Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 148,508
Positions
9,137 71,082 22,971 10,868 11,448 43 37,237 5,395 14,497 9,432 7,482 351 43,972 15,239
Changes from: December 7, 2010 Total Change is: 27,877
-59 6,311 16,868 -689 1,370 0 -2,883 -5,995 10,297 2,195 1,478 28 2,121 -2,480
Percent of Open Interest Represented by Each Category of Trader
6.2 47.9 15.5 7.3 7.7 0.0 25.1 3.6 9.8 6.4 5.0 0.2 29.6 10.3
Number of Traders in Each Category Total Traders: 85
6 16 11 4 4 . 30 9 13 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 42,235
Positions
2,351 16,544 960 1,777 869 330 19,184 11,465 749 0 0 0 16,884 11,319
Changes from: December 7, 2010 Total Change is: -2,398
-4,499 -3,063 -1,867 -24 -15 15 2,389 1,216 117 0 -500 0 1,472 1,700
Percent of Open Interest Represented by Each Category of Trader
5.6 39.2 2.3 4.2 2.1 0.8 45.4 27.1 1.8 0.0 0.0 0.0 40.0 26.8
Number of Traders in Each Category Total Traders: 41
4 10 4 . . . 17 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 73,947
Positions
21,424 2,136 4,723 8,281 22,671 1,045 17,050 16,259 2,192 673 4,923 0 18,559 19,998
Changes from: December 7, 2010 Total Change is: -18,649
-1,168 -3,013 -9,268 -132 911 26 -4,861 -2,948 -1,795 -1,073 -544 0 -376 -2,017
Percent of Open Interest Represented by Each Category of Trader
29.0 2.9 6.4 11.2 30.7 1.4 23.1 22.0 3.0 0.9 6.7 0.0 25.1 27.0
Number of Traders in Each Category Total Traders: 67
8 6 7 4 14 5 14 17 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 107,936
Positions
7,249 37,444 4,026 36,065 5,682 1,374 30,316 16,294 5,401 1,320 5,250 45 22,141 32,421
Changes from: December 7, 2010 Total Change is: -34,051
-10,031 -23,532 -6,310 1,740 -597 -15 6,102 -2,188 -283 -17,438 1,340 0 -7,815 -2,466
Percent of Open Interest Represented by Each Category of Trader
6.7 34.7 3.7 33.4 5.3 1.3 28.1 15.1 5.0 1.2 4.9 0.0 20.5 30.0
Number of Traders in Each Category Total Traders: 98
7 15 9 10 7 5 24 24 15 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 187,398
Positions
41,135 15,216 13,650 23,492 23,291 2,648 16,464 45,155 19,158 14,085 7,366 5,006 51,760 55,909
Changes from: December 7, 2010 Total Change is: -49,047
-28,697 -21,336 -16,976 210 333 -25 -1,271 -3,845 -3,563 1,349 883 -784 710 -3,734
Percent of Open Interest Represented by Each Category of Trader
22.0 8.1 7.3 12.5 12.4 1.4 8.8 24.1 10.2 7.5 3.9 2.7 27.6 29.8
Number of Traders in Each Category Total Traders: 161
20 11 13 15 18 12 27 44 36 9 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 120,035
Positions
4,579 87,268 2,796 18,119 3,541 154 59,359 9,126 2,965 812 1,087 431 30,819 12,667
Changes from: December 7, 2010 Total Change is: -12,666
-6,619 1,000 -13,888 -159 384 0 10,626 4,438 -1,288 0 -945 145 -1,483 -2,511
Percent of Open Interest Represented by Each Category of Trader
3.8 72.7 2.3 15.1 2.9 0.1 49.5 7.6 2.5 0.7 0.9 0.4 25.7 10.6
Number of Traders in Each Category Total Traders: 67
5 8 6 5 5 . 27 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 56,886
Positions
11,602 34,054 10,850 0 0 0 19,346 8,320 2,900 1,255 0 0 10,933 762
Changes from: December 7, 2010 Total Change is: 5,206
1,511 5,864 -29 0 0 0 2,251 -643 69 0 0 0 1,404 -55
Percent of Open Interest Represented by Each Category of Trader
20.4 59.9 19.1 0.0 0.0 0.0 34.0 14.6 5.1 2.2 0.0 0.0 19.2 1.3
Number of Traders in Each Category Total Traders: 21
6 9 11 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 116,794
Positions
2,938 93,123 167 19,864 0 0 84,662 18,127 90 2,347 4,140 0 6,726 1,147
Changes from: December 7, 2010 Total Change is: -27,029
-10,256 -7,471 -7,316 -2,205 -150 0 6,215 11,659 -13,058 302 -9,478 -203 -508 -1,012
Percent of Open Interest Represented by Each Category of Trader
2.5 79.7 0.1 17.0 0.0 0.0 72.5 15.5 0.1 2.0 3.5 0.0 5.8 1.0
Number of Traders in Each Category Total Traders: 88
6 10 . 8 0 0 40 13 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,510
Positions
2,017 13,802 1 501 0 0 19,194 9,405 0 586 343 0 2,211 959
Changes from: December 7, 2010 Total Change is: -3,085
-120 -6,124 -688 41 0 0 -1,281 4,301 -28 0 -33 0 -1,009 -513
Percent of Open Interest Represented by Each Category of Trader
8.2 56.3 0.0 2.0 0.0 0.0 78.3 38.4 0.0 2.4 1.4 0.0 9.0 3.9
Number of Traders in Each Category Total Traders: 35
. 7 . . 0 0 9 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 49,518
Positions
17,284 21,850 2,778 3,624 2,961 446 14,211 11,370 2,486 626 598 348 7,716 6,681
Changes from: December 7, 2010 Total Change is: -428
-1,001 -3,665 1,837 32 -243 83 -3,041 -370 452 241 264 -54 1,026 1,269
Percent of Open Interest Represented by Each Category of Trader
34.9 44.1 5.6 7.3 6.0 0.9 28.7 23.0 5.0 1.3 1.2 0.7 15.6 13.5
Number of Traders in Each Category Total Traders: 99
15 16 12 6 6 . 35 14 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 99,035
Positions
34,569 43,700 5,555 7,248 5,922 891 28,421 22,740 4,972 1,251 1,196 696 15,432 13,362
Changes from: December 7, 2010 Total Change is: -855
-2,002 -7,329 3,673 63 -485 166 -6,083 -741 904 481 528 -108 2,051 2,537
Percent of Open Interest Represented by Each Category of Trader
34.9 44.1 5.6 7.3 6.0 0.9 28.7 23.0 5.0 1.3 1.2 0.7 15.6 13.5
Number of Traders in Each Category Total Traders: 99
15 16 12 6 6 . 35 14 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,273,678
Positions
51,433 335,015 184,318 425,276 120,746 69,012 106,967 151,543 209,015 18,046 28,156 34,256 175,355 141,616
Changes from: December 7, 2010 Total Change is: 151,880
867 13,341 85,609 6,209 -4,535 3,229 6,224 -3,233 28,135 943 1,036 6,294 14,371 22,005
Percent of Open Interest Represented by Each Category of Trader
4.0 26.3 14.5 33.4 9.5 5.4 8.4 11.9 16.4 1.4 2.2 2.7 13.8 11.1
Number of Traders in Each Category Total Traders: 572
36 49 49 124 58 71 103 143 132 31 25 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 537,909
Positions
47,738 214,489 50,519 142,636 39,657 11,606 77,635 52,263 72,960 9,441 8,550 20,209 105,166 67,656
Changes from: December 7, 2010 Total Change is: 60,251
-1,802 -1,658 30,203 1,652 -3,063 2,175 10,281 5,131 9,113 388 -261 2,613 5,627 15,997
Percent of Open Interest Represented by Each Category of Trader
8.9 39.9 9.4 26.5 7.4 2.2 14.4 9.7 13.6 1.8 1.6 3.8 19.6 12.6
Number of Traders in Each Category Total Traders: 156
11 26 18 31 15 15 19 36 47 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,678,844
Positions
207,506 791,660 479,966 1,437,972 430,222 262,257 501,485 851,220 325,452 63,153 118,159 50,108 350,944 369,801
Changes from: December 7, 2010 Total Change is: 458,145
-2,095 59,549 292,470 20,443 -9,702 7,610 12,944 -8,590 61,880 4,794 8,504 16,384 43,716 30,041
Percent of Open Interest Represented by Each Category of Trader
5.6 21.5 13.0 39.1 11.7 7.1 13.6 23.1 8.8 1.7 3.2 1.4 9.5 10.1
Number of Traders in Each Category Total Traders: 512
36 41 39 105 51 61 100 132 114 24 19 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 124,249
Positions
15,379 29,182 25,278 49,313 34,325 5,914 14,399 25,674 441 1,992 0 0 11,533 3,435
Changes from: December 7, 2010 Total Change is: 15,906
-491 756 13,758 492 -708 915 -483 855 111 295 0 0 1,308 218
Percent of Open Interest Represented by Each Category of Trader
12.4 23.5 20.3 39.7 27.6 4.8 11.6 20.7 0.4 1.6 0.0 0.0 9.3 2.8
Number of Traders in Each Category Total Traders: 91
7 8 6 31 12 12 17 12 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 136,381
Positions
15,201 45,142 33,268 22,295 11,629 2,848 26,830 11,251 18,616 2,744 3,645 466 14,112 9,516
Changes from: December 7, 2010 Total Change is: 24,606
261 3,436 14,843 -35 -4,367 588 878 2,305 5,214 477 -644 184 2,195 3,045
Percent of Open Interest Represented by Each Category of Trader
11.1 33.1 24.4 16.3 8.5 2.1 19.7 8.2 13.6 2.0 2.7 0.3 10.3 7.0
Number of Traders in Each Category Total Traders: 255
25 31 28 38 16 10 69 42 38 20 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 30,365
Positions
9,366 19,332 3,036 0 280 700 10,446 4,234 266 213 889 0 6,338 1,628
Changes from: December 7, 2010 Total Change is: 2,798
-1,930 -1,019 2,392 -225 0 700 1,669 -170 266 -279 0 0 205 629
Percent of Open Interest Represented by Each Category of Trader
30.8 63.7 10.0 0.0 0.9 2.3 34.4 13.9 0.9 0.7 2.9 0.0 20.9 5.4
Number of Traders in Each Category Total Traders: 33
8 12 4 0 . . 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 530,082
Positions
97,617 197,493 82,716 111,475 56,746 10,741 142,974 96,138 30,696 12,657 13,779 2,332 38,874 39,441
Changes from: December 7, 2010 Total Change is: 109,039
-203 11,117 73,414 951 -21,833 -560 -259 16,071 21,045 3,778 -3,219 922 9,952 12,083
Percent of Open Interest Represented by Each Category of Trader
18.4 37.3 15.6 21.0 10.7 2.0 27.0 18.1 5.8 2.4 2.6 0.4 7.3 7.4
Number of Traders in Each Category Total Traders: 249
24 27 23 38 15 9 69 44 33 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 422,321
Positions
141,256 85,056 27,377 128,506 127,995 20,116 59,254 110,491 20,783 1,179 10,877 3,095 20,754 16,531
Changes from: December 7, 2010 Total Change is: 15,884
-15,983 10,042 15,196 1,570 -16,279 1,039 -4,496 -6,365 13,081 -140 -4,160 3,038 2,579 292
Percent of Open Interest Represented by Each Category of Trader
33.4 20.1 6.5 30.4 30.3 4.8 14.0 26.2 4.9 0.3 2.6 0.7 4.9 3.9
Number of Traders in Each Category Total Traders: 249
16 20 9 55 40 23 42 60 27 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 37,411
Positions
8,388 5,496 136 13,026 343 25 2,739 12,638 2 2,412 623 0 10,683 18,148
Changes from: December 7, 2010 Total Change is: -26,176
-5,888 -3,886 -4,972 -692 -108 0 633 -1,394 -859 817 0 0 -15,215 -14,957
Percent of Open Interest Represented by Each Category of Trader
22.4 14.7 0.4 34.8 0.9 0.1 7.3 33.8 0.0 6.4 1.7 0.0 28.6 48.5
Number of Traders in Each Category Total Traders: 52
12 6 . 10 . . 6 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 48,152
Positions
11,536 10,263 655 12,788 6,480 655 9,623 3,827 244 915 3,970 0 11,736 22,058
Changes from: December 7, 2010 Total Change is: -11,352
-1,443 -12,493 -6,044 5,211 4,949 0 -1,680 -2,044 -2,093 0 3,645 0 -5,303 2,728
Percent of Open Interest Represented by Each Category of Trader
24.0 21.3 1.4 26.6 13.5 1.4 20.0 7.9 0.5 1.9 8.2 0.0 24.4 45.8
Number of Traders in Each Category Total Traders: 47
13 8 . 8 . . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 33,241
Positions
502 5,847 3,093 16,882 12,266 4,034 2,782 4,611 1,076 756 0 247 3,869 2,067
Changes from: December 7, 2010 Total Change is: 4,275
165 1,415 3,093 -85 -1,333 102 455 -155 1,076 -494 0 247 -284 -170
Percent of Open Interest Represented by Each Category of Trader
1.5 17.6 9.3 50.8 36.9 12.1 8.4 13.9 3.2 2.3 0.0 0.7 11.6 6.2
Number of Traders in Each Category Total Traders: 44
. . . 16 14 9 . 7 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 46,631
Positions
3,875 13,580 3,611 15,615 5,208 769 5,146 16,283 262 5,492 0 0 11,861 6,918
Changes from: December 7, 2010 Total Change is: 7,147
1,588 -406 2,944 -350 -285 127 -2,842 -616 243 886 0 -10 4,561 5,150
Percent of Open Interest Represented by Each Category of Trader
8.3 29.1 7.7 33.5 11.2 1.6 11.0 34.9 0.6 11.8 0.0 0.0 25.4 14.8
Number of Traders in Each Category Total Traders: 49
5 6 . 13 7 5 7 4 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 666,429
Positions
18,773 90,658 31,876 287,092 141,413 54,474 45,488 102,894 61,158 21,580 23,695 9,589 136,397 150,671
Changes from: December 7, 2010 Total Change is: 5,474
282 -6,328 -15,397 4,499 -5,988 1,637 -5,340 9,022 18,731 -3,588 6,553 2,689 1,961 -5,445
Percent of Open Interest Represented by Each Category of Trader
2.8 13.6 4.8 43.1 21.2 8.2 6.8 15.4 9.2 3.2 3.6 1.4 20.5 22.6
Number of Traders in Each Category Total Traders: 153
6 18 12 45 23 39 21 29 34 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 304,935
Positions
0 114,163 5,655 225,385 1,530 13,997 0 120,539 1,022 0 1,953 0 58,877 46,077
Changes from: December 7, 2010 Total Change is: -11,661
0 -3,582 -10,057 611 1,530 674 0 -1,232 -85 0 0 0 -2,804 1,092
Percent of Open Interest Represented by Each Category of Trader
0.0 37.4 1.9 73.9 0.5 4.6 0.0 39.5 0.3 0.0 0.6 0.0 19.3 15.1
Number of Traders in Each Category Total Traders: 51
0 10 . 26 . 13 0 13 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 695,351
Positions
42,971 70,251 10,775 317,656 250,219 64,294 92,866 46,566 70,811 6,900 65,598 6,367 82,710 110,470
Changes from: December 7, 2010 Total Change is: -1,728
765 13,568 -3,987 40,532 4,996 -2,582 -9,827 -6,654 -1,766 -4,237 -14,555 1,825 -22,449 7,427
Percent of Open Interest Represented by Each Category of Trader
6.2 10.1 1.5 45.7 36.0 9.2 13.4 6.7 10.2 1.0 9.4 0.9 11.9 15.9
Number of Traders in Each Category Total Traders: 177
13 21 14 34 35 35 29 25 23 5 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,951,995
Positions
114,095 224,407 281,441 482,494 365,417 186,979 137,993 170,984 319,845 75,360 23,775 47,444 306,345 331,701
Changes from: December 7, 2010 Total Change is: 215,552
-5,340 3,186 73,372 -19,054 -31,881 37,874 5,514 25,942 106,102 -9,824 -1,496 15,861 11,049 -13,407
Percent of Open Interest Represented by Each Category of Trader
5.8 11.5 14.4 24.7 18.7 9.6 7.1 8.8 16.4 3.9 1.2 2.4 15.7 17.0
Number of Traders in Each Category Total Traders: 258
35 28 50 36 51 53 45 44 64 13 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,132,345
Positions
29,016 98,606 41,205 217,478 360,255 158,188 326,571 75,288 86,932 51,168 49,993 11,033 210,754 250,846
Changes from: December 7, 2010 Total Change is: 26,768
3,839 -19,003 469 -75,580 -7,454 13,071 55,636 16,506 15,004 6,703 7,047 4,225 3,402 -3,096
Percent of Open Interest Represented by Each Category of Trader
2.6 8.7 3.6 19.2 31.8 14.0 28.8 6.6 7.7 4.5 4.4 1.0 18.6 22.2
Number of Traders in Each Category Total Traders: 160
12 21 24 23 32 32 32 22 32 9 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 981,153
Positions
106,141 206,222 259,555 6,483 1,000 1,509 112,122 20,648 338,229 33,592 13,589 90,130 33,392 50,271
Changes from: December 7, 2010 Total Change is: 29,648
-2,294 10,677 11,024 122 1,000 -151 5,909 -2,315 8,729 5,194 372 1,652 -537 -1,340
Percent of Open Interest Represented by Each Category of Trader
10.8 21.0 26.5 0.7 0.1 0.2 11.4 2.1 34.5 3.4 1.4 9.2 3.4 5.1
Number of Traders in Each Category Total Traders: 109
31 20 41 4 . . 29 15 35 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,072,895
Positions
1,942,070 2,834,826 2,278,765 1,326,780 430,809 173,048 532,366 242,328 3,369,327 73,267 307,645 574,516 802,755 861,629
Changes from: December 7, 2010 Total Change is:-2,473,025
-17,682 -179,769 -653,823 -484 22,362 -4,437 -331,742 -56,221 -1,193,144 11,272 -139,546 -181,452 -101,533 -86,995
Percent of Open Interest Represented by Each Category of Trader
17.5 25.6 20.6 12.0 3.9 1.6 4.8 2.2 30.4 0.7 2.8 5.2 7.2 7.8
Number of Traders in Each Category Total Traders: 244
35 50 83 7 14 15 70 34 93 13 14 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,834
Positions
4,884 6,593 0 1,077 1,048 97 1,790 4,254 0 4,800 584 0 186 258
Changes from: December 7, 2010 Total Change is: -8,528
-5,849 -7,258 -1,811 10 -43 -26 872 2,297 -1,791 0 16 0 67 88
Percent of Open Interest Represented by Each Category of Trader
38.1 51.4 0.0 8.4 8.2 0.8 13.9 33.1 0.0 37.4 4.6 0.0 1.4 2.0
Number of Traders in Each Category Total Traders: 31
4 4 0 . 5 . . 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 40,088
Positions
34,594 21,467 0 2,118 1,466 59 3,184 11,286 0 0 5,503 0 133 307
Changes from: December 7, 2010 Total Change is: -24,220
-14,718 -15,935 -9,041 99 45 0 2,557 3,581 -3,027 0 0 0 -90 157
Percent of Open Interest Represented by Each Category of Trader
86.3 53.5 0.0 5.3 3.7 0.1 7.9 28.2 0.0 0.0 13.7 0.0 0.3 0.8
Number of Traders in Each Category Total Traders: 29
4 5 0 . . . 4 7 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 25,567
Positions
11,926 4,519 37 1,026 346 801 5,716 14,901 1,110 1,184 1,589 0 3,766 2,264
Changes from: December 7, 2010 Total Change is: -9,840
-2,892 -3,199 -317 50 49 -19 -3,716 -4,563 -945 142 238 -189 -1,954 -894
Percent of Open Interest Represented by Each Category of Trader
46.6 17.7 0.1 4.0 1.4 3.1 22.4 58.3 4.3 4.6 6.2 0.0 14.7 8.9
Number of Traders in Each Category Total Traders: 69
. 4 . 5 . . 18 21 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 151,504
Positions
59,490 29,847 33,757 6,859 222 5,829 1,807 40,155 22,565 1,609 3,083 4,016 15,572 12,030
Changes from: December 7, 2010 Total Change is: 2,273
-6,256 4,680 2,230 1,734 -141 350 914 -3,530 2,313 755 -402 -604 837 -2,624
Percent of Open Interest Represented by Each Category of Trader
39.3 19.7 22.3 4.5 0.1 3.8 1.2 26.5 14.9 1.1 2.0 2.7 10.3 7.9
Number of Traders in Each Category Total Traders: 91
6 15 17 7 . 7 10 33 26 5 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,879
Positions
922 2,589 1,091 2,277 0 0 1,254 2,812 41 880 0 0 414 346
Changes from: December 7, 2010 Total Change is: 1,332
5 -181 1,091 -69 0 0 17 129 4 0 0 0 284 289
Percent of Open Interest Represented by Each Category of Trader
13.4 37.6 15.9 33.1 0.0 0.0 18.2 40.9 0.6 12.8 0.0 0.0 6.0 5.0
Number of Traders in Each Category Total Traders: 20
. . . 4 0 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,865
Positions
466 14,066 740 10,868 0 0 1,825 289 0 0 0 0 1,966 770
Changes from: December 7, 2010 Total Change is: 1,309
8 125 740 -95 0 0 88 88 -7 0 0 0 575 363
Percent of Open Interest Represented by Each Category of Trader
2.9 88.7 4.7 68.5 0.0 0.0 11.5 1.8 0.0 0.0 0.0 0.0 12.4 4.9
Number of Traders in Each Category Total Traders: 20
. . . 9 0 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 17, 2010