Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 129,189
Positions
26,762 11,621 6,867 17,939 34,108 608 26,312 49,039 5,787 7,750 421 249 36,915 20,489
Changes from: January 31, 2012 Total Change is: 1,589
-9,862 4,495 850 -231 -353 -3 9,488 -1,537 -907 -12 412 -32 2,298 -1,336
Percent of Open Interest Represented by Each Category of Trader
20.7 9.0 5.3 13.9 26.4 0.5 20.4 38.0 4.5 6.0 0.3 0.2 28.6 15.9
Number of Traders in Each Category Total Traders: 80
7 10 8 6 4 . 26 15 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,859
Positions
11,890 6,360 1,854 870 1,940 290 17,900 16,816 1,088 537 0 0 10,431 16,512
Changes from: January 31, 2012 Total Change is: 1,158
482 837 -435 -7 -32 15 2,657 434 -776 0 0 0 -778 1,116
Percent of Open Interest Represented by Each Category of Trader
26.5 14.2 4.1 1.9 4.3 0.6 39.9 37.5 2.4 1.2 0.0 0.0 23.3 36.8
Number of Traders in Each Category Total Traders: 45
7 7 6 . 4 . 11 14 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 199,870
Positions
130,292 7,666 2,269 10,767 76,170 3,245 29,572 77,182 2,191 1,603 2,075 135 19,796 28,937
Changes from: January 31, 2012 Total Change is: 2,319
-6,485 1,550 -20 2,571 -3,141 -594 4,139 6,985 -1,503 435 742 -25 3,800 -1,675
Percent of Open Interest Represented by Each Category of Trader
65.2 3.8 1.1 5.4 38.1 1.6 14.8 38.6 1.1 0.8 1.0 0.1 9.9 14.5
Number of Traders in Each Category Total Traders: 95
10 8 9 7 14 5 21 31 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 187,706
Positions
1,881 73,815 5,071 66,621 7,531 1,248 81,244 60,687 2,685 751 1,927 196 28,009 34,545
Changes from: January 31, 2012 Total Change is: 3,689
99 2,038 -498 1,587 -2,863 -192 4,452 7,035 -913 -5 -1,056 -3 -837 141
Percent of Open Interest Represented by Each Category of Trader
1.0 39.3 2.7 35.5 4.0 0.7 43.3 32.3 1.4 0.4 1.0 0.1 14.9 18.4
Number of Traders in Each Category Total Traders: 113
. 22 9 9 7 . 28 38 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 325,847
Positions
124,183 36,143 9,071 60,912 31,126 4,354 59,889 144,725 22,127 5,157 9,797 3,798 36,356 64,706
Changes from: January 31, 2012 Total Change is: -29,703
-9,364 1,433 -3,641 3,361 -1,037 -457 -9,362 -15,101 -9,221 -60 1,334 -1,149 191 -1,863
Percent of Open Interest Represented by Each Category of Trader
38.1 11.1 2.8 18.7 9.6 1.3 18.4 44.4 6.8 1.6 3.0 1.2 11.2 19.9
Number of Traders in Each Category Total Traders: 188
24 13 14 15 18 11 27 64 32 7 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 157,486
Positions
12,035 52,147 6,037 5,559 41,700 1,056 93,106 28,000 3,788 524 3,042 750 34,631 20,966
Changes from: January 31, 2012 Total Change is: -5,381
-1,815 1,178 -1,266 574 -532 -10 -3,179 -2,580 -2,785 -504 1,521 -257 3,862 -649
Percent of Open Interest Represented by Each Category of Trader
7.6 33.1 3.8 3.5 26.5 0.7 59.1 17.8 2.4 0.3 1.9 0.5 22.0 13.3
Number of Traders in Each Category Total Traders: 93
5 13 7 6 8 4 36 15 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 126,958
Positions
42,389 41,050 74,531 0 0 0 6,311 8,031 3,264 0 0 0 463 82
Changes from: January 31, 2012 Total Change is: 96
-460 -531 395 0 0 0 -70 338 0 0 0 0 232 -105
Percent of Open Interest Represented by Each Category of Trader
33.4 32.3 58.7 0.0 0.0 0.0 5.0 6.3 2.6 0.0 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
6 11 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 145,645
Positions
61,954 62,073 1,213 22,133 815 707 51,120 73,765 938 2,221 2,535 0 5,359 3,599
Changes from: January 31, 2012 Total Change is: -4,922
-6,950 94 86 -1,047 -54 0 1,843 -4,322 -3 642 -77 0 507 -646
Percent of Open Interest Represented by Each Category of Trader
42.5 42.6 0.8 15.2 0.6 0.5 35.1 50.6 0.6 1.5 1.7 0.0 3.7 2.5
Number of Traders in Each Category Total Traders: 99
6 14 . 10 . . 33 18 4 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 35,020
Positions
1,712 22,070 205 265 190 0 27,747 10,504 175 469 342 0 4,447 1,534
Changes from: January 31, 2012 Total Change is: 3,393
78 2,913 0 265 -259 0 2,675 933 0 49 -101 0 326 -93
Percent of Open Interest Represented by Each Category of Trader
4.9 63.0 0.6 0.8 0.5 0.0 79.2 30.0 0.5 1.3 1.0 0.0 12.7 4.4
Number of Traders in Each Category Total Traders: 47
. 11 . . . 0 19 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 56,853
Positions
14,548 33,754 210 3,486 2,212 723 25,349 13,092 975 3,728 787 616 7,219 4,484
Changes from: January 31, 2012 Total Change is: 3,293
79 630 42 253 -322 186 2,391 2,348 -61 76 438 255 73 -223
Percent of Open Interest Represented by Each Category of Trader
25.6 59.4 0.4 6.1 3.9 1.3 44.6 23.0 1.7 6.6 1.4 1.1 12.7 7.9
Number of Traders in Each Category Total Traders: 98
16 17 5 . 6 . 28 17 7 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 113,705
Positions
29,096 67,509 419 6,972 4,423 1,446 50,698 26,184 1,949 7,455 1,575 1,232 14,438 8,969
Changes from: January 31, 2012 Total Change is: 6,586
157 1,260 83 506 -644 371 4,782 4,697 -122 152 877 510 147 -446
Percent of Open Interest Represented by Each Category of Trader
25.6 59.4 0.4 6.1 3.9 1.3 44.6 23.0 1.7 6.6 1.4 1.1 12.7 7.9
Number of Traders in Each Category Total Traders: 98
16 17 5 . 6 . 28 17 7 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 944,693
Positions
47,056 202,104 47,288 371,933 175,093 62,429 90,388 149,086 135,541 27,919 33,896 30,614 131,524 108,641
Changes from: January 31, 2012 Total Change is: 29,691
3,428 7,626 2,840 5,120 -14,642 664 -5,645 271 23,409 -1,084 3,040 4,400 -3,442 2,082
Percent of Open Interest Represented by Each Category of Trader
5.0 21.4 5.0 39.4 18.5 6.6 9.6 15.8 14.3 3.0 3.6 3.2 13.9 11.5
Number of Traders in Each Category Total Traders: 556
38 53 44 116 66 63 86 119 95 35 43 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 339,591
Positions
30,600 117,859 5,790 107,682 43,431 15,064 20,465 27,574 61,256 2,944 12,788 13,187 82,604 42,642
Changes from: January 31, 2012 Total Change is: 18,706
2,306 1,584 1,630 -453 -1,809 126 1,391 3,277 12,603 -200 -37 1,474 -171 -143
Percent of Open Interest Represented by Each Category of Trader
9.0 34.7 1.7 31.7 12.8 4.4 6.0 8.1 18.0 0.9 3.8 3.9 24.3 12.6
Number of Traders in Each Category Total Traders: 126
9 18 11 27 13 12 14 29 36 5 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,025,509
Positions
184,070 523,007 105,708 1,363,572 700,628 194,508 442,206 700,151 278,833 132,582 113,248 79,430 244,601 329,996
Changes from: January 31, 2012 Total Change is: 54,923
2,122 26,719 9,542 32,290 -59,737 -1,739 -27,057 -6,912 45,915 -4,080 15,725 14,287 -16,356 11,125
Percent of Open Interest Represented by Each Category of Trader
6.1 17.3 3.5 45.1 23.2 6.4 14.6 23.1 9.2 4.4 3.7 2.6 8.1 10.9
Number of Traders in Each Category Total Traders: 522
38 51 34 103 62 59 87 111 87 32 38 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,043
Positions
21,025 25,220 0 53,939 61,463 4,805 15,783 8,525 1,793 1,960 4,286 0 10,738 3,951
Changes from: January 31, 2012 Total Change is: 436
-298 2,651 -53 2,737 -469 -3,355 -209 353 1,789 181 -89 0 -356 -390
Percent of Open Interest Represented by Each Category of Trader
19.1 22.9 0.0 49.0 55.9 4.4 14.3 7.7 1.6 1.8 3.9 0.0 9.8 3.6
Number of Traders in Each Category Total Traders: 91
8 9 0 31 12 13 16 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 94,375
Positions
7,334 46,493 10,131 22,817 9,409 1,630 35,095 12,424 5,654 2,142 3,537 335 9,236 4,761
Changes from: January 31, 2012 Total Change is: 1,345
144 97 110 -3,360 -139 -42 3,536 1,066 315 113 -559 44 485 453
Percent of Open Interest Represented by Each Category of Trader
7.8 49.3 10.7 24.2 10.0 1.7 37.2 13.2 6.0 2.3 3.7 0.4 9.8 5.0
Number of Traders in Each Category Total Traders: 250
23 28 12 35 24 9 70 39 21 18 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 15,736
Positions
8,195 11,148 22 0 300 0 4,316 2,579 0 0 979 0 3,203 708
Changes from: January 31, 2012 Total Change is: 237
392 1 1 0 0 0 -253 246 0 0 0 0 97 -11
Percent of Open Interest Represented by Each Category of Trader
52.1 70.8 0.1 0.0 1.9 0.0 27.4 16.4 0.0 0.0 6.2 0.0 20.4 4.5
Number of Traders in Each Category Total Traders: 23
9 8 . 0 . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 393,195
Positions
42,479 223,512 3,760 114,087 45,546 8,149 175,477 70,806 6,689 10,710 12,789 1,676 30,167 20,268
Changes from: January 31, 2012 Total Change is: 5,537
-346 1,371 -350 -16,798 -694 -209 17,991 3,148 2,526 564 -2,795 222 1,937 2,317
Percent of Open Interest Represented by Each Category of Trader
10.8 56.8 1.0 29.0 11.6 2.1 44.6 18.0 1.7 2.7 3.3 0.4 7.7 5.2
Number of Traders in Each Category Total Traders: 249
23 27 5 35 24 9 70 39 19 18 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 389,430
Positions
130,972 30,590 18,530 129,055 192,675 28,357 48,798 85,760 3,784 9,591 11,286 644 19,699 17,803
Changes from: January 31, 2012 Total Change is: -14,068
-11,951 2,878 -2,607 6,679 -10,768 -865 -7,197 -672 -1,764 1,767 -1,241 224 1,646 748
Percent of Open Interest Represented by Each Category of Trader
33.6 7.9 4.8 33.1 49.5 7.3 12.5 22.0 1.0 2.5 2.9 0.2 5.1 4.6
Number of Traders in Each Category Total Traders: 240
20 13 5 47 40 24 41 55 17 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 24,074
Positions
5,868 1,393 0 6,586 853 32 4,473 5,966 501 600 5,435 0 6,014 9,894
Changes from: January 31, 2012 Total Change is: 2,239
368 906 0 220 0 -21 979 878 501 0 460 0 192 -485
Percent of Open Interest Represented by Each Category of Trader
24.4 5.8 0.0 27.4 3.5 0.1 18.6 24.8 2.1 2.5 22.6 0.0 25.0 41.1
Number of Traders in Each Category Total Traders: 44
7 4 0 11 . . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 44,693
Positions
13,860 5,174 1,525 7,686 2,914 876 10,823 2,400 2,249 2,452 228 0 5,222 29,327
Changes from: January 31, 2012 Total Change is: 2,262
-153 -3,285 -11 577 -65 21 4,707 -692 -2,685 359 228 0 -553 8,751
Percent of Open Interest Represented by Each Category of Trader
31.0 11.6 3.4 17.2 6.5 2.0 24.2 5.4 5.0 5.5 0.5 0.0 11.7 65.6
Number of Traders in Each Category Total Traders: 58
13 9 4 7 . 4 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 45,961
Positions
2,338 3,663 179 31,687 25,437 4,052 3,139 10,606 165 0 0 0 4,401 1,859
Changes from: January 31, 2012 Total Change is: -676
-79 30 79 -119 -207 -554 338 182 0 0 0 0 -341 -206
Percent of Open Interest Represented by Each Category of Trader
5.1 8.0 0.4 68.9 55.3 8.8 6.8 23.1 0.4 0.0 0.0 0.0 9.6 4.0
Number of Traders in Each Category Total Traders: 53
. . . 18 20 10 4 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 76,474
Positions
11,141 22,980 907 33,920 24,086 3,419 10,283 20,808 317 6,294 263 600 9,593 3,094
Changes from: January 31, 2012 Total Change is: 4,146
2,977 313 7 -980 89 235 570 5,061 0 1,494 -226 0 -157 -1,333
Percent of Open Interest Represented by Each Category of Trader
14.6 30.0 1.2 44.4 31.5 4.5 13.4 27.2 0.4 8.2 0.3 0.8 12.5 4.0
Number of Traders in Each Category Total Traders: 85
8 13 . 20 9 10 14 9 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 746,640
Positions
20,625 77,200 40,133 270,668 136,359 102,503 62,579 85,258 77,969 9,501 55,418 7,687 154,975 164,114
Changes from: January 31, 2012 Total Change is: 20,726
5,788 -22,562 2,831 -14,400 24,853 4,586 -1,892 182 21,426 -11 -15,487 2,038 360 2,859
Percent of Open Interest Represented by Each Category of Trader
2.8 10.3 5.4 36.3 18.3 13.7 8.4 11.4 10.4 1.3 7.4 1.0 20.8 22.0
Number of Traders in Each Category Total Traders: 165
10 15 18 43 22 35 29 31 41 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 380,149
Positions
4,615 145,743 856 280,218 28,454 32,132 1,830 118,950 951 1,375 1,949 270 57,901 50,844
Changes from: January 31, 2012 Total Change is: 425
-1,931 3,020 204 1,271 -3,040 4,266 -42 -902 87 1,375 -1,611 270 -5,075 -1,869
Percent of Open Interest Represented by Each Category of Trader
1.2 38.3 0.2 73.7 7.5 8.5 0.5 31.3 0.3 0.4 0.5 0.1 15.2 13.4
Number of Traders in Each Category Total Traders: 70
. 10 4 37 7 18 . 11 4 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 951,306
Positions
80,731 134,045 7,374 170,767 252,045 84,830 369,420 296,880 35,302 78,923 32,412 8,327 115,631 100,090
Changes from: January 31, 2012 Total Change is: -2,253
-487 116 236 17,450 16,673 -874 -6,770 -15,773 -993 -1,378 -3,137 257 -9,694 1,242
Percent of Open Interest Represented by Each Category of Trader
8.5 14.1 0.8 18.0 26.5 8.9 38.8 31.2 3.7 8.3 3.4 0.9 12.2 10.5
Number of Traders in Each Category Total Traders: 220
14 26 14 36 36 43 46 33 27 15 14 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,121,874
Positions
139,408 121,382 152,180 722,670 836,342 158,824 341,283 128,264 187,181 63,307 107,880 51,934 305,088 377,887
Changes from: January 31, 2012 Total Change is: 103,084
43,450 -19,194 29,140 -20,575 78,655 -28,542 26,811 -47,976 42,092 -15,111 11,037 18,966 6,852 18,904
Percent of Open Interest Represented by Each Category of Trader
6.6 5.7 7.2 34.1 39.4 7.5 16.1 6.0 8.8 3.0 5.1 2.4 14.4 17.8
Number of Traders in Each Category Total Traders: 266
24 32 48 25 59 47 43 53 63 8 22 13
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,615,785
Positions
87,195 186,246 58,788 540,433 663,912 169,485 251,843 107,558 108,860 141,062 68,789 16,182 241,937 235,965
Changes from: January 31, 2012 Total Change is: -7,501
14,346 -26,470 9,266 47,198 11,884 -4,048 -6,228 -4,930 -5,411 -58,348 3,047 1,061 -5,337 8,100
Percent of Open Interest Represented by Each Category of Trader
5.4 11.5 3.6 33.4 41.1 10.5 15.6 6.7 6.7 8.7 4.3 1.0 15.0 14.6
Number of Traders in Each Category Total Traders: 200
16 27 21 22 43 45 38 33 34 7 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 586,290
Positions
133,613 186,248 205,479 540 1,093 2,583 80,354 29,136 102,279 9,421 3,917 15,818 36,202 39,737
Changes from: January 31, 2012 Total Change is: -51,565
-31,310 -54,593 12,054 -565 0 -1,391 -6,552 4,232 -4,676 -8,843 -357 -6,081 -4,202 -753
Percent of Open Interest Represented by Each Category of Trader
22.8 31.8 35.0 0.1 0.2 0.4 13.7 5.0 17.4 1.6 0.7 2.7 6.2 6.8
Number of Traders in Each Category Total Traders: 93
17 29 41 . . . 18 15 28 . 5 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,915,719
Positions
1,299,185 2,176,598 3,273,027 1,136,396 495,160 153,189 919,018 380,784 5,229,355 86,145 326,091 868,706 950,699 1,012,810
Changes from: January 31, 2012 Total Change is: 291,036
91,842 -68,615 102,929 -108,889 133,012 6,042 -14,009 -54,612 324,909 6,825 -56,147 -133,399 14,787 36,919
Percent of Open Interest Represented by Each Category of Trader
9.3 15.6 23.5 8.2 3.6 1.1 6.6 2.7 37.6 0.6 2.3 6.2 6.8 7.3
Number of Traders in Each Category Total Traders: 280
23 60 80 11 15 19 69 59 112 14 20 25
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,519
Positions
5,118 2,894 0 1,568 903 11 1,187 5,424 33 1,380 160 0 222 94
Changes from: January 31, 2012 Total Change is: -52
-125 186 0 -126 123 0 186 -351 3 20 0 0 -10 -13
Percent of Open Interest Represented by Each Category of Trader
53.8 30.4 0.0 16.5 9.5 0.1 12.5 57.0 0.3 14.5 1.7 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 6 8 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 13,177
Positions
9,876 8,526 0 1,046 1,810 0 1,928 2,412 0 70 305 0 257 124
Changes from: January 31, 2012 Total Change is: -395
-1,398 62 0 -12 -36 0 994 -381 0 30 -40 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
74.9 64.7 0.0 7.9 13.7 0.0 14.6 18.3 0.0 0.5 2.3 0.0 2.0 0.9
Number of Traders in Each Category Total Traders: 34
4 5 0 . 4 0 5 10 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,864
Positions
18,093 29,781 190 2,585 360 567 18,030 16,432 1,099 3,685 653 3 9,612 4,779
Changes from: January 31, 2012 Total Change is: -1,656
-52 -111 2 -396 0 30 -2,210 -3,890 -417 -517 -112 -2 1,905 2,844
Percent of Open Interest Represented by Each Category of Trader
33.6 55.3 0.4 4.8 0.7 1.1 33.5 30.5 2.0 6.8 1.2 0.0 17.8 8.9
Number of Traders in Each Category Total Traders: 101
6 4 . 8 . . 31 23 5 19 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 191,134
Positions
72,794 30,731 29,195 12,994 2,844 1,285 9,803 59,142 13,810 1,602 8,997 27,001 22,650 18,129
Changes from: January 31, 2012 Total Change is: 19,780
11,226 3,438 2,322 1,402 429 -154 1,329 9,390 1,707 567 3,432 1,198 183 -1,982
Percent of Open Interest Represented by Each Category of Trader
38.1 16.1 15.3 6.8 1.5 0.7 5.1 30.9 7.2 0.8 4.7 14.1 11.9 9.5
Number of Traders in Each Category Total Traders: 96
16 10 16 9 4 4 17 24 24 6 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,336
Positions
11,288 868 0 1,910 979 200 1,817 12,689 168 290 1,096 315 348 21
Changes from: January 31, 2012 Total Change is: -40
-342 -549 0 237 -22 -230 0 809 0 290 -50 3 2 -1
Percent of Open Interest Represented by Each Category of Trader
69.1 5.3 0.0 11.7 6.0 1.2 11.1 77.7 1.0 1.8 6.7 1.9 2.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 7 . . . .
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Updated February 10, 2012