positions
3,914 33,847 2,914 10,822 31,296 12,752 79,371 33,567 6,088 2,233 19,308 2,339 41,465 19,787
Changes from: September 11, 2012 Total Change is: -26,831
-3,315 2,007 -15,113 579 -2,100 856 9,188 -7,616 -5,489 -4,417 12,954 -9,669 548 -2,662
Percent of Open Interest Represented by Each Category of Trader
2.4 20.9 1.8 6.7 19.3 7.9 49.0 20.7 3.8 1.4 11.9 1.4 25.6 12.2
Number of Traders in Each Category Total Traders: 105
. 12 5 8 15 8 34 22 14 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 140,530
Positions
1,585 42,689 3,286 63,173 6,893 1,397 38,973 28,313 5,733 813 15,658 922 24,648 35,639
Changes from: September 11, 2012 Total Change is: -44,694
-6,096 -22,312 -10,258 -1,300 496 60 -18,682 -2,426 -2,135 310 -3,882 277 -6,870 -4,514
Percent of Open Interest Represented by Each Category of Trader
1.1 30.4 2.3 45.0 4.9 1.0 27.7 20.1 4.1 0.6 11.1 0.7 17.5 25.4
Number of Traders in Each Category Total Traders: 92
. 16 5 9 6 5 25 24 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 286,380
Positions
81,025 7,459 11,147 40,598 39,942 9,158 38,517 106,201 27,835 24,529 13,817 6,270 47,301 64,551
Changes from: September 11, 2012 Total Change is: -87,541
-8,376 -49,678 -8,220 6,592 434 -621 -33,549 -16,648 -10,175 -35,052 1,374 1,532 329 -5,539
Percent of Open Interest Represented by Each Category of Trader
28.3 2.6 3.9 14.2 13.9 3.2 13.4 37.1 9.7 8.6 4.8 2.2 16.5 22.5
Number of Traders in Each Category Total Traders: 196
20 12 13 19 24 18 32 50 32 16 23 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 189,394
Positions
18,381 52,878 3,889 3,496 43,979 1,486 116,887 50,460 7,852 1,249 3,394 2,506 33,647 22,948
Changes from: September 11, 2012 Total Change is: -42,524
-2,908 -11,959 -36,893 219 -697 -476 -3 17,148 -7,273 654 -1,360 1,279 2,878 -2,292
Percent of Open Interest Represented by Each Category of Trader
9.7 27.9 2.1 1.8 23.2 0.8 61.7 26.6 4.1 0.7 1.8 1.3 17.8 12.1
Number of Traders in Each Category Total Traders: 106
6 11 6 . 11 4 36 27 19 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 90,222
Positions
50,635 61,928 19,322 4,112 0 0 5,032 628 5,213 2,470 0 2,861 577 270
Changes from: September 11, 2012 Total Change is: -7,128
-1,079 -671 -4,598 -41 0 0 -791 -1,213 -527 -430 0 0 338 -119
Percent of Open Interest Represented by Each Category of Trader
56.1 68.6 21.4 4.6 0.0 0.0 5.6 0.7 5.8 2.7 0.0 3.2 0.6 0.3
Number of Traders in Each Category Total Traders: 25
6 13 12 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 214,921
Positions
34,938 82,484 0 25,396 396 1,560 137,535 117,394 587 5,274 9,995 357 9,274 2,148
Changes from: September 11, 2012 Total Change is: -94,323
-8,547 -9,592 -22,662 148 -749 5 12,642 24,999 -77,605 -147 -8,804 26 1,817 59
Percent of Open Interest Represented by Each Category of Trader
16.3 38.4 0.0 11.8 0.2 0.7 64.0 54.6 0.3 2.5 4.7 0.2 4.3 1.0
Number of Traders in Each Category Total Traders: 126
7 8 0 8 . . 67 14 . 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 16,541
Positions
13,726 1,793 28 323 0 0 1,686 1,215 0 140 13,057 0 638 448
Changes from: September 11, 2012 Total Change is: 429
525 358 -50 123 -8 -334 153 -386 0 0 830 0 12 19
Percent of Open Interest Represented by Each Category of Trader
83.0 10.8 0.2 2.0 0.0 0.0 10.2 7.3 0.0 0.8 78.9 0.0 3.9 2.7
Number of Traders in Each Category Total Traders: 21
5 5 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 29,331
Positions
1,390 20,340 0 414 0 0 21,576 5,395 129 647 1,315 442 4,733 1,710
Changes from: September 11, 2012 Total Change is: 2,179
-3,169 4,088 -3,425 192 0 0 8,804 1,493 -906 350 985 267 66 -323
Percent of Open Interest Represented by Each Category of Trader
4.7 69.3 0.0 1.4 0.0 0.0 73.6 18.4 0.4 2.2 4.5 1.5 16.1 5.8
Number of Traders in Each Category Total Traders: 50
. 9 0 . 0 0 18 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 77,763
Positions
14,369 42,478 8,681 4,373 247 369 31,900 12,594 2,953 3,645 1,539 1,778 9,696 7,124
Changes from: September 11, 2012 Total Change is: 13,269
-116 2,593 6,171 807 -556 -93 3,443 742 1,397 -3 435 1,602 61 978
Percent of Open Interest Represented by Each Category of Trader
18.5 54.6 11.2 5.6 0.3 0.5 41.0 16.2 3.8 4.7 2.0 2.3 12.5 9.2
Number of Traders in Each Category Total Traders: 105
16 19 14 8 . . 34 14 13 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 155,525
Positions
28,738 84,957 17,361 8,746 494 738 63,799 25,188 5,907 7,289 3,077 3,555 19,391 14,248
Changes from: September 11, 2012 Total Change is: 26,538
-232 5,187 12,342 1,614 -1,112 -186 6,887 1,484 2,793 -6 870 3,203 123 1,956
Percent of Open Interest Represented by Each Category of Trader
18.5 54.6 11.2 5.6 0.3 0.5 41.0 16.2 3.8 4.7 2.0 2.3 12.5 9.2
Number of Traders in Each Category Total Traders: 105
16 19 14 8 . . 34 14 13 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,164,981
Positions
53,523 185,299 136,428 379,315 156,143 68,635 106,011 210,405 204,959 28,416 49,020 31,275 156,418 122,816
Changes from: September 11, 2012 Total Change is: 135,077
-2,207 41,092 65,194 17,401 -6,413 784 7,256 -12,382 46,875 282 2,812 2,903 -3,410 -5,787
Percent of Open Interest Represented by Each Category of Trader
4.6 15.9 11.7 32.6 13.4 5.9 9.1 18.1 17.6 2.4 4.2 2.7 13.4 10.5
Number of Traders in Each Category Total Traders: 609
32 55 57 117 57 73 110 127 125 57 53 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 356,841
Positions
28,952 80,585 26,236 92,350 32,555 12,205 22,233 35,475 80,157 1,798 18,116 9,391 83,520 62,121
Changes from: September 11, 2012 Total Change is: 42,026
-2,571 19,730 21,299 -3,167 -1,945 -1,176 8,290 233 19,872 288 2,354 -4,320 3,511 -14,020
Percent of Open Interest Represented by Each Category of Trader
8.1 22.6 7.4 25.9 9.1 3.4 6.2 9.9 22.5 0.5 5.1 2.6 23.4 17.4
Number of Traders in Each Category Total Traders: 118
12 13 15 25 9 14 18 25 38 6 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 4,040,698
Positions
270,205 670,917 403,614 1,486,254 669,371 230,717 539,729 995,487 503,176 156,160 177,587 86,351 364,493 303,477
Changes from: September 11, 2012 Total Change is: 465,253
-52,855 52,133 274,149 100,171 -25,007 12,469 19,487 -38,417 110,359 -1,101 1,221 37,182 -34,608 41,165
Percent of Open Interest Represented by Each Category of Trader
6.7 16.6 10.0 36.8 16.6 5.7 13.4 24.6 12.5 3.9 4.4 2.1 9.0 7.5
Number of Traders in Each Category Total Traders: 572
35 51 50 102 53 64 111 120 116 52 48 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 148,077
Positions
15,468 41,977 23,368 61,899 57,190 1,583 31,185 15,660 562 390 2,770 0 13,621 4,966
Changes from: September 11, 2012 Total Change is: 23,928
-648 4,349 21,261 1,818 -2,428 -1,257 849 445 321 0 -15 0 1,584 1,252
Percent of Open Interest Represented by Each Category of Trader
10.4 28.3 15.8 41.8 38.6 1.1 21.1 10.6 0.4 0.3 1.9 0.0 9.2 3.4
Number of Traders in Each Category Total Traders: 105
8 10 7 40 12 11 22 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 149,282
Positions
6,115 65,738 40,665 39,016 7,346 2,339 34,075 10,842 7,939 2,464 3,238 1,590 15,078 9,585
Changes from: September 11, 2012 Total Change is: 31,280
374 -4,420 27,997 460 -970 1,636 -3,503 1,982 3,684 502 -187 610 -480 949
Percent of Open Interest Represented by Each Category of Trader
4.1 44.0 27.2 26.1 4.9 1.6 22.8 7.3 5.3 1.7 2.2 1.1 10.1 6.4
Number of Traders in Each Category Total Traders: 249
14 34 27 37 20 13 81 35 31 17 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 27,238
Positions
14,635 16,919 600 300 0 1,700 2,115 5,690 333 0 923 0 7,555 1,073
Changes from: September 11, 2012 Total Change is: 4,481
2,592 -103 500 0 0 1,700 -454 2,026 333 0 0 0 -190 25
Percent of Open Interest Represented by Each Category of Trader
53.7 62.1 2.2 1.1 0.0 6.2 7.8 20.9 1.2 0.0 3.4 0.0 27.7 3.9
Number of Traders in Each Category Total Traders: 23
4 10 . . 0 . 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 610,216
Positions
22,280 308,975 135,445 193,581 36,729 3,193 171,777 37,735 26,055 12,321 11,574 7,952 37,611 42,558
Changes from: September 11, 2012 Total Change is: 133,999
601 -9,897 125,797 2,301 -4,850 -320 -15,330 -307 16,838 2,510 -933 3,052 -1,449 4,620
Percent of Open Interest Represented by Each Category of Trader
3.7 50.6 22.2 31.7 6.0 0.5 28.2 6.2 4.3 2.0 1.9 1.3 6.2 7.0
Number of Traders in Each Category Total Traders: 249
15 33 24 37 20 12 82 35 28 17 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 444,635
Positions
138,283 49,949 25,482 148,462 200,687 18,756 73,270 95,761 8,606 2,556 22,200 2,204 27,017 20,991
Changes from: September 11, 2012 Total Change is: 6,580
-14,956 7,212 7,980 8,499 -13,912 -5,304 -2,017 2,060 5,214 64 -634 1,914 5,186 2,050
Percent of Open Interest Represented by Each Category of Trader
31.1 11.2 5.7 33.4 45.1 4.2 16.5 21.5 1.9 0.6 5.0 0.5 6.1 4.7
Number of Traders in Each Category Total Traders: 263
19 16 13 57 37 25 55 54 24 6 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 21,611
Positions
826 2,750 1 9,582 131 229 3,025 4,295 0 1,782 3,149 0 6,166 11,056
Changes from: September 11, 2012 Total Change is: -14,093
-6,794 2,400 -2,728 -36 -389 -172 -1,456 -2,809 -320 344 -3,218 -4 -2,927 -6,853
Percent of Open Interest Represented by Each Category of Trader
3.8 12.7 0.0 44.3 0.6 1.1 14.0 19.9 0.0 8.2 14.6 0.0 28.5 51.2
Number of Traders in Each Category Total Traders: 27
. . . 10 . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 28,140
Positions
5,091 10,056 2,118 6,434 2,275 886 6,551 3,908 126 1,334 0 0 5,600 8,771
Changes from: September 11, 2012 Total Change is: -45,173
-24,585 1,448 -3,432 -893 -98 -246 -5,470 -1,079 -4,413 -2,686 -4,084 -2,055 -1,393 -31,214
Percent of Open Interest Represented by Each Category of Trader
18.1 35.7 7.5 22.9 8.1 3.1 23.3 13.9 0.4 4.7 0.0 0.0 19.9 31.2
Number of Traders in Each Category Total Traders: 45
10 11 5 7 . . 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 70,098
Positions
5,596 14,815 3,712 38,293 29,240 6,172 9,623 11,560 726 0 0 0 5,976 3,873
Changes from: September 11, 2012 Total Change is: 1,734
1,104 -301 715 -1,266 1,767 -842 2,513 -732 -961 0 0 0 471 2,088
Percent of Open Interest Represented by Each Category of Trader
8.0 21.1 5.3 54.6 41.7 8.8 13.7 16.5 1.0 0.0 0.0 0.0 8.5 5.5
Number of Traders in Each Category Total Traders: 70
6 5 4 23 22 9 10 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 141,381
Positions
16,884 60,325 14,915 58,496 19,177 4,451 16,129 26,325 1,597 5,999 0 248 22,662 14,343
Changes from: September 11, 2012 Total Change is: 7,661
4,782 4,249 4,786 -2,837 5,148 -425 1,576 -5,697 -3,551 -205 0 5 3,530 3,146
Percent of Open Interest Represented by Each Category of Trader
11.9 42.7 10.5 41.4 13.6 3.1 11.4 18.6 1.1 4.2 0.0 0.2 16.0 10.1
Number of Traders in Each Category Total Traders: 109
12 14 11 24 17 11 26 7 4 9 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 678,750
Positions
15,846 84,192 26,260 208,794 99,809 93,164 50,479 71,000 96,230 22,103 34,085 6,005 159,868 168,004
Changes from: September 11, 2012 Total Change is: 18,078
9,301 -22,523 120 -5,244 -10,782 10,573 -16,030 -6,870 25,721 -774 1,726 3,163 -8,752 16,949
Percent of Open Interest Represented by Each Category of Trader
2.3 12.4 3.9 30.8 14.7 13.7 7.4 10.5 14.2 3.3 5.0 0.9 23.6 24.8
Number of Traders in Each Category Total Traders: 153
6 14 14 39 24 39 26 31 42 6 7 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 361,877
Positions
0 134,935 2,382 245,010 16,195 36,482 0 97,098 794 9,505 13,702 0 67,704 60,289
Changes from: September 11, 2012 Total Change is: -17,054
0 -4,565 -5,561 -4,681 5,128 -182 0 -3,914 -6,502 0 -3,158 0 -128 1,700
Percent of Open Interest Represented by Each Category of Trader
0.0 37.3 0.7 67.7 4.5 10.1 0.0 26.8 0.2 2.6 3.8 0.0 18.7 16.7
Number of Traders in Each Category Total Traders: 64
0 13 . 28 8 19 0 9 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,043,803
Positions
52,232 127,516 53,147 195,903 142,307 66,053 328,650 440,123 98,085 109,600 27,394 12,423 127,710 76,756
Changes from: September 11, 2012 Total Change is: -43,795
-25,473 15,033 -14,326 85 34,949 7,658 30,620 -65,203 -22,479 -24,390 3,451 -283 4,792 -2,597
Percent of Open Interest Represented by Each Category of Trader
5.0 12.2 5.1 18.8 13.6 6.3 31.5 42.2 9.4 10.5 2.6 1.2 12.2 7.4
Number of Traders in Each Category Total Traders: 213
14 22 13 40 28 31 43 31 34 21 14 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 2,019,648
Positions
222,180 92,497 153,673 391,790 765,753 206,876 349,599 118,070 267,982 91,895 79,456 26,160 309,494 309,181
Changes from: September 11, 2012 Total Change is: 74,588
64,252 -18,876 21,531 18,946 40,096 -11,000 -34,737 6,052 25,400 -211 3,905 1,988 -11,582 5,490
Percent of Open Interest Represented by Each Category of Trader
11.0 4.6 7.6 19.4 37.9 10.2 17.3 5.8 13.3 4.6 3.9 1.3 15.3 15.3
Number of Traders in Each Category Total Traders: 267
32 22 46 26 57 53 50 51 72 12 17 14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 1,410,330
Positions
174,783 129,346 48,443 275,711 596,065 111,422 360,523 146,247 66,849 100,356 59,582 11,559 260,686 240,818
Changes from: September 11, 2012 Total Change is: 42,265
-23,021 -5,016 7,684 68,632 33,826 8,200 -9,243 7,884 -15,132 -13,599 378 1,103 17,643 3,339
Percent of Open Interest Represented by Each Category of Trader
12.4 9.2 3.4 19.5 42.3 7.9 25.6 10.4 4.7 7.1 4.2 0.8 18.5 17.1
Number of Traders in Each Category Total Traders: 185
16 20 19 25 39 37 41 21 33 8 15 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 453,132
Positions
171,609 141,595 150,653 9 2,015 2,993 24,947 38,034 61,041 1,702 7,237 10,204 29,975 39,360
Changes from: September 11, 2012 Total Change is: 4,281
-4,382 -1,032 9,282 -110 0 -190 2,977 -1,437 -4,676 20 -185 -415 1,776 2,934
Percent of Open Interest Represented by Each Category of Trader
37.9 31.2 33.2 0.0 0.4 0.7 5.5 8.4 13.5 0.4 1.6 2.3 6.6 8.7
Number of Traders in Each Category Total Traders: 80
23 21 33 . . . 13 14 23 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 37,020
Positions
17,796 10,668 10,629 0 500 0 5,402 12,167 1,743 94 0 340 1,016 973
Changes from: September 11, 2012 Total Change is: 7,301
-167 2,166 5,630 0 -1,198 0 453 -652 480 6 0 55 844 820
Percent of Open Interest Represented by Each Category of Trader
48.1 28.8 28.7 0.0 1.4 0.0 14.6 32.9 4.7 0.3 0.0 0.9 2.7 2.6
Number of Traders in Each Category Total Traders: 34
10 5 10 0 . 0 8 8 6 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,025,794
Positions
1,107,589 2,821,421 2,491,360 733,072 263,057 158,616 1,556,093 275,984 3,332,378 198,607 142,501 580,833 867,245 959,644
Changes from: September 11, 2012 Total Change is:-1,862,160
7,655 -96,958 -652,894 131,490 112,114 -76,973 2,891 -7,501 -905,116 -110,173 -16,488 -195,789 -63,251 -22,555
Percent of Open Interest Represented by Each Category of Trader
10.0 25.6 22.6 6.6 2.4 1.4 14.1 2.5 30.2 1.8 1.3 5.3 7.9 8.7
Number of Traders in Each Category Total Traders: 252
27 52 78 11 9 16 63 45 92 18 14 23
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 10,426
Positions
7,709 212 0 560 798 6 697 9,084 5 1,278 255 0 171 66
Changes from: September 11, 2012 Total Change is: -2,500
-1,310 -36 0 -7 14 0 -127 -1,513 -990 -20 40 0 -46 -15
Percent of Open Interest Represented by Each Category of Trader
73.9 2.0 0.0 5.4 7.7 0.1 6.7 87.1 0.0 12.3 2.4 0.0 1.6 0.6
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 13,415
Positions
10,921 7,321 0 1,014 680 42 1,260 5,223 0 0 101 0 178 48
Changes from: September 11, 2012 Total Change is: -2,607
-819 -1,156 0 0 -7 0 -28 283 -1,736 0 0 0 -24 9
Percent of Open Interest Represented by Each Category of Trader
81.4 54.6 0.0 7.6 5.1 0.3 9.4 38.9 0.0 0.0 0.8 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 26
4 6 0 . 4 . . 8 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 41,179
Positions
13,108 6,097 1,086 1,307 3,303 342 18,216 24,321 993 2,884 2,260 43 3,201 2,735
Changes from: September 11, 2012 Total Change is: -31,577
-415 -30,505 -1,324 -149 2,513 215 -26,223 -2,530 -139 -2,799 542 -26 -715 -322
Percent of Open Interest Represented by Each Category of Trader
31.8 14.8 2.6 3.2 8.0 0.8 44.2 59.1 2.4 7.0 5.5 0.1 7.8 6.6
Number of Traders in Each Category Total Traders: 102
5 . . 7 . . 24 31 6 18 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 431,265
Positions
139,067 22,895 54,765 33,258 13,006 9,442 31,626 152,016 50,504 5,702 23,234 75,353 31,548 30,050
Changes from: September 11, 2012 Total Change is: 24,307
-5,512 -6,280 12,470 -8,611 -150 714 6,529 2,648 2,517 -128 -2,933 16,584 -256 -1,263
Percent of Open Interest Represented by Each Category of Trader
32.2 5.3 12.7 7.7 3.0 2.2 7.3 35.2 11.7 1.3 5.4 17.5 7.3 7.0
Number of Traders in Each Category Total Traders: 163
21 11 26 6 11 9 22 52 56 13 16 21
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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 14,185
Positions
3,139 3,138 3,205 3,124 416 305 3,308 6,192 893 32 30 0 179 6
Changes from: September 11, 2012 Total Change is: 5,028
63 783 3,205 363 -7 175 1,150 862 10 0 0 0 62 0
Percent of Open Interest Represented by Each Category of Trader
22.1 22.1 22.6 22.0 2.9 2.2 23.3 43.7 6.3 0.2 0.2 0.0 1.3 0.0
Number of Traders in Each Category Total Traders: 20
. . . 4 . . 4 4 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 18, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,475
Positions
1,061 6,965 864 6,398 0 0 805 2,383 0 0 0 0 1,347 263
Changes from: September 11, 2012 Total Change is: 825
3 0 864 -128 0 0 -158 208 0 0 0 0 244 -247
Percent of Open Interest Represented by Each Category of Trader
10.1 66.5 8.2 61.1 0.0 0.0 7.7 22.7 0.0 0.0 0.0 0.0 12.9 2.5
Number of Traders in Each Category Total Traders: 20
. . . 11 0 0 . 4 0 0 0 0
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Updated September 21, 2012