Traders in Financial Futures - Options and Futures Combined 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 120,992
Positions
1,779 62,715 2,805 10,209 7,138 107 49,778 11,532 3,440 8,720 15,962 500 43,652 16,791
Changes from: December 21, 2010 Total Change is: 22,305
46 7,940 535 -14 -78 3 17,905 5,059 519 650 5,958 84 2,576 2,285
Percent of Open Interest Represented by Each Category of Trader
1.5 51.8 2.3 8.4 5.9 0.1 41.1 9.5 2.8 7.2 13.2 0.4 36.1 13.9
Number of Traders in Each Category Total Traders: 86
4 16 8 4 4 . 31 12 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 49,371
Positions
3,219 24,803 1,084 1,493 1,377 373 21,406 9,169 1,254 400 2,000 0 20,143 9,311
Changes from: December 21, 2010 Total Change is: 1,868
-15 5,615 89 0 -19 19 -1,233 -5,113 304 0 2,000 0 2,703 -1,027
Percent of Open Interest Represented by Each Category of Trader
6.5 50.2 2.2 3.0 2.8 0.8 43.4 18.6 2.5 0.8 4.1 0.0 40.8 18.9
Number of Traders in Each Category Total Traders: 48
. 13 . . . . 17 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 93,334
Positions
31,119 3,451 5,467 6,948 22,135 1,081 24,076 25,939 4,663 1,371 5,119 31 18,578 25,446
Changes from: December 21, 2010 Total Change is: 14,234
7,518 -332 870 -8 591 0 4,302 9,002 1,056 926 34 2 -433 3,010
Percent of Open Interest Represented by Each Category of Trader
33.3 3.7 5.9 7.4 23.7 1.2 25.8 27.8 5.0 1.5 5.5 0.0 19.9 27.3
Number of Traders in Each Category Total Traders: 84
9 7 10 4 14 5 20 25 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 122,708
Positions
6,897 48,907 5,082 31,827 5,612 1,463 43,066 15,286 6,354 1,386 6,806 21 26,612 33,176
Changes from: December 21, 2010 Total Change is: 19,696
-174 18,731 -222 -569 -434 -15 16,368 -2,719 50 -1,514 2,579 -19 5,792 1,746
Percent of Open Interest Represented by Each Category of Trader
5.6 39.9 4.1 25.9 4.6 1.2 35.1 12.5 5.2 1.1 5.5 0.0 21.7 27.0
Number of Traders in Each Category Total Traders: 104
6 15 9 10 7 5 24 28 21 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 215,097
Positions
56,958 17,462 15,445 22,300 22,578 3,095 15,628 59,973 25,563 14,713 8,132 8,310 53,085 54,539
Changes from: December 21, 2010 Total Change is: 5,506
13,761 -924 -1,067 -188 -746 75 -7,054 9,111 -38 883 -1,444 -368 -499 906
Percent of Open Interest Represented by Each Category of Trader
26.5 8.1 7.2 10.4 10.5 1.4 7.3 27.9 11.9 6.8 3.8 3.9 24.7 25.4
Number of Traders in Each Category Total Traders: 174
21 10 16 15 19 12 31 50 38 15 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 131,725
Positions
4,828 90,838 3,337 10,172 3,509 207 72,781 9,705 4,012 852 4,785 486 35,050 14,845
Changes from: December 21, 2010 Total Change is: 9,924
-118 4,649 221 -487 -36 0 5,766 2,353 1,277 40 66 50 3,174 1,343
Percent of Open Interest Represented by Each Category of Trader
3.7 69.0 2.5 7.7 2.7 0.2 55.3 7.4 3.0 0.6 3.6 0.4 26.6 11.3
Number of Traders in Each Category Total Traders: 75
5 10 6 4 5 . 35 9 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 58,730
Positions
11,485 32,721 14,259 0 0 0 30,211 10,548 843 1,255 0 0 677 359
Changes from: December 21, 2010 Total Change is: 1,844
-117 -1,333 3,409 0 0 0 10,865 2,228 -2,057 0 0 0 -10,256 -403
Percent of Open Interest Represented by Each Category of Trader
19.6 55.7 24.3 0.0 0.0 0.0 51.4 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 10 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 37,936
Positions
14,362 19,866 616 3,297 3,379 405 11,515 7,552 969 112 680 402 6,258 4,067
Changes from: December 21, 2010 Total Change is: -170
177 -422 34 64 -158 -134 -411 -318 43 -91 -8 107 41 686
Percent of Open Interest Represented by Each Category of Trader
37.9 52.4 1.6 8.7 8.9 1.1 30.4 19.9 2.6 0.3 1.8 1.1 16.5 10.7
Number of Traders in Each Category Total Traders: 78
13 17 5 5 4 . 24 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 75,872
Positions
28,724 39,731 1,233 6,593 6,758 810 23,031 15,104 1,939 223 1,361 804 12,516 8,133
Changes from: December 21, 2010 Total Change is: -339
353 -844 68 128 -316 -267 -822 -636 86 -182 -16 214 83 1,373
Percent of Open Interest Represented by Each Category of Trader
37.9 52.4 1.6 8.7 8.9 1.1 30.4 19.9 2.6 0.3 1.8 1.1 16.5 10.7
Number of Traders in Each Category Total Traders: 78
13 17 5 5 4 . 24 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 870,595
Positions
36,695 304,740 28,896 420,331 115,308 60,010 81,020 144,667 82,164 18,853 21,776 15,174 127,451 97,860
Changes from: December 21, 2010 Total Change is: 12,606
1,902 1,464 1,261 5,254 -3,412 1,146 -981 2,982 3,956 -39 1,012 1,051 -943 3,147
Percent of Open Interest Represented by Each Category of Trader
4.2 35.0 3.3 48.3 13.2 6.9 9.3 16.6 9.4 2.2 2.5 1.7 14.6 11.2
Number of Traders in Each Category Total Traders: 527
31 48 26 120 54 62 82 142 97 24 26 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 339,856
Positions
10,232 153,916 5,865 147,251 34,564 8,894 25,705 32,931 40,941 7,363 7,768 10,867 82,738 44,110
Changes from: December 21, 2010 Total Change is: 1,708
770 2,170 469 -168 -77 -233 1,174 41 -1,155 -4 -467 849 6 111
Percent of Open Interest Represented by Each Category of Trader
3.0 45.3 1.7 43.3 10.2 2.6 7.6 9.7 12.0 2.2 2.3 3.2 24.3 13.0
Number of Traders in Each Category Total Traders: 133
6 21 7 33 13 13 14 33 41 4 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,653,693
Positions
165,526 787,326 81,950 1,376,656 414,974 244,324 308,483 590,589 174,207 58,033 70,624 20,948 223,566 268,751
Changes from: December 21, 2010 Total Change is: 54,489
7,994 -1,195 1,624 27,436 -16,348 6,567 -8,882 16,594 23,660 408 7,978 427 -4,746 15,181
Percent of Open Interest Represented by Each Category of Trader
6.2 29.7 3.1 51.9 15.6 9.2 11.6 22.3 6.6 2.2 2.7 0.8 8.4 10.1
Number of Traders in Each Category Total Traders: 473
32 44 24 99 49 55 81 128 83 20 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 98,769
Positions
19,176 31,809 851 49,353 32,984 5,095 11,459 24,685 194 1,593 0 0 11,048 3,151
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 - Options and Futures Combined 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 75,065
Positions
7,905 47,879 2,923 23,503 7,753 2,048 25,367 7,977 2,079 2,408 679 437 8,394 3,289
Changes from: December 21, 2010 Total Change is: 7,403
2,109 5,320 939 2,398 147 -168 -2,163 -575 1,304 -410 -33 246 3,148 223
Percent of Open Interest Represented by Each Category of Trader
10.5 63.8 3.9 31.3 10.3 2.7 33.8 10.6 2.8 3.2 0.9 0.6 11.2 4.4
Number of Traders in Each Category Total Traders: 224
18 31 6 40 15 9 60 39 19 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 9,418
Positions
3,108 7,515 0 1,735 200 0 1,343 511 0 0 246 0 3,232 946
Changes from: December 21, 2010 Total Change is: -20,947
-6,258 -11,817 -3,036 1,735 -80 -700 -9,103 -3,723 -266 -213 -643 0 -3,106 -682
Percent of Open Interest Represented by Each Category of Trader
33.0 79.8 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 - Options and Futures Combined 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 328,233
Positions
27,383 205,218 11,217 108,839 37,765 10,242 126,407 43,617 4,110 13,268 3,394 957 25,810 11,713
Changes from: December 21, 2010 Total Change is: -10,078
-1,596 -7,575 1,294 3,315 -266 -839 -11,246 854 235 -819 -164 0 -422 -3,616
Percent of Open Interest Represented by Each Category of Trader
8.3 62.5 3.4 33.2 11.5 3.1 38.5 13.3 1.3 4.0 1.0 0.3 7.9 3.6
Number of Traders in Each Category Total Traders: 219
16 30 5 40 14 9 59 39 17 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 312,184
Positions
77,416 46,050 15,131 127,077 111,800 19,271 47,114 93,541 5,232 1,763 6,904 0 19,179 14,255
Changes from: December 21, 2010 Total Change is: -768
-1,294 1,640 259 2,566 -1,964 -46 -2,580 427 -814 569 -350 0 573 80
Percent of Open Interest Represented by Each Category of Trader
24.8 14.8 4.8 40.7 35.8 6.2 15.1 30.0 1.7 0.6 2.2 0.0 6.1 4.6
Number of Traders in Each Category Total Traders: 231
13 20 . 58 37 21 34 57 15 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 579,821
Positions
18,606 72,063 17,979 282,935 147,868 50,658 21,094 85,071 33,617 21,123 22,106 3,899 129,910 146,559
Changes from: December 21, 2010 Total Change is: -40,513
-104 6,530 -7,872 -5,901 3,482 -2,604 -1,351 -4,609 -20,036 160 -3,310 -6,700 3,895 -5,394
Percent of Open Interest Represented by Each Category of Trader
3.2 12.4 3.1 48.8 25.5 8.7 3.6 14.7 5.8 3.6 3.8 0.7 22.4 25.3
Number of Traders in Each Category Total Traders: 136
5 16 12 43 22 37 16 26 25 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 308,805
Positions
0 124,792 2,300 230,296 3,773 15,123 0 117,712 502 0 1,953 0 60,584 42,650
Changes from: December 21, 2010 Total Change is: 2,174
0 -1,266 -442 -471 1,738 1,104 0 2,149 -18 0 0 0 2,001 -1,090
Percent of Open Interest Represented by Each Category of Trader
0.0 40.4 0.7 74.6 1.2 4.9 0.0 38.1 0.2 0.0 0.6 0.0 19.6 13.8
Number of Traders in Each Category Total Traders: 53
0 11 . 27 . 12 0 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 668,741
Positions
39,274 86,281 5,787 345,539 235,557 59,644 61,169 60,740 39,542 31,548 47,964 3,035 83,203 130,191
Changes from: December 21, 2010 Total Change is: -52,706
-4,088 1,459 -3,037 22,648 -14,134 -8,133 -44,380 -10,399 -21,478 3,409 -7,229 -2,332 4,685 12,577
Percent of Open Interest Represented by Each Category of Trader
5.9 12.9 0.9 51.7 35.2 8.9 9.1 9.1 5.9 4.7 7.2 0.5 12.4 19.5
Number of Traders in Each Category Total Traders: 165
10 23 11 33 33 32 19 29 19 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,737,174
Positions
115,942 175,604 185,509 512,415 363,482 204,188 120,467 219,375 206,249 68,430 27,987 44,275 279,699 310,504
Changes from: December 21, 2010 Total Change is: -215,395
-7,100 13,025 -105,740 20,740 2,318 -2,174 -10,990 -9,960 -104,919 -17,296 5,009 -3,709 15,792 -9,245
Percent of Open Interest Represented by Each Category of Trader
6.7 10.1 10.7 29.5 20.9 11.8 6.9 12.6 11.9 3.9 1.6 2.5 16.1 17.9
Number of Traders in Each Category Total Traders: 253
27 29 43 35 52 51 38 50 58 11 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,109,583
Positions
24,172 96,122 49,549 221,617 382,262 142,790 336,508 68,731 74,092 69,367 51,767 6,221 185,268 238,050
Changes from: December 21, 2010 Total Change is: -52,260
-21,542 -14,688 -4,548 15,210 2,989 -5,778 -25,145 -13,777 -12,316 -903 -960 -5,944 8,706 2,762
Percent of Open Interest Represented by Each Category of Trader
2.2 8.7 4.5 20.0 34.5 12.9 30.3 6.2 6.7 6.3 4.7 0.6 16.7 21.5
Number of Traders in Each Category Total Traders: 162
13 20 23 23 35 32 31 22 29 9 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 982,764
Positions
109,912 222,639 266,299 6,044 1,644 1,509 118,006 16,958 326,679 35,160 15,977 90,101 29,053 40,958
Changes from: December 21, 2010 Total Change is: 974
2,278 5,821 1,003 -1 -120 12 671 -3,294 -3,059 -244 56 1,676 -1,362 -1,121
Percent of Open Interest Represented by Each Category of Trader
11.2 22.7 27.1 0.6 0.2 0.2 12.0 1.7 33.2 3.6 1.6 9.2 3.0 4.2
Number of Traders in Each Category Total Traders: 114
29 25 43 4 . . 27 17 34 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,400,478
Positions
1,832,877 2,736,435 2,364,140 1,388,188 428,908 201,153 506,537 287,875 3,555,652 117,173 283,304 637,137 797,620 905,872
Changes from: December 21, 2010 Total Change is: -7,169
-9,304 16,404 -14,520 13,789 -11,622 -1,802 -37,071 59,386 48,923 49,945 -28,316 -53,222 -3,906 -22,399
Percent of Open Interest Represented by Each Category of Trader
16.1 24.0 20.7 12.2 3.8 1.8 4.4 2.5 31.2 1.0 2.5 5.6 7.0 7.9
Number of Traders in Each Category Total Traders: 252
38 49 86 8 14 17 69 42 94 13 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 26,794
Positions
11,431 4,403 28 1,225 437 730 7,098 17,155 876 772 904 2 4,632 2,259
Changes from: December 21, 2010 Total Change is: -675
-347 -88 1 -81 61 -5 320 -507 1 -128 -160 0 -437 21
Percent of Open Interest Represented by Each Category of Trader
42.7 16.4 0.1 4.6 1.6 2.7 26.5 64.0 3.3 2.9 3.4 0.0 17.3 8.4
Number of Traders in Each Category Total Traders: 74
5 4 . 5 . . 19 24 6 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 141,802
Positions
65,368 29,366 30,726 213 480 3,496 1,608 35,640 17,674 426 4,036 3,924 18,366 16,459
Changes from: December 21, 2010 Total Change is: -14,203
8,862 4,939 -8,033 -4,668 219 -210 -1,413 -4,717 -4,923 -1,345 953 699 -3,172 -3,129
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 13.0 11.6
Number of Traders in Each Category Total Traders: 76
7 13 16 . 4 5 7 28 22 4 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 3, 2011