Traders in Financial Futures- Futures Only Positions as of February 1, 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 119,488
Positions
2,237 66,852 1,539 10,337 7,121 142 45,909 6,069 2,805 8,612 19,476 34 47,873 15,450
Changes from: January 25, 2011 Total Change is: 1,589
-100 -1,188 13 -92 163 10 -758 -206 578 752 476 2 1,184 1,741
Percent of Open Interest Represented by Each Category of Trader
1.9 55.9 1.3 8.7 6.0 0.1 38.4 5.1 2.3 7.2 16.3 0.0 40.1 12.9
Number of Traders in Each Category Total Traders: 82
. 17 . 4 4 . 30 11 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 46,750
Positions
922 20,687 173 1,402 1,106 77 22,154 8,963 76 0 5,000 0 21,946 10,668
Changes from: January 25, 2011 Total Change is: 6,280
-157 3,606 -80 -92 -10 0 4,404 2,549 55 0 0 0 2,150 160
Percent of Open Interest Represented by Each Category of Trader
2.0 44.3 0.4 3.0 2.4 0.2 47.4 19.2 0.2 0.0 10.7 0.0 46.9 22.8
Number of Traders in Each Category Total Traders: 45
. 14 . . . . 17 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 108,587
Positions
8,922 38,568 3,628 7,565 18,228 1,241 53,463 15,906 134 1,284 8,229 0 32,350 22,653
Changes from: January 25, 2011 Total Change is: 11,939
-1,804 14,160 -121 64 -285 16 10,097 -2,486 -49 847 0 0 2,889 704
Percent of Open Interest Represented by Each Category of Trader
8.2 35.5 3.3 7.0 16.8 1.1 49.2 14.6 0.1 1.2 7.6 0.0 29.8 20.9
Number of Traders in Each Category Total Traders: 88
4 15 . 4 12 5 30 15 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 116,384
Positions
7,808 54,359 1,662 29,986 5,472 918 42,962 15,604 392 5,656 4,940 0 27,000 33,037
Changes from: January 25, 2011 Total Change is: -277
586 -261 352 -1,551 66 4 -1,904 -3,029 -239 756 -121 0 1,719 2,951
Percent of Open Interest Represented by Each Category of Trader
6.7 46.7 1.4 25.8 4.7 0.8 36.9 13.4 0.3 4.9 4.2 0.0 23.2 28.4
Number of Traders in Each Category Total Traders: 106
6 21 5 11 5 . 26 23 9 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 211,730
Positions
27,340 74,340 5,347 25,680 18,898 2,780 64,625 36,657 2,664 19,251 13,468 562 63,481 57,014
Changes from: January 25, 2011 Total Change is: 12,024
-6,874 16,903 2,059 4,088 -631 -307 12,396 -9,828 1,283 -2,341 2,105 377 1,343 63
Percent of Open Interest Represented by Each Category of Trader
12.9 35.1 2.5 12.1 8.9 1.3 30.5 17.3 1.3 9.1 6.4 0.3 30.0 26.9
Number of Traders in Each Category Total Traders: 158
16 20 7 16 14 12 39 29 13 11 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 120,991
Positions
5,512 90,624 1,118 9,430 3,450 154 69,445 7,290 23 947 4,148 0 34,362 14,184
Changes from: January 25, 2011 Total Change is: 7,421
-4,612 9,477 -53 -1,335 -36 0 10,022 -1,739 3 -468 -594 0 3,864 363
Percent of Open Interest Represented by Each Category of Trader
4.6 74.9 0.9 7.8 2.9 0.1 57.4 6.0 0.0 0.8 3.4 0.0 28.4 11.7
Number of Traders in Each Category Total Traders: 69
5 13 5 4 4 . 30 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 59,042
Positions
9,063 32,663 14,514 0 0 0 30,189 10,542 1,278 2,616 0 0 1,382 45
Changes from: January 25, 2011 Total Change is: 131
-2,416 -198 580 0 0 0 -2 346 88 1,361 0 0 520 -685
Percent of Open Interest Represented by Each Category of Trader
15.4 55.3 24.6 0.0 0.0 0.0 51.1 17.9 2.2 4.4 0.0 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 20
5 8 8 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 151,734
Positions
1,673 117,482 51 17,066 243 0 118,980 18,011 122 5,783 14,513 0 8,059 1,312
Changes from: January 25, 2011 Total Change is: 8,948
338 5,997 0 -203 243 0 8,500 3,013 -30 520 -5 0 -177 -270
Percent of Open Interest Represented by Each Category of Trader
1.1 77.4 0.0 11.2 0.2 0.0 78.4 11.9 0.1 3.8 9.6 0.0 5.3 0.9
Number of Traders in Each Category Total Traders: 118
5 17 . 11 . 0 59 10 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 27,450
Positions
3,808 15,162 26 0 105 0 18,797 6,995 0 896 4,150 0 3,923 1,012
Changes from: January 25, 2011 Total Change is: 1,251
-651 1,271 -12 -163 105 0 2,024 132 0 78 -117 0 -25 -128
Percent of Open Interest Represented by Each Category of Trader
13.9 55.2 0.1 0.0 0.4 0.0 68.5 25.5 0.0 3.3 15.1 0.0 14.3 3.7
Number of Traders in Each Category Total Traders: 46
5 7 . 0 . 0 19 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 60,570
Positions
22,184 32,445 1,451 3,538 2,646 818 20,693 10,959 3,554 109 1,799 0 8,225 6,899
Changes from: January 25, 2011 Total Change is: 10,789
6,100 7,236 476 234 -804 187 -436 -1,372 3,302 -125 102 0 1,052 1,662
Percent of Open Interest Represented by Each Category of Trader
36.6 53.6 2.4 5.8 4.4 1.3 34.2 18.1 5.9 0.2 3.0 0.0 13.6 11.4
Number of Traders in Each Category Total Traders: 111
22 18 . 7 5 . 38 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 10,616
Positions
4,895 7,576 168 380 0 0 3,401 765 0 0 0 0 1,772 2,107
Changes from: January 25, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.1 71.4 1.6 3.6 0.0 0.0 32.0 7.2 0.0 0.0 0.0 0.0 16.7 19.8
Number of Traders in Each Category Total Traders: 20
6 5 . . 0 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 99,908
Positions
34,578 49,738 2,566 6,315 5,292 1,635 41,692 27,496 0 217 3,597 0 12,905 9,584
Changes from: January 25, 2011 Total Change is: 345
2,409 -680 615 -293 -1,608 374 -566 2,835 -504 -250 203 0 -1,440 -890
Percent of Open Interest Represented by Each Category of Trader
34.6 49.8 2.6 6.3 5.3 1.6 41.7 27.5 0.0 0.2 3.6 0.0 12.9 9.6
Number of Traders in Each Category Total Traders: 107
20 17 . 6 5 . 37 18 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 855,085
Positions
51,791 295,218 53,994 422,984 129,872 55,777 87,351 168,582 28,718 20,652 32,983 5,401 128,416 84,540
Changes from: January 25, 2011 Total Change is: 17,136
-719 -11,106 11,705 -794 5,018 -142 -1,857 5,375 6,390 -402 1,567 3,732 -777 -5,402
Percent of Open Interest Represented by Each Category of Trader
6.1 34.5 6.3 49.5 15.2 6.5 10.2 19.7 3.4 2.4 3.9 0.6 15.0 9.9
Number of Traders in Each Category Total Traders: 534
32 53 26 118 58 58 95 124 77 27 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 313,529
Positions
28,357 161,962 11,776 153,687 35,640 5,962 19,986 43,239 3,706 8,032 11,494 2,746 79,277 37,004
Changes from: January 25, 2011 Total Change is: 5,519
5,568 -3,445 3,276 4,418 -185 49 -3,419 3,920 47 208 1,062 2,746 -7,374 -1,951
Percent of Open Interest Represented by Each Category of Trader
9.0 51.7 3.8 49.0 11.4 1.9 6.4 13.8 1.2 2.6 3.7 0.9 25.3 11.8
Number of Traders in Each Category Total Traders: 134
9 20 7 33 13 9 16 31 10 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 2,707,779
Positions
206,227 755,336 122,034 1,361,146 485,819 234,414 409,398 699,289 52,487 74,247 118,592 2,130 245,696 237,678
Changes from: January 25, 2011 Total Change is: 58,087
239 -6,630 10,467 -23,681 28,393 -3,331 18,122 17,583 21,407 2,302 7,874 -421 32,983 -17,255
Percent of Open Interest Represented by Each Category of Trader
7.6 27.9 4.5 50.3 17.9 8.7 15.1 25.8 1.9 2.7 4.4 0.1 9.1 8.8
Number of Traders in Each Category Total Traders: 496
35 49 18 97 53 52 94 121 59 25 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 99,040
Positions
19,008 33,811 1,151 49,289 34,472 5,237 11,977 21,473 354 1,422 0 0 10,602 2,542
Changes from: January 25, 2011 Total Change is: 1,515
93 1,019 39 311 2,279 -147 1,507 -491 -468 38 0 0 142 -716
Percent of Open Interest Represented by Each Category of Trader
19.2 34.1 1.2 49.8 34.8 5.3 12.1 21.7 0.4 1.4 0.0 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 93
4 13 . 33 13 12 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 89,303
Positions
8,705 49,169 6,829 21,886 8,321 2,705 31,028 9,391 5,736 1,821 946 377 10,215 5,828
Changes from: January 25, 2011 Total Change is: -4,210
342 -6,347 3,117 -4,525 -327 -48 -1,004 1,033 -1,976 -328 -275 71 139 541
Percent of Open Interest Represented by Each Category of Trader
9.7 55.1 7.6 24.5 9.3 3.0 34.7 10.5 6.4 2.0 1.1 0.4 11.4 6.5
Number of Traders in Each Category Total Traders: 247
20 35 8 38 17 13 72 43 13 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 16,043
Positions
4,186 10,877 1,157 2,314 0 0 4,431 536 200 0 244 256 3,499 2,773
Changes from: January 25, 2011 Total Change is: -800
1,333 -2,398 557 -1 0 0 -2,528 536 0 0 0 0 -161 505
Percent of Open Interest Represented by Each Category of Trader
26.1 67.8 7.2 14.4 0.0 0.0 27.6 3.3 1.2 0.0 1.5 1.6 21.8 17.3
Number of Traders in Each Category Total Traders: 21
5 7 4 . 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 366,300
Positions
38,326 207,194 12,629 97,858 41,604 13,525 156,996 68,286 3,671 9,433 3,836 281 33,581 15,274
Changes from: January 25, 2011 Total Change is: -17,050
5,043 -9,748 2,805 -22,620 -1,636 -239 -3,162 -8,298 906 -1,314 -1,051 31 1,500 180
Percent of Open Interest Represented by Each Category of Trader
10.5 56.6 3.4 26.7 11.4 3.7 42.9 18.6 1.0 2.6 1.0 0.1 9.2 4.2
Number of Traders in Each Category Total Traders: 245
20 34 5 37 17 13 73 42 8 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 335,523
Positions
103,930 42,290 18,818 113,776 116,855 19,914 50,792 106,570 5,683 1,901 8,707 865 19,844 15,821
Changes from: January 25, 2011 Total Change is: 4,833
9,042 -6,041 248 -8,682 3,077 -1,135 5,032 6,487 1,451 -300 654 -33 -790 125
Percent of Open Interest Represented by Each Category of Trader
31.0 12.6 5.6 33.9 34.8 5.9 15.1 31.8 1.7 0.6 2.6 0.3 5.9 4.7
Number of Traders in Each Category Total Traders: 253
13 25 5 53 43 21 43 60 13 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 40,398
Positions
10,358 4,403 240 12,979 350 122 3,759 14,954 0 1,990 1,680 0 10,950 18,649
Changes from: January 25, 2011 Total Change is: -389
1,380 180 -50 1,178 150 110 -1,152 1,495 0 143 20 0 -1,998 -2,294
Percent of Open Interest Represented by Each Category of Trader
25.6 10.9 0.6 32.1 0.9 0.3 9.3 37.0 0.0 4.9 4.2 0.0 27.1 46.2
Number of Traders in Each Category Total Traders: 61
18 5 . 10 . . 8 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 64,245
Positions
22,761 14,142 1,389 11,578 6,579 655 8,581 4,386 1,473 2,512 4,300 0 15,296 31,321
Changes from: January 25, 2011 Total Change is: 6,532
4,373 -415 -514 595 5 0 -443 281 936 703 45 0 882 6,194
Percent of Open Interest Represented by Each Category of Trader
35.4 22.0 2.2 18.0 10.2 1.0 13.4 6.8 2.3 3.9 6.7 0.0 23.8 48.8
Number of Traders in Each Category Total Traders: 60
17 9 . 7 . . 9 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 28,493
Positions
0 4,393 203 15,812 11,429 4,112 3,641 5,626 0 1,003 0 0 3,722 2,730
Changes from: January 25, 2011 Total Change is: 354
0 653 3 898 -924 223 -709 101 0 0 0 0 -61 298
Percent of Open Interest Represented by Each Category of Trader
0.0 15.4 0.7 55.5 40.1 14.4 12.8 19.7 0.0 3.5 0.0 0.0 13.1 9.6
Number of Traders in Each Category Total Traders: 45
0 4 . 17 13 9 5 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 34,150
Positions
4,847 14,503 80 12,665 6,748 972 6,052 9,865 38 2,215 0 0 7,281 1,944
Changes from: January 25, 2011 Total Change is: -4,075
-14 -1,750 -159 -1,815 510 -64 -260 -2,972 0 -1,038 0 0 -725 360
Percent of Open Interest Represented by Each Category of Trader
14.2 42.5 0.2 37.1 19.8 2.8 17.7 28.9 0.1 6.5 0.0 0.0 21.3 5.7
Number of Traders in Each Category Total Traders: 52
. 6 . 12 9 6 11 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 560,523
Positions
15,307 79,445 5,965 300,091 148,961 54,228 29,152 98,216 5,903 25,281 23,389 0 124,596 144,416
Changes from: January 25, 2011 Total Change is: -7,383
-5,663 -13,352 3,186 2,290 -6,202 4,365 -8,611 2,692 665 4,000 -1,542 0 -7,615 2,805
Percent of Open Interest Represented by Each Category of Trader
2.7 14.2 1.1 53.5 26.6 9.7 5.2 17.5 1.1 4.5 4.2 0.0 22.2 25.8
Number of Traders in Each Category Total Traders: 142
9 16 7 40 22 32 16 32 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 305,494
Positions
0 119,695 571 225,419 1,738 15,498 0 116,325 0 0 1,819 0 64,006 49,848
Changes from: January 25, 2011 Total Change is: 3,210
0 6,113 -207 3,347 -1,460 -269 0 -2,401 -1 0 43 0 340 1,392
Percent of Open Interest Represented by Each Category of Trader
0.0 39.2 0.2 73.8 0.6 5.1 0.0 38.1 0.0 0.0 0.6 0.0 21.0 16.3
Number of Traders in Each Category Total Traders: 53
0 10 . 27 . 13 0 14 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 796,113
Positions
52,240 131,878 7,542 307,099 256,204 93,151 183,719 81,409 13,634 30,240 76,783 5,646 102,842 129,866
Changes from: January 25, 2011 Total Change is: 52,883
614 2,441 260 -6,579 20,837 6,208 66,653 5,465 746 -14,924 14,911 0 -95 2,015
Percent of Open Interest Represented by Each Category of Trader
6.6 16.6 0.9 38.6 32.2 11.7 23.1 10.2 1.7 3.8 9.6 0.7 12.9 16.3
Number of Traders in Each Category Total Traders: 205
7 30 9 33 45 35 35 29 20 8 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 1,365,536
Positions
118,264 156,394 31,752 510,664 387,743 200,985 139,082 202,046 24,486 51,401 27,954 16,521 272,381 317,655
Changes from: January 25, 2011 Total Change is: -5,312
7,547 -622 -3,356 -4,904 -6,013 -11,025 -14,089 28,586 -4,422 17,701 -1,139 -473 7,709 -6,848
Percent of Open Interest Represented by Each Category of Trader
8.7 11.5 2.3 37.4 28.4 14.7 10.2 14.8 1.8 3.8 2.0 1.2 19.9 23.3
Number of Traders in Each Category Total Traders: 244
25 31 20 33 51 41 35 51 32 10 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 1,120,310
Positions
90,014 126,697 10,811 231,289 455,684 148,343 339,673 60,436 12,876 90,028 54,458 688 196,588 250,317
Changes from: January 25, 2011 Total Change is: -12,651
29,741 -9,657 -1,526 8,518 -3,455 4,543 -75,731 -1,393 -4,440 11,748 -1,347 677 13,819 3,947
Percent of Open Interest Represented by Each Category of Trader
8.0 11.3 1.0 20.6 40.7 13.2 30.3 5.4 1.1 8.0 4.9 0.1 17.5 22.3
Number of Traders in Each Category Total Traders: 176
17 15 8 23 42 37 35 24 18 9 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 544,417
Positions
112,503 180,682 230,195 3,588 1,114 4,211 88,964 17,117 52,700 19,424 9,948 6,615 26,217 41,835
Changes from: January 25, 2011 Total Change is: -37,999
-5,489 -22,060 -14,251 528 -79 -314 -14,932 -436 1,446 -1,667 -496 1,515 -4,835 -3,324
Percent of Open Interest Represented by Each Category of Trader
20.7 33.2 42.3 0.7 0.2 0.8 16.3 3.1 9.7 3.6 1.8 1.2 4.8 7.7
Number of Traders in Each Category Total Traders: 110
23 29 39 . . . 22 14 28 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 8,341,997
Positions
1,656,559 2,894,411 1,608,767 1,786,894 455,235 213,225 844,758 650,264 1,166,145 64,114 325,441 148,840 852,695 879,669
Changes from: January 25, 2011 Total Change is: 408,969
-54,159 -7,676 115,201 81,207 28,601 43,649 27,948 46,662 153,758 -9,403 19,151 23,108 27,660 -13,485
Percent of Open Interest Represented by Each Category of Trader
19.9 34.7 19.3 21.4 5.5 2.6 10.1 7.8 14.0 0.8 3.9 1.8 10.2 10.5
Number of Traders in Each Category Total Traders: 262
34 55 83 10 11 13 48 59 84 8 21 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 15,404
Positions
6,702 7,016 987 1,338 966 91 1,392 5,637 20 4,800 472 0 74 215
Changes from: January 25, 2011 Total Change is: 108
359 492 0 -113 -159 32 -188 -251 3 0 -5 0 15 -4
Percent of Open Interest Represented by Each Category of Trader
43.5 45.5 6.4 8.7 6.3 0.6 9.0 36.6 0.1 31.2 3.1 0.0 0.5 1.4
Number of Traders in Each Category Total Traders: 31
4 4 . . 6 . . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 55,615
Positions
41,818 25,742 8,941 1,972 1,855 157 2,363 13,229 0 35 5,512 0 329 179
Changes from: January 25, 2011 Total Change is: 5,035
4,311 2,123 1,369 25 -522 30 -821 2,346 0 35 0 0 86 -311
Percent of Open Interest Represented by Each Category of Trader
75.2 46.3 16.1 3.5 3.3 0.3 4.2 23.8 0.0 0.1 9.9 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 34
4 5 . . 5 . 4 10 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 42,472
Positions
10,939 5,264 102 351 495 715 20,790 29,539 713 2,757 996 0 6,105 4,648
Changes from: January 25, 2011 Total Change is: 3,282
-80 -4,104 0 -109 255 -101 3,455 7,018 120 -254 -15 -1 252 110
Percent of Open Interest Represented by Each Category of Trader
25.8 12.4 0.2 0.8 1.2 1.7 48.9 69.5 1.7 6.5 2.3 0.0 14.4 10.9
Number of Traders in Each Category Total Traders: 97
6 5 . . . . 24 34 5 16 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 167,409
Positions
67,691 47,114 24,537 1,888 1,082 3,945 6,423 31,093 35,665 2,178 4,292 6,071 19,011 13,610
Changes from: January 25, 2011 Total Change is: 16,194
-80 3,229 3,524 -1,320 96 -441 2,105 125 7,587 -179 -981 1,297 3,701 1,758
Percent of Open Interest Represented by Each Category of Trader
40.4 28.1 14.7 1.1 0.6 2.4 3.8 18.6 21.3 1.3 2.6 3.6 11.4 8.1
Number of Traders in Each Category Total Traders: 103
10 13 16 4 4 4 20 27 33 6 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 5,378
Positions
975 3,431 0 2,604 0 0 800 1,742 37 891 148 0 71 20
Changes from: January 25, 2011 Total Change is: 252
5 -14 0 140 0 0 87 279 0 0 0 0 20 -13
Percent of Open Interest Represented by Each Category of Trader
18.1 63.8 0.0 48.4 0.0 0.0 14.9 32.4 0.7 16.6 2.8 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 1, 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 14,827
Positions
449 13,659 18 9,711 0 13 2,152 568 0 0 0 0 2,484 569
Changes from: January 25, 2011 Total Change is: 234
1 -12 0 -42 0 8 341 436 -50 0 -125 -14 -10 -9
Percent of Open Interest Represented by Each Category of Trader
3.0 92.1 0.1 65.5 0.0 0.1 14.5 3.8 0.0 0.0 0.0 0.0 16.8 3.8
Number of Traders in Each Category Total Traders: 23
. . . 9 0 . 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 4, 2011