Traders in Financial Futures- Futures Only Positions as of February 15, 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 140,822 Positions 4,207 77,724 1,842 9,511 7,025 143 67,888 7,362 2,310 8,769 28,000 37 46,115 16,379 Changes from: February 8, 2011 Total Change is: -782 792 -990 -436 -100 -96 0 4,306 -1,136 -383 -386 0 23 -4,598 2,236 Percent of Open Interest Represented by Each Category of Trader 3.0 55.2 1.3 6.8 5.0 0.1 48.2 5.2 1.6 6.2 19.9 0.0 32.7 11.6 Number of Traders in Each Category Total Traders: 87 4 17 5 4 4 . 33 13 4 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 41,934 Positions 4,855 16,726 436 930 1,128 77 18,372 7,844 1 0 5,000 0 17,263 10,722 Changes from: February 8, 2011 Total Change is: -5,942 4,413 -4,770 305 -901 14 0 -3,862 -2,389 -11 0 0 0 -5,886 909 Percent of Open Interest Represented by Each Category of Trader 11.6 39.9 1.0 2.2 2.7 0.2 43.8 18.7 0.0 0.0 11.9 0.0 41.2 25.6 Number of Traders in Each Category Total Traders: 37 4 11 . . . . 12 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 132,763 Positions 4,001 47,705 3,654 6,820 19,565 1,212 80,744 12,270 196 1,022 26,910 0 35,114 21,251 Changes from: February 8, 2011 Total Change is: 21,400 -2,078 5,149 28 -171 178 -2 20,069 3,448 20 2 12,662 0 3,532 -83 Percent of Open Interest Represented by Each Category of Trader 3.0 35.9 2.8 5.1 14.7 0.9 60.8 9.2 0.1 0.8 20.3 0.0 26.4 16.0 Number of Traders in Each Category Total Traders: 90 . 17 5 4 13 5 33 12 8 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 116,803 Positions 16,781 25,750 2,522 26,476 7,514 901 23,786 39,895 433 25,048 3,968 0 20,856 35,820 Changes from: February 8, 2011 Total Change is: -902 9,006 -28,811 1,067 -872 1,786 -2 -23,988 23,015 -126 19,252 235 0 -5,239 1,934 Percent of Open Interest Represented by Each Category of Trader 14.4 22.0 2.2 22.7 6.4 0.8 20.4 34.2 0.4 21.4 3.4 0.0 17.9 30.7 Number of Traders in Each Category Total Traders: 109 11 13 . 11 6 4 24 33 9 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 193,304 Positions 27,948 66,437 6,631 27,883 18,698 2,511 48,288 33,887 3,522 18,725 13,671 511 57,285 47,436 Changes from: February 8, 2011 Total Change is: -10,237 -586 -8,688 421 2,053 -451 -240 -7,802 -1,898 -143 -610 792 -91 -3,239 61 Percent of Open Interest Represented by Each Category of Trader 14.5 34.4 3.4 14.4 9.7 1.3 25.0 17.5 1.8 9.7 7.1 0.3 29.6 24.5 Number of Traders in Each Category Total Traders: 162 19 22 11 16 13 10 42 31 20 7 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 122,473 Positions 6,587 92,846 1,413 8,582 3,279 134 69,283 6,014 496 2,131 4,204 0 33,847 14,087 Changes from: February 8, 2011 Total Change is: -12,861 1,284 -7,724 19 -288 -25 0 -15,284 -4,825 486 664 -397 0 258 -395 Percent of Open Interest Represented by Each Category of Trader 5.4 75.8 1.2 7.0 2.7 0.1 56.6 4.9 0.4 1.7 3.4 0.0 27.6 11.5 Number of Traders in Each Category Total Traders: 73 5 13 7 4 4 . 30 11 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 64,686 Positions 13,911 36,123 16,713 0 0 0 31,119 11,382 405 1,255 0 0 1,283 63 Changes from: February 8, 2011 Total Change is: 2,083 -461 1,978 1,105 0 0 0 1,136 -530 -401 0 0 0 704 -69 Percent of Open Interest Represented by Each Category of Trader 21.5 55.8 25.8 0.0 0.0 0.0 48.1 17.6 0.6 1.9 0.0 0.0 2.0 0.1 Number of Traders in Each Category Total Traders: 21 6 8 9 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 149,874 Positions 1,330 110,216 51 17,069 421 0 117,504 14,776 1,255 5,233 21,240 0 7,432 1,915 Changes from: February 8, 2011 Total Change is: -1,997 24 -9,338 0 -187 178 0 -1,263 -733 914 -879 6,602 0 -606 380 Percent of Open Interest Represented by Each Category of Trader 0.9 73.5 0.0 11.4 0.3 0.0 78.4 9.9 0.8 3.5 14.2 0.0 5.0 1.3 Number of Traders in Each Category Total Traders: 121 5 14 . 8 . 0 64 13 . 9 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 27,735 Positions 5,431 12,730 235 156 207 0 17,529 9,051 0 1,237 4,374 0 3,147 1,138 Changes from: February 8, 2011 Total Change is: -162 1,700 -2,604 226 -137 52 0 -2,004 1,758 0 531 224 0 -478 182 Percent of Open Interest Represented by Each Category of Trader 19.6 45.9 0.8 0.6 0.7 0.0 63.2 32.6 0.0 4.5 15.8 0.0 11.3 4.1 Number of Traders in Each Category Total Traders: 50 4 7 . . . 0 22 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 58,212 Positions 21,877 30,287 1,860 4,184 2,397 307 15,993 8,319 4,253 569 2,463 0 9,170 8,327 Changes from: February 8, 2011 Total Change is: 2,583 -473 4,278 495 580 -197 -391 583 -2,835 781 460 328 0 549 123 Percent of Open Interest Represented by Each Category of Trader 37.6 52.0 3.2 7.2 4.1 0.5 27.5 14.3 7.3 1.0 4.2 0.0 15.8 14.3 Number of Traders in Each Category Total Traders: 102 19 18 4 7 5 . 29 13 8 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 11,537 Positions 5,278 8,371 168 348 0 0 3,830 550 0 0 263 0 1,913 2,185 Changes from: February 8, 2011 Total Change is: 766 383 795 0 -13 0 0 266 -226 0 0 263 0 130 -66 Percent of Open Interest Represented by Each Category of Trader 45.7 72.6 1.5 3.0 0.0 0.0 33.2 4.8 0.0 0.0 2.3 0.0 16.6 18.9 Number of Traders in Each Category Total Traders: 22 7 6 . . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 93,349 Positions 34,041 44,676 2,540 7,672 4,793 614 32,485 23,697 346 1,137 4,399 0 14,514 12,284 Changes from: February 8, 2011 Total Change is: 3,634 -868 7,810 145 1,185 -393 -781 2,552 -3,299 -356 920 130 0 837 378 Percent of Open Interest Represented by Each Category of Trader 36.5 47.9 2.7 8.2 5.1 0.7 34.8 25.4 0.4 1.2 4.7 0.0 15.5 13.2 Number of Traders in Each Category Total Traders: 97 18 16 . 6 5 . 30 16 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 893,447 Positions 58,529 274,812 71,480 428,804 121,034 56,981 82,287 194,947 42,750 24,248 32,649 7,895 120,472 90,898 Changes from: February 8, 2011 Total Change is: 15,279 926 -8,299 6,552 1,012 -1,579 826 -3,392 7,909 7,535 1,986 1,614 -528 362 1,249 Percent of Open Interest Represented by Each Category of Trader 6.6 30.8 8.0 48.0 13.5 6.4 9.2 21.8 4.8 2.7 3.7 0.9 13.5 10.2 Number of Traders in Each Category Total Traders: 554 36 53 31 121 53 63 95 133 72 37 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 326,026 Positions 35,837 157,708 14,124 154,676 34,290 6,721 19,433 56,668 4,384 7,065 10,010 4,200 79,586 37,921 Changes from: February 8, 2011 Total Change is: 3,033 1,307 -2,631 1,614 1,160 -761 545 -1,263 3,923 700 -3,322 -12 665 1,627 -1,010 Percent of Open Interest Represented by Each Category of Trader 11.0 48.4 4.3 47.4 10.5 2.1 6.0 17.4 1.3 2.2 3.1 1.3 24.4 11.6 Number of Traders in Each Category Total Traders: 138 10 19 9 34 13 11 18 32 10 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 2,837,103 Positions 256,716 728,776 143,525 1,387,809 450,887 234,134 464,932 842,054 41,169 102,575 129,856 1,815 204,428 264,887 Changes from: February 8, 2011 Total Change is: 61,230 15,413 -11,023 7,369 2,066 -1,285 -1,400 22,884 53,460 646 20,447 2,036 132 -6,327 11,295 Percent of Open Interest Represented by Each Category of Trader 9.0 25.7 5.1 48.9 15.9 8.3 16.4 29.7 1.5 3.6 4.6 0.1 7.2 9.3 Number of Traders in Each Category Total Traders: 513 39 48 19 99 49 56 94 128 53 35 21 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 100,588 Positions 19,458 36,407 1,070 52,634 34,965 5,579 10,903 19,455 0 1,498 0 0 9,446 3,112 Changes from: February 8, 2011 Total Change is: 1,929 393 619 -47 1,469 954 133 952 250 -52 72 0 0 -991 72 Percent of Open Interest Represented by Each Category of Trader 19.3 36.2 1.1 52.3 34.8 5.5 10.8 19.3 0.0 1.5 0.0 0.0 9.4 3.1 Number of Traders in Each Category Total Traders: 95 5 11 . 35 14 12 12 16 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 89,253 Positions 9,027 46,021 8,805 25,910 7,482 2,537 23,394 9,706 6,558 2,194 1,391 619 10,210 6,134 Changes from: February 8, 2011 Total Change is: 2,645 -650 -1,389 3,053 287 268 14 -576 -193 584 29 339 269 -364 -299 Percent of Open Interest Represented by Each Category of Trader 10.1 51.6 9.9 29.0 8.4 2.8 26.2 10.9 7.3 2.5 1.6 0.7 11.4 6.9 Number of Traders in Each Category Total Traders: 241 20 31 8 41 16 13 70 36 17 13 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 18,377 Positions 6,203 11,800 1,459 2,308 0 0 4,187 1,397 200 0 244 556 3,464 2,721 Changes from: February 8, 2011 Total Change is: 1,886 1,493 492 302 -2 0 0 -244 861 0 0 0 300 37 -69 Percent of Open Interest Represented by Each Category of Trader 33.8 64.2 7.9 12.6 0.0 0.0 22.8 7.6 1.1 0.0 1.3 3.0 18.8 14.8 Number of Traders in Each Category Total Traders: 22 5 8 5 . 0 0 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 354,378 Positions 33,380 190,366 17,468 118,010 37,412 12,683 123,955 69,467 3,868 10,968 5,735 314 33,732 17,065 Changes from: February 8, 2011 Total Change is: 3,796 -2,390 -1,079 5,429 1,444 1,341 69 1,859 -1,752 -598 -47 1,505 33 -2,003 -1,152 Percent of Open Interest Represented by Each Category of Trader 9.4 53.7 4.9 33.3 10.6 3.6 35.0 19.6 1.1 3.1 1.6 0.1 9.5 4.8 Number of Traders in Each Category Total Traders: 239 21 29 5 40 16 13 70 36 12 13 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 345,272 Positions 114,708 37,545 16,481 117,293 113,925 20,339 48,534 123,978 4,526 2,176 11,490 0 21,215 16,988 Changes from: February 8, 2011 Total Change is: 13,830 7,911 -3,512 -1,304 5,233 -1,585 -249 1,774 18,556 -314 -110 1,898 -163 1,052 503 Percent of Open Interest Represented by Each Category of Trader 33.2 10.9 4.8 34.0 33.0 5.9 14.1 35.9 1.3 0.6 3.3 0.0 6.1 4.9 Number of Traders in Each Category Total Traders: 253 15 23 . 51 42 22 46 59 15 6 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 48,292 Positions 13,573 4,530 142 16,564 350 12 2,901 17,888 0 2,900 1,716 0 12,200 23,654 Changes from: February 8, 2011 Total Change is: 2,897 1,012 135 12 963 0 0 333 1,855 0 -211 56 0 788 839 Percent of Open Interest Represented by Each Category of Trader 28.1 9.4 0.3 34.3 0.7 0.0 6.0 37.0 0.0 6.0 3.6 0.0 25.3 49.0 Number of Traders in Each Category Total Traders: 61 16 5 . 12 . . 7 15 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 64,421 Positions 19,269 18,201 2,786 12,257 6,003 655 13,859 4,380 1,338 2,104 4,671 0 12,153 26,387 Changes from: February 8, 2011 Total Change is: 2,878 -2,226 2,278 538 670 -23 0 4,134 471 -111 195 135 0 -322 -410 Percent of Open Interest Represented by Each Category of Trader 29.9 28.3 4.3 19.0 9.3 1.0 21.5 6.8 2.1 3.3 7.3 0.0 18.9 41.0 Number of Traders in Each Category Total Traders: 60 13 12 4 6 . . 12 7 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 30,302 Positions 0 6,687 275 17,664 9,668 4,260 3,515 7,094 0 1,003 0 0 3,585 2,318 Changes from: February 8, 2011 Total Change is: 874 0 834 0 772 -271 289 -25 229 0 0 0 0 -162 -207 Percent of Open Interest Represented by Each Category of Trader 0.0 22.1 0.9 58.3 31.9 14.1 11.6 23.4 0.0 3.3 0.0 0.0 11.8 7.6 Number of Traders in Each Category Total Traders: 48 0 4 . 20 11 8 4 8 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 33,720 Positions 6,663 14,973 80 12,949 6,863 788 4,844 8,526 30 1,804 0 0 6,562 2,460 Changes from: February 8, 2011 Total Change is: -873 539 653 0 178 510 -119 -1,153 -1,478 -8 -330 0 0 20 -431 Percent of Open Interest Represented by Each Category of Trader 19.8 44.4 0.2 38.4 20.4 2.3 14.4 25.3 0.1 5.3 0.0 0.0 19.5 7.3 Number of Traders in Each Category Total Traders: 47 4 6 . 11 11 6 7 4 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 591,848 Positions 15,317 87,147 9,647 329,048 146,770 43,511 31,217 104,168 5,487 28,159 32,305 1,027 128,435 161,786 Changes from: February 8, 2011 Total Change is: 5,878 901 16,425 703 26,939 -10,727 -9,177 -7,671 934 -1,773 -3,811 2,249 987 -1,220 6,257 Percent of Open Interest Represented by Each Category of Trader 2.6 14.7 1.6 55.6 24.8 7.4 5.3 17.6 0.9 4.8 5.5 0.2 21.7 27.3 Number of Traders in Each Category Total Traders: 156 9 17 9 44 24 37 19 31 18 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 323,620 Positions 1,572 116,291 8,146 230,600 6,324 15,928 0 126,167 1,519 0 1,547 0 65,855 47,698 Changes from: February 8, 2011 Total Change is: 10,747 1,572 2,053 6,928 819 -1,500 360 0 1,846 1,493 0 -11 0 -425 -422 Percent of Open Interest Represented by Each Category of Trader 0.5 35.9 2.5 71.3 2.0 4.9 0.0 39.0 0.5 0.0 0.5 0.0 20.3 14.7 Number of Traders in Each Category Total Traders: 60 . 10 4 29 . 14 0 16 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 928,551 Positions 78,990 94,592 13,311 312,334 342,982 91,454 249,049 113,184 25,852 66,421 97,199 3,570 87,570 146,407 Changes from: February 8, 2011 Total Change is: 62,925 -24,731 -9,197 1,483 5,986 32,525 -5,686 50,420 4,080 13,520 26,051 18,946 418 -4,536 6,836 Percent of Open Interest Represented by Each Category of Trader 8.5 10.2 1.4 33.6 36.9 9.8 26.8 12.2 2.8 7.2 10.5 0.4 9.4 15.8 Number of Traders in Each Category Total Traders: 227 16 33 11 35 45 34 28 40 23 8 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 1,562,735 Positions 189,161 166,217 47,519 562,813 465,734 188,529 183,306 265,825 56,772 73,507 31,013 10,333 250,795 330,793 Changes from: February 8, 2011 Total Change is: 55,832 22,005 22,643 6,087 52,215 -3,954 -18,100 -29,228 54,735 15,180 23,787 -2,888 -1,589 -14,525 -16,282 Percent of Open Interest Represented by Each Category of Trader 12.1 10.6 3.0 36.0 29.8 12.1 11.7 17.0 3.6 4.7 2.0 0.7 16.0 21.2 Number of Traders in Each Category Total Traders: 272 32 35 22 36 56 49 49 47 51 9 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 1,360,754 Positions 178,017 133,281 40,363 229,250 516,925 155,094 502,183 114,272 26,473 60,681 73,586 1,850 166,843 298,910 Changes from: February 8, 2011 Total Change is: 70,427 10,875 1,014 11,497 -3,578 28,043 13,998 20,786 8,657 10,801 -7,941 -10,827 409 13,580 6,835 Percent of Open Interest Represented by Each Category of Trader 13.1 9.8 3.0 16.8 38.0 11.4 36.9 8.4 1.9 4.5 5.4 0.1 12.3 22.0 Number of Traders in Each Category Total Traders: 194 21 16 16 24 45 40 37 30 19 8 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 598,736 Positions 129,984 207,717 238,359 9,408 1,400 3,642 95,678 24,506 63,610 17,658 12,198 3,998 36,399 43,306 Changes from: February 8, 2011 Total Change is: 27,927 10,937 6,090 5,365 253 0 0 -4,275 1,710 9,011 -741 2,077 -454 7,831 4,128 Percent of Open Interest Represented by Each Category of Trader 21.7 34.7 39.8 1.6 0.2 0.6 16.0 4.1 10.6 2.9 2.0 0.7 6.1 7.2 Number of Traders in Each Category Total Traders: 111 25 30 42 4 . . 24 14 30 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 8,886,901 Positions 1,644,751 2,850,717 1,788,956 2,198,104 569,674 159,477 698,582 683,331 1,362,369 67,191 326,915 135,853 831,618 1,009,609 Changes from: February 8, 2011 Total Change is: 202,881 -33,834 93,851 40,162 178,279 40,662 -65,566 22,755 -42,597 45,580 10,243 44,010 -45,605 50,867 92,384 Percent of Open Interest Represented by Each Category of Trader 18.5 32.1 20.1 24.7 6.4 1.8 7.9 7.7 15.3 0.8 3.7 1.5 9.4 11.4 Number of Traders in Each Category Total Traders: 267 35 56 84 10 12 16 56 56 89 7 21 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 14,430 Positions 6,880 7,160 987 1,373 997 133 195 4,309 0 4,800 625 0 62 219 Changes from: February 8, 2011 Total Change is: -1,272 -290 -185 0 28 -152 42 -1,032 -1,144 0 0 173 0 -20 -6 Percent of Open Interest Represented by Each Category of Trader 47.7 49.6 6.8 9.5 6.9 0.9 1.4 29.9 0.0 33.3 4.3 0.0 0.4 1.5 Number of Traders in Each Category Total Traders: 30 4 4 . . 5 . . 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 49,316 Positions 32,347 20,842 14,288 1,975 2,062 122 191 6,292 16 0 5,512 0 377 182 Changes from: February 8, 2011 Total Change is: -4,582 -6,415 -1,982 3,132 -6 372 -21 -1,393 -6,154 16 -31 0 0 136 55 Percent of Open Interest Represented by Each Category of Trader 65.6 42.3 29.0 4.0 4.2 0.2 0.4 12.8 0.0 0.0 11.2 0.0 0.8 0.4 Number of Traders in Each Category Total Traders: 28 . 6 . . 5 . . 7 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 40,052 Positions 10,595 2,610 396 441 289 775 17,809 29,778 1,652 2,795 1,061 18 5,571 3,473 Changes from: February 8, 2011 Total Change is: -3,987 -63 43 291 16 -5 -55 -4,575 -4,382 823 -381 77 17 -60 -796 Percent of Open Interest Represented by Each Category of Trader 26.5 6.5 1.0 1.1 0.7 1.9 44.5 74.3 4.1 7.0 2.6 0.0 13.9 8.7 Number of Traders in Each Category Total Traders: 96 5 5 . 4 . . 25 31 7 16 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 178,591 Positions 60,903 45,738 35,750 6,479 1,862 3,652 12,263 33,498 31,424 2,315 8,342 6,141 19,664 12,184 Changes from: February 8, 2011 Total Change is: -1,359 -5,866 -2,927 6,927 561 -101 -233 -30 -1,892 -3,882 823 1,503 -1,252 1,593 498 Percent of Open Interest Represented by Each Category of Trader 34.1 25.6 20.0 3.6 1.0 2.0 6.9 18.8 17.6 1.3 4.7 3.4 11.0 6.8 Number of Traders in Each Category Total Traders: 113 14 11 20 9 4 4 25 28 34 7 7 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 5,613 Positions 985 3,571 0 2,694 0 0 894 1,857 37 931 148 0 72 0 Changes from: February 8, 2011 Total Change is: 149 0 56 0 20 0 0 112 93 0 40 0 0 -23 0 Percent of Open Interest Represented by Each Category of Trader 17.5 63.6 0.0 48.0 0.0 0.0 15.9 33.1 0.7 16.6 2.6 0.0 1.3 0.0 Number of Traders in Each Category Total Traders: 23 . 4 0 4 0 0 5 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures- Futures Only Positions as of February 15, 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 15,315 Positions 408 13,696 0 9,742 0 0 2,057 526 134 0 0 0 2,974 959 Changes from: February 8, 2011 Total Change is: 138 -6 -6 0 108 0 0 -85 4 15 0 0 0 106 125 Percent of Open Interest Represented by Each Category of Trader 2.7 89.4 0.0 63.6 0.0 0.0 13.4 3.4 0.9 0.0 0.0 0.0 19.4 6.3 Number of Traders in Each Category Total Traders: 22 . . 0 9 0 0 6 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 18, 2011