Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 120,997 Positions 40,813 7,006 1,075 16,588 34,802 613 19,685 53,282 4,027 9,007 645 0 29,189 19,547 Changes from: January 3, 2012 Total Change is: 1,234 5,487 3,841 -395 -152 -13 -7 -6,549 835 203 221 -885 -1 2,427 -2,344 Percent of Open Interest Represented by Each Category of Trader 33.7 5.8 0.9 13.7 28.8 0.5 16.3 44.0 3.3 7.4 0.5 0.0 24.1 16.2 Number of Traders in Each Category Total Traders: 69 8 8 4 6 4 . 12 19 . 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 41,869 Positions 14,324 2,015 3 999 1,321 275 19,677 17,159 12 537 648 0 6,042 20,436 Changes from: January 3, 2012 Total Change is: 3,870 2,957 -202 3 -61 462 10 3,080 1,687 -53 0 0 0 -2,066 1,963 Percent of Open Interest Represented by Each Category of Trader 34.2 4.8 0.0 2.4 3.2 0.7 47.0 41.0 0.0 1.3 1.5 0.0 14.4 48.8 Number of Traders in Each Category Total Traders: 42 9 4 . . . . 8 15 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 199,855 Positions 146,834 1,458 39 7,955 78,453 3,242 25,601 79,632 1,360 2,382 3,469 0 12,442 32,202 Changes from: January 3, 2012 Total Change is: 6,260 8,809 -1,249 -56 -287 1,617 125 -2,626 2,274 457 -56 -710 0 -106 3,802 Percent of Open Interest Represented by Each Category of Trader 73.5 0.7 0.0 4.0 39.3 1.6 12.8 39.8 0.7 1.2 1.7 0.0 6.2 16.1 Number of Traders in Each Category Total Traders: 87 12 4 . 4 16 4 10 34 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 163,533 Positions 638 73,601 85 65,056 10,842 1,094 72,333 49,153 170 750 2,252 0 23,407 26,336 Changes from: January 3, 2012 Total Change is: 4,814 1 1,475 1 -1,020 142 53 4,202 2,951 45 -480 30 0 2,012 117 Percent of Open Interest Represented by Each Category of Trader 0.4 45.0 0.1 39.8 6.6 0.7 44.2 30.1 0.1 0.5 1.4 0.0 14.3 16.1 Number of Traders in Each Category Total Traders: 85 . 17 . 8 8 4 27 19 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 294,263 Positions 131,060 27,996 420 50,563 31,858 4,878 68,102 155,989 1,032 6,449 13,864 162 31,597 58,064 Changes from: January 3, 2012 Total Change is: 11,473 11,889 1,278 -299 2,610 1,192 226 1,429 6,063 224 -7,771 317 0 3,165 2,472 Percent of Open Interest Represented by Each Category of Trader 44.5 9.5 0.1 17.2 10.8 1.7 23.1 53.0 0.4 2.2 4.7 0.1 10.7 19.7 Number of Traders in Each Category Total Traders: 183 26 9 7 17 17 10 24 68 16 5 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 125,914 Positions 14,487 29,190 3,340 2,934 43,992 1,060 78,427 30,002 0 1,622 883 0 24,044 17,447 Changes from: January 3, 2012 Total Change is: 8,667 -5,219 6,555 550 -156 -176 11 14,079 1,923 0 -5,013 -638 0 4,415 442 Percent of Open Interest Represented by Each Category of Trader 11.5 23.2 2.7 2.3 34.9 0.8 62.3 23.8 0.0 1.3 0.7 0.0 19.1 13.9 Number of Traders in Each Category Total Traders: 78 6 11 . . 8 . 23 23 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 121,056 Positions 43,738 38,304 71,821 0 0 0 4,067 9,236 1,292 0 0 0 138 403 Changes from: January 3, 2012 Total Change is: -4,549 -4,567 -3,871 -63 0 0 0 0 -600 0 0 0 0 81 -15 Percent of Open Interest Represented by Each Category of Trader 36.1 31.6 59.3 0.0 0.0 0.0 3.4 7.6 1.1 0.0 0.0 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 21 8 8 12 0 0 0 . 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 123,845 Positions 69,602 53,541 796 23,394 2,101 1,084 24,670 56,910 281 984 3,881 0 3,034 5,251 Changes from: January 3, 2012 Total Change is: 2,223 -716 828 106 -817 -352 5 3,360 2,376 34 -73 -458 0 324 -316 Percent of Open Interest Represented by Each Category of Trader 56.2 43.2 0.6 18.9 1.7 0.9 19.9 46.0 0.2 0.8 3.1 0.0 2.4 4.2 Number of Traders in Each Category Total Traders: 94 7 12 . 7 4 . 17 33 . 4 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 14,173 Positions 1,788 5,865 225 0 430 0 9,247 5,047 141 165 675 0 2,607 1,790 Changes from: January 3, 2012 Total Change is: 3,361 -255 3,396 0 0 230 0 2,911 -347 141 0 333 0 564 -392 Percent of Open Interest Represented by Each Category of Trader 12.6 41.4 1.6 0.0 3.0 0.0 65.2 35.6 1.0 1.2 4.8 0.0 18.4 12.6 Number of Traders in Each Category Total Traders: 36 4 7 . 0 . 0 9 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 50,249 Positions 14,874 33,334 424 3,343 2,769 520 20,041 8,100 600 2,943 206 0 7,507 4,300 Changes from: January 3, 2012 Total Change is: 2,287 -200 1,536 139 -99 71 149 599 -754 420 -126 95 0 1,406 632 Percent of Open Interest Represented by Each Category of Trader 29.6 66.3 0.8 6.7 5.5 1.0 39.9 16.1 1.2 5.9 0.4 0.0 14.9 8.6 Number of Traders in Each Category Total Traders: 88 20 13 . . 7 . 25 14 6 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 100,498 Positions 29,747 66,667 847 6,685 5,537 1,039 40,081 16,199 1,199 5,886 411 0 15,014 8,599 Changes from: January 3, 2012 Total Change is: 4,574 -399 3,072 277 -198 142 297 1,197 -1,508 840 -251 190 0 2,811 1,264 Percent of Open Interest Represented by Each Category of Trader 29.6 66.3 0.8 6.7 5.5 1.0 39.9 16.1 1.2 5.9 0.4 0.0 14.9 8.6 Number of Traders in Each Category Total Traders: 88 20 13 . . 7 . 25 14 6 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 755,841 Positions 41,532 156,166 37,079 358,190 211,151 61,531 85,247 141,474 22,175 28,857 31,467 1,914 119,316 92,884 Changes from: January 3, 2012 Total Change is: -32,989 -289 -2,805 2,808 1,770 -553 -3,128 281 13,191 -26,111 2,841 -857 -846 -10,315 -14,688 Percent of Open Interest Represented by Each Category of Trader 5.5 20.7 4.9 47.4 27.9 8.1 11.3 18.7 2.9 3.8 4.2 0.3 15.8 12.3 Number of Traders in Each Category Total Traders: 524 30 54 28 114 63 66 86 109 56 32 36 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 237,402 Positions 23,116 91,949 1,495 110,112 49,538 11,898 20,450 21,911 1,446 62 10,618 611 68,212 47,936 Changes from: January 3, 2012 Total Change is: -17,210 4,617 -1,042 0 1,674 413 101 -25,210 -635 -23 62 -2,257 0 1,569 -13,767 Percent of Open Interest Represented by Each Category of Trader 9.7 38.7 0.6 46.4 20.9 5.0 8.6 9.2 0.6 0.0 4.5 0.3 28.7 20.2 Number of Traders in Each Category Total Traders: 100 8 15 5 24 14 13 15 18 8 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,592,195 Positions 219,102 448,103 50,901 1,270,209 837,887 218,345 385,845 659,674 41,785 144,394 104,665 6,094 255,520 224,741 Changes from: January 3, 2012 Total Change is: -78,893 -11,932 3,782 1,443 662 -4,646 -16,327 -1,559 -59,885 -1,427 14,230 7,334 -4,563 -59,420 -4,604 Percent of Open Interest Represented by Each Category of Trader 8.5 17.3 2.0 49.0 32.3 8.4 14.9 25.4 1.6 5.6 4.0 0.2 9.9 8.7 Number of Traders in Each Category Total Traders: 501 35 48 20 103 57 59 86 106 45 32 34 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 103,615 Positions 23,744 12,823 0 51,558 65,565 8,249 9,034 8,760 153 1,717 3,987 0 9,160 4,078 Changes from: January 3, 2012 Total Change is: -119 -1,403 1,584 0 98 140 -432 1,630 -722 145 59 -587 0 -216 -247 Percent of Open Interest Represented by Each Category of Trader 22.9 12.4 0.0 49.8 63.3 8.0 8.7 8.5 0.1 1.7 3.8 0.0 8.8 3.9 Number of Traders in Each Category Total Traders: 92 11 8 0 32 13 15 12 10 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 69,158 Positions 6,241 31,538 5,471 23,642 9,756 1,730 17,602 8,100 3,081 1,857 3,936 52 9,483 5,494 Changes from: January 3, 2012 Total Change is: 16,227 -1,951 5,033 5,337 3,744 -96 77 3,479 157 2,752 90 405 52 2,648 2,508 Percent of Open Interest Represented by Each Category of Trader 9.0 45.6 7.9 34.2 14.1 2.5 25.5 11.7 4.5 2.7 5.7 0.1 13.7 7.9 Number of Traders in Each Category Total Traders: 209 22 28 10 28 20 10 43 43 15 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 9,500 Positions 4,325 5,563 20 0 300 0 2,648 369 0 0 365 0 2,507 2,883 Changes from: January 3, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 45.5 58.6 0.2 0.0 3.2 0.0 27.9 3.9 0.0 0.0 3.8 0.0 26.4 30.3 Number of Traders in Each Category Total Traders: 22 9 6 . 0 . 0 4 . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 298,290 Positions 35,921 156,217 912 118,208 47,279 8,649 89,121 53,004 1,056 9,283 17,856 262 34,878 13,055 Changes from: January 3, 2012 Total Change is: 33,636 -5,039 23,695 242 18,718 -1,978 386 18,504 13,290 -589 449 202 262 703 -1,874 Percent of Open Interest Represented by Each Category of Trader 12.0 52.4 0.3 39.6 15.9 2.9 29.9 17.8 0.4 3.1 6.0 0.1 11.7 4.4 Number of Traders in Each Category Total Traders: 209 22 28 . 28 20 10 43 43 10 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 399,326 Positions 181,706 22,989 13,071 115,217 209,111 26,480 42,867 96,474 362 3,837 16,113 113 15,673 14,613 Changes from: January 3, 2012 Total Change is: -3,274 -11,160 1,155 3,684 5,033 -3,989 -1,183 1,831 1,579 -1,268 71 -3,319 0 -282 67 Percent of Open Interest Represented by Each Category of Trader 45.5 5.8 3.3 28.9 52.4 6.6 10.7 24.2 0.1 1.0 4.0 0.0 3.9 3.7 Number of Traders in Each Category Total Traders: 233 22 10 4 46 43 26 35 55 9 5 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,171 Positions 5,248 322 0 6,874 1,227 54 4,358 7,850 2 817 4,231 0 5,818 9,485 Changes from: January 3, 2012 Total Change is: -383 -375 -234 0 -336 66 0 401 594 2 0 0 0 -75 -811 Percent of Open Interest Represented by Each Category of Trader 22.6 1.4 0.0 29.7 5.3 0.2 18.8 33.9 0.0 3.5 18.3 0.0 25.1 40.9 Number of Traders in Each Category Total Traders: 38 6 . 0 9 . . 8 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,723 Positions 14,592 7,522 630 6,804 3,289 726 6,515 3,626 2,330 2,039 0 0 5,087 20,600 Changes from: January 3, 2012 Total Change is: 1,368 -588 1,734 57 1,078 50 1 408 -345 778 362 0 0 -728 -907 Percent of Open Interest Represented by Each Category of Trader 37.7 19.4 1.6 17.6 8.5 1.9 16.8 9.4 6.0 5.3 0.0 0.0 13.1 53.2 Number of Traders in Each Category Total Traders: 52 13 10 . 5 . . 9 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 43,139 Positions 795 3,815 65 31,349 23,045 4,170 2,679 9,811 4 0 0 0 4,077 2,229 Changes from: January 3, 2012 Total Change is: 1,278 185 89 -58 1,468 328 83 -572 611 1 -205 0 0 376 224 Percent of Open Interest Represented by Each Category of Trader 1.8 8.8 0.2 72.7 53.4 9.7 6.2 22.7 0.0 0.0 0.0 0.0 9.5 5.2 Number of Traders in Each Category Total Traders: 50 . . . 17 20 10 . 6 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 66,618 Positions 14,972 23,213 0 32,107 24,288 2,170 6,940 12,809 570 3,588 1,043 546 5,725 1,979 Changes from: January 3, 2012 Total Change is: 181 112 -261 0 435 1,069 -87 -677 -125 81 358 -298 -220 179 22 Percent of Open Interest Represented by Each Category of Trader 22.5 34.8 0.0 48.2 36.5 3.3 10.4 19.2 0.9 5.4 1.6 0.8 8.6 3.0 Number of Traders in Each Category Total Traders: 71 9 12 0 16 9 6 10 5 . 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 599,203 Positions 15,316 106,160 1,575 280,933 106,630 85,267 46,259 92,022 6,315 9,642 67,635 8 153,888 133,591 Changes from: January 3, 2012 Total Change is: 13,675 7,456 -9,929 -1,157 -1,194 16,714 -7,154 -1,936 419 1,846 93 409 8 15,713 12,519 Percent of Open Interest Represented by Each Category of Trader 2.6 17.7 0.3 46.9 17.8 14.2 7.7 15.4 1.1 1.6 11.3 0.0 25.7 22.3 Number of Traders in Each Category Total Traders: 150 6 16 4 45 21 35 22 26 10 5 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 373,606 Positions 4,824 151,476 428 281,577 30,412 26,490 1,872 117,244 362 0 0 0 58,053 47,194 Changes from: January 3, 2012 Total Change is: 11,314 -748 1,969 68 19,102 11,110 -7,087 0 -366 51 0 -1,501 0 -72 7,070 Percent of Open Interest Represented by Each Category of Trader 1.3 40.5 0.1 75.4 8.1 7.1 0.5 31.4 0.1 0.0 0.0 0.0 15.5 12.6 Number of Traders in Each Category Total Traders: 69 . 10 4 38 7 21 . 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 678,937 Positions 89,841 81,554 3,649 140,877 189,771 70,605 213,974 185,696 7,773 42,442 33,456 587 109,189 105,846 Changes from: January 3, 2012 Total Change is: -18,475 -19,257 7,877 211 3,438 -8,066 4,751 -5,323 -25,328 -1,676 1,445 -111 0 -2,064 3,867 Percent of Open Interest Represented by Each Category of Trader 13.2 12.0 0.5 20.7 28.0 10.4 31.5 27.4 1.1 6.3 4.9 0.1 16.1 15.6 Number of Traders in Each Category Total Traders: 207 14 24 6 34 43 41 34 36 16 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,578,979 Positions 75,473 132,144 14,162 686,184 662,452 146,008 303,802 161,669 43,306 28,378 101,635 4,560 277,106 313,043 Changes from: January 3, 2012 Total Change is: 81,423 12,622 2,058 -4,297 33,427 64,606 -20,397 47,806 1,665 6,517 1,785 8,069 -240 4,200 23,442 Percent of Open Interest Represented by Each Category of Trader 4.8 8.4 0.9 43.5 42.0 9.2 19.2 10.2 2.7 1.8 6.4 0.3 17.5 19.8 Number of Traders in Each Category Total Traders: 251 20 32 16 31 55 42 47 43 29 7 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,330,530 Positions 47,498 203,713 4,571 398,023 533,944 142,445 275,728 130,731 16,070 207,306 67,284 0 238,889 231,772 Changes from: January 3, 2012 Total Change is: 44,061 3,129 -30,580 -741 42,133 95,048 -20,780 80 -8,199 1,715 2,744 -2,819 0 15,781 10,417 Percent of Open Interest Represented by Each Category of Trader 3.6 15.3 0.3 29.9 40.1 10.7 20.7 9.8 1.2 15.6 5.1 0.0 18.0 17.4 Number of Traders in Each Category Total Traders: 170 5 29 5 22 37 38 34 23 13 7 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 516,316 Positions 160,196 225,016 161,931 2,916 1,040 1,963 91,868 33,369 44,251 7,891 4,850 8,964 36,336 34,932 Changes from: January 3, 2012 Total Change is: 3,125 -5,143 3,428 -2,498 -65 -626 0 4,534 -49 2,024 116 -16 -213 4,370 1,075 Percent of Open Interest Represented by Each Category of Trader 31.0 43.6 31.4 0.6 0.2 0.4 17.8 6.5 8.6 1.5 0.9 1.7 7.0 6.8 Number of Traders in Each Category Total Traders: 88 21 24 35 . . . 18 13 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is 7,662,714 Positions 1,224,807 2,102,526 1,762,764 1,468,440 57,271 104,523 520,641 610,092 1,536,160 90,819 388,602 146,606 807,954 954,170 Changes from: January 3, 2012 Total Change is: 72,740 -157,919 -32,495 70,953 -19,294 -97 -48,693 27,153 20,197 106,919 2,308 -24,539 -7,894 99,207 -11,611 Percent of Open Interest Represented by Each Category of Trader 16.0 27.4 23.0 19.2 0.7 1.4 6.8 8.0 20.0 1.2 5.1 1.9 10.5 12.5 Number of Traders in Each Category Total Traders: 235 28 55 78 10 5 11 45 61 84 6 12 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 10,313 Positions 6,215 2,616 0 1,521 784 11 1,031 6,650 27 1,238 160 0 270 65 Changes from: January 3, 2012 Total Change is: -262 -239 -7 0 -83 0 0 30 -230 2 30 0 0 -2 -27 Percent of Open Interest Represented by Each Category of Trader 60.3 25.4 0.0 14.7 7.6 0.1 10.0 64.5 0.3 12.0 1.6 0.0 2.6 0.6 Number of Traders in Each Category Total Traders: 30 . . 0 . 4 . 4 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 12,283 Positions 9,457 6,774 0 1,239 1,738 0 1,133 3,273 0 40 305 0 414 193 Changes from: January 3, 2012 Total Change is: -39 157 186 0 0 -240 0 -139 11 0 -30 0 0 -27 4 Percent of Open Interest Represented by Each Category of Trader 77.0 55.1 0.0 10.1 14.1 0.0 9.2 26.6 0.0 0.3 2.5 0.0 3.4 1.6 Number of Traders in Each Category Total Traders: 32 4 5 0 . 4 0 7 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 69,024 Positions 20,958 33,747 0 6,640 360 478 25,210 31,865 554 5,419 630 0 9,765 1,390 Changes from: January 3, 2012 Total Change is: 2,971 -511 1,208 0 253 25 171 2,630 1,170 -24 -505 350 -1 958 72 Percent of Open Interest Represented by Each Category of Trader 30.4 48.9 0.0 9.6 0.5 0.7 36.5 46.2 0.8 7.9 0.9 0.0 14.1 2.0 Number of Traders in Each Category Total Traders: 114 4 5 0 8 . . 51 9 . 30 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 144,035 Positions 49,544 36,604 27,959 9,229 1,712 709 11,868 33,669 11,791 1,800 3,089 15,214 15,921 13,288 Changes from: January 3, 2012 Total Change is: 15,767 15,386 12,415 -4,801 757 204 -251 2,089 8,708 626 105 1,046 253 1,603 -2,433 Percent of Open Interest Represented by Each Category of Trader 34.4 25.4 19.4 6.4 1.2 0.5 8.2 23.4 8.2 1.2 2.1 10.6 11.1 9.2 Number of Traders in Each Category Total Traders: 76 10 9 18 9 . . 16 14 19 8 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 10, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 17,641 Positions 11,727 1,718 0 1,545 1,259 90 1,658 8,824 168 0 3,328 239 2,214 2,015 Changes from: January 3, 2012 Total Change is: 2,010 0 1,417 0 0 -198 0 0 4,728 0 0 -5,945 7 2,003 2,001 Percent of Open Interest Represented by Each Category of Trader 66.5 9.7 0.0 8.8 7.1 0.5 9.4 50.0 1.0 0.0 18.9 1.4 12.6 11.4 Number of Traders in Each Category Total Traders: 25 . . 0 . . . . 8 . 0 4 . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 13, 2012