Traders in Financial Futures- Futures Only Positions as of February 22, 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 140,610
Positions
4,054 76,950 2,022 9,612 7,085 142 62,465 34,867 2,487 9,990 0 41 49,797 17,016
Changes from: February 15, 2011 Total Change is: -212
-153 -774 180 101 60 -1 -5,423 27,505 177 1,221 -28,000 4 3,682 637
Percent of Open Interest Represented by Each Category of Trader
2.9 54.7 1.4 6.8 5.0 0.1 44.4 24.8 1.8 7.1 0.0 0.0 35.4 12.1
Number of Traders in Each Category Total Traders: 84
4 16 6 4 4 . 32 12 5 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 43,931
Positions
5,231 17,630 529 930 1,084 77 18,385 11,944 66 0 0 0 18,713 12,601
Changes from: February 15, 2011 Total Change is: 1,997
376 904 93 0 -44 0 13 4,100 65 0 -5,000 0 1,450 1,879
Percent of Open Interest Represented by Each Category of Trader
11.9 40.1 1.2 2.1 2.5 0.2 41.8 27.2 0.2 0.0 0.0 0.0 42.6 28.7
Number of Traders in Each Category Total Traders: 41
4 11 . . . . 14 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 123,774
Positions
8,628 42,974 4,430 6,813 19,446 1,219 67,120 27,944 220 2,607 5,898 0 32,737 21,643
Changes from: February 15, 2011 Total Change is: -8,989
4,627 -4,731 776 -7 -119 7 -13,624 15,674 24 1,585 -21,012 0 -2,377 392
Percent of Open Interest Represented by Each Category of Trader
7.0 34.7 3.6 5.5 15.7 1.0 54.2 22.6 0.2 2.1 4.8 0.0 26.4 17.5
Number of Traders in Each Category Total Traders: 91
5 16 5 4 13 5 31 14 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 124,016
Positions
27,541 29,116 584 25,704 7,480 933 45,552 46,274 808 1,384 4,577 0 21,510 34,244
Changes from: February 15, 2011 Total Change is: 7,213
10,760 3,366 -1,938 -772 -34 32 21,766 6,379 375 -23,664 609 0 654 -1,576
Percent of Open Interest Represented by Each Category of Trader
22.2 23.5 0.5 20.7 6.0 0.8 36.7 37.3 0.7 1.1 3.7 0.0 17.3 27.6
Number of Traders in Each Category Total Traders: 106
12 12 4 10 6 . 20 35 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 207,869
Positions
27,999 76,087 6,575 30,151 19,709 2,387 58,959 41,991 4,236 19,069 6,627 597 57,896 49,660
Changes from: February 15, 2011 Total Change is: 14,565
51 9,650 -56 2,268 1,011 -124 10,671 8,104 714 344 -7,044 86 611 2,224
Percent of Open Interest Represented by Each Category of Trader
13.5 36.6 3.2 14.5 9.5 1.1 28.4 20.2 2.0 9.2 3.2 0.3 27.9 23.9
Number of Traders in Each Category Total Traders: 168
17 22 10 17 15 12 44 34 21 7 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 125,341
Positions
8,261 92,672 1,449 8,672 3,270 134 70,504 9,968 703 1,490 1,146 0 34,128 15,999
Changes from: February 15, 2011 Total Change is: 2,868
1,674 -174 36 90 -9 0 1,221 3,954 207 -641 -3,058 0 281 1,912
Percent of Open Interest Represented by Each Category of Trader
6.6 73.9 1.2 6.9 2.6 0.1 56.2 8.0 0.6 1.2 0.9 0.0 27.2 12.8
Number of Traders in Each Category Total Traders: 73
6 12 6 4 4 . 28 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 65,444
Positions
14,906 36,862 16,713 0 0 0 31,484 11,240 538 1,255 0 0 548 91
Changes from: February 15, 2011 Total Change is: 758
995 739 0 0 0 0 365 -142 133 0 0 0 -735 28
Percent of Open Interest Represented by Each Category of Trader
22.8 56.3 25.5 0.0 0.0 0.0 48.1 17.2 0.8 1.9 0.0 0.0 0.8 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 22, 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 149,855
Positions
1,690 114,174 51 17,190 425 0 116,297 29,805 1,026 5,361 1,917 0 8,240 2,457
Changes from: February 15, 2011 Total Change is: -19
360 3,958 0 121 4 0 -1,207 15,029 -229 128 -19,323 0 808 542
Percent of Open Interest Represented by Each Category of Trader
1.1 76.2 0.0 11.5 0.3 0.0 77.6 19.9 0.7 3.6 1.3 0.0 5.5 1.6
Number of Traders in Each Category Total Traders: 121
6 15 . 8 . 0 63 12 4 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 27,830
Positions
7,514 12,157 275 0 399 0 15,523 13,163 142 1,129 150 0 3,247 1,544
Changes from: February 15, 2011 Total Change is: 95
2,083 -573 40 -156 192 0 -2,006 4,112 142 -108 -4,224 0 100 406
Percent of Open Interest Represented by Each Category of Trader
27.0 43.7 1.0 0.0 1.4 0.0 55.8 47.3 0.5 4.1 0.5 0.0 11.7 5.5
Number of Traders in Each Category Total Traders: 47
7 7 . 0 . 0 16 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 57,762
Positions
21,372 28,773 2,081 4,301 2,822 252 15,587 8,502 4,897 576 2,359 0 8,698 8,079
Changes from: February 15, 2011 Total Change is: -450
-505 -1,515 221 117 425 -56 -406 183 644 7 -104 0 -473 -248
Percent of Open Interest Represented by Each Category of Trader
37.0 49.8 3.6 7.4 4.9 0.4 27.0 14.7 8.5 1.0 4.1 0.0 15.1 14.0
Number of Traders in Each Category Total Traders: 106
20 19 4 7 5 . 29 16 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 11,833
Positions
5,286 8,371 168 374 0 0 4,080 752 0 0 301 0 1,925 2,241
Changes from: February 15, 2011 Total Change is: 296
8 0 0 26 0 0 250 202 0 0 38 0 12 56
Percent of Open Interest Represented by Each Category of Trader
44.7 70.7 1.4 3.2 0.0 0.0 34.5 6.4 0.0 0.0 2.5 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 23
7 6 . . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 91,858
Positions
33,386 42,017 2,611 7,854 5,643 503 32,078 24,563 730 1,151 4,115 0 13,545 11,676
Changes from: February 15, 2011 Total Change is: -1,491
-655 -2,659 71 182 850 -111 -407 866 384 14 -284 0 -969 -608
Percent of Open Interest Represented by Each Category of Trader
36.3 45.7 2.8 8.6 6.1 0.5 34.9 26.7 0.8 1.3 4.5 0.0 14.7 12.7
Number of Traders in Each Category Total Traders: 101
19 17 4 6 5 . 31 18 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 917,177
Positions
62,820 266,525 78,953 427,807 120,110 57,026 85,373 194,518 50,401 22,781 44,150 7,449 124,567 98,045
Changes from: February 15, 2011 Total Change is: 23,730
4,290 -8,288 7,473 -997 -924 45 3,086 -428 7,651 -1,467 11,501 -446 4,096 7,146
Percent of Open Interest Represented by Each Category of Trader
6.8 29.1 8.6 46.6 13.1 6.2 9.3 21.2 5.5 2.5 4.8 0.8 13.6 10.7
Number of Traders in Each Category Total Traders: 566
37 53 29 118 58 62 99 135 81 32 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 337,177
Positions
44,041 155,977 14,870 152,647 34,510 7,130 20,685 66,302 3,443 7,184 11,457 3,083 84,094 40,405
Changes from: February 15, 2011 Total Change is: 11,151
8,204 -1,731 746 -2,029 220 409 1,252 9,634 -941 119 1,447 -1,117 4,508 2,484
Percent of Open Interest Represented by Each Category of Trader
13.1 46.3 4.4 45.3 10.2 2.1 6.1 19.7 1.0 2.1 3.4 0.9 24.9 12.0
Number of Traders in Each Category Total Traders: 129
10 19 9 32 14 11 17 28 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 2,899,999
Positions
274,475 733,320 139,834 1,390,907 443,105 234,374 514,808 832,450 43,421 96,043 181,527 3,770 202,367 288,198
Changes from: February 15, 2011 Total Change is: 62,896
17,759 4,544 -3,691 3,098 -7,782 240 49,876 -9,604 2,252 -6,532 51,671 1,955 -2,061 23,311
Percent of Open Interest Represented by Each Category of Trader
9.5 25.3 4.8 48.0 15.3 8.1 17.8 28.7 1.5 3.3 6.3 0.1 7.0 9.9
Number of Traders in Each Category Total Traders: 528
40 48 20 98 52 56 101 129 60 29 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 100,827
Positions
19,590 37,739 916 52,626 34,201 5,561 10,225 19,113 4 1,261 0 0 10,644 3,293
Changes from: February 15, 2011 Total Change is: 239
132 1,332 -154 -8 -764 -18 -678 -342 4 -237 0 0 1,198 181
Percent of Open Interest Represented by Each Category of Trader
19.4 37.4 0.9 52.2 33.9 5.5 10.1 19.0 0.0 1.3 0.0 0.0 10.6 3.3
Number of Traders in Each Category Total Traders: 92
6 10 . 34 13 12 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 94,932
Positions
9,583 47,145 10,783 26,209 7,311 2,537 29,257 11,330 6,556 1,873 3,018 83 8,050 6,170
Changes from: February 15, 2011 Total Change is: 5,679
557 1,124 1,978 299 -172 1 5,863 1,624 -2 -320 1,627 -536 -2,161 36
Percent of Open Interest Represented by Each Category of Trader
10.1 49.7 11.4 27.6 7.7 2.7 30.8 11.9 6.9 2.0 3.2 0.1 8.5 6.5
Number of Traders in Each Category Total Traders: 248
21 31 8 41 17 13 73 39 17 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 20,267
Positions
7,436 12,291 1,663 2,298 0 0 5,059 1,151 203 0 1,931 0 3,608 3,028
Changes from: February 15, 2011 Total Change is: 1,890
1,233 491 204 -10 0 0 872 -246 3 0 1,687 -556 144 307
Percent of Open Interest Represented by Each Category of Trader
36.7 60.6 8.2 11.3 0.0 0.0 25.0 5.7 1.0 0.0 9.5 0.0 17.8 14.9
Number of Traders in Each Category Total Traders: 25
6 9 5 . 0 0 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 373,325
Positions
34,183 197,714 22,152 119,555 36,553 12,687 150,558 80,463 2,199 9,367 5,433 416 22,208 15,708
Changes from: February 15, 2011 Total Change is: 18,947
803 7,348 4,684 1,545 -859 4 26,603 10,996 -1,669 -1,601 -302 102 -11,524 -1,357
Percent of Open Interest Represented by Each Category of Trader
9.2 53.0 5.9 32.0 9.8 3.4 40.3 21.6 0.6 2.5 1.5 0.1 5.9 4.2
Number of Traders in Each Category Total Traders: 246
21 30 5 40 17 13 72 40 11 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 343,954
Positions
113,930 41,589 13,331 114,718 119,727 19,892 54,642 116,484 4,534 2,179 11,523 0 20,728 16,874
Changes from: February 15, 2011 Total Change is: -1,318
-778 4,044 -3,150 -2,575 5,802 -447 6,108 -7,494 8 3 33 0 -487 -114
Percent of Open Interest Represented by Each Category of Trader
33.1 12.1 3.9 33.4 34.8 5.8 15.9 33.9 1.3 0.6 3.4 0.0 6.0 4.9
Number of Traders in Each Category Total Traders: 253
14 25 4 50 47 20 44 56 13 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 47,884
Positions
13,268 5,722 166 16,164 344 12 3,950 18,026 222 2,456 1,716 0 11,646 21,676
Changes from: February 15, 2011 Total Change is: -408
-305 1,192 24 -400 -6 0 1,049 138 222 -444 0 0 -554 -1,978
Percent of Open Interest Represented by Each Category of Trader
27.7 11.9 0.3 33.8 0.7 0.0 8.2 37.6 0.5 5.1 3.6 0.0 24.3 45.3
Number of Traders in Each Category Total Traders: 66
14 7 . 14 . . 10 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 62,659
Positions
21,017 19,519 2,226 12,257 5,995 655 11,759 2,521 3,259 1,777 4,386 0 9,709 24,098
Changes from: February 15, 2011 Total Change is: -1,762
1,748 1,318 -560 0 -8 0 -2,100 -1,859 1,921 -327 -285 0 -2,444 -2,289
Percent of Open Interest Represented by Each Category of Trader
33.5 31.2 3.6 19.6 9.6 1.0 18.8 4.0 5.2 2.8 7.0 0.0 15.5 38.5
Number of Traders in Each Category Total Traders: 57
16 11 . 6 . . 11 5 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 31,274
Positions
0 6,763 193 18,657 9,645 4,170 3,338 7,969 0 1,003 0 0 3,913 2,534
Changes from: February 15, 2011 Total Change is: 972
0 76 -82 993 -23 -90 -177 875 0 0 0 0 328 216
Percent of Open Interest Represented by Each Category of Trader
0.0 21.6 0.6 59.7 30.8 13.3 10.7 25.5 0.0 3.2 0.0 0.0 12.5 8.1
Number of Traders in Each Category Total Traders: 46
0 . . 19 12 8 . 8 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 35,145
Positions
8,400 14,968 52 13,133 6,403 778 5,104 10,342 30 1,724 0 0 5,924 2,572
Changes from: February 15, 2011 Total Change is: 1,425
1,737 -5 -28 184 -460 -10 260 1,816 0 -80 0 0 -638 112
Percent of Open Interest Represented by Each Category of Trader
23.9 42.6 0.1 37.4 18.2 2.2 14.5 29.4 0.1 4.9 0.0 0.0 16.9 7.3
Number of Traders in Each Category Total Traders: 56
7 6 . 12 11 6 8 8 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 22, 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 665,717
Positions
15,011 100,984 26,708 321,174 137,101 50,600 40,599 116,838 16,270 24,611 39,210 2,716 168,028 175,290
Changes from: February 15, 2011 Total Change is: 73,869
-306 13,837 17,061 -7,874 -9,669 7,089 9,382 12,670 10,783 -3,548 6,905 1,689 39,593 13,504
Percent of Open Interest Represented by Each Category of Trader
2.3 15.2 4.0 48.2 20.6 7.6 6.1 17.6 2.4 3.7 5.9 0.4 25.2 26.3
Number of Traders in Each Category Total Traders: 143
5 18 9 40 21 34 15 27 15 6 10 4
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 330,946
Positions
2,770 114,033 4,366 229,218 3,238 16,214 1,650 132,129 4,290 0 0 0 72,438 56,676
Changes from: February 15, 2011 Total Change is: 7,326
1,198 -2,258 -3,780 -1,382 -3,086 286 1,650 5,962 2,771 0 -1,547 0 6,583 8,978
Percent of Open Interest Represented by Each Category of Trader
0.8 34.5 1.3 69.3 1.0 4.9 0.5 39.9 1.3 0.0 0.0 0.0 21.9 17.1
Number of Traders in Each Category Total Traders: 59
. 10 4 28 . 13 . 17 4 0 0 0
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 987,414
Positions
90,966 86,456 19,757 308,450 356,226 83,139 277,965 153,849 32,519 64,798 97,321 7,396 102,424 150,751
Changes from: February 15, 2011 Total Change is: 58,863
11,976 -8,136 6,446 -3,884 13,244 -8,315 28,916 40,665 6,667 -1,623 122 3,826 14,854 4,344
Percent of Open Interest Represented by Each Category of Trader
9.2 8.8 2.0 31.2 36.1 8.4 28.2 15.6 3.3 6.6 9.9 0.7 10.4 15.3
Number of Traders in Each Category Total Traders: 224
19 31 14 33 45 34 24 43 26 7 22 4
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,590,703
Positions
156,645 125,587 66,643 572,799 464,795 215,924 184,204 273,150 40,478 63,265 31,999 9,323 281,422 362,804
Changes from: February 15, 2011 Total Change is: 27,968
-32,516 -40,630 19,124 9,986 -939 27,395 898 7,325 -16,294 -10,242 986 -1,010 30,627 32,011
Percent of Open Interest Represented by Each Category of Trader
9.8 7.9 4.2 36.0 29.2 13.6 11.6 17.2 2.5 4.0 2.0 0.6 17.7 22.8
Number of Traders in Each Category Total Traders: 239
29 27 25 33 51 46 33 49 37 9 8 4
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,326,630
Positions
137,826 149,463 40,140 216,899 441,983 171,786 479,025 97,594 29,185 62,935 91,878 491 188,343 304,110
Changes from: February 15, 2011 Total Change is: -34,124
-40,191 16,182 -223 -12,351 -74,942 16,692 -23,158 -16,678 2,712 2,254 18,292 -1,359 21,500 5,200
Percent of Open Interest Represented by Each Category of Trader
10.4 11.3 3.0 16.3 33.3 12.9 36.1 7.4 2.2 4.7 6.9 0.0 14.2 22.9
Number of Traders in Each Category Total Traders: 193
18 20 17 24 41 40 35 32 26 10 13 .
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 611,996
Positions
144,904 211,449 227,737 9,796 1,400 4,330 92,254 27,876 70,625 17,079 11,832 2,984 42,287 53,763
Changes from: February 15, 2011 Total Change is: 13,260
14,920 3,732 -10,622 388 0 688 -3,424 3,370 7,015 -579 -366 -1,014 5,888 10,457
Percent of Open Interest Represented by Each Category of Trader
23.7 34.6 37.2 1.6 0.2 0.7 15.1 4.6 11.5 2.8 1.9 0.5 6.9 8.8
Number of Traders in Each Category Total Traders: 114
28 26 39 4 . . 24 16 31 4 . .
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,970,365
Positions
1,446,053 2,929,464 1,806,546 2,351,644 559,861 168,244 817,585 689,615 1,340,955 88,508 310,032 114,334 836,496 1,051,314
Changes from: February 15, 2011 Total Change is: 83,464
-198,698 78,747 17,590 153,540 -9,813 8,767 119,003 6,284 -21,414 21,317 -16,883 -21,519 4,878 41,705
Percent of Open Interest Represented by Each Category of Trader
16.1 32.7 20.1 26.2 6.2 1.9 9.1 7.7 14.9 1.0 3.5 1.3 9.3 11.7
Number of Traders in Each Category Total Traders: 268
32 55 84 12 10 14 60 59 89 10 12 17
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,635
Positions
6,414 7,526 987 1,562 839 25 530 4,073 255 4,800 680 0 62 250
Changes from: February 15, 2011 Total Change is: 205
-466 366 0 189 -158 -108 335 -236 255 0 55 0 0 31
Percent of Open Interest Represented by Each Category of Trader
43.8 51.4 6.7 10.7 5.7 0.2 3.6 27.8 1.7 32.8 4.6 0.0 0.4 1.7
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . . 9 . . . 0
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 47,125
Positions
28,979 19,908 14,288 1,975 1,821 119 1,316 5,364 0 0 5,512 0 448 113
Changes from: February 15, 2011 Total Change is: -2,191
-3,368 -934 0 0 -241 -3 1,125 -928 -16 0 0 0 71 -69
Percent of Open Interest Represented by Each Category of Trader
61.5 42.2 30.3 4.2 3.9 0.3 2.8 11.4 0.0 0.0 11.7 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 30
. 6 . . 5 . 4 7 0 0 4 0
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 40,335
Positions
13,100 2,639 634 248 308 788 16,789 30,633 780 2,073 930 1 5,922 3,622
Changes from: February 15, 2011 Total Change is: 283
2,505 29 238 -193 19 13 -1,020 855 -872 -722 -131 -17 351 149
Percent of Open Interest Represented by Each Category of Trader
32.5 6.5 1.6 0.6 0.8 2.0 41.6 75.9 1.9 5.1 2.3 0.0 14.7 9.0
Number of Traders in Each Category Total Traders: 96
6 5 . . . . 28 31 7 14 6 .
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 162,568
Positions
58,607 39,038 36,524 5,358 2,090 3,425 6,464 25,984 22,548 1,296 9,698 6,205 22,141 17,056
Changes from: February 15, 2011 Total Change is: -16,023
-2,296 -6,700 774 -1,121 228 -227 -5,799 -7,514 -8,876 -1,019 1,356 64 2,477 4,872
Percent of Open Interest Represented by Each Category of Trader
36.1 24.0 22.5 3.3 1.3 2.1 4.0 16.0 13.9 0.8 6.0 3.8 13.6 10.5
Number of Traders in Each Category Total Traders: 101
14 9 18 8 5 5 16 28 27 4 5 11
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Traders in Financial Futures- Futures Only Positions as of February 22, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,634
Positions
985 3,543 0 2,710 0 0 899 1,877 37 931 148 0 72 29
Changes from: February 15, 2011 Total Change is: 21
0 -28 0 16 0 0 5 20 0 0 0 0 0 29
Percent of Open Interest Represented by Each Category of Trader
17.5 62.9 0.0 48.1 0.0 0.0 16.0 33.3 0.7 16.5 2.6 0.0 1.3 0.5
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 . . 4 . 0
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Traders in Financial Futures- Futures Only Positions as of February 22, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,283
Positions
412 13,419 0 9,689 0 0 1,670 557 24 0 0 0 2,488 283
Changes from: February 15, 2011 Total Change is: -1,032
4 -277 0 -53 0 0 -387 31 -110 0 0 0 -486 -676
Percent of Open Interest Represented by Each Category of Trader
2.9 94.0 0.0 67.8 0.0 0.0 11.7 3.9 0.2 0.0 0.0 0.0 17.4 2.0
Number of Traders in Each Category Total Traders: 21
. . 0 9 0 0 4 4 . 0 0 0
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Updated February 25, 2011