Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 223,820
Positions
11,176 99,013 6,521 22,688 33,529 1,597 111,831 47,386 7,271 9,361 5,669 2,845 50,528 19,988
Changes from: September 18, 2012 Total Change is: -87,056
2,747 20,234 -67,569 578 71 -483 -5,654 -9,385 -18,261 -79 -8,493 748 917 -3,919
Percent of Open Interest Represented by Each Category of Trader
5.0 44.2 2.9 10.1 15.0 0.7 50.0 21.2 3.2 4.2 2.5 1.3 22.6 8.9
Number of Traders in Each Category Total Traders: 103
4 12 6 9 5 5 33 16 16 13 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 38,781
Positions
4,848 12,631 196 2,098 2,383 176 11,899 12,276 228 3,150 0 55 16,131 10,836
Changes from: September 18, 2012 Total Change is: -873
-1,461 3,025 90 0 726 0 -59 -3,028 228 -340 0 13 656 -1,927
Percent of Open Interest Represented by Each Category of Trader
12.5 32.6 0.5 5.4 6.1 0.5 30.7 31.7 0.6 8.1 0.0 0.1 41.6 27.9
Number of Traders in Each Category Total Traders: 37
. 6 . . 4 . 9 11 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 183,172
Positions
3,941 57,193 2,825 10,677 31,357 13,033 99,683 31,292 6,243 1,168 21,108 1,323 44,279 18,798
Changes from: September 18, 2012 Total Change is: 21,273
27 23,347 -89 -145 61 281 20,312 -2,276 154 -1,065 1,800 -1,016 2,814 -990
Percent of Open Interest Represented by Each Category of Trader
2.2 31.2 1.5 5.8 17.1 7.1 54.4 17.1 3.4 0.6 11.5 0.7 24.2 10.3
Number of Traders in Each Category Total Traders: 104
. 14 6 7 15 8 36 20 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 149,641
Positions
4,486 47,539 3,240 61,140 7,534 1,183 45,817 26,885 4,673 505 18,743 1,540 27,058 38,305
Changes from: September 18, 2012 Total Change is: 9,111
2,901 4,850 -46 -2,033 640 -214 6,844 -1,428 -1,060 -309 3,085 618 2,410 2,665
Percent of Open Interest Represented by Each Category of Trader
3.0 31.8 2.2 40.9 5.0 0.8 30.6 18.0 3.1 0.3 12.5 1.0 18.1 25.6
Number of Traders in Each Category Total Traders: 90
5 15 5 9 6 5 24 21 15 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 271,670
Positions
57,113 12,513 12,250 42,559 39,212 8,791 42,816 93,647 30,920 23,909 9,412 5,283 48,029 59,642
Changes from: September 18, 2012 Total Change is: -14,710
-23,912 5,054 1,103 1,961 -729 -367 4,299 -12,553 3,084 -620 -4,405 -987 728 -4,909
Percent of Open Interest Represented by Each Category of Trader
21.0 4.6 4.5 15.7 14.4 3.2 15.8 34.5 11.4 8.8 3.5 1.9 17.7 22.0
Number of Traders in Each Category Total Traders: 198
21 14 14 18 25 20 35 44 31 17 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 194,399
Positions
18,507 58,127 4,580 2,982 43,095 1,553 118,765 49,436 7,634 1,532 3,063 2,634 36,212 24,278
Changes from: September 18, 2012 Total Change is: 5,005
126 5,248 690 -514 -885 66 1,878 -1,024 -218 283 -331 129 2,565 1,329
Percent of Open Interest Represented by Each Category of Trader
9.5 29.9 2.4 1.5 22.2 0.8 61.1 25.4 3.9 0.8 1.6 1.4 18.6 12.5
Number of Traders in Each Category Total Traders: 104
6 13 7 . 11 5 32 27 17 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 87,849
Positions
51,227 61,954 17,223 4,060 0 0 4,334 293 5,078 2,470 0 2,861 596 440
Changes from: September 18, 2012 Total Change is: -2,372
593 27 -2,099 -52 0 0 -698 -335 -135 0 0 0 19 170
Percent of Open Interest Represented by Each Category of Trader
58.3 70.5 19.6 4.6 0.0 0.0 4.9 0.3 5.8 2.8 0.0 3.3 0.7 0.5
Number of Traders in Each Category Total Traders: 22
5 12 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 220,035
Positions
33,917 105,099 0 26,188 270 1,666 142,088 99,499 503 6,514 10,293 283 8,876 2,422
Changes from: September 18, 2012 Total Change is: 5,114
-1,021 22,615 0 792 -126 106 4,553 -17,895 -84 1,240 298 -74 -398 274
Percent of Open Interest Represented by Each Category of Trader
15.4 47.8 0.0 11.9 0.1 0.8 64.6 45.2 0.2 3.0 4.7 0.1 4.0 1.1
Number of Traders in Each Category Total Traders: 139
6 11 0 11 . . 72 13 4 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 19,088
Positions
15,890 1,796 39 620 0 0 1,760 1,237 0 140 15,567 0 639 449
Changes from: September 18, 2012 Total Change is: 2,547
2,164 3 11 297 0 0 74 22 0 0 2,510 0 1 1
Percent of Open Interest Represented by Each Category of Trader
83.2 9.4 0.2 3.2 0.0 0.0 9.2 6.5 0.0 0.7 81.6 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 20
4 5 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 32,787
Positions
1,613 23,560 265 233 0 0 24,298 5,054 130 590 1,693 363 5,295 1,722
Changes from: September 18, 2012 Total Change is: 3,456
223 3,220 265 -181 0 0 2,722 -341 1 -57 378 -79 562 12
Percent of Open Interest Represented by Each Category of Trader
4.9 71.9 0.8 0.7 0.0 0.0 74.1 15.4 0.4 1.8 5.2 1.1 16.1 5.3
Number of Traders in Each Category Total Traders: 52
. 8 . . 0 0 20 13 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 61,169
Positions
10,305 43,743 293 4,266 679 67 34,885 10,062 587 1,922 768 301 8,544 4,670
Changes from: September 18, 2012 Total Change is: -16,594
-4,064 1,264 -8,388 -108 432 -302 2,985 -2,532 -2,367 -1,723 -771 -1,477 -1,152 -2,454
Percent of Open Interest Represented by Each Category of Trader
16.8 71.5 0.5 7.0 1.1 0.1 57.0 16.4 1.0 3.1 1.3 0.5 14.0 7.6
Number of Traders in Each Category Total Traders: 100
15 17 5 7 . . 35 14 11 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 122,337
Positions
20,610 87,485 586 8,531 1,358 134 69,770 20,123 1,173 3,843 1,536 602 17,088 9,340
Changes from: September 18, 2012 Total Change is: -33,188
-8,128 2,529 -16,775 -215 864 -604 5,971 -5,064 -4,734 -3,446 -1,541 -2,954 -2,303 -4,908
Percent of Open Interest Represented by Each Category of Trader
16.8 71.5 0.5 7.0 1.1 0.1 57.0 16.4 1.0 3.1 1.3 0.5 14.0 7.6
Number of Traders in Each Category Total Traders: 100
15 17 5 7 . . 35 14 11 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 883,152
Positions
45,559 222,535 14,550 384,452 158,878 54,475 92,180 166,741 118,835 27,122 38,690 18,063 127,916 90,384
Changes from: September 18, 2012 Total Change is: -281,829
-7,965 37,236 -121,879 5,138 2,735 -14,160 -13,831 -43,664 -86,124 -1,294 -10,330 -13,212 -28,502 -32,432
Percent of Open Interest Represented by Each Category of Trader
5.2 25.2 1.6 43.5 18.0 6.2 10.4 18.9 13.5 3.1 4.4 2.0 14.5 10.2
Number of Traders in Each Category Total Traders: 590
37 48 30 120 53 68 108 118 106 55 50 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 252,558
Positions
13,401 75,131 4,463 95,324 28,206 8,211 7,139 26,703 46,029 3,097 13,677 7,172 67,720 42,964
Changes from: September 18, 2012 Total Change is: -104,283
-15,551 -5,454 -21,773 2,974 -4,349 -3,994 -15,094 -8,772 -34,127 1,300 -4,440 -2,219 -15,800 -19,156
Percent of Open Interest Represented by Each Category of Trader
5.3 29.7 1.8 37.7 11.2 3.3 2.8 10.6 18.2 1.2 5.4 2.8 26.8 17.0
Number of Traders in Each Category Total Traders: 108
8 14 4 26 8 11 14 25 35 7 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 3,152,972
Positions
164,850 741,082 46,368 1,466,095 673,814 210,866 465,063 740,049 324,170 126,289 131,234 48,290 300,982 237,101
Changes from: September 18, 2012 Total Change is: -887,726
-105,355 70,165 -357,246 -20,159 4,442 -19,851 -74,666 -255,439 -179,006 -29,871 -46,354 -38,062 -63,511 -66,376
Percent of Open Interest Represented by Each Category of Trader
5.2 23.5 1.5 46.5 21.4 6.7 14.7 23.5 10.3 4.0 4.2 1.5 9.5 7.5
Number of Traders in Each Category Total Traders: 551
37 43 28 105 49 61 107 112 96 50 48 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 116,639
Positions
4,599 42,388 47 63,512 59,064 1,405 32,892 9,070 222 590 1,984 0 13,372 2,459
Changes from: September 18, 2012 Total Change is: -31,437
-10,869 411 -23,321 1,613 1,874 -178 1,707 -6,590 -340 200 -786 0 -249 -2,507
Percent of Open Interest Represented by Each Category of Trader
3.9 36.3 0.0 54.5 50.6 1.2 28.2 7.8 0.2 0.5 1.7 0.0 11.5 2.1
Number of Traders in Each Category Total Traders: 107
7 12 . 40 12 11 24 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 83,857
Positions
3,218 60,170 558 35,712 7,609 824 31,841 6,775 1,474 2,262 3,167 654 7,313 2,625
Changes from: September 18, 2012 Total Change is: -65,425
-2,897 -5,568 -40,107 -3,304 264 -1,515 -2,234 -4,067 -6,465 -202 -71 -936 -7,765 -6,960
Percent of Open Interest Represented by Each Category of Trader
3.8 71.8 0.7 42.6 9.1 1.0 38.0 8.1 1.8 2.7 3.8 0.8 8.7 3.1
Number of Traders in Each Category Total Traders: 227
16 29 6 35 21 10 70 29 15 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 419,285
Positions
16,091 300,852 2,791 178,560 38,047 4,118 159,206 33,873 7,372 11,309 15,835 3,272 36,566 13,124
Changes from: September 18, 2012 Total Change is: -190,931
-6,189 -8,123 -132,655 -15,021 1,318 925 -12,571 -3,862 -18,683 -1,012 4,261 -4,680 -1,046 -29,433
Percent of Open Interest Represented by Each Category of Trader
3.8 71.8 0.7 42.6 9.1 1.0 38.0 8.1 1.8 2.7 3.8 0.8 8.7 3.1
Number of Traders in Each Category Total Traders: 227
16 29 6 35 21 10 70 29 15 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 384,915
Positions
110,474 42,970 5,594 152,526 199,593 16,313 75,013 92,973 2,008 2,231 14,217 376 20,380 10,871
Changes from: September 18, 2012 Total Change is: -59,721
-27,809 -6,979 -19,888 4,064 -1,094 -2,443 1,744 -2,788 -6,598 -325 -7,982 -1,828 -6,637 -10,120
Percent of Open Interest Represented by Each Category of Trader
28.7 11.2 1.5 39.6 51.9 4.2 19.5 24.2 0.5 0.6 3.7 0.1 5.3 2.8
Number of Traders in Each Category Total Traders: 251
20 14 4 59 36 25 50 51 14 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 20,773
Positions
825 3,087 1 8,155 0 310 2,746 4,284 0 1,438 3,149 0 7,298 9,942
Changes from: September 18, 2012 Total Change is: -838
-1 337 0 -1,427 -131 81 -279 -11 0 -344 0 0 1,132 -1,114
Percent of Open Interest Represented by Each Category of Trader
4.0 14.9 0.0 39.3 0.0 1.5 13.2 20.6 0.0 6.9 15.2 0.0 35.1 47.9
Number of Traders in Each Category Total Traders: 26
. . . 11 0 . 5 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 28,962
Positions
6,646 9,495 1,646 6,296 2,325 895 5,861 4,048 268 1,860 411 0 5,490 9,874
Changes from: September 18, 2012 Total Change is: 822
1,555 -561 -472 -138 50 9 -690 140 142 526 411 0 -110 1,103
Percent of Open Interest Represented by Each Category of Trader
22.9 32.8 5.7 21.7 8.0 3.1 20.2 14.0 0.9 6.4 1.4 0.0 19.0 34.1
Number of Traders in Each Category Total Traders: 45
13 9 7 7 . . 6 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 60,134
Positions
1,354 10,743 543 39,803 29,955 5,270 8,278 11,166 163 223 0 0 4,500 2,294
Changes from: September 18, 2012 Total Change is: -9,964
-4,242 -4,072 -3,169 1,510 715 -902 -1,345 -394 -563 223 0 0 -1,476 -1,579
Percent of Open Interest Represented by Each Category of Trader
2.3 17.9 0.9 66.2 49.8 8.8 13.8 18.6 0.3 0.4 0.0 0.0 7.5 3.8
Number of Traders in Each Category Total Traders: 66
. . . 23 23 9 8 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 116,133
Positions
15,042 57,991 363 59,468 20,441 4,157 16,725 28,372 617 5,076 0 469 14,216 3,723
Changes from: September 18, 2012 Total Change is: -25,248
-1,842 -2,334 -14,552 972 1,264 -294 596 2,047 -980 -923 0 221 -8,446 -10,620
Percent of Open Interest Represented by Each Category of Trader
13.0 49.9 0.3 51.2 17.6 3.6 14.4 24.4 0.5 4.4 0.0 0.4 12.2 3.2
Number of Traders in Each Category Total Traders: 114
11 15 4 25 17 12 27 8 . 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 652,984
Positions
19,736 74,876 22,246 220,571 116,700 93,081 54,707 83,880 67,373 21,454 33,333 3,783 150,033 157,712
Changes from: September 18, 2012 Total Change is: -25,766
3,890 -9,316 -4,014 11,777 16,891 -83 4,228 12,880 -28,857 -649 -752 -2,221 -9,835 -10,293
Percent of Open Interest Represented by Each Category of Trader
3.0 11.5 3.4 33.8 17.9 14.3 8.4 12.8 10.3 3.3 5.1 0.6 23.0 24.2
Number of Traders in Each Category Total Traders: 150
7 12 14 38 26 37 25 28 41 8 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 359,116
Positions
4,826 132,114 2,432 241,326 17,761 38,915 0 92,947 56 8,735 16,160 0 62,826 58,731
Changes from: September 18, 2012 Total Change is: -2,762
4,826 -2,821 50 -3,684 1,566 2,433 0 -4,151 -738 -770 2,458 0 -4,879 -1,559
Percent of Open Interest Represented by Each Category of Trader
1.3 36.8 0.7 67.2 4.9 10.8 0.0 25.9 0.0 2.4 4.5 0.0 17.5 16.4
Number of Traders in Each Category Total Traders: 66
. 12 . 28 9 18 0 9 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,048,596
Positions
47,569 108,938 44,608 193,754 151,095 65,386 376,161 457,703 88,689 79,784 30,963 15,841 136,804 85,373
Changes from: September 18, 2012 Total Change is: 4,793
-4,663 -18,577 -8,539 -2,149 8,788 -667 47,511 17,580 -9,396 -29,816 3,570 3,418 9,094 8,617
Percent of Open Interest Represented by Each Category of Trader
4.5 10.4 4.3 18.5 14.4 6.2 35.9 43.6 8.5 7.6 3.0 1.5 13.0 8.1
Number of Traders in Each Category Total Traders: 214
14 23 13 38 28 30 36 38 32 20 17 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,917,801
Positions
178,242 100,135 136,904 413,573 761,972 212,259 366,494 111,481 189,797 79,414 75,925 23,917 317,201 305,411
Changes from: September 18, 2012 Total Change is: -101,847
-43,938 7,638 -16,769 21,784 -3,781 5,383 16,895 -6,589 -78,185 -12,481 -3,531 -2,243 7,708 -3,769
Percent of Open Interest Represented by Each Category of Trader
9.3 5.2 7.1 21.6 39.7 11.1 19.1 5.8 9.9 4.1 4.0 1.2 16.5 15.9
Number of Traders in Each Category Total Traders: 260
24 22 40 26 62 56 47 49 70 12 18 15
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 1,568,751
Positions
221,703 174,757 41,013 363,442 599,037 125,223 357,114 230,635 91,063 100,348 59,503 9,827 259,020 237,695
Changes from: September 18, 2012 Total Change is: 158,421
46,920 45,412 -7,430 87,731 2,971 13,801 -3,409 84,387 24,214 -8 -80 -1,732 -1,666 -3,123
Percent of Open Interest Represented by Each Category of Trader
14.1 11.1 2.6 23.2 38.2 8.0 22.8 14.7 5.8 6.4 3.8 0.6 16.5 15.2
Number of Traders in Each Category Total Traders: 186
12 24 17 25 40 36 37 26 32 9 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 460,357
Positions
175,379 144,637 151,684 9 2,015 2,993 28,715 40,644 61,446 3,203 7,459 10,404 26,523 39,075
Changes from: September 18, 2012 Total Change is: 7,224
3,770 3,042 1,031 0 0 0 3,769 2,609 405 1,501 221 201 -3,452 -285
Percent of Open Interest Represented by Each Category of Trader
38.1 31.4 32.9 0.0 0.4 0.7 6.2 8.8 13.3 0.7 1.6 2.3 5.8 8.5
Number of Traders in Each Category Total Traders: 83
23 20 33 . . . 14 16 25 . 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 40,631
Positions
22,105 14,218 9,532 0 500 0 5,901 13,344 2,457 40 13 381 215 186
Changes from: September 18, 2012 Total Change is: 3,611
4,309 3,550 -1,097 0 0 0 499 1,177 714 -54 13 41 -801 -787
Percent of Open Interest Represented by Each Category of Trader
54.4 35.0 23.5 0.0 1.2 0.0 14.5 32.8 6.0 0.1 0.0 0.9 0.5 0.5
Number of Traders in Each Category Total Traders: 36
12 5 13 0 . 0 8 7 8 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 is11,461,244
Positions
1,178,954 2,836,803 2,591,299 761,912 341,436 166,706 1,509,623 261,932 3,472,062 253,790 145,336 650,229 876,669 995,440
Changes from: September 18, 2012 Total Change is: 435,450
71,365 15,382 99,939 28,839 78,380 8,089 -46,470 -14,052 139,685 55,183 2,835 69,396 9,425 35,797
Percent of Open Interest Represented by Each Category of Trader
10.3 24.8 22.6 6.6 3.0 1.5 13.2 2.3 30.3 2.2 1.3 5.7 7.6 8.7
Number of Traders in Each Category Total Traders: 254
30 49 78 12 9 17 69 43 88 17 16 24
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 10,785
Positions
7,935 159 0 572 780 6 819 9,572 5 1,278 215 0 170 48
Changes from: September 18, 2012 Total Change is: 359
226 -53 0 12 -18 0 122 488 0 0 -40 0 -1 -18
Percent of Open Interest Represented by Each Category of Trader
73.6 1.5 0.0 5.3 7.2 0.1 7.6 88.8 0.0 11.8 2.0 0.0 1.6 0.4
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 13,546
Positions
10,952 7,399 0 1,010 755 42 1,280 5,202 0 0 91 0 262 57
Changes from: September 18, 2012 Total Change is: 131
31 78 0 -4 75 0 20 -21 0 0 -10 0 84 9
Percent of Open Interest Represented by Each Category of Trader
80.9 54.6 0.0 7.5 5.6 0.3 9.4 38.4 0.0 0.0 0.7 0.0 1.9 0.4
Number of Traders in Each Category Total Traders: 28
4 6 0 . 4 . . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 48,784
Positions
13,033 5,115 1,449 1,582 4,336 172 25,618 31,500 1,051 2,824 2,243 4 3,051 2,915
Changes from: September 18, 2012 Total Change is: 7,606
-75 -982 363 275 1,033 -170 7,402 7,179 59 -60 -17 -39 -150 180
Percent of Open Interest Represented by Each Category of Trader
26.7 10.5 3.0 3.2 8.9 0.4 52.5 64.6 2.2 5.8 4.6 0.0 6.3 6.0
Number of Traders in Each Category Total Traders: 97
4 . . 6 4 . 21 32 6 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 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 393,602
Positions
143,289 28,004 40,553 39,038 12,181 9,124 29,518 155,653 40,611 4,264 22,185 59,989 27,216 25,302
Changes from: September 18, 2012 Total Change is: -37,663
4,222 5,109 -14,212 5,780 -825 -318 -2,108 3,637 -9,893 -1,438 -1,049 -15,364 -4,332 -4,748
Percent of Open Interest Represented by Each Category of Trader
36.4 7.1 10.3 9.9 3.1 2.3 7.5 39.5 10.3 1.1 5.6 15.2 6.9 6.4
Number of Traders in Each Category Total Traders: 166
21 11 22 10 9 10 26 48 50 14 16 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 25, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,318
Positions
434 4,340 0 3,169 407 131 3,463 2,515 893 32 30 0 196 2
Changes from: September 18, 2012 Total Change is: -5,867
-2,705 1,202 -3,205 45 -9 -174 155 -3,677 0 0 0 0 17 -4
Percent of Open Interest Represented by Each Category of Trader
5.2 52.2 0.0 38.1 4.9 1.6 41.6 30.2 10.7 0.4 0.4 0.0 2.4 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . . 0
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Updated September 28, 2012