Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 98,687
Positions
1,733 54,775 2,271 10,223 7,216 104 31,873 6,473 2,921 8,070 10,004 416 41,076 14,506
Changes from: December 14, 2010 Total Change is: -49,821
-7,404 -16,306 -20,700 -645 -4,232 61 -5,364 1,078 -11,575 -1,362 2,522 65 -2,896 -733
Percent of Open Interest Represented by Each Category of Trader
1.8 55.5 2.3 10.4 7.3 0.1 32.3 6.6 3.0 8.2 10.1 0.4 41.6 14.7
Number of Traders in Each Category Total Traders: 74
. 17 7 4 4 . 24 9 9 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 47,503
Positions
3,233 19,188 995 1,493 1,396 354 22,638 14,282 950 400 0 0 17,440 10,338
Changes from: December 14, 2010 Total Change is: 5,267
882 2,644 35 -284 527 24 3,454 2,817 201 400 0 0 555 -981
Percent of Open Interest Represented by Each Category of Trader
6.8 40.4 2.1 3.1 2.9 0.7 47.7 30.1 2.0 0.8 0.0 0.0 36.7 21.8
Number of Traders in Each Category Total Traders: 49
4 12 4 . . . 20 7 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 79,100
Positions
23,601 3,784 4,597 6,956 21,544 1,081 19,773 16,937 3,607 445 5,085 29 19,011 22,436
Changes from: December 14, 2010 Total Change is: 5,153
2,177 1,648 -125 -1,325 -1,127 36 2,723 678 1,415 -228 162 29 452 2,437
Percent of Open Interest Represented by Each Category of Trader
29.8 4.8 5.8 8.8 27.2 1.4 25.0 21.4 4.6 0.6 6.4 0.0 24.0 28.4
Number of Traders in Each Category Total Traders: 77
8 7 10 4 14 5 22 17 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 103,011
Positions
7,071 30,176 5,304 32,396 6,047 1,478 26,698 18,006 6,304 2,900 4,227 40 20,820 31,430
Changes from: December 14, 2010 Total Change is: -4,925
-178 -7,268 1,279 -3,669 365 104 -3,618 1,712 903 1,580 -1,023 -5 -1,321 -991
Percent of Open Interest Represented by Each Category of Trader
6.9 29.3 5.1 31.4 5.9 1.4 25.9 17.5 6.1 2.8 4.1 0.0 20.2 30.5
Number of Traders in Each Category Total Traders: 98
7 14 10 10 8 5 22 27 19 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 209,591
Positions
43,197 18,386 16,511 22,488 23,325 3,020 22,682 50,862 25,601 13,830 9,577 8,678 53,584 53,633
Changes from: December 14, 2010 Total Change is: 22,193
2,062 3,171 2,861 -1,004 34 371 6,218 5,707 6,442 -255 2,211 3,673 1,824 -2,276
Percent of Open Interest Represented by Each Category of Trader
20.6 8.8 7.9 10.7 11.1 1.4 10.8 24.3 12.2 6.6 4.6 4.1 25.6 25.6
Number of Traders in Each Category Total Traders: 169
18 15 16 15 19 12 29 46 36 15 12 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 121,801
Positions
4,945 86,188 3,116 10,659 3,546 207 67,015 7,352 2,735 812 4,719 436 31,876 13,502
Changes from: December 14, 2010 Total Change is: 1,766
367 -1,079 320 -7,460 5 53 7,656 -1,774 -230 -0 3,633 4 1,057 834
Percent of Open Interest Represented by Each Category of Trader
4.1 70.8 2.6 8.8 2.9 0.2 55.0 6.0 2.2 0.7 3.9 0.4 26.2 11.1
Number of Traders in Each Category Total Traders: 70
6 9 6 4 5 . 30 10 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 116,332
Positions
3,293 95,438 167 18,225 0 145 85,371 15,014 90 2,637 4,140 0 6,404 1,338
Changes from: December 14, 2010 Total Change is: -462
355 2,315 0 -1,639 0 145 709 -3,113 0 290 0 0 -322 191
Percent of Open Interest Represented by Each Category of Trader
2.8 82.0 0.1 15.7 0.0 0.1 73.4 12.9 0.1 2.3 3.6 0.0 5.5 1.2
Number of Traders in Each Category Total Traders: 93
6 11 . 10 0 . 41 14 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 25,081
Positions
4,359 12,303 1 501 0 0 17,195 7,059 0 874 4,377 0 2,151 1,341
Changes from: December 14, 2010 Total Change is: 571
2,342 -1,499 0 0 0 0 -1,999 -2,346 0 288 4,034 0 -60 382
Percent of Open Interest Represented by Each Category of Trader
17.4 49.1 0.0 2.0 0.0 0.0 68.6 28.1 0.0 3.5 17.5 0.0 8.6 5.3
Number of Traders in Each Category Total Traders: 39
5 6 . . 0 0 11 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 38,106
Positions
14,185 20,288 582 3,233 3,537 539 11,927 7,870 927 203 689 295 6,217 3,380
Changes from: December 14, 2010 Total Change is: -11,412
-3,099 -1,563 -2,195 -392 576 93 -2,284 -3,500 -1,560 -423 90 -53 -1,499 -3,301
Percent of Open Interest Represented by Each Category of Trader
37.2 53.2 1.5 8.5 9.3 1.4 31.3 20.7 2.4 0.5 1.8 0.8 16.3 8.9
Number of Traders in Each Category Total Traders: 84
12 16 4 5 6 . 26 14 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 76,212
Positions
28,370 40,575 1,164 6,465 7,074 1,077 23,853 15,740 1,853 405 1,377 590 12,433 6,760
Changes from: December 14, 2010 Total Change is: -22,823
-6,198 -3,125 -4,391 -783 1,152 186 -4,568 -7,000 -3,119 -846 181 -106 -2,998 -6,601
Percent of Open Interest Represented by Each Category of Trader
37.2 53.2 1.5 8.5 9.3 1.4 31.3 20.7 2.4 0.5 1.8 0.8 16.3 8.9
Number of Traders in Each Category Total Traders: 84
12 16 4 5 6 . 26 14 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 857,989
Positions
34,794 303,276 27,635 415,078 118,720 58,864 82,001 141,685 78,208 18,892 20,764 14,123 128,394 94,713
Changes from: December 14, 2010 Total Change is: -415,689
-16,640 -31,740 -156,683 -10,198 -2,026 -10,148 -24,966 -9,858 -130,807 846 -7,392 -20,133 -46,961 -46,903
Percent of Open Interest Represented by Each Category of Trader
4.1 35.3 3.2 48.4 13.8 6.9 9.6 16.5 9.1 2.2 2.4 1.6 15.0 11.0
Number of Traders in Each Category Total Traders: 519
29 51 25 116 53 60 82 142 89 24 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 338,148
Positions
9,462 151,746 5,396 147,418 34,641 9,127 24,532 32,890 42,095 7,367 8,235 10,019 82,732 43,999
Changes from: December 14, 2010 Total Change is: -199,761
-38,276 -62,743 -45,124 4,782 -5,016 -2,478 -53,103 -19,374 -30,864 -2,074 -315 -10,191 -22,434 -23,657
Percent of Open Interest Represented by Each Category of Trader
2.8 44.9 1.6 43.6 10.2 2.7 7.3 9.7 12.4 2.2 2.4 3.0 24.5 13.0
Number of Traders in Each Category Total Traders: 131
5 21 7 33 13 12 14 32 40 6 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 2,599,204
Positions
157,532 788,521 80,326 1,349,221 431,322 237,757 317,365 573,995 150,547 57,625 62,646 20,521 228,312 253,570
Changes from: December 14, 2010 Total Change is:-1,079,641
-49,975 -3,139 -399,640 -88,751 1,100 -24,500 -184,121 -277,225 -174,906 -5,529 -55,513 -29,586 -122,633 -116,231
Percent of Open Interest Represented by Each Category of Trader
6.1 30.3 3.1 51.9 16.6 9.1 12.2 22.1 5.8 2.2 2.4 0.8 8.8 9.8
Number of Traders in Each Category Total Traders: 466
31 46 20 95 48 53 83 127 76 19 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 98,511
Positions
19,227 29,472 771 48,084 33,618 5,069 12,318 26,313 229 1,805 0 0 11,008 3,039
Changes from: December 14, 2010 Total Change is: -25,738
3,848 290 -24,507 -1,229 -707 -845 -2,081 639 -212 -187 0 0 -525 -396
Percent of Open Interest Represented by Each Category of Trader
19.5 29.9 0.8 48.8 34.1 5.1 12.5 26.7 0.2 1.8 0.0 0.0 11.2 3.1
Number of Traders in Each Category Total Traders: 86
4 8 . 31 12 11 14 13 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 67,662
Positions
5,796 42,559 1,985 21,105 7,606 2,216 27,531 8,553 775 2,817 712 191 5,246 3,066
Changes from: December 14, 2010 Total Change is: -68,719
-9,405 -2,583 -31,284 -1,190 -4,023 -632 700 -2,698 -17,841 73 -2,933 -275 -8,866 -6,450
Percent of Open Interest Represented by Each Category of Trader
8.6 62.9 2.9 31.2 11.2 3.3 40.7 12.6 1.1 4.2 1.1 0.3 7.8 4.5
Number of Traders in Each Category Total Traders: 220
18 29 5 39 14 11 61 35 16 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 338,310
Positions
28,979 212,793 9,923 105,524 38,031 11,081 137,653 42,764 3,875 14,087 3,558 956 26,232 15,329
Changes from: December 14, 2010 Total Change is: -191,772
-68,638 15,300 -72,793 -5,951 -18,715 340 -5,321 -53,375 -26,821 1,430 -10,221 -1,375 -12,643 -24,112
Percent of Open Interest Represented by Each Category of Trader
8.6 62.9 2.9 31.2 11.2 3.3 40.7 12.6 1.1 4.2 1.1 0.3 7.8 4.5
Number of Traders in Each Category Total Traders: 220
18 29 5 39 14 11 61 35 16 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 312,952
Positions
78,710 44,410 14,872 124,511 113,764 19,317 49,694 93,114 6,046 1,194 7,254 0 18,607 14,174
Changes from: December 14, 2010 Total Change is: -109,369
-62,546 -40,646 -12,505 -3,995 -14,231 -799 -9,559 -17,377 -14,737 15 -3,623 -3,095 -2,147 -2,356
Percent of Open Interest Represented by Each Category of Trader
25.2 14.2 4.8 39.8 36.4 6.2 15.9 29.8 1.9 0.4 2.3 0.0 5.9 4.5
Number of Traders in Each Category Total Traders: 233
15 19 . 54 38 21 39 54 17 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 39,299
Positions
8,941 4,374 150 13,084 343 25 3,008 13,439 2 3,276 623 0 10,813 20,343
Changes from: December 14, 2010 Total Change is: 1,888
553 -1,122 14 58 0 0 269 801 0 864 0 0 130 2,195
Percent of Open Interest Represented by Each Category of Trader
22.8 11.1 0.4 33.3 0.9 0.1 7.7 34.2 0.0 8.3 1.6 0.0 27.5 51.8
Number of Traders in Each Category Total Traders: 50
12 4 . 10 . . 6 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 46,453
Positions
10,358 10,598 1,773 12,208 6,454 655 10,248 3,777 333 915 3,970 0 9,963 18,893
Changes from: December 14, 2010 Total Change is: -1,699
-1,178 335 1,118 -580 -26 0 625 -50 89 0 0 0 -1,773 -3,165
Percent of Open Interest Represented by Each Category of Trader
22.3 22.8 3.8 26.3 13.9 1.4 22.1 8.1 0.7 2.0 8.5 0.0 21.4 40.7
Number of Traders in Each Category Total Traders: 47
13 8 4 8 . . 10 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 27,695
Positions
219 4,016 85 14,887 12,277 3,978 3,742 5,532 0 1,003 0 0 3,781 1,807
Changes from: December 14, 2010 Total Change is: -5,546
-283 -1,831 -3,008 -1,995 11 -56 960 921 -1,076 247 0 -247 -88 -260
Percent of Open Interest Represented by Each Category of Trader
0.8 14.5 0.3 53.8 44.3 14.4 13.5 20.0 0.0 3.6 0.0 0.0 13.7 6.5
Number of Traders in Each Category Total Traders: 44
. . . 16 15 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 38,318
Positions
4,070 16,183 221 15,907 5,431 669 5,388 13,968 0 4,905 0 0 7,158 1,846
Changes from: December 14, 2010 Total Change is: -8,313
195 2,603 -3,390 292 223 -100 242 -2,315 -262 -587 0 0 -4,703 -5,072
Percent of Open Interest Represented by Each Category of Trader
10.6 42.2 0.6 41.5 14.2 1.7 14.1 36.5 0.0 12.8 0.0 0.0 18.7 4.8
Number of Traders in Each Category Total Traders: 49
4 7 . 13 8 5 7 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 620,335
Positions
18,710 65,533 25,851 288,836 144,386 53,262 22,445 89,680 53,653 20,963 25,416 10,599 126,015 151,953
Changes from: December 14, 2010 Total Change is: -46,095
-63 -25,125 -6,025 1,744 2,973 -1,212 -23,044 -13,214 -7,505 -617 1,722 1,010 -10,382 1,283
Percent of Open Interest Represented by Each Category of Trader
3.0 10.6 4.2 46.6 23.3 8.6 3.6 14.5 8.6 3.4 4.1 1.7 20.3 24.5
Number of Traders in Each Category Total Traders: 146
6 14 14 43 22 39 22 27 30 6 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 306,631
Positions
0 126,058 2,743 230,767 2,035 14,019 0 115,563 520 0 1,953 0 58,583 43,740
Changes from: December 14, 2010 Total Change is: 1,696
0 11,895 -2,912 5,382 505 22 0 -4,975 -502 0 0 0 -294 -2,336
Percent of Open Interest Represented by Each Category of Trader
0.0 41.1 0.9 75.3 0.7 4.6 0.0 37.7 0.2 0.0 0.6 0.0 19.1 14.3
Number of Traders in Each Category Total Traders: 53
0 12 . 27 . 12 0 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 721,447
Positions
43,362 84,823 8,825 322,891 249,691 67,776 105,549 71,139 61,019 28,139 55,193 5,367 78,518 117,614
Changes from: December 14, 2010 Total Change is: 26,096
391 14,571 -1,951 5,235 -528 3,482 12,683 24,573 -9,792 21,239 -10,405 -1,000 -4,192 7,144
Percent of Open Interest Represented by Each Category of Trader
6.0 11.8 1.2 44.8 34.6 9.4 14.6 9.9 8.5 3.9 7.7 0.7 10.9 16.3
Number of Traders in Each Category Total Traders: 181
13 22 16 35 35 34 27 29 21 6 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,952,568
Positions
123,041 162,579 291,249 491,675 361,165 206,362 131,457 229,334 311,168 85,726 22,979 47,984 263,907 319,749
Changes from: December 14, 2010 Total Change is: 573
8,946 -61,828 9,807 9,181 -4,252 19,383 -6,535 58,350 -8,677 10,366 -796 540 -42,438 -11,952
Percent of Open Interest Represented by Each Category of Trader
6.3 8.3 14.9 25.2 18.5 10.6 6.7 11.7 15.9 4.4 1.2 2.5 13.5 16.4
Number of Traders in Each Category Total Traders: 266
29 36 53 35 50 52 37 56 66 13 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 1,161,843
Positions
45,714 110,810 54,097 206,407 379,273 148,567 361,653 82,508 86,408 70,270 52,727 12,165 176,562 235,288
Changes from: December 14, 2010 Total Change is: 29,498
16,698 12,205 12,892 -11,071 19,018 -9,620 35,082 7,220 -524 19,101 2,734 1,132 -34,192 -15,558
Percent of Open Interest Represented by Each Category of Trader
3.9 9.5 4.7 17.8 32.6 12.8 31.1 7.1 7.4 6.0 4.5 1.0 15.2 20.3
Number of Traders in Each Category Total Traders: 181
16 26 30 24 35 34 34 26 34 10 10 7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 981,790
Positions
107,635 216,818 265,296 6,044 1,764 1,498 117,335 20,252 329,738 35,405 15,922 88,425 30,415 42,079
Changes from: December 14, 2010 Total Change is: 637
1,494 10,596 5,741 -439 764 -11 5,212 -397 -8,491 1,813 2,332 -1,705 -2,977 -8,192
Percent of Open Interest Represented by Each Category of Trader
11.0 22.1 27.0 0.6 0.2 0.2 12.0 2.1 33.6 3.6 1.6 9.0 3.1 4.3
Number of Traders in Each Category Total Traders: 114
31 23 43 4 . . 28 17 35 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 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 is11,407,647
Positions
1,842,182 2,720,032 2,378,660 1,374,399 440,530 202,956 543,608 228,489 3,506,729 67,228 311,620 690,360 801,526 928,271
Changes from: December 14, 2010 Total Change is: 334,752
-99,888 -114,795 99,895 47,619 9,721 29,907 11,242 -13,839 137,402 -6,039 3,975 115,844 -1,230 66,642
Percent of Open Interest Represented by Each Category of Trader
16.1 23.8 20.9 12.0 3.9 1.8 4.8 2.0 30.7 0.6 2.7 6.1 7.0 8.1
Number of Traders in Each Category Total Traders: 248
35 51 84 7 14 16 69 37 93 15 13 18
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,867
Positions
5,946 6,736 90 1,018 1,115 126 1,828 5,103 0 4,800 478 0 59 219
Changes from: December 14, 2010 Total Change is: 1,033
1,062 143 90 -59 67 29 38 849 0 0 -106 0 -127 -39
Percent of Open Interest Represented by Each Category of Trader
42.9 48.6 0.6 7.3 8.0 0.9 13.2 36.8 0.0 34.6 3.4 0.0 0.4 1.6
Number of Traders in Each Category Total Traders: 32
4 4 . . 6 . . 10 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 38,980
Positions
33,189 20,833 0 2,000 1,497 56 3,256 10,836 0 0 5,473 0 479 285
Changes from: December 14, 2010 Total Change is: -1,108
-1,405 -634 0 -118 31 -3 72 -450 0 0 -30 0 346 -22
Percent of Open Interest Represented by Each Category of Trader
85.1 53.4 0.0 5.1 3.8 0.1 8.4 27.8 0.0 0.0 14.0 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . 4 6 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 27,469
Positions
11,778 4,490 27 1,306 376 735 6,778 17,662 875 900 1,064 2 5,068 2,238
Changes from: December 14, 2010 Total Change is: 1,902
-148 -29 -9 280 30 -66 1,061 2,761 -235 -284 -525 2 1,302 -26
Percent of Open Interest Represented by Each Category of Trader
42.9 16.3 0.1 4.8 1.4 2.7 24.7 64.3 3.2 3.3 3.9 0.0 18.5 8.1
Number of Traders in Each Category Total Traders: 71
4 5 . 5 . . 20 21 6 7 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 21, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 156,004
Positions
56,506 24,427 38,759 4,881 261 3,706 3,021 40,358 22,597 1,771 3,083 3,225 21,538 19,588
Changes from: December 14, 2010 Total Change is: 4,500
-2,984 -5,420 5,002 -1,978 39 -2,123 1,214 203 32 162 0 -791 5,966 7,558
Percent of Open Interest Represented by Each Category of Trader
36.2 15.7 24.8 3.1 0.2 2.4 1.9 25.9 14.5 1.1 2.0 2.1 13.8 12.6
Number of Traders in Each Category Total Traders: 86
6 13 16 6 . 6 13 29 26 5 5 8
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Updated December 27, 2010