Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 118,500
Positions
21,235 43,763 7,552 9,931 9,876 330 26,959 29,973 5,561 7,965 1,195 1,022 37,946 19,229
Changes from: August 31, 2010 Total Change is: -8,604
-284 -584 477 -1,906 62 -43 -1,209 -3,859 -1,905 775 370 -188 -4,322 -2,935
Percent of Open Interest Represented by Each Category of Trader
17.9 36.9 6.4 8.4 8.3 0.3 22.8 25.3 4.7 6.7 1.0 0.9 32.0 16.2
Number of Traders in Each Category Total Traders: 77
6 10 9 . . . 26 15 16 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 77,214
Positions
13,045 44,810 9,045 2,204 771 479 28,457 5,774 3,087 0 3,250 0 20,898 9,999
Changes from: August 31, 2010 Total Change is: 10,309
1,387 4,714 5,357 13 -237 76 2,237 -984 -110 0 2,500 0 1,350 -1,006
Percent of Open Interest Represented by Each Category of Trader
16.9 58.0 11.7 2.9 1.0 0.6 36.9 7.5 4.0 0.0 4.2 0.0 27.1 13.0
Number of Traders in Each Category Total Traders: 47
6 11 6 . . . 16 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 154,848
Positions
77,629 54,936 7,035 17,481 14,260 708 17,372 20,870 5,618 1,802 16,692 0 27,203 34,729
Changes from: August 31, 2010 Total Change is: -8,580
6,380 -7,197 -2,592 495 569 34 -7,359 2,550 -4,314 -893 -333 -1,037 706 3,740
Percent of Open Interest Represented by Each Category of Trader
50.1 35.5 4.5 11.3 9.2 0.5 11.2 13.5 3.6 1.2 10.8 0.0 17.6 22.4
Number of Traders in Each Category Total Traders: 92
14 11 11 6 11 4 20 22 18 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 161,314
Positions
13,120 85,679 10,065 39,079 7,582 1,204 55,139 9,874 9,811 3,431 3,355 75 29,390 33,669
Changes from: August 31, 2010 Total Change is: 1,973
-265 5,025 1,292 -1,295 -1,944 -167 3,298 2,109 -1,075 1,535 -279 -8 -1,341 -2,979
Percent of Open Interest Represented by Each Category of Trader
8.1 53.1 6.2 24.2 4.7 0.7 34.2 6.1 6.1 2.1 2.1 0.0 18.2 20.9
Number of Traders in Each Category Total Traders: 108
13 16 12 12 9 5 28 19 20 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 296,139
Positions
120,856 77,645 21,265 23,734 28,125 3,302 29,942 70,003 18,585 15,929 8,812 3,912 58,613 64,489
Changes from: August 31, 2010 Total Change is: -10,356
7,037 5,193 -7,911 754 -679 307 -414 7,112 -18,612 1,033 -4,330 1,279 6,171 7,285
Percent of Open Interest Represented by Each Category of Trader
40.8 26.2 7.2 8.0 9.5 1.1 10.1 23.6 6.3 5.4 3.0 1.3 19.8 21.8
Number of Traders in Each Category Total Traders: 174
25 14 19 16 17 11 30 51 45 10 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 133,420
Positions
14,283 84,650 8,210 12,091 4,747 246 64,648 10,237 5,781 808 4,952 287 27,065 14,310
Changes from: August 31, 2010 Total Change is: 23,123
-924 15,372 3,265 296 -226 0 18,034 5,329 1,221 -1 1,392 -124 1,356 -3,104
Percent of Open Interest Represented by Each Category of Trader
10.7 63.4 6.2 9.1 3.6 0.2 48.5 7.7 4.3 0.6 3.7 0.2 20.3 10.7
Number of Traders in Each Category Total Traders: 73
6 14 10 5 4 . 28 11 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 37,181
Positions
6,004 22,394 7,734 0 0 0 6,817 2,661 3,598 0 20 602 12,426 172
Changes from: August 31, 2010 Total Change is: 227
-19 366 16 0 0 0 0 -404 219 0 0 0 11 30
Percent of Open Interest Represented by Each Category of Trader
16.1 60.2 20.8 0.0 0.0 0.0 18.3 7.2 9.7 0.0 0.1 1.6 33.4 0.5
Number of Traders in Each Category Total Traders: 21
7 7 6 0 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 102,861
Positions
27,105 64,719 4,141 22,441 727 272 33,266 20,569 5,872 6,937 4,158 110 2,717 2,293
Changes from: August 31, 2010 Total Change is: 11,757
6,727 -1,519 2,284 -125 582 0 -3,400 6,036 4,894 2,642 -166 105 -1,370 -459
Percent of Open Interest Represented by Each Category of Trader
26.4 62.9 4.0 21.8 0.7 0.3 32.3 20.0 5.7 6.7 4.0 0.1 2.6 2.2
Number of Traders in Each Category Total Traders: 90
12 10 4 6 . . 22 21 5 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 27,922
Positions
2,906 14,407 4,063 997 0 0 13,793 4,888 3,087 341 280 0 2,735 1,197
Changes from: August 31, 2010 Total Change is: 7,823
-1,008 1,681 3,945 -240 -120 0 2,434 318 3,087 -180 -100 0 -215 -988
Percent of Open Interest Represented by Each Category of Trader
10.4 51.6 14.6 3.6 0.0 0.0 49.4 17.5 11.1 1.2 1.0 0.0 9.8 4.3
Number of Traders in Each Category Total Traders: 36
. 10 . . 0 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 52,576
Positions
26,708 19,541 788 3,379 4,667 421 6,224 10,312 6,853 200 1,194 157 7,847 8,643
Changes from: August 31, 2010 Total Change is: 8,601
5,302 990 396 209 -1,510 -228 -4,329 -552 5,936 0 110 -2 1,316 3,459
Percent of Open Interest Represented by Each Category of Trader
50.8 37.2 1.5 6.4 8.9 0.8 11.8 19.6 13.0 0.4 2.3 0.3 14.9 16.4
Number of Traders in Each Category Total Traders: 101
17 19 5 6 7 . 24 18 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 10,163
Positions
5,132 3,083 0 246 0 0 2,713 2,831 9 0 334 1 2,062 3,905
Changes from: August 31, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.5 30.3 0.0 2.4 0.0 0.0 26.7 27.9 0.1 0.0 3.3 0.0 20.3 38.4
Number of Traders in Each Category Total Traders: 20
4 4 0 . 0 0 . 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 84,825
Positions
44,152 33,917 576 6,265 9,334 841 17,674 25,615 3,035 400 1,720 312 11,570 9,476
Changes from: August 31, 2010 Total Change is: -3,125
1,341 -3,186 -207 -75 -3,020 -456 -3,431 3,887 1,202 0 -447 -5 -1,493 -892
Percent of Open Interest Represented by Each Category of Trader
52.1 40.0 0.7 7.4 11.0 1.0 20.8 30.2 3.6 0.5 2.0 0.4 13.6 11.2
Number of Traders in Each Category Total Traders: 98
15 19 5 5 7 . 29 19 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 1,062,629
Positions
88,236 198,337 91,697 422,483 180,746 63,685 71,875 206,804 153,483 14,564 33,050 20,421 136,185 114,406
Changes from: August 31, 2010 Total Change is: 2,518
-3,668 8,985 10,897 -10,175 -9,614 2,249 -6,094 -12,647 -6,562 -1,843 -2,226 2,773 14,940 8,663
Percent of Open Interest Represented by Each Category of Trader
8.3 18.7 8.6 39.8 17.0 6.0 6.8 19.5 14.4 1.4 3.1 1.9 12.8 10.8
Number of Traders in Each Category Total Traders: 552
34 49 36 110 67 70 80 153 104 25 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 419,941
Positions
40,573 105,208 26,175 144,214 46,752 11,017 25,802 82,107 58,372 7,038 19,830 8,827 97,924 61,654
Changes from: August 31, 2010 Total Change is: 5,209
-6,954 3,181 3,820 -6,046 -1,496 934 2,489 -11,173 -1,585 -9 2,161 691 11,869 8,676
Percent of Open Interest Represented by Each Category of Trader
9.7 25.1 6.2 34.3 11.1 2.6 6.1 19.6 13.9 1.7 4.7 2.1 23.3 14.7
Number of Traders in Each Category Total Traders: 146
13 18 12 31 16 20 22 32 45 . 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 3,213,442
Positions
288,488 515,817 277,440 1,401,707 680,334 252,979 518,570 911,688 187,350 75,080 103,551 20,520 191,307 263,762
Changes from: August 31, 2010 Total Change is: -13,456
-393 12,195 52,207 -26,396 -46,344 12,327 -79,768 -44,222 11,969 -209 -12,975 1,452 15,355 -65
Percent of Open Interest Represented by Each Category of Trader
9.0 16.1 8.6 43.6 21.2 7.9 16.1 28.4 5.8 2.3 3.2 0.6 6.0 8.2
Number of Traders in Each Category Total Traders: 496
32 49 31 91 60 58 79 137 88 22 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 87,322
Positions
6,390 9,589 4,269 49,613 47,137 4,421 9,697 15,510 634 0 0 0 12,298 5,762
Changes from: August 31, 2010 Total Change is: -21
-1,322 2,909 692 -888 -5,411 372 -905 -446 527 0 0 0 1,503 1,336
Percent of Open Interest Represented by Each Category of Trader
7.3 11.0 4.9 56.8 54.0 5.1 11.1 17.8 0.7 0.0 0.0 0.0 14.1 6.6
Number of Traders in Each Category Total Traders: 77
5 7 4 34 12 12 10 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 95,938
Positions
31,703 14,576 14,569 12,235 23,872 3,291 18,197 20,355 5,013 1,152 6,593 135 9,643 7,534
Changes from: August 31, 2010 Total Change is: -1,882
795 2,060 -2,607 584 -866 52 -21 259 -555 -297 -207 65 102 -83
Percent of Open Interest Represented by Each Category of Trader
33.0 15.2 15.2 12.8 24.9 3.4 19.0 21.2 5.2 1.2 6.9 0.1 10.1 7.9
Number of Traders in Each Category Total Traders: 225
21 24 14 30 25 12 40 63 25 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 24,945
Positions
11,761 17,758 738 841 485 0 5,395 2,706 0 0 2,005 0 6,210 1,253
Changes from: August 31, 2010 Total Change is: -343
-245 492 -1 0 0 0 0 -738 0 0 0 0 -97 -96
Percent of Open Interest Represented by Each Category of Trader
47.1 71.2 3.0 3.4 1.9 0.0 21.6 10.8 0.0 0.0 8.0 0.0 24.9 5.0
Number of Traders in Each Category Total Traders: 22
4 10 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 354,963
Positions
164,905 49,289 3,956 56,972 116,934 16,457 81,472 105,710 7,603 5,762 22,939 673 17,164 31,402
Changes from: August 31, 2010 Total Change is: -7,696
-8,239 -5,601 408 2,918 -4,332 260 -3,420 1,670 541 -1,484 -1,033 325 996 67
Percent of Open Interest Represented by Each Category of Trader
46.5 13.9 1.1 16.1 32.9 4.6 23.0 29.8 2.1 1.6 6.5 0.2 4.8 8.8
Number of Traders in Each Category Total Traders: 222
23 21 9 29 24 12 40 63 23 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 447,059
Positions
228,237 38,579 15,732 129,782 173,161 16,237 33,891 160,108 6,905 1,753 16,451 25 14,497 19,860
Changes from: August 31, 2010 Total Change is: -14,090
-6,359 -2,213 -1,323 -3,725 1,300 -32 -270 -8,475 -2,379 24 374 -10 -15 -1,331
Percent of Open Interest Represented by Each Category of Trader
51.1 8.6 3.5 29.0 38.7 3.6 7.6 35.8 1.5 0.4 3.7 0.0 3.2 4.4
Number of Traders in Each Category Total Traders: 246
16 18 7 51 46 23 34 66 23 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 44,935
Positions
8,815 8,782 3,258 8,569 2,689 247 6,248 3,898 546 0 1,325 1,800 15,452 22,390
Changes from: August 31, 2010 Total Change is: 12,904
-137 170 2,423 -1,397 1,414 -36 2,461 55 546 0 27 1,800 7,244 6,505
Percent of Open Interest Represented by Each Category of Trader
19.6 19.5 7.3 19.1 6.0 0.5 13.9 8.7 1.2 0.0 2.9 4.0 34.4 49.8
Number of Traders in Each Category Total Traders: 60
15 9 5 8 . . 13 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 57,931
Positions
32,638 19,097 3,611 6,490 2,690 517 2,433 9,703 835 0 984 236 11,171 20,258
Changes from: August 31, 2010 Total Change is: 3,418
696 -1,588 988 -677 -1,211 90 48 559 216 0 210 236 1,821 3,918
Percent of Open Interest Represented by Each Category of Trader
56.3 33.0 6.2 11.2 4.6 0.9 4.2 16.7 1.4 0.0 1.7 0.4 19.3 35.0
Number of Traders in Each Category Total Traders: 63
18 11 11 8 4 . 4 15 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 31,973
Positions
0 1,503 0 22,820 22,424 2,913 2,968 2,453 0 0 301 0 3,272 2,379
Changes from: August 31, 2010 Total Change is: -2,777
-1,527 1,142 0 229 -5,846 194 -1,673 862 0 0 301 0 0 570
Percent of Open Interest Represented by Each Category of Trader
0.0 4.7 0.0 71.4 70.1 9.1 9.3 7.7 0.0 0.0 0.9 0.0 10.2 7.4
Number of Traders in Each Category Total Traders: 43
0 . 0 17 14 7 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 26,469
Positions
996 9,833 251 13,265 2,380 706 3,822 11,188 0 2,030 204 0 5,399 1,907
Changes from: August 31, 2010 Total Change is: -461
-89 127 251 -630 -275 119 -87 -439 0 9 0 0 -34 -244
Percent of Open Interest Represented by Each Category of Trader
3.8 37.1 0.9 50.1 9.0 2.7 14.4 42.3 0.0 7.7 0.8 0.0 20.4 7.2
Number of Traders in Each Category Total Traders: 42
4 6 . 12 . 5 8 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 800,733
Positions
19,567 128,097 37,789 341,475 156,976 68,407 54,424 148,236 76,214 28,236 29,443 13,978 160,643 141,594
Changes from: August 31, 2010 Total Change is: -87,179
-6 -93 -25,283 -14,082 -1,328 3,744 -192 -20,371 -16,915 -3,254 3,316 1,599 -32,789 -31,849
Percent of Open Interest Represented by Each Category of Trader
2.4 16.0 4.7 42.6 19.6 8.5 6.8 18.5 9.5 3.5 3.7 1.7 20.1 17.7
Number of Traders in Each Category Total Traders: 168
11 22 24 45 24 35 23 31 43 6 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 219,625
Positions
2,036 86,879 1,550 151,509 2,535 9,404 4,760 79,186 7,797 0 0 0 42,569 32,274
Changes from: August 31, 2010 Total Change is: -24,871
-320 -11,391 -10,653 -1,094 2,535 803 -7,172 257 -2,179 0 0 0 -4,255 -4,242
Percent of Open Interest Represented by Each Category of Trader
0.9 39.6 0.7 69.0 1.2 4.3 2.2 36.1 3.6 0.0 0.0 0.0 19.4 14.7
Number of Traders in Each Category Total Traders: 47
. 6 . 25 . 11 . 11 5 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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 694,435
Positions
56,381 49,323 16,978 214,376 193,935 72,742 150,354 81,881 26,572 37,199 142,729 4,472 115,361 105,803
Changes from: August 31, 2010 Total Change is: -46,503
-1,876 -8,499 1,175 -4,611 -2,557 -4,307 -24,078 4,412 -10,880 2,260 -14,200 59 -4,245 -11,706
Percent of Open Interest Represented by Each Category of Trader
8.1 7.1 2.4 30.9 27.9 10.5 21.7 11.8 3.8 5.4 20.6 0.6 16.6 15.2
Number of Traders in Each Category Total Traders: 197
15 18 14 34 40 33 33 28 18 7 22 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,236,858
Positions
50,849 283,503 207,738 830,184 371,977 215,435 188,762 407,763 296,939 76,383 36,302 64,543 306,026 352,659
Changes from: August 31, 2010 Total Change is: -223,677
-7,270 16,025 -23,482 38,725 -4,897 -57,493 -24,825 -24,894 -85,566 -4,659 -28,321 -19,341 -39,766 4,292
Percent of Open Interest Represented by Each Category of Trader
2.3 12.7 9.3 37.1 16.6 9.6 8.4 18.2 13.3 3.4 1.6 2.9 13.7 15.8
Number of Traders in Each Category Total Traders: 265
27 32 49 42 49 52 48 48 70 13 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,034,179
Positions
46,419 121,410 43,710 281,567 343,031 116,233 225,784 45,682 64,084 24,699 43,363 9,032 222,651 247,634
Changes from: August 31, 2010 Total Change is: -75,815
-2,408 -20,192 -8,470 -19,385 20,528 -6,871 8,870 -22,940 -35,732 -9,337 -1,626 -346 -2,136 -167
Percent of Open Interest Represented by Each Category of Trader
4.5 11.7 4.2 27.2 33.2 11.2 21.8 4.4 6.2 2.4 4.2 0.9 21.5 23.9
Number of Traders in Each Category Total Traders: 153
10 18 19 25 37 37 26 20 26 7 10 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,244,131
Positions
120,025 216,944 265,604 40,405 0 196,926 99,223 37,532 465,364 7,928 4,532 9,163 39,494 48,067
Changes from: August 31, 2010 Total Change is: -63,768
-16,699 -21,656 -29,883 -2,180 -379 -654 -10,931 -1,245 -3,301 -130 -372 735 -723 -7,012
Percent of Open Interest Represented by Each Category of Trader
9.6 17.4 21.3 3.2 0.0 15.8 8.0 3.0 37.4 0.6 0.4 0.7 3.2 3.9
Number of Traders in Each Category Total Traders: 119
23 26 44 5 0 . 34 17 41 7 5 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,423,011
Positions
1,797,068 3,270,005 3,049,295 945,611 250,598 855,465 1,279,883 337,830 4,956,417 206,164 338,183 387,088 946,020 978,130
Changes from: August 31, 2010 Total Change is: 178,763
6,503 -7,589 123,956 -91,730 -45,689 20,766 51,132 7,698 63,905 9,738 -4,300 -5,483 -24 25,498
Percent of Open Interest Represented by Each Category of Trader
12.5 22.7 21.1 6.6 1.7 5.9 8.9 2.3 34.4 1.4 2.3 2.7 6.6 6.8
Number of Traders in Each Category Total Traders: 291
34 65 97 10 13 21 75 56 110 12 17 25
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 17,272
Positions
3,313 4,780 6,211 930 861 222 1,074 4,016 436 4,800 595 0 286 151
Changes from: August 31, 2010 Total Change is: 2,557
38 -491 3,223 -12 -519 15 110 1,166 -846 0 0 0 29 9
Percent of Open Interest Represented by Each Category of Trader
19.2 27.7 36.0 5.4 5.0 1.3 6.2 23.3 2.5 27.8 3.4 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 33
4 4 . . 6 . 5 7 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 40,906
Positions
36,228 22,435 1,786 1,026 956 77 1,337 9,010 260 0 6,038 0 192 344
Changes from: August 31, 2010 Total Change is: -172
619 -31 10 -4 116 0 -717 -500 10 0 25 0 -90 198
Percent of Open Interest Represented by Each Category of Trader
88.6 54.8 4.4 2.5 2.3 0.2 3.3 22.0 0.6 0.0 14.8 0.0 0.5 0.8
Number of Traders in Each Category Total Traders: 29
4 5 . . 5 . . 7 . 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 24,438
Positions
11,281 13,365 173 677 0 725 5,843 6,115 1,006 403 840 292 4,037 1,921
Changes from: August 31, 2010 Total Change is: -274
-346 -753 34 -3 0 -11 779 -343 176 -308 269 292 -887 62
Percent of Open Interest Represented by Each Category of Trader
46.2 54.7 0.7 2.8 0.0 3.0 23.9 25.0 4.1 1.6 3.4 1.2 16.5 7.9
Number of Traders in Each Category Total Traders: 56
6 . . 4 0 . 18 14 7 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 7, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 109,296
Positions
74,627 45,612 9,516 641 106 573 892 34,449 7,904 814 2,158 600 13,729 8,378
Changes from: August 31, 2010 Total Change is: 9,823
3,971 7,933 2,437 -790 32 37 892 2,881 -140 40 326 596 2,780 -4,279
Percent of Open Interest Represented by Each Category of Trader
68.3 41.7 8.7 0.6 0.1 0.5 0.8 31.5 7.2 0.7 2.0 0.5 12.6 7.7
Number of Traders in Each Category Total Traders: 54
. 12 10 . . . . 26 21 . . .
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Updated September 10, 2010