Traders in Financial Futures- Futures Only Positions as of November 2, 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 104,809 Positions 4,275 56,535 1,727 9,380 9,896 67 38,600 12,496 1,639 8,273 6,529 0 40,848 15,920 Changes from: October 26, 2010 Total Change is: 2,540 -289 193 -58 347 242 -350 2,210 1,605 324 165 -527 0 191 1,111 Percent of Open Interest Represented by Each Category of Trader 4.1 53.9 1.6 8.9 9.4 0.1 36.8 11.9 1.6 7.9 6.2 0.0 39.0 15.2 Number of Traders in Each Category Total Traders: 83 6 15 4 . . . 32 11 4 12 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 48,129 Positions 5,066 21,524 994 1,742 942 318 21,508 13,425 1 0 500 0 18,500 10,425 Changes from: October 26, 2010 Total Change is: -1,939 -156 -2,117 -18 23 79 -114 -1,577 -629 -1 0 0 0 -96 861 Percent of Open Interest Represented by Each Category of Trader 10.5 44.7 2.1 3.6 2.0 0.7 44.7 27.9 0.0 0.0 1.0 0.0 38.4 21.7 Number of Traders in Each Category Total Traders: 44 5 11 . . . . 15 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 91,819 Positions 14,810 21,895 1,418 8,428 20,053 943 38,547 15,407 222 2,387 10,650 0 25,064 21,231 Changes from: October 26, 2010 Total Change is: 5,208 2,595 4,598 -60 -3,184 993 -137 5,232 5,003 -204 627 -6,033 0 339 1,048 Percent of Open Interest Represented by Each Category of Trader 16.1 23.8 1.5 9.2 21.8 1.0 42.0 16.8 0.2 2.6 11.6 0.0 27.3 23.1 Number of Traders in Each Category Total Traders: 86 10 10 . 5 10 . 30 13 10 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 140,062 Positions 10,939 89,363 2,293 37,626 5,034 1,150 51,119 11,044 777 5,567 3,427 0 30,591 26,974 Changes from: October 26, 2010 Total Change is: 212 258 5,322 395 -2,967 -97 -135 1,243 -1,327 107 265 -1,032 0 1,046 -3,021 Percent of Open Interest Represented by Each Category of Trader 7.8 63.8 1.6 26.9 3.6 0.8 36.5 7.9 0.6 4.0 2.4 0.0 21.8 19.3 Number of Traders in Each Category Total Traders: 113 8 18 4 13 7 4 32 25 8 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 206,972 Positions 47,509 91,212 3,561 25,688 19,432 2,119 45,948 34,132 2,884 20,091 6,473 335 58,837 46,824 Changes from: October 26, 2010 Total Change is: -2,131 -3,573 -8,757 796 1,719 -980 -148 -1,995 4,579 23 -1,456 1,155 72 2,431 1,129 Percent of Open Interest Represented by Each Category of Trader 23.0 44.1 1.7 12.4 9.4 1.0 22.2 16.5 1.4 9.7 3.1 0.2 28.4 22.6 Number of Traders in Each Category Total Traders: 158 20 16 6 18 14 6 40 31 13 12 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 125,968 Positions 6,927 94,674 1,348 20,977 2,838 184 63,359 6,292 11 1,156 4,153 0 32,006 16,468 Changes from: October 26, 2010 Total Change is: -2,502 1,000 -5,593 -263 -562 -17 -74 -1,405 2,576 -27 38 13 0 -1,209 883 Percent of Open Interest Represented by Each Category of Trader 5.5 75.2 1.1 16.7 2.3 0.1 50.3 5.0 0.0 0.9 3.3 0.0 25.4 13.1 Number of Traders in Each Category Total Traders: 73 . 18 . 5 . . 27 10 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 40,997 Positions 7,166 24,825 7,507 0 0 0 14,827 6,240 1,388 1,255 16 606 8,248 415 Changes from: October 26, 2010 Total Change is: 1,420 902 287 811 0 0 0 -207 98 -119 139 0 0 -106 343 Percent of Open Interest Represented by Each Category of Trader 17.5 60.6 18.3 0.0 0.0 0.0 36.2 15.2 3.4 3.1 0.0 1.5 20.1 1.0 Number of Traders in Each Category Total Traders: 23 7 9 8 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 135,871 Positions 6,212 107,008 352 19,092 150 48 98,975 8,638 16 4,397 17,968 0 6,779 1,691 Changes from: October 26, 2010 Total Change is: -1,028 -1,144 1,573 3 491 0 -172 627 -2,173 7 239 -137 0 -1,079 -129 Percent of Open Interest Represented by Each Category of Trader 4.6 78.8 0.3 14.1 0.1 0.0 72.8 6.4 0.0 3.2 13.2 0.0 5.0 1.2 Number of Traders in Each Category Total Traders: 112 9 16 . 9 . . 49 12 . 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 28,353 Positions 1,759 21,249 41 432 127 0 21,980 5,584 0 537 150 0 3,604 1,202 Changes from: October 26, 2010 Total Change is: 1,599 -108 3,126 0 -42 -130 0 1,749 -1,529 0 0 0 0 0 132 Percent of Open Interest Represented by Each Category of Trader 6.2 74.9 0.1 1.5 0.4 0.0 77.5 19.7 0.0 1.9 0.5 0.0 12.7 4.2 Number of Traders in Each Category Total Traders: 35 . 12 . . . 0 11 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 48,467 Positions 16,172 23,485 632 3,379 4,353 603 19,420 12,053 486 275 1,332 26 7,476 5,501 Changes from: October 26, 2010 Total Change is: 413 4 -797 120 -115 -243 97 206 338 -39 -85 140 26 201 772 Percent of Open Interest Represented by Each Category of Trader 33.4 48.5 1.3 7.0 9.0 1.2 40.1 24.9 1.0 0.6 2.7 0.1 15.4 11.3 Number of Traders in Each Category Total Traders: 95 14 19 4 5 7 . 30 15 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 96,934 Positions 32,344 46,969 1,263 6,757 8,705 1,205 38,840 24,105 972 550 2,663 51 14,952 11,001 Changes from: October 26, 2010 Total Change is: 826 7 -1,593 240 -229 -485 193 411 676 -78 -170 279 51 401 1,543 Percent of Open Interest Represented by Each Category of Trader 33.4 48.5 1.3 7.0 9.0 1.2 40.1 24.9 1.0 0.6 2.7 0.1 15.4 11.3 Number of Traders in Each Category Total Traders: 95 14 19 4 5 7 . 30 15 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 879,024 Positions 26,446 294,924 72,856 419,410 135,406 65,383 104,264 137,142 52,751 18,821 28,714 1,492 117,601 90,356 Changes from: October 26, 2010 Total Change is: 9,344 1,576 5,185 12,185 -9,325 -703 3,151 6,095 -1,952 2,544 2,341 586 573 -9,796 -12,225 Percent of Open Interest Represented by Each Category of Trader 3.0 33.6 8.3 47.7 15.4 7.4 11.9 15.6 6.0 2.1 3.3 0.2 13.4 10.3 Number of Traders in Each Category Total Traders: 530 27 52 21 118 63 65 102 121 64 23 24 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 337,046 Positions 38,509 189,022 8,120 148,699 46,010 7,745 55,772 27,647 1,338 8,430 9,587 621 67,812 46,956 Changes from: October 26, 2010 Total Change is: 6,567 8,016 13,384 964 -1,500 542 211 1,119 951 148 177 27 621 -3,189 -10,281 Percent of Open Interest Represented by Each Category of Trader 11.4 56.1 2.4 44.1 13.7 2.3 16.5 8.2 0.4 2.5 2.8 0.2 20.1 13.9 Number of Traders in Each Category Total Traders: 134 11 25 5 31 16 15 14 29 7 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 2,709,889 Positions 139,057 728,884 124,307 1,376,653 470,076 265,093 464,845 769,856 34,683 52,073 95,755 4,235 248,943 217,000 Changes from: October 26, 2010 Total Change is: 13,886 15,620 6,826 8,285 -34,179 -1,282 9,757 40,875 1,479 -4,015 10,695 2,670 -116 -33,036 -9,718 Percent of Open Interest Represented by Each Category of Trader 5.1 26.9 4.6 50.8 17.3 9.8 17.2 28.4 1.3 1.9 3.5 0.2 9.2 8.0 Number of Traders in Each Category Total Traders: 484 25 47 10 100 56 55 102 112 45 20 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 105,832 Positions 14,738 33,236 10,013 48,052 38,385 5,034 14,906 16,260 513 1,473 0 0 11,103 2,391 Changes from: October 26, 2010 Total Change is: -2,873 2,061 -2,488 0 -3,590 -767 -285 -1,636 558 435 23 0 0 119 -326 Percent of Open Interest Represented by Each Category of Trader 13.9 31.4 9.5 45.4 36.3 4.8 14.1 15.4 0.5 1.4 0.0 0.0 10.5 2.3 Number of Traders in Each Category Total Traders: 86 6 9 . 28 12 10 16 12 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 113,462 Positions 9,559 39,485 19,153 24,903 17,530 2,155 32,628 13,089 11,161 1,722 3,052 365 11,816 7,471 Changes from: October 26, 2010 Total Change is: -2,152 -2,256 -2,326 -200 1,244 120 -113 -727 633 -30 4 219 24 -98 -479 Percent of Open Interest Represented by Each Category of Trader 8.4 34.8 16.9 21.9 15.5 1.9 28.8 11.5 9.8 1.5 2.7 0.3 10.4 6.6 Number of Traders in Each Category Total Traders: 245 18 32 10 40 19 10 66 46 15 11 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 24,873 Positions 10,958 18,018 3 245 280 0 9,661 2,289 0 341 0 0 3,665 4,283 Changes from: October 26, 2010 Total Change is: 38 -121 123 -4 0 0 0 246 205 0 0 0 0 -83 -286 Percent of Open Interest Represented by Each Category of Trader 44.1 72.4 0.0 1.0 1.1 0.0 38.8 9.2 0.0 1.4 0.0 0.0 14.7 17.2 Number of Traders in Each Category Total Traders: 24 4 11 . . . 0 4 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 442,944 Positions 84,128 198,460 4,625 123,288 86,251 10,777 167,546 106,707 3,098 8,609 16,967 120 40,753 15,939 Changes from: October 26, 2010 Total Change is: -10,952 -10,208 -11,777 -1,449 6,219 598 -563 -6,084 921 1,070 18 1,093 120 -75 -965 Percent of Open Interest Represented by Each Category of Trader 19.0 44.8 1.0 27.8 19.5 2.4 37.8 24.1 0.7 1.9 3.8 0.0 9.2 3.6 Number of Traders in Each Category Total Traders: 243 19 30 5 40 18 10 66 46 9 11 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 399,980 Positions 164,724 62,704 1,727 120,003 146,076 21,356 65,598 128,935 6,302 1,840 17,530 0 18,430 15,350 Changes from: October 26, 2010 Total Change is: -2,826 -2,778 2,649 175 -4,058 -979 182 3,413 -8,495 -3 -532 2,981 0 775 664 Percent of Open Interest Represented by Each Category of Trader 41.2 15.7 0.4 30.0 36.5 5.3 16.4 32.2 1.6 0.5 4.4 0.0 4.6 3.8 Number of Traders in Each Category Total Traders: 248 18 19 . 54 39 23 37 68 14 4 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 33,779 Positions 11,993 5,787 1,431 5,884 919 329 4,150 6,357 175 630 623 0 9,187 18,158 Changes from: October 26, 2010 Total Change is: -632 593 -106 17 -589 -259 325 -565 612 67 0 -270 0 -480 -1,018 Percent of Open Interest Represented by Each Category of Trader 35.5 17.1 4.2 17.4 2.7 1.0 12.3 18.8 0.5 1.9 1.8 0.0 27.2 53.8 Number of Traders in Each Category Total Traders: 51 16 6 5 8 . . 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 46,805 Positions 23,908 18,652 667 4,882 2,588 708 6,983 11,875 134 470 312 8 9,045 11,861 Changes from: October 26, 2010 Total Change is: 2,834 4,886 546 -81 -1,180 972 38 45 -586 -562 -266 75 8 -54 2,424 Percent of Open Interest Represented by Each Category of Trader 51.1 39.9 1.4 10.4 5.5 1.5 14.9 25.4 0.3 1.0 0.7 0.0 19.3 25.3 Number of Traders in Each Category Total Traders: 55 15 11 . 6 . . 8 11 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 30,083 Positions 0 2,863 0 19,577 16,350 3,756 2,834 5,011 0 281 0 0 3,635 2,103 Changes from: October 26, 2010 Total Change is: -1,520 0 -1,156 0 -2,308 206 -172 449 -162 0 281 -216 0 230 -20 Percent of Open Interest Represented by Each Category of Trader 0.0 9.5 0.0 65.1 54.3 12.5 9.4 16.7 0.0 0.9 0.0 0.0 12.1 7.0 Number of Traders in Each Category Total Traders: 44 0 . 0 17 15 8 4 5 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 34,603 Positions 3,014 11,801 80 15,276 5,076 707 4,362 14,733 0 3,537 0 0 7,627 2,206 Changes from: October 26, 2010 Total Change is: 342 131 107 0 -586 85 -43 503 170 0 232 0 0 105 23 Percent of Open Interest Represented by Each Category of Trader 8.7 34.1 0.2 44.1 14.7 2.0 12.6 42.6 0.0 10.2 0.0 0.0 22.0 6.4 Number of Traders in Each Category Total Traders: 43 5 4 . 11 6 4 8 4 0 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 675,492 Positions 25,818 120,192 7,566 318,420 145,359 73,294 62,618 137,769 26,205 17,789 31,302 5,151 138,631 128,654 Changes from: October 26, 2010 Total Change is: 7,866 -5,959 -8,134 1,671 3,600 7,121 33 2,716 -577 12,063 -236 3,484 35 -6,057 -7,830 Percent of Open Interest Represented by Each Category of Trader 3.8 17.8 1.1 47.1 21.5 10.9 9.3 20.4 3.9 2.6 4.6 0.8 20.5 19.0 Number of Traders in Each Category Total Traders: 157 9 16 9 44 22 35 28 26 15 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 253,816 Positions 2,396 96,556 6,247 176,290 0 9,136 1,835 103,302 1,589 3,200 0 0 53,123 36,986 Changes from: October 26, 2010 Total Change is: 14,931 2,396 3,855 1,752 2,309 0 -808 100 7,818 1,165 -700 0 0 8,717 1,149 Percent of Open Interest Represented by Each Category of Trader 0.9 38.0 2.5 69.5 0.0 3.6 0.7 40.7 0.6 1.3 0.0 0.0 20.9 14.6 Number of Traders in Each Category Total Traders: 47 . 9 . 22 0 12 . 12 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 718,350 Positions 47,906 67,226 6,870 206,917 234,644 92,799 194,820 60,930 22,718 24,908 125,222 5,785 115,627 102,156 Changes from: October 26, 2010 Total Change is: -6,713 -17,241 5,740 1,174 6,598 6,253 5,529 -9,928 -3,040 1,726 1,624 -17,359 2,290 1,515 -9,026 Percent of Open Interest Represented by Each Category of Trader 6.7 9.4 1.0 28.8 32.7 12.9 27.1 8.5 3.2 3.5 17.4 0.8 16.1 14.2 Number of Traders in Each Category Total Traders: 207 12 25 8 36 43 40 41 23 19 6 20 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 1,550,472 Positions 80,082 326,357 59,878 495,605 287,296 196,046 218,098 271,383 51,103 149,743 25,980 14,391 285,526 318,038 Changes from: October 26, 2010 Total Change is: 35,513 -24,806 20,631 7,184 -15,084 -24,078 23,799 24,793 -11,683 13,743 17,012 -4,241 1,020 -12,148 9,138 Percent of Open Interest Represented by Each Category of Trader 5.2 21.0 3.9 32.0 18.5 12.6 14.1 17.5 3.3 9.7 1.7 0.9 18.4 20.5 Number of Traders in Each Category Total Traders: 274 32 34 19 39 46 49 50 54 44 15 4 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 1,078,696 Positions 58,778 142,243 26,100 183,687 388,767 138,569 403,887 74,546 21,178 49,461 42,142 19 197,017 245,132 Changes from: October 26, 2010 Total Change is: 27,091 -74,586 -9,675 13,729 16,595 12,544 9,245 81,445 5,036 7,771 -9,666 -1,252 19 -17,461 -10,326 Percent of Open Interest Represented by Each Category of Trader 5.4 13.2 2.4 17.0 36.0 12.8 37.4 6.9 2.0 4.6 3.9 0.0 18.3 22.7 Number of Traders in Each Category Total Traders: 172 14 19 9 21 41 33 37 24 24 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 558,298 Positions 120,740 216,024 191,018 1,500 1,492 1,353 121,633 27,229 71,117 16,536 1,345 981 33,420 47,739 Changes from: October 26, 2010 Total Change is: -54,729 -12,185 -34,267 -10,481 -824 1,322 -505 -18,577 -865 -8,422 -2,022 265 39 -1,752 -1,815 Percent of Open Interest Represented by Each Category of Trader 21.6 38.7 34.2 0.3 0.3 0.2 21.8 4.9 12.7 3.0 0.2 0.2 6.0 8.6 Number of Traders in Each Category Total Traders: 103 26 25 35 . 4 . 24 13 26 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 8,388,202 Positions 1,711,213 2,999,929 1,622,537 1,115,463 514,505 49,396 1,501,993 567,738 1,066,056 219,065 471,745 160,122 942,357 936,174 Changes from: October 26, 2010 Total Change is: 220,308 -16,531 126,068 25,215 100,446 12,405 -5,818 122,526 16,388 18,782 1,413 36,056 2,006 -27,731 -10,794 Percent of Open Interest Represented by Each Category of Trader 20.4 35.8 19.3 13.3 6.1 0.6 17.9 6.8 12.7 2.6 5.6 1.9 11.2 11.2 Number of Traders in Each Category Total Traders: 254 36 56 85 11 8 12 59 52 82 9 14 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 14,434 Positions 5,864 9,062 1,300 981 841 14 979 2,631 251 4,800 233 0 245 102 Changes from: October 26, 2010 Total Change is: -11 359 -71 0 33 0 0 -348 13 0 0 40 0 -55 7 Percent of Open Interest Represented by Each Category of Trader 40.6 62.8 9.0 6.8 5.8 0.1 6.8 18.2 1.7 33.3 1.6 0.0 1.7 0.7 Number of Traders in Each Category Total Traders: 33 4 4 . . 5 . 5 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 46,000 Positions 38,948 27,964 3,061 1,602 1,098 136 1,800 7,362 0 0 6,130 0 453 249 Changes from: October 26, 2010 Total Change is: 1,648 954 -524 802 -26 -269 0 -246 1,520 0 0 100 0 164 19 Percent of Open Interest Represented by Each Category of Trader 84.7 60.8 6.7 3.5 2.4 0.3 3.9 16.0 0.0 0.0 13.3 0.0 1.0 0.5 Number of Traders in Each Category Total Traders: 31 4 5 . . . . 4 8 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 40,266 Positions 19,594 7,565 129 360 727 1,083 10,364 25,684 500 3,533 1,098 92 4,611 3,388 Changes from: October 26, 2010 Total Change is: 1,681 -454 142 0 27 -35 91 1,405 1,514 -160 559 38 92 121 -1 Percent of Open Interest Represented by Each Category of Trader 48.7 18.8 0.3 0.9 1.8 2.7 25.7 63.8 1.2 8.8 2.7 0.2 11.5 8.4 Number of Traders in Each Category Total Traders: 85 9 4 . 4 . . 14 30 . 15 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 144,288 Positions 77,068 45,933 21,039 2,131 440 2,884 1,382 32,947 19,172 904 2,232 4,549 15,159 15,092 Changes from: October 26, 2010 Total Change is: 15,999 -2,518 760 10,770 1,651 -293 642 362 1,155 5,671 89 -849 1,925 -2,593 -3,782 Percent of Open Interest Represented by Each Category of Trader 53.4 31.8 14.6 1.5 0.3 2.0 1.0 22.8 13.3 0.6 1.5 3.2 10.5 10.5 Number of Traders in Each Category Total Traders: 77 4 13 12 4 . 5 5 33 27 4 5 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of November 2, 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 14,878 Positions 473 13,537 0 11,215 0 0 1,834 664 0 0 0 0 1,356 677 Changes from: October 26, 2010 Total Change is: -269 -9 152 -3 92 0 0 -427 -363 0 0 0 0 78 -55 Percent of Open Interest Represented by Each Category of Trader 3.2 91.0 0.0 75.4 0.0 0.0 12.3 4.5 0.0 0.0 0.0 0.0 9.1 4.6 Number of Traders in Each Category Total Traders: 24 . . 0 9 0 0 7 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 5, 2010