Traders in Financial Futures- Futures Only Positions as of October 26, 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 102,269
Positions
4,564 56,342 1,785 9,033 9,654 417 36,390 10,891 1,315 8,108 7,056 0 40,657 14,809
Changes from: October 19, 2010 Total Change is: -10,522
-102 -10,766 28 -920 536 249 -7,669 -143 198 -1,154 -10 0 -1,152 -614
Percent of Open Interest Represented by Each Category of Trader
4.5 55.1 1.7 8.8 9.4 0.4 35.6 10.6 1.3 7.9 6.9 0.0 39.8 14.5
Number of Traders in Each Category Total Traders: 79
5 15 4 . . . 31 10 5 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 50,068
Positions
5,222 23,641 1,012 1,719 863 432 23,085 14,054 2 0 500 0 18,596 9,564
Changes from: October 19, 2010 Total Change is: -3,954
-1,060 -2,653 49 2 6 -8 -1,894 -1,271 -15 0 0 0 -1,028 -62
Percent of Open Interest Represented by Each Category of Trader
10.4 47.2 2.0 3.4 1.7 0.9 46.1 28.1 0.0 0.0 1.0 0.0 37.1 19.1
Number of Traders in Each Category Total Traders: 48
5 13 . . . . 16 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 86,611
Positions
12,215 17,297 1,478 11,612 19,060 1,080 33,315 10,404 426 1,760 16,683 0 24,725 20,183
Changes from: October 19, 2010 Total Change is: -3,457
641 -4,429 41 -705 1,739 -271 -4,287 -1,311 270 -619 456 0 1,473 48
Percent of Open Interest Represented by Each Category of Trader
14.1 20.0 1.7 13.4 22.0 1.2 38.5 12.0 0.5 2.0 19.3 0.0 28.5 23.3
Number of Traders in Each Category Total Traders: 81
8 11 . 5 10 . 28 11 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 139,850
Positions
10,681 84,041 1,898 40,593 5,131 1,285 49,876 12,371 670 5,302 4,459 0 29,545 29,995
Changes from: October 19, 2010 Total Change is: 354
55 301 -162 525 17 13 -2,915 1,124 369 2,292 -550 0 177 -758
Percent of Open Interest Represented by Each Category of Trader
7.6 60.1 1.4 29.0 3.7 0.9 35.7 8.8 0.5 3.8 3.2 0.0 21.1 21.4
Number of Traders in Each Category Total Traders: 111
8 18 . 13 7 4 31 24 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 209,103
Positions
51,082 99,969 2,765 23,969 20,412 2,267 47,943 29,553 2,861 21,547 5,318 263 56,406 45,695
Changes from: October 19, 2010 Total Change is: -10,658
-1,496 -13,269 1,023 167 -2,095 19 -2,997 4,965 504 -1,944 -1,247 -21 -5,913 -537
Percent of Open Interest Represented by Each Category of Trader
24.4 47.8 1.3 11.5 9.8 1.1 22.9 14.1 1.4 10.3 2.5 0.1 27.0 21.9
Number of Traders in Each Category Total Traders: 155
20 19 5 17 13 6 40 30 16 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 128,470
Positions
5,927 100,267 1,611 21,539 2,855 258 64,764 3,716 38 1,118 4,140 0 33,215 15,585
Changes from: October 19, 2010 Total Change is: -4,787
899 -4,034 -81 187 -3 0 -3,914 -964 -211 -46 -8 0 -1,621 514
Percent of Open Interest Represented by Each Category of Trader
4.6 78.0 1.3 16.8 2.2 0.2 50.4 2.9 0.0 0.9 3.2 0.0 25.9 12.1
Number of Traders in Each Category Total Traders: 71
. 17 . 5 . . 29 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 39,577
Positions
6,264 24,538 6,696 0 0 0 15,034 6,142 1,507 1,116 16 606 8,354 72
Changes from: October 19, 2010 Total Change is: -1,605
733 -201 -511 0 0 0 -1,670 -747 -151 140 0 0 -146 5
Percent of Open Interest Represented by Each Category of Trader
15.8 62.0 16.9 0.0 0.0 0.0 38.0 15.5 3.8 2.8 0.0 1.5 21.1 0.2
Number of Traders in Each Category Total Traders: 22
8 7 6 0 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 136,899
Positions
7,356 105,435 349 18,601 150 220 98,348 10,811 9 4,158 18,105 0 7,858 1,820
Changes from: October 19, 2010 Total Change is: -959
566 -2,303 0 -1,494 -14 0 -2,424 1,227 -67 1,173 250 0 1,287 -52
Percent of Open Interest Represented by Each Category of Trader
5.4 77.0 0.3 13.6 0.1 0.2 71.8 7.9 0.0 3.0 13.2 0.0 5.7 1.3
Number of Traders in Each Category Total Traders: 112
10 15 . 9 . . 47 13 . 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 26,754
Positions
1,867 18,123 41 474 257 0 20,231 7,113 0 537 150 0 3,604 1,070
Changes from: October 19, 2010 Total Change is: -277
-94 338 10 -40 -143 0 -69 -422 0 10 0 0 -94 -60
Percent of Open Interest Represented by Each Category of Trader
7.0 67.7 0.2 1.8 1.0 0.0 75.6 26.6 0.0 2.0 0.6 0.0 13.5 4.0
Number of Traders in Each Category Total Traders: 37
. 12 . . . 0 11 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 48,054
Positions
16,169 24,281 512 3,493 4,595 506 19,215 11,715 525 360 1,192 0 7,276 4,729
Changes from: October 19, 2010 Total Change is: 2,958
-1,161 2,749 74 555 -217 -27 2,391 -41 3 155 550 -1 970 -131
Percent of Open Interest Represented by Each Category of Trader
33.6 50.5 1.1 7.3 9.6 1.1 40.0 24.4 1.1 0.7 2.5 0.0 15.1 9.8
Number of Traders in Each Category Total Traders: 92
13 19 4 6 7 . 30 12 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 96,108
Positions
32,337 48,562 1,023 6,986 9,190 1,012 38,429 23,429 1,050 720 2,384 0 14,551 9,458
Changes from: October 19, 2010 Total Change is: 5,915
-2,322 5,497 147 1,110 -434 -54 4,781 -82 5 310 1,099 -1 1,939 -262
Percent of Open Interest Represented by Each Category of Trader
33.6 50.5 1.1 7.3 9.6 1.1 40.0 24.4 1.1 0.7 2.5 0.0 15.1 9.8
Number of Traders in Each Category Total Traders: 92
13 19 4 6 7 . 30 12 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 869,680
Positions
24,870 289,739 60,671 428,735 136,109 62,232 98,169 139,094 50,207 16,480 28,128 919 127,397 102,581
Changes from: October 19, 2010 Total Change is: 15,604
-1,541 20,286 5,419 -576 -6,085 617 10,508 -12,962 5,577 -926 3,683 99 -3,574 -1,029
Percent of Open Interest Represented by Each Category of Trader
2.9 33.3 7.0 49.3 15.7 7.2 11.3 16.0 5.8 1.9 3.2 0.1 14.6 11.8
Number of Traders in Each Category Total Traders: 532
25 55 20 117 61 62 104 129 63 20 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 330,479
Positions
30,493 175,638 7,156 150,199 45,468 7,534 54,653 26,696 1,190 8,253 9,560 0 71,001 57,237
Changes from: October 19, 2010 Total Change is: 14,332
5,206 11,195 1,521 904 -305 -101 9,281 1,270 -85 -233 14 0 -2,161 823
Percent of Open Interest Represented by Each Category of Trader
9.2 53.1 2.2 45.4 13.8 2.3 16.5 8.1 0.4 2.5 2.9 0.0 21.5 17.3
Number of Traders in Each Category Total Traders: 131
9 25 5 31 16 13 15 28 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 2,696,003
Positions
123,437 722,058 116,022 1,410,832 471,358 255,336 423,970 768,377 38,698 41,378 93,085 4,351 281,979 226,718
Changes from: October 19, 2010 Total Change is: 6,362
-19,982 59,208 5,738 -2,221 -23,724 -1,586 48,458 -28,840 -14,013 -3,493 18,314 527 -7,066 -9,262
Percent of Open Interest Represented by Each Category of Trader
4.6 26.8 4.3 52.3 17.5 9.5 15.7 28.5 1.4 1.5 3.5 0.2 10.5 8.4
Number of Traders in Each Category Total Traders: 487
25 50 11 98 53 53 105 120 43 17 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 108,705
Positions
12,677 35,724 10,013 51,642 39,152 5,319 16,542 15,702 78 1,450 0 0 10,984 2,717
Changes from: October 19, 2010 Total Change is: 1,065
-129 2,706 -220 -131 -768 26 1,175 431 -512 240 0 0 616 -598
Percent of Open Interest Represented by Each Category of Trader
11.7 32.9 9.2 47.5 36.0 4.9 15.2 14.4 0.1 1.3 0.0 0.0 10.1 2.5
Number of Traders in Each Category Total Traders: 87
6 8 . 32 12 10 16 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 115,614
Positions
11,815 41,811 19,353 23,659 17,411 2,268 33,355 12,455 11,192 1,718 2,834 341 11,914 7,950
Changes from: October 19, 2010 Total Change is: 6,431
-1,611 1,378 2,994 1,048 38 -304 4,052 1,180 -76 260 405 0 69 816
Percent of Open Interest Represented by Each Category of Trader
10.2 36.2 16.7 20.5 15.1 2.0 28.9 10.8 9.7 1.5 2.5 0.3 10.3 6.9
Number of Traders in Each Category Total Traders: 246
22 31 10 40 18 11 69 41 16 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 24,835
Positions
11,079 17,895 7 245 280 0 9,415 2,084 0 341 0 0 3,748 4,569
Changes from: October 19, 2010 Total Change is: 2,068
1,098 1,841 4 -27 -20 0 737 0 0 0 0 0 256 243
Percent of Open Interest Represented by Each Category of Trader
44.6 72.1 0.0 1.0 1.1 0.0 37.9 8.4 0.0 1.4 0.0 0.0 15.1 18.4
Number of Traders in Each Category Total Traders: 23
4 11 . . . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 453,896
Positions
94,336 210,237 6,074 117,069 85,653 11,340 173,630 105,786 2,028 8,591 15,874 0 40,828 16,904
Changes from: October 19, 2010 Total Change is: 21,816
-638 10,592 2,042 5,373 292 -1,521 20,300 9,626 -4,106 1,299 2,024 0 -933 2,867
Percent of Open Interest Represented by Each Category of Trader
20.8 46.3 1.3 25.8 18.9 2.5 38.3 23.3 0.4 1.9 3.5 0.0 9.0 3.7
Number of Traders in Each Category Total Traders: 243
22 30 6 39 17 11 69 41 11 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 402,806
Positions
167,502 60,055 1,552 124,061 147,055 21,174 62,185 137,430 6,305 2,372 14,549 0 17,655 14,686
Changes from: October 19, 2010 Total Change is: 7,847
-2,615 3,687 -765 1,104 -2,118 397 7,708 4,607 1,112 33 749 0 873 178
Percent of Open Interest Represented by Each Category of Trader
41.6 14.9 0.4 30.8 36.5 5.3 15.4 34.1 1.6 0.6 3.6 0.0 4.4 3.6
Number of Traders in Each Category Total Traders: 256
16 18 . 56 40 26 43 67 14 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 34,411
Positions
11,400 5,893 1,414 6,473 1,178 4 4,715 5,745 108 630 893 0 9,667 19,176
Changes from: October 19, 2010 Total Change is: 1,500
938 645 29 -548 10 -65 591 416 -35 0 -562 0 590 1,062
Percent of Open Interest Represented by Each Category of Trader
33.1 17.1 4.1 18.8 3.4 0.0 13.7 16.7 0.3 1.8 2.6 0.0 28.1 55.7
Number of Traders in Each Category Total Traders: 49
17 6 5 8 . . 7 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 43,971
Positions
19,022 18,106 748 6,062 1,616 670 6,938 12,461 696 736 237 0 9,099 9,437
Changes from: October 19, 2010 Total Change is: 4,873
2,991 2,287 145 136 -8 15 434 1,244 193 -6 -489 -20 985 1,506
Percent of Open Interest Represented by Each Category of Trader
43.3 41.2 1.7 13.8 3.7 1.5 15.8 28.3 1.6 1.7 0.5 0.0 20.7 21.5
Number of Traders in Each Category Total Traders: 54
12 11 . 7 . . 8 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 31,603
Positions
0 4,019 0 21,885 16,144 3,928 2,385 5,173 0 0 216 0 3,405 2,123
Changes from: October 19, 2010 Total Change is: 197
0 1,064 0 383 -1,344 35 122 139 0 0 216 0 -343 87
Percent of Open Interest Represented by Each Category of Trader
0.0 12.7 0.0 69.2 51.1 12.4 7.5 16.4 0.0 0.0 0.7 0.0 10.8 6.7
Number of Traders in Each Category Total Traders: 47
0 . 0 20 14 8 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 34,261
Positions
2,883 11,694 80 15,862 4,991 750 3,859 14,563 0 3,305 0 0 7,522 2,183
Changes from: October 19, 2010 Total Change is: 1,174
91 -272 0 478 15 14 -117 441 0 40 0 0 668 976
Percent of Open Interest Represented by Each Category of Trader
8.4 34.1 0.2 46.3 14.6 2.2 11.3 42.5 0.0 9.6 0.0 0.0 22.0 6.4
Number of Traders in Each Category Total Traders: 43
5 4 . 12 6 5 7 4 0 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 667,626
Positions
31,777 128,326 5,895 314,820 138,238 73,261 59,902 138,346 14,142 18,025 27,818 5,116 144,688 136,484
Changes from: October 19, 2010 Total Change is: -27,903
3,322 -27,301 -8,481 -11,621 -21,174 1,560 -20,273 5,199 6,693 -414 4,241 567 744 10,793
Percent of Open Interest Represented by Each Category of Trader
4.8 19.2 0.9 47.2 20.7 11.0 9.0 20.7 2.1 2.7 4.2 0.8 21.7 20.4
Number of Traders in Each Category Total Traders: 152
13 12 7 42 21 35 30 23 13 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of October 26, 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 238,885
Positions
0 92,701 4,495 173,981 0 9,944 1,735 95,484 424 3,900 0 0 44,406 35,837
Changes from: October 19, 2010 Total Change is: -1,540
0 -4,071 3,392 -4,612 0 -440 1,735 849 155 0 0 0 -1,770 -1,425
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 1.9 72.8 0.0 4.2 0.7 40.0 0.2 1.6 0.0 0.0 18.6 15.0
Number of Traders in Each Category Total Traders: 49
0 9 . 25 0 13 . 13 . . 0 0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 725,063
Positions
65,147 61,486 5,696 200,319 228,391 87,270 204,748 63,970 20,992 23,284 142,581 3,495 114,112 111,182
Changes from: October 19, 2010 Total Change is: -10,142
2,639 -21,570 155 7,835 19,542 -4,905 -27,253 -4,161 6,736 -1,276 -5,200 319 5,608 -1,058
Percent of Open Interest Represented by Each Category of Trader
9.0 8.5 0.8 27.6 31.5 12.0 28.2 8.8 2.9 3.2 19.7 0.5 15.7 15.3
Number of Traders in Each Category Total Traders: 203
14 24 7 36 41 38 36 27 17 5 18 .
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,514,959
Positions
104,888 305,726 52,694 510,689 311,374 172,247 193,305 283,066 37,360 132,731 30,221 13,371 297,674 308,900
Changes from: October 19, 2010 Total Change is: -82,797
-6,562 -18,542 -3,871 -4,345 3,943 -1,258 -52,098 -51,390 5,828 2,831 -12,825 1,692 -25,014 -6,374
Percent of Open Interest Represented by Each Category of Trader
6.9 20.2 3.5 33.7 20.6 11.4 12.8 18.7 2.5 8.8 2.0 0.9 19.6 20.4
Number of Traders in Each Category Total Traders: 274
26 37 18 39 51 50 44 56 39 16 5 7
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,051,605
Positions
133,364 151,918 12,371 167,092 376,223 129,324 322,442 69,510 13,407 59,127 43,394 0 214,478 255,458
Changes from: October 19, 2010 Total Change is: 2,492
55,581 -935 -14,074 -18,798 12,876 -3,243 -5,207 -10,154 1,431 1,196 -1,610 0 -14,394 18,201
Percent of Open Interest Represented by Each Category of Trader
12.7 14.4 1.2 15.9 35.8 12.3 30.7 6.6 1.3 5.6 4.1 0.0 20.4 24.3
Number of Traders in Each Category Total Traders: 161
19 15 9 22 36 33 28 24 17 8 9 0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 613,027
Positions
132,925 250,291 201,499 2,324 170 1,858 140,210 28,094 79,539 18,558 1,080 942 35,172 49,554
Changes from: October 19, 2010 Total Change is: 5,775
4,295 10,355 -3,084 -12,591 0 0 3,885 -1,360 408 13,941 339 -53 -1,026 -830
Percent of Open Interest Represented by Each Category of Trader
21.7 40.8 32.9 0.4 0.0 0.3 22.9 4.6 13.0 3.0 0.2 0.2 5.7 8.1
Number of Traders in Each Category Total Traders: 109
27 27 39 . . . 27 17 30 . . .
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,167,894
Positions
1,727,744 2,873,861 1,597,322 1,015,017 502,100 55,214 1,379,467 551,350 1,047,274 217,652 435,689 158,116 970,088 946,968
Changes from: October 19, 2010 Total Change is: 187,533
-21,625 29,525 78,915 95,091 55,573 -37,626 -48,607 1,728 3,833 7,598 -22,098 61,522 48,432 16,161
Percent of Open Interest Represented by Each Category of Trader
21.2 35.2 19.6 12.4 6.1 0.7 16.9 6.8 12.8 2.7 5.3 1.9 11.9 11.6
Number of Traders in Each Category Total Traders: 251
37 54 83 10 8 12 58 49 82 9 14 18
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,445
Positions
5,505 9,133 1,300 948 841 14 1,327 2,618 251 4,800 193 0 300 95
Changes from: October 19, 2010 Total Change is: 1,932
1,751 1,871 0 -20 27 -8 26 -158 193 0 -12 0 -10 19
Percent of Open Interest Represented by Each Category of Trader
38.1 63.2 9.0 6.6 5.8 0.1 9.2 18.1 1.7 33.2 1.3 0.0 2.1 0.7
Number of Traders in Each Category Total Traders: 34
4 4 . . 5 . 6 8 . . . 0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 44,352
Positions
37,994 28,488 2,259 1,628 1,367 136 2,046 5,842 0 0 6,030 0 289 230
Changes from: October 19, 2010 Total Change is: 1,595
1,415 -587 175 3 39 59 20 1,889 0 0 -31 0 -77 51
Percent of Open Interest Represented by Each Category of Trader
85.7 64.2 5.1 3.7 3.1 0.3 4.6 13.2 0.0 0.0 13.6 0.0 0.7 0.5
Number of Traders in Each Category Total Traders: 30
4 5 . . . . 4 8 0 0 4 0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 38,585
Positions
20,048 7,423 129 333 762 992 8,959 24,170 660 2,974 1,060 0 4,490 3,389
Changes from: October 19, 2010 Total Change is: 840
1,339 -401 0 64 -48 65 -556 1,081 30 -286 165 0 184 -52
Percent of Open Interest Represented by Each Category of Trader
52.0 19.2 0.3 0.9 2.0 2.6 23.2 62.6 1.7 7.7 2.7 0.0 11.6 8.8
Number of Traders in Each Category Total Traders: 85
10 . . 4 . . 15 31 . 14 5 0
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 128,289
Positions
79,586 45,173 10,269 480 733 2,242 1,020 31,792 13,501 815 3,081 2,624 17,752 18,874
Changes from: October 19, 2010 Total Change is: -6,647
-6,627 370 -1,066 -191 47 -481 -1,031 -8,267 -524 23 -662 -984 4,234 4,920
Percent of Open Interest Represented by Each Category of Trader
62.0 35.2 8.0 0.4 0.6 1.7 0.8 24.8 10.5 0.6 2.4 2.0 13.8 14.7
Number of Traders in Each Category Total Traders: 71
. 14 12 . . 4 4 32 21 5 4 6
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Traders in Financial Futures- Futures Only Positions as of October 26, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,147
Positions
482 13,385 3 11,123 0 0 2,261 1,027 0 0 0 0 1,278 732
Changes from: October 19, 2010 Total Change is: 273
-6 64 3 -5 0 0 222 302 0 0 0 0 59 -96
Percent of Open Interest Represented by Each Category of Trader
3.2 88.4 0.0 73.4 0.0 0.0 14.9 6.8 0.0 0.0 0.0 0.0 8.4 4.8
Number of Traders in Each Category Total Traders: 24
. . . 9 0 0 7 4 0 0 0 0
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Updated October 29, 2010