Traders in Financial Futures - Futures Only Positions as of February 7, 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 122,955
Positions
26,755 11,702 4,094 17,939 34,108 608 26,388 48,702 4,451 7,760 420 7 34,953 18,863
Changes from: January 31, 2012 Total Change is: 3,685
-9,764 3,569 2,290 -235 -353 1 8,901 -1,416 78 -8 420 -9 2,431 -895
Percent of Open Interest Represented by Each Category of Trader
21.8 9.5 3.3 14.6 27.7 0.5 21.5 39.6 3.6 6.3 0.3 0.0 28.4 15.3
Number of Traders in Each Category Total Traders: 78
8 9 6 6 4 . 26 14 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 42,826
Positions
12,173 6,443 848 870 1,940 290 17,834 17,173 398 537 0 0 9,876 15,734
Changes from: January 31, 2012 Total Change is: 1,990
454 622 53 -7 -32 15 2,439 151 -180 0 0 0 -784 1,361
Percent of Open Interest Represented by Each Category of Trader
28.4 15.0 2.0 2.0 4.5 0.7 41.6 40.1 0.9 1.3 0.0 0.0 23.1 36.7
Number of Traders in Each Category Total Traders: 45
7 7 . . 4 . 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 195,733
Positions
130,185 7,970 716 10,767 76,170 3,245 29,573 77,181 1,023 1,603 2,210 0 18,621 27,218
Changes from: January 31, 2012 Total Change is: 4,884
-5,474 1,553 467 1,906 -3,140 84 4,058 6,398 -150 433 1,581 0 3,560 -1,909
Percent of Open Interest Represented by Each Category of Trader
66.5 4.1 0.4 5.5 38.9 1.7 15.1 39.4 0.5 0.8 1.1 0.0 9.5 13.9
Number of Traders in Each Category Total Traders: 94
10 8 4 7 14 5 22 29 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 178,512
Positions
1,881 75,448 581 66,621 7,189 958 81,094 60,817 377 750 1,942 0 26,250 31,200
Changes from: January 31, 2012 Total Change is: 5,545
99 1,784 24 1,587 -2,869 -87 4,297 6,724 115 0 -998 0 -490 852
Percent of Open Interest Represented by Each Category of Trader
1.1 42.3 0.3 37.3 4.0 0.5 45.4 34.1 0.2 0.4 1.1 0.0 14.7 17.5
Number of Traders in Each Category Total Traders: 106
. 21 4 9 6 . 26 36 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 288,657
Positions
123,263 37,986 501 60,932 30,660 4,135 59,814 145,974 1,740 5,133 9,951 756 32,383 56,954
Changes from: January 31, 2012 Total Change is: -16,671
-9,178 -106 -194 3,356 -572 -140 -10,770 -15,962 16 -204 1,652 0 443 -1,365
Percent of Open Interest Represented by Each Category of Trader
42.7 13.2 0.2 21.1 10.6 1.4 20.7 50.6 0.6 1.8 3.4 0.3 11.2 19.7
Number of Traders in Each Category Total Traders: 177
24 13 6 15 16 9 24 62 17 . 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 148,879
Positions
12,035 51,969 3,364 5,559 41,648 1,037 93,012 28,811 489 490 3,347 2 32,891 18,212
Changes from: January 31, 2012 Total Change is: -1,236
-1,678 696 -171 574 -540 17 -3,963 -2,723 -9 -490 1,556 -9 4,493 -53
Percent of Open Interest Represented by Each Category of Trader
8.1 34.9 2.3 3.7 28.0 0.7 62.5 19.4 0.3 0.3 2.2 0.0 22.1 12.2
Number of Traders in Each Category Total Traders: 89
5 13 . 6 7 . 34 17 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 123,008
Positions
41,488 40,149 71,482 0 0 0 6,311 8,031 3,264 0 0 0 463 82
Changes from: January 31, 2012 Total Change is: 515
249 178 104 0 0 0 -70 338 0 0 0 0 232 -105
Percent of Open Interest Represented by Each Category of Trader
33.7 32.6 58.1 0.0 0.0 0.0 5.1 6.5 2.7 0.0 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
6 11 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 145,645
Positions
61,954 62,073 1,213 22,133 815 707 51,120 73,765 938 2,221 2,535 0 5,359 3,599
Changes from: January 31, 2012 Total Change is: -4,922
-6,950 94 86 -1,047 -54 0 1,843 -4,322 -3 642 -77 0 507 -646
Percent of Open Interest Represented by Each Category of Trader
42.5 42.6 0.8 15.2 0.6 0.5 35.1 50.6 0.6 1.5 1.7 0.0 3.7 2.5
Number of Traders in Each Category Total Traders: 99
6 14 . 10 . . 33 18 4 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 35,020
Positions
1,712 22,070 205 265 190 0 27,747 10,504 175 469 342 0 4,447 1,534
Changes from: January 31, 2012 Total Change is: 3,393
78 2,913 0 265 -259 0 2,675 933 0 49 -101 0 326 -93
Percent of Open Interest Represented by Each Category of Trader
4.9 63.0 0.6 0.8 0.5 0.0 79.2 30.0 0.5 1.3 1.0 0.0 12.7 4.4
Number of Traders in Each Category Total Traders: 47
. 11 . . . 0 19 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 54,890
Positions
14,514 33,754 202 3,486 2,212 723 25,321 12,507 24 3,452 1,083 0 7,170 4,387
Changes from: January 31, 2012 Total Change is: 3,055
77 627 38 253 -322 186 2,378 2,288 -183 224 662 0 84 -240
Percent of Open Interest Represented by Each Category of Trader
26.4 61.5 0.4 6.4 4.0 1.3 46.1 22.8 0.0 6.3 2.0 0.0 13.1 8.0
Number of Traders in Each Category Total Traders: 98
16 17 . . 6 . 28 17 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 109,780
Positions
29,027 67,507 403 6,972 4,423 1,446 50,641 25,014 47 6,904 2,166 0 14,340 8,774
Changes from: January 31, 2012 Total Change is: 6,109
153 1,253 75 506 -644 371 4,755 4,575 -366 448 1,324 0 167 -479
Percent of Open Interest Represented by Each Category of Trader
26.4 61.5 0.4 6.4 4.0 1.3 46.1 22.8 0.0 6.3 2.0 0.0 13.1 8.0
Number of Traders in Each Category Total Traders: 98
16 17 . . 6 . 28 17 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 798,596
Positions
46,840 202,721 38,728 372,939 176,647 58,515 86,819 153,758 33,627 33,297 33,451 4,668 123,162 96,481
Changes from: January 31, 2012 Total Change is: -703
3,255 7,942 1,013 5,191 -13,846 120 -7,349 66 1,378 -448 2,739 810 -4,673 -924
Percent of Open Interest Represented by Each Category of Trader
5.9 25.4 4.8 46.7 22.1 7.3 10.9 19.3 4.2 4.2 4.2 0.6 15.4 12.1
Number of Traders in Each Category Total Traders: 525
35 55 30 117 63 59 84 107 61 32 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 253,617
Positions
30,105 117,482 2,005 108,602 45,008 11,520 17,916 26,292 2,079 3,022 11,500 1,311 77,057 36,420
Changes from: January 31, 2012 Total Change is: 353
2,154 1,550 680 -300 -1,322 -387 -925 1,333 350 -197 -367 25 -1,047 -1,509
Percent of Open Interest Represented by Each Category of Trader
11.9 46.3 0.8 42.8 17.7 4.5 7.1 10.4 0.8 1.2 4.5 0.5 30.4 14.4
Number of Traders in Each Category Total Traders: 108
9 17 7 27 13 11 12 21 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 2,724,897
Positions
181,482 524,001 85,810 1,363,899 700,409 192,761 439,585 732,396 62,673 159,077 117,457 9,086 230,524 300,304
Changes from: January 31, 2012 Total Change is: -5,280
62 26,515 7,106 31,922 -58,157 -1,929 -25,698 87 -1,282 -992 15,793 3,660 -18,129 2,927
Percent of Open Interest Represented by Each Category of Trader
6.7 19.2 3.1 50.1 25.7 7.1 16.1 26.9 2.3 5.8 4.3 0.3 8.5 11.0
Number of Traders in Each Category Total Traders: 503
36 52 20 104 59 55 88 102 54 31 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 110,032
Positions
21,025 25,220 0 53,939 61,463 4,805 15,783 8,532 1,784 1,960 4,286 0 10,736 3,942
Changes from: January 31, 2012 Total Change is: 432
-298 2,651 -53 2,737 -469 -3,355 -209 358 1,784 181 -89 0 -355 -395
Percent of Open Interest Represented by Each Category of Trader
19.1 22.9 0.0 49.0 55.9 4.4 14.3 7.8 1.6 1.8 3.9 0.0 9.8 3.6
Number of Traders in Each Category Total Traders: 91
8 9 0 31 12 13 16 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 92,812
Positions
7,314 46,639 9,861 22,817 9,409 1,630 35,078 12,233 4,798 2,074 3,595 126 9,115 4,522
Changes from: January 31, 2012 Total Change is: 879
125 73 122 -3,360 -139 -42 3,539 987 -19 60 -466 -9 462 372
Percent of Open Interest Represented by Each Category of Trader
7.9 50.3 10.6 24.6 10.1 1.8 37.8 13.2 5.2 2.2 3.9 0.1 9.8 4.9
Number of Traders in Each Category Total Traders: 245
22 29 11 35 24 9 71 37 14 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 15,731
Positions
8,195 11,148 22 0 300 0 4,316 2,579 0 0 979 0 3,198 703
Changes from: January 31, 2012 Total Change is: 237
392 1 1 0 0 0 -253 246 0 0 0 0 97 -11
Percent of Open Interest Represented by Each Category of Trader
52.1 70.9 0.1 0.0 1.9 0.0 27.4 16.4 0.0 0.0 6.2 0.0 20.3 4.5
Number of Traders in Each Category Total Traders: 23
9 8 . 0 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 385,405
Positions
42,379 224,239 2,408 114,087 45,546 8,149 175,389 69,850 2,409 10,372 13,082 629 29,583 19,093
Changes from: January 31, 2012 Total Change is: 3,212
-442 1,253 -286 -16,798 -694 -209 18,007 2,751 856 302 -2,329 -44 1,826 1,914
Percent of Open Interest Represented by Each Category of Trader
11.0 58.2 0.6 29.6 11.8 2.1 45.5 18.1 0.6 2.7 3.4 0.2 7.7 5.0
Number of Traders in Each Category Total Traders: 244
22 28 . 35 24 9 71 37 12 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 386,636
Positions
130,972 30,588 18,528 129,055 192,675 28,357 48,063 85,690 2,331 9,591 11,001 367 19,372 17,099
Changes from: January 31, 2012 Total Change is: -14,686
-11,951 2,879 -2,607 6,679 -10,768 -865 -7,312 -641 -2,115 1,767 -1,184 71 1,647 544
Percent of Open Interest Represented by Each Category of Trader
33.9 7.9 4.8 33.4 49.8 7.3 12.4 22.2 0.6 2.5 2.8 0.1 5.0 4.4
Number of Traders in Each Category Total Traders: 240
20 13 4 47 40 24 42 54 12 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 24,074
Positions
5,868 1,393 0 6,586 853 32 4,473 5,966 501 600 5,435 0 6,014 9,894
Changes from: January 31, 2012 Total Change is: 2,239
368 906 0 220 0 -21 979 878 501 0 460 0 192 -485
Percent of Open Interest Represented by Each Category of Trader
24.4 5.8 0.0 27.4 3.5 0.1 18.6 24.8 2.1 2.5 22.6 0.0 25.0 41.1
Number of Traders in Each Category Total Traders: 44
7 4 0 11 . . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 44,693
Positions
13,860 5,174 1,525 7,686 2,914 876 10,823 2,400 2,249 2,452 228 0 5,222 29,327
Changes from: January 31, 2012 Total Change is: 2,262
-153 -3,285 -11 577 -65 21 4,707 -692 -2,685 359 228 0 -553 8,751
Percent of Open Interest Represented by Each Category of Trader
31.0 11.6 3.4 17.2 6.5 2.0 24.2 5.4 5.0 5.5 0.5 0.0 11.7 65.6
Number of Traders in Each Category Total Traders: 58
13 9 4 7 . 4 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 45,961
Positions
2,338 3,663 179 31,687 25,437 4,052 3,139 10,606 165 0 0 0 4,401 1,859
Changes from: January 31, 2012 Total Change is: -676
-79 30 79 -119 -207 -554 338 182 0 0 0 0 -341 -206
Percent of Open Interest Represented by Each Category of Trader
5.1 8.0 0.4 68.9 55.3 8.8 6.8 23.1 0.4 0.0 0.0 0.0 9.6 4.0
Number of Traders in Each Category Total Traders: 53
. . . 18 20 10 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 76,474
Positions
11,141 22,980 907 33,920 24,086 3,419 10,283 20,808 317 6,294 263 600 9,593 3,094
Changes from: January 31, 2012 Total Change is: 4,146
2,977 313 7 -980 89 235 570 5,061 0 1,494 -226 0 -157 -1,333
Percent of Open Interest Represented by Each Category of Trader
14.6 30.0 1.2 44.4 31.5 4.5 13.4 27.2 0.4 8.2 0.3 0.8 12.5 4.0
Number of Traders in Each Category Total Traders: 85
8 13 . 20 9 10 14 9 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 621,121
Positions
22,007 80,371 5,428 267,890 137,405 99,315 72,460 87,930 6,271 8,643 59,007 500 138,607 144,894
Changes from: January 31, 2012 Total Change is: 1,313
6,028 -23,215 2,339 -13,202 24,144 4,121 5,885 4,179 373 -652 -14,000 164 -3,743 3,208
Percent of Open Interest Represented by Each Category of Trader
3.5 12.9 0.9 43.1 22.1 16.0 11.7 14.2 1.0 1.4 9.5 0.1 22.3 23.3
Number of Traders in Each Category Total Traders: 163
9 16 7 42 23 32 30 28 20 . 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 378,563
Positions
4,615 145,743 856 280,224 28,454 32,118 1,830 119,009 828 1,375 1,949 270 56,447 49,336
Changes from: January 31, 2012 Total Change is: 107
-1,931 3,020 204 1,273 -3,040 4,260 -42 -909 73 1,375 -1,611 270 -5,375 -2,160
Percent of Open Interest Represented by Each Category of Trader
1.2 38.5 0.2 74.0 7.5 8.5 0.5 31.4 0.2 0.4 0.5 0.1 14.9 13.0
Number of Traders in Each Category Total Traders: 70
. 10 4 37 7 18 . 11 4 . . .
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 926,616
Positions
81,048 132,881 2,988 170,767 251,714 84,509 373,131 303,933 14,005 78,923 31,376 7,692 113,553 97,518
Changes from: January 31, 2012 Total Change is: -8,050
-812 -432 -465 17,450 16,591 -964 -6,237 -14,138 -5,649 -1,378 -3,214 191 -10,186 30
Percent of Open Interest Represented by Each Category of Trader
8.7 14.3 0.3 18.4 27.2 9.1 40.3 32.8 1.5 8.5 3.4 0.8 12.3 10.5
Number of Traders in Each Category Total Traders: 219
12 27 9 36 36 42 45 34 17 15 14 5
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Traders in Financial Futures - Futures Only Positions as of February 7, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,792,717
Positions
163,654 113,686 31,223 719,681 831,827 144,578 344,408 148,009 47,238 55,178 123,282 7,256 279,501 345,618
Changes from: January 31, 2012 Total Change is: 28,806
46,178 -9,766 552 -17,372 74,877 -28,756 30,989 -43,166 -1,466 -3,540 22,577 1,739 482 12,215
Percent of Open Interest Represented by Each Category of Trader
9.1 6.3 1.7 40.1 46.4 8.1 19.2 8.3 2.6 3.1 6.9 0.4 15.6 19.3
Number of Traders in Each Category Total Traders: 257
28 27 18 25 59 44 36 54 41 8 20 5
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Traders in Financial Futures - Futures Only Positions as of February 7, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,464,817
Positions
87,885 194,730 12,667 539,043 660,889 167,852 261,674 114,022 21,834 145,415 68,578 780 227,667 223,465
Changes from: January 31, 2012 Total Change is: -12,741
15,227 -25,641 3,366 45,301 11,274 -2,649 -4,457 -6,893 -3,768 -58,835 3,412 459 -7,385 7,699
Percent of Open Interest Represented by Each Category of Trader
6.0 13.3 0.9 36.8 45.1 11.5 17.9 7.8 1.5 9.9 4.7 0.1 15.5 15.3
Number of Traders in Each Category Total Traders: 193
16 27 12 21 42 40 35 31 22 9 12 .
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 510,111
Positions
135,852 185,474 193,169 540 1,093 2,583 86,349 34,170 46,820 5,100 3,779 5,004 34,694 38,019
Changes from: January 31, 2012 Total Change is: -38,610
-30,176 -54,366 13,092 -565 0 -1,391 -7,730 9,439 -4,076 -3,757 -421 -875 -3,132 -12
Percent of Open Interest Represented by Each Category of Trader
26.6 36.4 37.9 0.1 0.2 0.5 16.9 6.7 9.2 1.0 0.7 1.0 6.8 7.5
Number of Traders in Each Category Total Traders: 86
21 23 38 . . . 18 12 20 . . .
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Traders in Financial Futures - Futures Only Positions as of February 7, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,287,842
Positions
1,314,860 2,162,391 1,947,416 1,116,973 464,564 80,758 1,023,265 535,659 1,654,404 83,584 324,076 194,341 872,241 924,233
Changes from: January 31, 2012 Total Change is: 231,768
95,520 -119,242 59,445 -105,826 129,273 -3,138 49,170 -7,692 132,984 6,562 26,638 -8,025 5,076 21,525
Percent of Open Interest Represented by Each Category of Trader
15.9 26.1 23.5 13.5 5.6 1.0 12.3 6.5 20.0 1.0 3.9 2.3 10.5 11.2
Number of Traders in Each Category Total Traders: 253
25 56 77 12 7 12 61 52 90 11 14 19
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 9,519
Positions
5,118 2,894 0 1,568 903 11 1,187 5,424 33 1,380 160 0 222 94
Changes from: January 31, 2012 Total Change is: -52
-125 186 0 -126 123 0 186 -351 3 20 0 0 -10 -13
Percent of Open Interest Represented by Each Category of Trader
53.8 30.4 0.0 16.5 9.5 0.1 12.5 57.0 0.3 14.5 1.7 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 6 8 . . . 0
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 13,177
Positions
9,876 8,526 0 1,046 1,810 0 1,928 2,412 0 70 305 0 257 124
Changes from: January 31, 2012 Total Change is: -395
-1,398 62 0 -12 -36 0 994 -381 0 30 -40 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
74.9 64.7 0.0 7.9 13.7 0.0 14.6 18.3 0.0 0.5 2.3 0.0 2.0 0.9
Number of Traders in Each Category Total Traders: 34
4 5 0 . 4 0 5 10 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 53,362
Positions
18,122 29,781 155 2,585 360 567 18,043 16,415 718 3,686 653 0 9,486 4,713
Changes from: January 31, 2012 Total Change is: -1,584
-57 -111 5 -396 0 30 -2,282 -3,933 -322 -517 -112 0 1,955 2,859
Percent of Open Interest Represented by Each Category of Trader
34.0 55.8 0.3 4.8 0.7 1.1 33.8 30.8 1.3 6.9 1.2 0.0 17.8 8.8
Number of Traders in Each Category Total Traders: 100
6 4 . 8 . . 31 23 4 19 7 0
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 191,134
Positions
72,794 30,731 29,195 12,994 2,844 1,285 9,803 59,142 13,810 1,602 8,997 27,001 22,650 18,129
Changes from: January 31, 2012 Total Change is: 19,780
11,226 3,438 2,322 1,402 429 -154 1,329 9,390 1,707 567 3,432 1,198 183 -1,982
Percent of Open Interest Represented by Each Category of Trader
38.1 16.1 15.3 6.8 1.5 0.7 5.1 30.9 7.2 0.8 4.7 14.1 11.9 9.5
Number of Traders in Each Category Total Traders: 96
16 10 16 9 4 4 17 24 24 6 7 7
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Traders in Financial Futures - Futures Only Positions as of February 7, 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 16,336
Positions
11,288 868 0 1,910 979 200 1,817 12,689 168 290 1,096 315 348 21
Changes from: January 31, 2012 Total Change is: -40
-342 -549 0 237 -22 -230 0 809 0 290 -50 3 2 -1
Percent of Open Interest Represented by Each Category of Trader
69.1 5.3 0.0 11.7 6.0 1.2 11.1 77.7 1.0 1.8 6.7 1.9 2.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 7 . . . .
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Updated February 10, 2012