Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 147,837
Positions
4,415 77,297 4,333 9,612 7,085 142 62,023 34,753 4,573 9,883 1 333 52,523 19,320
Changes from: February 15, 2011 Total Change is: -183
28 -597 16 101 60 -1 -5,491 27,571 239 1,198 -28,009 -11 3,737 548
Percent of Open Interest Represented by Each Category of Trader
3.0 52.3 2.9 6.5 4.8 0.1 42.0 23.5 3.1 6.7 0.0 0.2 35.5 13.1
Number of Traders in Each Category Total Traders: 86
. 17 7 4 4 . 31 14 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 47,875
Positions
4,704 17,368 2,201 930 1,084 77 19,114 11,734 1,110 0 0 0 19,739 14,300
Changes from: February 15, 2011 Total Change is: 3,374
142 591 711 0 -44 0 469 3,890 828 0 -5,000 0 1,225 2,399
Percent of Open Interest Represented by Each Category of Trader
9.8 36.3 4.6 1.9 2.3 0.2 39.9 24.5 2.3 0.0 0.0 0.0 41.2 29.9
Number of Traders in Each Category Total Traders: 42
5 10 6 . . . 16 8 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 135,110
Positions
8,435 41,840 11,107 6,813 19,446 1,219 66,486 28,971 3,502 2,607 4,545 1,361 33,579 23,119
Changes from: February 15, 2011 Total Change is: -7,880
4,105 -4,632 1,498 -7 -119 7 -13,930 15,345 511 1,585 -21,763 744 -2,394 528
Percent of Open Interest Represented by Each Category of Trader
6.2 31.0 8.2 5.0 14.4 0.9 49.2 21.4 2.6 1.9 3.4 1.0 24.9 17.1
Number of Traders in Each Category Total Traders: 96
6 16 12 4 13 5 32 16 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 137,102
Positions
28,402 27,828 5,428 25,704 7,542 933 45,404 47,527 5,949 1,384 4,951 26 23,872 36,919
Changes from: February 15, 2011 Total Change is: 7,005
10,597 2,492 -1,439 -772 -38 32 21,556 6,445 223 -23,658 798 6 460 -1,513
Percent of Open Interest Represented by Each Category of Trader
20.7 20.3 4.0 18.7 5.5 0.7 33.1 34.7 4.3 1.0 3.6 0.0 17.4 26.9
Number of Traders in Each Category Total Traders: 119
13 12 10 10 8 . 20 43 21 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 258,437
Positions
27,055 76,424 21,660 30,158 19,713 2,387 58,152 39,658 27,597 18,845 3,538 9,964 62,620 57,496
Changes from: February 15, 2011 Total Change is: 17,805
-10 6,850 2,351 2,265 989 -124 9,900 8,372 3,882 719 -6,086 -1,428 249 2,999
Percent of Open Interest Represented by Each Category of Trader
10.5 29.6 8.4 11.7 7.6 0.9 22.5 15.3 10.7 7.3 1.4 3.9 24.2 22.2
Number of Traders in Each Category Total Traders: 184
15 24 18 17 16 12 46 42 40 9 15 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 132,596
Positions
8,259 91,944 4,326 8,672 3,579 134 70,400 10,168 3,381 1,496 964 300 35,628 17,799
Changes from: February 15, 2011 Total Change is: 3,288
1,650 -95 114 90 -218 0 1,244 3,946 596 -635 -3,068 16 212 1,996
Percent of Open Interest Represented by Each Category of Trader
6.2 69.3 3.3 6.5 2.7 0.1 53.1 7.7 2.6 1.1 0.7 0.2 26.9 13.4
Number of Traders in Each Category Total Traders: 77
6 13 9 4 5 . 29 14 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 65,480
Positions
14,915 36,862 16,741 0 0 0 31,484 11,240 538 1,255 0 0 548 100
Changes from: February 15, 2011 Total Change is: 754
1,004 739 -13 0 0 0 365 -142 133 0 0 0 -735 37
Percent of Open Interest Represented by Each Category of Trader
22.8 56.3 25.6 0.0 0.0 0.0 48.1 17.2 0.8 1.9 0.0 0.0 0.8 0.2
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 22, 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 149,855
Positions
1,690 114,174 51 17,190 425 0 116,297 29,805 1,026 5,361 1,917 0 8,240 2,457
Changes from: February 15, 2011 Total Change is: -19
360 3,958 0 121 4 0 -1,207 15,029 -229 128 -19,323 0 808 542
Percent of Open Interest Represented by Each Category of Trader
1.1 76.2 0.0 11.5 0.3 0.0 77.6 19.9 0.7 3.6 1.3 0.0 5.5 1.6
Number of Traders in Each Category Total Traders: 121
6 15 . 8 . 0 63 12 4 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 27,830
Positions
7,514 12,157 275 0 399 0 15,523 13,163 142 1,129 150 0 3,247 1,544
Changes from: February 15, 2011 Total Change is: 95
2,083 -573 40 -156 192 0 -2,006 4,112 142 -108 -4,224 0 100 406
Percent of Open Interest Represented by Each Category of Trader
27.0 43.7 1.0 0.0 1.4 0.0 55.8 47.3 0.5 4.1 0.5 0.0 11.7 5.5
Number of Traders in Each Category Total Traders: 47
7 7 . 0 . 0 16 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 59,860
Positions
21,388 28,737 2,197 4,301 2,822 252 15,473 8,443 6,342 618 2,383 477 8,813 8,208
Changes from: February 15, 2011 Total Change is: -583
-504 -1,619 277 117 425 -56 -389 255 477 23 16 -95 -432 -264
Percent of Open Interest Represented by Each Category of Trader
35.7 48.0 3.7 7.2 4.7 0.4 25.8 14.1 10.6 1.0 4.0 0.8 14.7 13.7
Number of Traders in Each Category Total Traders: 107
20 19 7 7 5 . 28 17 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 11,854
Positions
5,286 8,371 168 374 0 0 4,080 752 0 0 301 0 1,946 2,262
Changes from: February 15, 2011 Total Change is: 296
8 0 0 26 0 0 250 202 0 0 38 0 12 56
Percent of Open Interest Represented by Each Category of Trader
44.6 70.6 1.4 3.2 0.0 0.0 34.4 6.3 0.0 0.0 2.5 0.0 16.4 19.1
Number of Traders in Each Category Total Traders: 23
7 6 . . 0 0 5 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 96,012
Positions
33,417 41,947 2,844 7,854 5,643 503 31,850 24,447 3,620 1,236 4,163 953 13,734 11,892
Changes from: February 15, 2011 Total Change is: -1,758
-655 -2,867 183 182 850 -111 -374 1,011 50 45 -45 -190 -889 -639
Percent of Open Interest Represented by Each Category of Trader
34.8 43.7 3.0 8.2 5.9 0.5 33.2 25.5 3.8 1.3 4.3 1.0 14.3 12.4
Number of Traders in Each Category Total Traders: 102
19 17 7 6 5 . 30 19 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,045,865
Positions
63,069 265,604 86,465 427,131 118,511 59,947 85,135 195,025 138,414 22,717 43,631 26,887 136,100 111,381
Changes from: February 15, 2011 Total Change is: -14,673
3,347 -6,286 3,378 -763 342 -1,376 6,728 6,341 -28,600 -1,055 6,512 -91 3,758 5,107
Percent of Open Interest Represented by Each Category of Trader
6.0 25.4 8.3 40.8 11.3 5.7 8.1 18.6 13.2 2.2 4.2 2.6 13.0 10.6
Number of Traders in Each Category Total Traders: 593
37 54 39 117 59 68 104 147 120 39 35 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 420,290
Positions
45,519 155,902 18,780 152,096 33,255 9,442 21,943 68,923 56,767 7,316 11,457 16,630 91,796 49,134
Changes from: February 15, 2011 Total Change is: -11,624
6,340 -1,026 -1,565 -1,640 635 -327 -279 8,042 -17,626 230 -922 -1,356 4,600 2,522
Percent of Open Interest Represented by Each Category of Trader
10.8 37.1 4.5 36.2 7.9 2.2 5.2 16.4 13.5 1.7 2.7 4.0 21.8 11.7
Number of Traders in Each Category Total Traders: 142
10 19 11 32 14 14 22 28 39 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 3,127,872
Positions
275,808 736,568 150,368 1,390,312 441,416 237,382 511,891 826,446 212,301 95,553 179,415 32,739 221,519 311,237
Changes from: February 15, 2011 Total Change is: -15,246
18,117 6,783 -8,360 2,280 -3,571 -3,139 65,526 21,983 -85,361 -4,963 38,634 4,862 -4,209 12,922
Percent of Open Interest Represented by Each Category of Trader
8.8 23.5 4.8 44.4 14.1 7.6 16.4 26.4 6.8 3.1 5.7 1.0 7.1 10.0
Number of Traders in Each Category Total Traders: 542
40 49 32 97 53 60 103 138 106 30 32 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 100,835
Positions
19,590 37,739 916 52,626 34,201 5,561 10,225 19,119 5 1,261 0 0 10,651 3,294
Changes from: February 15, 2011 Total Change is: 244
132 1,332 -154 -8 -764 -18 -678 -337 4 -237 0 0 1,203 181
Percent of Open Interest Represented by Each Category of Trader
19.4 37.4 0.9 52.2 33.9 5.5 10.1 19.0 0.0 1.3 0.0 0.0 10.6 3.3
Number of Traders in Each Category Total Traders: 92
6 10 . 34 13 12 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 97,847
Positions
9,587 47,169 10,924 26,209 7,311 2,537 28,882 11,685 8,155 2,645 2,880 418 8,489 6,768
Changes from: February 15, 2011 Total Change is: 5,255
554 1,106 1,954 299 -172 1 5,651 1,948 -462 -306 1,286 -434 -2,002 27
Percent of Open Interest Represented by Each Category of Trader
9.8 48.2 11.2 26.8 7.5 2.6 29.5 11.9 8.3 2.7 2.9 0.4 8.7 6.9
Number of Traders in Each Category Total Traders: 252
22 31 10 41 17 13 72 42 29 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 21,339
Positions
7,436 12,291 1,663 2,298 0 0 4,707 1,343 575 772 1,973 0 3,888 3,494
Changes from: February 15, 2011 Total Change is: 2,024
1,233 491 204 -10 0 0 520 -422 369 14 1,483 -556 250 455
Percent of Open Interest Represented by Each Category of Trader
34.8 57.6 7.8 10.8 0.0 0.0 22.1 6.3 2.7 3.6 9.2 0.0 18.2 16.4
Number of Traders in Each Category Total Traders: 26
6 9 5 . 0 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 382,543
Positions
34,202 197,838 22,861 119,555 36,553 12,687 151,038 81,870 7,737 9,367 4,536 2,090 23,006 16,371
Changes from: February 15, 2011 Total Change is: 16,153
789 7,261 4,566 1,545 -859 4 26,059 12,254 -4,560 -1,602 -983 612 -11,259 -2,141
Percent of Open Interest Represented by Each Category of Trader
8.9 51.7 6.0 31.3 9.6 3.3 39.5 21.4 2.0 2.4 1.2 0.5 6.0 4.3
Number of Traders in Each Category Total Traders: 249
22 30 7 40 17 13 72 42 25 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 345,593
Positions
113,930 41,589 13,331 114,718 119,727 19,892 54,957 116,883 5,429 2,290 11,523 5 21,041 17,214
Changes from: February 15, 2011 Total Change is: -1,413
-778 4,044 -3,150 -2,575 5,802 -447 5,960 -7,346 -67 64 30 -18 -403 -261
Percent of Open Interest Represented by Each Category of Trader
33.0 12.0 3.9 33.2 34.6 5.8 15.9 33.8 1.6 0.7 3.3 0.0 6.1 5.0
Number of Traders in Each Category Total Traders: 253
14 25 4 50 47 20 42 58 17 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 47,884
Positions
13,268 5,722 166 16,164 344 12 3,950 18,026 222 2,456 1,716 0 11,646 21,676
Changes from: February 15, 2011 Total Change is: -408
-305 1,192 24 -400 -6 0 1,049 138 222 -444 0 0 -554 -1,978
Percent of Open Interest Represented by Each Category of Trader
27.7 11.9 0.3 33.8 0.7 0.0 8.2 37.6 0.5 5.1 3.6 0.0 24.3 45.3
Number of Traders in Each Category Total Traders: 66
14 7 . 14 . . 10 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 62,659
Positions
21,017 19,519 2,226 12,257 5,995 655 11,759 2,521 3,259 1,777 4,386 0 9,709 24,098
Changes from: February 15, 2011 Total Change is: -1,762
1,748 1,318 -560 0 -8 0 -2,100 -1,859 1,921 -327 -285 0 -2,444 -2,289
Percent of Open Interest Represented by Each Category of Trader
33.5 31.2 3.6 19.6 9.6 1.0 18.8 4.0 5.2 2.8 7.0 0.0 15.5 38.5
Number of Traders in Each Category Total Traders: 57
16 11 . 6 . . 11 5 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 31,274
Positions
0 6,763 193 18,657 9,645 4,170 3,338 7,969 0 1,003 0 0 3,913 2,534
Changes from: February 15, 2011 Total Change is: 972
0 76 -82 993 -23 -90 -177 875 0 0 0 0 328 216
Percent of Open Interest Represented by Each Category of Trader
0.0 21.6 0.6 59.7 30.8 13.3 10.7 25.5 0.0 3.2 0.0 0.0 12.5 8.1
Number of Traders in Each Category Total Traders: 46
0 . . 19 12 8 . 8 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 35,145
Positions
8,400 14,968 52 13,133 6,403 778 5,104 10,342 30 1,724 0 0 5,924 2,572
Changes from: February 15, 2011 Total Change is: 1,425
1,737 -5 -28 184 -460 -10 260 1,816 0 -80 0 0 -638 112
Percent of Open Interest Represented by Each Category of Trader
23.9 42.6 0.1 37.4 18.2 2.2 14.5 29.4 0.1 4.9 0.0 0.0 16.9 7.3
Number of Traders in Each Category Total Traders: 56
7 6 . 12 11 6 8 8 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 710,660
Positions
14,145 99,817 37,095 322,714 139,166 53,344 41,068 116,694 30,836 24,580 38,794 4,793 182,085 190,120
Changes from: February 15, 2011 Total Change is: 40,591
43 15,207 4,932 -3,412 -7,336 3,183 14,023 18,097 -14,948 -3,608 7,214 -425 40,804 14,668
Percent of Open Interest Represented by Each Category of Trader
2.0 14.0 5.2 45.4 19.6 7.5 5.8 16.4 4.3 3.5 5.5 0.7 25.6 26.8
Number of Traders in Each Category Total Traders: 145
4 19 15 41 22 36 17 25 22 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 332,605
Positions
2,770 113,796 5,178 229,218 3,238 16,214 1,650 132,657 4,628 0 0 0 72,947 56,893
Changes from: February 15, 2011 Total Change is: 5,902
1,198 -1,054 -4,648 -1,382 -3,086 286 1,650 6,101 2,774 0 -1,547 0 6,025 7,076
Percent of Open Interest Represented by Each Category of Trader
0.8 34.2 1.6 68.9 1.0 4.9 0.5 39.9 1.4 0.0 0.0 0.0 21.9 17.1
Number of Traders in Each Category Total Traders: 60
. 11 6 28 . 13 . 17 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,014,127
Positions
90,601 87,651 27,845 308,449 356,315 83,646 277,877 152,946 46,755 64,798 96,167 10,405 103,751 152,396
Changes from: February 15, 2011 Total Change is: 50,595
14,718 -9,029 3,053 -3,828 11,936 -9,973 27,960 45,860 4,433 -1,267 -71 3,315 12,184 1,070
Percent of Open Interest Represented by Each Category of Trader
8.9 8.6 2.7 30.4 35.1 8.2 27.4 15.1 4.6 6.4 9.5 1.0 10.2 15.0
Number of Traders in Each Category Total Traders: 226
18 32 23 33 46 36 27 41 32 7 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,820,681
Positions
138,942 129,871 155,502 575,622 469,747 229,754 190,679 258,124 140,215 61,959 26,420 27,893 300,116 383,156
Changes from: February 15, 2011 Total Change is: -266,878
-9,607 -18,516 -133,251 -6,438 -1,336 8,985 12,808 3,381 -130,075 -8,887 3,458 -27,611 27,198 28,087
Percent of Open Interest Represented by Each Category of Trader
7.6 7.1 8.5 31.6 25.8 12.6 10.5 14.2 7.7 3.4 1.5 1.5 16.5 21.0
Number of Traders in Each Category Total Traders: 246
31 26 45 33 52 49 44 42 56 10 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 1,411,692
Positions
137,844 147,064 60,887 219,508 440,933 175,402 466,723 95,505 80,031 68,804 90,384 8,948 193,546 312,539
Changes from: February 15, 2011 Total Change is: -128,540
-16,562 16,218 -42,427 -12,451 -65,234 7,621 -33,939 -11,586 -37,488 7,150 22,694 -12,393 11,948 -5,944
Percent of Open Interest Represented by Each Category of Trader
9.8 10.4 4.3 15.5 31.2 12.4 33.1 6.8 5.7 4.9 6.4 0.6 13.7 22.1
Number of Traders in Each Category Total Traders: 197
22 17 28 25 40 40 35 34 35 13 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 836,962
Positions
151,072 203,662 262,829 14,432 1,400 4,655 81,276 33,266 242,240 15,647 12,407 19,978 44,832 56,526
Changes from: February 15, 2011 Total Change is: 20,750
16,170 3,478 -10,229 709 0 682 -3,084 4,355 13,329 -1,569 -197 -1,041 5,782 10,373
Percent of Open Interest Represented by Each Category of Trader
18.1 24.3 31.4 1.7 0.2 0.6 9.7 4.0 28.9 1.9 1.5 2.4 5.4 6.8
Number of Traders in Each Category Total Traders: 124
31 24 42 6 . 4 26 21 37 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 is14,406,625
Positions
1,363,815 2,967,031 3,180,208 2,321,766 575,508 343,063 802,618 434,132 4,708,259 73,593 354,474 715,235 898,069 1,128,716
Changes from: February 15, 2011 Total Change is: 197,277
-199,136 74,907 45,504 107,732 -13,594 9,720 106,098 -14,283 76,145 16,391 -54,950 40,879 -6,056 32,950
Percent of Open Interest Represented by Each Category of Trader
9.5 20.6 22.1 16.1 4.0 2.4 5.6 3.0 32.7 0.5 2.5 5.0 6.2 7.8
Number of Traders in Each Category Total Traders: 293
31 60 89 11 15 21 77 60 112 14 16 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 14,635
Positions
6,414 7,526 987 1,562 839 25 530 4,073 255 4,800 680 0 62 250
Changes from: February 15, 2011 Total Change is: 205
-466 366 0 189 -158 -108 335 -236 255 0 55 0 0 31
Percent of Open Interest Represented by Each Category of Trader
43.8 51.4 6.7 10.7 5.7 0.2 3.6 27.8 1.7 32.8 4.6 0.0 0.4 1.7
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 . . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 47,125
Positions
28,979 19,908 14,288 1,975 1,821 119 1,316 5,364 0 0 5,512 0 448 113
Changes from: February 15, 2011 Total Change is: -2,191
-3,368 -934 0 0 -241 -3 1,125 -928 -16 0 0 0 71 -69
Percent of Open Interest Represented by Each Category of Trader
61.5 42.2 30.3 4.2 3.9 0.3 2.8 11.4 0.0 0.0 11.7 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 30
. 6 . . 5 . 4 7 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 40,668
Positions
13,100 2,606 677 248 308 788 16,773 30,662 1,015 2,073 934 1 5,992 3,678
Changes from: February 15, 2011 Total Change is: 259
2,505 3 245 -193 19 13 -969 884 -910 -722 -130 -18 308 153
Percent of Open Interest Represented by Each Category of Trader
32.2 6.4 1.7 0.6 0.8 1.9 41.2 75.4 2.5 5.1 2.3 0.0 14.7 9.0
Number of Traders in Each Category Total Traders: 100
6 5 . . . . 28 32 10 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 162,587
Positions
58,607 39,038 36,524 5,358 2,090 3,425 6,469 25,984 22,552 1,296 9,698 6,205 22,151 17,071
Changes from: February 15, 2011 Total Change is: -16,010
-2,296 -6,700 774 -1,121 228 -227 -5,800 -7,514 -8,872 -1,019 1,356 64 2,487 4,881
Percent of Open Interest Represented by Each Category of Trader
36.0 24.0 22.5 3.3 1.3 2.1 4.0 16.0 13.9 0.8 6.0 3.8 13.6 10.5
Number of Traders in Each Category Total Traders: 101
14 9 18 8 5 5 16 28 27 4 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 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 5,634
Positions
985 3,543 0 2,710 0 0 899 1,877 37 931 148 0 72 29
Changes from: February 15, 2011 Total Change is: 21
0 -28 0 16 0 0 5 20 0 0 0 0 0 29
Percent of Open Interest Represented by Each Category of Trader
17.5 62.9 0.0 48.1 0.0 0.0 16.0 33.3 0.7 16.5 2.6 0.0 1.3 0.5
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 22, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,283
Positions
412 13,419 0 9,689 0 0 1,670 557 24 0 0 0 2,488 283
Changes from: February 15, 2011 Total Change is: -1,032
4 -277 0 -53 0 0 -387 31 -110 0 0 0 -486 -676
Percent of Open Interest Represented by Each Category of Trader
2.9 94.0 0.0 67.8 0.0 0.0 11.7 3.9 0.2 0.0 0.0 0.0 17.4 2.0
Number of Traders in Each Category Total Traders: 21
. . 0 9 0 0 4 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 25, 2011