Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 148,020 Positions 4,387 77,894 4,316 9,511 7,025 143 67,514 7,182 4,333 8,685 28,010 344 48,786 18,772 Changes from: February 8, 2011 Total Change is: -696 990 -1,194 -525 -100 -96 0 4,090 -1,164 -414 -388 6 28 -4,376 2,662 Percent of Open Interest Represented by Each Category of Trader 3.0 52.6 2.9 6.4 4.7 0.1 45.6 4.9 2.9 5.9 18.9 0.2 33.0 12.7 Number of Traders in Each Category Total Traders: 89 . 18 7 4 4 . 33 14 11 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 44,500 Positions 4,562 16,777 1,491 930 1,128 77 18,645 7,844 282 0 5,000 0 18,514 11,902 Changes from: February 8, 2011 Total Change is: -5,503 4,120 -4,871 638 -901 14 0 -3,795 -2,403 12 0 0 0 -5,577 1,106 Percent of Open Interest Represented by Each Category of Trader 10.3 37.7 3.4 2.1 2.5 0.2 41.9 17.6 0.6 0.0 11.2 0.0 41.6 26.7 Number of Traders in Each Category Total Traders: 37 4 11 6 . . . 12 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 142,990 Positions 4,330 46,471 9,609 6,820 19,565 1,212 80,416 13,626 2,991 1,022 26,308 618 35,973 22,591 Changes from: February 8, 2011 Total Change is: 22,445 -1,992 4,988 653 -171 178 -2 20,010 3,297 542 2 12,885 -225 3,629 129 Percent of Open Interest Represented by Each Category of Trader 3.0 32.5 6.7 4.8 13.7 0.8 56.2 9.5 2.1 0.7 18.4 0.4 25.2 15.8 Number of Traders in Each Category Total Traders: 95 4 17 11 4 13 5 31 17 15 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 130,097 Positions 17,805 25,337 6,867 26,476 7,580 901 23,848 41,082 5,726 25,042 4,153 20 23,413 38,432 Changes from: February 8, 2011 Total Change is: 2,856 9,728 -27,957 1,266 -872 1,722 -2 -23,980 23,582 2,066 19,248 -16 13 -4,611 2,182 Percent of Open Interest Represented by Each Category of Trader 13.7 19.5 5.3 20.4 5.8 0.7 18.3 31.6 4.4 19.2 3.2 0.0 18.0 29.5 Number of Traders in Each Category Total Traders: 121 13 12 11 11 8 4 24 41 21 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 240,633 Positions 27,065 69,574 19,309 27,893 18,724 2,511 48,251 31,286 23,715 18,126 9,625 11,392 62,371 54,497 Changes from: February 8, 2011 Total Change is: -5,687 -813 -6,216 248 2,063 -449 -240 -7,800 -2,352 2,069 -762 -140 1,691 -2,142 -298 Percent of Open Interest Represented by Each Category of Trader 11.2 28.9 8.0 11.6 7.8 1.0 20.1 13.0 9.9 7.5 4.0 4.7 25.9 22.6 Number of Traders in Each Category Total Traders: 180 19 22 18 16 14 10 44 39 37 13 13 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 129,308 Positions 6,609 92,040 4,212 8,582 3,796 134 69,156 6,222 2,785 2,131 4,032 284 35,415 15,802 Changes from: February 8, 2011 Total Change is: -12,621 1,305 -8,044 227 -288 167 0 -15,306 -4,576 458 664 -457 66 252 -462 Percent of Open Interest Represented by Each Category of Trader 5.1 71.2 3.3 6.6 2.9 0.1 53.5 4.8 2.2 1.6 3.1 0.2 27.4 12.2 Number of Traders in Each Category Total Traders: 77 6 13 10 4 5 . 31 11 11 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 64,726 Positions 13,911 36,123 16,753 0 0 0 31,119 11,382 405 1,255 0 0 1,283 63 Changes from: February 8, 2011 Total Change is: 2,082 -461 1,978 1,104 0 0 0 1,136 -530 -401 0 0 0 704 -69 Percent of Open Interest Represented by Each Category of Trader 21.5 55.8 25.9 0.0 0.0 0.0 48.1 17.6 0.6 1.9 0.0 0.0 2.0 0.1 Number of Traders in Each Category Total Traders: 21 6 8 10 0 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 149,874 Positions 1,330 110,216 51 17,069 421 0 117,504 14,776 1,255 5,233 21,240 0 7,432 1,915 Changes from: February 8, 2011 Total Change is: -1,997 24 -9,338 0 -187 178 0 -1,263 -733 914 -879 6,602 0 -606 380 Percent of Open Interest Represented by Each Category of Trader 0.9 73.5 0.0 11.4 0.3 0.0 78.4 9.9 0.8 3.5 14.2 0.0 5.0 1.3 Number of Traders in Each Category Total Traders: 121 5 14 . 8 . 0 64 13 . 9 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 27,735 Positions 5,431 12,730 235 156 207 0 17,529 9,051 0 1,237 4,374 0 3,147 1,138 Changes from: February 8, 2011 Total Change is: -162 1,700 -2,604 226 -137 52 0 -2,004 1,758 0 531 224 0 -478 182 Percent of Open Interest Represented by Each Category of Trader 19.6 45.9 0.8 0.6 0.7 0.0 63.2 32.6 0.0 4.5 15.8 0.0 11.3 4.1 Number of Traders in Each Category Total Traders: 50 4 7 . . . 0 22 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 60,443 Positions 21,892 30,356 1,920 4,184 2,397 307 15,862 8,188 5,865 595 2,367 572 9,246 8,471 Changes from: February 8, 2011 Total Change is: 2,698 -499 4,280 522 580 -197 -391 578 -2,830 867 487 313 -5 560 138 Percent of Open Interest Represented by Each Category of Trader 36.2 50.2 3.2 6.9 4.0 0.5 26.2 13.5 9.7 1.0 3.9 0.9 15.3 14.0 Number of Traders in Each Category Total Traders: 104 19 19 7 7 5 . 29 13 13 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 11,558 Positions 5,278 8,371 168 348 0 0 3,830 550 0 0 263 0 1,934 2,206 Changes from: February 8, 2011 Total Change is: 766 383 795 0 -13 0 0 266 -226 0 0 263 0 130 -66 Percent of Open Interest Represented by Each Category of Trader 45.7 72.4 1.5 3.0 0.0 0.0 33.1 4.8 0.0 0.0 2.3 0.0 16.7 19.1 Number of Traders in Each Category Total Traders: 22 7 6 . . 0 0 5 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 97,769 Positions 34,072 44,814 2,660 7,672 4,793 614 32,224 23,436 3,570 1,191 4,208 1,143 14,623 12,531 Changes from: February 8, 2011 Total Change is: 3,863 -920 7,815 199 1,185 -393 -781 2,541 -3,289 -184 974 100 -11 860 407 Percent of Open Interest Represented by Each Category of Trader 34.8 45.8 2.7 7.8 4.9 0.6 33.0 24.0 3.7 1.2 4.3 1.2 15.0 12.8 Number of Traders in Each Category Total Traders: 99 18 17 6 6 5 . 30 16 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 1,060,538 Positions 59,722 271,890 83,087 427,894 118,169 61,323 78,406 188,684 167,014 23,773 37,119 26,978 132,342 106,274 Changes from: February 8, 2011 Total Change is: 26,664 1,667 -8,657 8,090 969 -1,519 813 -4,759 6,933 16,883 1,739 2,277 102 1,158 1,741 Percent of Open Interest Represented by Each Category of Trader 5.6 25.6 7.8 40.3 11.1 5.8 7.4 17.8 15.7 2.2 3.5 2.5 12.5 10.0 Number of Traders in Each Category Total Traders: 593 36 54 42 121 53 68 96 155 120 40 37 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 431,914 Positions 39,179 156,928 20,345 153,736 32,620 9,770 22,222 60,881 74,393 7,086 12,379 17,987 87,196 46,611 Changes from: February 8, 2011 Total Change is: 9,544 2,077 -2,717 2,443 1,088 -569 418 -2,660 3,000 6,654 -3,290 306 801 2,013 -792 Percent of Open Interest Represented by Each Category of Trader 9.1 36.3 4.7 35.6 7.6 2.3 5.1 14.1 17.2 1.6 2.9 4.2 20.2 10.8 Number of Traders in Each Category Total Traders: 156 10 19 13 34 13 14 24 36 50 7 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 3,143,119 Positions 257,692 729,785 158,729 1,388,031 444,987 240,521 446,364 804,462 297,662 100,516 140,781 27,877 225,728 298,315 Changes from: February 8, 2011 Total Change is: 85,597 17,183 -10,470 9,000 2,213 -1,940 -832 17,482 47,642 23,173 19,470 4,178 2,181 -4,274 12,666 Percent of Open Interest Represented by Each Category of Trader 8.2 23.2 5.1 44.2 14.2 7.7 14.2 25.6 9.5 3.2 4.5 0.9 7.2 9.5 Number of Traders in Each Category Total Traders: 535 39 49 34 99 49 59 97 139 103 35 28 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 100,591 Positions 19,458 36,407 1,070 52,634 34,965 5,579 10,903 19,456 1 1,498 0 0 9,448 3,113 Changes from: February 8, 2011 Total Change is: 1,929 393 619 -47 1,469 954 133 952 249 -52 72 0 0 -991 72 Percent of Open Interest Represented by Each Category of Trader 19.3 36.2 1.1 52.3 34.8 5.5 10.8 19.3 0.0 1.5 0.0 0.0 9.4 3.1 Number of Traders in Each Category Total Traders: 95 5 11 . 35 14 12 12 16 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 92,592 Positions 9,033 46,063 8,970 25,910 7,482 2,537 23,231 9,736 8,617 2,951 1,594 852 10,491 6,741 Changes from: February 8, 2011 Total Change is: 3,072 -652 -1,390 3,083 287 268 14 -976 -599 1,312 75 333 298 -368 -247 Percent of Open Interest Represented by Each Category of Trader 9.8 49.7 9.7 28.0 8.1 2.7 25.1 10.5 9.3 3.2 1.7 0.9 11.3 7.3 Number of Traders in Each Category Total Traders: 244 21 31 10 41 16 13 71 37 25 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 19,314 Positions 6,203 11,800 1,459 2,308 0 0 4,187 1,765 206 757 490 556 3,638 3,038 Changes from: February 8, 2011 Total Change is: 1,944 1,493 492 302 -2 0 0 -244 888 1 47 13 300 47 -52 Percent of Open Interest Represented by Each Category of Trader 32.1 61.1 7.6 11.9 0.0 0.0 21.7 9.1 1.1 3.9 2.5 2.9 18.8 15.7 Number of Traders in Each Category Total Traders: 25 5 8 5 . 0 0 . 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 366,390 Positions 33,413 190,577 18,294 118,010 37,412 12,683 124,979 69,617 12,297 10,969 5,519 1,478 34,265 18,512 Changes from: February 8, 2011 Total Change is: 5,643 -2,403 -1,088 5,581 1,444 1,341 69 -10 -3,779 2,906 -170 1,289 301 -2,075 -977 Percent of Open Interest Represented by Each Category of Trader 9.1 52.0 5.0 32.2 10.2 3.5 34.1 19.0 3.4 3.0 1.5 0.4 9.4 5.1 Number of Traders in Each Category Total Traders: 242 22 29 7 40 16 13 71 37 20 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 347,007 Positions 114,708 37,545 16,481 117,293 113,925 20,339 48,997 124,229 5,497 2,226 11,493 23 21,444 17,475 Changes from: February 8, 2011 Total Change is: 13,870 7,911 -3,465 -1,351 5,233 -1,585 -249 1,745 18,493 -259 -121 1,897 -159 1,119 547 Percent of Open Interest Represented by Each Category of Trader 33.1 10.8 4.7 33.8 32.8 5.9 14.1 35.8 1.6 0.6 3.3 0.0 6.2 5.0 Number of Traders in Each Category Total Traders: 254 15 23 . 51 42 22 45 61 21 5 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 48,292 Positions 13,573 4,530 142 16,564 350 12 2,901 17,888 0 2,900 1,716 0 12,200 23,654 Changes from: February 8, 2011 Total Change is: 2,897 1,012 135 12 963 0 0 333 1,855 0 -211 56 0 788 839 Percent of Open Interest Represented by Each Category of Trader 28.1 9.4 0.3 34.3 0.7 0.0 6.0 37.0 0.0 6.0 3.6 0.0 25.3 49.0 Number of Traders in Each Category Total Traders: 61 16 5 . 12 . . 7 15 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 64,421 Positions 19,269 18,201 2,786 12,257 6,003 655 13,859 4,380 1,338 2,104 4,671 0 12,153 26,387 Changes from: February 8, 2011 Total Change is: 2,878 -2,226 2,278 538 670 -23 0 4,134 471 -111 195 135 0 -322 -410 Percent of Open Interest Represented by Each Category of Trader 29.9 28.3 4.3 19.0 9.3 1.0 21.5 6.8 2.1 3.3 7.3 0.0 18.9 41.0 Number of Traders in Each Category Total Traders: 60 13 12 4 6 . . 12 7 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 30,302 Positions 0 6,687 275 17,664 9,668 4,260 3,515 7,094 0 1,003 0 0 3,585 2,318 Changes from: February 8, 2011 Total Change is: 874 0 834 0 772 -271 289 -25 229 0 0 0 0 -162 -207 Percent of Open Interest Represented by Each Category of Trader 0.0 22.1 0.9 58.3 31.9 14.1 11.6 23.4 0.0 3.3 0.0 0.0 11.8 7.6 Number of Traders in Each Category Total Traders: 48 0 4 . 20 11 8 4 8 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 33,720 Positions 6,663 14,973 80 12,949 6,863 788 4,844 8,526 30 1,804 0 0 6,562 2,460 Changes from: February 8, 2011 Total Change is: -873 539 653 0 178 510 -119 -1,153 -1,478 -8 -330 0 0 20 -431 Percent of Open Interest Represented by Each Category of Trader 19.8 44.4 0.2 38.4 20.4 2.3 14.4 25.3 0.1 5.3 0.0 0.0 19.5 7.3 Number of Traders in Each Category Total Traders: 47 4 6 . 11 11 6 7 4 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 670,069 Positions 14,102 84,610 32,163 326,126 146,503 50,161 27,046 98,597 45,784 28,188 31,580 5,218 141,281 175,453 Changes from: February 8, 2011 Total Change is: -1,911 2,388 16,046 -3,734 27,547 -10,950 -8,436 -6,144 473 -3,908 -4,025 2,389 1,014 -6,613 5,195 Percent of Open Interest Represented by Each Category of Trader 2.1 12.6 4.8 48.7 21.9 7.5 4.0 14.7 6.8 4.2 4.7 0.8 21.1 26.2 Number of Traders in Each Category Total Traders: 162 6 20 20 46 26 43 16 36 33 5 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 326,702 Positions 1,572 114,850 9,826 230,600 6,324 15,928 0 126,556 1,854 0 1,547 0 66,922 49,817 Changes from: February 8, 2011 Total Change is: 11,512 1,572 2,306 6,914 819 -1,500 360 0 2,205 1,703 0 -11 0 143 -465 Percent of Open Interest Represented by Each Category of Trader 0.5 35.2 3.0 70.6 1.9 4.9 0.0 38.7 0.6 0.0 0.5 0.0 20.5 15.2 Number of Traders in Each Category Total Traders: 61 . 11 5 29 . 14 0 16 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 963,532 Positions 75,883 96,679 24,792 312,276 344,378 93,619 249,917 107,086 42,322 66,065 96,239 7,090 91,567 151,327 Changes from: February 8, 2011 Total Change is: 60,728 -30,432 -13,059 6,434 5,986 31,277 -5,457 48,545 2,986 13,955 25,889 18,874 1,530 -5,721 4,189 Percent of Open Interest Represented by Each Category of Trader 7.9 10.0 2.6 32.4 35.7 9.7 25.9 11.1 4.4 6.9 10.0 0.7 9.5 15.7 Number of Traders in Each Category Total Traders: 230 15 34 18 34 47 36 31 39 30 8 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 2,087,559 Positions 148,549 148,387 288,753 582,060 471,083 220,769 177,871 254,743 270,290 70,847 22,962 55,503 272,918 355,070 Changes from: February 8, 2011 Total Change is: -48,015 13,228 14,720 -18,151 38,401 -7,726 -18,761 -28,617 55,804 -19,248 33,512 -4,417 -27,338 -21,041 -22,899 Percent of Open Interest Represented by Each Category of Trader 7.1 7.1 13.8 27.9 22.6 10.6 8.5 12.2 12.9 3.4 1.1 2.7 13.1 17.0 Number of Traders in Each Category Total Traders: 283 35 34 56 38 55 59 49 53 71 11 8 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 1,540,233 Positions 154,406 130,846 103,314 231,960 506,168 167,781 500,662 107,091 117,519 61,653 67,690 21,341 181,598 318,483 Changes from: February 8, 2011 Total Change is: 67,567 8,760 -4,466 17,594 -3,839 27,771 14,674 23,590 9,425 11,102 -14,534 -11,319 713 9,507 2,074 Percent of Open Interest Represented by Each Category of Trader 10.0 8.5 6.7 15.1 32.9 10.9 32.5 7.0 7.6 4.0 4.4 1.4 11.8 20.7 Number of Traders in Each Category Total Traders: 200 19 19 30 24 45 42 35 36 34 9 13 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 816,212 Positions 134,902 200,184 273,058 13,722 1,400 3,973 84,360 28,911 228,911 17,216 12,604 21,019 39,050 46,152 Changes from: February 8, 2011 Total Change is: 48,132 13,009 4,279 10,581 660 0 17 -6,006 4,052 21,158 -687 2,121 1,443 7,957 4,481 Percent of Open Interest Represented by Each Category of Trader 16.5 24.5 33.5 1.7 0.2 0.5 10.3 3.5 28.0 2.1 1.5 2.6 4.8 5.7 Number of Traders in Each Category Total Traders: 121 28 28 45 6 . 4 26 18 36 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 is14,209,348 Positions 1,562,950 2,892,124 3,134,703 2,214,034 589,102 333,343 696,520 448,415 4,632,114 57,202 409,425 674,356 904,125 1,095,766 Changes from: February 8, 2011 Total Change is: -68,039 -25,996 85,258 11,359 170,483 35,905 -69,813 5,168 -3,261 -103,238 2,693 -480 -108,662 49,968 84,894 Percent of Open Interest Represented by Each Category of Trader 11.0 20.4 22.1 15.6 4.1 2.3 4.9 3.2 32.6 0.4 2.9 4.7 6.4 7.7 Number of Traders in Each Category Total Traders: 294 34 61 92 10 16 22 78 54 110 12 20 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 14,430 Positions 6,880 7,160 987 1,373 997 133 195 4,309 0 4,800 625 0 62 219 Changes from: February 8, 2011 Total Change is: -1,272 -290 -185 0 28 -152 42 -1,032 -1,144 0 0 173 0 -20 -6 Percent of Open Interest Represented by Each Category of Trader 47.7 49.6 6.8 9.5 6.9 0.9 1.4 29.9 0.0 33.3 4.3 0.0 0.4 1.5 Number of Traders in Each Category Total Traders: 30 4 4 . . 5 . . 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 49,316 Positions 32,347 20,842 14,288 1,975 2,062 122 191 6,292 16 0 5,512 0 377 182 Changes from: February 8, 2011 Total Change is: -4,582 -6,415 -1,982 3,132 -6 372 -21 -1,393 -6,154 16 -31 0 0 136 55 Percent of Open Interest Represented by Each Category of Trader 65.6 42.3 29.0 4.0 4.2 0.2 0.4 12.8 0.0 0.0 11.2 0.0 0.8 0.4 Number of Traders in Each Category Total Traders: 28 . 6 . . 5 . . 7 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 40,409 Positions 10,595 2,603 432 441 289 775 17,743 29,778 1,925 2,795 1,063 19 5,684 3,525 Changes from: February 8, 2011 Total Change is: -3,976 -85 36 303 16 -5 -55 -4,621 -4,382 841 -391 74 18 -3 -806 Percent of Open Interest Represented by Each Category of Trader 26.2 6.4 1.1 1.1 0.7 1.9 43.9 73.7 4.8 6.9 2.6 0.0 14.1 8.7 Number of Traders in Each Category Total Traders: 100 5 5 . 4 . . 26 31 9 16 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 178,597 Positions 60,903 45,738 35,750 6,479 1,862 3,652 12,269 33,498 31,424 2,315 8,342 6,141 19,664 12,190 Changes from: February 8, 2011 Total Change is: -1,367 -5,866 -2,927 6,927 561 -101 -233 -11 -1,892 -3,895 823 1,503 -1,252 1,579 504 Percent of Open Interest Represented by Each Category of Trader 34.1 25.6 20.0 3.6 1.0 2.0 6.9 18.8 17.6 1.3 4.7 3.4 11.0 6.8 Number of Traders in Each Category Total Traders: 113 14 11 20 9 4 4 25 28 34 7 7 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 5,613 Positions 985 3,571 0 2,694 0 0 894 1,857 37 931 148 0 72 0 Changes from: February 8, 2011 Total Change is: 149 0 56 0 20 0 0 112 93 0 40 0 0 -23 0 Percent of Open Interest Represented by Each Category of Trader 17.5 63.6 0.0 48.0 0.0 0.0 15.9 33.1 0.7 16.6 2.6 0.0 1.3 0.0 Number of Traders in Each Category Total Traders: 23 . 4 0 4 0 0 5 4 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 15, 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 15,315 Positions 408 13,696 0 9,742 0 0 2,057 526 134 0 0 0 2,974 959 Changes from: February 8, 2011 Total Change is: 138 -6 -6 0 108 0 0 -85 4 15 0 0 0 106 125 Percent of Open Interest Represented by Each Category of Trader 2.7 89.4 0.0 63.6 0.0 0.0 13.4 3.4 0.9 0.0 0.0 0.0 19.4 6.3 Number of Traders in Each Category Total Traders: 22 . . 0 9 0 0 6 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 18, 2011