Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 128,842 Positions 3,604 67,138 4,477 10,337 7,121 142 45,417 6,135 5,537 8,449 19,476 469 50,411 18,347 Changes from: January 25, 2011 Total Change is: 2,717 1,191 -1,345 87 -92 163 10 -1,290 -0 1,005 685 474 87 1,034 2,236 Percent of Open Interest Represented by Each Category of Trader 2.8 52.1 3.5 8.0 5.5 0.1 35.3 4.8 4.3 6.6 15.1 0.4 39.1 14.2 Number of Traders in Each Category Total Traders: 84 . 17 6 4 4 . 28 14 14 12 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 50,666 Positions 932 20,322 1,729 1,402 1,106 77 22,801 9,053 1,111 0 5,000 0 22,614 12,268 Changes from: January 25, 2011 Total Change is: 6,688 -98 3,571 16 -92 -10 0 4,576 2,616 104 0 0 0 2,182 390 Percent of Open Interest Represented by Each Category of Trader 1.8 40.1 3.4 2.8 2.2 0.2 45.0 17.9 2.2 0.0 9.9 0.0 44.6 24.2 Number of Traders in Each Category Total Traders: 46 . 14 5 . . . 19 6 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 124,413 Positions 9,782 34,190 13,070 7,563 18,228 1,243 52,817 17,647 4,865 1,285 9,693 534 33,253 24,942 Changes from: January 25, 2011 Total Change is: 15,655 -1,376 10,993 2,811 62 -285 18 9,697 -1,170 986 842 887 -253 2,868 1,669 Percent of Open Interest Represented by Each Category of Trader 7.9 27.5 10.5 6.1 14.7 1.0 42.5 14.2 3.9 1.0 7.8 0.4 26.7 20.0 Number of Traders in Each Category Total Traders: 94 5 15 11 4 12 6 30 19 19 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 128,885 Positions 8,057 52,001 7,359 29,986 5,690 918 43,090 16,492 4,647 5,654 5,381 9 29,165 36,388 Changes from: January 25, 2011 Total Change is: 1,326 428 -1,377 1,537 -1,551 94 4 -1,874 -2,718 -28 754 -16 8 2,049 3,823 Percent of Open Interest Represented by Each Category of Trader 6.3 40.3 5.7 23.3 4.4 0.7 33.4 12.8 3.6 4.4 4.2 0.0 22.6 28.2 Number of Traders in Each Category Total Traders: 116 7 21 12 11 7 . 28 27 20 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 279,549 Positions 32,229 67,442 27,552 25,677 18,934 2,783 60,241 34,706 32,671 18,874 14,810 10,700 68,823 69,952 Changes from: January 25, 2011 Total Change is: 25,432 -5,009 15,120 6,819 4,085 -659 -304 10,655 -9,204 6,499 -2,056 2,372 2,087 2,656 2,702 Percent of Open Interest Represented by Each Category of Trader 11.5 24.1 9.9 9.2 6.8 1.0 21.5 12.4 11.7 6.8 5.3 3.8 24.6 25.0 Number of Traders in Each Category Total Traders: 181 20 17 14 16 15 12 36 45 42 13 19 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 129,328 Positions 5,845 89,743 4,503 9,430 3,961 154 69,299 7,118 3,125 947 4,044 273 35,752 16,407 Changes from: January 25, 2011 Total Change is: 8,526 -4,715 9,600 224 -1,335 -537 0 9,947 -1,813 984 -469 -686 52 3,837 702 Percent of Open Interest Represented by Each Category of Trader 4.5 69.4 3.5 7.3 3.1 0.1 53.6 5.5 2.4 0.7 3.1 0.2 27.6 12.7 Number of Traders in Each Category Total Traders: 73 5 14 8 4 5 . 29 10 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 59,095 Positions 9,078 32,663 14,552 0 0 0 30,189 10,542 1,278 2,616 0 0 1,382 60 Changes from: January 25, 2011 Total Change is: 111 -2,474 -198 618 0 0 0 -2 346 88 1,361 0 0 520 -743 Percent of Open Interest Represented by Each Category of Trader 15.4 55.3 24.6 0.0 0.0 0.0 51.1 17.8 2.2 4.4 0.0 0.0 2.3 0.1 Number of Traders in Each Category Total Traders: 20 5 8 9 0 0 0 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 151,734 Positions 1,673 117,482 51 17,066 243 0 118,980 18,011 122 5,783 14,513 0 8,059 1,312 Changes from: January 25, 2011 Total Change is: 8,948 338 5,997 0 -203 243 0 8,500 3,013 -30 520 -5 0 -177 -270 Percent of Open Interest Represented by Each Category of Trader 1.1 77.4 0.0 11.2 0.2 0.0 78.4 11.9 0.1 3.8 9.6 0.0 5.3 0.9 Number of Traders in Each Category Total Traders: 118 5 17 . 11 . 0 59 10 . 10 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 27,450 Positions 3,808 15,162 26 0 105 0 18,797 6,995 0 896 4,150 0 3,923 1,012 Changes from: January 25, 2011 Total Change is: 1,251 -651 1,271 -12 -163 105 0 2,024 132 0 78 -117 0 -25 -128 Percent of Open Interest Represented by Each Category of Trader 13.9 55.2 0.1 0.0 0.4 0.0 68.5 25.5 0.0 3.3 15.1 0.0 14.3 3.7 Number of Traders in Each Category Total Traders: 46 5 7 . 0 . 0 19 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 62,445 Positions 22,164 32,437 1,548 3,538 2,646 818 20,608 10,877 4,852 109 1,754 504 8,304 7,008 Changes from: January 25, 2011 Total Change is: 10,912 6,044 7,227 522 234 -804 187 -432 -1,376 3,397 -125 84 16 1,070 1,659 Percent of Open Interest Represented by Each Category of Trader 35.5 51.9 2.5 5.7 4.2 1.3 33.0 17.4 7.8 0.2 2.8 0.8 13.3 11.2 Number of Traders in Each Category Total Traders: 112 22 18 6 7 5 . 37 15 12 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 10,639 Positions 4,895 7,576 168 380 0 0 3,401 765 0 0 0 0 1,795 2,130 Changes from: January 25, 2011 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 46.0 71.2 1.6 3.6 0.0 0.0 32.0 7.2 0.0 0.0 0.0 0.0 16.9 20.0 Number of Traders in Each Category Total Traders: 20 6 5 . . 0 0 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 103,612 Positions 34,537 49,721 2,761 6,315 5,292 1,635 41,523 27,333 2,597 217 3,508 1,008 13,019 9,756 Changes from: January 25, 2011 Total Change is: 546 2,299 -698 708 -293 -1,608 374 -559 2,825 -315 -250 169 32 -1,450 -942 Percent of Open Interest Represented by Each Category of Trader 33.3 48.0 2.7 6.1 5.1 1.6 40.1 26.4 2.5 0.2 3.4 1.0 12.6 9.4 Number of Traders in Each Category Total Traders: 108 20 17 6 6 5 . 36 19 5 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 984,073 Positions 52,469 293,652 62,098 421,961 127,532 59,658 85,304 164,526 122,952 20,607 34,438 21,211 137,813 98,007 Changes from: January 25, 2011 Total Change is: 43,060 -338 -11,628 13,027 -736 4,836 1 -2,886 1,391 28,433 -371 3,947 5,771 158 -2,719 Percent of Open Interest Represented by Each Category of Trader 5.3 29.8 6.3 42.9 13.0 6.1 8.7 16.7 12.5 2.1 3.5 2.2 14.0 10.0 Number of Traders in Each Category Total Traders: 567 32 54 38 118 58 65 95 143 121 33 34 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 394,749 Positions 30,223 161,682 16,181 152,804 33,707 9,258 22,831 46,532 55,928 8,029 12,463 14,119 85,377 44,880 Changes from: January 25, 2011 Total Change is: 21,318 6,253 -3,555 3,805 4,461 -189 53 -2,256 4,067 11,077 221 2,426 4,272 -6,568 -638 Percent of Open Interest Represented by Each Category of Trader 7.7 41.0 4.1 38.7 8.5 2.3 5.8 11.8 14.2 2.0 3.2 3.6 21.6 11.4 Number of Traders in Each Category Total Traders: 149 9 20 11 33 13 12 23 33 47 7 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,946,619 Positions 205,664 754,286 135,148 1,360,518 483,853 237,270 397,735 675,337 249,754 74,238 121,221 24,116 262,177 265,635 Changes from: January 25, 2011 Total Change is: 108,710 603 -6,806 12,554 -23,614 27,497 -2,630 14,283 4,053 69,345 2,359 12,923 2,177 33,633 -10,403 Percent of Open Interest Represented by Each Category of Trader 7.0 25.6 4.6 46.2 16.4 8.1 13.5 22.9 8.5 2.5 4.1 0.8 8.9 9.0 Number of Traders in Each Category Total Traders: 515 35 50 34 97 53 57 94 132 106 28 26 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 99,041 Positions 19,008 33,811 1,151 49,289 34,472 5,237 11,977 21,473 355 1,422 0 0 10,603 2,543 Changes from: January 25, 2011 Total Change is: 1,515 93 1,019 39 311 2,279 -147 1,507 -491 -468 38 0 0 142 -716 Percent of Open Interest Represented by Each Category of Trader 19.2 34.1 1.2 49.8 34.8 5.3 12.1 21.7 0.4 1.4 0.0 0.0 10.7 2.6 Number of Traders in Each Category Total Traders: 93 4 13 . 33 13 12 14 14 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 91,724 Positions 8,733 49,216 6,937 21,886 8,321 2,705 31,192 9,662 6,745 2,225 1,085 580 10,721 6,473 Changes from: January 25, 2011 Total Change is: -3,394 345 -6,379 3,148 -4,525 -327 -48 -914 1,197 -1,691 -351 -269 132 509 842 Percent of Open Interest Represented by Each Category of Trader 9.5 53.7 7.6 23.9 9.1 2.9 34.0 10.5 7.4 2.4 1.2 0.6 11.7 7.1 Number of Traders in Each Category Total Traders: 251 21 35 10 38 17 13 73 42 22 15 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 16,812 Positions 4,186 10,877 1,157 2,314 0 0 4,431 670 200 393 439 256 3,875 3,213 Changes from: January 25, 2011 Total Change is: -386 1,333 -2,398 557 -1 0 0 -2,528 670 0 45 55 0 209 730 Percent of Open Interest Represented by Each Category of Trader 24.9 64.7 6.9 13.8 0.0 0.0 26.4 4.0 1.2 2.3 2.6 1.5 23.1 19.1 Number of Traders in Each Category Total Traders: 23 5 7 4 . 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 374,560 Positions 38,467 207,429 13,167 97,858 41,604 13,525 158,487 69,641 8,045 9,765 3,836 1,016 34,231 16,298 Changes from: January 25, 2011 Total Change is: -15,043 5,058 -9,906 2,959 -22,620 -1,636 -239 -2,040 -7,481 1,658 -1,376 -1,019 57 1,500 563 Percent of Open Interest Represented by Each Category of Trader 10.3 55.4 3.5 26.1 11.1 3.6 42.3 18.6 2.1 2.6 1.0 0.3 9.1 4.4 Number of Traders in Each Category Total Traders: 248 21 34 7 37 17 13 75 41 17 15 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 337,111 Positions 103,930 42,227 18,881 113,776 116,855 19,914 51,274 106,978 6,453 1,968 8,709 885 20,030 16,209 Changes from: January 25, 2011 Total Change is: 5,055 9,042 -6,104 311 -8,682 3,077 -1,135 5,126 6,426 1,701 -321 656 -21 -966 145 Percent of Open Interest Represented by Each Category of Trader 30.8 12.5 5.6 33.8 34.7 5.9 15.2 31.7 1.9 0.6 2.6 0.3 5.9 4.8 Number of Traders in Each Category Total Traders: 254 13 25 6 53 43 21 44 61 18 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 40,398 Positions 10,358 4,403 240 12,979 350 122 3,759 14,954 0 1,990 1,680 0 10,950 18,649 Changes from: January 25, 2011 Total Change is: -389 1,380 180 -50 1,178 150 110 -1,152 1,495 0 143 20 0 -1,998 -2,294 Percent of Open Interest Represented by Each Category of Trader 25.6 10.9 0.6 32.1 0.9 0.3 9.3 37.0 0.0 4.9 4.2 0.0 27.1 46.2 Number of Traders in Each Category Total Traders: 61 18 5 . 10 . . 8 13 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 64,245 Positions 22,761 14,142 1,389 11,578 6,579 655 8,581 4,386 1,473 2,512 4,300 0 15,296 31,321 Changes from: January 25, 2011 Total Change is: 6,532 4,373 -415 -514 595 5 0 -443 281 936 703 45 0 882 6,194 Percent of Open Interest Represented by Each Category of Trader 35.4 22.0 2.2 18.0 10.2 1.0 13.4 6.8 2.3 3.9 6.7 0.0 23.8 48.8 Number of Traders in Each Category Total Traders: 60 17 9 . 7 . . 9 8 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50) CFTC Code #244741 Open Interest is 28,493 Positions 0 4,393 203 15,812 11,429 4,112 3,641 5,626 0 1,003 0 0 3,722 2,730 Changes from: January 25, 2011 Total Change is: 354 0 653 3 898 -924 223 -709 101 0 0 0 0 -61 298 Percent of Open Interest Represented by Each Category of Trader 0.0 15.4 0.7 55.5 40.1 14.4 12.8 19.7 0.0 3.5 0.0 0.0 13.1 9.6 Number of Traders in Each Category Total Traders: 45 0 4 . 17 13 9 5 5 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50) CFTC Code #244742 Open Interest is 34,150 Positions 4,847 14,503 80 12,665 6,748 972 6,052 9,865 38 2,215 0 0 7,281 1,944 Changes from: January 25, 2011 Total Change is: -4,075 -14 -1,750 -159 -1,815 510 -64 -260 -2,972 0 -1,038 0 0 -725 360 Percent of Open Interest Represented by Each Category of Trader 14.2 42.5 0.2 37.1 19.8 2.8 17.7 28.9 0.1 6.5 0.0 0.0 21.3 5.7 Number of Traders in Each Category Total Traders: 52 . 6 . 12 9 6 11 6 . 5 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 620,085 Positions 12,888 79,675 22,386 299,778 149,551 56,701 25,429 92,482 37,026 25,376 22,694 2,956 137,546 156,615 Changes from: January 25, 2011 Total Change is: -390 -4,550 -12,553 3,650 1,691 -7,868 4,666 -11,533 3,152 6,236 4,085 -1,663 320 -4,953 3,671 Percent of Open Interest Represented by Each Category of Trader 2.1 12.8 3.6 48.3 24.1 9.1 4.1 14.9 6.0 4.1 3.7 0.5 22.2 25.3 Number of Traders in Each Category Total Traders: 148 8 17 16 43 22 38 18 33 29 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 307,445 Positions 0 118,635 1,646 225,398 1,738 15,519 0 116,271 211 0 1,819 0 64,672 51,608 Changes from: January 25, 2011 Total Change is: 3,480 0 5,674 211 3,326 -1,460 -248 0 -2,425 21 0 43 0 170 1,664 Percent of Open Interest Represented by Each Category of Trader 0.0 38.6 0.5 73.3 0.6 5.0 0.0 37.8 0.1 0.0 0.6 0.0 21.0 16.8 Number of Traders in Each Category Total Traders: 53 0 10 . 27 . 14 0 14 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 824,448 Positions 52,452 135,875 10,448 307,169 255,836 95,296 185,103 79,015 29,244 30,295 76,206 7,330 107,111 135,198 Changes from: January 25, 2011 Total Change is: 59,302 666 4,527 567 -6,455 21,037 6,057 67,352 4,608 3,360 -14,431 14,524 275 1,911 4,348 Percent of Open Interest Represented by Each Category of Trader 6.4 16.5 1.3 37.3 31.0 11.6 22.5 9.6 3.5 3.7 9.2 0.9 13.0 16.4 Number of Traders in Each Category Total Traders: 206 7 30 14 34 45 36 37 27 25 10 16 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,768,805 Positions 96,681 134,049 214,183 519,151 395,992 226,186 129,706 192,399 186,340 49,126 22,700 51,061 296,373 345,895 Changes from: January 25, 2011 Total Change is: 69,153 2,293 6,903 20,767 -1,024 -10,752 -4,264 -10,212 25,751 23,848 15,833 -587 9,683 12,229 -2,197 Percent of Open Interest Represented by Each Category of Trader 5.5 7.6 12.1 29.4 22.4 12.8 7.3 10.9 10.5 2.8 1.3 2.9 16.8 19.6 Number of Traders in Each Category Total Traders: 256 27 32 48 32 54 52 42 50 65 11 8 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,234,248 Positions 74,992 129,711 46,546 234,559 450,632 156,299 338,839 46,531 75,257 89,891 54,524 8,242 209,624 266,505 Changes from: January 25, 2011 Total Change is: 4,256 28,224 -10,705 3,876 11,861 -7,184 10,119 -85,226 -6,458 6,888 11,486 128 2,113 14,915 5,480 Percent of Open Interest Represented by Each Category of Trader 6.1 10.5 3.8 19.0 36.5 12.7 27.5 3.8 6.1 7.3 4.4 0.7 17.0 21.6 Number of Traders in Each Category Total Traders: 182 16 17 24 23 42 38 42 21 31 11 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 730,481 Positions 116,639 176,055 256,807 7,699 1,114 4,540 83,398 22,651 194,253 18,395 10,349 20,465 28,284 44,246 Changes from: January 25, 2011 Total Change is: -121,262 -6,684 -19,127 -26,628 993 -79 -295 -8,172 -967 -42,835 -4,144 -122 -27,439 -6,057 -3,770 Percent of Open Interest Represented by Each Category of Trader 16.0 24.1 35.2 1.1 0.2 0.6 11.4 3.1 26.6 2.5 1.4 2.8 3.9 6.1 Number of Traders in Each Category Total Traders: 117 27 28 40 5 . 4 23 18 32 4 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,446,763 Positions 1,546,566 2,956,219 2,873,839 1,773,574 481,680 386,986 825,374 398,350 4,278,986 60,305 328,035 796,368 904,764 946,299 Changes from: January 25, 2011 Total Change is: 628,642 -50,600 5,263 163,568 79,665 29,305 61,503 27,313 35,011 306,655 -3,354 19,342 13,986 29,906 -5,991 Percent of Open Interest Represented by Each Category of Trader 11.5 22.0 21.4 13.2 3.6 2.9 6.1 3.0 31.8 0.4 2.4 5.9 6.7 7.0 Number of Traders in Each Category Total Traders: 287 32 61 90 8 17 21 66 56 106 15 20 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 15,404 Positions 6,702 7,016 987 1,338 966 91 1,392 5,637 20 4,800 472 0 74 215 Changes from: January 25, 2011 Total Change is: 108 359 492 0 -113 -159 32 -188 -251 3 0 -5 0 15 -4 Percent of Open Interest Represented by Each Category of Trader 43.5 45.5 6.4 8.7 6.3 0.6 9.0 36.6 0.1 31.2 3.1 0.0 0.5 1.4 Number of Traders in Each Category Total Traders: 31 4 4 . . 6 . . 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 55,615 Positions 41,818 25,742 8,941 1,972 1,855 157 2,363 13,229 0 35 5,512 0 329 179 Changes from: January 25, 2011 Total Change is: 5,035 4,311 2,123 1,369 25 -522 30 -821 2,346 0 35 0 0 86 -311 Percent of Open Interest Represented by Each Category of Trader 75.2 46.3 16.1 3.5 3.3 0.3 4.2 23.8 0.0 0.1 9.9 0.0 0.6 0.3 Number of Traders in Each Category Total Traders: 34 4 5 . . 5 . 4 10 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 42,970 Positions 10,971 5,264 122 351 495 715 20,815 29,539 1,066 2,765 1,008 0 6,166 4,761 Changes from: January 25, 2011 Total Change is: 3,219 -173 -4,104 -36 -109 255 -101 3,578 7,018 61 -252 -8 -1 251 135 Percent of Open Interest Represented by Each Category of Trader 25.5 12.3 0.3 0.8 1.2 1.7 48.4 68.7 2.5 6.4 2.3 0.0 14.3 11.1 Number of Traders in Each Category Total Traders: 101 6 5 . . . . 25 34 8 16 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 167,414 Positions 67,691 47,114 24,537 1,888 1,082 3,945 6,420 31,093 35,669 2,178 4,292 6,071 19,015 13,611 Changes from: January 25, 2011 Total Change is: 16,195 -80 3,229 3,524 -1,320 96 -441 2,103 125 7,588 -179 -981 1,297 3,702 1,758 Percent of Open Interest Represented by Each Category of Trader 40.4 28.1 14.7 1.1 0.6 2.4 3.8 18.6 21.3 1.3 2.6 3.6 11.4 8.1 Number of Traders in Each Category Total Traders: 103 10 13 16 4 4 4 20 27 33 6 7 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 5,378 Positions 975 3,431 0 2,604 0 0 800 1,742 37 891 148 0 71 20 Changes from: January 25, 2011 Total Change is: 252 5 -14 0 140 0 0 87 279 0 0 0 0 20 -13 Percent of Open Interest Represented by Each Category of Trader 18.1 63.8 0.0 48.4 0.0 0.0 14.9 32.4 0.7 16.6 2.8 0.0 1.3 0.4 Number of Traders in Each Category Total Traders: 21 . . 0 4 0 0 5 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,827 Positions 449 13,659 18 9,711 0 13 2,152 568 0 0 0 0 2,484 569 Changes from: January 25, 2011 Total Change is: 234 1 -12 0 -42 0 8 341 436 -50 0 -125 -14 -10 -9 Percent of Open Interest Represented by Each Category of Trader 3.0 92.1 0.1 65.5 0.0 0.1 14.5 3.8 0.0 0.0 0.0 0.0 16.8 3.8 Number of Traders in Each Category Total Traders: 23 . . . 9 0 . 7 . 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 4, 2011