Traders in Financial Futures - Futures Only Positions as of January 24, 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 117,164
Positions
33,007 7,177 1,679 17,967 34,670 603 20,025 49,740 4,295 8,559 0 0 31,029 19,000
Changes from: January 17, 2012 Total Change is: -5,937
-9,305 2,098 263 -29 16 -10 -1,457 -5,682 76 162 -643 0 4,363 -2,055
Percent of Open Interest Represented by Each Category of Trader
28.2 6.1 1.4 15.3 29.6 0.5 17.1 42.5 3.7 7.3 0.0 0.0 26.5 16.2
Number of Traders in Each Category Total Traders: 74
8 8 6 6 4 . 22 16 5 10 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 39,314
Positions
10,698 1,602 847 999 1,961 283 16,556 18,271 159 537 0 0 9,235 16,191
Changes from: January 17, 2012 Total Change is: -2,263
-2,006 127 250 0 -8 8 -2,615 314 143 0 0 0 1,957 -3,097
Percent of Open Interest Represented by Each Category of Trader
27.2 4.1 2.2 2.5 5.0 0.7 42.1 46.5 0.4 1.4 0.0 0.0 23.5 41.2
Number of Traders in Each Category Total Traders: 43
9 4 . . 4 . 8 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 190,040
Positions
141,799 2,542 349 8,738 81,432 3,265 18,957 67,707 1,099 1,168 2,279 0 14,665 31,367
Changes from: January 17, 2012 Total Change is: -21,378
-15,562 931 196 -21 -207 23 -7,297 -15,393 -80 -404 -1,306 0 1,767 -5,542
Percent of Open Interest Represented by Each Category of Trader
74.6 1.3 0.2 4.6 42.8 1.7 10.0 35.6 0.6 0.6 1.2 0.0 7.7 16.5
Number of Traders in Each Category Total Traders: 92
12 7 . 5 17 4 14 31 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 152,061
Positions
597 61,506 186 65,802 10,329 1,028 61,327 47,906 231 1,841 1,123 0 21,049 29,752
Changes from: January 17, 2012 Total Change is: -16,009
0 -15,152 36 -31 -447 -61 -12,709 -4,696 55 1,091 -1,080 0 -4,390 5,336
Percent of Open Interest Represented by Each Category of Trader
0.4 40.4 0.1 43.3 6.8 0.7 40.3 31.5 0.2 1.2 0.7 0.0 13.8 19.6
Number of Traders in Each Category Total Traders: 89
. 17 5 8 8 . 19 29 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 315,350
Positions
143,798 34,421 604 53,651 31,848 4,878 70,651 174,171 1,578 5,995 7,386 526 33,669 59,938
Changes from: January 17, 2012 Total Change is: 14,388
8,519 2,144 195 1,377 -1,239 -27 2,944 16,254 472 -24 -3,457 214 718 -168
Percent of Open Interest Represented by Each Category of Trader
45.6 10.9 0.2 17.0 10.1 1.5 22.4 55.2 0.5 1.9 2.3 0.2 10.7 19.0
Number of Traders in Each Category Total Traders: 182
23 12 5 17 17 11 27 64 13 5 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 139,724
Positions
10,756 44,789 3,269 3,418 43,938 1,062 92,137 26,502 386 492 2,560 11 28,193 17,207
Changes from: January 17, 2012 Total Change is: 4,403
-5,999 8,608 -65 487 -163 18 8,858 -6,712 363 -1,130 1,679 0 1,871 675
Percent of Open Interest Represented by Each Category of Trader
7.7 32.1 2.3 2.4 31.4 0.8 65.9 19.0 0.3 0.4 1.8 0.0 20.2 12.3
Number of Traders in Each Category Total Traders: 88
. 15 . . 8 . 34 19 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 121,114
Positions
40,620 38,773 71,473 0 0 0 5,497 7,395 3,263 0 0 0 261 210
Changes from: January 17, 2012 Total Change is: -5,207
7,493 10,493 -15,719 0 0 0 1,067 -1,854 1,971 0 0 0 -19 -98
Percent of Open Interest Represented by Each Category of Trader
33.5 32.0 59.0 0.0 0.0 0.0 4.5 6.1 2.7 0.0 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 22
7 10 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 142,514
Positions
68,687 59,777 980 23,815 944 822 42,230 72,180 950 1,081 1,953 0 3,949 4,908
Changes from: January 17, 2012 Total Change is: 12,121
-957 6,675 237 -1,326 -643 -262 12,704 6,646 738 1 -1,375 0 986 105
Percent of Open Interest Represented by Each Category of Trader
48.2 41.9 0.7 16.7 0.7 0.6 29.6 50.6 0.7 0.8 1.4 0.0 2.8 3.4
Number of Traders in Each Category Total Traders: 96
6 13 . 8 . . 26 31 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 25,569
Positions
1,702 16,053 225 101 601 0 19,979 6,569 141 165 342 0 3,256 1,638
Changes from: January 17, 2012 Total Change is: 4,614
186 4,128 0 -82 54 0 4,170 536 0 0 -101 0 340 -3
Percent of Open Interest Represented by Each Category of Trader
6.7 62.8 0.9 0.4 2.4 0.0 78.1 25.7 0.6 0.6 1.3 0.0 12.7 6.4
Number of Traders in Each Category Total Traders: 42
4 9 . . . 0 15 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 51,716
Positions
14,611 33,199 306 3,411 2,394 733 21,885 9,195 165 3,095 574 0 7,512 5,151
Changes from: January 17, 2012 Total Change is: 831
-333 339 -77 304 -359 150 1,571 675 -761 -93 146 0 69 718
Percent of Open Interest Represented by Each Category of Trader
28.3 64.2 0.6 6.6 4.6 1.4 42.3 17.8 0.3 6.0 1.1 0.0 14.5 10.0
Number of Traders in Each Category Total Traders: 95
19 17 . 4 5 . 25 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 103,432
Positions
29,221 66,398 612 6,821 4,787 1,465 43,769 18,390 330 6,190 1,148 0 15,024 10,302
Changes from: January 17, 2012 Total Change is: 1,661
-665 678 -153 608 -717 300 3,142 1,349 -1,522 -186 291 0 137 1,435
Percent of Open Interest Represented by Each Category of Trader
28.3 64.2 0.6 6.6 4.6 1.4 42.3 17.8 0.3 6.0 1.1 0.0 14.5 10.0
Number of Traders in Each Category Total Traders: 95
19 17 . 4 5 . 25 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 794,994
Positions
40,312 184,102 40,265 368,020 191,583 56,517 87,093 144,618 38,769 32,287 33,151 3,890 127,842 102,100
Changes from: January 17, 2012 Total Change is: 28,395
650 21,623 1,986 4,143 -11,977 -363 529 -1,650 11,104 2,652 -82 2,400 5,294 5,353
Percent of Open Interest Represented by Each Category of Trader
5.1 23.2 5.1 46.3 24.1 7.1 11.0 18.2 4.9 4.1 4.2 0.5 16.1 12.8
Number of Traders in Each Category Total Traders: 520
28 55 26 113 62 63 83 113 64 30 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 258,281
Positions
32,151 107,883 1,515 108,704 47,032 11,843 29,241 21,710 1,973 3,243 12,552 1,286 68,325 52,487
Changes from: January 17, 2012 Total Change is: 16,513
7,604 13,003 20 -843 -2,132 81 6,905 -548 395 1,674 1,974 675 2 3,045
Percent of Open Interest Represented by Each Category of Trader
12.4 41.8 0.6 42.1 18.2 4.6 11.3 8.4 0.8 1.3 4.9 0.5 26.5 20.3
Number of Traders in Each Category Total Traders: 102
8 16 5 24 14 12 13 18 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 2,683,566
Positions
178,358 518,651 56,195 1,327,814 753,991 192,132 406,258 731,534 66,982 153,059 110,834 5,181 297,587 248,066
Changes from: January 17, 2012 Total Change is: 59,412
-30,403 47,469 5,464 27,133 -47,021 -4,424 13,332 39,699 8,336 12,317 -2,851 1,198 26,459 11,542
Percent of Open Interest Represented by Each Category of Trader
6.6 19.3 2.1 49.5 28.1 7.2 15.1 27.3 2.5 5.7 4.1 0.2 11.1 9.2
Number of Traders in Each Category Total Traders: 498
30 51 17 103 55 57 85 110 53 29 34 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 109,140
Positions
20,988 20,780 0 52,118 60,464 9,642 13,178 9,071 321 1,717 4,396 0 11,176 4,466
Changes from: January 17, 2012 Total Change is: 3,519
-1,561 6,085 0 49 -4,813 1,181 2,259 641 3 0 353 0 1,588 69
Percent of Open Interest Represented by Each Category of Trader
19.2 19.0 0.0 47.8 55.4 8.8 12.1 8.3 0.3 1.6 4.0 0.0 10.2 4.1
Number of Traders in Each Category Total Traders: 90
10 9 0 31 12 15 14 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 91,118
Positions
6,281 43,871 8,058 25,340 9,662 1,785 29,386 9,959 6,995 1,596 4,094 0 11,677 6,693
Changes from: January 17, 2012 Total Change is: 13,989
317 7,903 1,957 522 -91 27 6,409 758 2,952 500 -71 -72 1,378 625
Percent of Open Interest Represented by Each Category of Trader
6.9 48.1 8.8 27.8 10.6 2.0 32.3 10.9 7.7 1.8 4.5 0.0 12.8 7.3
Number of Traders in Each Category Total Traders: 234
21 33 11 30 22 10 63 40 15 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 16,016
Positions
6,633 9,794 20 0 300 0 6,680 982 0 0 856 0 2,683 4,064
Changes from: January 17, 2012 Total Change is: 4,539
1,348 2,681 0 0 0 0 2,949 613 0 0 491 0 242 754
Percent of Open Interest Represented by Each Category of Trader
41.4 61.2 0.1 0.0 1.9 0.0 41.7 6.1 0.0 0.0 5.3 0.0 16.8 25.4
Number of Traders in Each Category Total Traders: 24
9 8 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 375,509
Positions
35,782 207,927 2,648 126,700 46,812 8,926 146,708 78,062 1,795 7,978 16,190 2 44,970 13,147
Changes from: January 17, 2012 Total Change is: 47,249
3,305 34,571 1,328 2,608 -455 135 32,030 15,457 29 2,498 -2,810 -362 5,678 -644
Percent of Open Interest Represented by Each Category of Trader
9.5 55.4 0.7 33.7 12.5 2.4 39.1 20.8 0.5 2.1 4.3 0.0 12.0 3.5
Number of Traders in Each Category Total Traders: 234
24 30 . 30 22 10 62 41 11 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 408,633
Positions
159,619 28,139 20,686 118,751 201,264 29,089 52,069 95,472 2,569 8,285 15,046 372 17,193 15,996
Changes from: January 17, 2012 Total Change is: 5,019
-16,422 2,120 6,603 4,329 -5,340 663 6,021 1,760 554 4,345 -701 219 -1,293 -859
Percent of Open Interest Represented by Each Category of Trader
39.1 6.9 5.1 29.1 49.3 7.1 12.7 23.4 0.6 2.0 3.7 0.1 4.2 3.9
Number of Traders in Each Category Total Traders: 249
23 11 4 47 42 26 40 58 10 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 22,907
Positions
5,090 695 0 8,079 1,595 54 3,543 5,369 0 600 4,586 0 5,541 10,608
Changes from: January 17, 2012 Total Change is: -465
-109 408 0 994 358 0 -995 -1,590 -3 -217 555 0 -135 -193
Percent of Open Interest Represented by Each Category of Trader
22.2 3.0 0.0 35.3 7.0 0.2 15.5 23.4 0.0 2.6 20.0 0.0 24.2 46.3
Number of Traders in Each Category Total Traders: 36
5 . 0 9 . . 8 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 43,607
Positions
14,543 7,246 822 6,473 2,964 951 8,504 2,179 3,193 2,009 0 0 7,112 26,252
Changes from: January 17, 2012 Total Change is: 4,898
-933 692 97 -732 -270 247 3,329 -513 923 132 0 0 1,835 3,722
Percent of Open Interest Represented by Each Category of Trader
33.4 16.6 1.9 14.8 6.8 2.2 19.5 5.0 7.3 4.6 0.0 0.0 16.3 60.2
Number of Traders in Each Category Total Traders: 51
12 10 . 6 . 4 12 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 46,314
Positions
428 4,306 89 33,542 23,819 4,713 2,800 11,221 165 0 0 0 4,577 2,001
Changes from: January 17, 2012 Total Change is: 722
-250 -1 24 -210 363 503 291 -1 161 0 0 0 203 -327
Percent of Open Interest Represented by Each Category of Trader
0.9 9.3 0.2 72.4 51.4 10.2 6.0 24.2 0.4 0.0 0.0 0.0 9.9 4.3
Number of Traders in Each Category Total Traders: 51
. . . 17 20 10 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 68,109
Positions
10,148 21,610 22 35,782 25,240 2,342 8,066 15,591 595 4,135 562 598 6,421 1,549
Changes from: January 17, 2012 Total Change is: -1,655
-4,146 -1,685 22 1,891 1,551 -274 941 334 26 802 -247 -22 -895 -1,360
Percent of Open Interest Represented by Each Category of Trader
14.9 31.7 0.0 52.5 37.1 3.4 11.8 22.9 0.9 6.1 0.8 0.9 9.4 2.3
Number of Traders in Each Category Total Traders: 82
9 13 . 17 9 7 14 9 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 624,696
Positions
30,331 95,556 3,034 293,048 113,133 98,230 47,216 108,890 7,056 9,325 66,733 36 136,420 132,028
Changes from: January 17, 2012 Total Change is: -16,689
13,100 -32,704 876 -5,730 3,432 5,739 -6,975 -1,135 -239 -12,103 -2,219 36 -11,393 9,525
Percent of Open Interest Represented by Each Category of Trader
4.9 15.3 0.5 46.9 18.1 15.7 7.6 17.4 1.1 1.5 10.7 0.0 21.8 21.1
Number of Traders in Each Category Total Traders: 162
11 18 10 45 19 35 29 28 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 372,317
Positions
4,825 148,027 675 275,259 27,287 29,271 1,872 117,802 277 0 1,611 0 60,138 47,367
Changes from: January 17, 2012 Total Change is: -2,201
0 -4,061 -130 -886 -46 5 0 -1,116 61 0 1,611 0 -1,251 1,475
Percent of Open Interest Represented by Each Category of Trader
1.3 39.8 0.2 73.9 7.3 7.9 0.5 31.6 0.1 0.0 0.4 0.0 16.2 12.7
Number of Traders in Each Category Total Traders: 66
. 9 5 36 6 19 . 11 . 0 . 0
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Traders in Financial Futures - Futures Only Positions as of January 24, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 845,260
Positions
77,688 151,070 1,908 157,845 166,825 75,015 335,704 287,647 12,191 61,985 49,103 587 122,337 100,914
Changes from: January 17, 2012 Total Change is: 57,848
4,471 22,106 -5 8,961 -13,237 884 79,650 39,078 -1,273 -37,103 11,372 -287 2,550 -790
Percent of Open Interest Represented by Each Category of Trader
9.2 17.9 0.2 18.7 19.7 8.9 39.7 34.0 1.4 7.3 5.8 0.1 14.5 11.9
Number of Traders in Each Category Total Traders: 217
11 29 5 33 39 40 40 38 15 9 18 .
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,708,405
Positions
143,199 89,758 19,320 703,647 810,959 146,896 336,619 151,021 41,109 57,093 94,252 3,870 256,652 351,220
Changes from: January 17, 2012 Total Change is: 20,012
63,833 -61,720 1,568 -14,096 91,465 -6,306 43,355 -28,078 -5,085 -31,315 8,295 -567 -31,375 20,440
Percent of Open Interest Represented by Each Category of Trader
8.4 5.3 1.1 41.2 47.5 8.6 19.7 8.8 2.4 3.3 5.5 0.2 15.0 20.6
Number of Traders in Each Category Total Traders: 251
29 22 14 29 56 43 47 42 34 9 17 6
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,446,476
Positions
65,940 208,761 8,399 503,010 623,876 148,904 269,994 123,360 20,403 199,028 79,077 10,120 220,678 223,576
Changes from: January 17, 2012 Total Change is: 21,276
11,956 -11,942 1,533 61,832 31,107 -5,915 -10,460 -2,653 1,689 -32,425 -11,940 10,120 -17,054 9,277
Percent of Open Interest Represented by Each Category of Trader
4.6 14.4 0.6 34.8 43.1 10.3 18.7 8.5 1.4 13.8 5.5 0.7 15.3 15.5
Number of Traders in Each Category Total Traders: 179
9 28 5 22 41 39 35 21 17 8 15 .
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 530,229
Positions
156,747 221,449 176,230 905 1,040 3,974 82,643 23,905 51,670 8,677 4,850 7,996 41,387 39,115
Changes from: January 17, 2012 Total Change is: 9,549
-271 -3,928 9,096 -2,000 0 2,000 -7,201 -5,411 4,315 621 -5 -347 3,336 3,829
Percent of Open Interest Represented by Each Category of Trader
29.6 41.8 33.2 0.2 0.2 0.7 15.6 4.5 9.7 1.6 0.9 1.5 7.8 7.4
Number of Traders in Each Category Total Traders: 86
21 21 32 . . . 21 9 21 4 . .
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,864,081
Positions
1,098,226 2,331,325 1,799,571 1,373,860 225,034 84,760 901,472 521,215 1,449,700 94,243 342,260 168,186 894,063 942,030
Changes from: January 17, 2012 Total Change is: 30,278
-19,271 8,359 -27,273 -77,574 112,891 -6,327 132,304 -12,821 -6,902 -6,375 -8,291 142 41,554 -29,500
Percent of Open Interest Represented by Each Category of Trader
14.0 29.6 22.9 17.5 2.9 1.1 11.5 6.6 18.4 1.2 4.4 2.1 11.4 12.0
Number of Traders in Each Category Total Traders: 249
28 57 79 11 7 12 58 52 84 8 12 13
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,664
Positions
5,329 3,147 0 1,553 780 11 1,212 5,471 30 1,302 160 0 227 65
Changes from: January 17, 2012 Total Change is: 199
25 449 0 -61 -4 0 193 -224 0 55 0 0 -13 -22
Percent of Open Interest Represented by Each Category of Trader
55.1 32.6 0.0 16.1 8.1 0.1 12.5 56.6 0.3 13.5 1.7 0.0 2.3 0.7
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,575
Positions
9,017 7,881 0 1,236 1,666 0 1,926 2,606 0 80 305 0 316 117
Changes from: January 17, 2012 Total Change is: 147
-23 486 0 -2 -132 0 237 -129 0 10 0 0 -75 -78
Percent of Open Interest Represented by Each Category of Trader
71.7 62.7 0.0 9.8 13.2 0.0 15.3 20.7 0.0 0.6 2.4 0.0 2.5 0.9
Number of Traders in Each Category Total Traders: 34
4 5 0 . 4 0 8 7 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 64,148
Positions
21,236 31,637 0 5,103 360 514 22,691 28,032 1,494 5,351 452 0 7,759 1,659
Changes from: January 17, 2012 Total Change is: -4,335
660 -1,924 0 -1,740 0 35 -2,085 -2,688 964 -132 122 -1 -2,036 -843
Percent of Open Interest Represented by Each Category of Trader
33.1 49.3 0.0 8.0 0.6 0.8 35.4 43.7 2.3 8.3 0.7 0.0 12.1 2.6
Number of Traders in Each Category Total Traders: 109
4 5 0 8 . . 46 12 6 27 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 151,622
Positions
60,049 33,697 25,455 9,515 1,991 1,340 12,006 45,143 9,372 1,129 6,274 24,959 7,797 3,391
Changes from: January 17, 2012 Total Change is: -2,679
9,391 1,194 -4,915 872 -137 690 3,346 10,557 -6,121 -130 2,232 9,452 -15,264 -15,631
Percent of Open Interest Represented by Each Category of Trader
39.6 22.2 16.8 6.3 1.3 0.9 7.9 29.8 6.2 0.7 4.1 16.5 5.1 2.2
Number of Traders in Each Category Total Traders: 78
13 9 16 7 4 . 16 16 19 7 4 6
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Traders in Financial Futures - Futures Only Positions as of January 24, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,354
Positions
11,618 1,525 0 1,649 950 430 1,823 11,810 168 0 1,149 309 357 13
Changes from: January 17, 2012 Total Change is: 206
-109 -388 0 -6 26 0 165 570 0 0 -67 67 89 -2
Percent of Open Interest Represented by Each Category of Trader
71.0 9.3 0.0 10.1 5.8 2.6 11.1 72.2 1.0 0.0 7.0 1.9 2.2 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 8 . 0 . .
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Updated January 27, 2012