Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 125,073 Positions 15,309 51,017 17,812 8,444 9,237 324 29,389 14,652 8,676 5,649 2,237 1,384 38,086 19,734 Changes from: September 7, 2010 Total Change is: 6,573 -5,925 7,254 10,260 -1,487 -639 -6 2,430 -15,320 3,116 -2,316 1,042 362 140 505 Percent of Open Interest Represented by Each Category of Trader 12.2 40.8 14.2 6.8 7.4 0.3 23.5 11.7 6.9 4.5 1.8 1.1 30.5 15.8 Number of Traders in Each Category Total Traders: 81 7 14 12 . . . 25 16 21 9 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 53,069 Positions 2,154 24,433 2,522 2,208 784 466 25,077 14,098 1,186 0 953 0 19,456 8,627 Changes from: September 7, 2010 Total Change is: -24,146 -10,891 -20,377 -6,523 4 13 -13 -3,380 8,324 -1,901 0 -2,297 0 -1,442 -1,372 Percent of Open Interest Represented by Each Category of Trader 4.1 46.0 4.8 4.2 1.5 0.9 47.3 26.6 2.2 0.0 1.8 0.0 36.7 16.3 Number of Traders in Each Category Total Traders: 48 . 9 4 . . . 18 12 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 83,927 Positions 14,817 6,077 3,903 14,167 14,960 679 21,639 17,699 4,021 719 13,502 0 23,982 23,086 Changes from: September 7, 2010 Total Change is: -70,922 -62,813 -48,859 -3,132 -3,314 700 -29 4,267 -3,170 -1,597 -1,083 -3,190 0 -3,221 -11,643 Percent of Open Interest Represented by Each Category of Trader 17.7 7.2 4.7 16.9 17.8 0.8 25.8 21.1 4.8 0.9 16.1 0.0 28.6 27.5 Number of Traders in Each Category Total Traders: 80 6 11 10 5 12 . 26 15 16 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 147,290 Positions 8,668 82,033 4,960 41,667 8,361 1,151 51,929 9,457 6,093 1,745 4,453 57 31,019 30,724 Changes from: September 7, 2010 Total Change is: -14,024 -4,451 -3,646 -5,105 2,588 779 -53 -3,210 -417 -3,718 -1,686 1,098 -18 1,630 -2,944 Percent of Open Interest Represented by Each Category of Trader 5.9 55.7 3.4 28.3 5.7 0.8 35.3 6.4 4.1 1.2 3.0 0.0 21.1 20.9 Number of Traders in Each Category Total Traders: 108 9 16 8 12 11 6 30 20 20 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 215,149 Positions 49,597 23,292 15,443 24,079 30,604 3,320 34,343 59,747 19,188 13,480 5,880 3,568 52,132 54,107 Changes from: September 7, 2010 Total Change is: -80,990 -71,259 -54,354 -5,823 344 2,479 18 4,401 -10,256 603 -2,449 -2,932 -344 -6,482 -10,382 Percent of Open Interest Represented by Each Category of Trader 23.1 10.8 7.2 11.2 14.2 1.5 16.0 27.8 8.9 6.3 2.7 1.7 24.2 25.1 Number of Traders in Each Category Total Traders: 168 18 15 15 16 18 11 35 45 34 6 15 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 127,791 Positions 4,357 90,465 3,017 13,262 4,265 246 72,756 9,609 3,249 818 1,880 461 29,626 14,599 Changes from: September 7, 2010 Total Change is: -5,629 -9,927 5,815 -5,193 1,171 -481 0 8,109 -628 -2,533 10 -3,072 174 2,560 289 Percent of Open Interest Represented by Each Category of Trader 3.4 70.8 2.4 10.4 3.3 0.2 56.9 7.5 2.5 0.6 1.5 0.4 23.2 11.4 Number of Traders in Each Category Total Traders: 74 . 16 7 5 4 . 31 11 13 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 37,832 Positions 5,763 22,950 8,084 0 0 0 7,119 2,430 3,552 0 20 602 12,712 194 Changes from: September 7, 2010 Total Change is: 651 -241 556 350 0 0 0 302 -231 -46 0 0 0 286 22 Percent of Open Interest Represented by Each Category of Trader 15.2 60.7 21.4 0.0 0.0 0.0 18.8 6.4 9.4 0.0 0.1 1.6 33.6 0.5 Number of Traders in Each Category Total Traders: 20 7 7 6 0 0 0 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 75,894 Positions 11,598 47,823 337 22,358 623 272 36,011 21,803 18 1,414 3,223 0 3,886 1,795 Changes from: September 7, 2010 Total Change is: -26,967 -15,507 -16,896 -3,804 -83 -104 0 2,745 1,234 -5,854 -5,523 -935 -110 1,169 -498 Percent of Open Interest Represented by Each Category of Trader 15.3 63.0 0.4 29.5 0.8 0.4 47.4 28.7 0.0 1.9 4.2 0.0 5.1 2.4 Number of Traders in Each Category Total Traders: 79 4 11 . 6 . . 22 22 . 5 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 25,755 Positions 1,801 17,476 0 865 0 0 19,140 6,669 0 473 532 0 3,476 1,078 Changes from: September 7, 2010 Total Change is: -2,167 -1,105 3,069 -4,063 -132 0 0 5,347 1,781 -3,087 132 252 0 741 -119 Percent of Open Interest Represented by Each Category of Trader 7.0 67.9 0.0 3.4 0.0 0.0 74.3 25.9 0.0 1.8 2.1 0.0 13.5 4.2 Number of Traders in Each Category Total Traders: 29 . 7 0 . 0 0 9 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 54,258 Positions 22,145 19,651 5,220 3,264 3,792 441 11,243 13,972 3,822 200 1,084 169 7,753 6,106 Changes from: September 7, 2010 Total Change is: 1,682 -4,563 109 4,432 -115 -875 21 5,020 3,660 -3,030 0 -109 12 -95 -2,538 Percent of Open Interest Represented by Each Category of Trader 40.8 36.2 9.6 6.0 7.0 0.8 20.7 25.8 7.0 0.4 2.0 0.3 14.3 11.3 Number of Traders in Each Category Total Traders: 105 14 21 17 5 7 . 33 20 19 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 108,515 Positions 44,289 39,301 10,441 6,528 7,584 882 22,486 27,944 7,645 400 2,169 339 15,505 12,211 Changes from: September 7, 2010 Total Change is: 23,690 137 5,384 9,865 263 -1,750 41 4,812 2,329 4,610 0 449 27 3,935 2,735 Percent of Open Interest Represented by Each Category of Trader 40.8 36.2 9.6 6.0 7.0 0.8 20.7 25.8 7.0 0.4 2.0 0.3 14.3 11.3 Number of Traders in Each Category Total Traders: 105 14 21 17 5 7 . 33 20 19 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,237,221 Positions 87,836 221,548 170,445 430,148 170,799 67,827 80,846 205,758 173,778 15,236 36,309 22,996 188,108 167,760 Changes from: September 7, 2010 Total Change is: 174,592 -400 23,211 78,748 7,665 -9,947 4,142 8,971 -1,046 20,295 672 3,259 2,575 51,922 53,353 Percent of Open Interest Represented by Each Category of Trader 7.1 17.9 13.8 34.8 13.8 5.5 6.5 16.6 14.0 1.2 2.9 1.9 15.2 13.6 Number of Traders in Each Category Total Traders: 568 32 50 57 106 65 69 95 155 132 27 38 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 499,775 Positions 48,365 121,911 61,400 146,753 46,020 13,089 29,729 74,147 69,700 7,391 21,614 8,515 114,834 83,379 Changes from: September 7, 2010 Total Change is: 79,834 7,792 16,702 35,225 2,538 -731 2,072 3,927 -7,960 11,328 353 1,784 -312 16,910 21,725 Percent of Open Interest Represented by Each Category of Trader 9.7 24.4 12.3 29.4 9.2 2.6 5.9 14.8 13.9 1.5 4.3 1.7 23.0 16.7 Number of Traders in Each Category Total Traders: 154 16 20 23 31 16 19 24 32 49 . 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 3,687,232 Positions 293,233 594,066 449,350 1,427,770 634,689 262,899 511,163 913,634 264,814 75,839 110,081 35,796 366,367 421,902 Changes from: September 7, 2010 Total Change is: 473,790 4,745 78,249 171,910 26,063 -45,645 9,921 -7,406 1,946 77,464 759 6,530 15,276 175,060 158,140 Percent of Open Interest Represented by Each Category of Trader 8.0 16.1 12.2 38.7 17.2 7.1 13.9 24.8 7.2 2.1 3.0 1.0 9.9 11.4 Number of Traders in Each Category Total Traders: 508 31 48 48 86 58 58 90 142 116 24 29 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 127,313 Positions 4,243 16,364 40,116 53,793 44,641 4,302 11,303 16,157 307 1,760 30 205 11,284 5,191 Changes from: September 7, 2010 Total Change is: 39,991 -2,147 6,775 35,847 4,180 -2,496 -119 1,606 647 -327 1,760 30 205 -1,014 -571 Percent of Open Interest Represented by Each Category of Trader 3.3 12.9 31.5 42.3 35.1 3.4 8.9 12.7 0.2 1.4 0.0 0.2 8.9 4.1 Number of Traders in Each Category Total Traders: 88 . 13 10 36 12 12 11 10 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 123,276 Positions 27,004 21,316 28,574 18,082 23,154 3,431 22,289 20,688 8,820 1,277 6,654 159 13,641 10,480 Changes from: September 7, 2010 Total Change is: 27,338 -4,699 6,740 14,006 5,847 -718 139 4,092 333 3,807 125 61 24 3,998 2,947 Percent of Open Interest Represented by Each Category of Trader 21.9 17.3 23.2 14.7 18.8 2.8 18.1 16.8 7.2 1.0 5.4 0.1 11.1 8.5 Number of Traders in Each Category Total Traders: 235 23 26 26 38 19 11 53 55 32 11 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 27,421 Positions 9,427 19,142 1,444 401 485 0 7,727 1,230 530 0 2,005 0 7,892 2,585 Changes from: September 7, 2010 Total Change is: 2,475 -2,334 1,384 706 -440 0 0 2,332 -1,476 530 0 0 0 1,681 1,331 Percent of Open Interest Represented by Each Category of Trader 34.4 69.8 5.3 1.5 1.8 0.0 28.2 4.5 1.9 0.0 7.3 0.0 28.8 9.4 Number of Traders in Each Category Total Traders: 23 5 10 6 . . 0 4 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 479,278 Positions 147,213 70,201 76,321 88,406 113,345 17,153 102,198 126,676 12,062 6,386 23,247 794 28,745 39,480 Changes from: September 7, 2010 Total Change is: 124,315 -17,692 20,912 72,365 31,434 -3,589 696 20,726 20,967 4,459 624 307 121 11,582 8,077 Percent of Open Interest Represented by Each Category of Trader 30.7 14.6 15.9 18.4 23.6 3.6 21.3 26.4 2.5 1.3 4.9 0.2 6.0 8.2 Number of Traders in Each Category Total Traders: 234 25 24 22 38 18 11 52 56 29 11 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 457,633 Positions 217,340 44,011 21,952 125,811 167,969 15,880 37,353 150,760 12,060 3,199 16,983 147 23,890 27,871 Changes from: September 7, 2010 Total Change is: 10,575 -10,897 5,432 6,220 -3,971 -5,192 -357 3,463 -9,348 5,155 1,447 532 122 9,393 8,011 Percent of Open Interest Represented by Each Category of Trader 47.5 9.6 4.8 27.5 36.7 3.5 8.2 32.9 2.6 0.7 3.7 0.0 5.2 6.1 Number of Traders in Each Category Total Traders: 254 19 17 10 50 46 25 35 67 31 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 28,162 Positions 9,203 3,726 300 8,776 2,730 179 1,801 3,083 0 0 1,257 0 7,903 16,887 Changes from: September 7, 2010 Total Change is: -16,773 388 -5,056 -2,958 207 41 -68 -4,447 -815 -546 0 -68 -1,800 -7,549 -5,503 Percent of Open Interest Represented by Each Category of Trader 32.7 13.2 1.1 31.2 9.7 0.6 6.4 10.9 0.0 0.0 4.5 0.0 28.1 60.0 Number of Traders in Each Category Total Traders: 43 12 5 . 8 . . 6 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 31,032 Positions 11,734 8,974 958 6,515 3,095 393 1,886 4,914 133 0 0 0 9,413 12,565 Changes from: September 7, 2010 Total Change is: -26,899 -20,904 -10,123 -2,653 25 405 -124 -547 -4,789 -702 0 -984 -236 -1,758 -7,693 Percent of Open Interest Represented by Each Category of Trader 37.8 28.9 3.1 21.0 10.0 1.3 6.1 15.8 0.4 0.0 0.0 0.0 30.3 40.5 Number of Traders in Each Category Total Traders: 44 9 7 . 8 4 . 5 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 32,821 Positions 0 2,701 0 22,665 19,630 2,747 1,588 3,010 1,926 0 328 0 3,895 2,479 Changes from: September 7, 2010 Total Change is: 848 0 1,198 0 -155 -2,794 -166 -1,380 557 1,926 0 27 0 623 100 Percent of Open Interest Represented by Each Category of Trader 0.0 8.2 0.0 69.1 59.8 8.4 4.8 9.2 5.9 0.0 1.0 0.0 11.9 7.6 Number of Traders in Each Category Total Traders: 43 0 . 0 17 14 7 6 . 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 28,852 Positions 445 10,812 1,277 13,143 2,873 722 4,500 10,179 313 2,557 429 0 5,895 2,247 Changes from: September 7, 2010 Total Change is: 2,383 -551 979 1,026 -122 493 16 678 -1,009 313 527 225 0 496 340 Percent of Open Interest Represented by Each Category of Trader 1.5 37.5 4.4 45.6 10.0 2.5 15.6 35.3 1.1 8.9 1.5 0.0 20.4 7.8 Number of Traders in Each Category Total Traders: 47 . 7 . 13 4 5 9 4 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 780,032 Positions 22,770 150,494 30,947 333,169 153,840 73,441 53,001 135,512 69,086 28,262 22,752 11,321 158,036 132,641 Changes from: September 7, 2010 Total Change is: -20,701 3,202 22,396 -6,842 -8,306 -3,136 5,034 -1,423 -12,724 -7,129 27 -6,691 -2,657 -2,607 -8,952 Percent of Open Interest Represented by Each Category of Trader 2.9 19.3 4.0 42.7 19.7 9.4 6.8 17.4 8.9 3.6 2.9 1.5 20.3 17.0 Number of Traders in Each Category Total Traders: 175 10 23 22 47 24 36 33 25 45 5 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 221,176 Positions 3,556 90,202 1,824 152,057 4,555 10,092 4,760 77,890 5,728 0 0 0 43,159 30,885 Changes from: September 7, 2010 Total Change is: 1,551 1,520 3,323 274 548 2,020 688 0 -1,296 -2,069 0 0 0 590 -1,389 Percent of Open Interest Represented by Each Category of Trader 1.6 40.8 0.8 68.7 2.1 4.6 2.2 35.2 2.6 0.0 0.0 0.0 19.5 14.0 Number of Traders in Each Category Total Traders: 50 . 6 . 25 . 11 . 12 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 727,502 Positions 66,097 57,257 13,373 225,656 193,855 67,156 178,290 107,031 26,025 36,188 138,793 5,311 109,407 118,701 Changes from: September 7, 2010 Total Change is: 33,067 9,716 7,934 -3,605 11,280 -80 -5,586 27,936 25,150 -548 -1,011 -3,936 839 -5,954 12,899 Percent of Open Interest Represented by Each Category of Trader 9.1 7.9 1.8 31.0 26.6 9.2 24.5 14.7 3.6 5.0 19.1 0.7 15.0 16.3 Number of Traders in Each Category Total Traders: 208 19 21 14 34 42 36 35 28 21 8 21 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,135,969 Positions 51,586 269,059 231,033 756,649 361,702 218,117 175,518 372,830 255,057 87,213 34,981 59,877 300,918 333,313 Changes from: September 7, 2010 Total Change is: -100,889 737 -14,444 23,296 -73,534 -10,275 2,682 -13,244 -34,933 -41,882 10,830 -1,321 -4,667 -5,107 -19,346 Percent of Open Interest Represented by Each Category of Trader 2.4 12.6 10.8 35.4 16.9 10.2 8.2 17.5 11.9 4.1 1.6 2.8 14.1 15.6 Number of Traders in Each Category Total Traders: 273 29 35 53 39 51 55 48 50 70 15 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 980,481 Positions 48,362 117,033 39,660 269,708 324,759 115,450 205,223 43,131 50,036 28,007 42,803 8,958 215,076 238,650 Changes from: September 7, 2010 Total Change is: -53,698 1,942 -4,376 -4,051 -11,858 -18,272 -783 -20,560 -2,551 -14,048 3,308 -560 -74 -7,575 -8,984 Percent of Open Interest Represented by Each Category of Trader 4.9 11.9 4.0 27.5 33.1 11.8 20.9 4.4 5.1 2.9 4.4 0.9 21.9 24.3 Number of Traders in Each Category Total Traders: 151 10 18 16 23 36 38 33 15 30 7 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 2010 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,261,443 Positions 131,528 219,562 271,305 38,607 0 197,772 98,784 36,835 468,902 7,322 4,840 9,565 37,658 52,662 Changes from: September 7, 2010 Total Change is: 17,312 11,504 2,619 5,701 -1,798 0 845 -439 -697 3,538 -606 308 402 -1,836 4,596 Percent of Open Interest Represented by Each Category of Trader 10.4 17.4 21.5 3.1 0.0 15.7 7.8 2.9 37.2 0.6 0.4 0.8 3.0 4.2 Number of Traders in Each Category Total Traders: 119 30 21 45 5 0 4 30 20 41 6 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 is11,426,157 Positions 1,688,472 2,959,201 2,325,309 749,802 136,310 576,173 1,158,356 324,848 3,520,316 187,683 318,537 301,111 918,935 964,353 Changes from: September 7, 2010 Total Change is:-2,996,854 -108,595 -310,804 -723,987 -195,808 -114,288 -279,293 -121,527 -12,982 -1,436,101 -18,481 -19,646 -85,977 -27,085 -13,777 Percent of Open Interest Represented by Each Category of Trader 14.8 25.9 20.4 6.6 1.2 5.0 10.1 2.8 30.8 1.6 2.8 2.6 8.0 8.4 Number of Traders in Each Category Total Traders: 266 33 57 88 8 13 20 68 51 100 8 17 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 9,884 Positions 1,491 4,960 1,300 884 549 222 1,011 2,652 0 4,800 175 0 176 26 Changes from: September 7, 2010 Total Change is: -7,388 -1,822 180 -4,911 -46 -312 0 -63 -1,364 -436 0 -420 0 -110 -125 Percent of Open Interest Represented by Each Category of Trader 15.1 50.2 13.2 8.9 5.6 2.2 10.2 26.8 0.0 48.6 1.8 0.0 1.8 0.3 Number of Traders in Each Category Total Traders: 27 . 4 . . 5 . 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 33,802 Positions 30,749 17,884 140 1,016 1,127 77 1,670 8,295 0 0 6,067 0 150 212 Changes from: September 7, 2010 Total Change is: -7,104 -5,479 -4,551 -1,646 -10 171 0 333 -715 -260 0 29 0 -42 -132 Percent of Open Interest Represented by Each Category of Trader 91.0 52.9 0.4 3.0 3.3 0.2 4.9 24.5 0.0 0.0 17.9 0.0 0.4 0.6 Number of Traders in Each Category Total Traders: 30 4 5 . . 4 . 4 7 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 25,099 Positions 11,252 7,706 131 802 0 807 6,682 11,681 807 543 1,039 1 4,075 2,927 Changes from: September 7, 2010 Total Change is: 661 -30 -5,659 -42 125 0 82 839 5,566 -199 140 199 -291 37 1,005 Percent of Open Interest Represented by Each Category of Trader 44.8 30.7 0.5 3.2 0.0 3.2 26.6 46.5 3.2 2.2 4.1 0.0 16.2 11.7 Number of Traders in Each Category Total Traders: 68 7 . . 4 0 . 20 26 8 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 125,941 Positions 79,493 41,423 14,325 764 115 886 1,231 39,533 8,337 771 3,023 1,964 18,170 16,335 Changes from: September 7, 2010 Total Change is: 16,645 4,866 -4,189 4,809 123 9 313 339 5,084 433 -43 865 1,364 4,441 7,957 Percent of Open Interest Represented by Each Category of Trader 63.1 32.9 11.4 0.6 0.1 0.7 1.0 31.4 6.6 0.6 2.4 1.6 14.4 13.0 Number of Traders in Each Category Total Traders: 61 4 13 11 . . . . 26 18 . 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 14, 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 15,831 Positions 497 11,862 961 10,905 0 0 1,205 1,176 404 0 0 0 1,859 1,428 Changes from: September 7, 2010 Total Change is: 1,898 -214 -59 959 -372 0 0 50 -53 404 0 0 0 1,071 647 Percent of Open Interest Represented by Each Category of Trader 3.1 74.9 6.1 68.9 0.0 0.0 7.6 7.4 2.6 0.0 0.0 0.0 11.7 9.0 Number of Traders in Each Category Total Traders: 21 . . . 8 0 0 6 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 17, 2010