Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 101,260
Positions
1,129 59,942 1,302 9,149 9,472 288 41,681 9,809 1,024 6,567 6,453 0 40,120 12,970
Changes from: September 21, 2010 Total Change is: -264
618 5,961 242 -39 -192 30 -4,467 -5,657 10 212 441 0 3,130 -1,099
Percent of Open Interest Represented by Each Category of Trader
1.1 59.2 1.3 9.0 9.4 0.3 41.2 9.7 1.0 6.5 6.4 0.0 39.6 12.8
Number of Traders in Each Category Total Traders: 79
. 15 4 . . . 33 11 5 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,452
Positions
5,119 28,456 268 2,380 871 424 25,625 13,532 36 0 500 0 19,600 9,365
Changes from: September 21, 2010 Total Change is: 3,542
637 1,936 46 393 -9 8 1,651 -206 35 0 0 0 772 1,732
Percent of Open Interest Represented by Each Category of Trader
9.6 53.2 0.5 4.5 1.6 0.8 47.9 25.3 0.1 0.0 0.9 0.0 36.7 17.5
Number of Traders in Each Category Total Traders: 47
5 8 . . . . 19 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 77,713
Positions
9,354 12,436 471 14,049 13,523 654 26,018 15,455 29 1,582 14,002 0 25,556 21,143
Changes from: September 21, 2010 Total Change is: 6,395
-5,882 4,577 113 -202 -36 48 9,140 1,308 -13 723 44 0 2,468 354
Percent of Open Interest Represented by Each Category of Trader
12.0 16.0 0.6 18.1 17.4 0.8 33.5 19.9 0.0 2.0 18.0 0.0 32.9 27.2
Number of Traders in Each Category Total Traders: 78
7 12 . 7 9 . 22 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 118,274
Positions
8,860 69,586 523 40,430 5,796 1,020 37,174 12,355 118 2,640 4,553 0 27,509 24,323
Changes from: September 21, 2010 Total Change is: 4,925
-1,173 2,425 110 158 8 -1 3,851 -885 15 797 1,914 0 1,168 1,339
Percent of Open Interest Represented by Each Category of Trader
7.5 58.8 0.4 34.2 4.9 0.9 31.4 10.4 0.1 2.2 3.8 0.0 23.3 20.6
Number of Traders in Each Category Total Traders: 100
9 15 . 10 8 4 26 21 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 190,039
Positions
37,664 70,506 3,251 23,731 27,775 2,338 47,592 35,213 483 20,350 2,953 263 54,367 47,257
Changes from: September 21, 2010 Total Change is: 22,576
-3,584 35,637 1,164 290 -1,933 -250 18,302 -9,752 -1,686 2,616 -1,146 -16 5,740 558
Percent of Open Interest Represented by Each Category of Trader
19.8 37.1 1.7 12.5 14.6 1.2 25.0 18.5 0.3 10.7 1.6 0.1 28.6 24.9
Number of Traders in Each Category Total Traders: 159
18 22 4 16 14 7 40 30 9 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 137,646
Positions
4,726 107,150 396 19,620 3,260 190 80,417 7,337 187 1,130 4,560 0 30,980 14,566
Changes from: September 21, 2010 Total Change is: 7,933
-143 7,173 -61 3,355 -551 0 4,207 856 -6 -128 -320 0 709 842
Percent of Open Interest Represented by Each Category of Trader
3.4 77.8 0.3 14.3 2.4 0.1 58.4 5.3 0.1 0.8 3.3 0.0 22.5 10.6
Number of Traders in Each Category Total Traders: 80
. 18 . 6 . . 34 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 123,581
Positions
5,919 93,305 324 22,327 150 140 84,700 17,577 2 3,437 10,265 0 6,732 1,818
Changes from: September 21, 2010 Total Change is: 45,165
-2,607 36,824 -13 996 0 0 43,601 1,669 -48 2,124 6,864 0 1,112 -131
Percent of Open Interest Represented by Each Category of Trader
4.8 75.5 0.3 18.1 0.1 0.1 68.5 14.2 0.0 2.8 8.3 0.0 5.4 1.5
Number of Traders in Each Category Total Traders: 103
5 19 . 8 . . 38 17 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,965
Positions
1,913 18,003 31 600 136 0 19,335 5,804 0 366 475 0 3,720 1,516
Changes from: September 21, 2010 Total Change is: -855
112 -699 0 68 0 0 -1,159 -278 0 25 0 0 99 122
Percent of Open Interest Represented by Each Category of Trader
7.4 69.3 0.1 2.3 0.5 0.0 74.5 22.4 0.0 1.4 1.8 0.0 14.3 5.8
Number of Traders in Each Category Total Traders: 36
. 11 . . . 0 10 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,430
Positions
15,421 19,520 601 3,136 4,959 573 17,677 10,684 831 120 1,037 15 6,058 6,212
Changes from: September 21, 2010 Total Change is: 5,157
-929 4,735 319 -189 358 -9 4,788 -757 475 120 -55 15 569 77
Percent of Open Interest Represented by Each Category of Trader
34.7 43.9 1.4 7.1 11.2 1.3 39.8 24.0 1.9 0.3 2.3 0.0 13.6 14.0
Number of Traders in Each Category Total Traders: 87
12 21 . 6 6 . 24 14 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 88,859
Positions
30,842 39,040 1,201 6,272 9,918 1,145 35,354 21,367 1,661 240 2,074 29 12,115 12,424
Changes from: September 21, 2010 Total Change is: 10,314
-1,858 9,470 637 -377 716 -18 9,575 -1,513 949 240 -109 29 1,137 153
Percent of Open Interest Represented by Each Category of Trader
34.7 43.9 1.4 7.1 11.2 1.3 39.8 24.0 1.9 0.3 2.3 0.0 13.6 14.0
Number of Traders in Each Category Total Traders: 87
12 21 . 6 6 . 24 14 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 811,413
Positions
25,661 252,754 35,241 425,709 152,890 57,679 87,158 144,598 34,052 13,981 24,415 756 131,177 109,029
Changes from: September 21, 2010 Total Change is: 32,056
3,361 26,539 7,069 -632 -4,209 -2,870 12,130 -3,306 14,438 435 613 -230 -1,645 -5,988
Percent of Open Interest Represented by Each Category of Trader
3.2 31.1 4.3 52.5 18.8 7.1 10.7 17.8 4.2 1.7 3.0 0.1 16.2 13.4
Number of Traders in Each Category Total Traders: 524
28 53 15 105 66 64 104 127 58 18 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 297,270
Positions
11,769 138,587 2,980 147,485 49,209 9,255 46,195 21,943 1,197 7,604 10,802 0 70,785 63,297
Changes from: September 21, 2010 Total Change is: 14,005
2,489 14,577 835 550 318 -1,111 12,624 672 215 49 -171 0 -1,646 -1,330
Percent of Open Interest Represented by Each Category of Trader
4.0 46.6 1.0 49.6 16.6 3.1 15.5 7.4 0.4 2.6 3.6 0.0 23.8 21.3
Number of Traders in Each Category Total Traders: 126
7 24 4 31 17 17 18 24 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,570,715
Positions
127,772 629,148 102,992 1,400,566 527,851 232,673 333,423 741,883 35,666 31,884 68,065 3,779 301,960 228,658
Changes from: September 21, 2010 Total Change is: 90,254
27,228 82,680 8,303 -4,183 -20,908 -10,521 55,773 38,355 12,869 1,929 3,918 -1,151 7 -23,291
Percent of Open Interest Represented by Each Category of Trader
5.0 24.5 4.0 54.5 20.5 9.1 13.0 28.9 1.4 1.2 2.6 0.1 11.7 8.9
Number of Traders in Each Category Total Traders: 479
26 48 9 88 56 52 101 122 41 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 108,794
Positions
10,804 30,757 10,509 55,277 43,855 4,055 16,357 15,725 515 1,422 0 0 9,855 3,378
Changes from: September 21, 2010 Total Change is: 4,465
-1,041 2,417 480 1,416 648 75 2,621 1,453 38 212 0 0 664 -646
Percent of Open Interest Represented by Each Category of Trader
9.9 28.3 9.7 50.8 40.3 3.7 15.0 14.5 0.5 1.3 0.0 0.0 9.1 3.1
Number of Traders in Each Category Total Traders: 86
4 8 . 34 13 10 13 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 82,561
Positions
15,819 35,004 645 19,854 17,833 2,954 33,367 18,594 1,424 1,422 3,490 0 7,076 2,619
Changes from: September 21, 2010 Total Change is: 13,348
-1,328 9,402 -350 24 302 -24 13,505 3,566 630 177 308 0 713 -485
Percent of Open Interest Represented by Each Category of Trader
19.2 42.4 0.8 24.0 21.6 3.6 40.4 22.5 1.7 1.7 4.2 0.0 8.6 3.2
Number of Traders in Each Category Total Traders: 251
18 30 4 38 18 9 66 54 13 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 412,807
Positions
79,097 175,019 3,223 99,272 89,164 14,768 166,837 92,968 7,121 7,109 17,448 0 35,380 13,096
Changes from: September 21, 2010 Total Change is: 66,742
-6,639 47,008 -1,748 122 1,510 -122 67,526 17,829 3,150 886 1,542 0 3,567 -2,427
Percent of Open Interest Represented by Each Category of Trader
19.2 42.4 0.8 24.0 21.6 3.6 40.4 22.5 1.7 1.7 4.2 0.0 8.6 3.2
Number of Traders in Each Category Total Traders: 251
18 30 4 38 18 9 66 54 13 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 396,992
Positions
180,402 46,382 2,796 127,829 156,231 16,035 48,362 137,829 4,609 2,510 15,014 0 14,449 18,096
Changes from: September 21, 2010 Total Change is: 1,008
-7,998 7,596 -231 3,069 -2,965 -950 4,375 -4,834 863 533 1,744 0 1,347 -215
Percent of Open Interest Represented by Each Category of Trader
45.4 11.7 0.7 32.2 39.4 4.0 12.2 34.7 1.2 0.6 3.8 0.0 3.6 4.6
Number of Traders in Each Category Total Traders: 247
17 18 . 52 43 23 38 65 14 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,418
Positions
10,790 4,880 287 9,006 2,679 111 2,324 2,974 0 255 1,394 0 8,645 19,093
Changes from: September 21, 2010 Total Change is: 750
429 1,039 52 -94 0 -15 -1,157 -362 0 255 39 0 1,280 -3
Percent of Open Interest Represented by Each Category of Trader
34.3 15.5 0.9 28.7 8.5 0.4 7.4 9.5 0.0 0.8 4.4 0.0 27.5 60.8
Number of Traders in Each Category Total Traders: 49
13 7 . 9 . . 6 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 35,531
Positions
13,787 14,758 192 5,289 1,980 468 4,457 3,872 484 523 242 0 10,331 13,535
Changes from: September 21, 2010 Total Change is: 2,780
1,163 2,012 -154 -768 -734 75 -488 -1,126 322 270 242 0 2,360 2,143
Percent of Open Interest Represented by Each Category of Trader
38.8 41.5 0.5 14.9 5.6 1.3 12.5 10.9 1.4 1.5 0.7 0.0 29.1 38.1
Number of Traders in Each Category Total Traders: 44
10 8 . 7 . . 6 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 32,699
Positions
0 2,431 0 24,070 17,895 3,831 1,829 5,723 0 0 270 0 2,969 2,549
Changes from: September 21, 2010 Total Change is: 2,007
0 782 0 1,307 -1,594 1,139 -49 996 0 0 -48 0 -390 732
Percent of Open Interest Represented by Each Category of Trader
0.0 7.4 0.0 73.6 54.7 11.7 5.6 17.5 0.0 0.0 0.8 0.0 9.1 7.8
Number of Traders in Each Category Total Traders: 46
0 . 0 20 13 8 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 29,281
Positions
2,416 11,119 0 11,991 4,402 688 4,869 10,814 0 2,857 225 0 6,460 2,033
Changes from: September 21, 2010 Total Change is: 894
164 123 0 -688 1,123 -68 142 -664 0 265 0 0 1,079 380
Percent of Open Interest Represented by Each Category of Trader
8.3 38.0 0.0 41.0 15.0 2.3 16.6 36.9 0.0 9.8 0.8 0.0 22.1 6.9
Number of Traders in Each Category Total Traders: 43
4 5 0 11 4 4 9 4 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 676,868
Positions
21,407 157,259 8,760 341,826 147,893 70,842 50,378 138,695 8,099 23,571 23,525 1,521 150,464 120,274
Changes from: September 21, 2010 Total Change is: 10,454
2,058 36 3,071 2,964 -1,547 -574 1,448 471 -379 -20 1,011 -10 1,896 8,375
Percent of Open Interest Represented by Each Category of Trader
3.2 23.2 1.3 50.5 21.8 10.5 7.4 20.5 1.2 3.5 3.5 0.2 22.2 17.8
Number of Traders in Each Category Total Traders: 159
12 18 6 46 23 35 26 23 14 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 226,274
Positions
0 98,252 3,192 160,393 2,100 11,243 4,302 81,563 952 0 0 0 46,192 28,972
Changes from: September 21, 2010 Total Change is: 3,312
-1,549 4,579 255 1,573 0 528 2,302 2,145 -71 0 0 0 274 -4,124
Percent of Open Interest Represented by Each Category of Trader
0.0 43.4 1.4 70.9 0.9 5.0 1.9 36.0 0.4 0.0 0.0 0.0 20.4 12.8
Number of Traders in Each Category Total Traders: 47
0 9 . 25 . 11 . 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 723,573
Positions
68,645 81,424 10,037 204,717 210,921 84,604 203,589 62,960 11,780 22,138 144,474 3,593 114,470 113,780
Changes from: September 21, 2010 Total Change is: 1,874
21,426 8,422 643 -27,255 6,442 5,178 -5,254 -19,921 3,397 -690 901 30 4,399 -3,218
Percent of Open Interest Represented by Each Category of Trader
9.5 11.3 1.4 28.3 29.1 11.7 28.1 8.7 1.6 3.1 20.0 0.5 15.8 15.7
Number of Traders in Each Category Total Traders: 208
13 26 6 34 44 38 39 25 14 5 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,653,910
Positions
68,593 342,249 54,296 784,882 351,679 142,207 183,147 376,149 19,423 100,151 37,231 7,518 293,693 323,158
Changes from: September 21, 2010 Total Change is: 4,368
-9,179 25,144 -7,672 72,097 -37,146 -14,513 -29,451 33,144 -11,988 -4,926 -1,946 115 9,885 19,230
Percent of Open Interest Represented by Each Category of Trader
4.1 20.7 3.3 47.5 21.3 8.6 11.1 22.7 1.2 6.1 2.3 0.5 17.8 19.5
Number of Traders in Each Category Total Traders: 256
26 35 15 38 48 47 41 51 27 11 6 .
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 941,911
Positions
73,600 127,545 17,393 226,900 341,410 121,857 232,851 47,177 7,165 34,516 39,009 0 227,629 240,355
Changes from: September 21, 2010 Total Change is: 14,859
26,780 33,447 3,183 -21,588 -39,594 1,863 -1,338 5,376 -980 981 -1,514 0 5,958 13,078
Percent of Open Interest Represented by Each Category of Trader
7.8 13.5 1.8 24.1 36.2 12.9 24.7 5.0 0.8 3.7 4.1 0.0 24.2 25.5
Number of Traders in Each Category Total Traders: 153
15 16 4 23 39 36 28 19 12 5 8 0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 622,161
Positions
138,537 254,311 200,920 17,605 127 1,521 147,295 33,177 77,985 1,456 2,632 1,267 35,575 50,221
Changes from: September 21, 2010 Total Change is: 24,468
11,396 21,433 2,375 532 -44 213 5,145 576 3,148 196 612 -86 1,549 -3,759
Percent of Open Interest Represented by Each Category of Trader
22.3 40.9 32.3 2.8 0.0 0.2 23.7 5.3 12.5 0.2 0.4 0.2 5.7 8.1
Number of Traders in Each Category Total Traders: 108
22 26 38 . . . 32 17 31 . . .
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,667,541
Positions
1,651,407 3,050,759 1,435,098 811,658 162,681 210,098 1,420,835 540,295 1,001,239 195,467 307,969 57,163 884,576 902,239
Changes from: September 21, 2010 Total Change is: 318,298
-3,891 171,369 93,116 36,711 -55,710 42,281 61,617 -9,845 55,162 7,844 4,952 1,096 24,362 15,877
Percent of Open Interest Represented by Each Category of Trader
21.5 39.8 18.7 10.6 2.1 2.7 18.5 7.0 13.1 2.5 4.0 0.7 11.5 11.8
Number of Traders in Each Category Total Traders: 245
29 57 79 10 11 14 60 46 76 6 12 11
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,111
Positions
2,482 4,899 1,300 915 765 71 1,263 3,776 0 4,800 175 0 280 125
Changes from: September 21, 2010 Total Change is: 1,246
1,315 -508 0 31 216 -151 103 1,736 -48 0 0 0 -4 1
Percent of Open Interest Represented by Each Category of Trader
22.3 44.1 11.7 8.2 6.9 0.6 11.4 34.0 0.0 43.2 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . 5 7 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 35,851
Positions
32,031 19,338 825 1,005 1,204 77 1,630 8,151 0 0 6,067 0 283 189
Changes from: September 21, 2010 Total Change is: 794
19 109 820 0 -263 0 -86 14 0 0 0 0 41 114
Percent of Open Interest Represented by Each Category of Trader
89.3 53.9 2.3 2.8 3.4 0.2 4.5 22.7 0.0 0.0 16.9 0.0 0.8 0.5
Number of Traders in Each Category Total Traders: 33
4 5 . . 4 . 6 8 0 0 5 0
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,147
Positions
12,663 7,565 100 401 400 742 13,581 18,642 604 2,333 1,531 1 2,722 3,562
Changes from: September 21, 2010 Total Change is: 4,446
-519 459 0 -34 400 -127 4,293 3,118 -7 1,749 169 0 -909 434
Percent of Open Interest Represented by Each Category of Trader
38.2 22.8 0.3 1.2 1.2 2.2 41.0 56.2 1.8 7.0 4.6 0.0 8.2 10.7
Number of Traders in Each Category Total Traders: 82
7 4 . . . . 12 36 . 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 114,567
Positions
82,474 38,108 7,438 671 375 1,954 536 38,570 6,848 569 3,979 1,868 12,209 15,427
Changes from: September 21, 2010 Total Change is: 2,032
4,665 -1,268 736 -404 227 -318 58 837 -819 -2 477 98 -1,982 2,062
Percent of Open Interest Represented by Each Category of Trader
72.0 33.3 6.5 0.6 0.3 1.7 0.5 33.7 6.0 0.5 3.5 1.6 10.7 13.5
Number of Traders in Each Category Total Traders: 56
4 10 11 . . 5 . 25 10 . 5 4
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Traders in Financial Futures- Futures Only Positions as of September 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,290
Positions
486 10,946 0 10,905 0 0 637 1,615 0 0 0 0 1,262 729
Changes from: September 21, 2010 Total Change is: -51
4 -10 0 35 0 0 -100 32 0 0 0 0 10 -73
Percent of Open Interest Represented by Each Category of Trader
3.7 82.4 0.0 82.1 0.0 0.0 4.8 12.2 0.0 0.0 0.0 0.0 9.5 5.5
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 5 0 0 0 0
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Updated October 1, 2010