Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 204,215
Positions
12,136 92,322 5,008 23,318 33,178 894 95,889 36,669 7,109 9,859 4,826 3,264 46,738 20,945
Changes from: October 2, 2012 Total Change is: -6,958
1,441 -5,054 -2,226 139 10 -205 -7,142 -2,016 88 706 105 711 -471 1,628
Percent of Open Interest Represented by Each Category of Trader
5.9 45.2 2.5 11.4 16.2 0.4 47.0 18.0 3.5 4.8 2.4 1.6 22.9 10.3
Number of Traders in Each Category Total Traders: 103
. 14 6 10 4 4 35 14 15 14 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 36,266
Positions
5,734 11,454 116 2,560 2,497 166 9,604 9,146 3 3,205 0 0 14,878 12,884
Changes from: October 2, 2012 Total Change is: -2,548
771 -1,825 -100 404 -5 0 -1,369 -2,208 -561 40 0 -33 -1,701 2,182
Percent of Open Interest Represented by Each Category of Trader
15.8 31.6 0.3 7.1 6.9 0.5 26.5 25.2 0.0 8.8 0.0 0.0 41.0 35.5
Number of Traders in Each Category Total Traders: 31
. 6 . . 4 . 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 170,252
Positions
6,014 50,460 1,986 10,670 31,982 11,922 93,065 29,253 5,006 1,996 19,282 824 38,771 19,539
Changes from: October 2, 2012 Total Change is: -18,803
2,073 -10,390 -363 767 817 -734 -13,307 -5,624 -1,805 828 -399 -443 -5,820 138
Percent of Open Interest Represented by Each Category of Trader
3.5 29.6 1.2 6.3 18.8 7.0 54.7 17.2 2.9 1.2 11.3 0.5 22.8 11.5
Number of Traders in Each Category Total Traders: 102
4 13 6 7 15 6 35 17 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 137,490
Positions
5,996 42,151 2,465 59,991 6,890 704 39,395 24,708 4,337 516 16,875 2,067 22,020 37,293
Changes from: October 2, 2012 Total Change is: -16,129
1,844 -13,641 -830 108 -347 -124 -10,260 -1,080 -1,010 -217 -525 588 -6,228 840
Percent of Open Interest Represented by Each Category of Trader
4.4 30.7 1.8 43.6 5.0 0.5 28.7 18.0 3.2 0.4 12.3 1.5 16.0 27.1
Number of Traders in Each Category Total Traders: 93
5 13 5 8 6 . 22 27 16 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 267,868
Positions
68,707 18,115 11,368 47,838 38,465 6,964 26,655 99,413 23,098 32,579 8,781 4,596 46,063 57,068
Changes from: October 2, 2012 Total Change is: -5,535
14,544 4,121 -3,722 1,501 -156 -1,207 -9,131 10,409 -10,012 5,857 -442 -2,180 -1,186 -2,347
Percent of Open Interest Represented by Each Category of Trader
25.6 6.8 4.2 17.9 14.4 2.6 10.0 37.1 8.6 12.2 3.3 1.7 17.2 21.3
Number of Traders in Each Category Total Traders: 189
22 15 16 17 21 16 27 46 32 21 20 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 177,270
Positions
49,666 34,447 4,561 2,832 43,649 1,272 79,424 56,262 5,833 1,538 2,295 1,997 30,147 26,952
Changes from: October 2, 2012 Total Change is: -4,268
22,797 -7,295 -1,215 -744 714 -73 -18,417 2,731 -2,696 35 -262 -602 -3,352 4,429
Percent of Open Interest Represented by Each Category of Trader
28.0 19.4 2.6 1.6 24.6 0.7 44.8 31.7 3.3 0.9 1.3 1.1 17.0 15.2
Number of Traders in Each Category Total Traders: 102
12 9 6 . 11 4 29 26 17 6 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 88,004
Positions
51,520 61,392 18,109 3,202 0 0 4,539 399 4,801 2,470 0 2,861 502 442
Changes from: October 2, 2012 Total Change is: 125
66 -59 101 -223 0 0 173 111 2 0 0 0 6 -30
Percent of Open Interest Represented by Each Category of Trader
58.5 69.8 20.6 3.6 0.0 0.0 5.2 0.5 5.5 2.8 0.0 3.3 0.6 0.5
Number of Traders in Each Category Total Traders: 23
7 11 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 209,257
Positions
29,424 102,563 0 28,007 517 1,542 132,822 90,962 367 7,108 9,578 716 9,271 3,012
Changes from: October 2, 2012 Total Change is: -707
-3,585 -1,119 0 1,893 377 0 1,038 29 -250 -129 -374 150 176 480
Percent of Open Interest Represented by Each Category of Trader
14.1 49.0 0.0 13.4 0.2 0.7 63.5 43.5 0.2 3.4 4.6 0.3 4.4 1.4
Number of Traders in Each Category Total Traders: 144
7 8 0 11 . . 76 12 . 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 20,795
Positions
16,021 2,147 64 727 0 0 3,108 844 1 140 17,257 0 734 482
Changes from: October 2, 2012 Total Change is: 1,707
131 351 25 107 0 0 1,348 -393 1 0 1,690 0 95 33
Percent of Open Interest Represented by Each Category of Trader
77.0 10.3 0.3 3.5 0.0 0.0 14.9 4.1 0.0 0.7 83.0 0.0 3.5 2.3
Number of Traders in Each Category Total Traders: 20
4 4 . . 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 30,498
Positions
1,570 21,164 164 297 0 0 22,318 5,441 137 467 1,603 116 5,429 1,873
Changes from: October 2, 2012 Total Change is: -3,673
78 -3,776 -52 52 0 0 -4,169 404 -89 153 -241 116 238 -35
Percent of Open Interest Represented by Each Category of Trader
5.1 69.4 0.5 1.0 0.0 0.0 73.2 17.8 0.4 1.5 5.3 0.4 17.8 6.1
Number of Traders in Each Category Total Traders: 53
. 9 . . 0 0 22 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 59,004
Positions
11,987 41,736 219 3,936 800 226 31,342 8,593 635 2,571 948 443 7,645 5,404
Changes from: October 2, 2012 Total Change is: -4,173
291 -3,260 46 -44 -44 -97 -3,400 -2,146 -342 -332 450 -27 -270 1,247
Percent of Open Interest Represented by Each Category of Trader
20.3 70.7 0.4 6.7 1.4 0.4 53.1 14.6 1.1 4.4 1.6 0.8 13.0 9.2
Number of Traders in Each Category Total Traders: 103
14 17 5 7 . . 34 16 12 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 118,009
Positions
23,974 83,472 439 7,871 1,600 452 62,683 17,186 1,271 5,142 1,896 886 15,291 10,807
Changes from: October 2, 2012 Total Change is: -8,347
581 -6,521 93 -87 -88 -194 -6,799 -4,293 -684 -663 899 -53 -540 2,494
Percent of Open Interest Represented by Each Category of Trader
20.3 70.7 0.4 6.7 1.4 0.4 53.1 14.6 1.1 4.4 1.6 0.8 13.0 9.2
Number of Traders in Each Category Total Traders: 103
14 17 5 7 . . 34 16 12 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 917,063
Positions
54,380 232,456 20,223 387,682 157,798 56,322 95,512 178,132 130,344 27,669 33,817 22,914 122,018 85,059
Changes from: October 2, 2012 Total Change is: 9,671
5,015 13,544 505 -2,916 -5,059 -634 -1,899 -1,376 6,705 386 -2,574 3,389 -879 -4,828
Percent of Open Interest Represented by Each Category of Trader
5.9 25.3 2.2 42.3 17.2 6.1 10.4 19.4 14.2 3.0 3.7 2.5 13.3 9.3
Number of Traders in Each Category Total Traders: 605
43 43 35 121 59 66 112 125 114 55 46 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 266,030
Positions
16,635 81,016 5,119 93,144 28,137 8,466 10,415 29,130 52,064 4,873 14,410 8,395 66,919 39,293
Changes from: October 2, 2012 Total Change is: 8,005
759 4,804 441 -380 978 121 1,072 -2,827 5,002 55 1,392 597 338 -2,503
Percent of Open Interest Represented by Each Category of Trader
6.3 30.5 1.9 35.0 10.6 3.2 3.9 10.9 19.6 1.8 5.4 3.2 25.2 14.8
Number of Traders in Each Category Total Traders: 117
9 14 5 26 8 10 22 24 38 7 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 3,255,168
Positions
209,075 777,544 55,172 1,491,010 666,625 220,962 477,122 796,647 339,761 121,653 104,713 64,917 275,498 228,827
Changes from: October 2, 2012 Total Change is: 8,332
26,171 48,591 -4,574 -13,049 -30,553 -3,406 -23,144 -1,038 16,809 2,227 -19,259 13,386 -6,088 -11,624
Percent of Open Interest Represented by Each Category of Trader
6.4 23.9 1.7 45.8 20.5 6.8 14.7 24.5 10.4 3.7 3.2 2.0 8.5 7.0
Number of Traders in Each Category Total Traders: 564
42 40 33 106 56 59 109 118 100 51 42 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 113,506
Positions
5,550 39,679 38 63,910 58,538 1,788 29,399 8,522 263 390 1,968 0 12,168 2,710
Changes from: October 2, 2012 Total Change is: -5,138
-97 -1,531 12 677 -1,566 -10 -3,104 -1,063 -1,389 -302 -6 0 -925 415
Percent of Open Interest Represented by Each Category of Trader
4.9 35.0 0.0 56.3 51.6 1.6 25.9 7.5 0.2 0.3 1.7 0.0 10.7 2.4
Number of Traders in Each Category Total Traders: 101
8 12 . 40 12 12 19 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 82,173
Positions
3,790 51,332 762 33,396 7,504 2,639 29,175 10,459 2,591 2,642 3,127 779 6,399 2,980
Changes from: October 2, 2012 Total Change is: -2,331
379 -5,556 81 -1,016 -259 100 -1,714 2,865 137 -44 204 76 -329 22
Percent of Open Interest Represented by Each Category of Trader
4.6 62.5 0.9 40.6 9.1 3.2 35.5 12.7 3.2 3.2 3.8 0.9 7.8 3.6
Number of Traders in Each Category Total Traders: 252
15 27 8 38 24 13 70 39 14 21 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 410,863
Positions
18,952 256,662 3,811 166,980 37,518 13,195 145,876 52,297 12,953 13,209 15,633 3,894 31,995 14,901
Changes from: October 2, 2012 Total Change is: -11,654
1,893 -27,782 405 -5,079 -1,294 500 -8,572 14,326 683 -219 1,018 381 -1,645 109
Percent of Open Interest Represented by Each Category of Trader
4.6 62.5 0.9 40.6 9.1 3.2 35.5 12.7 3.2 3.2 3.8 0.9 7.8 3.6
Number of Traders in Each Category Total Traders: 252
15 27 8 38 24 13 70 39 14 21 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 376,643
Positions
102,993 42,695 6,661 152,245 197,401 16,558 70,844 81,991 4,451 3,563 13,356 378 18,950 13,151
Changes from: October 2, 2012 Total Change is: -5,533
-3,876 419 1,041 2,362 -2,231 -568 -5,666 -7,759 1,833 1,157 -597 -9 -1,807 2,339
Percent of Open Interest Represented by Each Category of Trader
27.3 11.3 1.8 40.4 52.4 4.4 18.8 21.8 1.2 0.9 3.5 0.1 5.0 3.5
Number of Traders in Each Category Total Traders: 262
20 13 4 55 38 21 55 55 15 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 20,785
Positions
1,034 3,314 1 8,631 431 106 3,196 2,224 0 1,901 3,576 0 5,916 11,133
Changes from: October 2, 2012 Total Change is: 301
1 227 0 783 201 -70 -70 -418 -127 0 0 0 -216 488
Percent of Open Interest Represented by Each Category of Trader
5.0 15.9 0.0 41.5 2.1 0.5 15.4 10.7 0.0 9.1 17.2 0.0 28.5 53.6
Number of Traders in Each Category Total Traders: 32
. 4 . 12 . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 34,541
Positions
10,200 12,717 1,670 6,847 2,385 785 4,329 6,816 397 4,673 362 0 5,640 9,409
Changes from: October 2, 2012 Total Change is: 1,993
1,400 53 1,255 112 50 -325 -915 -405 208 601 32 0 -343 1,125
Percent of Open Interest Represented by Each Category of Trader
29.5 36.8 4.8 19.8 6.9 2.3 12.5 19.7 1.1 13.5 1.0 0.0 16.3 27.2
Number of Traders in Each Category Total Traders: 53
12 13 4 6 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 61,196
Positions
1,888 9,138 664 39,993 30,676 6,400 7,454 11,197 163 221 0 0 4,413 2,958
Changes from: October 2, 2012 Total Change is: 155
-329 -1,615 122 3,168 294 56 -2,142 1,609 -40 -2 0 0 -678 -271
Percent of Open Interest Represented by Each Category of Trader
3.1 14.9 1.1 65.4 50.1 10.5 12.2 18.3 0.3 0.4 0.0 0.0 7.2 4.8
Number of Traders in Each Category Total Traders: 70
. . . 25 24 9 8 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 115,242
Positions
17,637 56,545 560 59,263 21,935 4,480 14,617 26,428 619 5,144 0 342 12,580 4,333
Changes from: October 2, 2012 Total Change is: 32
-602 -805 -46 -261 10 385 136 191 0 -40 0 -99 559 396
Percent of Open Interest Represented by Each Category of Trader
15.3 49.1 0.5 51.4 19.0 3.9 12.7 22.9 0.5 4.5 0.0 0.3 10.9 3.8
Number of Traders in Each Category Total Traders: 112
13 14 5 27 16 12 25 7 . 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 704,683
Positions
7,249 87,065 32,259 253,209 121,895 89,917 70,172 109,188 70,814 22,463 36,562 7,016 151,582 149,967
Changes from: October 2, 2012 Total Change is: 18,677
-637 1,212 9,716 4,083 1,315 -728 8,635 13,761 345 2,447 -292 -53 -5,131 -6,598
Percent of Open Interest Represented by Each Category of Trader
1.0 12.4 4.6 35.9 17.3 12.8 10.0 15.5 10.0 3.2 5.2 1.0 21.5 21.3
Number of Traders in Each Category Total Traders: 174
4 24 21 39 30 39 29 33 46 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 370,705
Positions
2,055 124,465 258 229,909 30,431 47,569 0 88,601 81 17,508 21,267 0 73,325 58,033
Changes from: October 2, 2012 Total Change is: 306
95 -6,268 257 -14,847 4,475 5,917 0 -4,450 21 0 -482 0 8,863 836
Percent of Open Interest Represented by Each Category of Trader
0.6 33.6 0.1 62.0 8.2 12.8 0.0 23.9 0.0 4.7 5.7 0.0 19.8 15.7
Number of Traders in Each Category Total Traders: 64
. 10 . 26 11 19 0 9 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 1,021,165
Positions
63,987 111,349 46,069 207,937 122,945 59,625 326,494 463,887 92,242 69,083 26,613 15,971 139,756 82,464
Changes from: October 2, 2012 Total Change is: 1,287
13,015 687 3,808 2,009 534 -6,602 -3,063 1,220 2,708 -12,153 -4,102 392 1,173 2,642
Percent of Open Interest Represented by Each Category of Trader
6.3 10.9 4.5 20.4 12.0 5.8 32.0 45.4 9.0 6.8 2.6 1.6 13.7 8.1
Number of Traders in Each Category Total Traders: 218
18 22 11 39 27 31 44 37 34 18 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,028,014
Positions
168,229 110,733 149,269 398,395 783,387 193,776 483,444 135,792 204,057 71,041 114,528 30,444 329,358 306,027
Changes from: October 2, 2012 Total Change is: -12,568
43,211 -15,598 -2,184 -6,111 30,469 -29,772 -3,845 15,053 -5,852 -11,458 -938 2,403 1,040 -6,149
Percent of Open Interest Represented by Each Category of Trader
8.3 5.5 7.4 19.6 38.6 9.6 23.8 6.7 10.1 3.5 5.6 1.5 16.2 15.1
Number of Traders in Each Category Total Traders: 276
25 31 47 24 64 56 60 41 71 13 18 15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 1,584,195
Positions
151,823 147,668 38,860 405,707 583,041 114,520 363,328 274,067 112,106 132,034 58,725 13,011 252,805 242,198
Changes from: October 2, 2012 Total Change is: -11,257
4,412 -17,640 -3,086 8,726 584 -4,007 -24,875 -2,826 3,450 586 -1,085 3,318 217 10,034
Percent of Open Interest Represented by Each Category of Trader
9.6 9.3 2.5 25.6 36.8 7.2 22.9 17.3 7.1 8.3 3.7 0.8 16.0 15.3
Number of Traders in Each Category Total Traders: 199
15 26 18 30 37 35 39 29 33 10 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 390,596
Positions
161,042 125,592 120,804 9 2,015 2,992 13,633 31,407 52,103 1,182 7,157 9,024 29,806 39,502
Changes from: October 2, 2012 Total Change is: 3,848
3,339 10,097 -4,277 0 0 -1 1,602 -31 -5,079 -132 -208 1,005 7,391 2,342
Percent of Open Interest Represented by Each Category of Trader
41.2 32.2 30.9 0.0 0.5 0.8 3.5 8.0 13.3 0.3 1.8 2.3 7.6 10.1
Number of Traders in Each Category Total Traders: 73
17 23 30 . . . 10 13 21 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 39,104
Positions
23,228 12,607 8,082 0 500 0 5,145 15,372 2,122 0 4 215 312 202
Changes from: October 2, 2012 Total Change is: 3,975
2,065 673 880 0 0 0 1,317 2,812 -272 0 -52 -47 32 -19
Percent of Open Interest Represented by Each Category of Trader
59.4 32.2 20.7 0.0 1.3 0.0 13.2 39.3 5.4 0.0 0.0 0.5 0.8 0.5
Number of Traders in Each Category Total Traders: 39
13 4 9 0 . 0 9 11 8 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 is11,752,347
Positions
1,166,976 2,928,218 2,648,940 822,335 297,055 146,015 1,405,614 245,786 3,609,582 253,273 149,325 737,890 961,721 989,534
Changes from: October 2, 2012 Total Change is: 152,866
-4,433 -21,861 44,213 30,595 42,629 -14,946 -47,619 -17,495 90,678 25,894 -314 -2,079 30,563 32,040
Percent of Open Interest Represented by Each Category of Trader
9.9 24.9 22.5 7.0 2.5 1.2 12.0 2.1 30.7 2.2 1.3 6.3 8.2 8.4
Number of Traders in Each Category Total Traders: 256
28 52 77 12 8 16 66 44 93 15 18 27
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,006
Positions
9,173 207 0 551 853 0 854 10,681 1 1,264 215 0 163 49
Changes from: October 2, 2012 Total Change is: 325
357 25 0 -11 37 -4 3 267 -4 -14 0 0 -2 4
Percent of Open Interest Represented by Each Category of Trader
76.4 1.7 0.0 4.6 7.1 0.0 7.1 89.0 0.0 10.5 1.8 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 4 0 4 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 13,961
Positions
10,975 7,156 0 856 868 42 1,834 5,766 0 0 91 0 254 38
Changes from: October 2, 2012 Total Change is: 401
-6 -217 0 0 74 0 438 546 0 0 0 0 -31 -2
Percent of Open Interest Represented by Each Category of Trader
78.6 51.3 0.0 6.1 6.2 0.3 13.1 41.3 0.0 0.0 0.7 0.0 1.8 0.3
Number of Traders in Each Category Total Traders: 29
4 6 0 . 4 . 5 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,194
Positions
11,636 5,122 1,259 1,382 4,919 212 19,512 25,924 1,256 4,505 1,869 0 3,433 2,634
Changes from: October 2, 2012 Total Change is: -2,841
-1,019 200 -623 -105 300 30 -2,119 -3,067 48 356 152 0 591 119
Percent of Open Interest Represented by Each Category of Trader
26.9 11.9 2.9 3.2 11.4 0.5 45.2 60.0 2.9 10.4 4.3 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 97
. . . 6 5 . 19 38 9 15 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 404,089
Positions
134,895 28,252 46,546 38,603 15,911 10,679 27,645 141,971 46,791 3,753 17,873 70,520 24,657 25,546
Changes from: October 2, 2012 Total Change is: 13,725
-8,162 190 4,953 499 3,187 257 2,709 -6,407 6,079 90 -2,251 7,068 232 649
Percent of Open Interest Represented by Each Category of Trader
33.4 7.0 11.5 9.6 3.9 2.6 6.8 35.1 11.6 0.9 4.4 17.5 6.1 6.3
Number of Traders in Each Category Total Traders: 163
23 10 25 7 12 12 27 44 49 13 15 23
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Traders in Financial Futures - Options and Futures Combined Positions as of October 9, 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 8,483
Positions
276 4,258 0 3,190 531 169 3,638 2,601 893 192 30 0 125 1
Changes from: October 2, 2012 Total Change is: 214
-12 163 0 27 120 14 25 -82 0 160 0 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
3.3 50.2 0.0 37.6 6.3 2.0 42.9 30.7 10.5 2.3 0.4 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 24
. 4 0 4 . . 5 4 . . . 0
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Updated October 12, 2012