Traders in Financial Futures - Options and Futures Combined 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 115,937
Positions
4,335 56,825 5,854 9,033 9,654 417 36,361 10,582 6,930 8,218 7,480 814 43,975 17,381
Changes from: October 19, 2010 Total Change is: -10,692
110 -11,227 176 -920 536 249 -8,716 -597 855 -1,031 -31 -125 -1,291 -528
Percent of Open Interest Represented by Each Category of Trader
3.7 49.0 5.0 7.8 8.3 0.4 31.4 9.1 6.0 7.1 6.5 0.7 37.9 15.0
Number of Traders in Each Category Total Traders: 83
5 15 10 . . . 30 13 17 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 53,735
Positions
5,363 23,168 2,611 1,719 863 432 22,969 14,513 1,315 0 500 0 19,327 10,335
Changes from: October 19, 2010 Total Change is: -4,153
-630 -2,676 -178 2 6 -8 -2,000 -883 -355 0 0 0 -985 -60
Percent of Open Interest Represented by Each Category of Trader
10.0 43.1 4.9 3.2 1.6 0.8 42.7 27.0 2.4 0.0 0.9 0.0 36.0 19.2
Number of Traders in Each Category Total Traders: 49
6 12 6 . . . 15 11 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 96,053
Positions
12,567 16,900 5,810 11,612 19,300 1,215 32,662 9,733 4,736 1,760 16,683 0 25,691 21,676
Changes from: October 19, 2010 Total Change is: -3,480
231 -5,157 605 -705 1,646 -249 -4,670 -1,549 490 -619 456 0 1,437 279
Percent of Open Interest Represented by Each Category of Trader
13.1 17.6 6.0 12.1 20.1 1.3 34.0 10.1 4.9 1.8 17.4 0.0 26.7 22.6
Number of Traders in Each Category Total Traders: 85
8 12 10 5 12 5 28 12 17 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 156,528
Positions
11,687 80,983 8,631 40,593 5,496 1,285 49,166 13,253 8,356 5,285 5,208 18 31,506 33,298
Changes from: October 19, 2010 Total Change is: 1,026
-279 326 237 525 11 13 -2,937 1,068 834 2,290 -598 2 341 -868
Percent of Open Interest Represented by Each Category of Trader
7.5 51.7 5.5 25.9 3.5 0.8 31.4 8.5 5.3 3.4 3.3 0.0 20.1 21.3
Number of Traders in Each Category Total Traders: 122
11 15 9 13 9 4 29 33 23 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 281,868
Positions
56,022 97,839 26,661 23,935 21,192 2,301 45,310 29,147 36,797 19,279 4,833 8,274 63,287 54,824
Changes from: October 19, 2010 Total Change is: -6,200
-1,380 -13,333 2,355 126 -1,997 17 -3,644 4,002 3,123 -1,700 -1,222 545 -5,642 309
Percent of Open Interest Represented by Each Category of Trader
19.9 34.7 9.5 8.5 7.5 0.8 16.1 10.3 13.1 6.8 1.7 2.9 22.5 19.5
Number of Traders in Each Category Total Traders: 179
20 20 17 17 14 6 39 46 48 13 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 140,051
Positions
6,598 99,249 6,068 21,539 3,826 258 64,464 3,460 3,990 839 4,144 976 35,319 18,079
Changes from: October 19, 2010 Total Change is: -4,748
672 -4,383 418 187 -515 0 -4,383 -1,016 78 -118 86 -95 -1,506 680
Percent of Open Interest Represented by Each Category of Trader
4.7 70.9 4.3 15.4 2.7 0.2 46.0 2.5 2.8 0.6 3.0 0.7 25.2 12.9
Number of Traders in Each Category Total Traders: 73
4 16 7 5 4 . 30 6 8 . 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 49,603
Positions
16,173 24,279 525 3,493 4,595 506 19,124 11,557 1,721 360 1,205 333 7,367 4,883
Changes from: October 19, 2010 Total Change is: 3,010
-1,159 2,757 68 555 -217 -27 2,390 -52 48 155 545 4 977 -114
Percent of Open Interest Represented by Each Category of Trader
32.6 48.9 1.1 7.0 9.3 1.0 38.6 23.3 3.5 0.7 2.4 0.7 14.9 9.8
Number of Traders in Each Category Total Traders: 93
13 19 6 6 7 . 29 13 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 99,205
Positions
32,347 48,557 1,049 6,986 9,190 1,012 38,249 23,113 3,442 720 2,410 666 14,735 9,765
Changes from: October 19, 2010 Total Change is: 6,021
-2,318 5,514 135 1,110 -434 -54 4,781 -104 95 310 1,090 7 1,954 -228
Percent of Open Interest Represented by Each Category of Trader
32.6 48.9 1.1 7.0 9.3 1.0 38.6 23.3 3.5 0.7 2.4 0.7 14.9 9.8
Number of Traders in Each Category Total Traders: 93
13 19 6 6 7 . 29 13 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 997,442
Positions
25,071 288,047 70,523 427,868 134,724 65,683 99,187 138,355 143,837 16,675 30,469 11,756 136,841 114,048
Changes from: October 19, 2010 Total Change is: 33,327
-1,610 19,364 7,489 -615 -6,326 783 10,421 -14,618 20,933 -1,141 4,523 1,197 -4,130 -17
Percent of Open Interest Represented by Each Category of Trader
2.5 28.9 7.1 42.9 13.5 6.6 9.9 13.9 14.4 1.7 3.1 1.2 13.7 11.4
Number of Traders in Each Category Total Traders: 563
26 55 31 117 61 66 106 142 106 25 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 419,701
Positions
32,994 175,353 12,208 149,348 44,382 10,460 58,471 30,763 63,339 8,285 11,462 7,485 77,112 64,251
Changes from: October 19, 2010 Total Change is: 25,715
6,213 11,162 2,030 900 -543 -26 10,052 1,206 9,257 -427 797 588 -2,872 1,243
Percent of Open Interest Represented by Each Category of Trader
7.9 41.8 2.9 35.6 10.6 2.5 13.9 7.3 15.1 2.0 2.7 1.8 18.4 15.3
Number of Traders in Each Category Total Traders: 149
10 24 10 31 16 17 20 34 45 7 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,888,704
Positions
124,024 727,109 127,936 1,411,050 470,155 257,671 420,372 754,749 185,703 42,388 95,476 20,917 298,645 248,988
Changes from: October 19, 2010 Total Change is: 38,060
-20,199 59,920 8,381 -2,103 -23,448 -1,428 44,985 -35,978 15,240 -3,515 18,685 2,989 -6,290 -6,301
Percent of Open Interest Represented by Each Category of Trader
4.3 25.2 4.4 48.8 16.3 8.9 14.6 26.1 6.4 1.5 3.3 0.7 10.3 8.6
Number of Traders in Each Category Total Traders: 503
26 50 22 98 53 55 101 131 88 19 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 108,718
Positions
12,677 35,724 10,013 51,642 39,152 5,319 16,542 15,704 83 1,450 0 0 10,991 2,722
Changes from: October 19, 2010 Total Change is: 1,070
-129 2,706 -220 -131 -768 26 1,175 426 -507 240 0 0 616 -593
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 - Options and Futures Combined 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 117,138
Positions
11,815 41,825 19,447 23,659 17,411 2,268 33,529 12,482 12,058 1,690 2,870 608 12,065 8,169
Changes from: October 19, 2010 Total Change is: 6,773
-1,611 1,380 2,999 1,048 38 -304 4,057 1,136 162 249 435 76 96 850
Percent of Open Interest Represented by Each Category of Trader
10.1 35.7 16.6 20.2 14.9 1.9 28.6 10.7 10.3 1.4 2.5 0.5 10.3 7.0
Number of Traders in Each Category Total Traders: 248
22 31 12 40 18 11 69 42 24 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 24,849
Positions
11,079 17,895 7 245 280 0 9,415 2,084 0 341 0 0 3,762 4,583
Changes from: October 19, 2010 Total Change is: 2,069
1,098 1,841 4 -27 -20 0 737 0 0 0 0 0 257 244
Percent of Open Interest Represented by Each Category of Trader
44.6 72.0 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 - Options and Futures Combined 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 461,445
Positions
94,336 210,306 6,543 117,069 85,653 11,340 174,501 105,922 6,360 8,448 16,057 1,336 41,512 17,928
Changes from: October 19, 2010 Total Change is: 23,518
-638 10,602 2,071 5,373 292 -1,521 20,326 9,406 -2,914 1,246 2,175 380 -805 3,028
Percent of Open Interest Represented by Each Category of Trader
20.4 45.6 1.4 25.4 18.6 2.5 37.8 23.0 1.4 1.8 3.5 0.3 9.0 3.9
Number of Traders in Each Category Total Traders: 245
22 30 8 39 17 11 69 42 20 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 404,001
Positions
167,502 60,055 1,552 124,061 147,055 21,174 62,215 137,498 7,212 2,448 14,549 15 17,822 14,891
Changes from: October 19, 2010 Total Change is: 7,919
-2,615 3,687 -765 1,104 -2,118 397 7,815 4,681 1,067 35 749 7 874 214
Percent of Open Interest Represented by Each Category of Trader
41.5 14.9 0.4 30.7 36.4 5.2 15.4 34.0 1.8 0.6 3.6 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 257
16 18 . 56 40 26 43 68 20 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 750,223
Positions
29,287 123,948 28,564 318,554 139,922 76,724 57,560 141,744 50,359 18,168 27,797 8,461 162,546 152,703
Changes from: October 19, 2010 Total Change is: -43,113
3,672 -27,262 -11,446 -13,670 -21,986 1,622 -20,274 6,826 -2,955 -264 4,083 -731 932 8,735
Percent of Open Interest Represented by Each Category of Trader
3.9 16.5 3.8 42.5 18.7 10.2 7.7 18.9 6.7 2.4 3.7 1.1 21.7 20.4
Number of Traders in Each Category Total Traders: 164
14 12 19 43 23 37 30 29 39 6 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 240,557
Positions
0 92,701 4,495 173,993 0 9,944 1,735 94,973 1,333 3,900 0 0 45,157 37,110
Changes from: October 19, 2010 Total Change is: -1,071
0 -4,071 3,392 -4,624 0 -440 1,735 670 559 0 0 0 -1,693 -1,180
Percent of Open Interest Represented by Each Category of Trader
0.0 38.5 1.9 72.3 0.0 4.1 0.7 39.5 0.6 1.6 0.0 0.0 18.8 15.4
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 - Options and Futures Combined 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 766,072
Positions
64,702 59,819 10,311 200,319 228,933 87,406 202,534 63,525 55,165 23,284 141,874 5,536 116,814 113,502
Changes from: October 19, 2010 Total Change is: -11,631
2,291 -20,797 -3,464 7,835 19,176 -4,894 -26,529 -41 9,238 -1,276 -4,754 -611 5,778 -5,484
Percent of Open Interest Represented by Each Category of Trader
8.4 7.8 1.3 26.1 29.9 11.4 26.4 8.3 7.2 3.0 18.5 0.7 15.2 14.8
Number of Traders in Each Category Total Traders: 207
14 25 13 36 41 38 37 29 23 5 18 4
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Traders in Financial Futures - Options and Futures Combined 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 2,002,858
Positions
92,938 289,059 239,710 541,910 326,982 210,806 182,243 284,888 215,825 125,741 29,798 73,103 320,582 332,687
Changes from: October 19, 2010 Total Change is: -255,486
1,811 -15,230 -63,049 2,905 -1,396 -8,022 -61,262 -26,194 -86,591 16,213 -16,493 -31,532 -25,958 -6,978
Percent of Open Interest Represented by Each Category of Trader
4.6 14.4 12.0 27.1 16.3 10.5 9.1 14.2 10.8 6.3 1.5 3.6 16.0 16.6
Number of Traders in Each Category Total Traders: 293
29 35 53 42 51 59 45 66 77 19 6 13
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Traders in Financial Futures - Options and Futures Combined 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 1,144,907
Positions
136,551 150,278 41,071 157,373 380,599 142,857 323,060 63,557 47,611 62,291 42,844 7,349 226,744 268,740
Changes from: October 19, 2010 Total Change is: -64,245
73,838 3,000 -52,717 -11,292 13,891 -9,545 -2,422 -1,729 -35,219 -11,092 1,134 -3,550 -12,245 20,491
Percent of Open Interest Represented by Each Category of Trader
11.9 13.1 3.6 13.7 33.2 12.5 28.2 5.6 4.2 5.4 3.7 0.6 19.8 23.5
Number of Traders in Each Category Total Traders: 161
19 15 22 22 36 35 30 22 28 8 9 4
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Traders in Financial Futures - Options and Futures Combined 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 1,325,950
Positions
141,510 238,777 283,262 4,615 0 2,680 102,487 27,625 509,166 31,727 0 212,427 38,075 52,012
Changes from: October 19, 2010 Total Change is: -161
4,149 11,297 -5,058 -12,661 0 30 3,319 -2,857 -2,945 14,074 0 358 -1,427 -985
Percent of Open Interest Represented by Each Category of Trader
10.7 18.0 21.4 0.3 0.0 0.2 7.7 2.1 38.4 2.4 0.0 16.0 2.9 3.9
Number of Traders in Each Category Total Traders: 118
33 24 46 6 0 4 30 20 41 5 0 4
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Traders in Financial Futures - Options and Futures Combined 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 is13,292,405
Positions
1,663,027 2,925,010 2,836,934 1,017,118 536,124 117,343 1,336,921 292,631 4,276,967 195,223 475,042 821,433 1,027,438 1,010,922
Changes from: October 19, 2010 Total Change is: 212,580
-23,406 29,645 85,161 122,359 47,762 -115,611 -39,588 3,625 55,596 2,801 3,841 85,383 39,886 17,178
Percent of Open Interest Represented by Each Category of Trader
12.5 22.0 21.3 7.7 4.0 0.9 10.1 2.2 32.2 1.5 3.6 6.2 7.7 7.6
Number of Traders in Each Category Total Traders: 278
37 57 91 9 11 18 75 49 105 9 20 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 39,153
Positions
20,082 7,423 158 333 762 992 8,915 24,165 1,107 2,974 1,078 0 4,593 3,469
Changes from: October 19, 2010 Total Change is: 906
1,348 -401 -7 64 -48 65 -535 1,103 72 -286 169 0 185 -47
Percent of Open Interest Represented by Each Category of Trader
51.3 19.0 0.4 0.9 1.9 2.5 22.8 61.7 2.8 7.6 2.8 0.0 11.7 8.9
Number of Traders in Each Category Total Traders: 88
10 . . 4 . . 17 30 5 14 7 0
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Traders in Financial Futures - Options and Futures Combined 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 128,299
Positions
79,586 45,173 10,269 480 733 2,242 1,020 31,782 13,511 815 3,081 2,624 17,752 18,884
Changes from: October 19, 2010 Total Change is: -6,644
-6,627 370 -1,066 -191 47 -481 -1,031 -8,270 -521 23 -662 -984 4,234 4,923
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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