Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 115,701
Positions
1,832 53,624 4,196 9,188 9,664 258 46,121 16,560 7,303 6,344 6,551 942 39,517 16,602
Changes from: September 14, 2010 Total Change is: -9,372
-13,477 2,607 -13,615 744 427 -66 16,732 1,908 -1,374 694 4,314 -441 1,431 -3,131
Percent of Open Interest Represented by Each Category of Trader
1.6 46.3 3.6 7.9 8.4 0.2 39.9 14.3 6.3 5.5 5.7 0.8 34.2 14.3
Number of Traders in Each Category Total Traders: 85
. 15 8 . . . 29 18 19 12 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,186
Positions
4,051 25,499 2,195 1,987 880 416 23,928 14,229 1,122 0 500 0 19,487 8,345
Changes from: September 14, 2010 Total Change is: 117
1,897 1,066 -327 -221 96 -50 -1,149 132 -64 0 -453 0 31 -282
Percent of Open Interest Represented by Each Category of Trader
7.6 47.9 4.1 3.7 1.7 0.8 45.0 26.8 2.1 0.0 0.9 0.0 36.6 15.7
Number of Traders in Each Category Total Traders: 47
4 9 4 . . . 17 12 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 80,505
Positions
14,822 7,545 4,141 14,190 14,071 667 17,340 13,940 4,180 859 13,958 0 24,306 22,003
Changes from: September 14, 2010 Total Change is: -3,422
6 1,467 238 23 -889 -12 -4,299 -3,759 160 140 456 0 323 -1,083
Percent of Open Interest Represented by Each Category of Trader
18.4 9.4 5.1 17.6 17.5 0.8 21.5 17.3 5.2 1.1 17.3 0.0 30.2 27.3
Number of Traders in Each Category Total Traders: 79
8 10 10 7 11 5 25 12 17 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 127,808
Positions
10,825 64,998 5,292 40,384 6,102 1,097 33,024 14,390 6,758 1,752 3,142 91 28,586 25,939
Changes from: September 14, 2010 Total Change is: -19,483
2,156 -17,036 331 -1,283 -2,260 -54 -18,905 4,933 665 7 -1,311 34 -2,433 -4,785
Percent of Open Interest Represented by Each Category of Trader
8.5 50.9 4.1 31.6 4.8 0.9 25.8 11.3 5.3 1.4 2.5 0.1 22.4 20.3
Number of Traders in Each Category Total Traders: 103
11 12 9 11 9 5 26 24 22 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 222,412
Positions
45,828 36,618 17,635 23,432 29,844 3,395 31,722 44,777 25,584 16,514 4,964 3,920 54,382 55,675
Changes from: September 14, 2010 Total Change is: 7,262
-3,769 13,326 2,193 -647 -760 75 -2,622 -14,970 6,396 3,034 -916 352 2,250 1,568
Percent of Open Interest Represented by Each Category of Trader
20.6 16.5 7.9 10.5 13.4 1.5 14.3 20.1 11.5 7.4 2.2 1.8 24.5 25.0
Number of Traders in Each Category Total Traders: 164
17 17 15 16 17 10 35 41 37 8 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 139,424
Positions
5,069 98,546 4,369 16,265 4,190 190 75,894 6,484 4,014 1,227 4,945 641 31,756 16,045
Changes from: September 14, 2010 Total Change is: 11,633
712 8,081 1,352 3,003 -75 -56 3,138 -3,126 765 409 3,065 180 2,130 1,446
Percent of Open Interest Represented by Each Category of Trader
3.6 70.7 3.1 11.7 3.0 0.1 54.4 4.7 2.9 0.9 3.5 0.5 22.8 11.5
Number of Traders in Each Category Total Traders: 78
5 15 8 6 4 . 31 10 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 36,170
Positions
4,480 21,814 6,528 0 0 0 13,273 3,166 3,452 0 20 602 7,835 588
Changes from: September 14, 2010 Total Change is: -1,662
-1,283 -1,136 -1,556 0 0 0 6,154 736 -100 0 0 0 -4,877 394
Percent of Open Interest Represented by Each Category of Trader
12.4 60.3 18.0 0.0 0.0 0.0 36.7 8.8 9.5 0.0 0.1 1.7 21.7 1.6
Number of Traders in Each Category Total Traders: 20
6 7 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 78,416
Positions
8,526 56,481 337 21,331 150 140 41,099 15,908 50 1,313 3,401 0 5,620 1,949
Changes from: September 14, 2010 Total Change is: 2,522
-3,072 8,658 0 -1,027 -473 -132 5,088 -5,895 32 -101 178 0 1,734 154
Percent of Open Interest Represented by Each Category of Trader
10.9 72.0 0.4 27.2 0.2 0.2 52.4 20.3 0.1 1.7 4.3 0.0 7.2 2.5
Number of Traders in Each Category Total Traders: 80
4 13 . 7 . . 28 16 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 26,820
Positions
1,801 18,702 31 532 136 0 20,494 6,082 0 341 475 0 3,621 1,394
Changes from: September 14, 2010 Total Change is: 1,065
0 1,226 31 -333 136 0 1,354 -587 0 -132 -57 0 145 316
Percent of Open Interest Represented by Each Category of Trader
6.7 69.7 0.1 2.0 0.5 0.0 76.4 22.7 0.0 1.3 1.8 0.0 13.5 5.2
Number of Traders in Each Category Total Traders: 35
. 11 . . . 0 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,324
Positions
16,350 14,786 288 3,325 4,601 582 12,470 10,909 1,570 25 1,196 161 5,553 6,232
Changes from: September 14, 2010 Total Change is: -13,934
-5,795 -4,865 -4,933 61 809 141 1,227 -3,063 -2,252 -175 111 -8 -2,199 126
Percent of Open Interest Represented by Each Category of Trader
40.5 36.7 0.7 8.2 11.4 1.4 30.9 27.1 3.9 0.1 3.0 0.4 13.8 15.5
Number of Traders in Each Category Total Traders: 87
13 18 5 5 7 . 22 18 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,648
Positions
32,699 29,571 576 6,649 9,202 1,163 24,941 21,817 3,140 51 2,392 322 11,106 12,464
Changes from: September 14, 2010 Total Change is: -27,868
-11,590 -9,730 -9,865 121 1,618 281 2,455 -6,126 -4,504 -349 223 -17 -4,399 253
Percent of Open Interest Represented by Each Category of Trader
40.5 36.7 0.7 8.2 11.4 1.4 30.9 27.1 3.9 0.1 3.0 0.4 13.8 15.5
Number of Traders in Each Category Total Traders: 87
13 18 5 5 7 . 22 18 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 887,945
Positions
22,528 225,400 36,255 425,870 156,100 63,885 76,178 147,283 95,170 13,739 24,480 11,746 142,574 127,626
Changes from: September 14, 2010 Total Change is: -349,276
-65,308 3,852 -134,191 -4,278 -14,700 -3,942 -4,668 -58,475 -78,608 -1,498 -11,829 -11,251 -45,533 -40,134
Percent of Open Interest Represented by Each Category of Trader
2.5 25.4 4.1 48.0 17.6 7.2 8.6 16.6 10.7 1.5 2.8 1.3 16.1 14.4
Number of Traders in Each Category Total Traders: 543
26 50 24 107 68 68 88 153 115 21 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 358,412
Positions
11,173 123,726 6,597 146,732 48,163 13,246 36,460 24,151 50,079 7,605 12,243 7,292 79,228 72,915
Changes from: September 14, 2010 Total Change is: -141,363
-37,192 1,815 -54,803 -20 2,143 157 6,731 -49,996 -19,621 214 -9,371 -1,223 -35,606 -10,464
Percent of Open Interest Represented by Each Category of Trader
3.1 34.5 1.8 40.9 13.4 3.7 10.2 6.7 14.0 2.1 3.4 2.0 22.1 20.3
Number of Traders in Each Category Total Traders: 143
7 23 11 31 18 21 25 28 43 4 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,647,662
Positions
100,878 552,476 104,184 1,405,253 549,246 243,634 279,733 696,805 144,313 30,872 61,387 22,063 316,732 273,552
Changes from: September 14, 2010 Total Change is:-1,039,570
-192,355 -41,589 -345,165 -22,517 -85,443 -19,266 -231,431 -216,829 -120,501 -44,967 -48,694 -13,733 -49,635 -148,350
Percent of Open Interest Represented by Each Category of Trader
3.8 20.9 3.9 53.1 20.7 9.2 10.6 26.3 5.5 1.2 2.3 0.8 12.0 10.3
Number of Traders in Each Category Total Traders: 482
24 46 21 87 60 54 82 141 97 18 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 104,333
Positions
11,845 28,340 10,029 53,861 43,207 3,980 13,736 14,271 478 1,210 0 0 9,194 4,028
Changes from: September 14, 2010 Total Change is: -22,980
7,602 11,976 -30,087 68 -1,434 -322 2,433 -1,886 171 -550 -30 -205 -2,089 -1,163
Percent of Open Interest Represented by Each Category of Trader
11.4 27.2 9.6 51.6 41.4 3.8 13.2 13.7 0.5 1.2 0.0 0.0 8.8 3.9
Number of Traders in Each Category Total Traders: 86
4 8 . 35 13 10 16 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 70,134
Positions
17,147 25,603 1,058 19,830 17,531 2,978 19,876 14,993 1,435 1,251 3,135 114 6,444 3,287
Changes from: September 14, 2010 Total Change is: -53,142
-9,856 4,287 -27,517 1,748 -5,623 -453 -2,413 -5,694 -7,385 -26 -3,519 -45 -7,196 -7,193
Percent of Open Interest Represented by Each Category of Trader
24.4 36.5 1.5 28.3 25.0 4.2 28.3 21.4 2.0 1.8 4.5 0.2 9.2 4.7
Number of Traders in Each Category Total Traders: 247
19 28 5 42 16 10 59 56 21 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 350,670
Positions
85,736 128,013 5,288 99,150 87,654 14,890 99,381 74,967 7,176 6,257 15,675 570 32,221 16,435
Changes from: September 14, 2010 Total Change is: -128,608
-61,477 57,813 -71,033 10,744 -25,691 -2,263 -2,817 -51,709 -4,886 -129 -7,572 -223 3,475 -23,044
Percent of Open Interest Represented by Each Category of Trader
24.4 36.5 1.5 28.3 25.0 4.2 28.3 21.4 2.0 1.8 4.5 0.2 9.2 4.7
Number of Traders in Each Category Total Traders: 247
19 28 5 42 16 10 59 56 21 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 396,850
Positions
188,400 38,705 3,108 124,760 159,196 16,985 43,909 142,653 4,416 2,047 13,270 0 13,225 18,517
Changes from: September 14, 2010 Total Change is: -60,784
-28,940 -5,306 -18,844 -1,051 -8,773 1,105 6,555 -8,107 -7,644 -1,153 -3,713 -147 -10,665 -9,354
Percent of Open Interest Represented by Each Category of Trader
47.5 9.8 0.8 31.4 40.1 4.3 11.1 35.9 1.1 0.5 3.3 0.0 3.3 4.7
Number of Traders in Each Category Total Traders: 247
18 20 . 51 45 23 35 66 19 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,668
Positions
10,361 3,841 235 9,100 2,679 126 3,481 3,336 0 0 1,355 0 7,365 19,096
Changes from: September 14, 2010 Total Change is: 2,506
1,158 115 -65 324 -51 -53 1,680 253 0 0 98 0 -538 2,209
Percent of Open Interest Represented by Each Category of Trader
33.8 12.5 0.8 29.7 8.7 0.4 11.4 10.9 0.0 0.0 4.4 0.0 24.0 62.3
Number of Traders in Each Category Total Traders: 46
11 4 . 9 . . 8 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 32,751
Positions
12,624 12,746 346 6,057 2,714 393 4,945 4,998 162 253 0 0 7,971 11,392
Changes from: September 14, 2010 Total Change is: 1,719
890 3,772 -612 -458 -381 0 3,059 84 29 253 0 0 -1,442 -1,173
Percent of Open Interest Represented by Each Category of Trader
38.5 38.9 1.1 18.5 8.3 1.2 15.1 15.3 0.5 0.8 0.0 0.0 24.3 34.8
Number of Traders in Each Category Total Traders: 45
9 10 . 8 . . 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 30,692
Positions
0 1,649 0 22,763 19,489 2,692 1,878 4,727 0 0 318 0 3,359 1,817
Changes from: September 14, 2010 Total Change is: -2,129
0 -1,052 0 98 -141 -55 290 1,717 -1,926 0 -10 0 -536 -662
Percent of Open Interest Represented by Each Category of Trader
0.0 5.4 0.0 74.2 63.5 8.8 6.1 15.4 0.0 0.0 1.0 0.0 10.9 5.9
Number of Traders in Each Category Total Traders: 43
0 . 0 18 14 8 4 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 28,387
Positions
2,252 10,996 0 12,679 3,279 756 4,727 11,478 0 2,592 225 0 5,381 1,653
Changes from: September 14, 2010 Total Change is: -465
1,807 184 -1,277 -464 406 34 227 1,299 -313 35 -204 0 -514 -594
Percent of Open Interest Represented by Each Category of Trader
7.9 38.7 0.0 44.7 11.6 2.7 16.7 40.4 0.0 9.1 0.8 0.0 19.0 5.8
Number of Traders in Each Category Total Traders: 41
. 5 0 11 4 5 9 . 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 791,223
Positions
18,682 155,833 35,230 347,277 152,510 76,018 46,165 143,229 67,819 26,983 21,523 9,659 163,389 129,401
Changes from: September 14, 2010 Total Change is: 11,191
-4,087 5,340 4,283 14,108 -1,329 2,577 -6,836 7,717 -1,266 -1,279 -1,229 -1,663 5,353 -3,240
Percent of Open Interest Represented by Each Category of Trader
2.4 19.7 4.5 43.9 19.3 9.6 5.8 18.1 8.6 3.4 2.7 1.2 20.7 16.4
Number of Traders in Each Category Total Traders: 174
13 20 25 48 26 38 27 28 45 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 223,680
Positions
1,549 93,673 2,937 158,877 2,100 10,715 2,000 79,440 1,079 0 0 0 46,523 33,736
Changes from: September 14, 2010 Total Change is: 2,504
-2,007 3,471 1,113 6,820 -2,455 623 -2,760 1,550 -4,649 0 0 0 3,364 2,850
Percent of Open Interest Represented by Each Category of Trader
0.7 41.9 1.3 71.0 0.9 4.8 0.9 35.5 0.5 0.0 0.0 0.0 20.8 15.1
Number of Traders in Each Category Total Traders: 45
. 7 . 25 . 11 . 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 755,217
Positions
44,826 71,707 16,408 231,972 204,294 80,422 201,127 74,328 39,697 22,828 142,411 6,145 111,792 119,806
Changes from: September 14, 2010 Total Change is: 27,714
-21,271 14,450 3,035 6,316 10,439 13,266 22,837 -32,703 13,672 -13,360 3,618 834 2,385 1,105
Percent of Open Interest Represented by Each Category of Trader
5.9 9.5 2.2 30.7 27.1 10.6 26.6 9.8 5.3 3.0 18.9 0.8 14.8 15.9
Number of Traders in Each Category Total Traders: 213
15 26 13 34 47 38 37 27 22 6 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,186,686
Positions
53,479 325,243 251,488 743,558 372,476 210,469 208,570 332,640 253,540 84,020 42,326 64,712 316,849 333,791
Changes from: September 14, 2010 Total Change is: 50,717
1,893 56,184 20,455 -13,092 10,775 -7,648 33,052 -40,190 -1,517 -3,193 7,345 4,836 15,931 478
Percent of Open Interest Represented by Each Category of Trader
2.4 14.9 11.5 34.0 17.0 9.6 9.5 15.2 11.6 3.8 1.9 3.0 14.5 15.3
Number of Traders in Each Category Total Traders: 284
24 42 54 41 55 62 51 51 75 13 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,050,996
Positions
52,046 98,705 50,290 252,926 379,453 135,337 229,491 43,042 53,567 34,393 39,689 10,095 232,852 240,819
Changes from: September 14, 2010 Total Change is: 70,515
3,684 -18,328 10,630 -16,782 54,694 19,886 24,267 -89 3,530 6,386 -3,114 1,137 17,776 2,169
Percent of Open Interest Represented by Each Category of Trader
5.0 9.4 4.8 24.1 36.1 12.9 21.8 4.1 5.1 3.3 3.8 1.0 22.2 22.9
Number of Traders in Each Category Total Traders: 151
9 16 17 22 40 40 34 15 29 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,276,605
Positions
126,913 222,377 278,442 38,924 0 198,077 111,062 35,201 477,871 1,972 1,889 6,179 37,165 56,569
Changes from: September 14, 2010 Total Change is: 15,161
-4,616 2,815 7,136 318 0 306 12,278 -1,634 8,969 -5,350 -2,951 -3,386 -493 3,907
Percent of Open Interest Represented by Each Category of Trader
9.9 17.4 21.8 3.0 0.0 15.5 8.7 2.8 37.4 0.2 0.1 0.5 2.9 4.4
Number of Traders in Each Category Total Traders: 117
28 22 44 6 0 5 35 20 44 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,079,916
Positions
1,599,542 2,977,639 2,411,979 765,741 257,576 679,813 1,330,605 319,058 3,889,816 194,844 302,050 287,884 919,692 954,099
Changes from: September 14, 2010 Total Change is: 653,759
-88,931 18,438 86,670 15,939 121,267 103,641 172,249 -5,789 369,501 7,161 -16,487 -13,228 757 -10,254
Percent of Open Interest Represented by Each Category of Trader
13.2 24.6 20.0 6.3 2.1 5.6 11.0 2.6 32.2 1.6 2.5 2.4 7.6 7.9
Number of Traders in Each Category Total Traders: 268
27 64 87 7 16 21 68 55 99 7 14 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,865
Positions
1,167 5,407 1,300 884 549 222 1,160 2,040 48 4,800 175 0 284 124
Changes from: September 14, 2010 Total Change is: -19
-324 447 0 0 0 0 149 -612 48 0 0 0 108 98
Percent of Open Interest Represented by Each Category of Trader
11.8 54.8 13.2 9.0 5.6 2.3 11.8 20.7 0.5 48.7 1.8 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 30
. 6 . . 5 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 35,057
Positions
32,012 19,229 5 1,005 1,467 77 1,716 8,137 0 0 6,067 0 242 75
Changes from: September 14, 2010 Total Change is: 1,255
1,263 1,345 -135 -11 340 0 46 -158 0 0 0 0 92 -137
Percent of Open Interest Represented by Each Category of Trader
91.3 54.9 0.0 2.9 4.2 0.2 4.9 23.2 0.0 0.0 17.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 33
4 5 . . 4 . 5 9 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 28,923
Positions
13,182 7,106 130 435 0 869 9,270 15,473 785 584 1,362 1 3,668 3,197
Changes from: September 14, 2010 Total Change is: 3,825
1,930 -600 -1 -367 0 62 2,588 3,792 -22 41 323 0 -407 270
Percent of Open Interest Represented by Each Category of Trader
45.6 24.6 0.4 1.5 0.0 3.0 32.0 53.5 2.7 2.0 4.7 0.0 12.7 11.1
Number of Traders in Each Category Total Traders: 66
8 . . . 0 . 15 30 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 112,535
Positions
77,809 39,376 6,702 1,075 148 2,272 478 37,733 7,667 571 3,502 1,770 14,191 13,365
Changes from: September 14, 2010 Total Change is: -13,406
-1,684 -2,047 -7,623 311 33 1,386 -753 -1,800 -670 -200 479 -194 -3,979 -2,970
Percent of Open Interest Represented by Each Category of Trader
69.1 35.0 6.0 1.0 0.1 2.0 0.4 33.5 6.8 0.5 3.1 1.6 12.6 11.9
Number of Traders in Each Category Total Traders: 60
. 10 10 5 . 6 . 27 14 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,341
Positions
482 10,956 0 10,870 0 0 737 1,583 0 0 0 0 1,252 802
Changes from: September 14, 2010 Total Change is: -2,490
-15 -906 -961 -35 0 0 -468 407 -404 0 0 0 -607 -626
Percent of Open Interest Represented by Each Category of Trader
3.6 82.1 0.0 81.5 0.0 0.0 5.5 11.9 0.0 0.0 0.0 0.0 9.4 6.0
Number of Traders in Each Category Total Traders: 21
. . 0 8 0 0 4 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 24, 2010