Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 126,630 Positions 4,225 68,052 5,677 9,953 9,118 168 45,077 11,180 6,075 9,249 7,511 939 45,266 17,909 Changes from: October 12, 2010 Total Change is: -9,325 -1,661 -5,799 1,916 -679 -301 -60 -12,554 -3,304 437 1,358 -2,530 72 1,846 245 Percent of Open Interest Represented by Each Category of Trader 3.3 53.7 4.5 7.9 7.2 0.1 35.6 8.8 4.8 7.3 5.9 0.7 35.7 14.1 Number of Traders in Each Category Total Traders: 88 5 16 10 . . . 32 14 19 12 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 57,889 Positions 5,992 25,844 2,789 1,717 857 440 24,969 15,395 1,670 0 500 0 20,312 10,394 Changes from: October 12, 2010 Total Change is: -4,101 1,636 -4,865 -168 -107 -19 19 -4,835 1,636 -149 0 0 0 -497 -555 Percent of Open Interest Represented by Each Category of Trader 10.4 44.6 4.8 3.0 1.5 0.8 43.1 26.6 2.9 0.0 0.9 0.0 35.1 18.0 Number of Traders in Each Category Total Traders: 50 5 13 6 . . . 18 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 99,532 Positions 12,336 22,057 5,205 12,317 17,654 1,464 37,332 11,282 4,246 2,379 16,227 0 24,254 21,397 Changes from: October 12, 2010 Total Change is: -1,104 1,195 -3,091 1,747 -952 2,384 -320 -829 -1,453 187 835 -325 0 -2,966 -233 Percent of Open Interest Represented by Each Category of Trader 12.4 22.2 5.2 12.4 17.7 1.5 37.5 11.3 4.3 2.4 16.3 0.0 24.4 21.5 Number of Traders in Each Category Total Traders: 90 8 11 10 6 12 6 33 12 19 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 155,502 Positions 11,966 80,657 8,394 40,068 5,484 1,272 52,104 12,185 7,522 2,995 5,806 16 31,166 34,166 Changes from: October 12, 2010 Total Change is: -6,335 714 -4,533 -804 -749 -491 -14 -5,067 -621 643 1,188 -1,217 -8 -2,239 710 Percent of Open Interest Represented by Each Category of Trader 7.7 51.9 5.4 25.8 3.5 0.8 33.5 7.8 4.8 1.9 3.7 0.0 20.0 22.0 Number of Traders in Each Category Total Traders: 122 10 15 9 11 9 4 31 33 22 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 288,068 Positions 57,402 111,172 24,306 23,809 23,188 2,284 48,954 25,145 33,674 20,979 6,055 7,729 68,929 54,514 Changes from: October 12, 2010 Total Change is: 26,265 2,256 24,808 2,123 446 -1,060 -79 5,736 -2,447 2,157 2,784 -16 312 10,530 467 Percent of Open Interest Represented by Each Category of Trader 19.9 38.6 8.4 8.3 8.0 0.8 17.0 8.7 11.7 7.3 2.1 2.7 23.9 18.9 Number of Traders in Each Category Total Traders: 181 21 19 17 17 14 7 38 45 44 16 11 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 144,800 Positions 5,926 103,633 5,651 21,352 4,341 258 68,847 4,476 3,913 957 4,058 1,071 36,825 17,399 Changes from: October 12, 2010 Total Change is: -3,936 1,019 -4,130 -54 -985 659 0 -7,475 -2,168 382 178 -53 172 2,826 1,254 Percent of Open Interest Represented by Each Category of Trader 4.1 71.6 3.9 14.7 3.0 0.2 47.5 3.1 2.7 0.7 2.8 0.7 25.4 12.0 Number of Traders in Each Category Total Traders: 80 . 17 7 5 4 . 34 9 12 5 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 41,182 Positions 5,531 24,739 7,207 0 0 0 16,704 6,889 1,658 976 16 606 8,500 67 Changes from: October 12, 2010 Total Change is: 1,736 911 -924 1,082 0 0 0 172 2,063 -458 0 0 0 29 -27 Percent of Open Interest Represented by Each Category of Trader 13.4 60.1 17.5 0.0 0.0 0.0 40.6 16.7 4.0 2.4 0.0 1.5 20.6 0.2 Number of Traders in Each Category Total Traders: 22 7 8 6 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 137,858 Positions 6,790 107,738 349 20,095 164 220 100,772 9,584 76 2,985 17,855 0 6,571 1,872 Changes from: October 12, 2010 Total Change is: -3,870 35 -1,927 0 -733 14 0 -2,686 -1,692 76 -336 -813 0 -226 472 Percent of Open Interest Represented by Each Category of Trader 4.9 78.2 0.3 14.6 0.1 0.2 73.1 7.0 0.1 2.2 13.0 0.0 4.8 1.4 Number of Traders in Each Category Total Traders: 111 6 17 . 10 . . 47 13 . 10 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 27,031 Positions 1,961 17,785 31 514 400 0 20,300 7,535 0 527 150 0 3,698 1,130 Changes from: October 12, 2010 Total Change is: 594 1 -566 0 -64 -326 0 907 1,483 0 0 0 0 -250 3 Percent of Open Interest Represented by Each Category of Trader 7.3 65.8 0.1 1.9 1.5 0.0 75.1 27.9 0.0 1.9 0.6 0.0 13.7 4.2 Number of Traders in Each Category Total Traders: 40 . 12 . . . 0 13 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 46,592 Positions 17,332 21,522 457 2,938 4,812 533 16,734 11,609 1,674 205 660 329 6,390 4,997 Changes from: October 12, 2010 Total Change is: -506 500 1,970 -162 128 -87 -108 -461 -1,197 -214 -74 -692 27 -141 -43 Percent of Open Interest Represented by Each Category of Trader 37.2 46.2 1.0 6.3 10.3 1.1 35.9 24.9 3.6 0.4 1.4 0.7 13.7 10.7 Number of Traders in Each Category Total Traders: 95 15 18 6 5 7 . 28 17 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 93,184 Positions 34,664 43,043 914 5,876 9,624 1,066 33,468 23,218 3,347 410 1,320 658 12,780 9,994 Changes from: October 12, 2010 Total Change is: -1,011 1,001 3,941 -324 255 -173 -215 -922 -2,395 -429 -149 -1,384 54 -283 -86 Percent of Open Interest Represented by Each Category of Trader 37.2 46.2 1.0 6.3 10.3 1.1 35.9 24.9 3.6 0.4 1.4 0.7 13.7 10.7 Number of Traders in Each Category Total Traders: 95 15 18 6 5 7 . 28 17 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 964,115 Positions 26,681 268,683 63,034 428,483 141,050 64,900 88,767 152,973 122,904 17,816 25,946 10,559 140,971 114,066 Changes from: October 12, 2010 Total Change is: -17,116 -165 -1,195 4,794 5,340 -2,944 2,309 -1,596 6,792 -18,908 506 -1,081 -3,839 -5,557 -3,043 Percent of Open Interest Represented by Each Category of Trader 2.8 27.9 6.5 44.4 14.6 6.7 9.2 15.9 12.7 1.8 2.7 1.1 14.6 11.8 Number of Traders in Each Category Total Traders: 552 27 53 27 112 62 64 106 137 107 26 29 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 393,986 Positions 26,781 164,190 10,178 148,448 44,924 10,486 48,419 29,557 54,082 8,712 10,665 6,897 79,984 63,008 Changes from: October 12, 2010 Total Change is: -5,324 7,207 12,124 868 3,057 -1,159 -818 -4,662 1,456 -10,290 -350 -1,817 -2,416 2,081 -3,272 Percent of Open Interest Represented by Each Category of Trader 6.8 41.7 2.6 37.7 11.4 2.7 12.3 7.5 13.7 2.2 2.7 1.8 20.3 16.0 Number of Traders in Each Category Total Traders: 145 9 25 10 30 16 18 17 35 43 6 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 2,850,643 Positions 144,223 667,189 119,555 1,413,153 493,603 259,098 375,386 790,728 170,463 45,903 76,791 17,928 304,934 255,289 Changes from: October 12, 2010 Total Change is: -58,961 -7,925 -37,662 -9,306 12,509 -7,830 14,540 10,234 21,579 -37,989 -1,484 -2,087 -1,348 -38,192 1,143 Percent of Open Interest Represented by Each Category of Trader 5.1 23.4 4.2 49.6 17.3 9.1 13.2 27.7 6.0 1.6 2.7 0.6 10.7 9.0 Number of Traders in Each Category Total Traders: 494 24 50 19 95 53 52 106 122 91 21 23 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 107,648 Positions 12,806 33,018 10,233 51,773 39,920 5,293 15,367 15,277 591 1,210 0 0 10,375 3,316 Changes from: October 12, 2010 Total Change is: 1,116 315 895 -230 1,769 -979 57 -717 1,867 448 5 0 0 -532 -943 Percent of Open Interest Represented by Each Category of Trader 11.9 30.7 9.5 48.1 37.1 4.9 14.3 14.2 0.5 1.1 0.0 0.0 9.6 3.1 Number of Traders in Each Category Total Traders: 85 4 8 . 32 12 11 17 10 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 110,365 Positions 13,426 40,445 16,447 22,611 17,372 2,572 29,472 11,346 11,896 1,440 2,435 532 11,969 7,319 Changes from: October 12, 2010 Total Change is: -140 -113 597 2,033 1,004 -317 -348 -3,974 -2,060 -367 211 -410 -25 1,440 757 Percent of Open Interest Represented by Each Category of Trader 12.2 36.6 14.9 20.5 15.7 2.3 26.7 10.3 10.8 1.3 2.2 0.5 10.8 6.6 Number of Traders in Each Category Total Traders: 249 22 31 12 42 17 10 64 45 23 12 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 22,780 Positions 9,981 16,054 3 272 300 0 8,678 2,084 0 341 0 0 3,505 4,339 Changes from: October 12, 2010 Total Change is: 2,523 1,591 1,704 0 14 0 0 613 0 0 0 0 0 305 819 Percent of Open Interest Represented by Each Category of Trader 43.8 70.5 0.0 1.2 1.3 0.0 38.1 9.1 0.0 1.5 0.0 0.0 15.4 19.0 Number of Traders in Each Category Total Traders: 23 4 11 . . . 0 4 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 437,927 Positions 94,974 199,704 4,472 111,696 85,361 12,861 154,174 96,517 9,274 7,202 13,882 956 42,317 14,900 Changes from: October 12, 2010 Total Change is: -13,316 2,087 5,074 -442 4,949 -1,585 -1,740 -21,365 -8,730 -3,406 1,056 -2,048 -127 5,671 -313 Percent of Open Interest Represented by Each Category of Trader 21.7 45.6 1.0 25.5 19.5 2.9 35.2 22.0 2.1 1.6 3.2 0.2 9.7 3.4 Number of Traders in Each Category Total Traders: 246 23 29 8 41 16 10 65 44 19 12 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 396,082 Positions 170,117 56,368 2,317 122,957 149,173 20,777 54,400 132,817 6,145 2,413 13,799 8 16,948 14,677 Changes from: October 12, 2010 Total Change is: 742 -2,729 4,889 -32 3,847 -1,161 -435 533 -2,151 -153 34 1,496 -3 -321 -1,709 Percent of Open Interest Represented by Each Category of Trader 42.9 14.2 0.6 31.0 37.7 5.2 13.7 33.5 1.6 0.6 3.5 0.0 4.3 3.7 Number of Traders in Each Category Total Traders: 248 17 20 . 52 40 24 34 70 20 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 32,911 Positions 10,462 5,248 1,385 7,021 1,168 69 4,124 5,329 143 630 1,455 0 9,077 18,114 Changes from: October 12, 2010 Total Change is: -1,207 1,785 547 159 -1,928 0 -385 572 648 33 -125 502 0 -1,318 -2,711 Percent of Open Interest Represented by Each Category of Trader 31.8 15.9 4.2 21.3 3.5 0.2 12.5 16.2 0.4 1.9 4.4 0.0 27.6 55.0 Number of Traders in Each Category Total Traders: 51 15 6 5 9 . . 9 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 39,098 Positions 16,031 15,819 603 5,926 1,624 655 6,504 11,217 503 742 726 20 8,114 7,931 Changes from: October 12, 2010 Total Change is: 2,298 1,029 -541 41 215 -64 0 1,403 2,699 98 -12 0 0 -476 65 Percent of Open Interest Represented by Each Category of Trader 41.0 40.5 1.5 15.2 4.2 1.7 16.6 28.7 1.3 1.9 1.9 0.1 20.8 20.3 Number of Traders in Each Category Total Traders: 49 10 10 . 7 . . 8 10 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 31,406 Positions 0 2,955 0 21,502 17,488 3,893 2,263 5,034 0 0 0 0 3,748 2,036 Changes from: October 12, 2010 Total Change is: -298 0 612 0 -365 808 -426 407 -1,068 0 0 0 0 86 -224 Percent of Open Interest Represented by Each Category of Trader 0.0 9.4 0.0 68.5 55.7 12.4 7.2 16.0 0.0 0.0 0.0 0.0 11.9 6.5 Number of Traders in Each Category Total Traders: 46 0 . 0 20 14 8 4 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 33,087 Positions 2,792 11,966 80 15,384 4,976 736 3,976 14,122 0 3,265 0 0 6,854 1,207 Changes from: October 12, 2010 Total Change is: 2,314 298 903 30 1,168 638 -4 285 1,501 0 141 0 0 396 -754 Percent of Open Interest Represented by Each Category of Trader 8.4 36.2 0.2 46.5 15.0 2.2 12.0 42.7 0.0 9.9 0.0 0.0 20.7 3.6 Number of Traders in Each Category Total Traders: 44 5 5 . 12 6 4 8 . 0 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 793,337 Positions 25,614 151,210 40,010 332,225 161,908 75,102 77,834 134,918 53,315 18,431 23,715 9,192 161,614 143,969 Changes from: October 12, 2010 Total Change is: 2,420 577 -12,400 8,065 -8,504 8,935 9,888 -7 6,014 611 226 -21,549 380 -8,818 2,474 Percent of Open Interest Represented by Each Category of Trader 3.2 19.1 5.0 41.9 20.4 9.5 9.8 17.0 6.7 2.3 3.0 1.2 20.4 18.1 Number of Traders in Each Category Total Traders: 184 13 21 25 44 25 40 41 26 45 5 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 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 241,628 Positions 0 96,772 1,103 178,616 0 10,384 0 94,304 774 3,900 0 0 46,850 38,291 Changes from: October 12, 2010 Total Change is: 8,684 0 -1,311 -678 5,462 0 570 -2,000 6,513 710 3,900 0 0 721 2,880 Percent of Open Interest Represented by Each Category of Trader 0.0 40.1 0.5 73.9 0.0 4.3 0.0 39.0 0.3 1.6 0.0 0.0 19.4 15.8 Number of Traders in Each Category Total Traders: 46 0 8 . 26 0 13 0 11 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 777,703 Positions 62,410 80,616 13,775 192,484 209,757 92,300 229,063 63,566 45,927 24,560 146,628 6,148 111,036 118,987 Changes from: October 12, 2010 Total Change is: 4,118 -13,519 6,468 -352 -2,008 -20,061 9,571 2,493 2,992 12,255 618 -2,601 -123 -4,817 -4,031 Percent of Open Interest Represented by Each Category of Trader 8.0 10.4 1.8 24.8 27.0 11.9 29.5 8.2 5.9 3.2 18.9 0.8 14.3 15.3 Number of Traders in Each Category Total Traders: 220 18 28 12 36 42 37 44 24 24 6 21 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,258,344 Positions 91,127 304,289 302,759 539,005 328,378 218,828 243,505 311,081 302,417 109,528 46,291 104,635 346,540 339,665 Changes from: October 12, 2010 Total Change is: -55,149 18,446 -42,860 24,553 -169,972 -1,443 15,249 55,263 -62,361 21,973 -20,566 -1,737 923 -1,016 -9,445 Percent of Open Interest Represented by Each Category of Trader 4.0 13.5 13.4 23.9 14.5 9.7 10.8 13.8 13.4 4.8 2.0 4.6 15.3 15.0 Number of Traders in Each Category Total Traders: 306 32 39 63 43 53 61 50 65 81 15 9 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,209,152 Positions 62,713 147,278 93,788 168,665 366,708 152,402 325,482 65,286 82,830 73,383 41,710 10,900 238,988 248,249 Changes from: October 12, 2010 Total Change is: 68,792 -25,508 19,461 8,653 -15,492 27,623 18,686 36,282 -7,814 13,558 25,957 343 -1,600 8,257 -10,117 Percent of Open Interest Represented by Each Category of Trader 5.2 12.2 7.8 13.9 30.3 12.6 26.9 5.4 6.9 6.1 3.4 0.9 19.8 20.5 Number of Traders in Each Category Total Traders: 176 10 22 22 23 37 38 46 21 38 8 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,326,111 Positions 137,361 227,480 288,320 17,276 0 2,650 99,168 30,482 512,111 17,653 0 212,069 39,502 52,998 Changes from: October 12, 2010 Total Change is: 12,964 -14,286 -3,755 9,615 -1,210 0 -121 10,607 801 3,274 281 -570 517 4,287 3,203 Percent of Open Interest Represented by Each Category of Trader 10.4 17.2 21.7 1.3 0.0 0.2 7.5 2.3 38.6 1.3 0.0 16.0 3.0 4.0 Number of Traders in Each Category Total Traders: 115 31 24 45 6 0 4 30 19 40 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,079,825 Positions 1,686,433 2,895,365 2,751,773 894,759 488,362 232,954 1,376,510 289,005 4,221,371 192,422 471,201 736,051 987,553 993,743 Changes from: October 12, 2010 Total Change is: 110,022 135,236 -189,230 139,260 38,924 207,886 -13,395 -48,946 -23,983 -115,189 6,968 100,342 -9,446 -23,390 13,778 Percent of Open Interest Represented by Each Category of Trader 12.9 22.1 21.0 6.8 3.7 1.8 10.5 2.2 32.3 1.5 3.6 5.6 7.6 7.6 Number of Traders in Each Category Total Traders: 286 36 58 91 9 14 18 76 55 108 10 20 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,513 Positions 3,754 7,262 1,300 968 814 22 1,301 2,776 58 4,800 205 0 310 76 Changes from: October 12, 2010 Total Change is: 419 577 2,135 0 10 0 0 -144 -1,716 0 0 0 0 -24 0 Percent of Open Interest Represented by Each Category of Trader 30.0 58.0 10.4 7.7 6.5 0.2 10.4 22.2 0.5 38.4 1.6 0.0 2.5 0.6 Number of Traders in Each Category Total Traders: 33 4 4 . . 5 . 6 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 42,757 Positions 36,579 29,075 2,084 1,625 1,328 77 2,026 3,953 0 0 6,061 0 366 179 Changes from: October 12, 2010 Total Change is: 1,743 1,699 1,403 149 1 -228 0 -203 366 0 0 0 0 97 53 Percent of Open Interest Represented by Each Category of Trader 85.6 68.0 4.9 3.8 3.1 0.2 4.7 9.2 0.0 0.0 14.2 0.0 0.9 0.4 Number of Traders in Each Category Total Traders: 30 4 5 . . 4 . 4 7 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 38,247 Positions 18,734 7,824 165 269 810 927 9,450 23,062 1,034 3,260 909 0 4,408 3,515 Changes from: October 12, 2010 Total Change is: 2,888 1,769 370 19 -30 -105 265 -1,655 2,253 264 1,503 121 0 752 -300 Percent of Open Interest Represented by Each Category of Trader 49.0 20.5 0.4 0.7 2.1 2.4 24.7 60.3 2.7 8.5 2.4 0.0 11.5 9.2 Number of Traders in Each Category Total Traders: 89 8 5 . . . . 14 32 7 17 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 134,943 Positions 86,213 44,803 11,335 671 686 2,723 2,051 40,052 14,032 792 3,743 3,608 13,518 13,961 Changes from: October 12, 2010 Total Change is: 5,095 -1,664 3,473 2,028 0 11 180 1,833 -3,395 2,763 12 -298 473 -531 -141 Percent of Open Interest Represented by Each Category of Trader 63.9 33.2 8.4 0.5 0.5 2.0 1.5 29.7 10.4 0.6 2.8 2.7 10.0 10.3 Number of Traders in Each Category Total Traders: 77 4 13 14 . . 6 7 31 23 . 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 19, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,874 Positions 488 13,321 0 11,128 0 0 2,039 725 0 0 0 0 1,219 828 Changes from: October 12, 2010 Total Change is: -868 0 1,672 -558 -44 0 0 94 -1,806 0 0 0 0 -360 -176 Percent of Open Interest Represented by Each Category of Trader 3.3 89.6 0.0 74.8 0.0 0.0 13.7 4.9 0.0 0.0 0.0 0.0 8.2 5.6 Number of Traders in Each Category Total Traders: 24 . . 0 9 0 0 8 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 22, 2010