Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,480
Positions
1,963 77,660 577 10,090 6,729 107 61,280 6,597 1,494 7,934 19,400 0 46,035 16,916
Changes from: January 4, 2011 Total Change is: 8,722
505 9,364 567 -36 312 0 4,779 -2,990 35 -778 0 -6 3,656 1,440
Percent of Open Interest Represented by Each Category of Trader
1.5 60.0 0.4 7.8 5.2 0.1 47.3 5.1 1.2 6.1 15.0 0.0 35.6 13.1
Number of Traders in Each Category Total Traders: 83
. 19 . 4 . . 34 7 4 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,839
Positions
532 21,431 179 1,434 1,484 217 20,572 5,317 29 0 5,000 0 19,876 9,182
Changes from: January 4, 2011 Total Change is: -4,645
-2,777 -3,821 179 -24 52 -87 -1,135 -2,213 2 0 0 0 -803 1,243
Percent of Open Interest Represented by Each Category of Trader
1.2 50.0 0.4 3.3 3.5 0.5 48.0 12.4 0.1 0.0 11.7 0.0 46.4 21.4
Number of Traders in Each Category Total Traders: 42
. 14 . . . . 15 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,335
Positions
33,877 4,581 1,377 6,663 22,412 1,174 16,562 20,817 1,151 6,500 9,341 0 19,031 25,482
Changes from: January 4, 2011 Total Change is: 2,065
32 3,276 386 -107 -850 31 -4,830 -5,661 -458 5,305 4,768 0 1,706 573
Percent of Open Interest Represented by Each Category of Trader
39.2 5.3 1.6 7.7 26.0 1.4 19.2 24.1 1.3 7.5 10.8 0.0 22.0 29.5
Number of Traders in Each Category Total Traders: 72
9 5 . . 14 5 16 18 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,132
Positions
7,286 51,451 945 33,555 4,224 1,107 38,108 15,428 270 2,810 3,745 0 23,051 29,962
Changes from: January 4, 2011 Total Change is: -21,351
833 -14,572 267 -43 58 -46 -20,861 -18 81 1,910 -10,248 0 -3,492 3,127
Percent of Open Interest Represented by Each Category of Trader
6.8 48.0 0.9 31.3 3.9 1.0 35.6 14.4 0.3 2.6 3.5 0.0 21.5 28.0
Number of Traders in Each Category Total Traders: 91
6 16 . 12 4 4 18 25 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 202,004
Positions
84,226 24,315 992 22,396 22,697 3,250 25,030 76,226 695 15,760 18,964 162 49,493 54,703
Changes from: January 4, 2011 Total Change is: 38,765
31,489 4,890 -31 33 691 108 4,707 19,709 16 75 6,458 124 2,244 6,800
Percent of Open Interest Represented by Each Category of Trader
41.7 12.0 0.5 11.1 11.2 1.6 12.4 37.7 0.3 7.8 9.4 0.1 24.5 27.1
Number of Traders in Each Category Total Traders: 169
20 15 6 15 18 11 26 48 11 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,920
Positions
7,887 85,881 913 10,626 3,258 207 60,409 7,026 0 932 4,746 0 32,946 11,889
Changes from: January 4, 2011 Total Change is: -7,642
3,258 -6,191 370 -714 35 0 -10,241 -1,668 -1 -415 -47 0 101 -140
Percent of Open Interest Represented by Each Category of Trader
6.9 75.4 0.8 9.3 2.9 0.2 53.0 6.2 0.0 0.8 4.2 0.0 28.9 10.4
Number of Traders in Each Category Total Traders: 72
5 12 . 5 4 . 32 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,852
Positions
11,479 33,323 14,003 0 0 0 30,772 10,575 843 1,255 0 0 500 108
Changes from: January 4, 2011 Total Change is: 230
0 234 0 0 0 0 244 -18 0 0 0 0 -14 14
Percent of Open Interest Represented by Each Category of Trader
19.5 56.6 23.8 0.0 0.0 0.0 52.3 18.0 1.4 2.1 0.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 20
6 8 9 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 127,917
Positions
1,421 96,329 538 16,836 0 133 96,272 14,858 179 4,215 14,522 0 8,323 1,358
Changes from: January 4, 2011 Total Change is: 9,131
-1,145 7,388 299 -545 0 -7 10,030 1,378 89 -80 160 0 490 -176
Percent of Open Interest Represented by Each Category of Trader
1.1 75.3 0.4 13.2 0.0 0.1 75.3 11.6 0.1 3.3 11.4 0.0 6.5 1.1
Number of Traders in Each Category Total Traders: 123
5 16 . 9 0 . 62 14 . 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,358
Positions
3,390 14,136 0 941 0 0 18,756 7,819 0 602 4,524 0 3,669 879
Changes from: January 4, 2011 Total Change is: 915
252 171 -7 446 0 -14 -224 522 0 -136 374 0 598 -131
Percent of Open Interest Represented by Each Category of Trader
12.4 51.7 0.0 3.4 0.0 0.0 68.6 28.6 0.0 2.2 16.5 0.0 13.4 3.2
Number of Traders in Each Category Total Traders: 43
5 7 0 . 0 0 14 11 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,612
Positions
14,477 26,293 682 3,491 3,356 507 16,615 7,459 22 245 559 0 6,575 3,735
Changes from: January 4, 2011 Total Change is: 2,593
250 4,239 198 13 123 35 2,108 -1,576 -165 -55 -18 0 210 -244
Percent of Open Interest Represented by Each Category of Trader
34.0 61.7 1.6 8.2 7.9 1.2 39.0 17.5 0.1 0.6 1.3 0.0 15.4 8.8
Number of Traders in Each Category Total Traders: 92
14 19 . 6 5 . 28 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 85,224
Positions
28,953 52,586 1,363 6,981 6,711 1,014 33,230 14,918 44 490 1,118 0 13,149 7,470
Changes from: January 4, 2011 Total Change is: 5,185
499 8,477 396 25 246 69 4,216 -3,151 -330 -110 -35 0 420 -487
Percent of Open Interest Represented by Each Category of Trader
34.0 61.7 1.6 8.2 7.9 1.2 39.0 17.5 0.1 0.6 1.3 0.0 15.4 8.8
Number of Traders in Each Category Total Traders: 92
14 19 . 6 5 . 28 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 793,466
Positions
47,164 308,535 33,553 410,307 126,489 55,610 90,395 145,968 17,312 17,662 25,287 413 121,051 80,299
Changes from: January 4, 2011 Total Change is: 17,063
5,263 7,265 6,288 -4,160 2,904 -605 11,799 5,204 790 -1,672 -480 -254 -386 -4,049
Percent of Open Interest Represented by Each Category of Trader
5.9 38.9 4.2 51.7 15.9 7.0 11.4 18.4 2.2 2.2 3.2 0.1 15.3 10.1
Number of Traders in Each Category Total Traders: 527
30 52 24 116 60 59 99 127 65 23 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 286,751
Positions
19,838 159,870 5,861 149,390 36,716 6,071 20,568 30,231 2,775 5,560 8,035 49 76,639 37,143
Changes from: January 4, 2011 Total Change is: 10,293
9,793 6,855 3,009 1,032 -203 51 485 808 424 -1,757 744 -333 -2,411 -1,062
Percent of Open Interest Represented by Each Category of Trader
6.9 55.8 2.0 52.1 12.8 2.1 7.2 10.5 1.0 1.9 2.8 0.0 26.7 13.0
Number of Traders in Each Category Total Traders: 121
7 23 6 31 13 11 10 31 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,533,574
Positions
181,487 788,182 93,604 1,317,145 461,428 235,133 386,307 615,858 35,511 60,563 86,313 1,764 222,060 215,781
Changes from: January 4, 2011 Total Change is: 33,850
-6,729 17,971 474 -24,129 17,366 -5,112 57,598 23,007 804 481 -6,063 338 10,125 -14,935
Percent of Open Interest Represented by Each Category of Trader
7.2 31.1 3.7 52.0 18.2 9.3 15.2 24.3 1.4 2.4 3.4 0.1 8.8 8.5
Number of Traders in Each Category Total Traders: 490
31 48 18 97 55 53 99 121 48 21 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,548
Positions
19,847 31,990 991 48,459 32,687 5,035 10,901 23,426 803 1,112 0 0 10,400 2,616
Changes from: January 4, 2011 Total Change is: -352
622 451 0 -1 -97 -25 185 -904 293 -731 0 0 -695 -70
Percent of Open Interest Represented by Each Category of Trader
20.3 32.8 1.0 49.7 33.5 5.2 11.2 24.0 0.8 1.1 0.0 0.0 10.7 2.7
Number of Traders in Each Category Total Traders: 93
8 11 . 32 14 11 13 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,045
Positions
7,288 51,577 3,254 28,004 7,473 2,098 26,819 8,912 5,085 2,477 843 157 8,863 4,646
Changes from: January 4, 2011 Total Change is: -908
-284 -2,562 -281 1,476 -43 -4 -855 825 -263 78 166 142 -916 1,111
Percent of Open Interest Represented by Each Category of Trader
8.7 61.4 3.9 33.3 8.9 2.5 31.9 10.6 6.1 2.9 1.0 0.2 10.5 5.5
Number of Traders in Each Category Total Traders: 247
18 34 8 44 16 13 72 39 13 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,159
Positions
2,827 11,794 0 1,949 0 0 4,579 0 0 246 0 0 3,558 1,365
Changes from: January 4, 2011 Total Change is: -43
17 -226 0 214 0 0 -491 0 0 0 0 0 217 183
Percent of Open Interest Represented by Each Category of Trader
21.5 89.6 0.0 14.8 0.0 0.0 34.8 0.0 0.0 1.9 0.0 0.0 27.0 10.4
Number of Traders in Each Category Total Traders: 20
5 9 0 . 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 354,431
Positions
30,057 206,664 8,521 130,273 37,365 10,492 132,654 66,015 3,970 11,864 4,924 75 26,525 16,405
Changes from: January 4, 2011 Total Change is: -4,326
2,243 -7,931 -5,153 6,310 -213 -19 -5,353 594 2,216 1,097 1,538 0 -5,667 4,642
Percent of Open Interest Represented by Each Category of Trader
8.5 58.3 2.4 36.8 10.5 3.0 37.4 18.6 1.1 3.3 1.4 0.0 7.5 4.6
Number of Traders in Each Category Total Traders: 245
19 32 4 43 16 13 70 41 10 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 326,128
Positions
87,826 51,194 17,654 122,285 113,708 19,223 52,539 91,788 6,552 1,375 10,553 0 18,674 15,456
Changes from: January 4, 2011 Total Change is: 9,032
4,450 1,383 2,309 3,568 3,620 -3,406 1,757 1,329 421 150 2,618 0 -217 758
Percent of Open Interest Represented by Each Category of Trader
26.9 15.7 5.4 37.5 34.9 5.9 16.1 28.1 2.0 0.4 3.2 0.0 5.7 4.7
Number of Traders in Each Category Total Traders: 237
15 21 . 54 38 19 41 54 15 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,603
Positions
10,667 5,406 203 11,936 200 0 3,134 14,053 0 2,889 1,270 0 10,774 18,471
Changes from: January 4, 2011 Total Change is: -92
357 502 43 580 0 0 -231 -32 -2 -1,383 208 0 544 -811
Percent of Open Interest Represented by Each Category of Trader
26.9 13.7 0.5 30.1 0.5 0.0 7.9 35.5 0.0 7.3 3.2 0.0 27.2 46.6
Number of Traders in Each Category Total Traders: 57
13 6 4 10 . 0 7 13 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,051
Positions
7,121 17,053 2,055 12,583 6,683 655 12,489 2,617 241 2,224 3,970 0 12,683 16,777
Changes from: January 4, 2011 Total Change is: 1,879
-2,391 4,268 66 -59 108 0 2,238 -1,709 -179 709 -222 0 1,495 -453
Percent of Open Interest Represented by Each Category of Trader
14.2 34.1 4.1 25.1 13.4 1.3 25.0 5.2 0.5 4.4 7.9 0.0 25.3 33.5
Number of Traders in Each Category Total Traders: 57
12 14 . 8 . . 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,131
Positions
0 4,189 128 14,047 10,936 4,228 4,037 5,676 0 1,003 0 0 3,688 1,974
Changes from: January 4, 2011 Total Change is: -232
0 -255 27 10 -326 301 -497 34 0 0 0 0 -73 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 15.4 0.5 51.8 40.3 15.6 14.9 20.9 0.0 3.7 0.0 0.0 13.6 7.3
Number of Traders in Each Category Total Traders: 41
0 4 . 16 12 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,979
Positions
4,272 16,105 231 15,621 5,945 1,003 6,489 13,192 38 2,803 0 0 7,522 1,465
Changes from: January 4, 2011 Total Change is: -85
222 111 5 -199 -210 177 67 -290 38 -438 0 0 43 84
Percent of Open Interest Represented by Each Category of Trader
11.2 42.4 0.6 41.1 15.7 2.6 17.1 34.7 0.1 7.4 0.0 0.0 19.8 3.9
Number of Traders in Each Category Total Traders: 50
4 7 . 13 8 5 8 4 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 548,390
Positions
28,598 77,777 2,243 294,813 171,092 48,680 25,156 70,583 8,433 20,836 26,151 50 119,581 143,381
Changes from: January 4, 2011 Total Change is: 9,760
7,469 -3,338 -1,072 -2,030 15,026 1,241 -13,160 -10,699 4,245 372 -841 0 12,695 5,198
Percent of Open Interest Represented by Each Category of Trader
5.2 14.2 0.4 53.8 31.2 8.9 4.6 12.9 1.5 3.8 4.8 0.0 21.8 26.1
Number of Traders in Each Category Total Traders: 145
10 16 4 42 25 33 13 30 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 306,139
Positions
574 119,795 2,912 226,616 7,378 16,336 0 112,073 0 0 1,953 0 59,701 45,692
Changes from: January 4, 2011 Total Change is: -699
574 -1,713 2,272 -5,356 -340 908 0 -3,127 0 0 0 0 903 1,301
Percent of Open Interest Represented by Each Category of Trader
0.2 39.1 1.0 74.0 2.4 5.3 0.0 36.6 0.0 0.0 0.6 0.0 19.5 14.9
Number of Traders in Each Category Total Traders: 57
. 11 . 29 . 14 0 12 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 686,782
Positions
31,917 100,757 5,240 338,093 217,048 72,379 88,460 96,063 9,893 45,123 57,246 2,109 93,568 126,047
Changes from: January 4, 2011 Total Change is: 41,674
-3,460 24,490 1,187 -9,395 -20,886 7,583 19,594 11,016 3,640 10,986 9,652 450 11,089 4,542
Percent of Open Interest Represented by Each Category of Trader
4.6 14.7 0.8 49.2 31.6 10.5 12.9 14.0 1.4 6.6 8.3 0.3 13.6 18.4
Number of Traders in Each Category Total Traders: 186
8 28 9 34 36 35 23 34 16 7 16 4
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 1,350,022
Positions
108,914 162,600 28,730 500,852 362,745 201,128 170,023 202,153 30,004 34,328 27,980 14,573 261,470 320,109
Changes from: January 4, 2011 Total Change is: -7,088
-8,348 -31,943 153 -25,999 -18,857 11,431 20,754 484 3,660 -21,862 9,343 2,163 10,960 16,478
Percent of Open Interest Represented by Each Category of Trader
8.1 12.0 2.1 37.1 26.9 14.9 12.6 15.0 2.2 2.5 2.1 1.1 19.4 23.7
Number of Traders in Each Category Total Traders: 246
25 34 14 36 52 47 42 39 30 10 8 6
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 1,051,652
Positions
75,355 95,919 13,344 181,580 434,505 150,479 376,786 54,117 14,533 72,024 50,139 2 167,549 238,614
Changes from: January 4, 2011 Total Change is: 63,226
28,708 1,775 1,062 -12,798 50,021 -1,614 36,789 8,458 342 5,976 1,367 -342 5,103 2,157
Percent of Open Interest Represented by Each Category of Trader
7.2 9.1 1.3 17.3 41.3 14.3 35.8 5.1 1.4 6.8 4.8 0.0 15.9 22.7
Number of Traders in Each Category Total Traders: 169
18 12 7 25 39 36 34 23 11 8 10 .
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 549,865
Positions
100,979 187,158 226,373 3,000 1,906 1,495 101,086 13,847 57,804 25,609 14,234 4,238 29,281 42,810
Changes from: January 4, 2011 Total Change is: 35,653
11,983 19,414 6,632 -728 -50 0 7,064 -241 5,614 1,946 -1,469 485 2,657 5,268
Percent of Open Interest Represented by Each Category of Trader
18.4 34.0 41.2 0.5 0.3 0.3 18.4 2.5 10.5 4.7 2.6 0.8 5.3 7.8
Number of Traders in Each Category Total Traders: 99
22 26 36 . 4 . 17 17 29 5 . .
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,506,868
Positions
1,904,821 2,704,290 1,431,486 1,438,146 399,016 140,109 669,469 601,754 949,731 47,886 312,998 142,709 782,511 824,775
Changes from: January 4, 2011 Total Change is: 249,310
36,229 -27,431 77,891 22,969 -71,089 56,713 -15,118 73,229 84,579 -32,900 29,298 33,865 -14,918 -7,745
Percent of Open Interest Represented by Each Category of Trader
25.4 36.0 19.1 19.2 5.3 1.9 8.9 8.0 12.7 0.6 4.2 1.9 10.4 11.0
Number of Traders in Each Category Total Traders: 242
37 50 80 10 7 10 50 51 82 6 15 16
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 14,110
Positions
5,772 6,025 209 1,426 1,124 142 1,575 5,753 0 4,800 508 0 186 349
Changes from: January 4, 2011 Total Change is: 326
-452 205 93 12 1 8 529 -137 0 0 30 0 136 126
Percent of Open Interest Represented by Each Category of Trader
40.9 42.7 1.5 10.1 8.0 1.0 11.2 40.8 0.0 34.0 3.6 0.0 1.3 2.5
Number of Traders in Each Category Total Traders: 32
. 4 . . 5 . . 11 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 42,554
Positions
36,570 22,686 1,202 1,940 1,814 130 2,630 10,811 0 0 5,473 0 82 438
Changes from: January 4, 2011 Total Change is: -1,462
-1,063 639 1,202 -175 -198 74 -1,507 -3,413 0 0 0 0 7 234
Percent of Open Interest Represented by Each Category of Trader
85.9 53.3 2.8 4.6 4.3 0.3 6.2 25.4 0.0 0.0 12.9 0.0 0.2 1.0
Number of Traders in Each Category Total Traders: 31
. 6 . . 5 . . 9 0 0 4 0
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 36,538
Positions
10,809 14,151 0 1,276 180 627 13,930 16,664 1,961 1,912 971 15 6,008 1,969
Changes from: January 4, 2011 Total Change is: 8,861
-67 11,329 -175 202 -8 -100 5,112 -2,824 1,381 595 -158 13 1,900 -597
Percent of Open Interest Represented by Each Category of Trader
29.6 38.7 0.0 3.5 0.5 1.7 38.1 45.6 5.4 5.2 2.7 0.0 16.4 5.4
Number of Traders in Each Category Total Traders: 80
4 5 0 4 . . 22 25 7 13 4 .
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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 148,913
Positions
64,994 33,100 28,864 3,223 555 3,853 3,373 38,688 19,692 1,645 3,905 4,437 18,832 15,819
Changes from: January 4, 2011 Total Change is: -172
-6,853 -2,216 3,982 1,172 41 200 2,036 930 1,006 841 -30 -396 -2,160 -3,689
Percent of Open Interest Represented by Each Category of Trader
43.6 22.2 19.4 2.2 0.4 2.6 2.3 26.0 13.2 1.1 2.6 3.0 12.6 10.6
Number of Traders in Each Category Total Traders: 89
9 14 18 4 4 5 11 30 27 5 . 10
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Traders in Financial Futures- Futures Only Positions as of January 11, 2011
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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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,065
Positions
970 3,388 0 2,204 0 0 715 1,538 37 871 88 0 268 14
Changes from: January 4, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.2 66.9 0.0 43.5 0.0 0.0 14.1 30.4 0.7 17.2 1.7 0.0 5.3 0.3
Number of Traders in Each Category Total Traders: 20
. 4 0 . 0 0 5 . . . . 0
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Updated January 14, 2011