Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 136,203
Positions
2,860 78,443 2,927 10,513 7,272 140 58,113 5,743 4,008 7,935 19,401 430 49,277 17,839
Changes from: January 11, 2011 Total Change is: -178
192 641 308 423 543 33 -2,770 -806 496 127 1 18 994 -1,412
Percent of Open Interest Represented by Each Category of Trader
2.1 57.6 2.1 7.7 5.3 0.1 42.7 4.2 2.9 5.8 14.2 0.3 36.2 13.1
Number of Traders in Each Category Total Traders: 92
. 19 7 4 4 . 37 11 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,418
Positions
542 18,650 994 1,494 1,599 77 20,013 7,752 350 0 5,000 0 20,948 9,996
Changes from: January 11, 2011 Total Change is: -399
10 -2,995 189 60 115 -140 -763 2,485 -13 0 0 0 259 -40
Percent of Open Interest Represented by Each Category of Trader
1.2 42.0 2.2 3.4 3.6 0.2 45.1 17.5 0.8 0.0 11.3 0.0 47.2 22.5
Number of Traders in Each Category Total Traders: 39
. 14 4 . . . 13 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 102,190
Positions
17,858 15,905 8,918 7,089 20,723 1,238 36,092 18,925 3,653 0 9,858 0 27,342 22,970
Changes from: January 11, 2011 Total Change is: 8,052
-16,286 12,644 3,303 426 -1,689 64 19,603 -2,486 149 -6,500 -301 0 7,293 -3,632
Percent of Open Interest Represented by Each Category of Trader
17.5 15.6 8.7 6.9 20.3 1.2 35.3 18.5 3.6 0.0 9.6 0.0 26.8 22.5
Number of Traders in Each Category Total Traders: 88
8 12 11 . 14 5 28 18 19 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 121,254
Positions
8,430 46,685 4,802 33,495 5,274 939 38,556 20,526 4,014 3,900 5,156 6 27,110 33,851
Changes from: January 11, 2011 Total Change is: 3,694
726 -3,913 -236 -60 822 -168 267 4,683 77 1,090 1,109 -9 2,007 1,330
Percent of Open Interest Represented by Each Category of Trader
7.0 38.5 4.0 27.6 4.3 0.8 31.8 16.9 3.3 3.2 4.3 0.0 22.4 27.9
Number of Traders in Each Category Total Traders: 106
9 15 9 12 7 4 27 25 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 234,097
Positions
40,525 30,716 17,871 21,364 22,162 3,206 42,762 60,096 21,472 19,809 9,390 8,457 58,632 60,728
Changes from: January 11, 2011 Total Change is: -11,809
-44,623 8,363 3,048 -955 -992 -157 18,299 -16,831 2,138 5,515 -7,352 -372 5,299 347
Percent of Open Interest Represented by Each Category of Trader
17.3 13.1 7.6 9.1 9.5 1.4 18.3 25.7 9.2 8.5 4.0 3.6 25.0 25.9
Number of Traders in Each Category Total Traders: 174
19 18 15 14 18 13 30 47 36 13 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 121,444
Positions
9,039 84,188 4,303 10,140 4,413 154 60,114 6,424 2,283 934 4,727 246 34,231 14,706
Changes from: January 11, 2011 Total Change is: 832
847 -516 219 -486 -176 -53 49 -517 579 -5 -22 -22 -295 1,342
Percent of Open Interest Represented by Each Category of Trader
7.4 69.3 3.5 8.3 3.6 0.1 49.5 5.3 1.9 0.8 3.9 0.2 28.2 12.1
Number of Traders in Each Category Total Traders: 69
8 10 8 4 5 . 27 8 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,984
Positions
11,552 32,861 13,934 0 0 0 30,191 10,196 1,190 1,255 0 0 862 803
Changes from: January 11, 2011 Total Change is: 20
29 -462 -137 0 0 0 -581 -379 347 0 0 0 362 651
Percent of Open Interest Represented by Each Category of Trader
19.6 55.7 23.6 0.0 0.0 0.0 51.2 17.3 2.0 2.1 0.0 0.0 1.5 1.4
Number of Traders in Each Category Total Traders: 20
6 8 10 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,242
Positions
1,378 104,608 51 16,755 310 0 103,293 13,749 90 5,140 14,554 0 8,535 1,880
Changes from: January 11, 2011 Total Change is: 7,325
-43 8,279 -487 -81 310 -133 7,021 -1,109 -89 925 32 0 212 522
Percent of Open Interest Represented by Each Category of Trader
1.0 77.3 0.0 12.4 0.2 0.0 76.4 10.2 0.1 3.8 10.8 0.0 6.3 1.4
Number of Traders in Each Category Total Traders: 113
5 16 . 8 . 0 56 11 . 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,636
Positions
3,366 15,273 48 911 0 0 18,980 6,665 0 680 4,655 0 3,651 995
Changes from: January 11, 2011 Total Change is: 278
-24 1,137 48 -30 0 0 224 -1,154 0 78 131 0 -18 116
Percent of Open Interest Represented by Each Category of Trader
12.2 55.3 0.2 3.3 0.0 0.0 68.7 24.1 0.0 2.5 16.8 0.0 13.2 3.6
Number of Traders in Each Category Total Traders: 45
5 7 . . 0 0 15 11 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 47,149
Positions
15,019 24,341 847 3,583 3,462 473 17,994 9,940 1,192 354 1,402 470 7,218 5,024
Changes from: January 11, 2011 Total Change is: 2,923
520 -1,950 93 93 106 -34 1,415 2,560 119 78 799 61 577 1,168
Percent of Open Interest Represented by Each Category of Trader
31.9 51.6 1.8 7.6 7.3 1.0 38.2 21.1 2.5 0.7 3.0 1.0 15.3 10.7
Number of Traders in Each Category Total Traders: 101
14 19 5 5 5 . 33 17 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 94,299
Positions
30,037 48,682 1,693 7,166 6,923 946 35,989 19,880 2,383 707 2,803 940 14,437 10,047
Changes from: January 11, 2011 Total Change is: 5,845
1,040 -3,900 186 185 212 -68 2,831 5,120 238 157 1,598 122 1,154 2,337
Percent of Open Interest Represented by Each Category of Trader
31.9 51.6 1.8 7.6 7.3 1.0 38.2 21.1 2.5 0.7 3.0 1.0 15.3 10.7
Number of Traders in Each Category Total Traders: 101
14 19 5 5 5 . 33 17 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 973,354
Positions
54,650 300,523 48,700 414,076 117,842 60,717 86,534 161,894 134,657 20,401 27,140 18,313 135,306 103,569
Changes from: January 11, 2011 Total Change is: 47,274
7,644 -5,405 4,791 4,276 -5,655 1,197 -4,506 12,942 24,257 2,866 1,687 1,507 5,241 11,953
Percent of Open Interest Represented by Each Category of Trader
5.6 30.9 5.0 42.5 12.1 6.2 8.9 16.6 13.8 2.1 2.8 1.9 13.9 10.6
Number of Traders in Each Category Total Traders: 566
35 53 33 117 58 67 91 148 113 33 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 398,857
Positions
23,314 160,279 14,765 149,563 33,884 9,589 26,182 44,349 67,048 7,713 10,724 11,386 89,296 46,832
Changes from: January 11, 2011 Total Change is: 28,003
579 319 4,031 642 -678 522 1,691 7,316 11,708 2,202 1,922 -28 6,655 2,891
Percent of Open Interest Represented by Each Category of Trader
5.8 40.2 3.7 37.5 8.5 2.4 6.6 11.1 16.8 1.9 2.7 2.9 22.4 11.7
Number of Traders in Each Category Total Traders: 143
7 22 9 32 13 12 18 34 43 7 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,872,489
Positions
207,968 752,503 118,390 1,335,392 432,617 242,811 352,291 638,256 287,518 69,282 87,923 28,789 230,048 283,682
Changes from: January 11, 2011 Total Change is: 96,354
26,188 -37,756 12,938 18,436 -24,619 3,109 -21,551 37,565 53,309 8,208 3,709 2,786 -7,069 45,312
Percent of Open Interest Represented by Each Category of Trader
7.2 26.2 4.1 46.5 15.1 8.5 12.3 22.2 10.0 2.4 3.1 1.0 8.0 9.9
Number of Traders in Each Category Total Traders: 512
37 50 30 97 53 60 90 134 98 26 25 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 95,849
Positions
19,247 29,754 991 48,362 32,241 5,241 8,872 23,497 772 1,333 0 0 11,031 3,354
Changes from: January 11, 2011 Total Change is: -1,700
-600 -2,236 0 -97 -446 206 -2,029 71 -32 221 0 0 631 737
Percent of Open Interest Represented by Each Category of Trader
20.1 31.0 1.0 50.5 33.6 5.5 9.3 24.5 0.8 1.4 0.0 0.0 11.5 3.5
Number of Traders in Each Category Total Traders: 94
6 10 . 34 13 12 13 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 90,547
Positions
7,717 53,328 3,092 28,286 7,590 2,082 29,292 9,782 6,918 2,892 1,312 506 9,761 5,937
Changes from: January 11, 2011 Total Change is: 5,253
397 1,707 -243 282 117 -16 2,487 880 1,049 312 469 212 773 1,078
Percent of Open Interest Represented by Each Category of Trader
8.5 58.9 3.4 31.2 8.4 2.3 32.4 10.8 7.6 3.2 1.4 0.6 10.8 6.6
Number of Traders in Each Category Total Traders: 257
20 33 9 43 16 13 71 44 22 17 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,773
Positions
2,596 11,821 1 2,190 0 0 5,316 0 0 246 0 0 3,424 1,951
Changes from: January 11, 2011 Total Change is: 605
-231 27 1 241 0 0 737 0 0 0 0 0 -143 577
Percent of Open Interest Represented by Each Category of Trader
18.8 85.8 0.0 15.9 0.0 0.0 38.6 0.0 0.0 1.8 0.0 0.0 24.9 14.2
Number of Traders in Each Category Total Traders: 22
5 9 . . 0 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 383,871
Positions
31,998 213,925 9,066 130,480 37,952 10,411 146,461 75,488 8,011 14,462 7,789 1,299 31,684 19,931
Changes from: January 11, 2011 Total Change is: 23,242
1,780 7,042 140 207 587 -81 13,873 9,522 122 2,037 2,819 584 4,580 2,507
Percent of Open Interest Represented by Each Category of Trader
8.3 55.7 2.4 34.0 9.9 2.7 38.2 19.7 2.1 3.8 2.0 0.3 8.3 5.2
Number of Traders in Each Category Total Traders: 255
20 32 6 42 16 13 71 44 19 17 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 324,724
Positions
89,988 47,841 17,626 123,528 111,805 19,933 47,098 92,703 5,121 1,328 12,015 36 20,066 17,644
Changes from: January 11, 2011 Total Change is: -2,880
2,162 -3,353 -28 1,243 -1,903 710 -5,544 933 -2,526 -68 1,462 27 1,144 1,797
Percent of Open Interest Represented by Each Category of Trader
27.7 14.7 5.4 38.0 34.4 6.1 14.5 28.5 1.6 0.4 3.7 0.0 6.2 5.4
Number of Traders in Each Category Total Traders: 240
16 21 . 56 40 21 37 56 18 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 42,039
Positions
10,221 4,959 312 12,719 200 12 3,642 15,602 0 2,720 1,470 0 12,413 19,484
Changes from: January 11, 2011 Total Change is: 2,436
-446 -447 109 783 0 12 508 1,549 0 -169 200 0 1,639 1,013
Percent of Open Interest Represented by Each Category of Trader
24.3 11.8 0.7 30.3 0.5 0.0 8.7 37.1 0.0 6.5 3.5 0.0 29.5 46.3
Number of Traders in Each Category Total Traders: 59
15 5 . 10 . . 9 12 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 56,536
Positions
13,411 13,684 1,908 10,746 6,591 655 11,917 3,804 241 1,559 4,195 0 16,099 25,458
Changes from: January 11, 2011 Total Change is: 6,485
6,290 -3,369 -147 -1,837 -92 0 -572 1,187 0 -665 225 0 3,416 8,681
Percent of Open Interest Represented by Each Category of Trader
23.7 24.2 3.4 19.0 11.7 1.2 21.1 6.7 0.4 2.8 7.4 0.0 28.5 45.0
Number of Traders in Each Category Total Traders: 56
16 10 4 6 . . 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 27,397
Positions
0 3,911 183 14,253 10,940 3,997 4,261 5,848 0 1,003 0 0 3,700 2,518
Changes from: January 11, 2011 Total Change is: 266
0 -278 55 206 4 -231 224 172 0 0 0 0 12 544
Percent of Open Interest Represented by Each Category of Trader
0.0 14.3 0.7 52.0 39.9 14.6 15.6 21.3 0.0 3.7 0.0 0.0 13.5 9.2
Number of Traders in Each Category Total Traders: 43
0 4 . 15 13 8 5 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 38,087
Positions
4,278 15,810 224 14,670 5,566 1,109 6,761 13,751 38 3,185 0 0 7,822 1,589
Changes from: January 11, 2011 Total Change is: 108
6 -295 -7 -951 -379 106 272 559 0 382 0 0 300 124
Percent of Open Interest Represented by Each Category of Trader
11.2 41.5 0.6 38.5 14.6 2.9 17.8 36.1 0.1 8.4 0.0 0.0 20.5 4.2
Number of Traders in Each Category Total Traders: 51
4 6 . 13 8 6 8 5 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 622,506
Positions
20,913 81,277 21,815 291,441 163,024 52,055 35,678 74,978 40,480 20,819 26,675 3,694 135,610 158,509
Changes from: January 11, 2011 Total Change is: 12,542
-6,007 5,877 3,128 -3,861 -13,366 1,329 11,491 9,654 1,801 17 1,196 109 4,536 2,815
Percent of Open Interest Represented by Each Category of Trader
3.4 13.1 3.5 46.8 26.2 8.4 5.7 12.0 6.5 3.3 4.3 0.6 21.8 25.5
Number of Traders in Each Category Total Traders: 157
7 17 13 46 23 37 24 30 33 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 307,633
Positions
91 111,982 3,386 224,232 7,433 15,522 0 121,319 398 0 1,993 0 64,004 45,601
Changes from: January 11, 2011 Total Change is: -465
43 -7,034 -1,079 -2,384 55 -814 0 9,379 78 0 40 0 3,691 -1,090
Percent of Open Interest Represented by Each Category of Trader
0.0 36.4 1.1 72.9 2.4 5.0 0.0 39.4 0.1 0.0 0.6 0.0 20.8 14.8
Number of Traders in Each Category Total Traders: 58
. 10 4 27 4 14 0 15 . 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 750,673
Positions
34,342 111,874 12,401 308,673 225,070 94,988 115,862 82,795 28,239 47,496 58,111 4,278 104,394 132,917
Changes from: January 11, 2011 Total Change is: 34,562
1,977 9,453 2,408 -29,344 8,919 20,115 27,571 -11,523 785 2,298 996 -20 8,770 3,429
Percent of Open Interest Represented by Each Category of Trader
4.6 14.9 1.7 41.1 30.0 12.7 15.4 11.0 3.8 6.3 7.7 0.6 13.9 17.7
Number of Traders in Each Category Total Traders: 193
10 25 15 31 43 35 30 31 26 10 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,746,039
Positions
102,187 98,410 212,539 505,570 375,919 222,962 129,761 223,544 199,660 40,558 19,440 50,885 281,918 342,682
Changes from: January 11, 2011 Total Change is: -30,404
6,580 -43,112 7,184 -3,705 8,454 -5,848 -23,211 22,345 -14,443 6,143 -4,593 1,167 -4,272 -1,558
Percent of Open Interest Represented by Each Category of Trader
5.9 5.6 12.2 29.0 21.5 12.8 7.4 12.8 11.4 2.3 1.1 2.9 16.1 19.6
Number of Traders in Each Category Total Traders: 256
31 27 50 35 55 54 39 53 63 9 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,208,462
Positions
61,234 127,999 43,279 203,137 467,432 147,601 410,349 36,680 75,094 75,629 48,679 6,725 185,414 254,974
Changes from: January 11, 2011 Total Change is: 48,254
-4,202 32,649 347 20,925 33,155 -10,079 29,649 -13,126 4,087 3,405 -771 400 3,722 1,592
Percent of Open Interest Represented by Each Category of Trader
5.1 10.6 3.6 16.8 38.7 12.2 34.0 3.0 6.2 6.3 4.0 0.6 15.3 21.1
Number of Traders in Each Category Total Traders: 181
16 20 24 26 40 40 40 19 31 11 9 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 826,707
Positions
120,615 188,591 268,136 7,068 1,000 2,072 86,987 22,918 239,308 22,823 9,234 46,539 33,160 48,908
Changes from: January 11, 2011 Total Change is: 31,391
14,447 5,976 7,761 1,241 -846 224 -7,042 739 16,596 -5,672 -5,220 2,284 1,552 3,877
Percent of Open Interest Represented by Each Category of Trader
14.6 22.8 32.4 0.9 0.1 0.3 10.5 2.8 28.9 2.8 1.1 5.6 4.0 5.9
Number of Traders in Each Category Total Traders: 110
27 28 39 4 . . 18 21 31 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,338,263
Positions
1,668,206 2,814,377 2,614,653 1,526,327 422,387 288,830 743,530 329,369 3,842,459 60,924 325,673 776,570 816,764 923,947
Changes from: January 11, 2011 Total Change is: 65,198
-134,304 77,920 38,045 101,193 3,951 14,759 118,653 -43,679 -59,603 28,761 21,086 -19,381 -22,924 32,101
Percent of Open Interest Represented by Each Category of Trader
13.5 22.8 21.2 12.4 3.4 2.3 6.0 2.7 31.1 0.5 2.6 6.3 6.6 7.5
Number of Traders in Each Category Total Traders: 271
32 56 86 7 13 18 78 46 104 12 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 14,645
Positions
5,824 5,954 946 1,383 1,124 142 1,448 5,755 17 4,800 482 0 85 225
Changes from: January 11, 2011 Total Change is: 535
52 -71 737 -43 0 0 -127 2 17 0 -26 0 -101 -124
Percent of Open Interest Represented by Each Category of Trader
39.8 40.7 6.5 9.4 7.7 1.0 9.9 39.3 0.1 32.8 3.3 0.0 0.6 1.5
Number of Traders in Each Category Total Traders: 31
. 4 . . 5 . . 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 48,263
Positions
37,049 23,764 5,354 1,947 2,049 130 3,213 10,977 0 0 5,568 0 570 421
Changes from: January 11, 2011 Total Change is: 5,709
479 1,078 4,152 7 235 0 583 166 0 0 95 0 488 -17
Percent of Open Interest Represented by Each Category of Trader
76.8 49.2 11.1 4.0 4.2 0.3 6.7 22.7 0.0 0.0 11.5 0.0 1.2 0.9
Number of Traders in Each Category Total Traders: 33
4 5 . . 5 . . 10 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 33,352
Positions
10,718 12,759 30 817 237 719 12,551 13,978 911 2,250 1,035 0 5,356 3,683
Changes from: January 11, 2011 Total Change is: -3,502
-91 -1,400 13 -459 57 92 -1,382 -2,694 -1,273 338 63 -15 -725 1,656
Percent of Open Interest Represented by Each Category of Trader
32.1 38.3 0.1 2.4 0.7 2.2 37.6 41.9 2.7 6.7 3.1 0.0 16.1 11.0
Number of Traders in Each Category Total Traders: 83
4 4 . 4 . . 22 28 7 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 174,010
Positions
69,121 34,356 39,524 3,208 1,301 3,983 6,185 43,868 23,510 2,225 5,213 4,308 21,946 17,947
Changes from: January 11, 2011 Total Change is: 25,094
4,127 1,256 10,660 -15 746 130 2,812 5,181 3,816 580 1,308 -129 3,113 2,126
Percent of Open Interest Represented by Each Category of Trader
39.7 19.7 22.7 1.8 0.7 2.3 3.6 25.2 13.5 1.3 3.0 2.5 12.6 10.3
Number of Traders in Each Category Total Traders: 103
7 14 17 4 6 5 17 34 33 6 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,092
Positions
970 3,410 0 2,400 0 0 713 1,478 37 891 148 0 81 19
Changes from: January 11, 2011 Total Change is: 27
0 22 0 196 0 0 -2 -60 0 20 60 0 -187 5
Percent of Open Interest Represented by Each Category of Trader
19.0 67.0 0.0 47.1 0.0 0.0 14.0 29.0 0.7 17.5 2.9 0.0 1.6 0.4
Number of Traders in Each Category Total Traders: 21
. 4 0 4 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 18, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 16,069
Positions
442 14,565 28 10,567 0 5 1,876 341 254 0 125 14 2,883 737
Changes from: January 11, 2011 Total Change is: 1,252
-28 319 28 -124 0 0 -200 177 254 0 0 0 1,322 474
Percent of Open Interest Represented by Each Category of Trader
2.8 90.6 0.2 65.8 0.0 0.0 11.7 2.1 1.6 0.0 0.8 0.1 17.9 4.6
Number of Traders in Each Category Total Traders: 22
. 4 . 9 0 . 5 . . 0 . .
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Updated January 21, 2011