Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 138,175
Positions
3,735 70,431 4,735 10,053 9,813 306 58,373 15,818 9,229 7,437 9,077 1,524 42,784 17,242
Changes from: September 28, 2010 Total Change is: 22,939
1,507 10,556 188 904 341 18 16,851 5,411 2,073 1,061 2,089 374 -36 1,889
Percent of Open Interest Represented by Each Category of Trader
2.7 51.0 3.4 7.3 7.1 0.2 42.2 11.4 6.7 5.4 6.6 1.1 31.0 12.5
Number of Traders in Each Category Total Traders: 99
. 15 10 . 4 . 41 19 23 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 63,657
Positions
3,650 31,086 4,610 2,299 841 455 29,129 12,692 2,839 0 500 0 20,675 10,634
Changes from: September 28, 2010 Total Change is: 4,960
-1,087 4,547 1,443 -81 -30 31 3,845 -1,785 852 0 0 0 -43 -100
Percent of Open Interest Represented by Each Category of Trader
5.7 48.8 7.2 3.6 1.3 0.7 45.8 19.9 4.5 0.0 0.8 0.0 32.5 16.7
Number of Traders in Each Category Total Traders: 54
. 11 6 . . . 23 11 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 98,680
Positions
9,208 24,650 4,150 13,963 14,568 1,198 36,121 11,758 5,968 1,306 15,710 34 26,731 20,644
Changes from: September 28, 2010 Total Change is: 10,148
-1,136 11,849 -248 19 575 439 10,203 -3,139 1,060 -276 1,708 34 54 -2,131
Percent of Open Interest Represented by Each Category of Trader
9.3 25.0 4.2 14.2 14.8 1.2 36.6 11.9 6.0 1.3 15.9 0.0 27.1 20.9
Number of Traders in Each Category Total Traders: 91
7 13 10 8 11 4 29 15 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 160,538
Positions
8,575 80,991 8,049 41,856 6,031 1,300 58,377 16,152 8,113 1,641 7,755 43 32,585 32,103
Changes from: September 28, 2010 Total Change is: 26,950
-2,568 13,324 2,892 1,426 -149 280 21,594 2,398 1,228 -941 2,548 -15 3,053 4,444
Percent of Open Interest Represented by Each Category of Trader
5.3 50.4 5.0 26.1 3.8 0.8 36.4 10.1 5.1 1.0 4.8 0.0 20.3 20.0
Number of Traders in Each Category Total Traders: 119
9 14 10 13 9 4 32 28 27 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 295,326
Positions
55,225 80,965 30,954 24,553 27,797 3,384 43,090 26,809 48,056 16,839 5,653 9,290 63,935 62,418
Changes from: September 28, 2010 Total Change is: 26,494
8,345 10,116 5,614 843 -1,188 64 -4,461 -8,416 11,607 -580 1,902 2,324 2,737 4,471
Percent of Open Interest Represented by Each Category of Trader
18.7 27.4 10.5 8.3 9.4 1.1 14.6 9.1 16.3 5.7 1.9 3.1 21.6 21.1
Number of Traders in Each Category Total Traders: 183
20 18 16 16 16 10 40 50 45 10 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 155,176
Positions
5,667 106,998 6,812 21,007 3,117 232 77,486 7,966 6,851 711 4,266 1,282 35,127 17,651
Changes from: September 28, 2010 Total Change is: 4,091
757 2,440 849 1,387 -430 42 -2,041 583 573 -196 -382 391 2,329 25
Percent of Open Interest Represented by Each Category of Trader
3.7 69.0 4.4 13.5 2.0 0.1 49.9 5.1 4.4 0.5 2.7 0.8 22.6 11.4
Number of Traders in Each Category Total Traders: 83
4 16 8 6 4 . 33 14 14 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 37,528
Positions
4,620 23,637 6,369 0 0 0 15,209 4,640 2,116 827 20 602 7,785 144
Changes from: September 28, 2010 Total Change is: 1,358
140 1,823 -159 0 0 0 1,936 1,474 -1,336 827 0 0 -50 -444
Percent of Open Interest Represented by Each Category of Trader
12.3 63.0 17.0 0.0 0.0 0.0 40.5 12.4 5.6 2.2 0.1 1.6 20.7 0.4
Number of Traders in Each Category Total Traders: 21
5 9 6 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 139,575
Positions
6,079 111,307 324 22,050 150 220 101,423 10,394 0 2,966 15,480 0 6,513 1,700
Changes from: September 28, 2010 Total Change is: 15,994
160 18,002 0 -277 0 80 16,723 -7,183 -2 -471 5,215 0 -219 -118
Percent of Open Interest Represented by Each Category of Trader
4.4 79.7 0.2 15.8 0.1 0.2 72.7 7.4 0.0 2.1 11.1 0.0 4.7 1.2
Number of Traders in Each Category Total Traders: 105
6 17 . 10 . . 41 16 0 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 26,042
Positions
1,953 17,658 31 650 136 0 19,104 6,351 0 482 280 0 3,822 1,586
Changes from: September 28, 2010 Total Change is: 77
40 -345 0 50 0 0 -231 547 0 116 -195 0 102 70
Percent of Open Interest Represented by Each Category of Trader
7.5 67.8 0.1 2.5 0.5 0.0 73.4 24.4 0.0 1.9 1.1 0.0 14.7 6.1
Number of Traders in Each Category Total Traders: 37
. 12 . . . 0 10 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 50,554
Positions
15,804 23,123 753 2,651 4,831 578 21,083 11,852 1,735 140 1,626 329 7,481 5,727
Changes from: September 28, 2010 Total Change is: 4,780
384 3,592 146 -486 -128 5 3,720 1,555 -344 -28 539 53 1,328 -638
Percent of Open Interest Represented by Each Category of Trader
31.3 45.7 1.5 5.2 9.6 1.1 41.7 23.4 3.4 0.3 3.2 0.7 14.8 11.3
Number of Traders in Each Category Total Traders: 91
12 20 5 4 6 . 28 15 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 101,108
Positions
31,609 46,247 1,505 5,301 9,662 1,155 42,166 23,704 3,470 280 3,253 659 14,962 11,453
Changes from: September 28, 2010 Total Change is: 9,561
768 7,183 293 -971 -256 10 7,440 3,111 -687 -56 1,077 107 2,657 -1,277
Percent of Open Interest Represented by Each Category of Trader
31.3 45.7 1.5 5.2 9.6 1.1 41.7 23.4 3.4 0.3 3.2 0.7 14.8 11.3
Number of Traders in Each Category Total Traders: 91
12 20 5 4 6 . 28 15 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 962,285
Positions
23,829 254,910 52,952 418,650 150,470 63,704 89,334 143,191 136,576 16,287 28,406 14,072 146,882 118,005
Changes from: September 28, 2010 Total Change is: 31,272
-2,037 3,132 8,290 -5,651 -1,643 2,506 2,702 1,314 15,448 2,205 3,451 779 7,032 -2,003
Percent of Open Interest Represented by Each Category of Trader
2.5 26.5 5.5 43.5 15.6 6.6 9.3 14.9 14.2 1.7 3.0 1.5 15.3 12.3
Number of Traders in Each Category Total Traders: 568
28 52 28 109 66 67 99 149 117 26 39 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 391,839
Positions
15,612 146,807 8,346 146,676 47,642 11,905 51,427 25,518 62,347 8,183 11,732 9,654 77,689 67,888
Changes from: September 28, 2010 Total Change is: 13,113
1,769 8,527 648 676 -730 -753 3,743 1,848 4,917 527 236 524 1,061 -2,105
Percent of Open Interest Represented by Each Category of Trader
4.0 37.5 2.1 37.4 12.2 3.0 13.1 6.5 15.9 2.1 3.0 2.5 19.8 17.3
Number of Traders in Each Category Total Traders: 154
7 25 10 31 17 20 23 33 46 7 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 2,852,231
Positions
136,983 636,413 127,131 1,375,841 530,108 243,025 363,303 762,135 197,374 41,039 83,891 21,572 345,964 250,582
Changes from: September 28, 2010 Total Change is: 90,795
8,694 750 10,483 -25,112 1,955 9,771 28,831 31,368 18,611 8,617 16,302 1,046 29,853 509
Percent of Open Interest Represented by Each Category of Trader
4.8 22.3 4.5 48.2 18.6 8.5 12.7 26.7 6.9 1.4 2.9 0.8 12.1 8.8
Number of Traders in Each Category Total Traders: 499
26 47 23 90 58 54 95 133 97 21 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 108,925
Positions
10,563 33,021 10,693 52,138 42,289 5,151 18,069 13,905 110 1,439 0 0 10,762 3,756
Changes from: September 28, 2010 Total Change is: 111
-241 2,264 184 -3,139 -1,566 1,096 1,712 -1,835 -406 17 0 0 887 373
Percent of Open Interest Represented by Each Category of Trader
9.7 30.3 9.8 47.9 38.8 4.7 16.6 12.8 0.1 1.3 0.0 0.0 9.9 3.4
Number of Traders in Each Category Total Traders: 86
5 9 . 32 13 11 16 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 112,819
Positions
10,837 41,891 14,120 20,650 18,129 3,047 39,688 14,452 11,344 1,346 3,195 187 11,600 6,454
Changes from: September 28, 2010 Total Change is: 28,992
-4,983 6,894 13,401 796 296 94 6,307 -4,104 9,026 -81 -245 28 4,405 3,603
Percent of Open Interest Represented by Each Category of Trader
9.6 37.1 12.5 18.3 16.1 2.7 35.2 12.8 10.1 1.2 2.8 0.2 10.3 5.7
Number of Traders in Each Category Total Traders: 248
21 31 11 36 19 11 65 51 21 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 19,481
Positions
7,635 13,950 3 236 300 0 8,432 1,593 0 0 0 0 3,175 3,635
Changes from: September 28, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.2 71.6 0.0 1.2 1.5 0.0 43.3 8.2 0.0 0.0 0.0 0.0 16.3 18.7
Number of Traders in Each Category Total Traders: 22
. 12 . . . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 466,689
Positions
82,192 205,889 4,401 102,346 89,420 14,961 203,667 111,680 9,331 6,728 15,973 937 42,126 14,097
Changes from: September 28, 2010 Total Change is: 47,557
3,095 30,906 805 3,074 256 193 36,761 18,900 -2,258 -403 -1,226 140 6,149 -159
Percent of Open Interest Represented by Each Category of Trader
17.6 44.1 0.9 21.9 19.2 3.2 43.6 23.9 2.0 1.4 3.4 0.2 9.0 3.0
Number of Traders in Each Category Total Traders: 246
22 29 6 35 19 10 65 51 17 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 396,460
Positions
173,529 46,492 2,802 122,179 152,340 20,688 52,564 140,064 5,881 2,649 10,726 13 16,155 17,454
Changes from: September 28, 2010 Total Change is: -1,478
-6,873 110 6 -5,650 -3,891 4,653 4,203 2,240 567 78 -4,288 11 1,525 -888
Percent of Open Interest Represented by Each Category of Trader
43.8 11.7 0.7 30.8 38.4 5.2 13.3 35.3 1.5 0.7 2.7 0.0 4.1 4.4
Number of Traders in Each Category Total Traders: 248
18 19 . 54 41 24 39 63 19 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 32,389
Positions
9,965 4,824 805 8,656 1,129 151 2,348 2,425 36 755 1,376 0 9,673 21,643
Changes from: September 28, 2010 Total Change is: 971
-825 -56 518 -350 -1,550 40 24 -549 36 500 -18 0 1,028 2,550
Percent of Open Interest Represented by Each Category of Trader
30.8 14.9 2.5 26.7 3.5 0.5 7.2 7.5 0.1 2.3 4.2 0.0 29.9 66.8
Number of Traders in Each Category Total Traders: 45
14 6 . 8 . . 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 40,795
Positions
14,265 17,169 586 5,567 1,726 713 8,305 8,508 368 549 726 0 10,442 10,999
Changes from: September 28, 2010 Total Change is: 5,264
478 2,411 394 278 -254 245 3,848 4,636 -116 26 484 0 111 -2,536
Percent of Open Interest Represented by Each Category of Trader
35.0 42.1 1.4 13.6 4.2 1.7 20.4 20.9 0.9 1.3 1.8 0.0 25.6 27.0
Number of Traders in Each Category Total Traders: 50
11 12 . 7 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 30,517
Positions
0 1,535 0 21,514 17,299 3,758 1,841 5,341 0 0 220 0 3,404 2,364
Changes from: September 28, 2010 Total Change is: -2,182
0 -896 0 -2,556 -596 -73 12 -382 0 0 -50 0 435 -185
Percent of Open Interest Represented by Each Category of Trader
0.0 5.0 0.0 70.5 56.7 12.3 6.0 17.5 0.0 0.0 0.7 0.0 11.2 7.7
Number of Traders in Each Category Total Traders: 43
0 . 0 17 14 8 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 30,527
Positions
1,951 11,128 0 14,420 4,439 701 3,839 12,204 0 3,124 0 0 6,492 2,055
Changes from: September 28, 2010 Total Change is: 1,246
-465 9 0 2,429 37 13 -1,030 1,390 0 267 -225 0 32 22
Percent of Open Interest Represented by Each Category of Trader
6.4 36.5 0.0 47.2 14.5 2.3 12.6 40.0 0.0 10.2 0.0 0.0 21.3 6.7
Number of Traders in Each Category Total Traders: 40
4 5 0 11 5 4 7 . 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 776,072
Positions
19,331 157,628 34,581 350,684 150,760 60,671 58,555 134,518 57,173 22,032 36,172 10,442 162,604 134,127
Changes from: September 28, 2010 Total Change is: -10,805
1,159 3,669 -205 131 -3,107 -13,095 6,580 -6,106 -5,095 -1,617 11,771 4,162 -2,826 -2,799
Percent of Open Interest Represented by Each Category of Trader
2.5 20.3 4.5 45.2 19.4 7.8 7.5 17.3 7.4 2.8 4.7 1.3 21.0 17.3
Number of Traders in Each Category Total Traders: 173
10 19 21 47 26 40 29 27 41 5 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 226,362
Positions
0 97,039 575 164,782 0 10,865 2,000 84,085 105 0 0 0 48,036 33,694
Changes from: September 28, 2010 Total Change is: -811
0 -1,213 -2,617 4,313 -2,100 -378 -2,302 2,389 -980 0 0 0 1,153 4,088
Percent of Open Interest Represented by Each Category of Trader
0.0 42.9 0.3 72.8 0.0 4.8 0.9 37.1 0.0 0.0 0.0 0.0 21.2 14.9
Number of Traders in Each Category Total Traders: 44
0 8 . 25 0 10 . 10 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 757,975
Positions
65,014 75,711 16,598 174,180 222,316 90,087 247,112 56,302 26,136 22,468 150,453 5,895 110,485 114,477
Changes from: September 28, 2010 Total Change is: 14,224
-3,184 -4,325 702 -30,537 10,638 5,188 44,197 -5,196 2,040 330 6,062 634 -5,145 -1,518
Percent of Open Interest Represented by Each Category of Trader
8.6 10.0 2.2 23.0 29.3 11.9 32.6 7.4 3.4 3.0 19.8 0.8 14.6 15.1
Number of Traders in Each Category Total Traders: 217
18 24 11 36 43 39 46 22 23 5 22 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 2,276,400
Positions
65,252 367,396 254,657 776,781 345,556 180,643 184,610 385,668 262,789 130,860 49,077 100,241 320,567 330,372
Changes from: September 28, 2010 Total Change is: 169,746
-2,489 25,684 36,519 -38,637 -6,585 4,415 12,550 16,477 58,216 46,871 -2,006 50,620 1,681 -13,592
Percent of Open Interest Represented by Each Category of Trader
2.9 16.1 11.2 34.1 15.2 7.9 8.1 16.9 11.5 5.7 2.2 4.4 14.1 14.5
Number of Traders in Each Category Total Traders: 286
32 34 49 39 56 60 47 56 74 15 7 12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,069,544
Positions
81,629 136,105 58,416 192,420 334,942 124,005 275,909 57,799 57,055 40,993 41,385 10,281 228,835 249,555
Changes from: September 28, 2010 Total Change is: 16,546
5,813 6,049 539 -30,940 -5,986 -15,187 38,679 11,416 16,393 7,674 2,812 2,737 -9,164 -2,227
Percent of Open Interest Represented by Each Category of Trader
7.6 12.7 5.5 18.0 31.3 11.6 25.8 5.4 5.3 3.8 3.9 1.0 21.4 23.3
Number of Traders in Each Category Total Traders: 164
13 18 20 24 36 37 33 25 33 5 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 1,276,759
Positions
149,306 226,265 261,737 17,154 0 2,281 88,127 31,566 491,699 17,888 690 210,362 38,205 52,159
Changes from: September 28, 2010 Total Change is: -42,373
7,699 -15,843 -21,343 -17,481 0 -200,706 -26,901 -3,343 -1,470 15,850 -1,598 202,761 -781 -830
Percent of Open Interest Represented by Each Category of Trader
11.7 17.7 20.5 1.3 0.0 0.2 6.9 2.5 38.5 1.4 0.1 16.5 3.0 4.1
Number of Traders in Each Category Total Traders: 113
29 24 42 6 0 4 29 19 40 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,812,918
Positions
1,544,700 3,187,601 2,550,755 842,204 236,113 217,784 1,461,456 302,400 4,219,225 190,246 308,811 793,201 993,347 997,026
Changes from: September 28, 2010 Total Change is: 204,257
-48,159 45,815 26,635 22,365 40,386 -523,386 75,931 -23,988 122,872 -9,035 2,284 483,887 53,146 29,752
Percent of Open Interest Represented by Each Category of Trader
12.1 24.9 19.9 6.6 1.8 1.7 11.4 2.4 32.9 1.5 2.4 6.2 7.8 7.8
Number of Traders in Each Category Total Traders: 276
29 62 88 9 14 19 81 50 105 10 16 21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 11,163
Positions
2,297 4,881 1,300 973 814 22 1,372 3,810 58 4,800 175 0 341 103
Changes from: September 28, 2010 Total Change is: 52
-185 -18 0 58 49 -49 109 34 58 0 0 0 61 -22
Percent of Open Interest Represented by Each Category of Trader
20.6 43.7 11.6 8.7 7.3 0.2 12.3 34.1 0.5 43.0 1.6 0.0 3.1 0.9
Number of Traders in Each Category Total Traders: 30
. 4 . . 5 . 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 39,080
Positions
32,942 24,492 1,933 1,624 1,262 77 2,144 5,180 0 0 6,059 0 360 77
Changes from: September 28, 2010 Total Change is: 3,229
911 5,154 1,108 619 58 0 514 -2,971 0 0 -8 0 77 -112
Percent of Open Interest Represented by Each Category of Trader
84.3 62.7 4.9 4.2 3.2 0.2 5.5 13.3 0.0 0.0 15.5 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 32
4 5 . . 4 . 6 7 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 35,015
Positions
14,927 7,389 147 416 828 740 13,055 18,863 892 1,829 2,107 1 3,007 4,047
Changes from: September 28, 2010 Total Change is: 1,533
2,248 -176 25 15 428 -2 -532 274 37 -504 571 0 245 375
Percent of Open Interest Represented by Each Category of Trader
42.6 21.1 0.4 1.2 2.4 2.1 37.3 53.9 2.5 5.2 6.0 0.0 8.6 11.6
Number of Traders in Each Category Total Traders: 83
7 . . . . . 17 34 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 115,035
Positions
81,675 39,525 5,569 671 190 2,125 925 37,806 8,060 637 4,458 2,126 13,247 15,176
Changes from: September 28, 2010 Total Change is: 468
-799 1,417 -1,869 0 -185 171 389 -764 1,212 68 479 258 1,038 -251
Percent of Open Interest Represented by Each Category of Trader
71.0 34.4 4.8 0.6 0.2 1.8 0.8 32.9 7.0 0.6 3.9 1.8 11.5 13.2
Number of Traders in Each Category Total Traders: 62
5 10 12 . . 5 . 28 13 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 4,561
Positions
532 2,159 0 1,615 67 41 1,197 2,212 0 880 45 0 296 37
Changes from: September 28, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.7 47.3 0.0 35.4 1.5 0.9 26.2 48.5 0.0 19.3 1.0 0.0 6.5 0.8
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 5, 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 13,999
Positions
489 11,145 71 11,030 0 0 1,399 2,144 0 0 0 0 1,010 639
Changes from: September 28, 2010 Total Change is: 709
3 199 71 125 0 0 762 529 0 0 0 0 -252 -90
Percent of Open Interest Represented by Each Category of Trader
3.5 79.6 0.5 78.8 0.0 0.0 10.0 15.3 0.0 0.0 0.0 0.0 7.2 4.6
Number of Traders in Each Category Total Traders: 24
. 4 . 8 0 0 7 4 0 0 0 0
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Updated October 8, 2010