Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 135,955
Positions
5,886 73,851 3,762 10,632 9,419 228 57,630 14,484 5,638 7,891 10,041 867 43,420 17,664
Changes from: October 5, 2010 Total Change is: -2,221
2,151 3,420 -973 579 -394 -78 -742 -1,334 -3,590 454 964 -657 636 422
Percent of Open Interest Represented by Each Category of Trader
4.3 54.3 2.8 7.8 6.9 0.2 42.4 10.7 4.1 5.8 7.4 0.6 31.9 13.0
Number of Traders in Each Category Total Traders: 92
6 14 10 . . . 38 13 17 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 61,990
Positions
4,356 30,709 2,957 1,824 876 421 29,804 13,759 1,819 0 500 0 20,809 10,949
Changes from: October 5, 2010 Total Change is: -1,667
706 -377 -1,653 -475 35 -34 675 1,068 -1,020 0 0 0 134 315
Percent of Open Interest Represented by Each Category of Trader
7.0 49.5 4.8 2.9 1.4 0.7 48.1 22.2 2.9 0.0 0.8 0.0 33.6 17.7
Number of Traders in Each Category Total Traders: 52
4 12 5 . . . 23 8 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 100,637
Positions
11,141 25,148 3,459 13,269 15,270 1,784 38,161 12,735 4,059 1,544 16,552 0 27,220 21,630
Changes from: October 5, 2010 Total Change is: 1,957
1,933 497 -692 -694 702 587 2,040 978 -1,909 238 842 -34 488 986
Percent of Open Interest Represented by Each Category of Trader
11.1 25.0 3.4 13.2 15.2 1.8 37.9 12.7 4.0 1.5 16.4 0.0 27.0 21.5
Number of Traders in Each Category Total Traders: 90
9 12 10 7 12 6 29 15 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 161,837
Positions
11,252 85,190 9,198 40,817 5,975 1,286 57,170 12,806 6,878 1,807 7,024 24 33,404 33,455
Changes from: October 5, 2010 Total Change is: 1,300
2,677 4,199 1,150 -1,039 -56 -14 -1,206 -3,346 -1,234 166 -732 -19 820 1,352
Percent of Open Interest Represented by Each Category of Trader
7.0 52.6 5.7 25.2 3.7 0.8 35.3 7.9 4.3 1.1 4.3 0.0 20.6 20.7
Number of Traders in Each Category Total Traders: 119
10 16 9 11 9 4 37 23 21 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 261,803
Positions
55,147 86,364 22,184 23,364 24,249 2,363 43,218 27,591 31,517 18,195 6,071 7,417 58,399 54,048
Changes from: October 5, 2010 Total Change is: -33,523
-79 5,399 -8,770 -1,190 -3,549 -1,021 128 782 -16,539 1,357 418 -1,873 -5,536 -8,370
Percent of Open Interest Represented by Each Category of Trader
21.1 33.0 8.5 8.9 9.3 0.9 16.5 10.5 12.0 7.0 2.3 2.8 22.3 20.6
Number of Traders in Each Category Total Traders: 176
19 17 16 16 14 7 42 44 40 12 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 148,736
Positions
4,907 107,762 5,704 22,337 3,682 258 76,322 6,644 3,531 779 4,111 899 33,999 16,145
Changes from: October 5, 2010 Total Change is: -6,440
-760 765 -1,108 1,330 565 26 -1,164 -1,322 -3,320 68 -155 -383 -1,128 -1,507
Percent of Open Interest Represented by Each Category of Trader
3.3 72.5 3.8 15.0 2.5 0.2 51.3 4.5 2.4 0.5 2.8 0.6 22.9 10.9
Number of Traders in Each Category Total Traders: 79
4 16 6 6 4 . 33 9 9 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 39,446
Positions
4,620 25,663 6,125 0 0 0 16,532 4,826 2,116 976 16 606 8,471 94
Changes from: October 5, 2010 Total Change is: 1,918
0 2,026 -244 0 0 0 1,323 186 0 149 -4 4 686 -50
Percent of Open Interest Represented by Each Category of Trader
11.7 65.1 15.5 0.0 0.0 0.0 41.9 12.2 5.4 2.5 0.0 1.5 21.5 0.2
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 12, 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 141,728
Positions
6,755 109,665 349 20,828 150 220 103,458 11,276 0 3,321 18,668 0 6,797 1,400
Changes from: October 5, 2010 Total Change is: 2,153
676 -1,642 25 -1,222 0 0 2,035 882 0 355 3,188 0 284 -300
Percent of Open Interest Represented by Each Category of Trader
4.8 77.4 0.2 14.7 0.1 0.2 73.0 8.0 0.0 2.3 13.2 0.0 4.8 1.0
Number of Traders in Each Category Total Traders: 112
6 17 . 10 . . 45 15 0 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 26,437
Positions
1,960 18,351 31 578 726 0 19,393 6,052 0 527 150 0 3,948 1,127
Changes from: October 5, 2010 Total Change is: 395
7 693 0 -72 590 0 289 -299 0 45 -130 0 126 -459
Percent of Open Interest Represented by Each Category of Trader
7.4 69.4 0.1 2.2 2.7 0.0 73.4 22.9 0.0 2.0 0.6 0.0 14.9 4.3
Number of Traders in Each Category Total Traders: 37
. 13 . . . 0 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 47,098
Positions
16,832 19,551 619 2,811 4,899 641 17,195 12,806 1,888 279 1,352 302 6,532 5,040
Changes from: October 5, 2010 Total Change is: -3,456
1,027 -3,572 -134 160 68 63 -3,888 954 153 139 -274 -27 -949 -687
Percent of Open Interest Represented by Each Category of Trader
35.7 41.5 1.3 6.0 10.4 1.4 36.5 27.2 4.0 0.6 2.9 0.6 13.9 10.7
Number of Traders in Each Category Total Traders: 94
13 19 5 4 7 . 28 16 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 94,196
Positions
33,664 39,103 1,238 5,621 9,797 1,281 34,390 25,612 3,776 559 2,704 605 13,063 10,080
Changes from: October 5, 2010 Total Change is: -6,912
2,055 -7,144 -267 320 135 126 -7,777 1,909 306 279 -549 -54 -1,899 -1,373
Percent of Open Interest Represented by Each Category of Trader
35.7 41.5 1.3 6.0 10.4 1.4 36.5 27.2 4.0 0.6 2.9 0.6 13.9 10.7
Number of Traders in Each Category Total Traders: 94
13 19 5 4 7 . 28 16 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 981,231
Positions
26,846 269,878 58,240 423,143 143,994 62,591 90,362 146,181 141,812 17,310 27,027 14,398 146,528 117,109
Changes from: October 5, 2010 Total Change is: 18,946
3,016 14,968 5,289 4,493 -6,476 -1,112 1,029 2,990 5,237 1,023 -1,379 326 -354 -896
Percent of Open Interest Represented by Each Category of Trader
2.7 27.5 5.9 43.1 14.7 6.4 9.2 14.9 14.5 1.8 2.8 1.5 14.9 11.9
Number of Traders in Each Category Total Traders: 561
29 45 29 109 64 63 105 144 115 29 36 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 399,310
Positions
19,574 152,066 9,310 145,391 46,083 11,304 53,082 28,101 64,372 9,062 12,481 9,313 77,903 66,279
Changes from: October 5, 2010 Total Change is: 7,472
3,962 5,260 964 -1,285 -1,559 -601 1,655 2,583 2,025 879 749 -341 213 -1,609
Percent of Open Interest Represented by Each Category of Trader
4.9 38.1 2.3 36.4 11.5 2.8 13.3 7.0 16.1 2.3 3.1 2.3 19.5 16.6
Number of Traders in Each Category Total Traders: 157
8 25 10 30 17 20 21 37 48 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 2,909,604
Positions
152,147 704,851 128,861 1,400,643 501,433 244,558 365,152 769,149 208,452 47,387 78,877 19,277 343,127 254,146
Changes from: October 5, 2010 Total Change is: 57,373
15,165 68,438 1,730 24,802 -28,675 1,533 1,849 7,014 11,078 6,348 -5,014 -2,295 -2,837 3,564
Percent of Open Interest Represented by Each Category of Trader
5.2 24.2 4.4 48.1 17.2 8.4 12.5 26.4 7.2 1.6 2.7 0.7 11.8 8.7
Number of Traders in Each Category Total Traders: 495
26 41 24 92 54 50 102 130 95 23 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 106,532
Positions
12,491 32,123 10,463 50,004 40,899 5,236 16,084 13,410 142 1,205 0 0 10,907 4,258
Changes from: October 5, 2010 Total Change is: -2,393
1,928 -898 -230 -2,134 -1,390 85 -1,985 -495 32 -234 0 0 145 503
Percent of Open Interest Represented by Each Category of Trader
11.7 30.2 9.8 46.9 38.4 4.9 15.1 12.6 0.1 1.1 0.0 0.0 10.2 4.0
Number of Traders in Each Category Total Traders: 80
5 8 . 30 12 11 16 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 110,505
Positions
13,539 39,848 14,414 21,607 17,689 2,920 33,446 13,406 12,263 1,229 2,845 558 10,529 6,562
Changes from: October 5, 2010 Total Change is: -2,313
2,703 -2,043 294 957 -440 -127 -6,242 -1,045 919 -116 -350 370 -1,071 108
Percent of Open Interest Represented by Each Category of Trader
12.3 36.1 13.0 19.6 16.0 2.6 30.3 12.1 11.1 1.1 2.6 0.5 9.5 5.9
Number of Traders in Each Category Total Traders: 244
24 29 13 39 17 11 64 44 27 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 20,257
Positions
8,390 14,350 3 258 300 0 8,065 2,084 0 341 0 0 3,200 3,520
Changes from: October 5, 2010 Total Change is: 776
755 400 0 22 0 0 -367 491 0 341 0 0 25 -115
Percent of Open Interest Represented by Each Category of Trader
41.4 70.8 0.0 1.3 1.5 0.0 39.8 10.3 0.0 1.7 0.0 0.0 15.8 17.4
Number of Traders in Each Category Total Traders: 24
4 12 . . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 451,243
Positions
92,887 194,629 4,914 106,747 86,946 14,601 175,539 105,246 12,680 6,146 15,930 1,083 36,646 15,213
Changes from: October 5, 2010 Total Change is: -15,445
10,695 -11,259 513 4,401 -2,474 -360 -28,128 -6,434 3,349 -582 -43 147 -5,480 1,116
Percent of Open Interest Represented by Each Category of Trader
20.6 43.1 1.1 23.7 19.3 3.2 38.9 23.3 2.8 1.4 3.5 0.2 8.1 3.4
Number of Traders in Each Category Total Traders: 241
24 28 7 38 16 11 65 43 23 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 395,340
Positions
172,846 51,479 2,349 119,110 150,334 21,212 53,867 134,968 6,298 2,378 12,303 12 17,269 16,386
Changes from: October 5, 2010 Total Change is: -1,120
-683 4,987 -453 -3,069 -2,006 524 1,302 -5,096 417 -270 1,577 -1 1,113 -1,069
Percent of Open Interest Represented by Each Category of Trader
43.7 13.0 0.6 30.1 38.0 5.4 13.6 34.1 1.6 0.6 3.1 0.0 4.4 4.1
Number of Traders in Each Category Total Traders: 251
18 20 . 52 41 24 40 66 24 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 34,118
Positions
8,677 4,701 1,226 8,949 1,168 454 3,552 4,681 110 755 953 0 10,395 20,825
Changes from: October 5, 2010 Total Change is: 1,729
-1,288 -123 421 293 39 303 1,204 2,256 74 0 -423 0 722 -818
Percent of Open Interest Represented by Each Category of Trader
25.4 13.8 3.6 26.2 3.4 1.3 10.4 13.7 0.3 2.2 2.8 0.0 30.5 61.0
Number of Traders in Each Category Total Traders: 49
12 5 . 9 . . 10 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 36,800
Positions
15,002 16,360 562 5,711 1,688 655 5,101 8,518 405 754 726 20 8,590 7,866
Changes from: October 5, 2010 Total Change is: -3,995
737 -809 -24 144 -38 -58 -3,204 10 37 205 0 20 -1,852 -3,133
Percent of Open Interest Represented by Each Category of Trader
40.8 44.5 1.5 15.5 4.6 1.8 13.9 23.1 1.1 2.0 2.0 0.1 23.3 21.4
Number of Traders in Each Category Total Traders: 46
10 10 . 7 . . 6 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 31,704
Positions
0 2,343 0 21,867 16,680 4,319 1,856 6,102 0 0 0 0 3,662 2,260
Changes from: October 5, 2010 Total Change is: 1,187
0 808 0 353 -619 561 15 761 0 0 -220 0 258 -104
Percent of Open Interest Represented by Each Category of Trader
0.0 7.4 0.0 69.0 52.6 13.6 5.9 19.2 0.0 0.0 0.0 0.0 11.6 7.1
Number of Traders in Each Category Total Traders: 46
0 . 0 18 13 8 . 9 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 30,773
Positions
2,494 11,063 50 14,216 4,338 740 3,691 12,621 0 3,124 0 0 6,458 1,961
Changes from: October 5, 2010 Total Change is: 246
543 -65 50 -204 -101 39 -148 417 0 0 0 0 -34 -94
Percent of Open Interest Represented by Each Category of Trader
8.1 36.0 0.2 46.2 14.1 2.4 12.0 41.0 0.0 10.2 0.0 0.0 21.0 6.4
Number of Traders in Each Category Total Traders: 43
6 5 . 11 5 4 7 4 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 790,917
Positions
25,038 163,610 31,944 340,728 152,973 65,214 77,841 128,904 52,703 18,205 45,263 8,812 170,432 141,494
Changes from: October 5, 2010 Total Change is: 14,845
5,707 5,982 -2,636 -9,956 2,213 4,542 19,286 -5,614 -4,469 -3,826 9,091 -1,631 7,828 7,367
Percent of Open Interest Represented by Each Category of Trader
3.2 20.7 4.0 43.1 19.3 8.2 9.8 16.3 6.7 2.3 5.7 1.1 21.5 17.9
Number of Traders in Each Category Total Traders: 177
11 22 22 45 25 40 33 27 41 4 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 232,943
Positions
0 98,083 1,781 173,155 0 9,814 2,000 87,791 64 0 0 0 46,129 35,411
Changes from: October 5, 2010 Total Change is: 6,581
0 1,044 1,206 8,373 0 -1,051 0 3,706 -41 0 0 0 -1,906 1,717
Percent of Open Interest Represented by Each Category of Trader
0.0 42.1 0.8 74.3 0.0 4.2 0.9 37.7 0.0 0.0 0.0 0.0 19.8 15.2
Number of Traders in Each Category Total Traders: 46
0 9 . 25 0 12 . 11 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 773,585
Positions
75,929 74,148 14,127 194,492 229,818 82,729 226,570 60,574 33,672 23,942 149,229 6,271 115,853 123,017
Changes from: October 5, 2010 Total Change is: 15,610
10,915 -1,564 -2,472 20,312 7,502 -7,358 -20,541 4,273 7,537 1,474 -1,224 376 5,368 8,541
Percent of Open Interest Represented by Each Category of Trader
9.8 9.6 1.8 25.1 29.7 10.7 29.3 7.8 4.4 3.1 19.3 0.8 15.0 15.9
Number of Traders in Each Category Total Traders: 218
19 26 11 34 43 38 41 26 23 6 22 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,313,493
Positions
72,681 347,149 278,206 708,978 329,821 203,579 188,242 373,443 280,444 130,094 48,028 103,712 347,556 349,110
Changes from: October 5, 2010 Total Change is: 37,093
7,430 -20,247 23,548 -67,803 -15,734 22,936 3,632 -12,225 17,655 -766 -1,049 3,471 26,989 18,738
Percent of Open Interest Represented by Each Category of Trader
3.1 15.0 12.0 30.6 14.3 8.8 8.1 16.1 12.1 5.6 2.1 4.5 15.0 15.1
Number of Traders in Each Category Total Traders: 299
36 34 59 48 51 63 46 62 80 14 8 12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,140,360
Positions
88,221 127,817 85,136 184,157 339,086 133,717 289,200 73,100 69,273 47,426 41,367 12,499 230,732 258,367
Changes from: October 5, 2010 Total Change is: 70,816
6,592 -8,288 26,720 -8,263 4,144 9,711 13,291 15,301 12,217 6,433 -18 2,218 1,897 8,811
Percent of Open Interest Represented by Each Category of Trader
7.7 11.2 7.5 16.1 29.7 11.7 25.4 6.4 6.1 4.2 3.6 1.1 20.2 22.7
Number of Traders in Each Category Total Traders: 168
14 19 22 24 33 35 35 28 34 5 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 1,313,146
Positions
151,647 231,236 278,705 18,486 0 2,771 88,561 29,681 508,837 17,372 570 211,552 35,215 49,795
Changes from: October 5, 2010 Total Change is: 36,387
2,341 4,971 16,968 1,331 0 490 433 -1,885 17,138 -516 -120 1,190 -2,990 -2,364
Percent of Open Interest Represented by Each Category of Trader
11.5 17.6 21.2 1.4 0.0 0.2 6.7 2.3 38.7 1.3 0.0 16.1 2.7 3.8
Number of Traders in Each Category Total Traders: 114
32 24 45 6 0 4 29 18 40 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 is12,969,803
Positions
1,551,197 3,084,596 2,612,513 855,835 280,477 246,349 1,425,456 312,989 4,336,560 185,454 370,858 745,497 1,010,942 979,965
Changes from: October 5, 2010 Total Change is: 156,885
6,497 -103,006 61,758 13,631 44,364 28,565 -36,000 10,588 117,335 -4,792 62,047 -47,704 17,596 -17,061
Percent of Open Interest Represented by Each Category of Trader
12.0 23.8 20.1 6.6 2.2 1.9 11.0 2.4 33.4 1.4 2.9 5.7 7.8 7.6
Number of Traders in Each Category Total Traders: 280
29 64 89 11 13 19 79 52 106 8 18 21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 12,094
Positions
3,177 5,127 1,300 958 814 22 1,445 4,492 58 4,800 205 0 334 76
Changes from: October 5, 2010 Total Change is: 931
880 246 0 -15 0 0 73 682 0 0 30 0 -7 -27
Percent of Open Interest Represented by Each Category of Trader
26.3 42.4 10.7 7.9 6.7 0.2 11.9 37.1 0.5 39.7 1.7 0.0 2.8 0.6
Number of Traders in Each Category Total Traders: 32
4 4 . . 5 . 5 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 41,014
Positions
34,880 27,672 1,935 1,624 1,556 77 2,229 3,587 0 0 6,061 0 269 126
Changes from: October 5, 2010 Total Change is: 1,934
1,938 3,180 2 0 294 0 85 -1,593 0 0 2 0 -91 49
Percent of Open Interest Represented by Each Category of Trader
85.0 67.5 4.7 4.0 3.8 0.2 5.4 8.7 0.0 0.0 14.8 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 32
4 5 . . 4 . 6 7 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 35,360
Positions
16,965 7,454 145 299 915 662 11,105 20,809 771 1,757 788 0 3,656 3,815
Changes from: October 5, 2010 Total Change is: 345
2,037 65 -2 -117 87 -78 -1,950 1,946 -121 -72 -1,319 -1 649 -232
Percent of Open Interest Represented by Each Category of Trader
48.0 21.1 0.4 0.8 2.6 1.9 31.4 58.8 2.2 5.0 2.2 0.0 10.3 10.8
Number of Traders in Each Category Total Traders: 80
9 4 . . . . 15 35 5 8 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 129,848
Positions
87,877 41,330 9,307 671 675 2,543 218 43,447 11,269 780 4,041 3,135 14,049 14,102
Changes from: October 5, 2010 Total Change is: 14,813
6,202 1,805 3,738 0 485 418 -707 5,641 3,208 143 -417 1,009 802 -1,074
Percent of Open Interest Represented by Each Category of Trader
67.7 31.8 7.2 0.5 0.5 2.0 0.2 33.5 8.7 0.6 3.1 2.4 10.8 10.9
Number of Traders in Each Category Total Traders: 74
4 13 12 . . 6 . 34 18 . 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 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 4,679
Positions
532 2,147 0 1,881 62 46 1,241 2,342 0 880 45 0 99 37
Changes from: October 5, 2010 Total Change is: 118
0 -12 0 266 -5 5 44 130 0 0 0 0 -197 0
Percent of Open Interest Represented by Each Category of Trader
11.4 45.9 0.0 40.2 1.3 1.0 26.5 50.1 0.0 18.8 1.0 0.0 2.1 0.8
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 5 . 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 12, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,742
Positions
488 11,649 558 11,172 0 0 1,945 2,531 0 0 0 0 1,579 1,004
Changes from: October 5, 2010 Total Change is: 1,743
-1 504 487 142 0 0 546 387 0 0 0 0 569 365
Percent of Open Interest Represented by Each Category of Trader
3.1 74.0 3.5 71.0 0.0 0.0 12.4 16.1 0.0 0.0 0.0 0.0 10.0 6.4
Number of Traders in Each Category Total Traders: 26
. 4 . 9 0 0 8 4 0 0 0 0
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Updated October 15, 2010