Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 119,949
Positions
6,461 55,833 6,289 9,380 9,896 67 37,777 14,220 6,798 8,311 7,077 811 44,055 18,958
Changes from: October 26, 2010 Total Change is: 4,011
2,126 -992 435 347 242 -350 1,416 3,637 -132 93 -402 -4 80 1,576
Percent of Open Interest Represented by Each Category of Trader
5.4 46.5 5.2 7.8 8.3 0.1 31.5 11.9 5.7 6.9 5.9 0.7 36.7 15.8
Number of Traders in Each Category Total Traders: 87
7 15 11 . . . 29 15 18 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 52,020
Positions
5,297 21,178 2,546 1,742 942 318 21,361 13,786 1,556 0 500 0 19,201 11,195
Changes from: October 26, 2010 Total Change is: -1,715
-65 -1,990 -65 23 79 -114 -1,608 -726 241 0 0 0 -126 860
Percent of Open Interest Represented by Each Category of Trader
10.2 40.7 4.9 3.3 1.8 0.6 41.1 26.5 3.0 0.0 1.0 0.0 36.9 21.5
Number of Traders in Each Category Total Traders: 47
5 11 6 . . . 15 11 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 102,272
Positions
15,959 21,538 5,731 8,526 20,298 1,039 37,988 15,351 4,588 2,387 10,650 0 26,055 23,076
Changes from: October 26, 2010 Total Change is: 6,219
3,392 4,639 -79 -3,086 998 -176 5,326 5,618 -148 627 -6,033 0 364 1,400
Percent of Open Interest Represented by Each Category of Trader
15.6 21.1 5.6 8.3 19.8 1.0 37.1 15.0 4.5 2.3 10.4 0.0 25.5 22.6
Number of Traders in Each Category Total Traders: 90
10 11 10 6 11 5 27 17 18 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 158,558
Positions
13,852 86,745 8,745 37,626 5,390 1,150 50,006 12,199 9,321 5,557 4,331 10 32,290 30,667
Changes from: October 26, 2010 Total Change is: 2,031
2,165 5,762 114 -2,967 -105 -135 840 -1,054 965 272 -877 -7 784 -2,631
Percent of Open Interest Represented by Each Category of Trader
8.7 54.7 5.5 23.7 3.4 0.7 31.5 7.7 5.9 3.5 2.7 0.0 20.4 19.3
Number of Traders in Each Category Total Traders: 124
10 16 9 13 9 4 31 33 23 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 285,225
Positions
53,820 87,984 29,087 25,664 19,916 2,150 43,736 34,211 39,083 17,779 6,650 8,906 65,000 57,239
Changes from: October 26, 2010 Total Change is: 3,357
-2,202 -9,855 2,426 1,729 -1,276 -151 -1,574 5,064 2,285 -1,501 1,817 632 1,713 2,415
Percent of Open Interest Represented by Each Category of Trader
18.9 30.8 10.2 9.0 7.0 0.8 15.3 12.0 13.7 6.2 2.3 3.1 22.8 20.1
Number of Traders in Each Category Total Traders: 185
20 17 17 18 15 6 39 49 47 13 14 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 140,157
Positions
7,737 92,399 7,205 20,977 3,416 184 62,156 6,365 5,721 626 4,224 1,113 34,438 19,530
Changes from: October 26, 2010 Total Change is: 105
1,139 -6,851 1,137 -562 -410 -74 -2,308 2,905 1,731 -213 80 137 -880 1,452
Percent of Open Interest Represented by Each Category of Trader
5.5 65.9 5.1 15.0 2.4 0.1 44.3 4.5 4.1 0.4 3.0 0.8 24.6 13.9
Number of Traders in Each Category Total Traders: 75
5 16 7 5 4 . 25 13 11 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 40,997
Positions
7,166 24,825 7,507 0 0 0 14,827 6,240 1,388 1,255 16 606 8,248 415
Changes from: October 26, 2010 Total Change is: 1,420
902 287 811 0 0 0 -207 98 -119 139 0 0 -106 343
Percent of Open Interest Represented by Each Category of Trader
17.5 60.6 18.3 0.0 0.0 0.0 36.2 15.2 3.4 3.1 0.0 1.5 20.1 1.0
Number of Traders in Each Category Total Traders: 23
7 9 8 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 135,871
Positions
6,212 107,008 352 19,092 150 48 98,975 8,638 16 4,397 17,968 0 6,779 1,691
Changes from: October 26, 2010 Total Change is: -1,028
-1,144 1,573 3 491 0 -172 627 -2,173 7 239 -137 0 -1,079 -129
Percent of Open Interest Represented by Each Category of Trader
4.6 78.8 0.3 14.1 0.1 0.0 72.8 6.4 0.0 3.2 13.2 0.0 5.0 1.2
Number of Traders in Each Category Total Traders: 112
9 16 . 9 . . 49 12 . 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 28,353
Positions
1,759 21,249 41 432 127 0 21,980 5,584 0 537 150 0 3,604 1,202
Changes from: October 26, 2010 Total Change is: 1,599
-108 3,126 0 -42 -130 0 1,749 -1,529 0 0 0 0 0 132
Percent of Open Interest Represented by Each Category of Trader
6.2 74.9 0.1 1.5 0.4 0.0 77.5 19.7 0.0 1.9 0.5 0.0 12.7 4.2
Number of Traders in Each Category Total Traders: 35
. 12 . . . 0 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 50,130
Positions
16,177 23,483 644 3,379 4,353 603 19,403 11,952 1,683 278 1,355 382 7,581 5,676
Changes from: October 26, 2010 Total Change is: 528
4 -795 119 -115 -243 97 279 396 -38 -82 150 49 214 793
Percent of Open Interest Represented by Each Category of Trader
32.3 46.8 1.3 6.7 8.7 1.2 38.7 23.8 3.4 0.6 2.7 0.8 15.1 11.3
Number of Traders in Each Category Total Traders: 96
14 19 6 5 7 . 29 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 100,260
Positions
32,354 46,967 1,288 6,757 8,705 1,205 38,807 23,905 3,365 557 2,709 764 15,163 11,352
Changes from: October 26, 2010 Total Change is: 1,055
7 -1,591 239 -229 -485 193 558 792 -77 -163 299 99 428 1,586
Percent of Open Interest Represented by Each Category of Trader
32.3 46.8 1.3 6.7 8.7 1.2 38.7 23.8 3.4 0.6 2.7 0.8 15.1 11.3
Number of Traders in Each Category Total Traders: 96
14 19 6 5 7 . 29 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,012,331
Positions
26,582 293,780 82,383 418,470 133,749 69,037 104,818 135,908 152,179 19,304 31,024 12,933 126,625 101,339
Changes from: October 26, 2010 Total Change is: 14,889
1,511 5,733 11,860 -9,399 -975 3,354 5,631 -2,447 8,342 2,630 555 1,177 -10,216 -12,709
Percent of Open Interest Represented by Each Category of Trader
2.6 29.0 8.1 41.3 13.2 6.8 10.4 13.4 15.0 1.9 3.1 1.3 12.5 10.0
Number of Traders in Each Category Total Traders: 564
26 54 32 118 64 70 103 137 103 26 36 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 426,091
Positions
40,400 188,454 13,226 147,805 44,747 10,751 60,587 32,740 63,134 8,428 11,347 8,357 73,401 53,334
Changes from: October 26, 2010 Total Change is: 6,389
7,406 13,101 1,018 -1,542 365 291 2,116 1,977 -205 143 -115 872 -3,711 -10,916
Percent of Open Interest Represented by Each Category of Trader
9.5 44.2 3.1 34.7 10.5 2.5 14.2 7.7 14.8 2.0 2.7 2.0 17.2 12.5
Number of Traders in Each Category Total Traders: 151
12 24 10 31 16 19 17 36 44 5 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 2,931,204
Positions
139,189 734,910 137,502 1,376,878 468,566 267,875 454,538 749,224 211,841 54,577 98,582 22,682 266,123 240,023
Changes from: October 26, 2010 Total Change is: 42,500
15,165 7,800 9,566 -34,173 -1,589 10,204 34,167 -5,526 26,139 12,189 3,106 1,765 -32,522 -8,965
Percent of Open Interest Represented by Each Category of Trader
4.7 25.1 4.7 47.0 16.0 9.1 15.5 25.6 7.2 1.9 3.4 0.8 9.1 8.2
Number of Traders in Each Category Total Traders: 503
24 49 22 100 57 58 99 124 88 22 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 105,845
Positions
14,738 33,236 10,013 48,052 38,385 5,034 14,906 16,260 520 1,473 0 0 11,110 2,398
Changes from: October 26, 2010 Total Change is: -2,872
2,061 -2,488 0 -3,590 -767 -285 -1,636 556 436 23 0 0 118 -325
Percent of Open Interest Represented by Each Category of Trader
13.9 31.4 9.5 45.4 36.3 4.8 14.1 15.4 0.5 1.4 0.0 0.0 10.5 2.3
Number of Traders in Each Category Total Traders: 86
6 9 . 28 12 10 16 12 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 115,237
Positions
9,559 39,498 19,259 24,903 17,530 2,155 32,862 13,153 12,176 1,730 3,129 601 11,993 7,735
Changes from: October 26, 2010 Total Change is: -1,901
-2,256 -2,327 -187 1,244 120 -113 -667 671 117 40 259 -7 -72 -434
Percent of Open Interest Represented by Each Category of Trader
8.3 34.3 16.7 21.6 15.2 1.9 28.5 11.4 10.6 1.5 2.7 0.5 10.4 6.7
Number of Traders in Each Category Total Traders: 247
18 32 11 40 19 10 66 47 23 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 24,890
Positions
10,958 18,018 3 245 280 0 9,661 2,289 0 341 0 0 3,682 4,300
Changes from: October 26, 2010 Total Change is: 41
-121 123 -4 0 0 0 246 205 0 0 0 0 -80 -283
Percent of Open Interest Represented by Each Category of Trader
44.0 72.4 0.0 1.0 1.1 0.0 38.8 9.2 0.0 1.4 0.0 0.0 14.8 17.3
Number of Traders in Each Category Total Traders: 24
4 11 . . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 451,733
Positions
84,118 198,514 5,167 123,288 86,251 10,777 168,713 107,030 8,169 8,649 17,351 1,301 41,551 17,173
Changes from: October 26, 2010 Total Change is: -9,712
-10,218 -11,792 -1,376 6,219 598 -563 -5,788 1,108 1,808 201 1,294 -35 39 -755
Percent of Open Interest Represented by Each Category of Trader
18.6 43.9 1.1 27.3 19.1 2.4 37.3 23.7 1.8 1.9 3.8 0.3 9.2 3.8
Number of Traders in Each Category Total Traders: 245
19 30 7 40 18 10 66 47 18 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 401,244
Positions
164,728 62,704 1,727 120,003 146,076 21,356 65,650 128,965 7,289 1,906 17,531 5 18,580 15,591
Changes from: October 26, 2010 Total Change is: -2,758
-2,774 2,649 175 -4,058 -979 182 3,435 -8,533 77 -542 2,982 -10 758 700
Percent of Open Interest Represented by Each Category of Trader
41.1 15.6 0.4 29.9 36.4 5.3 16.4 32.1 1.8 0.5 4.4 0.0 4.6 3.9
Number of Traders in Each Category Total Traders: 251
18 19 . 54 39 23 37 70 21 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 33,779
Positions
11,993 5,787 1,431 5,884 919 329 4,150 6,357 175 630 623 0 9,187 18,158
Changes from: October 26, 2010 Total Change is: -632
593 -106 17 -589 -259 325 -565 612 67 0 -270 0 -480 -1,018
Percent of Open Interest Represented by Each Category of Trader
35.5 17.1 4.2 17.4 2.7 1.0 12.3 18.8 0.5 1.9 1.8 0.0 27.2 53.8
Number of Traders in Each Category Total Traders: 51
16 6 5 8 . . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 46,805
Positions
23,908 18,652 667 4,882 2,588 708 6,983 11,875 134 470 312 8 9,045 11,861
Changes from: October 26, 2010 Total Change is: 2,834
4,886 546 -81 -1,180 972 38 45 -586 -562 -266 75 8 -54 2,424
Percent of Open Interest Represented by Each Category of Trader
51.1 39.9 1.4 10.4 5.5 1.5 14.9 25.4 0.3 1.0 0.7 0.0 19.3 25.3
Number of Traders in Each Category Total Traders: 55
15 11 . 6 . . 8 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 30,083
Positions
0 2,863 0 19,577 16,350 3,756 2,834 5,011 0 281 0 0 3,635 2,103
Changes from: October 26, 2010 Total Change is: -1,520
0 -1,156 0 -2,308 206 -172 449 -162 0 281 -216 0 230 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 9.5 0.0 65.1 54.3 12.5 9.4 16.7 0.0 0.9 0.0 0.0 12.1 7.0
Number of Traders in Each Category Total Traders: 44
0 . 0 17 15 8 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 34,603
Positions
3,014 11,801 80 15,276 5,076 707 4,362 14,733 0 3,537 0 0 7,627 2,206
Changes from: October 26, 2010 Total Change is: 342
131 107 0 -586 85 -43 503 170 0 232 0 0 105 23
Percent of Open Interest Represented by Each Category of Trader
8.7 34.1 0.2 44.1 14.7 2.0 12.6 42.6 0.0 10.2 0.0 0.0 22.0 6.4
Number of Traders in Each Category Total Traders: 43
5 4 . 11 6 4 8 4 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 770,287
Positions
24,004 110,565 39,993 322,311 147,770 78,118 56,201 140,279 65,928 17,790 31,689 8,642 157,300 147,304
Changes from: October 26, 2010 Total Change is: 20,064
-5,283 -13,383 11,430 3,757 7,848 1,394 -1,359 -1,465 15,568 -378 3,892 181 -5,245 -5,400
Percent of Open Interest Represented by Each Category of Trader
3.1 14.4 5.2 41.8 19.2 10.1 7.3 18.2 8.6 2.3 4.1 1.1 20.4 19.1
Number of Traders in Each Category Total Traders: 169
12 14 23 45 24 39 30 30 39 5 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 255,785
Positions
2,034 96,481 7,019 176,311 0 9,195 1,835 103,023 2,328 3,200 0 0 53,863 37,739
Changes from: October 26, 2010 Total Change is: 15,228
2,034 3,780 2,524 2,319 0 -749 100 8,050 994 -700 0 0 8,706 628
Percent of Open Interest Represented by Each Category of Trader
0.8 37.7 2.7 68.9 0.0 3.6 0.7 40.3 0.9 1.3 0.0 0.0 21.1 14.8
Number of Traders in Each Category Total Traders: 47
. 10 4 22 0 12 . 12 . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 763,082
Positions
48,019 65,290 12,022 206,917 235,734 92,909 188,933 58,242 61,522 24,908 124,613 8,149 119,702 104,599
Changes from: October 26, 2010 Total Change is: -2,990
-16,683 5,472 1,711 6,598 6,801 5,503 -13,601 -5,284 6,357 1,624 -17,261 2,613 2,887 -8,903
Percent of Open Interest Represented by Each Category of Trader
6.3 8.6 1.6 27.1 30.9 12.2 24.8 7.6 8.1 3.3 16.3 1.1 15.7 13.7
Number of Traders in Each Category Total Traders: 212
15 23 13 36 43 40 44 24 25 6 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,147,112
Positions
87,504 318,058 268,453 527,083 306,858 233,252 196,097 272,580 287,988 139,472 26,000 90,245 317,018 343,679
Changes from: October 26, 2010 Total Change is: 144,254
-5,434 28,998 28,743 -14,827 -20,124 22,446 13,854 -12,307 72,162 13,731 -3,798 17,143 -3,564 10,991
Percent of Open Interest Represented by Each Category of Trader
4.1 14.8 12.5 24.5 14.3 10.9 9.1 12.7 13.4 6.5 1.2 4.2 14.8 16.0
Number of Traders in Each Category Total Traders: 298
33 35 56 42 47 60 57 59 81 20 5 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,191,314
Positions
58,335 135,673 64,371 166,436 394,727 158,186 402,072 58,583 69,733 51,071 41,214 10,169 210,942 258,659
Changes from: October 26, 2010 Total Change is: 46,407
-78,216 -14,605 23,300 9,064 14,128 15,328 79,012 -4,974 22,121 -11,220 -1,630 2,819 -15,802 -10,081
Percent of Open Interest Represented by Each Category of Trader
4.9 11.4 5.4 14.0 33.1 13.3 33.8 4.9 5.9 4.3 3.5 0.9 17.7 21.7
Number of Traders in Each Category Total Traders: 172
17 16 23 21 41 35 42 19 35 8 8 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 1,192,799
Positions
125,528 203,701 269,207 3,670 1,305 2,090 87,131 27,013 459,619 29,692 0 179,391 36,470 50,473
Changes from: October 26, 2010 Total Change is: -133,151
-15,982 -35,076 -14,055 -945 1,305 -590 -15,356 -612 -49,548 -2,036 0 -33,036 -1,605 -1,540
Percent of Open Interest Represented by Each Category of Trader
10.5 17.1 22.6 0.3 0.1 0.2 7.3 2.3 38.5 2.5 0.0 15.0 3.1 4.2
Number of Traders in Each Category Total Traders: 111
34 21 43 4 . 4 27 18 36 4 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 is13,893,649
Positions
1,607,095 3,032,861 2,939,719 1,111,386 547,450 112,164 1,480,427 297,218 4,493,548 193,994 519,740 954,021 1,001,297 996,930
Changes from: October 26, 2010 Total Change is: 601,244
-55,932 107,851 102,785 94,268 11,326 -5,179 143,505 4,587 216,581 -1,229 44,698 132,587 -26,141 -13,992
Percent of Open Interest Represented by Each Category of Trader
11.6 21.8 21.2 8.0 3.9 0.8 10.7 2.1 32.3 1.4 3.7 6.9 7.2 7.2
Number of Traders in Each Category Total Traders: 286
36 59 93 11 11 18 78 53 105 9 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 14,434
Positions
5,864 9,062 1,300 981 841 14 979 2,631 251 4,800 233 0 245 102
Changes from: October 26, 2010 Total Change is: -11
359 -71 0 33 0 0 -348 13 0 0 40 0 -55 7
Percent of Open Interest Represented by Each Category of Trader
40.6 62.8 9.0 6.8 5.8 0.1 6.8 18.2 1.7 33.3 1.6 0.0 1.7 0.7
Number of Traders in Each Category Total Traders: 33
4 4 . . 5 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 46,000
Positions
38,948 27,964 3,061 1,602 1,098 136 1,800 7,362 0 0 6,130 0 453 249
Changes from: October 26, 2010 Total Change is: 1,648
954 -524 802 -26 -269 0 -246 1,520 0 0 100 0 164 19
Percent of Open Interest Represented by Each Category of Trader
84.7 60.8 6.7 3.5 2.4 0.3 3.9 16.0 0.0 0.0 13.3 0.0 1.0 0.5
Number of Traders in Each Category Total Traders: 31
4 5 . . . . 4 8 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 40,847
Positions
19,641 7,565 153 360 727 1,083 10,335 25,684 941 3,533 1,123 92 4,708 3,478
Changes from: October 26, 2010 Total Change is: 1,694
-441 142 -4 27 -35 91 1,420 1,519 -166 559 45 92 115 10
Percent of Open Interest Represented by Each Category of Trader
48.1 18.5 0.4 0.9 1.8 2.7 25.3 62.9 2.3 8.7 2.7 0.2 11.5 8.5
Number of Traders in Each Category Total Traders: 89
9 4 . 4 . . 15 30 5 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 144,288
Positions
77,068 45,933 21,039 2,131 440 2,884 1,382 32,947 19,172 904 2,232 4,549 15,159 15,092
Changes from: October 26, 2010 Total Change is: 15,989
-2,518 760 10,770 1,651 -293 642 362 1,165 5,661 89 -849 1,925 -2,593 -3,792
Percent of Open Interest Represented by Each Category of Trader
53.4 31.8 14.6 1.5 0.3 2.0 1.0 22.8 13.3 0.6 1.5 3.2 10.5 10.5
Number of Traders in Each Category Total Traders: 77
4 13 12 4 . 5 5 33 27 4 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 2, 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 14,878
Positions
473 13,537 0 11,215 0 0 1,834 664 0 0 0 0 1,356 677
Changes from: October 26, 2010 Total Change is: -269
-9 152 -3 92 0 0 -427 -363 0 0 0 0 78 -55
Percent of Open Interest Represented by Each Category of Trader
3.2 91.0 0.0 75.4 0.0 0.0 12.3 4.5 0.0 0.0 0.0 0.0 9.1 4.6
Number of Traders in Each Category Total Traders: 24
. . 0 9 0 0 7 4 0 0 0 0
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Updated November 5, 2010