Traders in Financial Futures- Futures Only Positions as of October 26, 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 102,269 Positions 4,564 56,342 1,785 9,033 9,654 417 36,390 10,891 1,315 8,108 7,056 0 40,657 14,809 Changes from: October 19, 2010 Total Change is: -10,522 -102 -10,766 28 -920 536 249 -7,669 -143 198 -1,154 -10 0 -1,152 -614 Percent of Open Interest Represented by Each Category of Trader 4.5 55.1 1.7 8.8 9.4 0.4 35.6 10.6 1.3 7.9 6.9 0.0 39.8 14.5 Number of Traders in Each Category Total Traders: 79 5 15 4 . . . 31 10 5 11 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 50,068 Positions 5,222 23,641 1,012 1,719 863 432 23,085 14,054 2 0 500 0 18,596 9,564 Changes from: October 19, 2010 Total Change is: -3,954 -1,060 -2,653 49 2 6 -8 -1,894 -1,271 -15 0 0 0 -1,028 -62 Percent of Open Interest Represented by Each Category of Trader 10.4 47.2 2.0 3.4 1.7 0.9 46.1 28.1 0.0 0.0 1.0 0.0 37.1 19.1 Number of Traders in Each Category Total Traders: 48 5 13 . . . . 16 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 86,611 Positions 12,215 17,297 1,478 11,612 19,060 1,080 33,315 10,404 426 1,760 16,683 0 24,725 20,183 Changes from: October 19, 2010 Total Change is: -3,457 641 -4,429 41 -705 1,739 -271 -4,287 -1,311 270 -619 456 0 1,473 48 Percent of Open Interest Represented by Each Category of Trader 14.1 20.0 1.7 13.4 22.0 1.2 38.5 12.0 0.5 2.0 19.3 0.0 28.5 23.3 Number of Traders in Each Category Total Traders: 81 8 11 . 5 10 . 28 11 10 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 139,850 Positions 10,681 84,041 1,898 40,593 5,131 1,285 49,876 12,371 670 5,302 4,459 0 29,545 29,995 Changes from: October 19, 2010 Total Change is: 354 55 301 -162 525 17 13 -2,915 1,124 369 2,292 -550 0 177 -758 Percent of Open Interest Represented by Each Category of Trader 7.6 60.1 1.4 29.0 3.7 0.9 35.7 8.8 0.5 3.8 3.2 0.0 21.1 21.4 Number of Traders in Each Category Total Traders: 111 8 18 . 13 7 4 31 24 6 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 209,103 Positions 51,082 99,969 2,765 23,969 20,412 2,267 47,943 29,553 2,861 21,547 5,318 263 56,406 45,695 Changes from: October 19, 2010 Total Change is: -10,658 -1,496 -13,269 1,023 167 -2,095 19 -2,997 4,965 504 -1,944 -1,247 -21 -5,913 -537 Percent of Open Interest Represented by Each Category of Trader 24.4 47.8 1.3 11.5 9.8 1.1 22.9 14.1 1.4 10.3 2.5 0.1 27.0 21.9 Number of Traders in Each Category Total Traders: 155 20 19 5 17 13 6 40 30 16 11 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 128,470 Positions 5,927 100,267 1,611 21,539 2,855 258 64,764 3,716 38 1,118 4,140 0 33,215 15,585 Changes from: October 19, 2010 Total Change is: -4,787 899 -4,034 -81 187 -3 0 -3,914 -964 -211 -46 -8 0 -1,621 514 Percent of Open Interest Represented by Each Category of Trader 4.6 78.0 1.3 16.8 2.2 0.2 50.4 2.9 0.0 0.9 3.2 0.0 25.9 12.1 Number of Traders in Each Category Total Traders: 71 . 17 . 5 . . 29 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 39,577 Positions 6,264 24,538 6,696 0 0 0 15,034 6,142 1,507 1,116 16 606 8,354 72 Changes from: October 19, 2010 Total Change is: -1,605 733 -201 -511 0 0 0 -1,670 -747 -151 140 0 0 -146 5 Percent of Open Interest Represented by Each Category of Trader 15.8 62.0 16.9 0.0 0.0 0.0 38.0 15.5 3.8 2.8 0.0 1.5 21.1 0.2 Number of Traders in Each Category Total Traders: 22 8 7 6 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 136,899 Positions 7,356 105,435 349 18,601 150 220 98,348 10,811 9 4,158 18,105 0 7,858 1,820 Changes from: October 19, 2010 Total Change is: -959 566 -2,303 0 -1,494 -14 0 -2,424 1,227 -67 1,173 250 0 1,287 -52 Percent of Open Interest Represented by Each Category of Trader 5.4 77.0 0.3 13.6 0.1 0.2 71.8 7.9 0.0 3.0 13.2 0.0 5.7 1.3 Number of Traders in Each Category Total Traders: 112 10 15 . 9 . . 47 13 . 9 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 26,754 Positions 1,867 18,123 41 474 257 0 20,231 7,113 0 537 150 0 3,604 1,070 Changes from: October 19, 2010 Total Change is: -277 -94 338 10 -40 -143 0 -69 -422 0 10 0 0 -94 -60 Percent of Open Interest Represented by Each Category of Trader 7.0 67.7 0.2 1.8 1.0 0.0 75.6 26.6 0.0 2.0 0.6 0.0 13.5 4.0 Number of Traders in Each Category Total Traders: 37 . 12 . . . 0 11 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 48,054 Positions 16,169 24,281 512 3,493 4,595 506 19,215 11,715 525 360 1,192 0 7,276 4,729 Changes from: October 19, 2010 Total Change is: 2,958 -1,161 2,749 74 555 -217 -27 2,391 -41 3 155 550 -1 970 -131 Percent of Open Interest Represented by Each Category of Trader 33.6 50.5 1.1 7.3 9.6 1.1 40.0 24.4 1.1 0.7 2.5 0.0 15.1 9.8 Number of Traders in Each Category Total Traders: 92 13 19 4 6 7 . 30 12 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 96,108 Positions 32,337 48,562 1,023 6,986 9,190 1,012 38,429 23,429 1,050 720 2,384 0 14,551 9,458 Changes from: October 19, 2010 Total Change is: 5,915 -2,322 5,497 147 1,110 -434 -54 4,781 -82 5 310 1,099 -1 1,939 -262 Percent of Open Interest Represented by Each Category of Trader 33.6 50.5 1.1 7.3 9.6 1.1 40.0 24.4 1.1 0.7 2.5 0.0 15.1 9.8 Number of Traders in Each Category Total Traders: 92 13 19 4 6 7 . 30 12 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 869,680 Positions 24,870 289,739 60,671 428,735 136,109 62,232 98,169 139,094 50,207 16,480 28,128 919 127,397 102,581 Changes from: October 19, 2010 Total Change is: 15,604 -1,541 20,286 5,419 -576 -6,085 617 10,508 -12,962 5,577 -926 3,683 99 -3,574 -1,029 Percent of Open Interest Represented by Each Category of Trader 2.9 33.3 7.0 49.3 15.7 7.2 11.3 16.0 5.8 1.9 3.2 0.1 14.6 11.8 Number of Traders in Each Category Total Traders: 532 25 55 20 117 61 62 104 129 63 20 21 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 330,479 Positions 30,493 175,638 7,156 150,199 45,468 7,534 54,653 26,696 1,190 8,253 9,560 0 71,001 57,237 Changes from: October 19, 2010 Total Change is: 14,332 5,206 11,195 1,521 904 -305 -101 9,281 1,270 -85 -233 14 0 -2,161 823 Percent of Open Interest Represented by Each Category of Trader 9.2 53.1 2.2 45.4 13.8 2.3 16.5 8.1 0.4 2.5 2.9 0.0 21.5 17.3 Number of Traders in Each Category Total Traders: 131 9 25 5 31 16 13 15 28 7 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 2,696,003 Positions 123,437 722,058 116,022 1,410,832 471,358 255,336 423,970 768,377 38,698 41,378 93,085 4,351 281,979 226,718 Changes from: October 19, 2010 Total Change is: 6,362 -19,982 59,208 5,738 -2,221 -23,724 -1,586 48,458 -28,840 -14,013 -3,493 18,314 527 -7,066 -9,262 Percent of Open Interest Represented by Each Category of Trader 4.6 26.8 4.3 52.3 17.5 9.5 15.7 28.5 1.4 1.5 3.5 0.2 10.5 8.4 Number of Traders in Each Category Total Traders: 487 25 50 11 98 53 53 105 120 43 17 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 108,705 Positions 12,677 35,724 10,013 51,642 39,152 5,319 16,542 15,702 78 1,450 0 0 10,984 2,717 Changes from: October 19, 2010 Total Change is: 1,065 -129 2,706 -220 -131 -768 26 1,175 431 -512 240 0 0 616 -598 Percent of Open Interest Represented by Each Category of Trader 11.7 32.9 9.2 47.5 36.0 4.9 15.2 14.4 0.1 1.3 0.0 0.0 10.1 2.5 Number of Traders in Each Category Total Traders: 87 6 8 . 32 12 10 16 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 115,614 Positions 11,815 41,811 19,353 23,659 17,411 2,268 33,355 12,455 11,192 1,718 2,834 341 11,914 7,950 Changes from: October 19, 2010 Total Change is: 6,431 -1,611 1,378 2,994 1,048 38 -304 4,052 1,180 -76 260 405 0 69 816 Percent of Open Interest Represented by Each Category of Trader 10.2 36.2 16.7 20.5 15.1 2.0 28.9 10.8 9.7 1.5 2.5 0.3 10.3 6.9 Number of Traders in Each Category Total Traders: 246 22 31 10 40 18 11 69 41 16 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 24,835 Positions 11,079 17,895 7 245 280 0 9,415 2,084 0 341 0 0 3,748 4,569 Changes from: October 19, 2010 Total Change is: 2,068 1,098 1,841 4 -27 -20 0 737 0 0 0 0 0 256 243 Percent of Open Interest Represented by Each Category of Trader 44.6 72.1 0.0 1.0 1.1 0.0 37.9 8.4 0.0 1.4 0.0 0.0 15.1 18.4 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 26, 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 453,896 Positions 94,336 210,237 6,074 117,069 85,653 11,340 173,630 105,786 2,028 8,591 15,874 0 40,828 16,904 Changes from: October 19, 2010 Total Change is: 21,816 -638 10,592 2,042 5,373 292 -1,521 20,300 9,626 -4,106 1,299 2,024 0 -933 2,867 Percent of Open Interest Represented by Each Category of Trader 20.8 46.3 1.3 25.8 18.9 2.5 38.3 23.3 0.4 1.9 3.5 0.0 9.0 3.7 Number of Traders in Each Category Total Traders: 243 22 30 6 39 17 11 69 41 11 12 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 402,806 Positions 167,502 60,055 1,552 124,061 147,055 21,174 62,185 137,430 6,305 2,372 14,549 0 17,655 14,686 Changes from: October 19, 2010 Total Change is: 7,847 -2,615 3,687 -765 1,104 -2,118 397 7,708 4,607 1,112 33 749 0 873 178 Percent of Open Interest Represented by Each Category of Trader 41.6 14.9 0.4 30.8 36.5 5.3 15.4 34.1 1.6 0.6 3.6 0.0 4.4 3.6 Number of Traders in Each Category Total Traders: 256 16 18 . 56 40 26 43 67 14 6 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 34,411 Positions 11,400 5,893 1,414 6,473 1,178 4 4,715 5,745 108 630 893 0 9,667 19,176 Changes from: October 19, 2010 Total Change is: 1,500 938 645 29 -548 10 -65 591 416 -35 0 -562 0 590 1,062 Percent of Open Interest Represented by Each Category of Trader 33.1 17.1 4.1 18.8 3.4 0.0 13.7 16.7 0.3 1.8 2.6 0.0 28.1 55.7 Number of Traders in Each Category Total Traders: 49 17 6 5 8 . . 7 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 43,971 Positions 19,022 18,106 748 6,062 1,616 670 6,938 12,461 696 736 237 0 9,099 9,437 Changes from: October 19, 2010 Total Change is: 4,873 2,991 2,287 145 136 -8 15 434 1,244 193 -6 -489 -20 985 1,506 Percent of Open Interest Represented by Each Category of Trader 43.3 41.2 1.7 13.8 3.7 1.5 15.8 28.3 1.6 1.7 0.5 0.0 20.7 21.5 Number of Traders in Each Category Total Traders: 54 12 11 . 7 . . 8 12 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 31,603 Positions 0 4,019 0 21,885 16,144 3,928 2,385 5,173 0 0 216 0 3,405 2,123 Changes from: October 19, 2010 Total Change is: 197 0 1,064 0 383 -1,344 35 122 139 0 0 216 0 -343 87 Percent of Open Interest Represented by Each Category of Trader 0.0 12.7 0.0 69.2 51.1 12.4 7.5 16.4 0.0 0.0 0.7 0.0 10.8 6.7 Number of Traders in Each Category Total Traders: 47 0 . 0 20 14 8 4 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 34,261 Positions 2,883 11,694 80 15,862 4,991 750 3,859 14,563 0 3,305 0 0 7,522 2,183 Changes from: October 19, 2010 Total Change is: 1,174 91 -272 0 478 15 14 -117 441 0 40 0 0 668 976 Percent of Open Interest Represented by Each Category of Trader 8.4 34.1 0.2 46.3 14.6 2.2 11.3 42.5 0.0 9.6 0.0 0.0 22.0 6.4 Number of Traders in Each Category Total Traders: 43 5 4 . 12 6 5 7 4 0 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 667,626 Positions 31,777 128,326 5,895 314,820 138,238 73,261 59,902 138,346 14,142 18,025 27,818 5,116 144,688 136,484 Changes from: October 19, 2010 Total Change is: -27,903 3,322 -27,301 -8,481 -11,621 -21,174 1,560 -20,273 5,199 6,693 -414 4,241 567 744 10,793 Percent of Open Interest Represented by Each Category of Trader 4.8 19.2 0.9 47.2 20.7 11.0 9.0 20.7 2.1 2.7 4.2 0.8 21.7 20.4 Number of Traders in Each Category Total Traders: 152 13 12 7 42 21 35 30 23 13 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 238,885 Positions 0 92,701 4,495 173,981 0 9,944 1,735 95,484 424 3,900 0 0 44,406 35,837 Changes from: October 19, 2010 Total Change is: -1,540 0 -4,071 3,392 -4,612 0 -440 1,735 849 155 0 0 0 -1,770 -1,425 Percent of Open Interest Represented by Each Category of Trader 0.0 38.8 1.9 72.8 0.0 4.2 0.7 40.0 0.2 1.6 0.0 0.0 18.6 15.0 Number of Traders in Each Category Total Traders: 49 0 9 . 25 0 13 . 13 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 725,063 Positions 65,147 61,486 5,696 200,319 228,391 87,270 204,748 63,970 20,992 23,284 142,581 3,495 114,112 111,182 Changes from: October 19, 2010 Total Change is: -10,142 2,639 -21,570 155 7,835 19,542 -4,905 -27,253 -4,161 6,736 -1,276 -5,200 319 5,608 -1,058 Percent of Open Interest Represented by Each Category of Trader 9.0 8.5 0.8 27.6 31.5 12.0 28.2 8.8 2.9 3.2 19.7 0.5 15.7 15.3 Number of Traders in Each Category Total Traders: 203 14 24 7 36 41 38 36 27 17 5 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,514,959 Positions 104,888 305,726 52,694 510,689 311,374 172,247 193,305 283,066 37,360 132,731 30,221 13,371 297,674 308,900 Changes from: October 19, 2010 Total Change is: -82,797 -6,562 -18,542 -3,871 -4,345 3,943 -1,258 -52,098 -51,390 5,828 2,831 -12,825 1,692 -25,014 -6,374 Percent of Open Interest Represented by Each Category of Trader 6.9 20.2 3.5 33.7 20.6 11.4 12.8 18.7 2.5 8.8 2.0 0.9 19.6 20.4 Number of Traders in Each Category Total Traders: 274 26 37 18 39 51 50 44 56 39 16 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,051,605 Positions 133,364 151,918 12,371 167,092 376,223 129,324 322,442 69,510 13,407 59,127 43,394 0 214,478 255,458 Changes from: October 19, 2010 Total Change is: 2,492 55,581 -935 -14,074 -18,798 12,876 -3,243 -5,207 -10,154 1,431 1,196 -1,610 0 -14,394 18,201 Percent of Open Interest Represented by Each Category of Trader 12.7 14.4 1.2 15.9 35.8 12.3 30.7 6.6 1.3 5.6 4.1 0.0 20.4 24.3 Number of Traders in Each Category Total Traders: 161 19 15 9 22 36 33 28 24 17 8 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 613,027 Positions 132,925 250,291 201,499 2,324 170 1,858 140,210 28,094 79,539 18,558 1,080 942 35,172 49,554 Changes from: October 19, 2010 Total Change is: 5,775 4,295 10,355 -3,084 -12,591 0 0 3,885 -1,360 408 13,941 339 -53 -1,026 -830 Percent of Open Interest Represented by Each Category of Trader 21.7 40.8 32.9 0.4 0.0 0.3 22.9 4.6 13.0 3.0 0.2 0.2 5.7 8.1 Number of Traders in Each Category Total Traders: 109 27 27 39 . . . 27 17 30 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 8,167,894 Positions 1,727,744 2,873,861 1,597,322 1,015,017 502,100 55,214 1,379,467 551,350 1,047,274 217,652 435,689 158,116 970,088 946,968 Changes from: October 19, 2010 Total Change is: 187,533 -21,625 29,525 78,915 95,091 55,573 -37,626 -48,607 1,728 3,833 7,598 -22,098 61,522 48,432 16,161 Percent of Open Interest Represented by Each Category of Trader 21.2 35.2 19.6 12.4 6.1 0.7 16.9 6.8 12.8 2.7 5.3 1.9 11.9 11.6 Number of Traders in Each Category Total Traders: 251 37 54 83 10 8 12 58 49 82 9 14 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 14,445 Positions 5,505 9,133 1,300 948 841 14 1,327 2,618 251 4,800 193 0 300 95 Changes from: October 19, 2010 Total Change is: 1,932 1,751 1,871 0 -20 27 -8 26 -158 193 0 -12 0 -10 19 Percent of Open Interest Represented by Each Category of Trader 38.1 63.2 9.0 6.6 5.8 0.1 9.2 18.1 1.7 33.2 1.3 0.0 2.1 0.7 Number of Traders in Each Category Total Traders: 34 4 4 . . 5 . 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 44,352 Positions 37,994 28,488 2,259 1,628 1,367 136 2,046 5,842 0 0 6,030 0 289 230 Changes from: October 19, 2010 Total Change is: 1,595 1,415 -587 175 3 39 59 20 1,889 0 0 -31 0 -77 51 Percent of Open Interest Represented by Each Category of Trader 85.7 64.2 5.1 3.7 3.1 0.3 4.6 13.2 0.0 0.0 13.6 0.0 0.7 0.5 Number of Traders in Each Category Total Traders: 30 4 5 . . . . 4 8 0 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 38,585 Positions 20,048 7,423 129 333 762 992 8,959 24,170 660 2,974 1,060 0 4,490 3,389 Changes from: October 19, 2010 Total Change is: 840 1,339 -401 0 64 -48 65 -556 1,081 30 -286 165 0 184 -52 Percent of Open Interest Represented by Each Category of Trader 52.0 19.2 0.3 0.9 2.0 2.6 23.2 62.6 1.7 7.7 2.7 0.0 11.6 8.8 Number of Traders in Each Category Total Traders: 85 10 . . 4 . . 15 31 . 14 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 128,289 Positions 79,586 45,173 10,269 480 733 2,242 1,020 31,792 13,501 815 3,081 2,624 17,752 18,874 Changes from: October 19, 2010 Total Change is: -6,647 -6,627 370 -1,066 -191 47 -481 -1,031 -8,267 -524 23 -662 -984 4,234 4,920 Percent of Open Interest Represented by Each Category of Trader 62.0 35.2 8.0 0.4 0.6 1.7 0.8 24.8 10.5 0.6 2.4 2.0 13.8 14.7 Number of Traders in Each Category Total Traders: 71 . 14 12 . . 4 4 32 21 5 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 26, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,147 Positions 482 13,385 3 11,123 0 0 2,261 1,027 0 0 0 0 1,278 732 Changes from: October 19, 2010 Total Change is: 273 -6 64 3 -5 0 0 222 302 0 0 0 0 59 -96 Percent of Open Interest Represented by Each Category of Trader 3.2 88.4 0.0 73.4 0.0 0.0 14.9 6.8 0.0 0.0 0.0 0.0 8.4 4.8 Number of Traders in Each Category Total Traders: 24 . . . 9 0 0 7 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 29, 2010