Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 115,236
Positions
2,229 59,876 4,547 9,149 9,472 288 41,522 10,407 7,156 6,376 6,987 1,150 42,820 15,353
Changes from: September 21, 2010 Total Change is: -465
397 6,252 350 -39 -192 30 -4,599 -6,153 -147 32 436 208 3,303 -1,249
Percent of Open Interest Represented by Each Category of Trader
1.9 52.0 3.9 7.9 8.2 0.2 36.0 9.0 6.2 5.5 6.1 1.0 37.2 13.3
Number of Traders in Each Category Total Traders: 84
4 13 10 . . . 33 14 22 11 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 58,697
Positions
4,737 26,539 3,166 2,380 871 424 25,285 14,477 1,986 0 500 0 20,718 10,734
Changes from: September 21, 2010 Total Change is: 5,512
686 1,040 972 393 -9 8 1,357 247 865 0 0 0 1,231 2,389
Percent of Open Interest Represented by Each Category of Trader
8.1 45.2 5.4 4.1 1.5 0.7 43.1 24.7 3.4 0.0 0.9 0.0 35.3 18.3
Number of Traders in Each Category Total Traders: 50
4 9 4 . . . 17 14 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 88,532
Positions
10,344 12,801 4,398 13,945 13,993 758 25,919 14,896 4,908 1,582 14,002 0 26,678 22,775
Changes from: September 21, 2010 Total Change is: 8,027
-4,478 5,257 258 -245 -78 91 8,579 956 727 723 44 0 2,372 771
Percent of Open Interest Represented by Each Category of Trader
11.7 14.5 5.0 15.8 15.8 0.9 29.3 16.8 5.5 1.8 15.8 0.0 30.1 25.7
Number of Traders in Each Category Total Traders: 83
7 14 10 7 11 4 23 16 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 133,588
Positions
11,143 67,667 5,156 40,430 6,180 1,020 36,783 13,755 6,885 2,582 5,207 58 29,531 27,659
Changes from: September 21, 2010 Total Change is: 5,780
318 2,670 -135 46 78 -77 3,759 -635 126 830 2,066 -33 946 1,720
Percent of Open Interest Represented by Each Category of Trader
8.3 50.7 3.9 30.3 4.6 0.8 27.5 10.3 5.2 1.9 3.9 0.0 22.1 20.7
Number of Traders in Each Category Total Traders: 113
12 13 10 10 10 4 28 26 25 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 268,832
Positions
46,880 70,850 25,340 23,711 28,985 3,320 47,551 35,224 36,449 17,419 3,751 6,966 61,197 57,947
Changes from: September 21, 2010 Total Change is: 46,421
1,052 34,232 7,705 279 -859 -74 15,829 -9,553 10,865 904 -1,213 3,046 6,815 2,272
Percent of Open Interest Represented by Each Category of Trader
17.4 26.4 9.4 8.8 10.8 1.2 17.7 13.1 13.6 6.5 1.4 2.6 22.8 21.6
Number of Traders in Each Category Total Traders: 179
18 23 15 16 16 9 45 38 41 10 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 151,085
Positions
4,910 104,558 5,964 19,620 3,547 190 79,527 7,383 6,278 907 4,648 891 32,798 17,626
Changes from: September 21, 2010 Total Change is: 11,661
-159 6,012 1,595 3,355 -643 0 3,633 899 2,264 -320 -297 250 1,042 1,581
Percent of Open Interest Represented by Each Category of Trader
3.2 69.2 3.9 13.0 2.3 0.1 52.6 4.9 4.2 0.6 3.1 0.6 21.7 11.7
Number of Traders in Each Category Total Traders: 83
4 17 8 6 4 . 32 14 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 123,581
Positions
5,919 93,305 324 22,327 150 140 84,700 17,577 2 3,437 10,265 0 6,732 1,818
Changes from: September 21, 2010 Total Change is: 45,165
-2,607 36,824 -13 996 0 0 43,601 1,669 -48 2,124 6,864 0 1,112 -131
Percent of Open Interest Represented by Each Category of Trader
4.8 75.5 0.3 18.1 0.1 0.1 68.5 14.2 0.0 2.8 8.3 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 103
5 19 . 8 . . 38 17 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 25,965
Positions
1,913 18,003 31 600 136 0 19,335 5,804 0 366 475 0 3,720 1,516
Changes from: September 21, 2010 Total Change is: -855
112 -699 0 68 0 0 -1,159 -278 0 25 0 0 99 122
Percent of Open Interest Represented by Each Category of Trader
7.4 69.3 0.1 2.3 0.5 0.0 74.5 22.4 0.0 1.4 1.8 0.0 14.3 5.8
Number of Traders in Each Category Total Traders: 36
. 11 . . . 0 10 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 45,773
Positions
15,420 19,532 606 3,136 4,959 573 17,363 10,296 2,079 168 1,088 276 6,153 6,365
Changes from: September 21, 2010 Total Change is: 5,450
-929 4,746 319 -189 358 -9 4,893 -612 509 143 -108 115 599 133
Percent of Open Interest Represented by Each Category of Trader
33.7 42.7 1.3 6.9 10.8 1.3 37.9 22.5 4.5 0.4 2.4 0.6 13.4 13.9
Number of Traders in Each Category Total Traders: 88
12 21 5 6 6 . 23 15 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 91,547
Positions
30,841 39,064 1,213 6,272 9,918 1,145 34,726 20,593 4,158 336 2,176 552 12,305 12,730
Changes from: September 21, 2010 Total Change is: 10,899
-1,859 9,492 637 -377 716 -18 9,785 -1,225 1,017 285 -216 230 1,199 266
Percent of Open Interest Represented by Each Category of Trader
33.7 42.7 1.3 6.9 10.8 1.3 37.9 22.5 4.5 0.4 2.4 0.6 13.4 13.9
Number of Traders in Each Category Total Traders: 88
12 21 5 6 6 . 23 15 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 931,013
Positions
25,866 251,778 44,662 424,301 152,113 61,198 86,632 141,878 121,128 14,082 24,955 13,293 139,850 120,007
Changes from: September 21, 2010 Total Change is: 43,068
3,339 26,378 8,407 -1,569 -3,987 -2,688 10,455 -5,405 25,958 343 475 1,548 -2,724 -7,618
Percent of Open Interest Represented by Each Category of Trader
2.8 27.0 4.8 45.6 16.3 6.6 9.3 15.2 13.0 1.5 2.7 1.4 15.0 12.9
Number of Traders in Each Category Total Traders: 560
28 54 26 105 66 68 103 148 118 21 33 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 378,725
Positions
13,843 138,280 7,698 145,999 48,371 12,658 47,683 23,670 57,430 7,656 11,496 9,129 76,628 69,993
Changes from: September 21, 2010 Total Change is: 20,313
2,670 14,554 1,102 -733 208 -588 11,224 -481 7,351 51 -747 1,837 -2,600 -2,923
Percent of Open Interest Represented by Each Category of Trader
3.7 36.5 2.0 38.6 12.8 3.3 12.6 6.2 15.2 2.0 3.0 2.4 20.2 18.5
Number of Traders in Each Category Total Traders: 149
7 24 10 31 17 21 26 31 47 4 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 2,761,436
Positions
128,288 635,663 116,648 1,400,953 528,154 233,254 334,472 730,767 178,762 32,422 67,589 20,525 316,111 250,074
Changes from: September 21, 2010 Total Change is: 113,773
27,410 83,187 12,464 -4,300 -21,093 -10,380 54,739 33,962 34,449 1,551 6,202 -1,538 -621 -23,478
Percent of Open Interest Represented by Each Category of Trader
4.6 23.0 4.2 50.7 19.1 8.4 12.1 26.5 6.5 1.2 2.4 0.7 11.4 9.1
Number of Traders in Each Category Total Traders: 495
28 47 22 88 56 54 98 133 99 18 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 108,814
Positions
10,804 30,757 10,509 55,277 43,855 4,055 16,357 15,740 516 1,422 0 0 9,874 3,383
Changes from: September 21, 2010 Total Change is: 4,481
-1,041 2,417 480 1,416 648 75 2,621 1,468 38 212 0 0 680 -645
Percent of Open Interest Represented by Each Category of Trader
9.9 28.3 9.7 50.8 40.3 3.7 15.0 14.5 0.5 1.3 0.0 0.0 9.1 3.1
Number of Traders in Each Category Total Traders: 86
4 8 . 34 13 10 13 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 83,826
Positions
15,819 34,997 719 19,854 17,833 2,954 33,381 18,556 2,318 1,426 3,440 159 7,195 2,851
Changes from: September 21, 2010 Total Change is: 13,692
-1,328 9,394 -338 24 302 -24 13,505 3,563 882 175 305 45 751 -436
Percent of Open Interest Represented by Each Category of Trader
18.9 41.7 0.9 23.7 21.3 3.5 39.8 22.1 2.8 1.7 4.1 0.2 8.6 3.4
Number of Traders in Each Category Total Traders: 254
18 30 6 38 18 9 67 55 24 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 419,132
Positions
79,097 174,983 3,596 99,272 89,164 14,768 166,906 92,780 11,589 7,131 17,199 796 35,977 14,257
Changes from: September 21, 2010 Total Change is: 68,462
-6,639 46,970 -1,692 122 1,510 -122 67,524 17,813 4,412 874 1,523 226 3,756 -2,179
Percent of Open Interest Represented by Each Category of Trader
18.9 41.7 0.9 23.7 21.3 3.5 39.8 22.1 2.8 1.7 4.1 0.2 8.6 3.4
Number of Traders in Each Category Total Traders: 254
18 30 6 38 18 9 67 55 24 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 397,939
Positions
180,402 46,382 2,796 127,829 156,231 16,035 48,361 137,824 5,314 2,571 15,014 2 14,630 18,342
Changes from: September 21, 2010 Total Change is: 1,089
-7,998 7,677 -312 3,069 -2,965 -950 4,452 -4,829 897 524 1,744 2 1,405 -175
Percent of Open Interest Represented by Each Category of Trader
45.3 11.7 0.7 32.1 39.3 4.0 12.2 34.6 1.3 0.6 3.8 0.0 3.7 4.6
Number of Traders in Each Category Total Traders: 248
17 18 . 52 43 23 38 66 20 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 31,418
Positions
10,790 4,880 287 9,006 2,679 111 2,324 2,974 0 255 1,394 0 8,645 19,093
Changes from: September 21, 2010 Total Change is: 750
429 1,039 52 -94 0 -15 -1,157 -362 0 255 39 0 1,280 -3
Percent of Open Interest Represented by Each Category of Trader
34.3 15.5 0.9 28.7 8.5 0.4 7.4 9.5 0.0 0.8 4.4 0.0 27.5 60.8
Number of Traders in Each Category Total Traders: 49
13 7 . 9 . . 6 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 35,531
Positions
13,787 14,758 192 5,289 1,980 468 4,457 3,872 484 523 242 0 10,331 13,535
Changes from: September 21, 2010 Total Change is: 2,780
1,163 2,012 -154 -768 -734 75 -488 -1,126 322 270 242 0 2,360 2,143
Percent of Open Interest Represented by Each Category of Trader
38.8 41.5 0.5 14.9 5.6 1.3 12.5 10.9 1.4 1.5 0.7 0.0 29.1 38.1
Number of Traders in Each Category Total Traders: 44
10 8 . 7 . . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 32,699
Positions
0 2,431 0 24,070 17,895 3,831 1,829 5,723 0 0 270 0 2,969 2,549
Changes from: September 21, 2010 Total Change is: 2,007
0 782 0 1,307 -1,594 1,139 -49 996 0 0 -48 0 -390 732
Percent of Open Interest Represented by Each Category of Trader
0.0 7.4 0.0 73.6 54.7 11.7 5.6 17.5 0.0 0.0 0.8 0.0 9.1 7.8
Number of Traders in Each Category Total Traders: 46
0 . 0 20 13 8 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 29,281
Positions
2,416 11,119 0 11,991 4,402 688 4,869 10,814 0 2,857 225 0 6,460 2,033
Changes from: September 21, 2010 Total Change is: 894
164 123 0 -688 1,123 -68 142 -664 0 265 0 0 1,079 380
Percent of Open Interest Represented by Each Category of Trader
8.3 38.0 0.0 41.0 15.0 2.3 16.6 36.9 0.0 9.8 0.8 0.0 22.1 6.9
Number of Traders in Each Category Total Traders: 43
4 5 0 11 4 4 9 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 786,877
Positions
18,172 153,960 34,786 350,553 153,867 73,766 51,975 140,625 62,268 23,649 24,400 6,280 165,429 136,925
Changes from: September 21, 2010 Total Change is: -4,346
-511 -1,874 -444 3,275 1,356 -2,252 5,810 -2,604 -5,551 -3,335 2,877 -3,379 2,040 7,524
Percent of Open Interest Represented by Each Category of Trader
2.3 19.6 4.4 44.5 19.6 9.4 6.6 17.9 7.9 3.0 3.1 0.8 21.0 17.4
Number of Traders in Each Category Total Traders: 168
11 19 20 47 26 38 26 27 38 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 227,173
Positions
0 98,252 3,192 160,469 2,100 11,243 4,302 81,696 1,084 0 0 0 46,883 29,606
Changes from: September 21, 2010 Total Change is: 3,494
-1,549 4,579 255 1,592 0 528 2,302 2,256 5 0 0 0 360 -4,130
Percent of Open Interest Represented by Each Category of Trader
0.0 43.2 1.4 70.6 0.9 4.9 1.9 36.0 0.5 0.0 0.0 0.0 20.6 13.0
Number of Traders in Each Category Total Traders: 47
0 9 . 25 . 11 . 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 743,751
Positions
68,198 80,036 15,897 204,717 211,678 84,899 202,915 61,498 24,096 22,138 144,392 5,261 115,631 115,995
Changes from: September 21, 2010 Total Change is: -11,465
23,372 8,329 -511 -27,255 7,385 4,477 1,788 -12,830 -15,601 -690 1,981 -884 3,838 -3,811
Percent of Open Interest Represented by Each Category of Trader
9.2 10.8 2.1 27.5 28.5 11.4 27.3 8.3 3.2 3.0 19.4 0.7 15.5 15.6
Number of Traders in Each Category Total Traders: 210
14 26 11 34 45 38 41 23 22 5 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,106,654
Positions
67,741 341,713 218,139 815,418 352,141 176,229 172,060 369,191 204,573 83,989 51,084 49,621 318,886 343,964
Changes from: September 21, 2010 Total Change is: -80,032
14,261 16,470 -33,350 71,860 -20,336 -34,240 -36,510 36,551 -48,967 -31 8,758 -15,091 2,037 10,173
Percent of Open Interest Represented by Each Category of Trader
3.2 16.2 10.4 38.7 16.7 8.4 8.2 17.5 9.7 4.0 2.4 2.4 15.1 16.3
Number of Traders in Each Category Total Traders: 267
26 36 49 39 49 55 46 51 66 13 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 1,052,998
Positions
75,816 130,056 57,877 223,360 340,928 139,192 237,230 46,383 40,662 33,319 38,574 7,544 237,999 251,782
Changes from: September 21, 2010 Total Change is: 2,002
23,770 31,351 7,587 -29,567 -38,526 3,856 7,740 3,341 -12,905 -1,074 -1,115 -2,550 5,147 10,963
Percent of Open Interest Represented by Each Category of Trader
7.2 12.4 5.5 21.2 32.4 13.2 22.5 4.4 3.9 3.2 3.7 0.7 22.6 23.9
Number of Traders in Each Category Total Traders: 154
12 19 17 24 38 40 34 14 26 6 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,319,132
Positions
141,608 242,109 283,081 34,636 0 202,987 115,028 34,909 493,169 2,037 2,288 7,601 38,986 52,989
Changes from: September 21, 2010 Total Change is: 42,528
14,695 19,732 4,639 -4,289 0 4,910 3,967 -292 15,298 65 399 1,422 1,821 -3,580
Percent of Open Interest Represented by Each Category of Trader
10.7 18.4 21.5 2.6 0.0 15.4 8.7 2.6 37.4 0.2 0.2 0.6 3.0 4.0
Number of Traders in Each Category Total Traders: 120
28 24 44 6 0 5 37 20 45 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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 is12,608,661
Positions
1,592,858 3,141,787 2,524,120 819,839 195,727 741,170 1,385,525 326,388 4,096,353 199,281 306,527 309,314 940,201 967,275
Changes from: September 21, 2010 Total Change is: 528,745
-6,683 164,147 112,141 54,098 -61,849 61,357 54,919 7,330 206,537 4,437 4,477 21,430 20,509 13,175
Percent of Open Interest Represented by Each Category of Trader
12.6 24.9 20.0 6.5 1.6 5.9 11.0 2.6 32.5 1.6 2.4 2.5 7.5 7.7
Number of Traders in Each Category Total Traders: 274
30 60 85 9 15 21 72 55 102 8 16 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,111
Positions
2,482 4,899 1,300 915 765 71 1,263 3,776 0 4,800 175 0 280 125
Changes from: September 21, 2010 Total Change is: 1,246
1,315 -508 0 31 216 -151 103 1,736 -48 0 0 0 -4 1
Percent of Open Interest Represented by Each Category of Trader
22.3 44.1 11.7 8.2 6.9 0.6 11.4 34.0 0.0 43.2 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . 5 7 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 35,851
Positions
32,031 19,338 825 1,005 1,204 77 1,630 8,151 0 0 6,067 0 283 189
Changes from: September 21, 2010 Total Change is: 794
19 109 820 0 -263 0 -86 14 0 0 0 0 41 114
Percent of Open Interest Represented by Each Category of Trader
89.3 53.9 2.3 2.8 3.4 0.2 4.5 22.7 0.0 0.0 16.9 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 33
4 5 . . 4 . 6 8 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,482
Positions
12,680 7,565 122 401 400 742 13,586 18,589 854 2,333 1,536 1 2,762 3,672
Changes from: September 21, 2010 Total Change is: 4,558
-502 459 -8 -34 400 -127 4,316 3,116 69 1,749 174 0 -906 475
Percent of Open Interest Represented by Each Category of Trader
37.9 22.6 0.4 1.2 1.2 2.2 40.6 55.5 2.6 7.0 4.6 0.0 8.3 11.0
Number of Traders in Each Category Total Traders: 84
7 4 . . . . 13 36 6 11 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 114,567
Positions
82,474 38,108 7,438 671 375 1,954 536 38,570 6,848 569 3,979 1,868 12,209 15,427
Changes from: September 21, 2010 Total Change is: 2,032
4,665 -1,268 736 -404 227 -318 58 837 -819 -2 477 98 -1,982 2,062
Percent of Open Interest Represented by Each Category of Trader
72.0 33.3 6.5 0.6 0.3 1.7 0.5 33.7 6.0 0.5 3.5 1.6 10.7 13.5
Number of Traders in Each Category Total Traders: 56
4 10 11 . . 5 . 25 10 . 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 28, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,290
Positions
486 10,946 0 10,905 0 0 637 1,615 0 0 0 0 1,262 729
Changes from: September 21, 2010 Total Change is: -51
4 -10 0 35 0 0 -100 32 0 0 0 0 10 -73
Percent of Open Interest Represented by Each Category of Trader
3.7 82.4 0.0 82.1 0.0 0.0 4.8 12.2 0.0 0.0 0.0 0.0 9.5 5.5
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 5 0 0 0 0
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Updated October 1, 2010