Traders in Financial Futures- Futures Only Positions as of November 9, 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 128,710
Positions
6,765 69,592 1,570 10,113 10,747 67 58,055 12,762 1,632 7,641 15,071 0 42,867 17,269
Changes from: November 2, 2010 Total Change is: 23,901
2,490 13,057 -157 733 851 0 19,455 266 -7 -632 8,542 0 2,019 1,349
Percent of Open Interest Represented by Each Category of Trader
5.3 54.1 1.2 7.9 8.3 0.1 45.1 9.9 1.3 5.9 11.7 0.0 33.3 13.4
Number of Traders in Each Category Total Traders: 84
7 15 4 . . . 34 9 5 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 51,000
Positions
5,479 22,943 1,010 1,760 922 338 25,285 15,452 7 0 500 0 17,121 9,828
Changes from: November 2, 2010 Total Change is: 2,871
413 1,419 16 18 -20 20 3,777 2,027 6 0 0 0 -1,379 -597
Percent of Open Interest Represented by Each Category of Trader
10.7 45.0 2.0 3.5 1.8 0.7 49.6 30.3 0.0 0.0 1.0 0.0 33.6 19.3
Number of Traders in Each Category Total Traders: 45
5 10 . . . . 17 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 96,533
Positions
13,041 26,539 1,203 7,638 21,984 959 41,831 14,895 263 2,034 11,134 0 29,564 19,556
Changes from: November 2, 2010 Total Change is: 4,714
-1,769 4,644 -215 -790 1,931 16 3,284 -512 41 -353 484 0 4,500 -1,675
Percent of Open Interest Represented by Each Category of Trader
13.5 27.5 1.2 7.9 22.8 1.0 43.3 15.4 0.3 2.1 11.5 0.0 30.6 20.3
Number of Traders in Each Category Total Traders: 86
7 12 5 4 10 . 31 14 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 140,515
Positions
13,283 79,046 3,928 35,743 4,568 1,086 37,340 10,628 731 14,219 3,779 0 34,185 36,749
Changes from: November 2, 2010 Total Change is: 453
2,344 -10,317 1,635 -1,883 -466 -64 -13,779 -416 -46 8,652 352 0 3,594 9,775
Percent of Open Interest Represented by Each Category of Trader
9.5 56.3 2.8 25.4 3.3 0.8 26.6 7.6 0.5 10.1 2.7 0.0 24.3 26.2
Number of Traders in Each Category Total Traders: 101
8 17 5 12 6 4 29 20 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 204,528
Positions
49,448 85,142 4,638 26,494 16,837 2,752 35,280 40,244 5,195 22,972 6,483 271 57,478 42,966
Changes from: November 2, 2010 Total Change is: -2,444
1,939 -6,070 1,077 806 -2,595 633 -10,668 6,112 2,311 2,881 10 -64 -1,359 -3,858
Percent of Open Interest Represented by Each Category of Trader
24.2 41.6 2.3 13.0 8.2 1.3 17.2 19.7 2.5 11.2 3.2 0.1 28.1 21.0
Number of Traders in Each Category Total Traders: 157
19 19 6 18 13 6 35 34 18 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 130,206
Positions
9,547 96,422 2,722 21,313 2,809 184 59,538 7,603 0 974 3,840 12 35,916 16,614
Changes from: November 2, 2010 Total Change is: 4,238
2,620 1,748 1,374 336 -29 0 -3,821 1,311 -11 -182 -313 12 3,910 146
Percent of Open Interest Represented by Each Category of Trader
7.3 74.1 2.1 16.4 2.2 0.1 45.7 5.8 0.0 0.7 2.9 0.0 27.6 12.8
Number of Traders in Each Category Total Traders: 68
5 16 . 4 . . 25 9 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 42,113
Positions
7,554 25,279 7,507 0 0 0 15,484 6,752 1,388 1,255 16 606 8,319 565
Changes from: November 2, 2010 Total Change is: 1,116
388 454 0 0 0 0 657 512 0 0 0 0 71 150
Percent of Open Interest Represented by Each Category of Trader
17.9 60.0 17.8 0.0 0.0 0.0 36.8 16.0 3.3 3.0 0.0 1.4 19.8 1.3
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 9, 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 146,142
Positions
3,189 114,420 443 19,125 150 48 110,624 8,094 8 4,360 20,464 0 8,345 2,515
Changes from: November 2, 2010 Total Change is: 10,271
-3,023 7,412 91 33 0 0 11,649 -544 -8 -37 2,496 0 1,566 824
Percent of Open Interest Represented by Each Category of Trader
2.2 78.3 0.3 13.1 0.1 0.0 75.7 5.5 0.0 3.0 14.0 0.0 5.7 1.7
Number of Traders in Each Category Total Traders: 117
9 16 . 10 . . 51 12 . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 31,494
Positions
1,785 24,204 88 496 0 0 25,028 6,102 0 559 252 0 3,538 848
Changes from: November 2, 2010 Total Change is: 3,141
26 2,955 47 64 -127 0 3,048 518 0 22 102 0 -66 -354
Percent of Open Interest Represented by Each Category of Trader
5.7 76.9 0.3 1.6 0.0 0.0 79.5 19.4 0.0 1.8 0.8 0.0 11.2 2.7
Number of Traders in Each Category Total Traders: 40
. 11 . . 0 0 13 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 50,875
Positions
18,181 25,328 754 3,706 4,114 588 20,196 13,763 352 275 852 2 6,822 5,125
Changes from: November 2, 2010 Total Change is: 2,408
2,009 1,843 122 328 -239 -15 776 1,711 -134 0 -480 -24 -654 -376
Percent of Open Interest Represented by Each Category of Trader
35.7 49.8 1.5 7.3 8.1 1.2 39.7 27.1 0.7 0.5 1.7 0.0 13.4 10.1
Number of Traders in Each Category Total Traders: 94
15 18 . 6 7 . 31 13 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 101,749
Positions
36,362 50,655 1,507 7,412 8,227 1,175 40,392 27,526 704 550 1,703 3 13,644 10,249
Changes from: November 2, 2010 Total Change is: 4,815
4,018 3,686 244 655 -478 -30 1,552 3,421 -268 0 -960 -48 -1,308 -752
Percent of Open Interest Represented by Each Category of Trader
35.7 49.8 1.5 7.3 8.1 1.2 39.7 27.1 0.7 0.5 1.7 0.0 13.4 10.1
Number of Traders in Each Category Total Traders: 94
15 18 . 6 7 . 31 13 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 904,392
Positions
31,779 308,844 72,877 424,390 128,696 66,304 102,041 148,355 62,309 20,537 26,868 2,811 121,344 87,328
Changes from: November 2, 2010 Total Change is: 25,368
5,333 13,920 21 4,980 -6,710 921 -2,224 11,213 9,558 1,716 -1,846 1,319 3,744 -3,028
Percent of Open Interest Represented by Each Category of Trader
3.5 34.1 8.1 46.9 14.2 7.3 11.3 16.4 6.9 2.3 3.0 0.3 13.4 9.7
Number of Traders in Each Category Total Traders: 549
29 56 21 124 60 67 111 119 68 26 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 344,010
Positions
39,229 195,912 6,523 147,421 47,010 7,852 60,536 33,501 1,522 8,570 8,943 872 71,485 41,875
Changes from: November 2, 2010 Total Change is: 6,964
720 6,890 -1,597 -1,278 1,000 107 4,764 5,854 184 140 -644 251 3,673 -5,081
Percent of Open Interest Represented by Each Category of Trader
11.4 56.9 1.9 42.9 13.7 2.3 17.6 9.7 0.4 2.5 2.6 0.3 20.8 12.2
Number of Traders in Each Category Total Traders: 140
11 27 6 31 17 13 15 31 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 2,801,910
Positions
163,716 765,627 130,804 1,410,810 434,397 266,294 468,349 835,094 43,110 60,304 90,093 9,227 249,296 227,264
Changes from: November 2, 2010 Total Change is: 92,021
24,659 36,743 6,497 34,157 -35,679 1,201 3,504 65,238 8,427 8,231 -5,662 4,992 353 10,264
Percent of Open Interest Represented by Each Category of Trader
5.8 27.3 4.7 50.4 15.5 9.5 16.7 29.8 1.5 2.2 3.2 0.3 8.9 8.1
Number of Traders in Each Category Total Traders: 501
27 50 10 105 52 57 111 112 46 23 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 105,957
Positions
14,699 32,610 9,839 49,686 35,929 4,887 12,136 16,947 2,097 1,460 0 0 11,153 3,648
Changes from: November 2, 2010 Total Change is: 125
-39 -626 -174 1,634 -2,456 -147 -2,770 687 1,584 -13 0 0 50 1,257
Percent of Open Interest Represented by Each Category of Trader
13.9 30.8 9.3 46.9 33.9 4.6 11.5 16.0 2.0 1.4 0.0 0.0 10.5 3.4
Number of Traders in Each Category Total Traders: 82
6 8 . 27 13 10 14 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 114,938
Positions
11,291 41,233 19,846 26,631 16,957 2,240 29,512 13,092 13,045 2,577 3,454 9 9,786 5,062
Changes from: November 2, 2010 Total Change is: 1,476
1,732 1,748 693 1,728 -573 85 -3,116 4 1,883 856 402 -356 -2,029 -2,409
Percent of Open Interest Represented by Each Category of Trader
9.8 35.9 17.3 23.2 14.8 1.9 25.7 11.4 11.3 2.2 3.0 0.0 8.5 4.4
Number of Traders in Each Category Total Traders: 252
24 31 9 39 20 11 72 38 19 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 27,936
Positions
11,300 20,701 800 258 280 0 11,158 4,159 0 746 0 0 3,674 1,996
Changes from: November 2, 2010 Total Change is: 3,063
342 2,683 797 13 0 0 1,497 1,870 0 405 0 0 9 -2,287
Percent of Open Interest Represented by Each Category of Trader
40.4 74.1 2.9 0.9 1.0 0.0 39.9 14.9 0.0 2.7 0.0 0.0 13.2 7.1
Number of Traders in Each Category Total Traders: 27
6 10 . . . 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 435,008
Positions
91,262 193,966 3,924 131,864 83,384 11,200 152,329 105,225 4,665 9,157 17,271 45 30,562 15,328
Changes from: November 2, 2010 Total Change is: -7,936
7,134 -4,494 -701 8,576 -2,867 423 -15,217 -1,482 1,567 548 304 -75 -10,191 -611
Percent of Open Interest Represented by Each Category of Trader
21.0 44.6 0.9 30.3 19.2 2.6 35.0 24.2 1.1 2.1 4.0 0.0 7.0 3.5
Number of Traders in Each Category Total Traders: 246
23 29 . 39 19 11 72 39 14 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 396,146
Positions
162,167 65,336 5,500 121,993 140,439 22,350 57,174 121,909 5,646 1,844 18,796 0 19,472 16,170
Changes from: November 2, 2010 Total Change is: -3,834
-2,557 2,632 3,773 1,990 -5,637 994 -8,424 -7,026 -656 4 1,266 0 1,042 820
Percent of Open Interest Represented by Each Category of Trader
40.9 16.5 1.4 30.8 35.5 5.6 14.4 30.8 1.4 0.5 4.7 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 244
17 21 . 52 39 23 38 63 15 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 37,669
Positions
12,502 6,920 2,279 8,481 867 149 2,593 7,882 145 1,684 623 0 9,836 18,804
Changes from: November 2, 2010 Total Change is: 3,890
509 1,133 848 2,597 -52 -180 -1,557 1,525 -30 1,054 0 0 649 646
Percent of Open Interest Represented by Each Category of Trader
33.2 18.4 6.1 22.5 2.3 0.4 6.9 20.9 0.4 4.5 1.7 0.0 26.1 49.9
Number of Traders in Each Category Total Traders: 55
16 9 5 10 . . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 46,925
Positions
19,040 19,681 996 6,219 1,582 655 10,494 11,756 39 450 265 0 9,032 11,951
Changes from: November 2, 2010 Total Change is: 120
-4,868 1,029 329 1,337 -1,006 -53 3,511 -119 -95 -20 -47 -8 -13 90
Percent of Open Interest Represented by Each Category of Trader
40.6 41.9 2.1 13.3 3.4 1.4 22.4 25.1 0.1 1.0 0.6 0.0 19.2 25.5
Number of Traders in Each Category Total Traders: 52
13 10 . 7 . . 8 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 29,959
Positions
0 3,965 0 18,473 14,428 3,973 3,084 5,242 0 281 0 0 4,148 2,351
Changes from: November 2, 2010 Total Change is: -124
0 1,102 0 -1,104 -1,922 217 250 231 0 0 0 0 513 248
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.0 61.7 48.2 13.3 10.3 17.5 0.0 0.9 0.0 0.0 13.8 7.8
Number of Traders in Each Category Total Traders: 44
0 . 0 16 15 8 4 6 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 36,046
Positions
2,600 12,019 117 16,289 5,084 796 4,639 16,686 0 3,567 0 0 8,038 1,344
Changes from: November 2, 2010 Total Change is: 1,443
-414 218 37 1,013 8 89 277 1,953 0 30 0 0 411 -862
Percent of Open Interest Represented by Each Category of Trader
7.2 33.3 0.3 45.2 14.1 2.2 12.9 46.3 0.0 9.9 0.0 0.0 22.3 3.7
Number of Traders in Each Category Total Traders: 49
5 5 . 13 7 5 8 6 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 681,718
Positions
33,907 113,243 11,992 306,340 165,110 66,289 83,447 134,206 17,761 20,417 27,691 4,936 136,629 140,490
Changes from: November 2, 2010 Total Change is: 6,226
8,089 -6,949 4,426 -12,080 19,751 -7,005 20,829 -3,563 -8,444 2,628 -3,611 -215 -2,002 11,836
Percent of Open Interest Represented by Each Category of Trader
5.0 16.6 1.8 44.9 24.2 9.7 12.2 19.7 2.6 3.0 4.1 0.7 20.0 20.6
Number of Traders in Each Category Total Traders: 163
10 19 10 42 26 36 32 25 21 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of November 9, 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 295,946
Positions
765 105,012 12,926 205,925 6,594 10,478 1,755 114,759 5,266 4,350 0 0 54,481 40,911
Changes from: November 2, 2010 Total Change is: 42,130
-1,631 8,456 6,679 29,635 6,594 1,342 -80 11,457 3,677 1,150 0 0 1,358 3,925
Percent of Open Interest Represented by Each Category of Trader
0.3 35.5 4.4 69.6 2.2 3.5 0.6 38.8 1.8 1.5 0.0 0.0 18.4 13.8
Number of Traders in Each Category Total Traders: 52
. 11 6 23 . 13 . 12 . . 0 0
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 731,140
Positions
41,451 76,275 14,464 289,339 244,641 71,998 157,785 104,289 21,947 17,933 87,092 2,922 113,301 107,512
Changes from: November 2, 2010 Total Change is: 12,790
-6,455 9,049 7,594 82,422 9,997 -20,801 -37,035 43,359 -771 -6,975 -38,130 -2,863 -2,326 5,356
Percent of Open Interest Represented by Each Category of Trader
5.7 10.4 2.0 39.6 33.5 9.8 21.6 14.3 3.0 2.5 11.9 0.4 15.5 14.7
Number of Traders in Each Category Total Traders: 209
11 28 10 37 44 42 34 30 19 5 18 .
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,565,838
Positions
129,359 285,647 46,306 458,659 289,527 188,502 217,472 340,049 50,900 158,957 27,379 11,826 303,857 325,702
Changes from: November 2, 2010 Total Change is: 15,366
49,277 -40,710 -13,572 -36,946 2,231 -7,544 -626 68,666 -203 9,214 1,399 -2,565 18,331 7,664
Percent of Open Interest Represented by Each Category of Trader
8.3 18.2 3.0 29.3 18.5 12.0 13.9 21.7 3.3 10.2 1.7 0.8 19.4 20.8
Number of Traders in Each Category Total Traders: 280
39 29 18 40 47 46 46 59 39 14 6 6
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,208,127
Positions
116,780 133,781 21,979 164,755 488,901 129,476 495,772 106,525 28,823 50,381 46,767 270 199,891 251,605
Changes from: November 2, 2010 Total Change is: 129,431
58,002 -8,462 -4,121 -18,932 100,134 -9,093 91,885 31,979 7,645 920 4,625 251 2,874 6,473
Percent of Open Interest Represented by Each Category of Trader
9.7 11.1 1.8 13.6 40.5 10.7 41.0 8.8 2.4 4.2 3.9 0.0 16.5 20.8
Number of Traders in Each Category Total Traders: 176
16 19 11 20 43 36 33 29 23 8 8 .
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 593,896
Positions
126,335 224,492 209,709 3,000 625 1,603 121,388 28,863 74,514 19,861 1,786 855 36,631 51,449
Changes from: November 2, 2010 Total Change is: 35,598
5,595 8,468 18,691 1,500 -867 250 -245 1,634 3,397 3,325 441 -126 3,211 3,710
Percent of Open Interest Represented by Each Category of Trader
21.3 37.8 35.3 0.5 0.1 0.3 20.4 4.9 12.5 3.3 0.3 0.1 6.2 8.7
Number of Traders in Each Category Total Traders: 97
26 24 37 . . . 24 13 24 . . .
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,448,168
Positions
1,986,147 2,780,864 1,712,209 1,176,164 557,638 82,667 1,084,122 567,685 1,157,770 196,490 473,327 126,799 925,800 989,209
Changes from: November 2, 2010 Total Change is: 59,966
274,934 -219,065 89,672 60,701 43,133 33,271 -417,871 -53 91,714 -22,575 1,582 -33,323 -16,557 53,035
Percent of Open Interest Represented by Each Category of Trader
23.5 32.9 20.3 13.9 6.6 1.0 12.8 6.7 13.7 2.3 5.6 1.5 11.0 11.7
Number of Traders in Each Category Total Traders: 256
45 52 92 9 9 11 55 58 79 9 13 14
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 15,463
Positions
6,991 10,108 1,300 939 841 56 859 2,538 251 4,800 275 0 267 94
Changes from: November 2, 2010 Total Change is: 1,029
1,127 1,046 0 -42 0 42 -120 -93 0 0 42 0 22 -8
Percent of Open Interest Represented by Each Category of Trader
45.2 65.4 8.4 6.1 5.4 0.4 5.6 16.4 1.6 31.0 1.8 0.0 1.7 0.6
Number of Traders in Each Category Total Traders: 31
4 4 . . 5 . 5 6 . . . 0
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 44,100
Positions
35,017 24,747 4,169 1,621 1,428 151 2,333 7,618 250 30 5,638 0 529 99
Changes from: November 2, 2010 Total Change is: -1,900
-3,931 -3,217 1,108 19 330 15 533 256 250 30 -492 0 76 -150
Percent of Open Interest Represented by Each Category of Trader
79.4 56.1 9.5 3.7 3.2 0.3 5.3 17.3 0.6 0.1 12.8 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 32
4 5 . . . . 6 7 . . . 0
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 38,371
Positions
18,014 7,666 133 284 786 1,034 11,647 22,685 566 2,530 1,243 3 4,160 4,255
Changes from: November 2, 2010 Total Change is: -1,895
-1,580 101 4 -76 59 -49 1,283 -2,999 66 -1,003 145 -89 -451 867
Percent of Open Interest Represented by Each Category of Trader
46.9 20.0 0.3 0.7 2.0 2.7 30.4 59.1 1.5 6.6 3.2 0.0 10.8 11.1
Number of Traders in Each Category Total Traders: 88
8 . . . . . 20 30 . 14 7 .
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 147,291
Positions
70,649 39,906 24,447 2,164 627 4,021 1,699 32,606 25,705 456 2,295 4,447 13,703 13,237
Changes from: November 2, 2010 Total Change is: 3,003
-6,419 -6,027 3,408 33 187 1,137 317 -341 6,533 -448 63 -102 -1,456 -1,855
Percent of Open Interest Represented by Each Category of Trader
48.0 27.1 16.6 1.5 0.4 2.7 1.2 22.1 17.5 0.3 1.6 3.0 9.3 9.0
Number of Traders in Each Category Total Traders: 78
4 13 13 4 . 6 6 30 30 . 7 8
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Traders in Financial Futures- Futures Only Positions as of November 9, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,228
Positions
477 13,579 0 11,171 0 2 2,047 673 5 0 0 0 1,526 969
Changes from: November 2, 2010 Total Change is: 350
4 42 0 -44 0 2 213 9 5 0 0 0 170 292
Percent of Open Interest Represented by Each Category of Trader
3.1 89.2 0.0 73.4 0.0 0.0 13.4 4.4 0.0 0.0 0.0 0.0 10.0 6.4
Number of Traders in Each Category Total Traders: 24
. . 0 9 0 . 8 . . 0 0 0
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Updated November 15, 2010