Traders in Financial Futures - Options and Futures Combined 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 126,443
Positions
40,126 6,419 4,109 16,588 34,802 613 19,579 53,418 5,225 9,032 645 187 30,984 21,025
Changes from: January 3, 2012 Total Change is: -251
4,697 3,413 -500 -152 -13 -7 -6,620 500 -65 317 -883 -309 2,387 -2,387
Percent of Open Interest Represented by Each Category of Trader
31.7 5.1 3.2 13.1 27.5 0.5 15.5 42.2 4.1 7.1 0.5 0.1 24.5 16.6
Number of Traders in Each Category Total Traders: 71
7 9 8 6 4 . 11 21 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 44,676
Positions
14,629 2,466 803 999 1,321 275 19,192 16,554 1,476 537 648 0 6,765 21,133
Changes from: January 3, 2012 Total Change is: 4,238
2,916 -78 94 -61 462 10 3,065 1,431 95 0 0 0 -1,881 2,224
Percent of Open Interest Represented by Each Category of Trader
32.7 5.5 1.8 2.2 3.0 0.6 43.0 37.1 3.3 1.2 1.5 0.0 15.1 47.3
Number of Traders in Each Category Total Traders: 42
8 5 6 . . . 7 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 203,966
Positions
146,700 1,374 1,512 7,955 78,453 3,242 25,564 79,302 3,032 2,382 3,622 97 13,483 33,333
Changes from: January 3, 2012 Total Change is: 5,412
8,815 -1,130 -620 -287 1,617 125 -2,740 2,087 89 0 -721 -123 153 4,088
Percent of Open Interest Represented by Each Category of Trader
71.9 0.7 0.7 3.9 38.5 1.6 12.5 38.9 1.5 1.2 1.8 0.0 6.6 16.3
Number of Traders in Each Category Total Traders: 87
11 5 6 4 16 4 11 33 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 169,167
Positions
763 72,897 2,416 65,056 11,017 1,130 72,161 48,841 2,203 750 2,259 0 24,689 28,405
Changes from: January 3, 2012 Total Change is: 2,507
-27 1,842 -983 -1,020 104 20 4,139 2,886 -1,104 -480 -18 -0 1,961 -241
Percent of Open Interest Represented by Each Category of Trader
0.5 43.1 1.4 38.5 6.5 0.7 42.7 28.9 1.3 0.4 1.3 0.0 14.6 16.8
Number of Traders in Each Category Total Traders: 90
. 17 8 8 9 5 28 21 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 335,731
Positions
131,730 26,743 8,133 50,547 33,669 5,058 69,172 153,291 26,398 6,454 15,305 3,233 35,003 63,898
Changes from: January 3, 2012 Total Change is: 6,268
11,585 1,895 -1,470 2,595 809 230 2,420 4,704 -2,894 -7,810 2,323 -1,453 3,065 2,123
Percent of Open Interest Represented by Each Category of Trader
39.2 8.0 2.4 15.1 10.0 1.5 20.6 45.7 7.9 1.9 4.6 1.0 10.4 19.0
Number of Traders in Each Category Total Traders: 195
24 11 15 17 19 12 28 68 41 7 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 131,997
Positions
14,195 29,454 5,077 2,934 43,992 1,060 78,139 28,986 2,988 1,643 737 493 25,468 19,211
Changes from: January 3, 2012 Total Change is: 4,381
-5,115 7,088 -1,017 -156 -177 7 14,544 1,994 -2,710 -4,995 -649 -190 4,013 35
Percent of Open Interest Represented by Each Category of Trader
10.8 22.3 3.8 2.2 33.3 0.8 59.2 22.0 2.3 1.2 0.6 0.4 19.3 14.6
Number of Traders in Each Category Total Traders: 81
4 13 8 . 8 . 25 21 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 127,704
Positions
46,319 40,885 75,888 0 0 0 4,067 9,236 1,292 0 0 0 138 403
Changes from: January 3, 2012 Total Change is: -4,475
-4,654 -3,958 98 0 0 0 0 -600 0 0 0 0 81 -15
Percent of Open Interest Represented by Each Category of Trader
36.3 32.0 59.4 0.0 0.0 0.0 3.2 7.2 1.0 0.0 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 21
7 9 13 0 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 51,719
Positions
14,880 33,336 434 3,343 2,769 520 20,084 8,607 1,253 3,435 209 179 7,592 4,413
Changes from: January 3, 2012 Total Change is: 2,297
-198 1,533 144 -99 71 149 589 -719 401 -99 90 8 1,402 619
Percent of Open Interest Represented by Each Category of Trader
28.8 64.5 0.8 6.5 5.4 1.0 38.8 16.6 2.4 6.6 0.4 0.3 14.7 8.5
Number of Traders in Each Category Total Traders: 89
20 13 4 . 7 . 25 14 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 103,439
Positions
29,760 66,671 869 6,685 5,537 1,039 40,168 17,214 2,506 6,871 418 358 15,184 8,827
Changes from: January 3, 2012 Total Change is: 4,594
-397 3,066 288 -198 142 297 1,179 -1,438 803 -198 181 16 2,804 1,238
Percent of Open Interest Represented by Each Category of Trader
28.8 64.5 0.8 6.5 5.4 1.0 38.8 16.6 2.4 6.6 0.4 0.3 14.7 8.5
Number of Traders in Each Category Total Traders: 89
20 13 4 . 7 . 25 14 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 870,628
Positions
41,773 155,296 42,973 357,674 210,280 64,078 86,759 137,578 102,603 24,944 31,663 24,467 125,357 101,691
Changes from: January 3, 2012 Total Change is: -14,486
-273 -3,398 3,556 1,589 -828 -2,710 342 12,302 -12,179 2,619 -78 2,518 -9,948 -13,668
Percent of Open Interest Represented by Each Category of Trader
4.8 17.8 4.9 41.1 24.2 7.4 10.0 15.8 11.8 2.9 3.6 2.8 14.4 11.7
Number of Traders in Each Category Total Traders: 551
34 51 35 113 65 72 82 125 95 34 47 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 299,029
Positions
23,933 92,284 3,491 109,822 48,801 13,975 21,209 21,272 43,910 4 12,054 10,814 71,872 52,428
Changes from: January 3, 2012 Total Change is: -5,368
4,805 -1,043 68 1,507 231 547 -24,623 -752 8,063 -10 -1,528 2,538 1,737 -13,493
Percent of Open Interest Represented by Each Category of Trader
8.0 30.9 1.2 36.7 16.3 4.7 7.1 7.1 14.7 0.0 4.0 3.6 24.0 17.5
Number of Traders in Each Category Total Traders: 117
8 15 7 24 14 14 16 27 37 . 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,857,997
Positions
220,670 446,526 65,941 1,269,471 837,603 220,310 396,625 650,405 224,588 124,840 98,182 68,126 267,425 246,316
Changes from: January 3, 2012 Total Change is: -45,592
-11,317 2,296 3,365 723 -4,982 -16,600 -3,115 -62,670 26,731 13,149 7,251 -105 -58,423 -878
Percent of Open Interest Represented by Each Category of Trader
7.7 15.6 2.3 44.4 29.3 7.7 13.9 22.8 7.9 4.4 3.4 2.4 9.4 8.6
Number of Traders in Each Category Total Traders: 515
37 47 28 102 59 64 82 115 83 32 41 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 103,622
Positions
23,744 12,823 0 51,558 65,565 8,249 9,034 8,756 158 1,717 3,987 0 9,162 4,083
Changes from: January 3, 2012 Total Change is: -118
-1,403 1,584 0 98 140 -432 1,630 -726 150 59 -587 0 -221 -248
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 0.2 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 - Options and Futures Combined 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 69,934
Positions
6,274 31,501 5,583 23,634 9,756 1,738 17,604 8,165 3,508 1,861 3,934 137 9,595 5,613
Changes from: January 3, 2012 Total Change is: 16,403
-1,928 5,032 5,346 3,739 -96 81 3,579 288 2,729 86 402 77 2,695 2,546
Percent of Open Interest Represented by Each Category of Trader
9.0 45.0 8.0 33.8 13.9 2.5 25.2 11.7 5.0 2.7 5.6 0.2 13.7 8.0
Number of Traders in Each Category Total Traders: 210
23 27 12 28 20 11 43 43 21 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 9,501
Positions
4,325 5,563 20 0 300 0 2,648 369 0 0 365 0 2,508 2,884
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 30.4
Number of Traders in Each Category Total Traders: 22
9 6 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 302,165
Positions
36,089 156,033 1,471 118,172 47,279 8,689 89,128 53,329 3,191 9,307 17,844 686 35,434 13,645
Changes from: January 3, 2012 Total Change is: 34,508
-4,924 23,686 285 18,697 -1,978 403 19,006 13,944 -707 431 184 383 933 -1,693
Percent of Open Interest Represented by Each Category of Trader
11.9 51.6 0.5 39.1 15.6 2.9 29.5 17.6 1.1 3.1 5.9 0.2 11.7 4.5
Number of Traders in Each Category Total Traders: 210
23 27 4 28 20 11 43 43 16 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 401,143
Positions
181,706 22,989 13,071 115,217 209,111 26,480 43,383 96,499 1,349 3,831 16,433 222 15,884 14,989
Changes from: January 3, 2012 Total Change is: -3,269
-11,160 1,155 3,684 5,033 -3,989 -1,183 1,769 1,462 -1,163 65 -3,313 15 -328 65
Percent of Open Interest Represented by Each Category of Trader
45.3 5.7 3.3 28.7 52.1 6.6 10.8 24.1 0.3 1.0 4.1 0.1 4.0 3.7
Number of Traders in Each Category Total Traders: 233
22 10 4 46 43 26 35 55 14 5 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 680,572
Positions
14,923 107,984 26,376 281,697 107,843 87,222 46,137 90,649 42,281 10,749 65,782 6,740 164,447 145,695
Changes from: January 3, 2012 Total Change is: 23,575
7,715 -8,390 356 -641 16,797 -7,067 -1,418 -192 7,057 170 75 180 17,222 14,759
Percent of Open Interest Represented by Each Category of Trader
2.2 15.9 3.9 41.4 15.8 12.8 6.8 13.3 6.2 1.6 9.7 1.0 24.2 21.4
Number of Traders in Each Category Total Traders: 152
7 15 17 45 21 40 27 23 33 5 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 374,035
Positions
4,824 151,476 428 281,577 30,412 26,490 1,872 117,239 391 0 0 0 58,454 47,599
Changes from: January 3, 2012 Total Change is: 11,412
-748 1,969 68 19,102 11,110 -7,087 0 -358 65 0 -1,501 0 12 7,145
Percent of Open Interest Represented by Each Category of Trader
1.3 40.5 0.1 75.3 8.1 7.1 0.5 31.3 0.1 0.0 0.0 0.0 15.6 12.7
Number of Traders in Each Category Total Traders: 69
. 10 4 38 7 21 . 11 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 698,581
Positions
90,231 81,830 6,574 140,877 189,771 70,605 211,795 182,194 22,692 42,442 33,942 1,750 111,615 109,223
Changes from: January 3, 2012 Total Change is: -17,621
-18,858 7,911 860 3,438 -8,066 4,751 -5,560 -25,354 -2,432 1,445 -241 63 -1,328 4,886
Percent of Open Interest Represented by Each Category of Trader
12.9 11.7 0.9 20.2 27.2 10.1 30.3 26.1 3.2 6.1 4.9 0.3 16.0 15.6
Number of Traders in Each Category Total Traders: 209
15 24 11 34 43 41 36 35 24 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,783,732
Positions
67,014 149,779 78,994 692,018 664,464 153,757 305,462 153,979 127,127 32,579 92,619 34,085 292,695 328,927
Changes from: January 3, 2012 Total Change is: 96,167
16,074 7,426 -3,594 33,727 64,286 -19,210 50,577 1,932 8,354 2,099 8,413 3,428 4,714 25,133
Percent of Open Interest Represented by Each Category of Trader
3.8 8.4 4.4 38.8 37.3 8.6 17.1 8.6 7.1 1.8 5.2 1.9 16.4 18.4
Number of Traders in Each Category Total Traders: 256
19 33 38 32 54 45 49 44 59 8 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,446,314
Positions
51,024 198,179 47,717 398,143 533,987 142,717 260,553 124,570 78,437 206,910 65,073 12,614 248,200 243,022
Changes from: January 3, 2012 Total Change is: 56,300
3,770 -31,920 1,425 42,267 95,026 -20,527 -6,856 -15,082 18,939 2,341 -1,118 -486 15,428 10,044
Percent of Open Interest Represented by Each Category of Trader
3.5 13.7 3.3 27.5 36.9 9.9 18.0 8.6 5.4 14.3 4.5 0.9 17.2 16.8
Number of Traders in Each Category Total Traders: 174
7 27 17 22 37 38 36 25 29 6 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 601,057
Positions
159,695 227,113 172,969 2,916 1,040 1,963 84,290 31,862 98,671 16,596 4,908 25,578 38,378 36,952
Changes from: January 3, 2012 Total Change is: 3,882
-4,889 3,502 -2,599 -65 -626 0 3,941 165 1,859 521 -120 688 4,427 1,015
Percent of Open Interest Represented by Each Category of Trader
26.6 37.8 28.8 0.5 0.2 0.3 14.0 5.3 16.4 2.8 0.8 4.3 6.4 6.1
Number of Traders in Each Category Total Traders: 95
19 28 38 . . . 18 16 26 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is12,153,109
Positions
1,203,238 2,120,566 2,860,598 1,519,643 83,778 157,138 500,042 578,638 4,207,493 83,968 364,216 754,839 866,149 1,025,843
Changes from: January 3, 2012 Total Change is: 367,198
-150,213 -89,627 106,932 -42,344 -1,472 -39,074 47,034 51,559 228,597 2,007 8,824 117,377 96,882 -15,918
Percent of Open Interest Represented by Each Category of Trader
9.9 17.4 23.5 12.5 0.7 1.3 4.1 4.8 34.6 0.7 3.0 6.2 7.1 8.4
Number of Traders in Each Category Total Traders: 260
28 58 81 10 11 18 49 71 110 6 18 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 69,570
Positions
20,958 33,733 24 6,640 360 478 25,210 32,010 882 5,449 630 5 9,925 1,449
Changes from: January 3, 2012 Total Change is: 2,452
-511 1,223 -8 253 25 171 2,942 1,522 -896 -493 350 -4 998 69
Percent of Open Interest Represented by Each Category of Trader
30.1 48.5 0.0 9.5 0.5 0.7 36.2 46.0 1.3 7.8 0.9 0.0 14.3 2.1
Number of Traders in Each Category Total Traders: 116
4 5 . 8 . . 51 9 6 31 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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