Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,378
Positions
21,462 42,332 4,990 9,931 9,876 330 25,903 30,010 1,249 7,976 749 229 35,308 17,613
Changes from: August 31, 2010 Total Change is: -625
-961 3,994 2,575 -1,906 62 -43 1,225 -4,976 -668 825 -75 229 -1,901 -1,723
Percent of Open Interest Represented by Each Category of Trader
20.0 39.4 4.6 9.2 9.2 0.3 24.1 27.9 1.2 7.4 0.7 0.2 32.9 16.4
Number of Traders in Each Category Total Traders: 73
6 10 8 . . . 24 14 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,713
Positions
13,144 45,131 7,809 2,204 771 479 28,396 5,412 2,424 0 3,250 0 20,257 9,437
Changes from: August 31, 2010 Total Change is: 14,058
1,550 3,305 7,088 13 -237 76 1,728 -168 1,813 0 2,500 0 1,790 -319
Percent of Open Interest Represented by Each Category of Trader
17.6 60.4 10.5 2.9 1.0 0.6 38.0 7.2 3.2 0.0 4.3 0.0 27.1 12.6
Number of Traders in Each Category Total Traders: 44
6 11 4 . . . 16 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 145,712
Positions
78,778 55,522 2,845 17,481 13,676 708 16,653 20,844 1,641 1,802 16,692 0 25,804 33,784
Changes from: August 31, 2010 Total Change is: 1,516
7,150 -8,000 1,747 495 569 34 -9,475 2,397 920 -893 -1,340 0 1,538 5,189
Percent of Open Interest Represented by Each Category of Trader
54.1 38.1 2.0 12.0 9.4 0.5 11.4 14.3 1.1 1.2 11.5 0.0 17.7 23.2
Number of Traders in Each Category Total Traders: 87
12 12 4 6 9 4 20 20 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 150,513
Positions
11,139 85,606 7,829 38,816 7,578 1,132 55,173 9,992 4,858 3,506 2,765 0 28,060 30,753
Changes from: August 31, 2010 Total Change is: 11,434
1,080 4,179 4,775 -1,336 -1,493 -149 2,385 2,278 3,489 1,527 -553 0 -337 -1,092
Percent of Open Interest Represented by Each Category of Trader
7.4 56.9 5.2 25.8 5.0 0.8 36.7 6.6 3.2 2.3 1.8 0.0 18.6 20.4
Number of Traders in Each Category Total Traders: 101
13 15 8 11 9 4 27 18 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 257,788
Positions
123,164 78,055 5,511 23,748 28,099 2,810 29,100 70,229 3,329 15,708 9,449 654 53,764 59,652
Changes from: August 31, 2010 Total Change is: 16,655
6,038 3,071 2,600 690 -363 139 -3,232 5,737 -443 689 -4,287 386 9,788 9,815
Percent of Open Interest Represented by Each Category of Trader
47.8 30.3 2.1 9.2 10.9 1.1 11.3 27.2 1.3 6.1 3.7 0.3 20.9 23.1
Number of Traders in Each Category Total Traders: 158
25 14 10 16 16 10 26 47 21 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,346
Positions
14,259 84,915 6,390 12,091 3,927 246 64,708 10,686 4,022 807 4,989 0 25,823 13,171
Changes from: August 31, 2010 Total Change is: 25,907
-806 16,348 4,043 296 -420 0 18,325 4,960 2,179 0 1,388 -17 1,887 -2,574
Percent of Open Interest Represented by Each Category of Trader
11.1 66.2 5.0 9.4 3.1 0.2 50.4 8.3 3.1 0.6 3.9 0.0 20.1 10.3
Number of Traders in Each Category Total Traders: 71
6 14 8 5 . . 28 10 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,181
Positions
6,004 22,394 7,734 0 0 0 6,817 2,661 3,598 0 20 602 12,426 172
Changes from: August 31, 2010 Total Change is: 227
-19 366 16 0 0 0 0 -404 219 0 0 0 11 30
Percent of Open Interest Represented by Each Category of Trader
16.1 60.2 20.8 0.0 0.0 0.0 18.3 7.2 9.7 0.0 0.1 1.6 33.4 0.5
Number of Traders in Each Category Total Traders: 21
7 7 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,861
Positions
27,105 64,719 4,141 22,441 727 272 33,266 20,569 5,872 6,937 4,158 110 2,717 2,293
Changes from: August 31, 2010 Total Change is: 11,757
6,727 -1,519 2,284 -125 582 0 -3,400 6,036 4,894 2,642 -166 105 -1,370 -459
Percent of Open Interest Represented by Each Category of Trader
26.4 62.9 4.0 21.8 0.7 0.3 32.3 20.0 5.7 6.7 4.0 0.1 2.6 2.2
Number of Traders in Each Category Total Traders: 90
12 10 4 6 . . 22 21 5 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,922
Positions
2,906 14,407 4,063 997 0 0 13,793 4,888 3,087 341 280 0 2,735 1,197
Changes from: August 31, 2010 Total Change is: 7,823
-1,008 1,681 3,945 -240 -120 0 2,434 318 3,087 -180 -100 0 -215 -988
Percent of Open Interest Represented by Each Category of Trader
10.4 51.6 14.6 3.6 0.0 0.0 49.4 17.5 11.1 1.2 1.0 0.0 9.8 4.3
Number of Traders in Each Category Total Traders: 36
. 10 . . 0 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,637
Positions
26,708 19,537 782 3,379 4,667 421 6,239 10,409 6,259 200 1,137 0 7,651 8,426
Changes from: August 31, 2010 Total Change is: 8,517
5,303 986 390 209 -1,510 -228 -4,254 -429 5,858 0 81 0 1,240 3,370
Percent of Open Interest Represented by Each Category of Trader
51.7 37.8 1.5 6.5 9.0 0.8 12.1 20.2 12.1 0.4 2.2 0.0 14.8 16.3
Number of Traders in Each Category Total Traders: 100
17 19 4 6 7 . 25 17 20 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 10,096
Positions
5,132 3,083 0 246 0 0 2,713 2,831 9 0 335 0 1,996 3,838
Changes from: August 31, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.8 30.5 0.0 2.4 0.0 0.0 26.9 28.0 0.1 0.0 3.3 0.0 19.8 38.0
Number of Traders in Each Category Total Traders: 20
4 4 0 . 0 0 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 83,081
Positions
44,152 33,908 563 6,265 9,334 841 17,705 25,809 1,846 400 1,604 0 11,309 9,176
Changes from: August 31, 2010 Total Change is: -3,158
1,341 -3,195 -220 -75 -3,020 -456 -3,281 4,133 1,045 0 -509 0 -1,512 -936
Percent of Open Interest Represented by Each Category of Trader
53.1 40.8 0.7 7.5 11.2 1.0 21.3 31.1 2.2 0.5 1.9 0.0 13.6 11.0
Number of Traders in Each Category Total Traders: 97
15 19 4 5 7 . 30 18 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 943,773
Positions
89,098 197,373 83,259 422,728 180,566 62,281 73,458 212,630 65,393 14,590 32,860 8,066 124,900 101,345
Changes from: August 31, 2010 Total Change is: 5,330
-3,529 8,322 11,929 -9,857 -9,052 1,748 -5,090 -10,469 -6,012 -1,511 -2,866 2,067 15,584 9,663
Percent of Open Interest Represented by Each Category of Trader
9.4 20.9 8.8 44.8 19.1 6.6 7.8 22.5 6.9 1.5 3.5 0.9 13.2 10.7
Number of Traders in Each Category Total Traders: 526
34 48 27 109 68 68 81 138 61 23 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 338,583
Positions
40,582 105,014 20,889 144,521 46,656 9,778 23,684 82,465 1,922 7,044 19,100 60 90,103 52,699
Changes from: August 31, 2010 Total Change is: 8,669
-6,626 3,231 4,180 -5,684 -826 470 3,338 -9,655 132 243 1,347 -15 12,631 9,805
Percent of Open Interest Represented by Each Category of Trader
12.0 31.0 6.2 42.7 13.8 2.9 7.0 24.4 0.6 2.1 5.6 0.0 26.6 15.6
Number of Traders in Each Category Total Traders: 126
14 17 8 31 16 19 17 23 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,025,949
Positions
294,117 513,332 260,312 1,401,137 679,656 252,412 528,227 930,182 37,995 75,182 106,250 2,582 173,985 243,228
Changes from: August 31, 2010 Total Change is: -16,697
524 10,492 53,708 -26,795 -47,059 12,321 -74,580 -36,514 1,720 188 -12,105 1,452 14,765 -712
Percent of Open Interest Represented by Each Category of Trader
9.7 17.0 8.6 46.3 22.5 8.3 17.5 30.7 1.3 2.5 3.5 0.1 5.7 8.0
Number of Traders in Each Category Total Traders: 487
32 48 21 90 61 56 81 132 44 21 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,319
Positions
6,390 9,589 4,269 49,613 47,137 4,421 9,697 15,511 633 0 0 0 12,296 5,759
Changes from: August 31, 2010 Total Change is: -23
-1,322 2,909 692 -888 -5,411 372 -905 -445 526 0 0 0 1,502 1,334
Percent of Open Interest Represented by Each Category of Trader
7.3 11.0 4.9 56.8 54.0 5.1 11.1 17.8 0.7 0.0 0.0 0.0 14.1 6.6
Number of Traders in Each Category Total Traders: 77
5 7 4 34 12 12 10 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 94,852
Positions
31,702 14,596 14,500 12,235 23,872 3,291 18,216 20,384 4,233 1,152 6,618 41 9,480 7,317
Changes from: August 31, 2010 Total Change is: -1,886
804 2,032 -2,574 584 -866 52 -66 276 -561 -297 -146 41 131 -140
Percent of Open Interest Represented by Each Category of Trader
33.4 15.4 15.3 12.9 25.2 3.5 19.2 21.5 4.5 1.2 7.0 0.0 10.0 7.7
Number of Traders in Each Category Total Traders: 222
20 24 14 30 25 12 40 62 17 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 24,940
Positions
11,761 17,758 738 841 485 0 5,395 2,706 0 0 2,005 0 6,205 1,248
Changes from: August 31, 2010 Total Change is: -335
-245 492 -1 0 0 0 0 -738 0 0 0 0 -89 -88
Percent of Open Interest Represented by Each Category of Trader
47.2 71.2 3.0 3.4 1.9 0.0 21.6 10.9 0.0 0.0 8.0 0.0 24.9 5.0
Number of Traders in Each Category Total Traders: 22
4 10 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 349,561
Positions
164,808 49,289 3,711 56,972 116,934 16,457 81,569 105,853 3,701 5,760 23,063 206 16,377 30,347
Changes from: August 31, 2010 Total Change is: -7,754
-8,273 -5,816 652 2,918 -4,332 260 -3,646 1,757 511 -1,484 -732 206 1,102 -260
Percent of Open Interest Represented by Each Category of Trader
47.1 14.1 1.1 16.3 33.5 4.7 23.3 30.3 1.1 1.6 6.6 0.1 4.7 8.7
Number of Traders in Each Category Total Traders: 219
22 21 8 29 24 12 40 62 14 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 445,752
Positions
228,237 38,757 15,554 129,782 173,161 16,237 33,966 160,104 6,005 1,677 16,451 25 14,269 19,458
Changes from: August 31, 2010 Total Change is: -14,087
-6,359 -2,212 -1,324 -3,725 1,300 -32 -310 -8,288 -2,477 45 374 -10 105 -1,418
Percent of Open Interest Represented by Each Category of Trader
51.2 8.7 3.5 29.1 38.8 3.6 7.6 35.9 1.3 0.4 3.7 0.0 3.2 4.4
Number of Traders in Each Category Total Traders: 243
16 18 6 51 46 23 31 66 16 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,935
Positions
8,815 8,782 3,258 8,569 2,689 247 6,248 3,898 546 0 1,325 1,800 15,452 22,390
Changes from: August 31, 2010 Total Change is: 12,904
-137 170 2,423 -1,397 1,414 -36 2,461 55 546 0 27 1,800 7,244 6,505
Percent of Open Interest Represented by Each Category of Trader
19.6 19.5 7.3 19.1 6.0 0.5 13.9 8.7 1.2 0.0 2.9 4.0 34.4 49.8
Number of Traders in Each Category Total Traders: 60
15 9 5 8 . . 13 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,931
Positions
32,638 19,097 3,611 6,490 2,690 517 2,433 9,703 835 0 984 236 11,171 20,258
Changes from: August 31, 2010 Total Change is: 3,418
696 -1,588 988 -677 -1,211 90 48 559 216 0 210 236 1,821 3,918
Percent of Open Interest Represented by Each Category of Trader
56.3 33.0 6.2 11.2 4.6 0.9 4.2 16.7 1.4 0.0 1.7 0.4 19.3 35.0
Number of Traders in Each Category Total Traders: 63
18 11 11 8 4 . 4 15 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 31,973
Positions
0 1,503 0 22,820 22,424 2,913 2,968 2,453 0 0 301 0 3,272 2,379
Changes from: August 31, 2010 Total Change is: -2,777
-1,527 1,142 0 229 -5,846 194 -1,673 862 0 0 301 0 0 570
Percent of Open Interest Represented by Each Category of Trader
0.0 4.7 0.0 71.4 70.1 9.1 9.3 7.7 0.0 0.0 0.9 0.0 10.2 7.4
Number of Traders in Each Category Total Traders: 43
0 . 0 17 14 7 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 26,469
Positions
996 9,833 251 13,265 2,380 706 3,822 11,188 0 2,030 204 0 5,399 1,907
Changes from: August 31, 2010 Total Change is: -461
-89 127 251 -630 -275 119 -87 -439 0 9 0 0 -34 -244
Percent of Open Interest Represented by Each Category of Trader
3.8 37.1 0.9 50.1 9.0 2.7 14.4 42.3 0.0 7.7 0.8 0.0 20.4 7.2
Number of Traders in Each Category Total Traders: 42
4 6 . 12 . 5 8 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 681,513
Positions
21,879 131,459 10,215 335,708 157,554 66,995 61,122 146,025 13,385 26,243 29,868 520 145,446 125,492
Changes from: August 31, 2010 Total Change is: -99,148
-1,009 -3,229 -22,283 -15,870 -986 2,908 1,418 -22,520 -21,271 -5,395 4,250 -6,755 -30,891 -29,262
Percent of Open Interest Represented by Each Category of Trader
3.2 19.3 1.5 49.3 23.1 9.8 9.0 21.4 2.0 3.9 4.4 0.1 21.3 18.4
Number of Traders in Each Category Total Traders: 161
9 24 8 44 22 33 28 22 14 8 4 .
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 219,013
Positions
2,036 86,879 1,550 151,425 2,535 9,404 4,760 79,195 7,702 0 0 0 42,136 31,748
Changes from: August 31, 2010 Total Change is: -24,413
-320 -11,391 -10,653 -1,072 2,535 803 -7,172 274 -2,148 0 0 0 -3,851 -3,833
Percent of Open Interest Represented by Each Category of Trader
0.9 39.7 0.7 69.1 1.2 4.3 2.2 36.2 3.5 0.0 0.0 0.0 19.2 14.5
Number of Traders in Each Category Total Traders: 47
. 6 . 25 . 11 . 11 5 0 0 0
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 673,971
Positions
57,465 50,174 13,207 214,376 193,728 72,283 153,752 86,472 7,494 37,199 142,916 3,779 114,416 103,918
Changes from: August 31, 2010 Total Change is: -46,032
-986 -7,606 179 -4,611 -2,559 -4,312 -23,846 4,498 -10,680 2,260 -14,062 38 -4,074 -11,528
Percent of Open Interest Represented by Each Category of Trader
8.5 7.4 2.0 31.8 28.7 10.7 22.8 12.8 1.1 5.5 21.2 0.6 17.0 15.4
Number of Traders in Each Category Total Traders: 196
15 18 10 34 39 33 34 27 9 7 22 4
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,767,283
Positions
57,133 287,937 72,975 813,084 370,837 184,328 176,298 411,747 64,014 106,832 36,758 7,244 285,375 331,443
Changes from: August 31, 2010 Total Change is: -183,727
-1,398 21,408 -35,915 39,513 -7,862 -49,369 -17,260 -20,921 -54,768 -8,948 -23,685 -10,856 -44,726 -1,759
Percent of Open Interest Represented by Each Category of Trader
3.2 16.3 4.1 46.0 21.0 10.4 10.0 23.3 3.6 6.0 2.1 0.4 16.1 18.8
Number of Traders in Each Category Total Traders: 259
24 35 21 40 50 45 44 50 28 10 6 .
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 945,668
Positions
43,506 118,772 16,590 280,369 343,940 107,362 227,102 46,534 32,826 24,646 43,926 729 212,538 234,989
Changes from: August 31, 2010 Total Change is: -83,647
-548 -21,023 -9,528 -21,308 21,664 -10,514 7,871 -25,025 -35,533 -9,661 -1,630 -538 -3,888 -1,520
Percent of Open Interest Represented by Each Category of Trader
4.6 12.6 1.8 29.6 36.4 11.4 24.0 4.9 3.5 2.6 4.6 0.1 22.5 24.8
Number of Traders in Each Category Total Traders: 150
9 19 8 25 37 34 26 18 15 6 10 .
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 565,622
Positions
117,547 224,907 188,168 17,772 180 1,308 130,559 36,464 64,192 6,500 1,945 3,247 36,329 45,211
Changes from: August 31, 2010 Total Change is: -60,435
-16,088 -22,855 -27,095 -1,717 -443 0 -13,086 -1,014 -1,704 -231 -440 13 -527 -6,897
Percent of Open Interest Represented by Each Category of Trader
20.8 39.8 33.3 3.1 0.0 0.2 23.1 6.4 11.3 1.1 0.3 0.6 6.4 8.0
Number of Traders in Each Category Total Traders: 107
20 25 39 . . . 33 12 29 6 . 4
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,933,258
Positions
1,876,672 3,088,619 1,513,132 958,657 270,127 151,897 1,372,975 696,264 920,574 197,310 330,670 66,811 875,230 895,164
Changes from: August 31, 2010 Total Change is: 57,580
19,180 -38,897 76,783 -82,214 -21,660 10,357 35,463 23,809 -11,960 13,398 -3,064 -2,323 -1,104 24,535
Percent of Open Interest Represented by Each Category of Trader
23.7 38.9 19.1 12.1 3.4 1.9 17.3 8.8 11.6 2.5 4.2 0.8 11.0 11.3
Number of Traders in Each Category Total Traders: 264
39 56 94 10 10 13 60 51 83 7 19 15
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Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,272
Positions
3,313 4,780 6,211 930 861 222 1,074 4,016 436 4,800 595 0 286 151
Changes from: August 31, 2010 Total Change is: 2,557
38 -491 3,223 -12 -519 15 110 1,166 -846 0 0 0 29 9
Percent of Open Interest Represented by Each Category of Trader
19.2 27.7 36.0 5.4 5.0 1.3 6.2 23.3 2.5 27.8 3.4 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 33
4 4 . . 6 . 5 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,906
Positions
36,228 22,435 1,786 1,026 956 77 1,337 9,010 260 0 6,038 0 192 344
Changes from: August 31, 2010 Total Change is: -172
619 -31 10 -4 116 0 -717 -500 10 0 25 0 -90 198
Percent of Open Interest Represented by Each Category of Trader
88.6 54.8 4.4 2.5 2.3 0.2 3.3 22.0 0.6 0.0 14.8 0.0 0.5 0.8
Number of Traders in Each Category Total Traders: 29
4 5 . . 5 . . 7 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,239
Positions
11,299 13,365 124 677 0 725 5,863 6,174 875 403 840 292 3,981 1,844
Changes from: August 31, 2010 Total Change is: -111
-328 -751 94 -3 0 -11 775 -310 231 -308 269 292 -853 75
Percent of Open Interest Represented by Each Category of Trader
46.6 55.1 0.5 2.8 0.0 3.0 24.2 25.5 3.6 1.7 3.5 1.2 16.4 7.6
Number of Traders in Each Category Total Traders: 55
6 . . 4 0 . 17 14 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 7, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 109,296
Positions
74,627 45,612 9,516 641 106 573 892 34,449 7,904 814 2,158 600 13,729 8,378
Changes from: August 31, 2010 Total Change is: 9,823
3,971 7,933 2,437 -790 32 37 892 2,881 -140 40 326 596 2,780 -4,279
Percent of Open Interest Represented by Each Category of Trader
68.3 41.7 8.7 0.6 0.1 0.5 0.8 31.5 7.2 0.7 2.0 0.5 12.6 7.7
Number of Traders in Each Category Total Traders: 54
. 12 10 . . . . 26 21 . . .
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Updated September 10, 2010