Traders in Financial Futures- Futures Only Positions as of October 19, 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 112,791
Positions
4,666 67,108 1,757 9,953 9,118 168 44,059 11,034 1,117 9,262 7,066 0 41,809 15,423
Changes from: October 12, 2010 Total Change is: -11,060
678 -7,187 778 -679 -301 -60 -14,507 -2,432 44 1,358 -2,510 0 1,328 608
Percent of Open Interest Represented by Each Category of Trader
4.1 59.5 1.6 8.8 8.1 0.1 39.1 9.8 1.0 8.2 6.3 0.0 37.1 13.7
Number of Traders in Each Category Total Traders: 84
5 16 4 . . . 36 8 5 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 54,022
Positions
6,282 26,294 963 1,717 857 440 24,979 15,325 17 0 500 0 19,624 9,626
Changes from: October 12, 2010 Total Change is: -3,700
1,358 -5,018 172 -107 -19 19 -4,728 1,653 -51 0 0 0 -363 -456
Percent of Open Interest Represented by Each Category of Trader
11.6 48.7 1.8 3.2 1.6 0.8 46.2 28.4 0.0 0.0 0.9 0.0 36.3 17.8
Number of Traders in Each Category Total Traders: 49
6 12 . . . . 18 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 90,068
Positions
11,574 21,726 1,437 12,317 17,321 1,351 37,602 11,715 156 2,379 16,227 0 23,252 20,135
Changes from: October 12, 2010 Total Change is: -2,800
1,170 -3,531 741 -952 2,354 -297 -1,308 -1,729 -52 835 -325 0 -2,937 39
Percent of Open Interest Represented by Each Category of Trader
12.9 24.1 1.6 13.7 19.2 1.5 41.7 13.0 0.2 2.6 18.0 0.0 25.8 22.4
Number of Traders in Each Category Total Traders: 85
7 10 . 6 10 4 33 11 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 139,496
Positions
10,626 83,740 2,060 40,068 5,114 1,272 52,791 11,247 301 3,010 5,009 0 29,368 30,753
Changes from: October 12, 2010 Total Change is: -7,085
-166 -5,624 -32 -749 -463 -14 -5,061 -462 24 1,180 -1,238 0 -2,267 724
Percent of Open Interest Represented by Each Category of Trader
7.6 60.0 1.5 28.7 3.7 0.9 37.8 8.1 0.2 2.2 3.6 0.0 21.1 22.0
Number of Traders in Each Category Total Traders: 111
8 17 . 11 7 4 33 24 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 219,761
Positions
52,578 113,238 1,742 23,802 22,507 2,248 50,940 24,588 2,357 23,491 6,565 284 62,319 46,232
Changes from: October 12, 2010 Total Change is: 21,925
3,112 24,637 -124 362 -1,401 12 6,898 -1,897 -401 2,936 508 -134 9,264 725
Percent of Open Interest Represented by Each Category of Trader
23.9 51.5 0.8 10.8 10.2 1.0 23.2 11.2 1.1 10.7 3.0 0.1 28.4 21.0
Number of Traders in Each Category Total Traders: 157
18 21 4 17 13 6 39 27 16 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 133,257
Positions
5,028 104,301 1,692 21,352 2,858 258 68,678 4,680 249 1,164 4,148 0 34,836 15,071
Changes from: October 12, 2010 Total Change is: -5,280
825 -4,679 -41 -985 -27 0 -7,905 -1,857 33 167 5 0 2,626 1,286
Percent of Open Interest Represented by Each Category of Trader
3.8 78.3 1.3 16.0 2.1 0.2 51.5 3.5 0.2 0.9 3.1 0.0 26.1 11.3
Number of Traders in Each Category Total Traders: 78
. 17 . 5 . . 35 8 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 41,182
Positions
5,531 24,739 7,207 0 0 0 16,704 6,889 1,658 976 16 606 8,500 67
Changes from: October 12, 2010 Total Change is: 1,736
911 -924 1,082 0 0 0 172 2,063 -458 0 0 0 29 -27
Percent of Open Interest Represented by Each Category of Trader
13.4 60.1 17.5 0.0 0.0 0.0 40.6 16.7 4.0 2.4 0.0 1.5 20.6 0.2
Number of Traders in Each Category Total Traders: 22
7 8 6 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 137,858
Positions
6,790 107,738 349 20,095 164 220 100,772 9,584 76 2,985 17,855 0 6,571 1,872
Changes from: October 12, 2010 Total Change is: -3,870
35 -1,927 0 -733 14 0 -2,686 -1,692 76 -336 -813 0 -226 472
Percent of Open Interest Represented by Each Category of Trader
4.9 78.2 0.3 14.6 0.1 0.2 73.1 7.0 0.1 2.2 13.0 0.0 4.8 1.4
Number of Traders in Each Category Total Traders: 111
6 17 . 10 . . 47 13 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 27,031
Positions
1,961 17,785 31 514 400 0 20,300 7,535 0 527 150 0 3,698 1,130
Changes from: October 12, 2010 Total Change is: 594
1 -566 0 -64 -326 0 907 1,483 0 0 0 0 -250 3
Percent of Open Interest Represented by Each Category of Trader
7.3 65.8 0.1 1.9 1.5 0.0 75.1 27.9 0.0 1.9 0.6 0.0 13.7 4.2
Number of Traders in Each Category Total Traders: 40
. 12 . . . 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 45,097
Positions
17,330 21,533 438 2,938 4,812 533 16,824 11,756 523 205 643 1 6,306 4,860
Changes from: October 12, 2010 Total Change is: -421
501 1,988 -170 128 -87 -108 -405 -1,197 -181 -32 -654 -23 -133 9
Percent of Open Interest Represented by Each Category of Trader
38.4 47.7 1.0 6.5 10.7 1.2 37.3 26.1 1.2 0.5 1.4 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 94
15 18 4 5 7 . 29 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 90,193
Positions
34,659 43,065 876 5,876 9,624 1,066 33,648 23,511 1,045 410 1,285 1 12,612 9,720
Changes from: October 12, 2010 Total Change is: -841
1,001 3,975 -339 255 -173 -215 -809 -2,393 -361 -63 -1,308 -45 -265 18
Percent of Open Interest Represented by Each Category of Trader
38.4 47.7 1.0 6.5 10.7 1.2 37.3 26.1 1.2 0.5 1.4 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 94
15 18 4 5 7 . 29 16 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 854,075
Positions
26,411 269,453 55,252 429,311 142,194 61,614 87,661 152,056 44,631 17,405 24,445 820 130,971 103,610
Changes from: October 12, 2010 Total Change is: 10,115
-232 -2,787 8,235 4,819 -2,899 2,659 -1,205 4,760 3,616 445 -360 -927 -7,295 -2,182
Percent of Open Interest Represented by Each Category of Trader
3.1 31.5 6.5 50.3 16.6 7.2 10.3 17.8 5.2 2.0 2.9 0.1 15.3 12.1
Number of Traders in Each Category Total Traders: 522
26 53 17 112 62 60 103 124 63 21 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 316,147
Positions
25,287 164,443 5,635 149,295 45,773 7,635 45,372 25,426 1,275 8,486 9,546 0 73,162 56,414
Changes from: October 12, 2010 Total Change is: 9,597
9,004 11,916 1,391 2,469 -1,424 -152 -3,108 2,950 -93 -225 -1,406 0 311 -3,585
Percent of Open Interest Represented by Each Category of Trader
8.0 52.0 1.8 47.2 14.5 2.4 14.4 8.0 0.4 2.7 3.0 0.0 23.1 17.8
Number of Traders in Each Category Total Traders: 127
9 25 6 30 16 14 14 26 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 2,689,641
Positions
143,419 662,850 110,284 1,413,053 495,082 256,922 375,512 797,217 52,711 44,871 74,771 3,824 289,045 235,980
Changes from: October 12, 2010 Total Change is: 2,590
-8,264 -35,596 -3,698 12,845 -6,280 12,961 10,786 10,321 17,275 -1,860 18 574 -38,029 7,015
Percent of Open Interest Represented by Each Category of Trader
5.3 24.6 4.1 52.5 18.4 9.6 14.0 29.6 2.0 1.7 2.8 0.1 10.7 8.8
Number of Traders in Each Category Total Traders: 478
23 50 10 95 53 50 104 116 47 18 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 107,640
Positions
12,806 33,018 10,233 51,773 39,920 5,293 15,367 15,271 590 1,210 0 0 10,368 3,315
Changes from: October 12, 2010 Total Change is: 1,120
315 895 -230 1,769 -979 57 -717 1,867 449 5 0 0 -528 -939
Percent of Open Interest Represented by Each Category of Trader
11.9 30.7 9.5 48.1 37.1 4.9 14.3 14.2 0.5 1.1 0.0 0.0 9.6 3.1
Number of Traders in Each Category Total Traders: 85
4 8 . 32 12 11 17 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 109,183
Positions
13,426 40,433 16,359 22,611 17,372 2,572 29,303 11,275 11,268 1,458 2,429 341 11,844 7,133
Changes from: October 12, 2010 Total Change is: 335
-113 554 2,047 1,004 -317 -348 -3,982 -2,098 67 229 -428 0 1,432 859
Percent of Open Interest Represented by Each Category of Trader
12.3 37.0 15.0 20.7 15.9 2.4 26.8 10.3 10.3 1.3 2.2 0.3 10.8 6.5
Number of Traders in Each Category Total Traders: 247
22 31 10 42 17 10 63 44 14 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 22,767
Positions
9,981 16,054 3 272 300 0 8,678 2,084 0 341 0 0 3,492 4,326
Changes from: October 12, 2010 Total Change is: 2,523
1,591 1,704 0 14 0 0 613 0 0 0 0 0 305 819
Percent of Open Interest Represented by Each Category of Trader
43.8 70.5 0.0 1.2 1.3 0.0 38.1 9.2 0.0 1.5 0.0 0.0 15.3 19.0
Number of Traders in Each Category Total Traders: 23
4 11 . . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 432,080
Positions
94,974 199,645 4,032 111,696 85,361 12,861 153,330 96,160 6,134 7,292 13,850 0 41,761 14,037
Changes from: October 12, 2010 Total Change is: -10,939
2,087 4,860 -374 4,949 -1,585 -1,740 -21,404 -8,920 -1,237 1,146 -2,142 0 5,634 199
Percent of Open Interest Represented by Each Category of Trader
22.0 46.2 0.9 25.9 19.8 3.0 35.5 22.3 1.4 1.7 3.2 0.0 9.7 3.2
Number of Traders in Each Category Total Traders: 244
23 29 6 41 16 10 64 43 9 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 394,959
Positions
170,117 56,368 2,317 122,957 149,173 20,777 54,477 132,823 5,193 2,339 13,800 0 16,782 14,508
Changes from: October 12, 2010 Total Change is: 1,037
-2,729 4,889 -32 3,847 -1,161 -435 539 -2,280 96 1 1,500 0 -250 -1,540
Percent of Open Interest Represented by Each Category of Trader
43.1 14.3 0.6 31.1 37.8 5.3 13.8 33.6 1.3 0.6 3.5 0.0 4.2 3.7
Number of Traders in Each Category Total Traders: 246
17 20 . 52 40 24 35 68 14 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 32,911
Positions
10,462 5,248 1,385 7,021 1,168 69 4,124 5,329 143 630 1,455 0 9,077 18,114
Changes from: October 12, 2010 Total Change is: -1,207
1,785 547 159 -1,928 0 -385 572 648 33 -125 502 0 -1,318 -2,711
Percent of Open Interest Represented by Each Category of Trader
31.8 15.9 4.2 21.3 3.5 0.2 12.5 16.2 0.4 1.9 4.4 0.0 27.6 55.0
Number of Traders in Each Category Total Traders: 51
15 6 5 9 . . 9 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 39,098
Positions
16,031 15,819 603 5,926 1,624 655 6,504 11,217 503 742 726 20 8,114 7,931
Changes from: October 12, 2010 Total Change is: 2,298
1,029 -541 41 215 -64 0 1,403 2,699 98 -12 0 0 -476 65
Percent of Open Interest Represented by Each Category of Trader
41.0 40.5 1.5 15.2 4.2 1.7 16.6 28.7 1.3 1.9 1.9 0.1 20.8 20.3
Number of Traders in Each Category Total Traders: 49
10 10 . 7 . . 8 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 31,406
Positions
0 2,955 0 21,502 17,488 3,893 2,263 5,034 0 0 0 0 3,748 2,036
Changes from: October 12, 2010 Total Change is: -298
0 612 0 -365 808 -426 407 -1,068 0 0 0 0 86 -224
Percent of Open Interest Represented by Each Category of Trader
0.0 9.4 0.0 68.5 55.7 12.4 7.2 16.0 0.0 0.0 0.0 0.0 11.9 6.5
Number of Traders in Each Category Total Traders: 46
0 . 0 20 14 8 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 33,087
Positions
2,792 11,966 80 15,384 4,976 736 3,976 14,122 0 3,265 0 0 6,854 1,207
Changes from: October 12, 2010 Total Change is: 2,314
298 903 30 1,168 638 -4 285 1,501 0 141 0 0 396 -754
Percent of Open Interest Represented by Each Category of Trader
8.4 36.2 0.2 46.5 15.0 2.2 12.0 42.7 0.0 9.9 0.0 0.0 20.7 3.6
Number of Traders in Each Category Total Traders: 44
5 5 . 12 6 4 8 . 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 695,529
Positions
28,455 155,627 14,376 326,441 159,412 71,701 80,175 133,147 7,449 18,439 23,577 4,549 143,944 125,691
Changes from: October 12, 2010 Total Change is: 2,639
-439 -11,188 8,702 -7,618 7,230 10,187 266 4,970 1,106 15 -20,307 9 -9,589 1,930
Percent of Open Interest Represented by Each Category of Trader
4.1 22.4 2.1 46.9 22.9 10.3 11.5 19.1 1.1 2.7 3.4 0.7 20.7 18.1
Number of Traders in Each Category Total Traders: 169
12 21 8 43 23 37 35 23 12 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 240,425
Positions
0 96,772 1,103 178,593 0 10,384 0 94,635 269 3,900 0 0 46,176 37,262
Changes from: October 12, 2010 Total Change is: 8,231
0 -1,311 -678 5,476 0 570 -2,000 6,900 259 3,900 0 0 704 2,491
Percent of Open Interest Represented by Each Category of Trader
0.0 40.3 0.5 74.3 0.0 4.3 0.0 39.4 0.1 1.6 0.0 0.0 19.2 15.5
Number of Traders in Each Category Total Traders: 46
0 8 . 26 0 13 0 11 . . 0 0
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Traders in Financial Futures- Futures Only Positions as of October 19, 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 735,205
Positions
62,508 83,056 5,541 192,484 208,849 92,175 232,001 68,131 14,256 24,560 147,781 3,176 108,504 112,240
Changes from: October 12, 2010 Total Change is: -5,789
-13,261 7,344 -1,209 -2,008 -20,171 9,578 2,328 5,383 4,179 618 -2,096 -737 -5,277 -8,060
Percent of Open Interest Represented by Each Category of Trader
8.5 11.3 0.8 26.2 28.4 12.5 31.6 9.3 1.9 3.3 20.1 0.4 14.8 15.3
Number of Traders in Each Category Total Traders: 217
16 29 6 36 42 37 41 25 14 6 21 4
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Traders in Financial Futures- Futures Only Positions as of October 19, 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 1,597,756
Positions
111,450 324,268 56,565 515,034 307,431 173,505 245,403 334,456 31,532 129,900 43,046 11,679 322,688 315,274
Changes from: October 12, 2010 Total Change is: -91,855
23,878 -39,426 4,779 -178,614 -25,650 20,480 45,824 -59,710 12,515 -21,614 2,519 -548 1,445 -6,814
Percent of Open Interest Represented by Each Category of Trader
7.0 20.3 3.5 32.2 19.2 10.9 15.4 20.9 2.0 8.1 2.7 0.7 20.2 19.7
Number of Traders in Each Category Total Traders: 283
30 39 15 40 52 51 45 57 39 12 8 5
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Traders in Financial Futures- Futures Only Positions as of October 19, 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 1,049,113
Positions
77,783 152,853 26,445 185,890 363,347 132,567 327,649 79,664 11,976 57,931 45,004 0 228,872 237,257
Changes from: October 12, 2010 Total Change is: 56,415
-21,832 16,441 6,890 -13,056 26,718 16,985 37,838 1,241 -515 22,017 -1,099 -1 8,089 -10,245
Percent of Open Interest Represented by Each Category of Trader
7.4 14.6 2.5 17.7 34.6 12.6 31.2 7.6 1.1 5.5 4.3 0.0 21.8 22.6
Number of Traders in Each Category Total Traders: 174
13 18 6 23 37 35 35 31 17 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 607,252
Positions
128,630 239,936 204,583 14,915 170 1,858 136,325 29,454 79,131 4,617 741 995 36,198 50,384
Changes from: October 12, 2010 Total Change is: 10,754
-13,233 -4,439 11,089 -498 0 0 9,097 1,499 -438 164 -469 309 4,264 3,203
Percent of Open Interest Represented by Each Category of Trader
21.2 39.5 33.7 2.5 0.0 0.3 22.4 4.9 13.0 0.8 0.1 0.2 6.0 8.3
Number of Traders in Each Category Total Traders: 106
25 27 38 . . . 27 16 28 . . .
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Traders in Financial Futures- Futures Only Positions as of October 19, 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 7,980,361
Positions
1,749,369 2,844,336 1,518,407 919,926 446,527 92,840 1,428,074 549,622 1,043,441 210,054 457,787 96,594 921,656 930,807
Changes from: October 12, 2010 Total Change is: 198,749
127,179 -196,905 101,923 34,748 197,153 -21,616 -76,338 -13,475 52,147 13,357 66,022 -7,126 -25,525 20,626
Percent of Open Interest Represented by Each Category of Trader
21.9 35.6 19.0 11.5 5.6 1.2 17.9 6.9 13.1 2.6 5.7 1.2 11.5 11.7
Number of Traders in Each Category Total Traders: 258
37 54 83 10 11 13 63 50 84 7 14 16
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Traders in Financial Futures- Futures Only Positions as of October 19, 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 12,513
Positions
3,754 7,262 1,300 968 814 22 1,301 2,776 58 4,800 205 0 310 76
Changes from: October 12, 2010 Total Change is: 419
577 2,135 0 10 0 0 -144 -1,716 0 0 0 0 -24 0
Percent of Open Interest Represented by Each Category of Trader
30.0 58.0 10.4 7.7 6.5 0.2 10.4 22.2 0.5 38.4 1.6 0.0 2.5 0.6
Number of Traders in Each Category Total Traders: 33
4 4 . . 5 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 42,757
Positions
36,579 29,075 2,084 1,625 1,328 77 2,026 3,953 0 0 6,061 0 366 179
Changes from: October 12, 2010 Total Change is: 1,743
1,699 1,403 149 1 -228 0 -203 366 0 0 0 0 97 53
Percent of Open Interest Represented by Each Category of Trader
85.6 68.0 4.9 3.8 3.1 0.2 4.7 9.2 0.0 0.0 14.2 0.0 0.9 0.4
Number of Traders in Each Category Total Traders: 30
4 5 . . 4 . 4 7 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 37,745
Positions
18,709 7,824 129 269 810 927 9,515 23,089 630 3,260 895 0 4,306 3,441
Changes from: October 12, 2010 Total Change is: 2,761
1,793 370 0 -30 -105 265 -1,613 2,280 107 1,503 117 0 736 -273
Percent of Open Interest Represented by Each Category of Trader
49.6 20.7 0.3 0.7 2.1 2.5 25.2 61.2 1.7 8.6 2.4 0.0 11.4 9.1
Number of Traders in Each Category Total Traders: 86
8 5 . . . . 13 32 4 17 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 134,936
Positions
86,213 44,803 11,335 671 686 2,723 2,051 40,059 14,025 792 3,743 3,608 13,518 13,954
Changes from: October 12, 2010 Total Change is: 5,094
-1,664 3,473 2,028 0 11 180 1,833 -3,393 2,762 12 -298 473 -530 -142
Percent of Open Interest Represented by Each Category of Trader
63.9 33.2 8.4 0.5 0.5 2.0 1.5 29.7 10.4 0.6 2.8 2.7 10.0 10.3
Number of Traders in Each Category Total Traders: 77
4 13 14 . . 6 7 31 23 . 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 19, 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 14,874
Positions
488 13,321 0 11,128 0 0 2,039 725 0 0 0 0 1,219 828
Changes from: October 12, 2010 Total Change is: -868
0 1,672 -558 -44 0 0 94 -1,806 0 0 0 0 -360 -176
Percent of Open Interest Represented by Each Category of Trader
3.3 89.6 0.0 74.8 0.0 0.0 13.7 4.9 0.0 0.0 0.0 0.0 8.2 5.6
Number of Traders in Each Category Total Traders: 24
. . 0 9 0 0 8 4 0 0 0 0
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Updated October 22, 2010