Traders in Financial Futures- Futures Only Positions as of September 21, 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 101,524
Positions
511 53,981 1,060 9,188 9,664 258 46,148 15,466 1,014 6,355 6,012 0 36,990 14,069
Changes from: September 14, 2010 Total Change is: -9,422
-14,495 1,939 -12,758 749 427 -66 16,803 1,937 -1,282 717 4,236 -431 1,341 -3,424
Percent of Open Interest Represented by Each Category of Trader
0.5 53.2 1.0 9.1 9.5 0.3 45.5 15.2 1.0 6.3 5.9 0.0 36.4 13.9
Number of Traders in Each Category Total Traders: 80
. 16 4 . . . 30 14 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 49,910
Positions
4,482 26,520 222 1,987 880 416 23,974 13,738 1 0 500 0 18,828 7,633
Changes from: September 14, 2010 Total Change is: 558
1,891 1,074 -70 -221 96 -50 -1,039 145 -1 0 -453 0 48 -183
Percent of Open Interest Represented by Each Category of Trader
9.0 53.1 0.4 4.0 1.8 0.8 48.0 27.5 0.0 0.0 1.0 0.0 37.7 15.3
Number of Traders in Each Category Total Traders: 44
5 8 . . . . 16 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 71,318
Positions
15,236 7,859 358 14,251 13,559 606 16,878 14,147 42 859 13,958 0 23,088 20,789
Changes from: September 14, 2010 Total Change is: -3,532
141 1,562 -32 26 -870 -15 -4,294 -3,563 11 140 456 0 491 -1,081
Percent of Open Interest Represented by Each Category of Trader
21.4 11.0 0.5 20.0 19.0 0.8 23.7 19.8 0.1 1.2 19.6 0.0 32.4 29.1
Number of Traders in Each Category Total Traders: 73
7 9 . 7 9 5 19 16 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 113,349
Positions
10,033 67,161 413 40,272 5,788 1,021 33,323 13,240 103 1,843 2,639 0 26,341 22,984
Changes from: September 14, 2010 Total Change is: -21,011
1,593 -17,155 76 -1,031 -2,440 -93 -18,625 3,912 9 41 -1,149 0 -2,981 -4,171
Percent of Open Interest Represented by Each Category of Trader
8.9 59.3 0.4 35.5 5.1 0.9 29.4 11.7 0.1 1.6 2.3 0.0 23.2 20.3
Number of Traders in Each Category Total Traders: 94
8 14 . 10 8 4 25 22 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 167,463
Positions
41,248 34,869 2,087 23,441 29,708 2,588 29,290 44,965 2,169 17,734 4,099 279 48,627 46,699
Changes from: September 14, 2010 Total Change is: -3,188
-6,193 13,081 352 -639 -708 -120 -3,717 -15,838 1,879 3,740 -1,390 -17 1,527 -427
Percent of Open Interest Represented by Each Category of Trader
24.6 20.8 1.2 14.0 17.7 1.5 17.5 26.9 1.3 10.6 2.4 0.2 29.0 27.9
Number of Traders in Each Category Total Traders: 146
16 17 . 16 16 8 32 32 10 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 129,713
Positions
4,869 99,977 457 16,265 3,811 190 76,210 6,481 193 1,258 4,880 0 30,271 13,724
Changes from: September 14, 2010 Total Change is: 9,405
666 9,159 -7 3,003 0 -56 3,348 -3,367 -40 451 2,879 0 2,040 837
Percent of Open Interest Represented by Each Category of Trader
3.8 77.1 0.4 12.5 2.9 0.1 58.8 5.0 0.1 1.0 3.8 0.0 23.3 10.6
Number of Traders in Each Category Total Traders: 75
. 17 . 6 . . 32 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 36,170
Positions
4,480 21,814 6,528 0 0 0 13,273 3,166 3,452 0 20 602 7,835 588
Changes from: September 14, 2010 Total Change is: -1,662
-1,283 -1,136 -1,556 0 0 0 6,154 736 -100 0 0 0 -4,877 394
Percent of Open Interest Represented by Each Category of Trader
12.4 60.3 18.0 0.0 0.0 0.0 36.7 8.8 9.5 0.0 0.1 1.7 21.7 1.6
Number of Traders in Each Category Total Traders: 20
6 7 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 78,416
Positions
8,526 56,481 337 21,331 150 140 41,099 15,908 50 1,313 3,401 0 5,620 1,949
Changes from: September 14, 2010 Total Change is: 2,522
-3,072 8,658 0 -1,027 -473 -132 5,088 -5,895 32 -101 178 0 1,734 154
Percent of Open Interest Represented by Each Category of Trader
10.9 72.0 0.4 27.2 0.2 0.2 52.4 20.3 0.1 1.7 4.3 0.0 7.2 2.5
Number of Traders in Each Category Total Traders: 80
4 13 . 7 . . 28 16 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 26,820
Positions
1,801 18,702 31 532 136 0 20,494 6,082 0 341 475 0 3,621 1,394
Changes from: September 14, 2010 Total Change is: 1,065
0 1,226 31 -333 136 0 1,354 -587 0 -132 -57 0 145 316
Percent of Open Interest Represented by Each Category of Trader
6.7 69.7 0.1 2.0 0.5 0.0 76.4 22.7 0.0 1.3 1.8 0.0 13.5 5.2
Number of Traders in Each Category Total Traders: 35
. 11 . . . 0 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 39,273
Positions
16,350 14,785 282 3,325 4,601 582 12,890 11,440 356 0 1,092 0 5,489 6,136
Changes from: September 14, 2010 Total Change is: -14,078
-5,795 -4,852 -4,932 61 809 141 1,469 -2,850 -2,667 -200 67 0 -2,155 206
Percent of Open Interest Represented by Each Category of Trader
41.6 37.6 0.7 8.5 11.7 1.5 32.8 29.1 0.9 0.0 2.8 0.0 14.0 15.6
Number of Traders in Each Category Total Traders: 86
13 18 . 5 7 . 23 17 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 78,545
Positions
32,700 29,570 564 6,649 9,202 1,163 25,779 22,880 712 0 2,183 0 10,978 12,271
Changes from: September 14, 2010 Total Change is: -28,156
-11,590 -9,704 -9,863 121 1,618 281 2,938 -5,700 -5,333 -400 133 0 -4,310 412
Percent of Open Interest Represented by Each Category of Trader
41.6 37.6 0.7 8.5 11.7 1.5 32.8 29.1 0.9 0.0 2.8 0.0 14.0 15.6
Number of Traders in Each Category Total Traders: 86
13 18 . 5 7 . 23 17 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 779,357
Positions
22,300 226,215 28,172 426,341 157,099 60,548 75,028 147,903 19,615 13,546 23,802 986 132,822 115,017
Changes from: September 14, 2010 Total Change is: -324,468
-66,547 6,053 -132,825 -4,561 -13,897 -4,996 -8,754 -68,550 -50,186 -1,796 -10,468 -10,351 -44,453 -39,249
Percent of Open Interest Represented by Each Category of Trader
2.9 29.0 3.6 54.7 20.2 7.8 9.6 19.0 2.5 1.7 3.1 0.1 17.0 14.8
Number of Traders in Each Category Total Traders: 512
25 50 14 106 69 63 84 138 60 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 283,265
Positions
9,280 124,010 2,145 146,935 48,891 10,366 33,571 21,271 982 7,555 10,973 0 72,431 64,627
Changes from: September 14, 2010 Total Change is: -128,541
-38,415 2,889 -54,151 -529 2,670 -657 9,778 -51,230 -8,652 167 -7,969 -1,092 -34,990 -10,349
Percent of Open Interest Represented by Each Category of Trader
3.3 43.8 0.8 51.9 17.3 3.7 11.9 7.5 0.3 2.7 3.9 0.0 25.6 22.8
Number of Traders in Each Category Total Traders: 122
6 24 5 30 18 18 18 22 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 2,480,461
Positions
100,544 546,468 94,689 1,404,749 548,759 243,194 277,650 703,528 22,797 29,955 64,147 4,930 301,953 251,949
Changes from: September 14, 2010 Total Change is: -979,637
-194,270 -37,790 -339,757 -22,414 -85,091 -19,442 -244,862 -238,802 -55,470 -46,426 -49,104 -9,683 -47,313 -144,498
Percent of Open Interest Represented by Each Category of Trader
4.1 22.0 3.8 56.6 22.1 9.8 11.2 28.4 0.9 1.2 2.6 0.2 12.2 10.2
Number of Traders in Each Category Total Traders: 468
23 46 8 87 60 52 83 132 48 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 104,329
Positions
11,845 28,340 10,029 53,861 43,207 3,980 13,736 14,272 477 1,210 0 0 9,191 4,024
Changes from: September 14, 2010 Total Change is: -22,980
7,602 11,976 -30,087 68 -1,434 -322 2,433 -1,886 171 -550 -30 -205 -2,090 -1,163
Percent of Open Interest Represented by Each Category of Trader
11.4 27.2 9.6 51.6 41.4 3.8 13.2 13.7 0.5 1.2 0.0 0.0 8.8 3.9
Number of Traders in Each Category Total Traders: 86
4 8 . 35 13 10 16 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 69,213
Positions
17,147 25,602 994 19,830 17,531 2,978 19,862 15,028 794 1,245 3,181 0 6,363 3,105
Changes from: September 14, 2010 Total Change is: -52,660
-9,856 4,260 -27,485 1,748 -5,623 -453 -2,509 -5,780 -6,926 -32 -3,554 0 -7,147 -7,100
Percent of Open Interest Represented by Each Category of Trader
24.8 37.0 1.4 28.7 25.3 4.3 28.7 21.7 1.1 1.8 4.6 0.0 9.2 4.5
Number of Traders in Each Category Total Traders: 244
19 28 . 42 16 10 58 55 10 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 346,065
Positions
85,736 128,011 4,971 99,150 87,654 14,890 99,311 75,139 3,971 6,223 15,906 0 31,813 15,523
Changes from: September 14, 2010 Total Change is: -126,223
-61,260 57,897 -71,092 10,744 -25,691 -2,263 -3,296 -52,137 -2,590 -160 -7,743 0 3,694 -22,604
Percent of Open Interest Represented by Each Category of Trader
24.8 37.0 1.4 28.7 25.3 4.3 28.7 21.7 1.1 1.8 4.6 0.0 9.2 4.5
Number of Traders in Each Category Total Traders: 244
19 28 . 42 16 10 58 55 10 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 395,984
Positions
188,400 38,786 3,027 124,760 159,196 16,985 43,987 142,663 3,746 1,977 13,270 0 13,102 18,311
Changes from: September 14, 2010 Total Change is: -60,170
-28,940 -5,403 -18,747 -1,051 -8,773 1,105 6,510 -8,199 -7,237 -1,179 -3,799 -37 -10,594 -9,080
Percent of Open Interest Represented by Each Category of Trader
47.6 9.8 0.8 31.5 40.2 4.3 11.1 36.0 0.9 0.5 3.4 0.0 3.3 4.6
Number of Traders in Each Category Total Traders: 246
18 20 . 51 45 23 35 65 12 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 30,668
Positions
10,361 3,841 235 9,100 2,679 126 3,481 3,336 0 0 1,355 0 7,365 19,096
Changes from: September 14, 2010 Total Change is: 2,506
1,158 115 -65 324 -51 -53 1,680 253 0 0 98 0 -538 2,209
Percent of Open Interest Represented by Each Category of Trader
33.8 12.5 0.8 29.7 8.7 0.4 11.4 10.9 0.0 0.0 4.4 0.0 24.0 62.3
Number of Traders in Each Category Total Traders: 46
11 4 . 9 . . 8 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 32,751
Positions
12,624 12,746 346 6,057 2,714 393 4,945 4,998 162 253 0 0 7,971 11,392
Changes from: September 14, 2010 Total Change is: 1,719
890 3,772 -612 -458 -381 0 3,059 84 29 253 0 0 -1,442 -1,173
Percent of Open Interest Represented by Each Category of Trader
38.5 38.9 1.1 18.5 8.3 1.2 15.1 15.3 0.5 0.8 0.0 0.0 24.3 34.8
Number of Traders in Each Category Total Traders: 45
9 10 . 8 . . 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 30,692
Positions
0 1,649 0 22,763 19,489 2,692 1,878 4,727 0 0 318 0 3,359 1,817
Changes from: September 14, 2010 Total Change is: -2,129
0 -1,052 0 98 -141 -55 290 1,717 -1,926 0 -10 0 -536 -662
Percent of Open Interest Represented by Each Category of Trader
0.0 5.4 0.0 74.2 63.5 8.8 6.1 15.4 0.0 0.0 1.0 0.0 10.9 5.9
Number of Traders in Each Category Total Traders: 43
0 . 0 18 14 8 4 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 28,387
Positions
2,252 10,996 0 12,679 3,279 756 4,727 11,478 0 2,592 225 0 5,381 1,653
Changes from: September 14, 2010 Total Change is: -465
1,807 184 -1,277 -464 406 34 227 1,299 -313 35 -204 0 -514 -594
Percent of Open Interest Represented by Each Category of Trader
7.9 38.7 0.0 44.7 11.6 2.7 16.7 40.4 0.0 9.1 0.8 0.0 19.0 5.8
Number of Traders in Each Category Total Traders: 41
. 5 0 11 4 5 9 . 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 666,414
Positions
19,349 157,223 5,689 338,862 149,440 71,416 48,930 138,224 8,478 23,591 22,514 1,531 148,568 111,899
Changes from: September 14, 2010 Total Change is: 1,425
-5,972 4,122 2,798 11,704 -5,309 674 -8,409 6,937 -2,109 -2,647 -955 1 5,385 -4,734
Percent of Open Interest Represented by Each Category of Trader
2.9 23.6 0.9 50.8 22.4 10.7 7.3 20.7 1.3 3.5 3.4 0.2 22.3 16.8
Number of Traders in Each Category Total Traders: 165
10 23 6 46 24 36 28 22 14 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 222,962
Positions
1,549 93,673 2,937 158,820 2,100 10,715 2,000 79,418 1,023 0 0 0 45,918 33,096
Changes from: September 14, 2010 Total Change is: 2,407
-2,007 3,471 1,113 6,828 -2,455 623 -2,760 1,548 -4,622 0 0 0 3,232 2,729
Percent of Open Interest Represented by Each Category of Trader
0.7 42.0 1.3 71.2 0.9 4.8 0.9 35.6 0.5 0.0 0.0 0.0 20.6 14.8
Number of Traders in Each Category Total Traders: 45
. 7 . 25 . 11 . 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 721,699
Positions
47,219 73,002 9,394 231,972 204,479 79,426 208,843 82,881 8,383 22,828 143,573 3,563 110,071 116,998
Changes from: September 14, 2010 Total Change is: 16,617
-20,618 14,944 753 6,776 10,849 12,769 26,023 -30,045 2,249 -13,360 4,241 -102 2,127 959
Percent of Open Interest Represented by Each Category of Trader
6.5 10.1 1.3 32.1 28.3 11.0 28.9 11.5 1.2 3.2 19.9 0.5 15.3 16.2
Number of Traders in Each Category Total Traders: 212
12 29 7 34 46 38 36 28 13 6 20 .
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Traders in Financial Futures- Futures Only Positions as of September 21, 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 1,649,542
Positions
77,772 317,105 61,968 712,785 388,825 156,720 212,598 343,005 31,411 105,077 39,177 7,403 283,808 303,928
Changes from: September 14, 2010 Total Change is: -13,466
12,682 37,355 -6,900 -25,512 17,010 -17,574 28,964 -34,774 -7,174 -7,422 3,958 214 9,256 -5,581
Percent of Open Interest Represented by Each Category of Trader
4.7 19.2 3.8 43.2 23.6 9.5 12.9 20.8 1.9 6.4 2.4 0.4 17.2 18.4
Number of Traders in Each Category Total Traders: 270
30 33 12 40 54 50 52 44 26 11 6 .
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 927,052
Positions
46,820 94,098 14,210 248,488 381,004 119,994 234,189 41,801 8,145 33,535 40,523 0 221,671 227,277
Changes from: September 14, 2010 Total Change is: 46,008
988 -19,504 4,853 -18,809 56,210 14,179 28,870 -1,101 -6,101 5,497 -2,647 -244 16,775 363
Percent of Open Interest Represented by Each Category of Trader
5.1 10.2 1.5 26.8 41.1 12.9 25.3 4.5 0.9 3.6 4.4 0.0 23.9 24.5
Number of Traders in Each Category Total Traders: 149
11 14 6 21 41 36 35 13 13 5 9 0
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 597,693
Positions
127,141 232,878 198,545 17,073 171 1,308 142,150 32,601 74,837 1,260 2,020 1,353 34,026 53,980
Changes from: September 14, 2010 Total Change is: 17,016
-1,896 2,987 8,130 556 -9 0 12,704 -1,476 3,678 -4,342 -149 -1,550 -264 5,405
Percent of Open Interest Represented by Each Category of Trader
21.3 39.0 33.2 2.9 0.0 0.2 23.8 5.5 12.5 0.2 0.3 0.2 5.7 9.0
Number of Traders in Each Category Total Traders: 106
22 24 37 . . . 31 16 31 . . .
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,349,243
Positions
1,655,298 2,879,390 1,341,982 774,947 218,391 167,817 1,359,218 550,140 946,077 187,623 303,017 56,067 860,214 886,362
Changes from: September 14, 2010 Total Change is: 288,608
-119,030 11,011 65,575 21,242 86,549 15,716 168,787 -2,768 136,394 3,341 -2,242 -615 -2,802 -21,012
Percent of Open Interest Represented by Each Category of Trader
22.5 39.2 18.3 10.5 3.0 2.3 18.5 7.5 12.9 2.6 4.1 0.8 11.7 12.1
Number of Traders in Each Category Total Traders: 243
30 57 79 9 12 15 61 43 71 5 13 11
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,865
Positions
1,167 5,407 1,300 884 549 222 1,160 2,040 48 4,800 175 0 284 124
Changes from: September 14, 2010 Total Change is: -19
-324 447 0 0 0 0 149 -612 48 0 0 0 108 98
Percent of Open Interest Represented by Each Category of Trader
11.8 54.8 13.2 9.0 5.6 2.3 11.8 20.7 0.5 48.7 1.8 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 30
. 6 . . 5 . 5 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of September 21, 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 35,057
Positions
32,012 19,229 5 1,005 1,467 77 1,716 8,137 0 0 6,067 0 242 75
Changes from: September 14, 2010 Total Change is: 1,255
1,263 1,345 -135 -11 340 0 46 -158 0 0 0 0 92 -137
Percent of Open Interest Represented by Each Category of Trader
91.3 54.9 0.0 2.9 4.2 0.2 4.9 23.2 0.0 0.0 17.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 33
4 5 . . 4 . 5 9 0 0 5 0
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,701
Positions
13,182 7,106 100 435 0 869 9,288 15,524 611 584 1,362 1 3,631 3,128
Changes from: September 14, 2010 Total Change is: 3,816
1,929 -600 0 -367 0 62 2,558 3,779 -6 41 323 0 -401 258
Percent of Open Interest Represented by Each Category of Trader
45.9 24.8 0.3 1.5 0.0 3.0 32.4 54.1 2.1 2.0 4.7 0.0 12.7 10.9
Number of Traders in Each Category Total Traders: 65
8 . . . 0 . 12 31 4 5 . .
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Traders in Financial Futures- Futures Only Positions as of September 21, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 112,535
Positions
77,809 39,376 6,702 1,075 148 2,272 478 37,733 7,667 571 3,502 1,770 14,191 13,365
Changes from: September 14, 2010 Total Change is: -13,406
-1,684 -2,047 -7,623 311 33 1,386 -753 -1,800 -670 -200 479 -194 -3,979 -2,970
Percent of Open Interest Represented by Each Category of Trader
69.1 35.0 6.0 1.0 0.1 2.0 0.4 33.5 6.8 0.5 3.1 1.6 12.6 11.9
Number of Traders in Each Category Total Traders: 60
. 10 10 5 . 6 . 27 14 . 5 6
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Traders in Financial Futures- Futures Only Positions as of September 21, 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 13,341
Positions
482 10,956 0 10,870 0 0 737 1,583 0 0 0 0 1,252 802
Changes from: September 14, 2010 Total Change is: -2,490
-15 -906 -961 -35 0 0 -468 407 -404 0 0 0 -607 -626
Percent of Open Interest Represented by Each Category of Trader
3.6 82.1 0.0 81.5 0.0 0.0 5.5 11.9 0.0 0.0 0.0 0.0 9.4 6.0
Number of Traders in Each Category Total Traders: 21
. . 0 8 0 0 4 5 0 0 0 0
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Updated September 24, 2010