Traders in Financial Futures- Futures Only Positions as of December 28, 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 113,223
Positions
1,677 62,614 30 10,209 7,138 107 49,605 11,222 1,352 8,652 15,981 0 41,591 14,779
Changes from: December 21, 2010 Total Change is: 21,929
-56 9,215 20 -14 -78 3 18,312 4,722 37 689 5,981 0 2,938 2,029
Percent of Open Interest Represented by Each Category of Trader
1.5 55.3 0.0 9.0 6.3 0.1 43.8 9.9 1.2 7.6 14.1 0.0 36.7 13.1
Number of Traders in Each Category Total Traders: 84
. 17 . 4 4 . 29 13 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 46,356
Positions
3,216 24,521 0 1,493 1,377 373 21,289 9,519 114 400 2,000 0 19,471 8,452
Changes from: December 21, 2010 Total Change is: 1,652
38 5,671 -31 0 -19 19 -1,128 -5,104 16 0 2,000 0 2,738 -900
Percent of Open Interest Represented by Each Category of Trader
6.9 52.9 0.0 3.2 3.0 0.8 45.9 20.5 0.2 0.9 4.3 0.0 42.0 18.2
Number of Traders in Each Category Total Traders: 47
. 14 0 . . . 15 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 82,141
Positions
31,061 1,914 966 6,948 22,135 1,081 23,388 26,422 27 1,371 4,998 0 17,299 24,598
Changes from: December 21, 2010 Total Change is: 12,934
8,172 -68 -166 -8 591 0 4,511 9,471 15 926 0 0 -516 3,091
Percent of Open Interest Represented by Each Category of Trader
37.8 2.3 1.2 8.5 26.9 1.3 28.5 32.2 0.0 1.7 6.1 0.0 21.1 29.9
Number of Traders in Each Category Total Traders: 80
11 4 . 4 14 5 17 25 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 109,343
Positions
6,492 50,314 872 31,827 5,335 1,463 43,230 15,361 94 1,386 6,133 0 23,979 29,771
Changes from: December 21, 2010 Total Change is: 19,271
-103 19,512 -41 -569 -422 -15 16,570 -2,664 -49 -1,514 2,326 0 4,992 624
Percent of Open Interest Represented by Each Category of Trader
5.9 46.0 0.8 29.1 4.9 1.3 39.5 14.0 0.1 1.3 5.6 0.0 21.9 27.2
Number of Traders in Each Category Total Traders: 93
6 15 . 10 5 5 22 23 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 162,312
Positions
57,044 17,543 656 22,380 21,578 2,965 15,443 61,279 356 15,818 9,237 48 47,602 48,650
Changes from: December 21, 2010 Total Change is: 6,176
12,827 -1,196 -286 -189 -703 79 -6,806 9,019 97 962 -1,634 10 -518 790
Percent of Open Interest Represented by Each Category of Trader
35.1 10.8 0.4 13.8 13.3 1.8 9.5 37.8 0.2 9.7 5.7 0.0 29.3 30.0
Number of Traders in Each Category Total Traders: 148
20 9 4 15 17 11 23 43 9 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 124,005
Positions
4,688 91,597 404 10,172 3,489 207 73,905 10,376 1 842 4,798 0 33,786 13,133
Changes from: December 21, 2010 Total Change is: 8,998
-340 4,910 3 -487 -5 0 6,708 3,062 -18 30 -3 0 3,102 1,049
Percent of Open Interest Represented by Each Category of Trader
3.8 73.9 0.3 8.2 2.8 0.2 59.6 8.4 0.0 0.7 3.9 0.0 27.2 10.6
Number of Traders in Each Category Total Traders: 70
4 11 . 4 4 . 33 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 58,622
Positions
11,485 32,721 14,151 0 0 0 30,211 10,548 843 1,255 0 0 677 359
Changes from: December 21, 2010 Total Change is: 1,871
-39 -1,333 3,358 0 0 0 10,865 2,228 -2,057 0 0 0 -10,256 -325
Percent of Open Interest Represented by Each Category of Trader
19.6 55.8 24.1 0.0 0.0 0.0 51.5 18.0 1.4 2.1 0.0 0.0 1.2 0.6
Number of Traders in Each Category Total Traders: 20
6 8 9 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 125,232
Positions
3,808 98,445 167 18,318 0 145 92,335 16,004 90 3,320 9,182 0 7,049 1,199
Changes from: December 21, 2010 Total Change is: 8,900
515 3,007 0 93 0 0 6,964 990 0 683 5,042 0 645 -139
Percent of Open Interest Represented by Each Category of Trader
3.0 78.6 0.1 14.6 0.0 0.1 73.7 12.8 0.1 2.7 7.3 0.0 5.6 1.0
Number of Traders in Each Category Total Traders: 99
7 12 . 9 0 . 46 14 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,090
Positions
3,759 12,524 1 713 0 34 17,081 7,002 0 973 4,328 0 2,529 1,201
Changes from: December 21, 2010 Total Change is: 9
-600 221 0 212 0 34 -114 -57 0 99 -49 0 378 -140
Percent of Open Interest Represented by Each Category of Trader
15.0 49.9 0.0 2.8 0.0 0.1 68.1 27.9 0.0 3.9 17.2 0.0 10.1 4.8
Number of Traders in Each Category Total Traders: 43
4 6 . 4 0 . 14 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 36,546
Positions
14,363 19,873 562 3,297 3,379 405 11,515 7,636 47 150 691 0 6,209 3,955
Changes from: December 21, 2010 Total Change is: -334
177 -424 -5 64 -158 -134 -401 -300 -20 -53 34 0 37 672
Percent of Open Interest Represented by Each Category of Trader
39.3 54.4 1.5 9.0 9.2 1.1 31.5 20.9 0.1 0.4 1.9 0.0 17.0 10.8
Number of Traders in Each Category Total Traders: 78
13 17 . 5 4 . 24 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 73,092
Positions
28,725 39,745 1,124 6,593 6,758 810 23,030 15,271 93 300 1,381 0 12,417 7,910
Changes from: December 21, 2010 Total Change is: -668
353 -847 -9 128 -316 -267 -801 -600 -40 -105 68 0 73 1,343
Percent of Open Interest Represented by Each Category of Trader
39.3 54.4 1.5 9.0 9.2 1.1 31.5 20.9 0.1 0.4 1.9 0.0 17.0 10.8
Number of Traders in Each Category Total Traders: 78
13 17 . 5 4 . 24 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 769,754
Positions
36,685 306,509 21,335 420,679 118,095 56,276 79,279 141,342 15,338 19,067 21,484 1,232 119,863 88,143
Changes from: December 21, 2010 Total Change is: 11,418
1,897 1,758 1,012 5,256 -3,468 1,217 -640 3,790 2,908 313 806 951 -1,496 2,444
Percent of Open Interest Represented by Each Category of Trader
4.8 39.8 2.8 54.7 15.3 7.3 10.3 18.4 2.0 2.5 2.8 0.2 15.6 11.5
Number of Traders in Each Category Total Traders: 499
30 48 19 120 54 58 77 131 52 21 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 273,812
Positions
7,839 153,943 2,495 147,573 36,600 6,033 21,656 26,976 2,172 7,497 6,671 922 77,625 38,000
Changes from: December 21, 2010 Total Change is: 2,648
544 2,232 596 -143 -93 -210 1,354 153 182 85 -500 800 -560 -512
Percent of Open Interest Represented by Each Category of Trader
2.9 56.2 0.9 53.9 13.4 2.2 7.9 9.9 0.8 2.7 2.4 0.3 28.3 13.9
Number of Traders in Each Category Total Traders: 118
5 22 4 33 13 11 8 30 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 2,479,708
Positions
165,474 784,073 72,956 1,376,562 418,507 240,186 319,756 603,469 34,188 57,849 74,065 1,548 211,189 250,716
Changes from: December 21, 2010 Total Change is: 43,850
7,971 -1,162 873 27,402 -16,468 6,727 -6,274 21,882 9,933 1,140 6,528 757 -4,679 14,780
Percent of Open Interest Represented by Each Category of Trader
6.7 31.6 2.9 55.5 16.9 9.7 12.9 24.3 1.4 2.3 3.0 0.1 8.5 10.1
Number of Traders in Each Category Total Traders: 459
31 44 15 99 49 52 80 121 40 18 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 98,767
Positions
19,176 31,809 851 49,353 32,984 5,095 11,459 24,687 192 1,593 0 0 11,048 3,149
Changes from: December 21, 2010 Total Change is: 258
-51 2,337 80 1,269 -634 26 -859 -1,628 -35 -212 0 0 40 112
Percent of Open Interest Represented by Each Category of Trader
19.4 32.2 0.9 50.0 33.4 5.2 11.6 25.0 0.2 1.6 0.0 0.0 11.2 3.2
Number of Traders in Each Category Total Traders: 88
4 9 . 32 12 11 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 74,063
Positions
7,881 47,831 2,872 23,503 7,753 2,048 25,382 7,894 1,585 2,239 679 261 8,291 3,140
Changes from: December 21, 2010 Total Change is: 7,352
2,110 5,311 940 2,398 147 -168 -2,159 -592 1,295 -438 -33 240 3,134 212
Percent of Open Interest Represented by Each Category of Trader
10.6 64.6 3.9 31.7 10.5 2.8 34.3 10.7 2.1 3.0 0.9 0.4 11.2 4.2
Number of Traders in Each Category Total Traders: 223
18 31 5 40 15 9 60 39 10 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 9,411
Positions
3,108 7,515 0 1,735 200 0 1,343 511 0 0 246 0 3,225 939
Changes from: December 21, 2010 Total Change is: -20,931
-6,258 -11,817 -3,036 1,735 -80 -700 -9,103 -3,723 -266 -213 -643 0 -3,090 -666
Percent of Open Interest Represented by Each Category of Trader
33.0 79.9 0.0 18.4 2.1 0.0 14.3 5.4 0.0 0.0 2.6 0.0 34.3 10.0
Number of Traders in Each Category Total Traders: 22
6 9 0 . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 323,261
Positions
27,267 204,981 10,961 108,839 37,765 10,242 126,480 43,200 1,638 12,427 3,394 75 25,332 11,005
Changes from: December 21, 2010 Total Change is: -10,294
-1,588 -7,620 1,301 3,315 -266 -839 -11,224 768 189 -962 -164 -30 -456 -3,633
Percent of Open Interest Represented by Each Category of Trader
8.4 63.4 3.4 33.7 11.7 3.2 39.1 13.4 0.5 3.8 1.0 0.0 7.8 3.4
Number of Traders in Each Category Total Traders: 218
16 30 . 40 14 9 59 39 8 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 311,200
Positions
77,409 46,050 15,131 127,077 111,800 19,271 47,115 93,654 4,417 1,726 6,904 0 19,054 13,973
Changes from: December 21, 2010 Total Change is: -816
-1,294 1,640 259 2,566 -1,964 -46 -2,580 416 -823 570 -350 0 532 52
Percent of Open Interest Represented by Each Category of Trader
24.9 14.8 4.9 40.8 35.9 6.2 15.1 30.1 1.4 0.6 2.2 0.0 6.1 4.5
Number of Traders in Each Category Total Traders: 230
13 20 . 58 37 21 34 56 11 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 38,595
Positions
8,563 4,374 150 12,510 200 0 3,043 13,772 2 4,272 853 0 10,055 19,244
Changes from: December 21, 2010 Total Change is: -704
-378 0 0 -574 -143 -25 35 333 0 996 230 0 -758 -1,099
Percent of Open Interest Represented by Each Category of Trader
22.2 11.3 0.4 32.4 0.5 0.0 7.9 35.7 0.0 11.1 2.2 0.0 26.1 49.9
Number of Traders in Each Category Total Traders: 53
12 4 . 10 . 0 6 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 43,934
Positions
9,734 10,948 1,857 11,054 6,445 655 9,577 3,442 249 915 3,970 0 9,893 16,368
Changes from: December 21, 2010 Total Change is: -2,519
-624 350 84 -1,154 -9 0 -671 -335 -84 0 0 0 -70 -2,525
Percent of Open Interest Represented by Each Category of Trader
22.2 24.9 4.2 25.2 14.7 1.5 21.8 7.8 0.6 2.1 9.0 0.0 22.5 37.3
Number of Traders in Each Category Total Traders: 47
14 9 4 7 . . 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 27,669
Positions
219 4,354 91 15,288 11,752 3,906 3,625 5,695 0 1,003 0 0 3,537 1,871
Changes from: December 21, 2010 Total Change is: -26
0 338 6 401 -525 -72 -117 163 0 0 0 0 -244 64
Percent of Open Interest Represented by Each Category of Trader
0.8 15.7 0.3 55.3 42.5 14.1 13.1 20.6 0.0 3.6 0.0 0.0 12.8 6.8
Number of Traders in Each Category Total Traders: 46
. . . 17 15 8 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 37,890
Positions
4,497 16,158 236 15,002 5,429 664 5,616 14,007 0 4,917 0 0 6,958 1,396
Changes from: December 21, 2010 Total Change is: -428
427 -25 15 -905 -2 -5 228 39 0 12 0 0 -200 -450
Percent of Open Interest Represented by Each Category of Trader
11.9 42.6 0.6 39.6 14.3 1.8 14.8 37.0 0.0 13.0 0.0 0.0 18.4 3.7
Number of Traders in Each Category Total Traders: 51
6 7 . 13 8 5 7 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 529,597
Positions
21,693 72,589 7,040 283,060 148,316 47,421 23,100 87,902 9,004 20,843 23,523 50 117,386 133,752
Changes from: December 21, 2010 Total Change is: -7,523
-2,411 7,895 -2,776 -5,983 5,428 -1,183 -4,309 -6,592 1,818 -694 -6,718 0 8,015 -5,395
Percent of Open Interest Represented by Each Category of Trader
4.1 13.7 1.3 53.4 28.0 9.0 4.4 16.6 1.7 3.9 4.4 0.0 22.2 25.3
Number of Traders in Each Category Total Traders: 129
8 13 7 39 22 30 17 22 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 28, 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 307,561
Positions
0 125,749 1,343 230,296 3,773 15,123 0 117,752 428 0 1,953 0 60,371 41,440
Changes from: December 21, 2010 Total Change is: 2,293
-581 -1,040 -18 -472 1,738 1,106 0 2,229 -44 0 0 0 2,302 -1,678
Percent of Open Interest Represented by Each Category of Trader
0.0 40.9 0.4 74.9 1.2 4.9 0.0 38.3 0.1 0.0 0.6 0.0 19.6 13.5
Number of Traders in Each Category Total Traders: 53
0 11 . 27 . 12 0 12 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 646,445
Positions
39,267 82,784 3,100 345,539 237,684 57,331 60,711 62,294 26,164 31,904 48,138 1,238 81,191 127,712
Changes from: December 21, 2010 Total Change is: -36,846
-3,874 -326 -1,460 22,648 -14,155 -8,085 -53,123 -17,554 -853 2,040 -7,814 -90 5,951 13,491
Percent of Open Interest Represented by Each Category of Trader
6.1 12.8 0.5 53.5 36.8 8.9 9.4 9.6 4.0 4.9 7.4 0.2 12.6 19.8
Number of Traders in Each Category Total Traders: 163
10 23 7 33 33 32 20 26 13 6 12 .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 1,334,702
Positions
121,922 196,002 18,756 491,035 356,370 190,235 148,544 211,677 22,619 71,439 35,651 8,102 262,050 295,290
Changes from: December 21, 2010 Total Change is: -21,092
-41,074 -11,045 -608 23,049 -2,801 2,764 -18,707 -20,665 1,934 -12,638 13,723 391 23,797 -4,785
Percent of Open Interest Represented by Each Category of Trader
9.1 14.7 1.4 36.8 26.7 14.3 11.1 15.9 1.7 5.4 2.7 0.6 19.6 22.1
Number of Traders in Each Category Total Traders: 236
27 27 12 33 52 44 45 33 19 10 9 .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 1,002,092
Positions
32,107 93,436 22,606 220,982 384,212 137,763 326,562 65,525 19,305 69,248 50,953 471 173,048 227,821
Changes from: December 21, 2010 Total Change is: -31,947
-21,732 -14,127 1,557 15,222 5,759 -4,710 -26,494 -17,573 -1,043 -783 -3,171 -1,707 7,743 3,068
Percent of Open Interest Represented by Each Category of Trader
3.2 9.3 2.3 22.1 38.3 13.7 32.6 6.5 1.9 6.9 5.1 0.0 17.3 22.7
Number of Traders in Each Category Total Traders: 158
12 20 12 23 35 30 35 16 14 8 9 .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 575,278
Positions
106,544 236,156 208,269 3,821 1,724 1,165 144,241 15,371 53,900 26,678 15,712 4,026 26,634 38,955
Changes from: December 21, 2010 Total Change is: 873
1,652 5,054 1,802 0 -120 12 311 -3,286 -2,877 0 9 1,233 -1,260 -954
Percent of Open Interest Represented by Each Category of Trader
18.5 41.1 36.2 0.7 0.3 0.2 25.1 2.7 9.4 4.6 2.7 0.7 4.6 6.8
Number of Traders in Each Category Total Traders: 105
25 28 36 . . . 23 14 26 . . .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 is 7,051,004
Positions
1,863,499 2,698,184 1,340,037 1,380,546 414,257 85,763 587,185 459,249 837,806 126,072 282,384 85,957 744,139 847,367
Changes from: December 21, 2010 Total Change is: -12,585
-38,249 8,360 -5,049 3,763 -10,931 -3,186 -7,385 412 24,699 21,426 -487 -4,357 -4,247 -22,046
Percent of Open Interest Represented by Each Category of Trader
26.4 38.3 19.0 19.6 5.9 1.2 8.3 6.5 11.9 1.8 4.0 1.2 10.6 12.0
Number of Traders in Each Category Total Traders: 220
38 44 78 8 10 9 46 44 72 9 11 11
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 14,172
Positions
6,309 6,233 97 991 1,119 156 1,775 5,901 0 4,800 468 0 44 198
Changes from: December 21, 2010 Total Change is: 305
363 -503 7 -27 4 30 -53 798 0 0 -10 0 -15 -21
Percent of Open Interest Represented by Each Category of Trader
44.5 44.0 0.7 7.0 7.9 1.1 12.5 41.6 0.0 33.9 3.3 0.0 0.3 1.4
Number of Traders in Each Category Total Traders: 34
4 4 . . 6 . . 12 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 41,158
Positions
34,506 19,724 0 2,011 1,632 56 4,278 14,064 0 0 5,503 0 307 179
Changes from: December 21, 2010 Total Change is: 2,178
1,317 -1,109 0 11 135 0 1,022 3,228 0 0 30 0 -172 -106
Percent of Open Interest Represented by Each Category of Trader
83.8 47.9 0.0 4.9 4.0 0.1 10.4 34.2 0.0 0.0 13.4 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 28
. 5 0 . 4 . . 7 0 0 5 0
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 26,398
Positions
11,431 4,395 0 1,225 437 730 7,147 17,195 549 772 882 2 4,542 2,208
Changes from: December 21, 2010 Total Change is: -691
-347 -82 0 -81 61 -5 295 -524 5 -128 -170 0 -430 24
Percent of Open Interest Represented by Each Category of Trader
43.3 16.6 0.0 4.6 1.7 2.8 27.1 65.1 2.1 2.9 3.3 0.0 17.2 8.4
Number of Traders in Each Category Total Traders: 70
5 4 0 5 . . 18 24 4 7 4 .
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Traders in Financial Futures- Futures Only Positions as of December 28, 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 141,787
Positions
65,368 29,366 30,726 213 480 3,496 1,608 35,639 17,668 426 4,036 3,924 18,358 16,452
Changes from: December 21, 2010 Total Change is: -14,211
8,862 4,939 -8,033 -4,668 219 -210 -1,413 -4,713 -4,929 -1,345 953 699 -3,174 -3,136
Percent of Open Interest Represented by Each Category of Trader
46.1 20.7 21.7 0.2 0.3 2.5 1.1 25.1 12.5 0.3 2.8 2.8 12.9 11.6
Number of Traders in Each Category Total Traders: 76
7 13 16 . 4 5 7 28 22 4 5 11
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Updated January 3, 2011