Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 120,045 Positions 593 71,787 935 10,053 9,813 306 59,219 13,476 1,021 7,727 8,487 0 40,191 14,220 Changes from: September 28, 2010 Total Change is: 18,785 -536 11,845 -367 904 341 18 17,538 3,667 -3 1,160 2,034 0 71 1,250 Percent of Open Interest Represented by Each Category of Trader 0.5 59.8 0.8 8.4 8.2 0.3 49.3 11.2 0.9 6.4 7.1 0.0 33.5 11.8 Number of Traders in Each Category Total Traders: 94 . 17 4 . 4 . 43 14 4 12 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 56,636 Positions 4,366 33,680 347 2,299 841 455 29,472 11,686 38 0 500 0 19,659 9,089 Changes from: September 28, 2010 Total Change is: 3,184 -753 5,224 79 -81 -30 31 3,847 -1,846 2 0 0 0 59 -276 Percent of Open Interest Represented by Each Category of Trader 7.7 59.5 0.6 4.1 1.5 0.8 52.0 20.6 0.1 0.0 0.9 0.0 34.7 16.0 Number of Traders in Each Category Total Traders: 51 4 10 . . . . 22 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 86,536 Positions 7,379 23,953 537 14,129 14,132 1,032 36,427 12,248 13 1,306 15,729 0 25,713 18,892 Changes from: September 28, 2010 Total Change is: 8,823 -1,975 11,517 66 80 609 378 10,409 -3,207 -16 -276 1,727 0 157 -2,251 Percent of Open Interest Represented by Each Category of Trader 8.5 27.7 0.6 16.3 16.3 1.2 42.1 14.2 0.0 1.5 18.2 0.0 29.7 21.8 Number of Traders in Each Category Total Traders: 86 6 12 . 8 9 . 27 16 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 142,488 Positions 7,015 85,280 713 41,856 5,619 1,300 59,143 14,359 147 1,682 7,043 0 30,632 28,027 Changes from: September 28, 2010 Total Change is: 24,214 -1,845 15,694 190 1,426 -177 280 21,969 2,004 29 -958 2,490 0 3,123 3,704 Percent of Open Interest Represented by Each Category of Trader 4.9 59.9 0.5 29.4 3.9 0.9 41.5 10.1 0.1 1.2 4.9 0.0 21.5 19.7 Number of Traders in Each Category Total Traders: 106 6 16 . 13 7 4 33 20 . 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 197,406 Positions 40,997 84,694 2,784 24,536 27,435 2,361 48,716 24,827 1,659 20,112 5,151 263 55,978 48,232 Changes from: September 28, 2010 Total Change is: 7,367 3,333 14,188 -467 805 -340 23 1,124 -10,386 1,176 -238 2,198 0 1,611 975 Percent of Open Interest Represented by Each Category of Trader 20.8 42.9 1.4 12.4 13.9 1.2 24.7 12.6 0.8 10.2 2.6 0.1 28.4 24.4 Number of Traders in Each Category Total Traders: 162 17 20 5 16 15 8 45 28 12 12 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 139,447 Positions 5,474 109,902 350 21,007 2,885 232 78,565 8,182 182 1,186 4,300 0 32,451 13,414 Changes from: September 28, 2010 Total Change is: 1,801 748 2,752 -46 1,387 -375 42 -1,852 845 -5 56 -260 0 1,471 -1,152 Percent of Open Interest Represented by Each Category of Trader 3.9 78.8 0.3 15.1 2.1 0.2 56.3 5.9 0.1 0.9 3.1 0.0 23.3 9.6 Number of Traders in Each Category Total Traders: 81 . 17 . 6 . . 35 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 37,528 Positions 4,620 23,637 6,369 0 0 0 15,209 4,640 2,116 827 20 602 7,785 144 Changes from: September 28, 2010 Total Change is: 1,358 140 1,823 -159 0 0 0 1,936 1,474 -1,336 827 0 0 -50 -444 Percent of Open Interest Represented by Each Category of Trader 12.3 63.0 17.0 0.0 0.0 0.0 40.5 12.4 5.6 2.2 0.1 1.6 20.7 0.4 Number of Traders in Each Category Total Traders: 21 5 9 6 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 139,575 Positions 6,079 111,307 324 22,050 150 220 101,423 10,394 0 2,966 15,480 0 6,513 1,700 Changes from: September 28, 2010 Total Change is: 15,994 160 18,002 0 -277 0 80 16,723 -7,183 -2 -471 5,215 0 -219 -118 Percent of Open Interest Represented by Each Category of Trader 4.4 79.7 0.2 15.8 0.1 0.2 72.7 7.4 0.0 2.1 11.1 0.0 4.7 1.2 Number of Traders in Each Category Total Traders: 105 6 17 . 10 . . 41 16 0 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 26,042 Positions 1,953 17,658 31 650 136 0 19,104 6,351 0 482 280 0 3,822 1,586 Changes from: September 28, 2010 Total Change is: 77 40 -345 0 50 0 0 -231 547 0 116 -195 0 102 70 Percent of Open Interest Represented by Each Category of Trader 7.5 67.8 0.1 2.5 0.5 0.0 73.4 24.4 0.0 1.9 1.1 0.0 14.7 6.1 Number of Traders in Each Category Total Traders: 37 . 12 . . . 0 10 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 49,007 Positions 15,802 23,120 739 2,651 4,831 578 21,119 11,993 591 140 1,607 3 7,387 5,548 Changes from: September 28, 2010 Total Change is: 4,578 381 3,600 138 -486 -128 5 3,442 1,309 -240 20 570 -12 1,330 -664 Percent of Open Interest Represented by Each Category of Trader 32.2 47.2 1.5 5.4 9.9 1.2 43.1 24.5 1.2 0.3 3.3 0.0 15.1 11.3 Number of Traders in Each Category Total Traders: 90 12 20 . 4 6 . 29 14 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 98,014 Positions 31,603 46,240 1,477 5,301 9,662 1,155 42,238 23,985 1,181 280 3,213 5 14,774 11,096 Changes from: September 28, 2010 Total Change is: 9,155 761 7,200 276 -971 -256 10 6,884 2,618 -480 40 1,139 -24 2,659 -1,328 Percent of Open Interest Represented by Each Category of Trader 32.2 47.2 1.5 5.4 9.9 1.2 43.1 24.5 1.2 0.3 3.3 0.0 15.1 11.3 Number of Traders in Each Category Total Traders: 90 12 20 . 4 6 . 29 14 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 829,851 Positions 23,684 256,388 42,745 420,027 151,571 59,914 89,560 146,359 39,684 15,963 26,961 822 137,451 105,408 Changes from: September 28, 2010 Total Change is: 18,438 -1,976 3,634 7,504 -5,682 -1,319 2,235 2,403 1,761 5,632 1,983 2,546 66 6,274 -3,621 Percent of Open Interest Represented by Each Category of Trader 2.9 30.9 5.2 50.6 18.3 7.2 10.8 17.6 4.8 1.9 3.2 0.1 16.6 12.7 Number of Traders in Each Category Total Traders: 530 27 52 17 109 66 63 101 129 66 21 25 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 301,055 Positions 13,104 147,082 3,427 148,022 48,724 8,349 47,595 21,598 1,357 7,804 10,182 0 71,397 60,336 Changes from: September 28, 2010 Total Change is: 3,785 1,335 8,495 447 537 -485 -906 1,400 -345 160 200 -620 0 612 -2,961 Percent of Open Interest Represented by Each Category of Trader 4.4 48.9 1.1 49.2 16.2 2.8 15.8 7.2 0.5 2.6 3.4 0.0 23.7 20.0 Number of Traders in Each Category Total Traders: 130 7 25 5 31 17 16 19 24 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,643,979 Positions 136,727 630,357 112,763 1,375,415 529,623 242,434 364,543 778,520 36,921 40,827 83,923 4,080 330,269 225,358 Changes from: September 28, 2010 Total Change is: 73,264 8,955 1,209 9,771 -25,151 1,772 9,761 31,120 36,637 1,255 8,943 15,858 301 28,309 -3,300 Percent of Open Interest Represented by Each Category of Trader 5.2 23.8 4.3 52.0 20.0 9.2 13.8 29.4 1.4 1.5 3.2 0.2 12.5 8.5 Number of Traders in Each Category Total Traders: 483 25 47 10 90 58 52 99 122 45 19 23 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 108,918 Positions 10,563 33,021 10,693 52,138 42,289 5,151 18,069 13,905 109 1,439 0 0 10,756 3,750 Changes from: September 28, 2010 Total Change is: 124 -241 2,264 184 -3,139 -1,566 1,096 1,712 -1,820 -406 17 0 0 901 372 Percent of Open Interest Represented by Each Category of Trader 9.7 30.3 9.8 47.9 38.8 4.7 16.6 12.8 0.1 1.3 0.0 0.0 9.9 3.4 Number of Traders in Each Category Total Traders: 86 5 9 . 32 13 11 16 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 111,443 Positions 10,837 41,911 14,032 20,650 18,129 3,047 39,674 14,494 10,398 1,344 3,269 0 11,460 6,162 Changes from: September 28, 2010 Total Change is: 28,881 -4,983 6,908 13,387 796 296 94 6,306 -4,099 8,974 -77 -221 0 4,384 3,542 Percent of Open Interest Represented by Each Category of Trader 9.7 37.6 12.6 18.5 16.3 2.7 35.6 13.0 9.3 1.2 2.9 0.0 10.3 5.5 Number of Traders in Each Category Total Traders: 245 21 31 9 36 19 11 64 50 13 12 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 19,467 Positions 7,635 13,950 3 236 300 0 8,432 1,593 0 0 0 0 3,161 3,621 Changes from: September 28, 2010 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.2 71.7 0.0 1.2 1.5 0.0 43.3 8.2 0.0 0.0 0.0 0.0 16.2 18.6 Number of Traders in Each Category Total Traders: 22 . 12 . . . 0 4 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 459,878 Positions 82,192 205,991 3,961 102,346 89,420 14,961 203,595 111,893 4,604 6,722 16,345 0 41,497 12,703 Changes from: September 28, 2010 Total Change is: 47,071 3,095 30,972 738 3,074 256 193 36,758 18,925 -2,517 -387 -1,103 0 6,117 -393 Percent of Open Interest Represented by Each Category of Trader 17.9 44.8 0.9 22.3 19.4 3.3 44.3 24.3 1.0 1.5 3.6 0.0 9.0 2.8 Number of Traders in Each Category Total Traders: 243 22 29 4 35 19 10 64 50 8 12 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 395,167 Positions 173,529 46,492 2,802 122,179 152,340 20,688 52,621 140,132 4,814 2,609 10,725 0 15,925 17,174 Changes from: September 28, 2010 Total Change is: -1,825 -6,873 110 6 -5,650 -3,891 4,653 4,259 2,303 205 99 -4,289 0 1,476 -922 Percent of Open Interest Represented by Each Category of Trader 43.9 11.8 0.7 30.9 38.6 5.2 13.3 35.5 1.2 0.7 2.7 0.0 4.0 4.3 Number of Traders in Each Category Total Traders: 247 18 19 . 54 41 24 39 62 11 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 32,389 Positions 9,965 4,824 805 8,656 1,129 151 2,348 2,425 36 755 1,376 0 9,673 21,643 Changes from: September 28, 2010 Total Change is: 971 -825 -56 518 -350 -1,550 40 24 -549 36 500 -18 0 1,028 2,550 Percent of Open Interest Represented by Each Category of Trader 30.8 14.9 2.5 26.7 3.5 0.5 7.2 7.5 0.1 2.3 4.2 0.0 29.9 66.8 Number of Traders in Each Category Total Traders: 45 14 6 . 8 . . 6 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 40,795 Positions 14,265 17,169 586 5,567 1,726 713 8,305 8,508 368 549 726 0 10,442 10,999 Changes from: September 28, 2010 Total Change is: 5,264 478 2,411 394 278 -254 245 3,848 4,636 -116 26 484 0 111 -2,536 Percent of Open Interest Represented by Each Category of Trader 35.0 42.1 1.4 13.6 4.2 1.7 20.4 20.9 0.9 1.3 1.8 0.0 25.6 27.0 Number of Traders in Each Category Total Traders: 50 11 12 . 7 . . 8 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 30,517 Positions 0 1,535 0 21,514 17,299 3,758 1,841 5,341 0 0 220 0 3,404 2,364 Changes from: September 28, 2010 Total Change is: -2,182 0 -896 0 -2,556 -596 -73 12 -382 0 0 -50 0 435 -185 Percent of Open Interest Represented by Each Category of Trader 0.0 5.0 0.0 70.5 56.7 12.3 6.0 17.5 0.0 0.0 0.7 0.0 11.2 7.7 Number of Traders in Each Category Total Traders: 43 0 . 0 17 14 8 . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 30,527 Positions 1,951 11,128 0 14,420 4,439 701 3,839 12,204 0 3,124 0 0 6,492 2,055 Changes from: September 28, 2010 Total Change is: 1,246 -465 9 0 2,429 37 13 -1,030 1,390 0 267 -225 0 32 22 Percent of Open Interest Represented by Each Category of Trader 6.4 36.5 0.0 47.2 14.5 2.3 12.6 40.0 0.0 10.2 0.0 0.0 21.3 6.7 Number of Traders in Each Category Total Traders: 40 4 5 0 11 5 4 7 . 0 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 674,322 Positions 23,709 160,612 8,581 343,188 149,520 56,827 58,903 132,710 8,430 22,126 34,803 6,206 146,352 116,633 Changes from: September 28, 2010 Total Change is: -2,546 2,302 3,353 -179 1,362 1,627 -14,015 8,525 -5,985 331 -1,445 11,278 4,685 -4,112 -3,641 Percent of Open Interest Represented by Each Category of Trader 3.5 23.8 1.3 50.9 22.2 8.4 8.7 19.7 1.3 3.3 5.2 0.9 21.7 17.3 Number of Traders in Each Category Total Traders: 163 11 18 7 46 24 36 26 25 15 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 225,497 Positions 0 97,039 575 164,725 0 10,865 2,000 83,993 10 0 0 0 47,322 33,015 Changes from: September 28, 2010 Total Change is: -777 0 -1,213 -2,617 4,332 -2,100 -378 -2,302 2,430 -942 0 0 0 1,130 4,043 Percent of Open Interest Represented by Each Category of Trader 0.0 43.0 0.3 73.0 0.0 4.8 0.9 37.2 0.0 0.0 0.0 0.0 21.0 14.6 Number of Traders in Each Category Total Traders: 44 0 8 . 25 0 10 . 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 733,189 Positions 66,203 77,143 9,809 174,180 221,485 89,849 248,631 58,697 9,181 22,468 150,850 3,919 108,949 112,256 Changes from: September 28, 2010 Total Change is: 9,616 -2,442 -4,281 -228 -30,537 10,564 5,245 45,042 -4,263 -2,599 330 6,376 326 -5,521 -1,524 Percent of Open Interest Represented by Each Category of Trader 9.0 10.5 1.3 23.8 30.2 12.3 33.9 8.0 1.3 3.1 20.6 0.5 14.9 15.3 Number of Traders in Each Category Total Traders: 215 17 24 6 36 42 39 44 24 15 5 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,706,764 Positions 73,488 376,685 57,726 745,164 343,828 149,473 207,033 390,176 25,527 139,188 42,180 12,053 297,112 309,116 Changes from: September 28, 2010 Total Change is: 52,854 4,895 34,436 3,430 -39,718 -7,851 7,266 23,886 14,027 6,104 39,037 4,949 4,535 3,419 -14,042 Percent of Open Interest Represented by Each Category of Trader 4.3 22.1 3.4 43.7 20.1 8.8 12.1 22.9 1.5 8.2 2.5 0.7 17.4 18.1 Number of Traders in Each Category Total Traders: 274 28 37 15 39 54 50 50 48 34 13 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 946,385 Positions 80,786 136,106 11,989 203,561 332,281 108,643 273,805 61,576 10,842 35,799 44,510 0 220,960 240,438 Changes from: September 28, 2010 Total Change is: 4,474 7,186 8,561 -5,404 -23,339 -9,129 -13,214 40,954 14,399 3,677 1,283 5,501 0 -6,669 83 Percent of Open Interest Represented by Each Category of Trader 8.5 14.4 1.3 21.5 35.1 11.5 28.9 6.5 1.1 3.8 4.7 0.0 23.3 25.4 Number of Traders in Each Category Total Traders: 161 14 16 . 24 36 35 30 26 13 5 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 582,320 Positions 142,930 238,492 181,375 14,692 107 1,521 122,602 29,852 79,220 4,334 1,406 535 35,111 49,812 Changes from: September 28, 2010 Total Change is: -39,841 4,393 -15,819 -19,545 -2,913 -20 0 -24,693 -3,325 1,235 2,878 -1,226 -732 -464 -409 Percent of Open Interest Represented by Each Category of Trader 24.5 41.0 31.1 2.5 0.0 0.3 21.1 5.1 13.6 0.7 0.2 0.1 6.0 8.6 Number of Traders in Each Category Total Traders: 104 23 26 36 . . . 25 18 29 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,769,907 Positions 1,609,456 3,110,854 1,416,662 867,418 201,331 120,888 1,534,375 550,033 1,009,410 183,909 336,774 106,980 920,809 916,975 Changes from: September 28, 2010 Total Change is: 102,366 -41,951 60,095 -18,436 55,760 38,650 -89,210 113,540 9,738 8,171 -11,558 28,805 49,817 36,233 14,736 Percent of Open Interest Represented by Each Category of Trader 20.7 40.0 18.2 11.2 2.6 1.6 19.7 7.1 13.0 2.4 4.3 1.4 11.9 11.8 Number of Traders in Each Category Total Traders: 246 32 55 83 9 11 13 60 49 79 7 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,163 Positions 2,297 4,881 1,300 973 814 22 1,372 3,810 58 4,800 175 0 341 103 Changes from: September 28, 2010 Total Change is: 52 -185 -18 0 58 49 -49 109 34 58 0 0 0 61 -22 Percent of Open Interest Represented by Each Category of Trader 20.6 43.7 11.6 8.7 7.3 0.2 12.3 34.1 0.5 43.0 1.6 0.0 3.1 0.9 Number of Traders in Each Category Total Traders: 30 . 4 . . 5 . 5 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 39,080 Positions 32,942 24,492 1,933 1,624 1,262 77 2,144 5,180 0 0 6,059 0 360 77 Changes from: September 28, 2010 Total Change is: 3,229 911 5,154 1,108 619 58 0 514 -2,971 0 0 -8 0 77 -112 Percent of Open Interest Represented by Each Category of Trader 84.3 62.7 4.9 4.2 3.2 0.2 5.5 13.3 0.0 0.0 15.5 0.0 0.9 0.2 Number of Traders in Each Category Total Traders: 32 4 5 . . 4 . 6 7 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 34,586 Positions 14,890 7,389 129 416 828 740 13,050 18,863 589 1,829 2,098 1 2,942 3,949 Changes from: September 28, 2010 Total Change is: 1,439 2,227 -176 29 15 428 -2 -531 221 -15 -504 567 0 220 387 Percent of Open Interest Represented by Each Category of Trader 43.1 21.4 0.4 1.2 2.4 2.1 37.7 54.5 1.7 5.3 6.1 0.0 8.5 11.4 Number of Traders in Each Category Total Traders: 79 7 . . . . . 15 33 4 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 114,994 Positions 81,675 39,525 5,569 671 190 2,125 925 37,811 8,052 637 4,458 2,126 13,214 15,138 Changes from: September 28, 2010 Total Change is: 427 -799 1,417 -1,869 0 -185 171 389 -759 1,204 68 479 258 1,005 -289 Percent of Open Interest Represented by Each Category of Trader 71.0 34.4 4.8 0.6 0.2 1.8 0.8 32.9 7.0 0.6 3.9 1.8 11.5 13.2 Number of Traders in Each Category Total Traders: 62 5 10 12 . . 5 . 28 12 . 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 4,561 Positions 532 2,159 0 1,615 67 41 1,197 2,212 0 880 45 0 296 37 Changes from: September 28, 2010 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 11.7 47.3 0.0 35.4 1.5 0.9 26.2 48.5 0.0 19.3 1.0 0.0 6.5 0.8 Number of Traders in Each Category Total Traders: 20 . . 0 . . . 6 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 5, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 13,999 Positions 489 11,145 71 11,030 0 0 1,399 2,144 0 0 0 0 1,010 639 Changes from: September 28, 2010 Total Change is: 709 3 199 71 125 0 0 762 529 0 0 0 0 -252 -90 Percent of Open Interest Represented by Each Category of Trader 3.5 79.6 0.5 78.8 0.0 0.0 10.0 15.3 0.0 0.0 0.0 0.0 7.2 4.6 Number of Traders in Each Category Total Traders: 24 . 4 . 8 0 0 7 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 8, 2010