Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 126,125
Positions
2,413 68,483 4,389 10,429 6,958 132 46,707 6,135 4,532 7,764 19,002 382 49,377 16,111
Changes from: January 18, 2011 Total Change is: -10,078
-447 -9,960 1,463 -84 -314 -8 -11,406 392 523 -171 -399 -48 100 -1,727
Percent of Open Interest Represented by Each Category of Trader
1.9 54.3 3.5 8.3 5.5 0.1 37.0 4.9 3.6 6.2 15.1 0.3 39.1 12.8
Number of Traders in Each Category Total Traders: 86
. 17 7 4 4 . 35 11 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 43,978
Positions
1,030 16,751 1,713 1,494 1,116 77 18,225 6,437 1,007 0 5,000 0 20,432 11,878
Changes from: January 18, 2011 Total Change is: -440
488 -1,899 718 0 -483 0 -1,788 -1,315 657 0 0 0 -516 1,882
Percent of Open Interest Represented by Each Category of Trader
2.3 38.1 3.9 3.4 2.5 0.2 41.4 14.6 2.3 0.0 11.4 0.0 46.5 27.0
Number of Traders in Each Category Total Traders: 39
. 12 5 . . . 14 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 108,759
Positions
11,158 23,198 10,259 7,501 18,513 1,225 43,120 18,818 3,880 443 8,806 788 30,385 23,273
Changes from: January 18, 2011 Total Change is: 6,569
-6,700 7,293 1,341 412 -2,210 -13 7,028 -107 226 443 -1,052 788 3,044 304
Percent of Open Interest Represented by Each Category of Trader
10.3 21.3 9.4 6.9 17.0 1.1 39.6 17.3 3.6 0.4 8.1 0.7 27.9 21.4
Number of Traders in Each Category Total Traders: 87
6 14 11 4 13 5 28 15 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 127,559
Positions
7,629 53,378 5,822 31,537 5,596 914 44,965 19,210 4,675 4,900 5,397 1 27,116 32,566
Changes from: January 18, 2011 Total Change is: 6,305
-801 6,693 1,020 -1,958 323 -25 6,408 -1,316 660 1,000 240 -5 6 -1,285
Percent of Open Interest Represented by Each Category of Trader
6.0 41.8 4.6 24.7 4.4 0.7 35.2 15.1 3.7 3.8 4.2 0.0 21.3 25.5
Number of Traders in Each Category Total Traders: 117
8 19 10 11 7 . 29 32 23 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 254,117
Positions
37,238 52,322 20,733 21,592 19,593 3,087 49,586 43,910 26,172 20,930 12,438 8,612 66,167 67,250
Changes from: January 18, 2011 Total Change is: 20,020
-3,287 21,606 2,862 228 -2,569 -119 6,824 -16,187 4,700 1,121 3,048 155 7,535 6,523
Percent of Open Interest Represented by Each Category of Trader
14.7 20.6 8.2 8.5 7.7 1.2 19.5 17.3 10.3 8.2 4.9 3.4 26.0 26.5
Number of Traders in Each Category Total Traders: 177
19 22 16 14 16 10 34 46 39 10 16 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 120,801
Positions
10,560 80,143 4,278 10,765 4,498 154 59,351 8,931 2,141 1,417 4,730 221 31,914 15,706
Changes from: January 18, 2011 Total Change is: -643
1,521 -4,045 -24 625 85 0 -763 2,507 -142 483 3 -25 -2,317 999
Percent of Open Interest Represented by Each Category of Trader
8.7 66.3 3.5 8.9 3.7 0.1 49.1 7.4 1.8 1.2 3.9 0.2 26.4 13.0
Number of Traders in Each Category Total Traders: 75
7 13 8 5 5 . 28 9 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 142,786
Positions
1,335 111,485 51 17,269 0 0 110,480 14,998 152 5,263 14,518 0 8,236 1,582
Changes from: January 18, 2011 Total Change is: 7,544
-43 6,877 0 514 -310 0 7,187 1,249 62 123 -36 0 -299 -298
Percent of Open Interest Represented by Each Category of Trader
0.9 78.1 0.0 12.1 0.0 0.0 77.4 10.5 0.1 3.7 10.2 0.0 5.8 1.1
Number of Traders in Each Category Total Traders: 119
5 16 . 9 0 0 63 10 . 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 26,199
Positions
4,459 13,891 38 163 0 0 16,773 6,863 0 818 4,267 0 3,948 1,140
Changes from: January 18, 2011 Total Change is: -1,437
1,093 -1,382 -10 -748 0 0 -2,207 198 0 138 -388 0 297 145
Percent of Open Interest Represented by Each Category of Trader
17.0 53.0 0.1 0.6 0.0 0.0 64.0 26.2 0.0 3.1 16.3 0.0 15.1 4.4
Number of Traders in Each Category Total Traders: 44
5 7 . . 0 0 17 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 51,533
Positions
16,119 25,210 1,026 3,304 3,450 631 21,041 12,254 1,456 234 1,670 488 7,235 5,349
Changes from: January 18, 2011 Total Change is: 4,384
1,101 868 180 -279 -12 158 3,046 2,314 264 -120 268 18 16 325
Percent of Open Interest Represented by Each Category of Trader
31.3 48.9 2.0 6.4 6.7 1.2 40.8 23.8 2.8 0.5 3.2 0.9 14.0 10.4
Number of Traders in Each Category Total Traders: 100
16 20 5 5 5 . 30 18 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 103,066
Positions
32,239 50,419 2,053 6,608 6,900 1,261 42,081 24,508 2,912 467 3,339 976 14,469 10,698
Changes from: January 18, 2011 Total Change is: 8,767
2,202 1,737 359 -558 -23 315 6,093 4,628 528 -240 536 36 32 651
Percent of Open Interest Represented by Each Category of Trader
31.3 48.9 2.0 6.4 6.7 1.2 40.8 23.8 2.8 0.5 3.2 0.9 14.0 10.4
Number of Traders in Each Category Total Traders: 100
16 20 5 5 5 . 30 18 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 941,013
Positions
52,807 305,280 49,071 422,698 122,695 59,657 88,190 163,135 94,519 20,978 30,491 15,440 137,654 100,725
Changes from: January 18, 2011 Total Change is: -32,342
-1,843 4,757 371 8,622 4,854 -1,060 1,655 1,240 -40,139 577 3,352 -2,873 2,349 -2,844
Percent of Open Interest Represented by Each Category of Trader
5.6 32.4 5.2 44.9 13.0 6.3 9.4 17.3 10.0 2.2 3.2 1.6 14.6 10.7
Number of Traders in Each Category Total Traders: 554
33 52 37 116 61 67 83 146 104 35 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 373,431
Positions
23,971 165,238 12,376 148,343 33,896 9,205 25,086 42,465 44,850 7,808 10,037 9,847 91,945 45,518
Changes from: January 18, 2011 Total Change is: -25,426
657 4,958 -2,389 -1,220 12 -384 -1,096 -1,885 -22,197 94 -687 -1,540 2,649 -1,315
Percent of Open Interest Represented by Each Category of Trader
6.4 44.2 3.3 39.7 9.1 2.5 6.7 11.4 12.0 2.1 2.7 2.6 24.6 12.2
Number of Traders in Each Category Total Traders: 139
9 21 9 30 13 12 19 32 41 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,837,909
Positions
205,061 761,092 122,594 1,384,132 456,357 239,900 383,452 671,284 180,409 71,879 108,298 21,938 228,544 276,038
Changes from: January 18, 2011 Total Change is: -34,579
-2,906 8,589 4,204 48,740 23,740 -2,911 31,161 33,028 -107,109 2,597 20,375 -6,851 -1,504 -7,645
Percent of Open Interest Represented by Each Category of Trader
7.2 26.8 4.3 48.8 16.1 8.5 13.5 23.7 6.4 2.5 3.8 0.8 8.1 9.7
Number of Traders in Each Category Total Traders: 505
37 47 34 97 56 59 88 129 89 27 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 97,526
Positions
18,915 32,792 1,112 48,978 32,193 5,384 10,470 21,964 823 1,384 0 0 10,461 3,259
Changes from: January 18, 2011 Total Change is: 1,678
-332 3,038 121 616 -48 143 1,598 -1,533 51 51 0 0 -571 -95
Percent of Open Interest Represented by Each Category of Trader
19.4 33.6 1.1 50.2 33.0 5.5 10.7 22.5 0.8 1.4 0.0 0.0 10.7 3.3
Number of Traders in Each Category Total Traders: 91
4 13 . 33 13 12 13 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 95,119
Positions
8,388 55,595 3,789 26,411 8,648 2,753 32,105 8,465 8,436 2,576 1,354 448 10,213 5,631
Changes from: January 18, 2011 Total Change is: 4,571
670 2,267 696 -1,875 1,058 671 2,813 -1,316 1,518 -316 43 -58 452 -307
Percent of Open Interest Represented by Each Category of Trader
8.8 58.4 4.0 27.8 9.1 2.9 33.8 8.9 8.9 2.7 1.4 0.5 10.7 5.9
Number of Traders in Each Category Total Traders: 258
20 34 8 40 18 14 78 43 17 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 17,198
Positions
2,853 13,275 600 2,315 0 0 6,959 0 200 348 383 256 3,667 2,484
Changes from: January 18, 2011 Total Change is: 3,425
257 1,454 599 125 0 0 1,643 0 200 102 383 256 243 533
Percent of Open Interest Represented by Each Category of Trader
16.6 77.2 3.5 13.5 0.0 0.0 40.5 0.0 1.2 2.0 2.2 1.5 21.3 14.4
Number of Traders in Each Category Total Traders: 21
4 8 . . 0 0 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 389,604
Positions
33,409 217,334 10,208 120,478 43,240 13,764 160,527 77,122 6,387 11,141 4,855 959 32,731 15,734
Changes from: January 18, 2011 Total Change is: 5,733
1,411 3,409 1,142 -10,002 5,288 3,353 14,067 1,634 -1,624 -3,321 -2,933 -340 1,046 -4,197
Percent of Open Interest Represented by Each Category of Trader
8.6 55.8 2.6 30.9 11.1 3.5 41.2 19.8 1.6 2.9 1.2 0.2 8.4 4.0
Number of Traders in Each Category Total Traders: 255
20 32 6 39 18 14 78 43 14 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 332,056
Positions
94,888 48,331 18,570 122,458 113,778 21,049 46,148 100,552 4,752 2,289 8,053 906 20,996 16,064
Changes from: January 18, 2011 Total Change is: 7,332
4,900 490 944 -1,070 1,973 1,116 -951 7,849 -369 961 -3,962 871 930 -1,580
Percent of Open Interest Represented by Each Category of Trader
28.6 14.6 5.6 36.9 34.3 6.3 13.9 30.3 1.4 0.7 2.4 0.3 6.3 4.8
Number of Traders in Each Category Total Traders: 242
14 23 5 52 43 19 38 57 17 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 40,787
Positions
8,978 4,223 290 11,801 200 12 4,911 13,459 0 1,847 1,660 0 12,948 20,943
Changes from: January 18, 2011 Total Change is: -1,252
-1,243 -736 -22 -918 0 0 1,269 -2,143 0 -873 190 0 535 1,459
Percent of Open Interest Represented by Each Category of Trader
22.0 10.4 0.7 28.9 0.5 0.0 12.0 33.0 0.0 4.5 4.1 0.0 31.7 51.3
Number of Traders in Each Category Total Traders: 58
15 4 . 10 . . 11 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 57,713
Positions
18,388 14,557 1,903 10,983 6,574 655 9,024 4,105 537 1,809 4,255 0 14,414 25,127
Changes from: January 18, 2011 Total Change is: 1,177
4,977 873 -5 237 -17 0 -2,893 301 296 250 60 0 -1,685 -331
Percent of Open Interest Represented by Each Category of Trader
31.9 25.2 3.3 19.0 11.4 1.1 15.6 7.1 0.9 3.1 7.4 0.0 25.0 43.5
Number of Traders in Each Category Total Traders: 58
16 9 . 7 . . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 28,139
Positions
0 3,740 200 14,914 12,353 3,889 4,350 5,525 0 1,003 0 0 3,783 2,432
Changes from: January 18, 2011 Total Change is: 742
0 -171 17 661 1,413 -108 89 -323 0 0 0 0 83 -86
Percent of Open Interest Represented by Each Category of Trader
0.0 13.3 0.7 53.0 43.9 13.8 15.5 19.6 0.0 3.6 0.0 0.0 13.4 8.6
Number of Traders in Each Category Total Traders: 42
0 4 . 15 13 8 5 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 38,225
Positions
4,861 16,253 239 14,480 6,238 1,036 6,312 12,837 38 3,253 0 0 8,006 1,584
Changes from: January 18, 2011 Total Change is: 138
583 443 15 -190 672 -73 -449 -914 0 68 0 0 184 -5
Percent of Open Interest Represented by Each Category of Trader
12.7 42.5 0.6 37.9 16.3 2.7 16.5 33.6 0.1 8.5 0.0 0.0 20.9 4.1
Number of Traders in Each Category Total Traders: 53
. 6 . 12 9 6 10 6 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 620,475
Positions
17,438 92,228 18,737 298,088 157,419 52,035 36,962 89,329 30,790 21,291 24,357 2,636 142,498 152,943
Changes from: January 18, 2011 Total Change is: -2,031
-3,475 10,951 -3,078 6,646 -5,606 -19 1,284 14,352 -9,690 471 -2,317 -1,058 6,888 -5,566
Percent of Open Interest Represented by Each Category of Trader
2.8 14.9 3.0 48.0 25.4 8.4 6.0 14.4 5.0 3.4 3.9 0.4 23.0 24.6
Number of Traders in Each Category Total Traders: 149
5 19 15 43 22 34 19 33 28 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 303,965
Positions
0 112,960 1,435 222,072 3,198 15,767 0 118,696 189 0 1,776 0 64,502 49,944
Changes from: January 18, 2011 Total Change is: -3,669
-91 979 -1,951 -2,160 -4,235 245 0 -2,623 -209 0 -217 0 498 4,343
Percent of Open Interest Represented by Each Category of Trader
0.0 37.2 0.5 73.1 1.1 5.2 0.0 39.0 0.1 0.0 0.6 0.0 21.2 16.4
Number of Traders in Each Category Total Traders: 54
0 10 . 27 . 14 0 14 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 765,146
Positions
51,786 131,348 9,881 313,623 234,800 89,239 117,752 74,407 25,884 44,726 61,682 7,055 105,200 130,850
Changes from: January 18, 2011 Total Change is: 14,473
17,445 19,474 -2,519 4,950 9,730 -5,749 1,890 -8,388 -2,355 -2,770 3,571 2,776 806 -2,067
Percent of Open Interest Represented by Each Category of Trader
6.8 17.2 1.3 41.0 30.7 11.7 15.4 9.7 3.4 5.8 8.1 0.9 13.7 17.1
Number of Traders in Each Category Total Traders: 194
12 27 12 32 44 36 29 27 23 9 14 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 1,699,653
Positions
94,387 127,146 193,416 520,175 406,745 230,450 139,918 166,647 162,492 33,293 23,287 41,378 284,144 348,092
Changes from: January 18, 2011 Total Change is: -46,386
-7,799 28,736 -19,123 14,606 30,826 7,488 10,157 -56,896 -37,168 -7,266 3,846 -9,507 2,225 5,411
Percent of Open Interest Represented by Each Category of Trader
5.6 7.5 11.4 30.6 23.9 13.6 8.2 9.8 9.6 2.0 1.4 2.4 16.7 20.5
Number of Traders in Each Category Total Traders: 248
29 27 46 32 54 49 42 46 62 9 9 10
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 1,229,991
Positions
46,768 140,417 42,670 222,697 457,816 146,180 424,064 52,989 68,370 78,404 54,396 6,129 194,709 261,025
Changes from: January 18, 2011 Total Change is: 21,529
-14,466 12,418 -609 19,560 -9,616 -1,421 13,715 16,310 -6,724 2,776 5,717 -596 9,295 6,051
Percent of Open Interest Represented by Each Category of Trader
3.8 11.4 3.5 18.1 37.2 11.9 34.5 4.3 5.6 6.4 4.4 0.5 15.8 21.2
Number of Traders in Each Category Total Traders: 189
12 22 25 23 43 39 48 20 29 10 11 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 851,742
Positions
123,323 195,182 283,435 6,706 1,193 4,835 91,570 23,618 237,088 22,539 10,471 47,904 34,341 48,016
Changes from: January 18, 2011 Total Change is: 25,035
2,708 6,591 15,300 -361 193 2,763 4,584 700 -2,220 -284 1,237 1,365 1,181 -893
Percent of Open Interest Represented by Each Category of Trader
14.5 22.9 33.3 0.8 0.1 0.6 10.8 2.8 27.8 2.6 1.2 5.6 4.0 5.6
Number of Traders in Each Category Total Traders: 112
27 28 42 4 . 4 19 20 30 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 is12,818,121
Positions
1,597,166 2,950,957 2,710,271 1,693,909 452,375 325,483 798,061 363,339 3,972,331 63,660 308,693 782,382 874,858 952,290
Changes from: January 18, 2011 Total Change is: 479,858
-71,040 136,580 95,619 167,582 29,988 36,653 54,531 33,970 129,872 2,735 -16,980 5,812 58,094 28,343
Percent of Open Interest Represented by Each Category of Trader
12.5 23.0 21.1 13.2 3.5 2.5 6.2 2.8 31.0 0.5 2.4 6.1 6.8 7.4
Number of Traders in Each Category Total Traders: 282
31 59 88 7 15 20 76 54 105 15 17 25
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 15,296
Positions
6,343 6,524 987 1,451 1,125 59 1,580 5,888 17 4,800 477 0 59 219
Changes from: January 18, 2011 Total Change is: 651
519 570 41 68 1 -83 132 133 0 0 -5 0 -26 -6
Percent of Open Interest Represented by Each Category of Trader
41.5 42.7 6.5 9.5 7.4 0.4 10.3 38.5 0.1 31.4 3.1 0.0 0.4 1.4
Number of Traders in Each Category Total Traders: 32
5 . . . 5 . . 11 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 50,580
Positions
37,507 23,619 7,572 1,947 2,377 127 3,184 10,883 0 0 5,512 0 243 490
Changes from: January 18, 2011 Total Change is: 2,317
458 -145 2,218 0 328 -3 -29 -94 0 0 -56 0 -327 69
Percent of Open Interest Represented by Each Category of Trader
74.2 46.7 15.0 3.8 4.7 0.3 6.3 21.5 0.0 0.0 10.9 0.0 0.5 1.0
Number of Traders in Each Category Total Traders: 33
4 5 . . 5 . 5 9 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 39,751
Positions
11,144 9,368 158 460 240 816 17,236 22,521 1,005 3,016 1,016 1 5,915 4,626
Changes from: January 18, 2011 Total Change is: 6,398
426 -3,391 128 -357 3 97 4,685 8,543 94 766 -19 1 559 943
Percent of Open Interest Represented by Each Category of Trader
28.0 23.6 0.4 1.2 0.6 2.1 43.4 56.7 2.5 7.6 2.6 0.0 14.9 11.6
Number of Traders in Each Category Total Traders: 100
7 4 . 4 . . 24 37 6 16 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 151,220
Positions
67,771 43,885 21,013 3,208 986 4,386 4,317 30,968 28,081 2,357 5,273 4,774 15,313 11,854
Changes from: January 18, 2011 Total Change is: -22,790
-1,350 9,529 -18,511 0 -315 403 -1,869 -12,900 4,571 132 60 466 -6,633 -6,093
Percent of Open Interest Represented by Each Category of Trader
44.8 29.0 13.9 2.1 0.7 2.9 2.9 20.5 18.6 1.6 3.5 3.2 10.1 7.8
Number of Traders in Each Category Total Traders: 102
9 12 15 4 5 5 18 29 32 5 7 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 5,126
Positions
970 3,445 0 2,464 0 0 713 1,463 37 891 148 0 51 33
Changes from: January 18, 2011 Total Change is: 34
0 35 0 64 0 0 0 -15 0 0 0 0 -30 14
Percent of Open Interest Represented by Each Category of Trader
18.9 67.2 0.0 48.1 0.0 0.0 13.9 28.5 0.7 17.4 2.9 0.0 1.0 0.6
Number of Traders in Each Category Total Traders: 20
. . 0 4 0 0 5 . . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 25, 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 14,593
Positions
448 13,671 18 9,753 0 5 1,811 132 50 0 125 14 2,494 578
Changes from: January 18, 2011 Total Change is: -1,476
6 -894 -10 -814 0 0 -65 -209 -204 0 0 0 -389 -159
Percent of Open Interest Represented by Each Category of Trader
3.1 93.7 0.1 66.8 0.0 0.0 12.4 0.9 0.3 0.0 0.9 0.1 17.1 4.0
Number of Traders in Each Category Total Traders: 21
. . . 9 0 . 6 . . 0 . .
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Updated January 28, 2011