Traders in Financial Futures- Futures Only Positions as of September 14, 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 110,946
Positions
15,006 52,042 13,818 8,439 9,237 324 29,345 13,529 2,296 5,638 1,776 431 35,649 17,493
Changes from: September 7, 2010 Total Change is: 3,568
-6,456 9,710 8,828 -1,492 -639 -6 3,442 -16,481 1,047 -2,338 1,027 202 341 -120
Percent of Open Interest Represented by Each Category of Trader
13.5 46.9 12.5 7.6 8.3 0.3 26.4 12.2 2.1 5.1 1.6 0.4 32.1 15.8
Number of Traders in Each Category Total Traders: 76
6 15 9 . . . 24 14 5 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 49,352
Positions
2,591 25,446 292 2,208 784 466 25,013 13,593 2 0 953 0 18,780 7,816
Changes from: September 7, 2010 Total Change is: -25,361
-10,553 -19,685 -7,517 4 13 -13 -3,383 8,181 -2,422 0 -2,297 0 -1,477 -1,621
Percent of Open Interest Represented by Each Category of Trader
5.3 51.6 0.6 4.5 1.6 0.9 50.7 27.5 0.0 0.0 1.9 0.0 38.1 15.8
Number of Traders in Each Category Total Traders: 45
4 8 . . . . 18 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 74,850
Positions
15,095 6,297 390 14,225 14,429 621 21,172 17,710 31 719 13,502 0 22,597 21,870
Changes from: September 7, 2010 Total Change is: -70,862
-63,683 -49,225 -2,455 -3,256 753 -87 4,519 -3,134 -1,610 -1,083 -3,190 0 -3,207 -11,914
Percent of Open Interest Represented by Each Category of Trader
20.2 8.4 0.5 19.0 19.3 0.8 28.3 23.7 0.0 1.0 18.0 0.0 30.2 29.2
Number of Traders in Each Category Total Traders: 74
6 9 . 5 10 . 23 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 134,360
Positions
8,440 84,316 337 41,303 8,228 1,114 51,948 9,328 94 1,802 3,788 0 29,322 27,155
Changes from: September 7, 2010 Total Change is: -16,153
-2,699 -1,290 -7,492 2,487 650 -18 -3,225 -664 -4,764 -1,704 1,023 0 1,262 -3,598
Percent of Open Interest Represented by Each Category of Trader
6.3 62.8 0.3 30.7 6.1 0.8 38.7 6.9 0.1 1.3 2.8 0.0 21.8 20.2
Number of Traders in Each Category Total Traders: 98
9 14 . 11 10 5 27 19 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 170,651
Positions
47,441 21,788 1,735 24,080 30,416 2,708 33,007 60,803 290 13,994 5,489 296 47,100 47,126
Changes from: September 7, 2010 Total Change is: -87,137
-75,723 -56,267 -3,776 332 2,317 -102 3,907 -9,426 -3,039 -1,714 -3,960 -358 -6,664 -12,526
Percent of Open Interest Represented by Each Category of Trader
27.8 12.8 1.0 14.1 17.8 1.6 19.3 35.6 0.2 8.2 3.2 0.2 27.6 27.6
Number of Traders in Each Category Total Traders: 153
19 13 5 16 17 9 36 37 8 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 120,308
Positions
4,203 90,818 464 13,262 3,811 246 72,862 9,848 233 807 2,001 0 28,231 12,887
Changes from: September 7, 2010 Total Change is: -8,038
-10,056 5,903 -5,926 1,171 -116 0 8,154 -838 -3,789 0 -2,988 0 2,408 -284
Percent of Open Interest Represented by Each Category of Trader
3.5 75.5 0.4 11.0 3.2 0.2 60.6 8.2 0.2 0.7 1.7 0.0 23.5 10.7
Number of Traders in Each Category Total Traders: 70
. 17 . 5 . . 29 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 37,832
Positions
5,763 22,950 8,084 0 0 0 7,119 2,430 3,552 0 20 602 12,712 194
Changes from: September 7, 2010 Total Change is: 651
-241 556 350 0 0 0 302 -231 -46 0 0 0 286 22
Percent of Open Interest Represented by Each Category of Trader
15.2 60.7 21.4 0.0 0.0 0.0 18.8 6.4 9.4 0.0 0.1 1.6 33.6 0.5
Number of Traders in Each Category Total Traders: 20
7 7 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 75,894
Positions
11,598 47,823 337 22,358 623 272 36,011 21,803 18 1,414 3,223 0 3,886 1,795
Changes from: September 7, 2010 Total Change is: -26,967
-15,507 -16,896 -3,804 -83 -104 0 2,745 1,234 -5,854 -5,523 -935 -110 1,169 -498
Percent of Open Interest Represented by Each Category of Trader
15.3 63.0 0.4 29.5 0.8 0.4 47.4 28.7 0.0 1.9 4.2 0.0 5.1 2.4
Number of Traders in Each Category Total Traders: 79
4 11 . 6 . . 22 22 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 25,755
Positions
1,801 17,476 0 865 0 0 19,140 6,669 0 473 532 0 3,476 1,078
Changes from: September 7, 2010 Total Change is: -2,167
-1,105 3,069 -4,063 -132 0 0 5,347 1,781 -3,087 132 252 0 741 -119
Percent of Open Interest Represented by Each Category of Trader
7.0 67.9 0.0 3.4 0.0 0.0 74.3 25.9 0.0 1.8 2.1 0.0 13.5 4.2
Number of Traders in Each Category Total Traders: 29
. 7 0 . 0 0 9 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 53,351
Positions
22,145 19,637 5,214 3,264 3,792 441 11,421 14,290 3,023 200 1,025 0 7,644 5,930
Changes from: September 7, 2010 Total Change is: 1,714
-4,563 100 4,432 -115 -875 21 5,182 3,881 -3,236 0 -112 0 -7 -2,497
Percent of Open Interest Represented by Each Category of Trader
41.5 36.8 9.8 6.1 7.1 0.8 21.4 26.8 5.7 0.4 1.9 0.0 14.3 11.1
Number of Traders in Each Category Total Traders: 104
14 21 16 5 7 . 34 19 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 106,701
Positions
44,290 39,274 10,427 6,528 7,584 882 22,841 28,580 6,045 400 2,050 0 15,288 11,859
Changes from: September 7, 2010 Total Change is: 23,620
138 5,366 9,864 263 -1,750 41 5,136 2,771 4,199 0 446 0 3,979 2,683
Percent of Open Interest Represented by Each Category of Trader
41.5 36.8 9.8 6.1 7.1 0.8 21.4 26.8 5.7 0.4 1.9 0.0 14.3 11.1
Number of Traders in Each Category Total Traders: 104
14 21 16 5 7 . 34 19 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 1,103,826
Positions
88,846 220,161 160,997 430,902 170,997 65,545 83,782 216,454 69,801 15,342 34,270 11,337 177,274 154,265
Changes from: September 7, 2010 Total Change is: 160,053
-251 22,788 77,738 8,175 -9,570 3,263 10,324 3,824 4,408 752 1,410 3,270 52,374 52,921
Percent of Open Interest Represented by Each Category of Trader
8.0 19.9 14.6 39.0 15.5 5.9 7.6 19.6 6.3 1.4 3.1 1.0 16.1 14.0
Number of Traders in Each Category Total Traders: 538
32 49 52 105 66 68 91 142 88 25 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 411,806
Positions
47,695 121,121 56,296 147,464 46,221 11,023 23,793 72,501 9,634 7,388 18,942 1,092 107,421 74,976
Changes from: September 7, 2010 Total Change is: 73,223
7,113 16,107 35,407 2,943 -435 1,245 109 -9,964 7,712 344 -158 1,032 17,318 22,277
Percent of Open Interest Represented by Each Category of Trader
11.6 29.4 13.7 35.8 11.2 2.7 5.8 17.6 2.3 1.8 4.6 0.3 26.1 18.2
Number of Traders in Each Category Total Traders: 132
17 19 22 31 16 18 19 22 20 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 3,460,098
Positions
294,814 584,258 434,446 1,427,163 633,850 262,636 522,512 942,330 78,267 76,381 113,251 14,613 349,266 396,447
Changes from: September 7, 2010 Total Change is: 434,149
697 70,926 174,134 26,026 -45,806 10,224 -5,715 12,148 40,272 1,199 7,001 12,031 175,281 153,219
Percent of Open Interest Represented by Each Category of Trader
8.5 16.9 12.6 41.2 18.3 7.6 15.1 27.2 2.3 2.2 3.3 0.4 10.1 11.5
Number of Traders in Each Category Total Traders: 497
32 46 40 85 59 57 89 138 75 23 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 127,309
Positions
4,243 16,364 40,116 53,793 44,641 4,302 11,303 16,158 306 1,760 30 205 11,281 5,187
Changes from: September 7, 2010 Total Change is: 39,990
-2,147 6,775 35,847 4,180 -2,496 -119 1,606 647 -327 1,760 30 205 -1,015 -572
Percent of Open Interest Represented by Each Category of Trader
3.3 12.9 31.5 42.3 35.1 3.4 8.9 12.7 0.2 1.4 0.0 0.2 8.9 4.1
Number of Traders in Each Category Total Traders: 88
. 13 10 36 12 12 11 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 121,873
Positions
27,003 21,342 28,480 18,082 23,154 3,431 22,371 20,808 7,720 1,277 6,735 0 13,510 10,204
Changes from: September 7, 2010 Total Change is: 27,020
-4,699 6,746 13,979 5,847 -718 139 4,155 424 3,487 125 117 -41 4,029 2,887
Percent of Open Interest Represented by Each Category of Trader
22.2 17.5 23.4 14.8 19.0 2.8 18.4 17.1 6.3 1.0 5.5 0.0 11.1 8.4
Number of Traders in Each Category Total Traders: 231
22 26 26 37 19 11 53 54 26 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 27,415
Positions
9,427 19,142 1,444 401 485 0 7,727 1,230 530 0 2,005 0 7,886 2,579
Changes from: September 7, 2010 Total Change is: 2,475
-2,334 1,384 706 -440 0 0 2,332 -1,476 530 0 0 0 1,681 1,331
Percent of Open Interest Represented by Each Category of Trader
34.4 69.8 5.3 1.5 1.8 0.0 28.2 4.5 1.9 0.0 7.3 0.0 28.8 9.4
Number of Traders in Each Category Total Traders: 23
5 10 6 . . 0 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 472,288
Positions
146,996 70,114 76,063 88,406 113,345 17,153 102,607 127,276 6,561 6,383 23,649 0 28,119 38,127
Changes from: September 7, 2010 Total Change is: 122,727
-17,812 20,825 72,352 31,434 -3,589 696 21,038 21,423 2,860 623 586 -206 11,742 7,780
Percent of Open Interest Represented by Each Category of Trader
31.1 14.8 16.1 18.7 24.0 3.6 21.7 26.9 1.4 1.4 5.0 0.0 6.0 8.1
Number of Traders in Each Category Total Traders: 230
24 24 22 37 18 11 52 55 22 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 456,154
Positions
217,340 44,189 21,774 125,811 167,969 15,880 37,477 150,862 10,983 3,156 17,069 37 23,696 27,391
Changes from: September 7, 2010 Total Change is: 10,402
-10,897 5,432 6,220 -3,971 -5,192 -357 3,511 -9,242 4,978 1,479 618 12 9,427 7,933
Percent of Open Interest Represented by Each Category of Trader
47.6 9.7 4.8 27.6 36.8 3.5 8.2 33.1 2.4 0.7 3.7 0.0 5.2 6.0
Number of Traders in Each Category Total Traders: 252
19 17 9 50 46 25 35 65 23 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 28,162
Positions
9,203 3,726 300 8,776 2,730 179 1,801 3,083 0 0 1,257 0 7,903 16,887
Changes from: September 7, 2010 Total Change is: -16,773
388 -5,056 -2,958 207 41 -68 -4,447 -815 -546 0 -68 -1,800 -7,549 -5,503
Percent of Open Interest Represented by Each Category of Trader
32.7 13.2 1.1 31.2 9.7 0.6 6.4 10.9 0.0 0.0 4.5 0.0 28.1 60.0
Number of Traders in Each Category Total Traders: 43
12 5 . 8 . . 6 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 31,032
Positions
11,734 8,974 958 6,515 3,095 393 1,886 4,914 133 0 0 0 9,413 12,565
Changes from: September 7, 2010 Total Change is: -26,899
-20,904 -10,123 -2,653 25 405 -124 -547 -4,789 -702 0 -984 -236 -1,758 -7,693
Percent of Open Interest Represented by Each Category of Trader
37.8 28.9 3.1 21.0 10.0 1.3 6.1 15.8 0.4 0.0 0.0 0.0 30.3 40.5
Number of Traders in Each Category Total Traders: 44
9 7 . 8 4 . 5 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 32,821
Positions
0 2,701 0 22,665 19,630 2,747 1,588 3,010 1,926 0 328 0 3,895 2,479
Changes from: September 7, 2010 Total Change is: 848
0 1,198 0 -155 -2,794 -166 -1,380 557 1,926 0 27 0 623 100
Percent of Open Interest Represented by Each Category of Trader
0.0 8.2 0.0 69.1 59.8 8.4 4.8 9.2 5.9 0.0 1.0 0.0 11.9 7.6
Number of Traders in Each Category Total Traders: 43
0 . 0 17 14 7 6 . 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 28,852
Positions
445 10,812 1,277 13,143 2,873 722 4,500 10,179 313 2,557 429 0 5,895 2,247
Changes from: September 7, 2010 Total Change is: 2,383
-551 979 1,026 -122 493 16 678 -1,009 313 527 225 0 496 340
Percent of Open Interest Represented by Each Category of Trader
1.5 37.5 4.4 45.6 10.0 2.5 15.6 35.3 1.1 8.9 1.5 0.0 20.4 7.8
Number of Traders in Each Category Total Traders: 47
. 7 . 13 4 5 9 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 664,989
Positions
25,321 153,101 2,891 327,158 154,749 70,742 57,339 131,287 10,587 26,238 23,469 1,530 143,183 116,633
Changes from: September 7, 2010 Total Change is: -16,524
3,442 21,642 -7,324 -8,550 -2,805 3,747 -3,783 -14,738 -2,798 -5 -6,399 1,010 -2,263 -8,859
Percent of Open Interest Represented by Each Category of Trader
3.8 23.0 0.4 49.2 23.3 10.6 8.6 19.7 1.6 3.9 3.5 0.2 21.5 17.5
Number of Traders in Each Category Total Traders: 164
10 23 5 45 22 34 29 22 11 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 220,555
Positions
3,556 90,202 1,824 151,992 4,555 10,092 4,760 77,870 5,645 0 0 0 42,686 30,367
Changes from: September 7, 2010 Total Change is: 1,542
1,520 3,323 274 567 2,020 688 0 -1,325 -2,057 0 0 0 550 -1,381
Percent of Open Interest Represented by Each Category of Trader
1.6 40.9 0.8 68.9 2.1 4.6 2.2 35.3 2.6 0.0 0.0 0.0 19.4 13.8
Number of Traders in Each Category Total Traders: 50
. 6 . 25 . 11 . 12 5 0 0 0
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Traders in Financial Futures- Futures Only Positions as of September 14, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 705,082
Positions
67,837 58,058 8,641 225,196 193,630 66,657 182,820 112,926 6,134 36,188 139,332 3,665 107,944 116,039
Changes from: September 7, 2010 Total Change is: 31,111
10,372 7,884 -4,566 10,820 -98 -5,626 29,068 26,454 -1,360 -1,011 -3,584 -114 -6,472 12,121
Percent of Open Interest Represented by Each Category of Trader
9.6 8.2 1.2 31.9 27.5 9.5 25.9 16.0 0.9 5.1 19.8 0.5 15.3 16.5
Number of Traders in Each Category Total Traders: 207
18 22 10 34 41 36 34 29 14 8 21 .
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Traders in Financial Futures- Futures Only Positions as of September 14, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,663,008
Positions
65,090 279,750 68,868 738,297 371,815 174,294 183,634 377,779 38,585 112,499 35,219 7,189 274,552 309,509
Changes from: September 7, 2010 Total Change is: -104,275
7,957 -8,187 -4,107 -74,787 978 -10,034 7,336 -33,968 -25,429 5,667 -1,539 -55 -10,823 -21,934
Percent of Open Interest Represented by Each Category of Trader
3.9 16.8 4.1 44.4 22.4 10.5 11.0 22.7 2.3 6.8 2.1 0.4 16.5 18.6
Number of Traders in Each Category Total Traders: 264
30 34 19 38 51 47 47 47 28 11 6 .
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 881,044
Positions
45,832 113,602 9,357 267,297 324,794 105,815 205,319 42,902 14,246 28,038 43,170 244 204,896 226,914
Changes from: September 7, 2010 Total Change is: -64,624
2,326 -5,170 -7,233 -13,072 -19,146 -1,547 -21,783 -3,632 -18,580 3,392 -756 -485 -7,642 -8,075
Percent of Open Interest Represented by Each Category of Trader
5.2 12.9 1.1 30.3 36.9 12.0 23.3 4.9 1.6 3.2 4.9 0.0 23.3 25.8
Number of Traders in Each Category Total Traders: 149
10 18 7 23 36 34 31 16 15 5 10 .
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 580,677
Positions
129,037 229,891 190,415 16,517 180 1,308 129,446 34,077 71,159 5,602 2,169 2,903 34,290 48,575
Changes from: September 7, 2010 Total Change is: 15,055
11,490 4,984 2,247 -1,255 0 0 -1,113 -2,387 6,967 -898 224 -344 -2,039 3,364
Percent of Open Interest Represented by Each Category of Trader
22.2 39.6 32.8 2.8 0.0 0.2 22.3 5.9 12.3 1.0 0.4 0.5 5.9 8.4
Number of Traders in Each Category Total Traders: 105
25 21 37 . . . 29 14 29 5 . 4
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 7,060,635
Positions
1,774,328 2,868,379 1,276,407 753,705 131,842 152,101 1,190,431 552,908 809,683 184,282 305,259 56,682 863,016 907,374
Changes from: September 7, 2010 Total Change is: -872,623
-102,344 -220,240 -236,725 -204,952 -138,285 204 -182,544 -143,356 -110,891 -13,028 -25,411 -10,129 -12,214 12,210
Percent of Open Interest Represented by Each Category of Trader
25.1 40.6 18.1 10.7 1.9 2.2 16.9 7.8 11.5 2.6 4.3 0.8 12.2 12.9
Number of Traders in Each Category Total Traders: 241
34 52 80 9 9 15 56 44 74 7 14 11
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 9,884
Positions
1,491 4,960 1,300 884 549 222 1,011 2,652 0 4,800 175 0 176 26
Changes from: September 7, 2010 Total Change is: -7,388
-1,822 180 -4,911 -46 -312 0 -63 -1,364 -436 0 -420 0 -110 -125
Percent of Open Interest Represented by Each Category of Trader
15.1 50.2 13.2 8.9 5.6 2.2 10.2 26.8 0.0 48.6 1.8 0.0 1.8 0.3
Number of Traders in Each Category Total Traders: 27
. 4 . . 5 . 4 7 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 33,802
Positions
30,749 17,884 140 1,016 1,127 77 1,670 8,295 0 0 6,067 0 150 212
Changes from: September 7, 2010 Total Change is: -7,104
-5,479 -4,551 -1,646 -10 171 0 333 -715 -260 0 29 0 -42 -132
Percent of Open Interest Represented by Each Category of Trader
91.0 52.9 0.4 3.0 3.3 0.2 4.9 24.5 0.0 0.0 17.9 0.0 0.4 0.6
Number of Traders in Each Category Total Traders: 30
4 5 . . 4 . 4 7 0 0 5 0
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 24,885
Positions
11,253 7,706 100 802 0 807 6,730 11,745 617 543 1,039 1 4,032 2,870
Changes from: September 7, 2010 Total Change is: 646
-46 -5,659 -24 125 0 82 867 5,571 -258 140 199 -291 51 1,026
Percent of Open Interest Represented by Each Category of Trader
45.2 31.0 0.4 3.2 0.0 3.2 27.0 47.2 2.5 2.2 4.2 0.0 16.2 11.5
Number of Traders in Each Category Total Traders: 67
7 . . 4 0 . 17 27 5 4 4 .
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Traders in Financial Futures- Futures Only Positions as of September 14, 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 125,941
Positions
79,493 41,423 14,325 764 115 886 1,231 39,533 8,337 771 3,023 1,964 18,170 16,335
Changes from: September 7, 2010 Total Change is: 16,645
4,866 -4,189 4,809 123 9 313 339 5,084 433 -43 865 1,364 4,441 7,957
Percent of Open Interest Represented by Each Category of Trader
63.1 32.9 11.4 0.6 0.1 0.7 1.0 31.4 6.6 0.6 2.4 1.6 14.4 13.0
Number of Traders in Each Category Total Traders: 61
4 13 11 . . . . 26 18 . 5 6
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Traders in Financial Futures- Futures Only Positions as of September 14, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,831
Positions
497 11,862 961 10,905 0 0 1,205 1,176 404 0 0 0 1,859 1,428
Changes from: September 7, 2010 Total Change is: 1,898
-214 -59 959 -372 0 0 50 -53 404 0 0 0 1,071 647
Percent of Open Interest Represented by Each Category of Trader
3.1 74.9 6.1 68.9 0.0 0.0 7.6 7.4 2.6 0.0 0.0 0.0 11.7 9.0
Number of Traders in Each Category Total Traders: 21
. . . 8 0 0 6 . . 0 0 0
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Updated September 17, 2010