Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 129,111
Positions
41,655 4,460 4,865 17,996 34,654 613 21,344 55,586 5,505 8,376 652 223 28,534 22,553
Changes from: January 10, 2012 Total Change is: 2,668
1,529 -1,959 757 1,408 -148 0 1,765 2,168 279 -656 7 36 -2,450 1,528
Percent of Open Interest Represented by Each Category of Trader
32.3 3.5 3.8 13.9 26.8 0.5 16.5 43.1 4.3 6.5 0.5 0.2 22.1 17.5
Number of Traders in Each Category Total Traders: 73
8 8 9 6 4 . 15 20 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 44,828
Positions
13,001 1,906 1,642 999 1,969 275 18,694 17,419 1,664 537 0 0 8,016 19,953
Changes from: January 10, 2012 Total Change is: 152
-1,628 -560 839 0 648 0 -498 865 188 0 -648 0 1,251 -1,180
Percent of Open Interest Represented by Each Category of Trader
29.0 4.3 3.7 2.2 4.4 0.6 41.7 38.9 3.7 1.2 0.0 0.0 17.9 44.5
Number of Traders in Each Category Total Traders: 44
9 4 6 . 4 . 6 19 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 218,870
Positions
157,417 1,564 2,217 8,759 81,639 3,242 26,225 83,387 4,556 1,573 3,719 283 14,597 38,263
Changes from: January 10, 2012 Total Change is: 14,904
10,717 190 705 804 3,186 0 662 4,085 1,524 -809 98 186 1,114 4,930
Percent of Open Interest Represented by Each Category of Trader
71.9 0.7 1.0 4.0 37.3 1.5 12.0 38.1 2.1 0.7 1.7 0.1 6.7 17.5
Number of Traders in Each Category Total Traders: 93
14 4 9 5 16 4 10 37 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 174,250
Positions
748 76,125 2,644 65,833 10,945 1,121 73,864 52,182 2,349 750 2,212 0 26,941 26,671
Changes from: January 10, 2012 Total Change is: 5,082
-16 3,228 228 777 -72 -9 1,703 3,341 147 0 -47 0 2,252 -1,734
Percent of Open Interest Represented by Each Category of Trader
0.4 43.7 1.5 37.8 6.3 0.6 42.4 29.9 1.3 0.4 1.3 0.0 15.5 15.3
Number of Traders in Each Category Total Traders: 94
. 18 9 8 9 5 29 23 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 350,074
Positions
135,937 30,937 10,389 52,261 34,984 5,113 67,671 154,130 31,858 6,022 12,559 3,508 37,315 66,596
Changes from: January 10, 2012 Total Change is: 14,343
4,207 4,194 2,256 1,713 1,314 54 -1,501 839 5,460 -432 -2,746 275 2,311 2,697
Percent of Open Interest Represented by Each Category of Trader
38.8 8.8 3.0 14.9 10.0 1.5 19.3 44.0 9.1 1.7 3.6 1.0 10.7 19.0
Number of Traders in Each Category Total Traders: 194
23 11 13 18 19 13 26 68 39 6 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 141,885
Positions
16,785 36,330 5,302 2,931 44,101 1,044 83,111 32,488 2,849 1,630 747 539 27,695 18,486
Changes from: January 10, 2012 Total Change is: 9,888
2,590 6,875 225 -3 109 -16 4,972 3,502 -139 -14 10 46 2,226 -725
Percent of Open Interest Represented by Each Category of Trader
11.8 25.6 3.7 2.1 31.1 0.7 58.6 22.9 2.0 1.1 0.5 0.4 19.5 13.0
Number of Traders in Each Category Total Traders: 85
5 13 8 . 8 . 27 22 11 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 131,925
Positions
36,717 31,870 89,206 0 0 0 4,430 9,249 1,292 0 0 0 280 308
Changes from: January 10, 2012 Total Change is: 4,222
-9,602 -9,015 13,318 0 0 0 363 13 0 0 0 0 142 -95
Percent of Open Interest Represented by Each Category of Trader
27.8 24.2 67.6 0.0 0.0 0.0 3.4 7.0 1.0 0.0 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 22
7 10 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 130,393
Positions
69,644 53,102 743 25,141 1,587 1,084 29,526 65,534 212 1,080 3,328 0 2,963 4,803
Changes from: January 10, 2012 Total Change is: 6,548
42 -439 -53 1,747 -514 0 4,856 8,624 -69 96 -553 0 -71 -448
Percent of Open Interest Represented by Each Category of Trader
53.4 40.7 0.6 19.3 1.2 0.8 22.6 50.3 0.2 0.8 2.6 0.0 2.3 3.7
Number of Traders in Each Category Total Traders: 100
6 15 . 7 . . 21 34 . 5 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 20,955
Positions
1,516 11,925 225 183 547 0 15,809 6,033 141 165 443 0 2,916 1,641
Changes from: January 10, 2012 Total Change is: 6,782
-272 6,060 0 183 117 0 6,562 986 0 0 -232 0 309 -149
Percent of Open Interest Represented by Each Category of Trader
7.2 56.9 1.1 0.9 2.6 0.0 75.4 28.8 0.7 0.8 2.1 0.0 13.9 7.8
Number of Traders in Each Category Total Traders: 36
. 8 . . . 0 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 52,381
Positions
14,951 32,871 386 3,107 2,752 583 20,362 9,030 1,589 3,673 419 200 7,532 4,552
Changes from: January 10, 2012 Total Change is: 662
70 -464 -49 -236 -17 63 278 423 336 238 209 21 -60 139
Percent of Open Interest Represented by Each Category of Trader
28.5 62.8 0.7 5.9 5.3 1.1 38.9 17.2 3.0 7.0 0.8 0.4 14.4 8.7
Number of Traders in Each Category Total Traders: 90
20 14 4 . 6 . 23 16 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 104,763
Positions
29,901 65,743 771 6,213 5,504 1,165 40,723 18,060 3,178 7,346 837 401 15,065 9,104
Changes from: January 10, 2012 Total Change is: 1,324
141 -928 -97 -472 -33 126 556 845 672 475 419 43 -119 277
Percent of Open Interest Represented by Each Category of Trader
28.5 62.8 0.7 5.9 5.3 1.1 38.9 17.2 3.0 7.0 0.8 0.4 14.4 8.7
Number of Traders in Each Category Total Traders: 90
20 14 4 . 6 . 23 16 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 892,966
Positions
39,925 161,457 44,773 363,163 202,611 60,000 85,224 139,044 119,849 25,580 33,930 25,085 129,366 106,217
Changes from: January 10, 2012 Total Change is: 22,338
-1,848 6,161 1,800 5,489 -7,669 -4,078 -1,535 1,466 17,245 636 2,267 618 4,010 4,526
Percent of Open Interest Represented by Each Category of Trader
4.5 18.1 5.0 40.7 22.7 6.7 9.5 15.6 13.4 2.9 3.8 2.8 14.5 11.9
Number of Traders in Each Category Total Traders: 541
34 53 35 113 66 70 74 122 96 34 45 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 308,928
Positions
25,522 95,214 3,764 109,037 48,489 14,302 22,795 21,283 48,852 1,502 12,321 11,015 72,139 53,687
Changes from: January 10, 2012 Total Change is: 9,899
1,589 2,930 273 -785 -312 327 1,586 11 4,942 1,498 267 201 267 1,259
Percent of Open Interest Represented by Each Category of Trader
8.3 30.8 1.2 35.3 15.7 4.6 7.4 6.9 15.8 0.5 4.0 3.6 23.4 17.4
Number of Traders in Each Category Total Traders: 120
8 16 7 24 14 12 17 26 37 5 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 2,920,189
Positions
211,406 470,603 65,656 1,300,107 800,083 199,017 390,939 667,598 276,189 120,733 108,388 70,004 286,138 262,650
Changes from: January 10, 2012 Total Change is: 62,192
-9,264 24,077 -285 30,636 -37,520 -21,293 -5,687 17,194 51,601 -4,107 10,207 1,879 18,714 16,334
Percent of Open Interest Represented by Each Category of Trader
7.2 16.1 2.2 44.5 27.4 6.8 13.4 22.9 9.5 4.1 3.7 2.4 9.8 9.0
Number of Traders in Each Category Total Traders: 504
37 48 27 102 61 65 74 113 85 29 40 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 105,633
Positions
22,549 14,695 0 52,069 65,277 8,461 10,919 8,421 328 1,717 4,043 0 9,590 4,407
Changes from: January 10, 2012 Total Change is: 2,011
-1,195 1,872 0 511 -288 212 1,885 -335 170 0 56 0 428 324
Percent of Open Interest Represented by Each Category of Trader
21.3 13.9 0.0 49.3 61.8 8.0 10.3 8.0 0.3 1.6 3.8 0.0 9.1 4.2
Number of Traders in Each Category Total Traders: 91
11 8 0 31 14 16 13 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 78,257
Positions
6,015 35,926 6,237 24,808 9,753 1,769 22,950 9,225 4,775 1,100 4,154 195 10,408 6,223
Changes from: January 10, 2012 Total Change is: 8,323
-260 4,425 654 1,174 -2 31 5,347 1,060 1,267 -761 220 58 813 609
Percent of Open Interest Represented by Each Category of Trader
7.7 45.9 8.0 31.7 12.5 2.3 29.3 11.8 6.1 1.4 5.3 0.2 13.3 8.0
Number of Traders in Each Category Total Traders: 223
22 29 12 28 21 11 56 41 22 10 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 11,479
Positions
5,285 7,113 20 0 300 0 3,731 369 0 0 365 0 2,443 3,312
Changes from: January 10, 2012 Total Change is: 1,978
960 1,550 0 0 0 0 1,083 0 0 0 0 0 -65 428
Percent of Open Interest Represented by Each Category of Trader
46.0 62.0 0.2 0.0 2.6 0.0 32.5 3.2 0.0 0.0 3.2 0.0 21.3 28.9
Number of Traders in Each Category Total Traders: 22
8 7 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 333,889
Positions
32,733 173,151 1,999 124,042 47,267 8,843 114,545 62,727 5,427 5,502 18,946 977 39,823 14,553
Changes from: January 10, 2012 Total Change is: 31,724
-3,356 17,118 527 5,870 -12 154 25,417 9,399 2,236 -3,805 1,102 291 4,389 908
Percent of Open Interest Represented by Each Category of Trader
9.8 51.9 0.6 37.2 14.2 2.6 34.3 18.8 1.6 1.6 5.7 0.3 11.9 4.4
Number of Traders in Each Category Total Traders: 222
23 27 5 28 21 11 54 43 18 10 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 405,535
Positions
176,041 26,019 14,083 114,422 206,604 28,426 46,575 93,762 3,046 3,936 16,077 262 18,744 17,256
Changes from: January 10, 2012 Total Change is: 4,392
-5,665 3,030 1,012 -795 -2,507 1,946 3,192 -2,738 1,697 105 -356 40 2,860 2,268
Percent of Open Interest Represented by Each Category of Trader
43.4 6.4 3.5 28.2 50.9 7.0 11.5 23.1 0.8 1.0 4.0 0.1 4.6 4.3
Number of Traders in Each Category Total Traders: 239
23 11 4 45 44 27 34 58 13 6 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 23,372
Positions
5,199 287 0 7,085 1,237 54 4,538 6,959 3 817 4,031 0 5,676 10,801
Changes from: January 10, 2012 Total Change is: 201
-49 -35 0 211 10 0 180 -891 1 0 -200 0 -142 1,316
Percent of Open Interest Represented by Each Category of Trader
22.2 1.2 0.0 30.3 5.3 0.2 19.4 29.8 0.0 3.5 17.2 0.0 24.3 46.2
Number of Traders in Each Category Total Traders: 36
5 . 0 9 . . 8 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 38,709
Positions
15,476 6,554 725 7,205 3,234 704 5,175 2,692 2,270 1,877 0 0 5,277 22,530
Changes from: January 10, 2012 Total Change is: -14
884 -968 95 401 -55 -22 -1,340 -934 -60 -162 0 0 190 1,930
Percent of Open Interest Represented by Each Category of Trader
40.0 16.9 1.9 18.6 8.4 1.8 13.4 7.0 5.9 4.8 0.0 0.0 13.6 58.2
Number of Traders in Each Category Total Traders: 49
12 10 . 5 . . 8 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 45,592
Positions
678 4,307 65 33,752 23,456 4,210 2,509 11,222 4 0 0 0 4,374 2,328
Changes from: January 10, 2012 Total Change is: 2,453
-117 492 0 2,403 411 40 -170 1,411 0 0 0 0 297 99
Percent of Open Interest Represented by Each Category of Trader
1.5 9.4 0.1 74.0 51.4 9.2 5.5 24.6 0.0 0.0 0.0 0.0 9.6 5.1
Number of Traders in Each Category Total Traders: 51
. . . 17 20 10 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 69,764
Positions
14,294 23,295 0 33,891 23,689 2,616 7,125 15,257 569 3,333 809 620 7,316 2,909
Changes from: January 10, 2012 Total Change is: 3,146
-678 82 0 1,784 -599 446 185 2,448 -1 -255 -234 74 1,591 930
Percent of Open Interest Represented by Each Category of Trader
20.5 33.4 0.0 48.6 34.0 3.7 10.2 21.9 0.8 4.8 1.2 0.9 10.5 4.2
Number of Traders in Each Category Total Traders: 71
9 12 0 15 9 6 10 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 746,564
Positions
14,537 126,565 35,176 298,169 107,757 98,964 55,420 109,973 58,146 21,761 67,327 5,318 159,071 137,337
Changes from: January 10, 2012 Total Change is: 65,992
-386 18,580 8,799 16,472 -86 11,742 9,283 19,325 15,865 11,013 1,545 -1,422 -5,375 -8,357
Percent of Open Interest Represented by Each Category of Trader
1.9 17.0 4.7 39.9 14.4 13.3 7.4 14.7 7.8 2.9 9.0 0.7 21.3 18.4
Number of Traders in Each Category Total Traders: 171
9 21 22 45 21 39 30 30 40 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 375,137
Positions
4,825 152,088 805 276,145 27,333 29,266 1,872 118,914 266 0 0 0 61,958 46,465
Changes from: January 10, 2012 Total Change is: 1,102
1 612 377 -5,432 -3,079 2,776 0 1,675 -124 0 0 0 3,504 -1,135
Percent of Open Interest Represented by Each Category of Trader
1.3 40.5 0.2 73.6 7.3 7.8 0.5 31.7 0.1 0.0 0.0 0.0 16.5 12.4
Number of Traders in Each Category Total Traders: 68
. 11 5 36 7 20 . 11 . 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 805,327
Positions
73,318 129,648 5,035 148,884 180,062 74,131 254,246 245,192 26,571 99,088 38,115 2,186 121,867 104,385
Changes from: January 10, 2012 Total Change is: 106,746
-16,913 47,818 -1,539 8,007 -9,709 3,526 42,450 62,998 3,880 56,646 4,173 437 10,251 -4,838
Percent of Open Interest Represented by Each Category of Trader
9.1 16.1 0.6 18.5 22.4 9.2 31.6 30.4 3.3 12.3 4.7 0.3 15.1 13.0
Number of Traders in Each Category Total Traders: 215
11 26 13 33 42 40 39 37 22 12 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 1,927,497
Positions
66,786 171,835 87,170 724,331 720,000 162,801 287,948 171,178 149,413 110,537 81,976 31,211 307,300 351,912
Changes from: January 10, 2012 Total Change is: 143,766
-228 22,057 8,176 32,313 55,535 9,044 -17,514 17,200 22,286 77,958 -10,643 -2,874 14,604 22,986
Percent of Open Interest Represented by Each Category of Trader
3.5 8.9 4.5 37.6 37.4 8.4 14.9 8.9 7.8 5.7 4.3 1.6 15.9 18.3
Number of Traders in Each Category Total Traders: 250
18 31 37 31 53 46 57 35 60 13 12 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 1,568,703
Positions
59,124 220,369 61,490 442,158 592,919 155,404 267,517 118,869 88,947 230,470 88,397 15,283 248,311 227,026
Changes from: January 10, 2012 Total Change is: 122,389
8,100 22,190 13,773 44,015 58,932 12,687 6,964 -5,701 10,510 23,560 23,325 2,669 111 -15,996
Percent of Open Interest Represented by Each Category of Trader
3.8 14.0 3.9 28.2 37.8 9.9 17.1 7.6 5.7 14.7 5.6 1.0 15.8 14.5
Number of Traders in Each Category Total Traders: 186
8 31 20 21 42 42 38 23 31 9 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 604,489
Positions
156,416 227,563 178,072 2,905 1,040 1,974 82,019 27,778 101,437 17,016 4,913 24,482 40,169 37,230
Changes from: January 10, 2012 Total Change is: 3,433
-3,280 450 5,102 -11 0 11 -2,270 -4,084 2,766 420 5 -1,096 1,790 278
Percent of Open Interest Represented by Each Category of Trader
25.9 37.6 29.5 0.5 0.2 0.3 13.6 4.6 16.8 2.8 0.8 4.1 6.6 6.2
Number of Traders in Each Category Total Traders: 94
16 28 35 . . . 18 17 28 . 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 is12,787,672
Positions
1,102,175 2,300,540 2,991,214 1,485,745 140,707 150,641 745,116 468,576 4,354,439 94,277 384,798 949,531 914,533 1,047,225
Changes from: January 10, 2012 Total Change is: 634,563
-101,063 179,974 130,616 -33,897 56,929 -6,498 245,075 -110,062 146,946 10,309 20,583 194,692 48,384 21,383
Percent of Open Interest Represented by Each Category of Trader
8.6 18.0 23.4 11.6 1.1 1.2 5.8 3.7 34.1 0.7 3.0 7.4 7.2 8.2
Number of Traders in Each Category Total Traders: 264
25 61 83 11 13 18 64 57 102 9 15 18
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 9,465
Positions
5,304 2,698 0 1,614 784 11 1,019 5,695 30 1,247 160 0 240 87
Changes from: January 10, 2012 Total Change is: -848
-911 82 0 93 0 0 -12 -955 3 9 0 0 -30 22
Percent of Open Interest Represented by Each Category of Trader
56.0 28.5 0.0 17.1 8.3 0.1 10.8 60.2 0.3 13.2 1.7 0.0 2.5 0.9
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 12,428
Positions
9,040 7,395 0 1,238 1,798 0 1,689 2,735 0 70 305 0 391 195
Changes from: January 10, 2012 Total Change is: 145
-417 621 0 -1 60 0 556 -538 0 30 0 0 -23 2
Percent of Open Interest Represented by Each Category of Trader
72.7 59.5 0.0 10.0 14.5 0.0 13.6 22.0 0.0 0.6 2.5 0.0 3.1 1.6
Number of Traders in Each Category Total Traders: 33
4 5 0 . 4 0 8 6 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 69,030
Positions
20,576 33,546 25 6,843 360 479 24,776 30,849 876 5,516 330 7 9,932 2,558
Changes from: January 10, 2012 Total Change is: -540
-382 -186 1 203 0 1 -434 -1,161 -6 67 -300 2 7 1,109
Percent of Open Interest Represented by Each Category of Trader
29.8 48.6 0.0 9.9 0.5 0.7 35.9 44.7 1.3 8.0 0.5 0.0 14.4 3.7
Number of Traders in Each Category Total Traders: 121
6 5 . 8 . . 50 12 5 34 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 154,301
Positions
50,658 32,503 30,370 8,643 2,128 650 8,660 34,586 15,493 1,259 4,042 15,507 23,061 19,022
Changes from: January 10, 2012 Total Change is: 10,266
1,114 -4,101 2,411 -586 416 -59 -3,208 917 3,702 -541 953 293 7,140 5,734
Percent of Open Interest Represented by Each Category of Trader
32.8 21.1 19.7 5.6 1.4 0.4 5.6 22.4 10.0 0.8 2.6 10.0 14.9 12.3
Number of Traders in Each Category Total Traders: 78
13 9 20 8 . . 12 16 18 6 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 16,148
Positions
11,727 1,913 0 1,655 924 430 1,658 11,240 168 0 1,216 242 268 15
Changes from: January 10, 2012 Total Change is: -1,493
0 195 0 110 -335 340 0 2,416 0 0 -2,112 3 -1,946 -2,000
Percent of Open Interest Represented by Each Category of Trader
72.6 11.8 0.0 10.2 5.7 2.7 10.3 69.6 1.0 0.0 7.5 1.5 1.7 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 8 . 0 . .
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Updated January 20, 2012