Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 148,716
Positions
3,397 79,088 4,842 9,611 7,121 143 63,424 8,346 4,747 9,073 28,004 316 53,162 16,110
Changes from: February 1, 2011 Total Change is: 19,874
-206 11,949 365 -726 0 1 18,007 2,211 -789 625 8,528 -153 2,751 -2,238
Percent of Open Interest Represented by Each Category of Trader
2.3 53.2 3.3 6.5 4.8 0.1 42.6 5.6 3.2 6.1 18.8 0.2 35.7 10.8
Number of Traders in Each Category Total Traders: 85
. 17 6 4 4 . 30 14 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 50,004
Positions
442 21,648 853 1,831 1,114 77 22,440 10,247 270 0 5,000 0 24,091 10,795
Changes from: February 1, 2011 Total Change is: -662
-490 1,326 -876 429 8 0 -361 1,193 -842 0 0 0 1,477 -1,472
Percent of Open Interest Represented by Each Category of Trader
0.9 43.3 1.7 3.7 2.2 0.2 44.9 20.5 0.5 0.0 10.0 0.0 48.2 21.6
Number of Traders in Each Category Total Traders: 41
. 13 4 . . . 14 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 120,545
Positions
6,322 41,483 8,957 6,991 19,387 1,214 60,406 10,329 2,449 1,020 13,422 843 32,344 22,462
Changes from: February 1, 2011 Total Change is: -3,869
-3,460 7,293 -4,113 -572 1,159 -29 7,588 -7,318 -2,417 -265 3,729 308 -909 -2,480
Percent of Open Interest Represented by Each Category of Trader
5.2 34.4 7.4 5.8 16.1 1.0 50.1 8.6 2.0 0.8 11.1 0.7 26.8 18.6
Number of Traders in Each Category Total Traders: 93
4 17 11 4 13 5 33 14 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 127,241
Positions
8,077 53,294 5,601 27,348 5,858 903 47,828 17,500 3,659 5,794 4,169 7 28,024 36,251
Changes from: February 1, 2011 Total Change is: -1,644
20 1,293 -1,758 -2,638 168 -15 4,738 1,007 -988 140 -1,212 -2 -1,141 -138
Percent of Open Interest Represented by Each Category of Trader
6.3 41.9 4.4 21.5 4.6 0.7 37.6 13.8 2.9 4.6 3.3 0.0 22.0 28.5
Number of Traders in Each Category Total Traders: 116
9 17 13 11 7 . 31 29 18 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 246,319
Positions
27,878 75,790 19,060 25,830 19,173 2,751 56,052 33,639 21,646 18,888 9,764 9,701 64,513 54,795
Changes from: February 1, 2011 Total Change is: -33,229
-4,351 8,348 -8,491 153 238 -32 -4,189 -1,068 -11,025 14 -5,045 -999 -4,310 -15,157
Percent of Open Interest Represented by Each Category of Trader
11.3 30.8 7.7 10.5 7.8 1.1 22.8 13.7 8.8 7.7 4.0 3.9 26.2 22.2
Number of Traders in Each Category Total Traders: 174
17 22 15 15 15 12 45 37 35 9 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 141,929
Positions
5,304 100,084 3,984 8,870 3,630 134 84,462 10,798 2,327 1,467 4,490 218 35,163 16,265
Changes from: February 1, 2011 Total Change is: 12,602
-541 10,341 -519 -560 -331 -20 15,163 3,681 -797 520 446 -56 -588 -143
Percent of Open Interest Represented by Each Category of Trader
3.7 70.5 2.8 6.2 2.6 0.1 59.5 7.6 1.6 1.0 3.2 0.2 24.8 11.5
Number of Traders in Each Category Total Traders: 80
5 14 9 4 5 . 34 11 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 62,644
Positions
14,372 34,145 15,649 0 0 0 29,983 11,912 806 1,255 0 0 579 132
Changes from: February 1, 2011 Total Change is: 3,549
5,294 1,482 1,097 0 0 0 -206 1,370 -472 -1,361 0 0 -803 72
Percent of Open Interest Represented by Each Category of Trader
22.9 54.5 25.0 0.0 0.0 0.0 47.9 19.0 1.3 2.0 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 20
7 7 10 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 151,871
Positions
1,306 119,554 51 17,256 243 0 118,767 15,509 341 6,112 14,638 0 8,038 1,535
Changes from: February 1, 2011 Total Change is: 137
-367 2,072 0 190 0 0 -213 -2,502 219 329 125 0 -21 223
Percent of Open Interest Represented by Each Category of Trader
0.9 78.7 0.0 11.4 0.2 0.0 78.2 10.2 0.2 4.0 9.6 0.0 5.3 1.0
Number of Traders in Each Category Total Traders: 119
4 16 . 11 . 0 61 10 . 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 27,897
Positions
3,731 15,334 9 293 155 0 19,533 7,293 0 706 4,150 0 3,625 956
Changes from: February 1, 2011 Total Change is: 447
-77 172 -17 293 50 0 736 298 0 -190 0 0 -298 -56
Percent of Open Interest Represented by Each Category of Trader
13.4 55.0 0.0 1.1 0.6 0.0 70.0 26.1 0.0 2.5 14.9 0.0 13.0 3.4
Number of Traders in Each Category Total Traders: 47
4 7 . . . 0 22 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 57,745
Positions
22,391 26,076 1,398 3,605 2,593 698 15,284 11,018 4,998 109 2,054 577 8,686 8,334
Changes from: February 1, 2011 Total Change is: -4,700
227 -6,361 -150 67 -53 -120 -5,324 140 146 0 300 73 382 1,326
Percent of Open Interest Represented by Each Category of Trader
38.8 45.2 2.4 6.2 4.5 1.2 26.5 19.1 8.7 0.2 3.6 1.0 15.0 14.4
Number of Traders in Each Category Total Traders: 105
20 19 6 6 6 . 28 17 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 10,792
Positions
4,895 7,576 168 361 0 0 3,564 776 0 0 0 0 1,804 2,272
Changes from: February 1, 2011 Total Change is: 153
0 0 0 -19 0 0 163 11 0 0 0 0 9 142
Percent of Open Interest Represented by Each Category of Trader
45.4 70.2 1.6 3.3 0.0 0.0 33.0 7.2 0.0 0.0 0.0 0.0 16.7 21.1
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 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 93,906
Positions
34,992 36,999 2,461 6,487 5,186 1,395 29,682 26,725 3,754 217 4,108 1,154 13,764 12,123
Changes from: February 1, 2011 Total Change is: -9,706
455 -12,722 -300 172 -106 -240 -11,840 -607 1,157 0 600 146 745 2,367
Percent of Open Interest Represented by Each Category of Trader
37.3 39.4 2.6 6.9 5.5 1.5 31.6 28.5 4.0 0.2 4.4 1.2 14.7 12.9
Number of Traders in Each Category Total Traders: 101
18 18 6 5 6 . 28 21 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 1,033,874
Positions
58,055 280,547 74,997 426,924 119,688 60,509 83,165 181,751 150,131 22,034 34,842 26,876 131,183 104,533
Changes from: February 1, 2011 Total Change is: 49,802
5,586 -13,105 12,899 4,963 -7,844 851 -2,139 17,225 27,179 1,427 404 5,665 -6,629 6,526
Percent of Open Interest Represented by Each Category of Trader
5.6 27.1 7.3 41.3 11.6 5.9 8.0 17.6 14.5 2.1 3.4 2.6 12.7 10.1
Number of Traders in Each Category Total Traders: 589
37 52 38 121 57 67 91 158 118 33 39 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 422,370
Positions
37,102 159,646 17,902 152,648 33,190 9,352 24,883 57,881 67,739 10,376 12,073 17,185 85,183 47,403
Changes from: February 1, 2011 Total Change is: 27,621
6,879 -2,037 1,721 -155 -517 93 2,052 11,349 11,811 2,347 -390 3,067 -194 2,523
Percent of Open Interest Represented by Each Category of Trader
8.8 37.8 4.2 36.1 7.9 2.2 5.9 13.7 16.0 2.5 2.9 4.1 20.2 11.2
Number of Traders in Each Category Total Traders: 155
10 19 12 33 13 14 23 36 50 8 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 3,057,522
Positions
240,508 740,255 149,729 1,385,818 446,927 241,353 428,882 756,821 274,489 81,046 136,603 25,696 230,001 285,650
Changes from: February 1, 2011 Total Change is: 110,902
34,844 -14,030 14,580 25,300 -36,926 4,083 31,148 81,484 24,735 6,808 15,382 1,580 -32,176 20,015
Percent of Open Interest Represented by Each Category of Trader
7.9 24.2 4.9 45.3 14.6 7.9 14.0 24.8 9.0 2.7 4.5 0.8 7.5 9.3
Number of Traders in Each Category Total Traders: 532
39 48 32 100 52 59 92 142 101 28 31 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 98,662
Positions
19,065 35,788 1,117 51,165 34,011 5,446 9,951 19,206 53 1,426 0 0 10,439 3,041
Changes from: February 1, 2011 Total Change is: -380
57 1,977 -34 1,876 -461 209 -2,026 -2,267 -302 4 0 0 -164 498
Percent of Open Interest Represented by Each Category of Trader
19.3 36.3 1.1 51.9 34.5 5.5 10.1 19.5 0.1 1.4 0.0 0.0 10.6 3.1
Number of Traders in Each Category Total Traders: 89
4 11 . 34 13 12 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 89,520
Positions
9,686 47,454 5,887 25,623 7,214 2,523 24,208 10,335 7,305 2,876 1,261 553 10,859 6,988
Changes from: February 1, 2011 Total Change is: -2,204
953 -1,763 -1,050 3,738 -1,107 -182 -6,984 673 559 651 176 -26 138 515
Percent of Open Interest Represented by Each Category of Trader
10.8 53.0 6.6 28.6 8.1 2.8 27.0 11.5 8.2 3.2 1.4 0.6 12.1 7.8
Number of Traders in Each Category Total Traders: 256
24 32 9 40 15 14 80 40 26 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 17,371
Positions
4,710 11,308 1,157 2,310 0 0 4,431 877 205 710 477 256 3,591 3,090
Changes from: February 1, 2011 Total Change is: 558
524 431 0 -4 0 0 0 207 5 317 38 0 -284 -123
Percent of Open Interest Represented by Each Category of Trader
27.1 65.1 6.7 13.3 0.0 0.0 25.5 5.0 1.2 4.1 2.7 1.5 20.7 17.8
Number of Traders in Each Category Total Traders: 25
5 8 4 . 0 0 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 360,747
Positions
35,816 191,665 12,714 116,566 36,071 12,614 124,990 73,396 9,391 11,139 4,230 1,177 36,341 19,489
Changes from: February 1, 2011 Total Change is: -13,814
-2,651 -15,764 -454 18,708 -5,533 -911 -33,497 3,755 1,346 1,374 394 161 2,110 3,192
Percent of Open Interest Represented by Each Category of Trader
9.9 53.1 3.5 32.3 10.0 3.5 34.6 20.3 2.6 3.1 1.2 0.3 10.1 5.4
Number of Traders in Each Category Total Traders: 254
25 30 7 39 15 14 79 41 21 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 333,137
Positions
106,797 41,010 17,832 112,060 115,510 20,588 47,251 105,736 5,755 2,346 9,596 182 20,325 16,928
Changes from: February 1, 2011 Total Change is: -3,974
2,867 -1,217 -1,049 -1,716 -1,345 674 -4,023 -1,242 -698 378 887 -703 295 719
Percent of Open Interest Represented by Each Category of Trader
32.1 12.3 5.4 33.6 34.7 6.2 14.2 31.7 1.7 0.7 2.9 0.1 6.1 5.1
Number of Traders in Each Category Total Traders: 250
14 25 4 51 42 21 41 59 22 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 45,395
Positions
12,561 4,395 130 15,601 350 12 2,568 16,033 0 3,111 1,660 0 11,412 22,815
Changes from: February 1, 2011 Total Change is: 4,997
2,203 -8 -110 2,622 0 -110 -1,191 1,079 0 1,121 -20 0 462 4,166
Percent of Open Interest Represented by Each Category of Trader
27.7 9.7 0.3 34.4 0.8 0.0 5.7 35.3 0.0 6.9 3.7 0.0 25.1 50.3
Number of Traders in Each Category Total Traders: 62
16 5 . 10 . . 8 16 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 61,543
Positions
21,495 15,923 2,248 11,587 6,026 655 9,725 3,909 1,449 1,909 4,536 0 12,475 26,797
Changes from: February 1, 2011 Total Change is: -2,702
-1,266 1,781 859 9 -553 0 1,144 -477 -24 -603 236 0 -2,821 -4,524
Percent of Open Interest Represented by Each Category of Trader
34.9 25.9 3.7 18.8 9.8 1.1 15.8 6.4 2.4 3.1 7.4 0.0 20.3 43.5
Number of Traders in Each Category Total Traders: 61
18 10 4 7 . . 9 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 29,428
Positions
0 5,853 275 16,892 9,939 3,971 3,540 6,865 0 1,003 0 0 3,747 2,525
Changes from: February 1, 2011 Total Change is: 935
0 1,460 72 1,080 -1,490 -141 -101 1,239 0 0 0 0 25 -205
Percent of Open Interest Represented by Each Category of Trader
0.0 19.9 0.9 57.4 33.8 13.5 12.0 23.3 0.0 3.4 0.0 0.0 12.7 8.6
Number of Traders in Each Category Total Traders: 47
0 4 . 19 12 8 4 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 34,593
Positions
6,124 14,320 80 12,771 6,353 907 5,997 10,004 38 2,134 0 0 6,542 2,891
Changes from: February 1, 2011 Total Change is: 443
1,277 -183 0 106 -395 -65 -55 139 0 -81 0 0 -739 947
Percent of Open Interest Represented by Each Category of Trader
17.7 41.4 0.2 36.9 18.4 2.6 17.3 28.9 0.1 6.2 0.0 0.0 18.9 8.4
Number of Traders in Each Category Total Traders: 50
4 5 . 11 10 6 10 6 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 671,980
Positions
11,714 68,564 35,897 298,579 157,453 58,597 33,190 98,125 49,691 32,213 29,190 4,205 147,894 170,258
Changes from: February 1, 2011 Total Change is: 51,895
-1,174 -11,111 13,511 -1,199 7,903 1,896 7,761 5,643 12,666 6,838 6,496 1,248 10,348 13,643
Percent of Open Interest Represented by Each Category of Trader
1.7 10.2 5.3 44.4 23.4 8.7 4.9 14.6 7.4 4.8 4.3 0.6 22.0 25.3
Number of Traders in Each Category Total Traders: 162
6 19 16 46 24 41 19 37 31 8 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 315,191
Positions
0 112,545 2,911 229,781 7,824 15,568 0 124,351 151 0 1,558 0 66,779 50,282
Changes from: February 1, 2011 Total Change is: 7,745
0 -6,090 1,266 4,383 6,086 49 0 8,081 -59 0 -261 0 2,107 -1,326
Percent of Open Interest Represented by Each Category of Trader
0.0 35.7 0.9 72.9 2.5 4.9 0.0 39.5 0.0 0.0 0.5 0.0 21.2 16.0
Number of Traders in Each Category Total Traders: 59
0 12 . 28 . 13 0 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 902,804
Positions
106,315 109,738 18,357 306,290 313,102 99,076 201,373 104,100 28,367 40,176 77,365 5,561 97,289 147,138
Changes from: February 1, 2011 Total Change is: 78,356
53,863 -26,136 7,909 -878 57,265 3,780 16,269 25,085 -877 9,881 1,159 -1,769 -9,822 11,940
Percent of Open Interest Represented by Each Category of Trader
11.8 12.2 2.0 33.9 34.7 11.0 22.3 11.5 3.1 4.5 8.6 0.6 10.8 16.3
Number of Traders in Each Category Total Traders: 214
15 27 15 34 47 35 31 32 26 8 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,135,574
Positions
135,321 133,667 306,904 543,660 478,809 239,530 206,488 198,939 289,537 37,334 27,379 82,841 293,959 377,969
Changes from: February 1, 2011 Total Change is: 366,769
38,640 -383 92,721 24,509 82,816 13,344 76,782 6,540 103,197 -11,791 4,679 31,780 -2,414 32,073
Percent of Open Interest Represented by Each Category of Trader
6.3 6.3 14.4 25.5 22.4 11.2 9.7 9.3 13.6 1.7 1.3 3.9 13.8 17.7
Number of Traders in Each Category Total Traders: 273
33 31 53 34 57 59 43 56 69 9 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,472,666
Positions
145,646 135,312 85,721 235,799 478,397 153,107 477,071 97,667 106,416 76,187 79,009 20,628 172,091 316,409
Changes from: February 1, 2011 Total Change is: 238,418
70,654 5,600 39,175 1,240 27,765 -3,191 138,232 51,135 31,159 -13,704 24,485 12,386 -37,533 49,904
Percent of Open Interest Represented by Each Category of Trader
9.9 9.2 5.8 16.0 32.5 10.4 32.4 6.6 7.2 5.2 5.4 1.4 11.7 21.5
Number of Traders in Each Category Total Traders: 201
18 21 28 24 42 41 41 30 33 10 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 768,079
Positions
121,893 195,905 262,477 13,063 1,400 3,956 90,365 24,859 207,753 17,903 10,482 19,576 31,093 41,671
Changes from: February 1, 2011 Total Change is: 37,599
5,254 19,850 5,669 5,363 286 -584 6,967 2,208 13,500 -492 133 -889 2,809 -2,575
Percent of Open Interest Represented by Each Category of Trader
15.9 25.5 34.2 1.7 0.2 0.5 11.8 3.2 27.0 2.3 1.4 2.5 4.0 5.4
Number of Traders in Each Category Total Traders: 121
29 26 43 6 . 4 26 17 36 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,277,387
Positions
1,588,947 2,806,866 3,123,345 2,043,551 553,197 403,156 691,352 451,676 4,735,352 54,509 409,904 783,018 854,157 1,010,872
Changes from: February 1, 2011 Total Change is: 830,624
42,381 -149,354 249,505 269,977 71,517 16,171 -134,023 53,326 456,366 -5,797 81,869 -13,350 -50,606 64,574
Percent of Open Interest Represented by Each Category of Trader
11.1 19.7 21.9 14.3 3.9 2.8 4.8 3.2 33.2 0.4 2.9 5.5 6.0 7.1
Number of Traders in Each Category Total Traders: 299
32 63 92 11 18 24 73 57 112 12 20 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 15,702
Positions
7,170 7,345 987 1,345 1,149 91 1,227 5,453 0 4,800 452 0 82 225
Changes from: February 1, 2011 Total Change is: 298
468 329 0 7 183 0 -165 -184 -20 0 -20 0 8 10
Percent of Open Interest Represented by Each Category of Trader
45.7 46.8 6.3 8.6 7.3 0.6 7.8 34.7 0.0 30.6 2.9 0.0 0.5 1.4
Number of Traders in Each Category Total Traders: 30
4 4 . . 6 . . 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 53,898
Positions
38,762 22,824 11,156 1,981 1,690 143 1,584 12,446 0 31 5,512 0 241 127
Changes from: February 1, 2011 Total Change is: -1,717
-3,056 -2,918 2,215 9 -165 -14 -779 -783 0 -4 0 0 -88 -52
Percent of Open Interest Represented by Each Category of Trader
71.9 42.3 20.7 3.7 3.1 0.3 2.9 23.1 0.0 0.1 10.2 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 31
4 5 . . 4 . . 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 44,385
Positions
10,680 2,567 129 425 294 830 22,364 34,160 1,084 3,186 989 1 5,687 4,331
Changes from: February 1, 2011 Total Change is: 1,415
-291 -2,697 7 74 -201 115 1,549 4,621 18 421 -19 1 -478 -430
Percent of Open Interest Represented by Each Category of Trader
24.1 5.8 0.3 1.0 0.7 1.9 50.4 77.0 2.4 7.2 2.2 0.0 12.8 9.8
Number of Traders in Each Category Total Traders: 112
6 7 . 4 . . 28 35 8 20 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 179,964
Positions
66,769 48,665 28,823 5,918 1,963 3,885 12,279 35,390 35,320 1,492 6,839 7,393 18,085 11,686
Changes from: February 1, 2011 Total Change is: 12,549
-922 1,551 4,286 4,030 881 -60 5,859 4,297 -349 -686 2,547 1,322 -931 -1,925
Percent of Open Interest Represented by Each Category of Trader
37.1 27.0 16.0 3.3 1.1 2.2 6.8 19.7 19.6 0.8 3.8 4.1 10.0 6.5
Number of Traders in Each Category Total Traders: 112
12 12 17 7 6 4 23 29 35 6 7 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 5,464
Positions
985 3,515 0 2,674 0 0 782 1,764 37 891 148 0 95 0
Changes from: February 1, 2011 Total Change is: 86
10 84 0 70 0 0 -18 22 0 0 0 0 24 -20
Percent of Open Interest Represented by Each Category of Trader
18.0 64.3 0.0 48.9 0.0 0.0 14.3 32.3 0.7 16.3 2.7 0.0 1.7 0.0
Number of Traders in Each Category Total Traders: 21
. 4 0 4 0 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 8, 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 15,177
Positions
414 13,702 0 9,634 0 0 2,142 522 119 0 0 0 2,868 834
Changes from: February 1, 2011 Total Change is: 350
-35 43 -18 -77 0 -13 -10 -46 119 0 0 0 384 265
Percent of Open Interest Represented by Each Category of Trader
2.7 90.3 0.0 63.5 0.0 0.0 14.1 3.4 0.8 0.0 0.0 0.0 18.9 5.5
Number of Traders in Each Category Total Traders: 23
. . 0 9 0 0 7 . . 0 0 0
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Updated February 11, 2011