Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 123,851 Positions 3,988 74,295 979 10,632 9,419 228 58,566 13,466 1,073 7,904 9,576 0 40,481 14,815 Changes from: October 5, 2010 Total Change is: 3,806 3,395 2,508 44 579 -394 -78 -653 -10 52 177 1,089 0 290 595 Percent of Open Interest Represented by Each Category of Trader 3.2 60.0 0.8 8.6 7.6 0.2 47.3 10.9 0.9 6.4 7.7 0.0 32.7 12.0 Number of Traders in Each Category Total Traders: 88 5 15 4 . . . 41 8 4 11 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,722 Positions 4,924 31,312 791 1,824 876 421 29,707 13,672 68 0 500 0 19,987 10,082 Changes from: October 5, 2010 Total Change is: 1,086 558 -2,368 444 -475 35 -34 235 1,986 30 0 0 0 328 993 Percent of Open Interest Represented by Each Category of Trader 8.5 54.2 1.4 3.2 1.5 0.7 51.5 23.7 0.1 0.0 0.9 0.0 34.6 17.5 Number of Traders in Each Category Total Traders: 51 5 11 . . . . 22 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 92,868 Positions 10,404 25,257 696 13,269 14,967 1,648 38,910 13,444 208 1,544 16,552 0 26,189 20,096 Changes from: October 5, 2010 Total Change is: 6,332 3,025 1,304 159 -860 835 616 2,483 1,196 195 238 823 0 476 1,204 Percent of Open Interest Represented by Each Category of Trader 11.2 27.2 0.7 14.3 16.1 1.8 41.9 14.5 0.2 1.7 17.8 0.0 28.2 21.6 Number of Traders in Each Category Total Traders: 85 8 11 . 7 10 4 28 15 6 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 146,581 Positions 10,792 89,364 2,092 40,817 5,577 1,286 57,852 11,709 277 1,830 6,247 0 31,635 30,029 Changes from: October 5, 2010 Total Change is: 4,093 3,777 4,084 1,379 -1,039 -42 -14 -1,291 -2,650 130 148 -796 0 1,003 2,002 Percent of Open Interest Represented by Each Category of Trader 7.4 61.0 1.4 27.8 3.8 0.9 39.5 8.0 0.2 1.2 4.3 0.0 21.6 20.5 Number of Traders in Each Category Total Traders: 109 8 18 . 11 7 4 37 18 4 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 197,836 Positions 49,466 88,601 1,866 23,440 23,908 2,236 44,042 26,485 2,758 20,555 6,057 418 53,055 45,507 Changes from: October 5, 2010 Total Change is: 430 8,469 3,907 -918 -1,096 -3,527 -125 -4,674 1,658 1,099 443 906 155 -2,923 -2,725 Percent of Open Interest Represented by Each Category of Trader 25.0 44.8 0.9 11.8 12.1 1.1 22.3 13.4 1.4 10.4 3.1 0.2 26.8 23.0 Number of Traders in Each Category Total Traders: 153 19 17 . 16 13 6 44 26 14 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 138,537 Positions 4,203 108,980 1,733 22,337 2,885 258 76,583 6,537 216 997 4,143 0 32,210 13,785 Changes from: October 5, 2010 Total Change is: -910 -1,271 -922 1,383 1,330 0 26 -1,982 -1,645 34 -189 -157 0 -241 371 Percent of Open Interest Represented by Each Category of Trader 3.0 78.7 1.3 16.1 2.1 0.2 55.3 4.7 0.2 0.7 3.0 0.0 23.3 10.0 Number of Traders in Each Category Total Traders: 77 . 18 . 6 . . 33 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 39,446 Positions 4,620 25,663 6,125 0 0 0 16,532 4,826 2,116 976 16 606 8,471 94 Changes from: October 5, 2010 Total Change is: 1,918 0 2,026 -244 0 0 0 1,323 186 0 149 -4 4 686 -50 Percent of Open Interest Represented by Each Category of Trader 11.7 65.1 15.5 0.0 0.0 0.0 41.9 12.2 5.4 2.5 0.0 1.5 21.5 0.2 Number of Traders in Each Category Total Traders: 21 5 9 6 0 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 141,728 Positions 6,755 109,665 349 20,828 150 220 103,458 11,276 0 3,321 18,668 0 6,797 1,400 Changes from: October 5, 2010 Total Change is: 2,153 676 -1,642 25 -1,222 0 0 2,035 882 0 355 3,188 0 284 -300 Percent of Open Interest Represented by Each Category of Trader 4.8 77.4 0.2 14.7 0.1 0.2 73.0 8.0 0.0 2.3 13.2 0.0 4.8 1.0 Number of Traders in Each Category Total Traders: 112 6 17 . 10 . . 45 15 0 10 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 26,437 Positions 1,960 18,351 31 578 726 0 19,393 6,052 0 527 150 0 3,948 1,127 Changes from: October 5, 2010 Total Change is: 395 7 693 0 -72 590 0 289 -299 0 45 -130 0 126 -459 Percent of Open Interest Represented by Each Category of Trader 7.4 69.4 0.1 2.2 2.7 0.0 73.4 22.9 0.0 2.0 0.6 0.0 14.9 4.3 Number of Traders in Each Category Total Traders: 37 . 13 . . . 0 11 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 45,517 Positions 16,829 19,545 608 2,811 4,899 641 17,229 12,952 703 237 1,297 23 6,439 4,851 Changes from: October 5, 2010 Total Change is: -3,490 1,028 -3,575 -131 160 68 63 -3,891 960 113 97 -310 21 -949 -697 Percent of Open Interest Represented by Each Category of Trader 37.0 42.9 1.3 6.2 10.8 1.4 37.9 28.5 1.5 0.5 2.8 0.1 14.1 10.7 Number of Traders in Each Category Total Traders: 93 13 19 . 4 7 . 29 15 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 91,034 Positions 33,658 39,090 1,215 5,621 9,797 1,281 34,457 25,904 1,406 473 2,593 46 12,877 9,702 Changes from: October 5, 2010 Total Change is: -6,980 2,055 -7,150 -262 320 135 126 -7,781 1,919 225 193 -620 41 -1,897 -1,394 Percent of Open Interest Represented by Each Category of Trader 37.0 42.9 1.3 6.2 10.8 1.4 37.9 28.5 1.5 0.5 2.8 0.1 14.1 10.7 Number of Traders in Each Category Total Traders: 93 13 19 . 4 7 . 29 15 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 843,960 Positions 26,643 272,239 47,017 424,492 145,093 58,955 88,866 147,296 41,015 16,960 24,806 1,747 138,266 105,792 Changes from: October 5, 2010 Total Change is: 14,109 2,959 15,851 4,272 4,464 -6,477 -958 -695 937 1,330 997 -2,155 925 815 384 Percent of Open Interest Represented by Each Category of Trader 3.2 32.3 5.6 50.3 17.2 7.0 10.5 17.5 4.9 2.0 2.9 0.2 16.4 12.5 Number of Traders in Each Category Total Traders: 522 28 45 18 109 64 59 102 129 61 24 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 306,550 Positions 16,283 152,527 4,244 146,826 47,197 7,787 48,480 22,476 1,368 8,711 10,952 0 72,851 59,999 Changes from: October 5, 2010 Total Change is: 5,495 3,179 5,445 817 -1,196 -1,527 -562 885 878 11 907 770 0 1,454 -337 Percent of Open Interest Represented by Each Category of Trader 5.3 49.8 1.4 47.9 15.4 2.5 15.8 7.3 0.4 2.8 3.6 0.0 23.8 19.6 Number of Traders in Each Category Total Traders: 135 8 25 5 30 17 16 21 25 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,687,051 Positions 151,683 698,446 113,982 1,400,208 501,362 243,961 364,726 786,896 35,436 46,731 74,753 3,250 327,074 228,965 Changes from: October 5, 2010 Total Change is: 43,072 14,956 68,089 1,219 24,793 -28,261 1,527 183 8,376 -1,485 5,904 -9,170 -830 -3,195 3,607 Percent of Open Interest Represented by Each Category of Trader 5.6 26.0 4.2 52.1 18.7 9.1 13.6 29.3 1.3 1.7 2.8 0.1 12.2 8.5 Number of Traders in Each Category Total Traders: 476 25 41 12 92 54 48 102 122 41 21 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 106,520 Positions 12,491 32,123 10,463 50,004 40,899 5,236 16,084 13,404 141 1,205 0 0 10,896 4,254 Changes from: October 5, 2010 Total Change is: -2,398 1,928 -898 -230 -2,134 -1,390 85 -1,985 -501 32 -234 0 0 140 504 Percent of Open Interest Represented by Each Category of Trader 11.7 30.2 9.8 46.9 38.4 4.9 15.1 12.6 0.1 1.1 0.0 0.0 10.2 4.0 Number of Traders in Each Category Total Traders: 80 5 8 . 30 12 11 16 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 108,848 Positions 13,539 39,879 14,312 21,607 17,689 2,920 33,285 13,373 11,201 1,229 2,857 341 10,412 6,275 Changes from: October 5, 2010 Total Change is: -2,595 2,703 -2,032 280 957 -440 -127 -6,389 -1,121 803 -115 -412 341 -1,048 113 Percent of Open Interest Represented by Each Category of Trader 12.4 36.6 13.1 19.9 16.3 2.7 30.6 12.3 10.3 1.1 2.6 0.3 9.6 5.8 Number of Traders in Each Category Total Traders: 241 24 29 11 39 17 11 64 42 18 10 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 20,244 Positions 8,390 14,350 3 258 300 0 8,065 2,084 0 341 0 0 3,187 3,507 Changes from: October 5, 2010 Total Change is: 777 755 400 0 22 0 0 -367 491 0 341 0 0 26 -114 Percent of Open Interest Represented by Each Category of Trader 41.4 70.9 0.0 1.3 1.5 0.0 39.8 10.3 0.0 1.7 0.0 0.0 15.7 17.3 Number of Traders in Each Category Total Traders: 24 4 12 . . . 0 4 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 443,019 Positions 92,887 194,785 4,406 106,747 86,946 14,601 174,734 105,080 7,371 6,146 15,992 0 36,127 13,838 Changes from: October 5, 2010 Total Change is: -16,859 10,695 -11,206 445 4,401 -2,474 -360 -28,861 -6,813 2,767 -576 -353 0 -5,370 1,135 Percent of Open Interest Represented by Each Category of Trader 21.0 44.0 1.0 24.1 19.6 3.3 39.4 23.7 1.7 1.4 3.6 0.0 8.2 3.1 Number of Traders in Each Category Total Traders: 238 24 28 5 38 16 11 65 41 13 10 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 393,922 Positions 172,846 51,479 2,349 119,110 150,334 21,212 53,938 135,103 5,097 2,338 12,300 0 17,032 16,048 Changes from: October 5, 2010 Total Change is: -1,245 -683 4,987 -453 -3,069 -2,006 524 1,317 -5,029 283 -271 1,575 0 1,107 -1,126 Percent of Open Interest Represented by Each Category of Trader 43.9 13.1 0.6 30.2 38.2 5.4 13.7 34.3 1.3 0.6 3.1 0.0 4.3 4.1 Number of Traders in Each Category Total Traders: 250 18 20 . 52 41 24 41 64 16 7 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 34,118 Positions 8,677 4,701 1,226 8,949 1,168 454 3,552 4,681 110 755 953 0 10,395 20,825 Changes from: October 5, 2010 Total Change is: 1,729 -1,288 -123 421 293 39 303 1,204 2,256 74 0 -423 0 722 -818 Percent of Open Interest Represented by Each Category of Trader 25.4 13.8 3.6 26.2 3.4 1.3 10.4 13.7 0.3 2.2 2.8 0.0 30.5 61.0 Number of Traders in Each Category Total Traders: 49 12 5 . 9 . . 10 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 36,800 Positions 15,002 16,360 562 5,711 1,688 655 5,101 8,518 405 754 726 20 8,590 7,866 Changes from: October 5, 2010 Total Change is: -3,995 737 -809 -24 144 -38 -58 -3,204 10 37 205 0 20 -1,852 -3,133 Percent of Open Interest Represented by Each Category of Trader 40.8 44.5 1.5 15.5 4.6 1.8 13.9 23.1 1.1 2.0 2.0 0.1 23.3 21.4 Number of Traders in Each Category Total Traders: 46 10 10 . 7 . . 6 9 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 31,704 Positions 0 2,343 0 21,867 16,680 4,319 1,856 6,102 0 0 0 0 3,662 2,260 Changes from: October 5, 2010 Total Change is: 1,187 0 808 0 353 -619 561 15 761 0 0 -220 0 258 -104 Percent of Open Interest Represented by Each Category of Trader 0.0 7.4 0.0 69.0 52.6 13.6 5.9 19.2 0.0 0.0 0.0 0.0 11.6 7.1 Number of Traders in Each Category Total Traders: 46 0 . 0 18 13 8 . 9 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 30,773 Positions 2,494 11,063 50 14,216 4,338 740 3,691 12,621 0 3,124 0 0 6,458 1,961 Changes from: October 5, 2010 Total Change is: 246 543 -65 50 -204 -101 39 -148 417 0 0 0 0 -34 -94 Percent of Open Interest Represented by Each Category of Trader 8.1 36.0 0.2 46.2 14.1 2.4 12.0 41.0 0.0 10.2 0.0 0.0 21.0 6.4 Number of Traders in Each Category Total Traders: 43 6 5 . 11 5 4 7 4 0 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 692,890 Positions 28,894 166,815 5,674 334,059 152,182 61,514 79,909 128,177 6,343 18,424 43,884 4,540 153,533 123,761 Changes from: October 5, 2010 Total Change is: 18,568 5,185 6,203 -2,907 -9,129 2,662 4,687 21,006 -4,533 -2,087 -3,702 9,081 -1,666 7,181 7,128 Percent of Open Interest Represented by Each Category of Trader 4.2 24.1 0.8 48.2 22.0 8.9 11.5 18.5 0.9 2.7 6.3 0.7 22.2 17.9 Number of Traders in Each Category Total Traders: 165 10 23 6 44 23 36 29 24 12 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 232,194 Positions 0 98,083 1,781 173,117 0 9,814 2,000 87,735 10 0 0 0 45,472 34,771 Changes from: October 5, 2010 Total Change is: 6,697 0 1,044 1,206 8,392 0 -1,051 0 3,742 0 0 0 0 -1,850 1,756 Percent of Open Interest Represented by Each Category of Trader 0.0 42.2 0.8 74.6 0.0 4.2 0.9 37.8 0.0 0.0 0.0 0.0 19.6 15.0 Number of Traders in Each Category Total Traders: 46 0 9 . 25 0 12 . 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 740,994 Positions 75,769 75,712 6,750 194,492 229,020 82,597 229,673 62,748 10,077 23,942 149,877 3,913 113,781 120,300 Changes from: October 5, 2010 Total Change is: 7,805 9,566 -1,431 -3,059 20,312 7,535 -7,252 -18,958 4,051 896 1,474 -973 -6 4,832 8,044 Percent of Open Interest Represented by Each Category of Trader 10.2 10.2 0.9 26.2 30.9 11.1 31.0 8.5 1.4 3.2 20.2 0.5 15.4 16.2 Number of Traders in Each Category Total Traders: 216 18 26 6 34 43 38 40 26 16 6 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,689,611 Positions 87,572 363,694 51,786 693,648 333,081 153,025 199,579 394,166 19,017 151,514 40,527 12,227 321,243 322,088 Changes from: October 5, 2010 Total Change is: -17,153 14,084 -12,991 -5,940 -51,516 -10,747 3,552 -7,454 3,990 -6,510 12,326 -1,653 174 24,131 12,972 Percent of Open Interest Represented by Each Category of Trader 5.2 21.5 3.1 41.1 19.7 9.1 11.8 23.3 1.1 9.0 2.4 0.7 19.0 19.1 Number of Traders in Each Category Total Traders: 282 29 40 17 48 50 54 40 56 33 10 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 992,698 Positions 99,615 136,412 19,555 198,946 336,629 115,582 289,811 78,423 12,491 35,914 46,103 1 220,783 247,502 Changes from: October 5, 2010 Total Change is: 46,313 18,829 306 7,566 -4,615 4,348 6,939 16,006 16,847 1,649 115 1,593 1 -177 7,064 Percent of Open Interest Represented by Each Category of Trader 10.0 13.7 2.0 20.0 33.9 11.6 29.2 7.9 1.3 3.6 4.6 0.0 22.2 24.9 Number of Traders in Each Category Total Traders: 165 16 16 7 24 33 32 32 29 15 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 596,498 Positions 141,863 244,375 193,494 15,413 170 1,858 127,228 27,955 79,569 4,453 1,210 686 31,934 47,181 Changes from: October 5, 2010 Total Change is: 14,178 -1,067 5,883 12,119 721 63 337 4,626 -1,897 349 119 -196 151 -3,177 -2,631 Percent of Open Interest Represented by Each Category of Trader 23.8 41.0 32.4 2.6 0.0 0.3 21.3 4.7 13.3 0.7 0.2 0.1 5.4 7.9 Number of Traders in Each Category Total Traders: 106 26 27 38 . . . 25 16 30 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,781,612 Positions 1,622,190 3,041,241 1,416,484 885,178 249,374 114,456 1,504,412 563,097 991,294 196,697 391,765 103,720 947,181 910,181 Changes from: October 5, 2010 Total Change is: 11,705 12,734 -69,613 -178 17,760 48,043 -6,432 -29,963 13,064 -18,116 12,788 54,991 -3,260 26,372 -6,794 Percent of Open Interest Represented by Each Category of Trader 20.8 39.1 18.2 11.4 3.2 1.5 19.3 7.2 12.7 2.5 5.0 1.3 12.2 11.7 Number of Traders in Each Category Total Traders: 251 33 56 84 11 10 13 65 47 81 7 12 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,094 Positions 3,177 5,127 1,300 958 814 22 1,445 4,492 58 4,800 205 0 334 76 Changes from: October 5, 2010 Total Change is: 931 880 246 0 -15 0 0 73 682 0 0 30 0 -7 -27 Percent of Open Interest Represented by Each Category of Trader 26.3 42.4 10.7 7.9 6.7 0.2 11.9 37.1 0.5 39.7 1.7 0.0 2.8 0.6 Number of Traders in Each Category Total Traders: 32 4 4 . . 5 . 5 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 41,014 Positions 34,880 27,672 1,935 1,624 1,556 77 2,229 3,587 0 0 6,061 0 269 126 Changes from: October 5, 2010 Total Change is: 1,934 1,938 3,180 2 0 294 0 85 -1,593 0 0 2 0 -91 49 Percent of Open Interest Represented by Each Category of Trader 85.0 67.5 4.7 4.0 3.8 0.2 5.4 8.7 0.0 0.0 14.8 0.0 0.7 0.3 Number of Traders in Each Category Total Traders: 32 4 5 . . 4 . 6 7 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 34,984 Positions 16,916 7,454 129 299 915 662 11,128 20,809 523 1,757 778 0 3,570 3,714 Changes from: October 5, 2010 Total Change is: 398 2,026 65 0 -117 87 -78 -1,922 1,946 -66 -72 -1,320 -1 628 -235 Percent of Open Interest Represented by Each Category of Trader 48.4 21.3 0.4 0.9 2.6 1.9 31.8 59.5 1.5 5.0 2.2 0.0 10.2 10.6 Number of Traders in Each Category Total Traders: 78 9 4 . . . . 13 35 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 129,842 Positions 87,877 41,330 9,307 671 675 2,543 218 43,452 11,263 780 4,041 3,135 14,048 14,096 Changes from: October 5, 2010 Total Change is: 14,848 6,202 1,805 3,738 0 485 418 -707 5,641 3,211 143 -417 1,009 834 -1,042 Percent of Open Interest Represented by Each Category of Trader 67.7 31.8 7.2 0.5 0.5 2.0 0.2 33.5 8.7 0.6 3.1 2.4 10.8 10.9 Number of Traders in Each Category Total Traders: 74 4 13 12 . . 6 . 34 18 . 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 4,679 Positions 532 2,147 0 1,881 62 46 1,241 2,342 0 880 45 0 99 37 Changes from: October 5, 2010 Total Change is: 118 0 -12 0 266 -5 5 44 130 0 0 0 0 -197 0 Percent of Open Interest Represented by Each Category of Trader 11.4 45.9 0.0 40.2 1.3 1.0 26.5 50.1 0.0 18.8 1.0 0.0 2.1 0.8 Number of Traders in Each Category Total Traders: 20 . . 0 . . . 5 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of October 12, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,742 Positions 488 11,649 558 11,172 0 0 1,945 2,531 0 0 0 0 1,579 1,004 Changes from: October 5, 2010 Total Change is: 1,743 -1 504 487 142 0 0 546 387 0 0 0 0 569 365 Percent of Open Interest Represented by Each Category of Trader 3.1 74.0 3.5 71.0 0.0 0.0 12.4 16.1 0.0 0.0 0.0 0.0 10.0 6.4 Number of Traders in Each Category Total Traders: 26 . 4 . 9 0 0 8 4 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 15, 2010