Traders in Financial Futures- Futures Only Positions as of January 18, 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 128,185 Positions 2,157 77,932 544 10,513 7,272 140 58,422 5,848 1,624 8,059 19,400 32 46,694 15,393 Changes from: January 11, 2011 Total Change is: -1,295 194 272 -33 423 543 33 -2,858 -749 130 125 0 32 659 -1,523 Percent of Open Interest Represented by Each Category of Trader 1.7 60.8 0.4 8.2 5.7 0.1 45.6 4.6 1.3 6.3 15.1 0.0 36.4 12.0 Number of Traders in Each Category Total Traders: 90 . 19 . 4 4 . 38 9 5 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 41,839 Positions 542 18,516 178 1,494 1,599 77 19,786 7,787 3 0 5,000 0 19,759 8,679 Changes from: January 11, 2011 Total Change is: -1,000 10 -2,915 -1 60 115 -140 -786 2,470 -26 0 0 0 -117 -503 Percent of Open Interest Represented by Each Category of Trader 1.3 44.3 0.4 3.6 3.8 0.2 47.3 18.6 0.0 0.0 12.0 0.0 47.2 20.7 Number of Traders in Each Category Total Traders: 39 . 14 . . . . 12 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 90,630 Positions 16,884 18,549 2,223 7,089 20,723 1,238 36,460 18,196 89 0 8,228 0 26,647 21,384 Changes from: January 11, 2011 Total Change is: 4,295 -16,993 13,968 846 426 -1,689 64 19,898 -2,621 -1,062 -6,500 -1,113 0 7,616 -4,098 Percent of Open Interest Represented by Each Category of Trader 18.6 20.5 2.5 7.8 22.9 1.4 40.2 20.1 0.1 0.0 9.1 0.0 29.4 23.6 Number of Traders in Each Category Total Traders: 82 7 12 . . 14 5 27 15 4 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 110,405 Positions 7,253 47,230 1,075 33,495 5,063 939 38,457 19,862 319 3,900 4,828 0 24,967 31,089 Changes from: January 11, 2011 Total Change is: 3,273 -33 -4,221 130 -60 839 -168 349 4,434 49 1,090 1,083 0 1,916 1,127 Percent of Open Interest Represented by Each Category of Trader 6.6 42.8 1.0 30.3 4.6 0.9 34.8 18.0 0.3 3.5 4.4 0.0 22.6 28.2 Number of Traders in Each Category Total Traders: 97 6 18 . 12 5 4 21 24 10 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 188,933 Positions 39,788 34,206 3,165 21,446 21,991 3,112 44,563 61,604 1,154 20,872 9,973 650 54,183 53,078 Changes from: January 11, 2011 Total Change is: -13,071 -44,438 9,891 2,173 -950 -706 -138 19,533 -14,622 459 5,112 -8,991 488 4,690 -1,625 Percent of Open Interest Represented by Each Category of Trader 21.1 18.1 1.7 11.4 11.6 1.6 23.6 32.6 0.6 11.0 5.3 0.3 28.7 28.1 Number of Traders in Each Category Total Traders: 159 18 17 4 14 17 12 30 40 12 10 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 114,314 Positions 8,604 85,326 1,108 10,140 3,447 154 60,450 6,504 0 932 4,752 0 32,926 13,023 Changes from: January 11, 2011 Total Change is: 394 717 -555 195 -486 189 -53 41 -522 0 0 6 0 -20 1,134 Percent of Open Interest Represented by Each Category of Trader 7.5 74.6 1.0 8.9 3.0 0.1 52.9 5.7 0.0 0.8 4.2 0.0 28.8 11.4 Number of Traders in Each Category Total Traders: 65 5 12 4 4 4 . 29 6 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 58,911 Positions 11,479 32,861 13,934 0 0 0 30,191 10,196 1,190 1,255 0 0 862 730 Changes from: January 11, 2011 Total Change is: 59 0 -462 -69 0 0 0 -581 -379 347 0 0 0 362 622 Percent of Open Interest Represented by Each Category of Trader 19.5 55.8 23.7 0.0 0.0 0.0 51.2 17.3 2.0 2.1 0.0 0.0 1.5 1.2 Number of Traders in Each Category Total Traders: 20 6 8 10 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 135,242 Positions 1,378 104,608 51 16,755 310 0 103,293 13,749 90 5,140 14,554 0 8,535 1,880 Changes from: January 11, 2011 Total Change is: 7,325 -43 8,279 -487 -81 310 -133 7,021 -1,109 -89 925 32 0 212 522 Percent of Open Interest Represented by Each Category of Trader 1.0 77.3 0.0 12.4 0.2 0.0 76.4 10.2 0.1 3.8 10.8 0.0 6.3 1.4 Number of Traders in Each Category Total Traders: 113 5 16 . 8 . 0 56 11 . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 27,636 Positions 3,366 15,273 48 911 0 0 18,980 6,665 0 680 4,655 0 3,651 995 Changes from: January 11, 2011 Total Change is: 278 -24 1,137 48 -30 0 0 224 -1,154 0 78 131 0 -18 116 Percent of Open Interest Represented by Each Category of Trader 12.2 55.3 0.2 3.3 0.0 0.0 68.7 24.1 0.0 2.5 16.8 0.0 13.2 3.6 Number of Traders in Each Category Total Traders: 45 5 7 . . 0 0 15 11 0 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 45,419 Positions 14,989 24,313 794 3,583 3,462 473 18,040 10,037 26 354 1,420 0 7,162 4,896 Changes from: January 11, 2011 Total Change is: 2,807 512 -1,980 112 93 106 -34 1,425 2,578 4 109 861 0 587 1,161 Percent of Open Interest Represented by Each Category of Trader 33.0 53.5 1.7 7.9 7.6 1.0 39.7 22.1 0.1 0.8 3.1 0.0 15.8 10.8 Number of Traders in Each Category Total Traders: 100 14 19 . 5 5 . 33 17 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 90,837 Positions 29,977 48,626 1,587 7,166 6,923 946 36,079 20,073 52 707 2,839 0 14,323 9,791 Changes from: January 11, 2011 Total Change is: 5,613 1,024 -3,960 224 185 212 -68 2,849 5,155 8 217 1,721 0 1,174 2,321 Percent of Open Interest Represented by Each Category of Trader 33.0 53.5 1.7 7.9 7.6 1.0 39.7 22.1 0.1 0.8 3.1 0.0 15.8 10.8 Number of Traders in Each Category Total Traders: 100 14 19 . 5 5 . 33 17 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 810,682 Positions 54,410 304,634 35,038 414,927 121,840 55,518 84,348 157,129 20,200 20,574 26,027 1,629 124,039 88,666 Changes from: January 11, 2011 Total Change is: 17,216 7,246 -3,901 1,485 4,620 -4,650 -92 -6,046 11,161 2,889 2,912 741 1,216 2,988 8,367 Percent of Open Interest Represented by Each Category of Trader 6.7 37.6 4.3 51.2 15.0 6.8 10.4 19.4 2.5 2.5 3.2 0.2 15.3 10.9 Number of Traders in Each Category Total Traders: 532 34 53 22 117 58 61 96 124 61 30 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 295,588 Positions 19,453 160,861 7,811 150,300 36,255 6,185 19,012 33,026 3,459 7,777 10,059 0 81,591 37,932 Changes from: January 11, 2011 Total Change is: 8,837 -385 991 1,950 910 -461 114 -1,556 2,795 684 2,217 2,024 -49 4,952 789 Percent of Open Interest Represented by Each Category of Trader 6.6 54.4 2.6 50.8 12.3 2.1 6.4 11.2 1.2 2.6 3.4 0.0 27.6 12.8 Number of Traders in Each Category Total Traders: 125 6 23 6 32 13 10 11 31 11 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 2,575,471 Positions 207,757 751,841 103,160 1,335,874 440,665 233,922 367,902 661,737 42,487 70,043 85,901 2,086 212,240 253,672 Changes from: January 11, 2011 Total Change is: 41,897 26,270 -36,341 9,556 18,729 -20,763 -1,211 -18,405 45,879 6,976 9,480 -412 322 -9,820 37,891 Percent of Open Interest Represented by Each Category of Trader 8.1 29.2 4.0 51.9 17.1 9.1 14.3 25.7 1.6 2.7 3.3 0.1 8.2 9.8 Number of Traders in Each Category Total Traders: 494 37 49 17 97 53 55 94 119 45 26 19 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 95,847 Positions 19,247 29,754 991 48,362 32,241 5,241 8,872 23,498 770 1,333 0 0 11,031 3,352 Changes from: January 11, 2011 Total Change is: -1,701 -600 -2,236 0 -97 -446 206 -2,029 72 -33 221 0 0 631 736 Percent of Open Interest Represented by Each Category of Trader 20.1 31.0 1.0 50.5 33.6 5.5 9.3 24.5 0.8 1.4 0.0 0.0 11.5 3.5 Number of Traders in Each Category Total Traders: 94 6 10 . 34 13 12 13 16 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 88,962 Positions 7,676 53,299 2,993 28,286 7,590 2,082 29,328 9,885 5,783 2,843 1,313 347 9,624 5,669 Changes from: January 11, 2011 Total Change is: 4,917 388 1,723 -261 282 117 -16 2,509 973 698 365 470 190 761 1,023 Percent of Open Interest Represented by Each Category of Trader 8.6 59.9 3.4 31.8 8.5 2.3 33.0 11.1 6.5 3.2 1.5 0.4 10.8 6.4 Number of Traders in Each Category Total Traders: 255 19 33 8 43 16 13 71 44 13 16 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 13,763 Positions 2,596 11,821 1 2,190 0 0 5,316 0 0 246 0 0 3,414 1,941 Changes from: January 11, 2011 Total Change is: 604 -231 27 1 241 0 0 737 0 0 0 0 0 -144 576 Percent of Open Interest Represented by Each Category of Trader 18.9 85.9 0.0 15.9 0.0 0.0 38.6 0.0 0.0 1.8 0.0 0.0 24.8 14.1 Number of Traders in Each Category Total Traders: 22 5 9 . . 0 0 4 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 375,996 Positions 31,791 213,783 8,571 130,480 37,952 10,411 146,640 76,003 2,336 14,213 7,797 504 31,050 18,639 Changes from: January 11, 2011 Total Change is: 21,565 1,734 7,119 50 207 587 -81 13,986 9,988 -1,634 2,349 2,873 429 4,525 2,234 Percent of Open Interest Represented by Each Category of Trader 8.5 56.9 2.3 34.7 10.1 2.8 39.0 20.2 0.6 3.8 2.1 0.1 8.3 5.0 Number of Traders in Each Category Total Traders: 253 19 32 4 42 16 13 71 44 9 16 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 323,131 Positions 89,988 47,841 17,626 123,528 111,805 19,933 46,749 92,629 4,134 1,315 11,961 0 19,858 17,202 Changes from: January 11, 2011 Total Change is: -2,997 2,162 -3,353 -28 1,243 -1,903 710 -5,790 841 -2,418 -60 1,408 0 1,184 1,746 Percent of Open Interest Represented by Each Category of Trader 27.8 14.8 5.5 38.2 34.6 6.2 14.5 28.7 1.3 0.4 3.7 0.0 6.1 5.3 Number of Traders in Each Category Total Traders: 240 16 21 . 56 40 20 37 56 14 4 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 42,039 Positions 10,221 4,959 312 12,719 200 12 3,642 15,602 0 2,720 1,470 0 12,413 19,484 Changes from: January 11, 2011 Total Change is: 2,436 -446 -447 109 783 0 12 508 1,549 0 -169 200 0 1,639 1,013 Percent of Open Interest Represented by Each Category of Trader 24.3 11.8 0.7 30.3 0.5 0.0 8.7 37.1 0.0 6.5 3.5 0.0 29.5 46.3 Number of Traders in Each Category Total Traders: 59 15 5 . 10 . . 9 12 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 56,536 Positions 13,411 13,684 1,908 10,746 6,591 655 11,917 3,804 241 1,559 4,195 0 16,099 25,458 Changes from: January 11, 2011 Total Change is: 6,485 6,290 -3,369 -147 -1,837 -92 0 -572 1,187 0 -665 225 0 3,416 8,681 Percent of Open Interest Represented by Each Category of Trader 23.7 24.2 3.4 19.0 11.7 1.2 21.1 6.7 0.4 2.8 7.4 0.0 28.5 45.0 Number of Traders in Each Category Total Traders: 56 16 10 4 6 . . 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 27,397 Positions 0 3,911 183 14,253 10,940 3,997 4,261 5,848 0 1,003 0 0 3,700 2,518 Changes from: January 11, 2011 Total Change is: 266 0 -278 55 206 4 -231 224 172 0 0 0 0 12 544 Percent of Open Interest Represented by Each Category of Trader 0.0 14.3 0.7 52.0 39.9 14.6 15.6 21.3 0.0 3.7 0.0 0.0 13.5 9.2 Number of Traders in Each Category Total Traders: 43 0 4 . 15 13 8 5 5 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 38,087 Positions 4,278 15,810 224 14,670 5,566 1,109 6,761 13,751 38 3,185 0 0 7,822 1,589 Changes from: January 11, 2011 Total Change is: 108 6 -295 -7 -951 -379 106 272 559 0 382 0 0 300 124 Percent of Open Interest Represented by Each Category of Trader 11.2 41.5 0.6 38.5 14.6 2.9 17.8 36.1 0.1 8.4 0.0 0.0 20.5 4.2 Number of Traders in Each Category Total Traders: 51 4 6 . 13 8 6 8 5 . 7 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 559,990 Positions 23,734 83,186 4,925 291,649 159,693 49,611 37,891 79,572 7,794 20,826 27,504 40 123,520 147,665 Changes from: January 11, 2011 Total Change is: 11,600 -4,864 5,409 2,682 -3,164 -11,399 931 12,735 8,989 -639 -10 1,353 -10 3,939 4,284 Percent of Open Interest Represented by Each Category of Trader 4.2 14.9 0.9 52.1 28.5 8.9 6.8 14.2 1.4 3.7 4.9 0.0 22.1 26.4 Number of Traders in Each Category Total Traders: 151 8 16 5 42 23 32 19 33 12 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 305,292 Positions 563 112,916 1,594 224,232 7,433 15,522 0 121,600 0 0 1,993 0 63,381 44,234 Changes from: January 11, 2011 Total Change is: -847 -11 -6,879 -1,318 -2,384 55 -814 0 9,527 0 0 40 0 3,680 -1,458 Percent of Open Interest Represented by Each Category of Trader 0.2 37.0 0.5 73.4 2.4 5.1 0.0 39.8 0.0 0.0 0.7 0.0 20.8 14.5 Number of Traders in Each Category Total Traders: 58 . 10 . 27 4 14 0 15 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 720,652 Positions 33,683 110,308 7,194 308,749 225,088 92,556 117,279 86,217 9,518 47,444 58,226 2,111 102,118 129,434 Changes from: January 11, 2011 Total Change is: 33,870 1,766 9,551 1,954 -29,344 8,040 20,177 28,819 -9,846 -375 2,321 980 2 8,550 3,387 Percent of Open Interest Represented by Each Category of Trader 4.7 15.3 1.0 42.8 31.2 12.8 16.3 12.0 1.3 6.6 8.1 0.3 14.2 18.0 Number of Traders in Each Category Total Traders: 191 10 25 7 32 41 33 29 31 18 8 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,326,699 Positions 117,905 123,541 29,370 494,593 367,929 199,966 148,597 222,372 24,838 38,424 23,290 14,424 258,582 320,969 Changes from: January 11, 2011 Total Change is: -23,323 8,991 -39,059 640 -6,259 5,184 -1,162 -21,426 20,219 -5,166 4,096 -4,690 -149 -2,888 860 Percent of Open Interest Represented by Each Category of Trader 8.9 9.3 2.2 37.3 27.7 15.1 11.2 16.8 1.9 2.9 1.8 1.1 19.5 24.2 Number of Traders in Each Category Total Traders: 241 32 24 13 35 52 45 41 42 28 8 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,098,148 Positions 70,948 128,381 10,395 203,322 465,264 142,314 405,502 44,688 17,658 75,497 50,279 2 172,510 239,167 Changes from: January 11, 2011 Total Change is: 46,496 -4,407 32,462 -2,949 21,742 30,759 -8,165 28,716 -9,429 3,125 3,473 140 0 4,961 553 Percent of Open Interest Represented by Each Category of Trader 6.5 11.7 0.9 18.5 42.4 13.0 36.9 4.1 1.6 6.9 4.6 0.0 15.7 21.8 Number of Traders in Each Category Total Traders: 177 17 18 8 26 40 38 36 21 16 9 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 562,387 Positions 114,293 195,440 231,175 3,398 1,060 1,701 98,365 15,253 57,381 20,666 9,234 5,050 30,358 46,093 Changes from: January 11, 2011 Total Change is: 12,522 13,314 8,282 4,802 398 -846 206 -2,721 1,406 -423 -4,943 -5,000 812 1,077 3,283 Percent of Open Interest Represented by Each Category of Trader 20.3 34.8 41.1 0.6 0.2 0.3 17.5 2.7 10.2 3.7 1.6 0.9 5.4 8.2 Number of Traders in Each Category Total Traders: 103 21 32 37 . . . 20 13 30 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 7,671,946 Positions 1,770,916 2,782,459 1,471,281 1,527,260 403,913 143,232 796,745 540,570 992,159 80,777 343,305 128,081 761,495 866,946 Changes from: January 11, 2011 Total Change is: 165,078 -133,905 78,169 39,795 89,114 4,897 3,123 127,276 -61,184 42,428 32,891 30,307 -14,628 -21,016 42,171 Percent of Open Interest Represented by Each Category of Trader 23.1 36.3 19.2 19.9 5.3 1.9 10.4 7.0 12.9 1.1 4.5 1.7 9.9 11.3 Number of Traders in Each Category Total Traders: 243 35 49 78 8 8 10 54 53 81 7 15 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 14,645 Positions 5,824 5,954 946 1,383 1,124 142 1,448 5,755 17 4,800 482 0 85 225 Changes from: January 11, 2011 Total Change is: 535 52 -71 737 -43 0 0 -127 2 17 0 -26 0 -101 -124 Percent of Open Interest Represented by Each Category of Trader 39.8 40.7 6.5 9.4 7.7 1.0 9.9 39.3 0.1 32.8 3.3 0.0 0.6 1.5 Number of Traders in Each Category Total Traders: 31 . 4 . . 5 . . 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 48,263 Positions 37,049 23,764 5,354 1,947 2,049 130 3,213 10,977 0 0 5,568 0 570 421 Changes from: January 11, 2011 Total Change is: 5,709 479 1,078 4,152 7 235 0 583 166 0 0 95 0 488 -17 Percent of Open Interest Represented by Each Category of Trader 76.8 49.2 11.1 4.0 4.2 0.3 6.7 22.7 0.0 0.0 11.5 0.0 1.2 0.9 Number of Traders in Each Category Total Traders: 33 4 5 . . 5 . . 10 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 33,014 Positions 10,718 12,778 0 817 237 719 12,554 13,980 660 2,247 1,032 0 5,299 3,608 Changes from: January 11, 2011 Total Change is: -3,524 -91 -1,373 0 -459 57 92 -1,376 -2,684 -1,301 335 61 -15 -709 1,639 Percent of Open Interest Represented by Each Category of Trader 32.5 38.7 0.0 2.5 0.7 2.2 38.0 42.3 2.0 6.8 3.1 0.0 16.1 10.9 Number of Traders in Each Category Total Traders: 80 4 4 0 4 . . 21 28 5 12 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 174,006 Positions 69,121 34,356 39,524 3,208 1,301 3,983 6,186 43,865 23,509 2,225 5,213 4,308 21,942 17,947 Changes from: January 11, 2011 Total Change is: 25,093 4,127 1,256 10,660 -15 746 130 2,813 5,177 3,817 580 1,308 -129 3,110 2,128 Percent of Open Interest Represented by Each Category of Trader 39.7 19.7 22.7 1.8 0.7 2.3 3.6 25.2 13.5 1.3 3.0 2.5 12.6 10.3 Number of Traders in Each Category Total Traders: 103 7 14 17 4 6 5 17 34 33 6 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 5,092 Positions 970 3,410 0 2,400 0 0 713 1,478 37 891 148 0 81 19 Changes from: January 11, 2011 Total Change is: 27 0 22 0 196 0 0 -2 -60 0 20 60 0 -187 5 Percent of Open Interest Represented by Each Category of Trader 19.0 67.0 0.0 47.1 0.0 0.0 14.0 29.0 0.7 17.5 2.9 0.0 1.6 0.4 Number of Traders in Each Category Total Traders: 21 . 4 0 4 0 0 5 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of January 18, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 16,069 Positions 442 14,565 28 10,567 0 5 1,876 341 254 0 125 14 2,883 737 Changes from: January 11, 2011 Total Change is: 1,252 -28 319 28 -124 0 0 -200 177 254 0 0 0 1,322 474 Percent of Open Interest Represented by Each Category of Trader 2.8 90.6 0.2 65.8 0.0 0.0 11.7 2.1 1.6 0.0 0.8 0.1 17.9 4.6 Number of Traders in Each Category Total Traders: 22 . 4 . 9 0 . 5 . . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 21, 2011