Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 130,299
Positions
26,297 13,391 6,722 19,300 34,116 198 25,924 47,508 6,135 7,928 5 333 37,463 21,890
Changes from: February 7, 2012 Total Change is: 1,110
-465 1,771 -146 1,361 8 -410 -389 -1,530 348 178 -416 85 548 1,401
Percent of Open Interest Represented by Each Category of Trader
20.2 10.3 5.2 14.8 26.2 0.2 19.9 36.5 4.7 6.1 0.0 0.3 28.8 16.8
Number of Traders in Each Category Total Traders: 78
8 8 8 8 4 . 24 15 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 50,276
Positions
13,831 10,763 1,917 1,009 1,938 151 21,456 18,668 1,010 537 0 0 10,366 15,829
Changes from: February 7, 2012 Total Change is: 5,417
1,940 4,403 64 139 -2 -139 3,556 1,852 -78 0 0 0 -65 -683
Percent of Open Interest Represented by Each Category of Trader
27.5 21.4 3.8 2.0 3.9 0.3 42.7 37.1 2.0 1.1 0.0 0.0 20.6 31.5
Number of Traders in Each Category Total Traders: 47
7 9 7 . 4 . 10 15 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 196,862
Positions
124,708 8,548 2,780 10,743 76,487 2,456 31,120 75,169 2,413 2,589 493 262 19,791 28,254
Changes from: February 7, 2012 Total Change is: -3,008
-5,583 882 511 -24 317 -789 1,548 -2,012 222 986 -1,582 127 -5 -683
Percent of Open Interest Represented by Each Category of Trader
63.3 4.3 1.4 5.5 38.9 1.2 15.8 38.2 1.2 1.3 0.3 0.1 10.1 14.4
Number of Traders in Each Category Total Traders: 92
10 10 9 6 14 5 21 27 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 166,355
Positions
3,438 50,887 6,618 65,577 7,034 1,149 60,801 54,093 3,825 1,290 2,771 593 23,063 39,384
Changes from: February 7, 2012 Total Change is: -21,351
1,557 -22,928 1,547 -1,044 -496 -99 -20,442 -6,595 1,139 539 843 397 -4,945 4,839
Percent of Open Interest Represented by Each Category of Trader
2.1 30.6 4.0 39.4 4.2 0.7 36.5 32.5 2.3 0.8 1.7 0.4 13.9 23.7
Number of Traders in Each Category Total Traders: 105
4 19 9 9 6 . 18 40 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 334,469
Positions
127,483 34,383 11,629 65,412 32,346 4,325 51,896 147,996 27,093 5,529 6,812 4,631 36,471 65,254
Changes from: February 7, 2012 Total Change is: 8,621
3,300 -1,760 2,558 4,500 1,220 -29 -7,992 3,271 4,965 372 -2,985 833 115 548
Percent of Open Interest Represented by Each Category of Trader
38.1 10.3 3.5 19.6 9.7 1.3 15.5 44.2 8.1 1.7 2.0 1.4 10.9 19.5
Number of Traders in Each Category Total Traders: 191
25 14 14 17 20 14 22 69 35 6 18 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 160,729
Positions
12,659 53,982 5,851 6,328 40,454 767 93,288 29,470 4,330 1,142 2,138 793 35,571 22,944
Changes from: February 7, 2012 Total Change is: 3,243
624 1,835 -186 769 -1,246 -290 182 1,470 542 618 -903 44 940 1,978
Percent of Open Interest Represented by Each Category of Trader
7.9 33.6 3.6 3.9 25.2 0.5 58.0 18.3 2.7 0.7 1.3 0.5 22.1 14.3
Number of Traders in Each Category Total Traders: 94
6 13 9 7 8 . 33 16 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 127,670
Positions
42,725 41,392 74,710 0 0 0 6,548 7,957 3,405 0 120 0 282 86
Changes from: February 7, 2012 Total Change is: 712
336 342 179 0 0 0 237 -74 141 0 120 0 -181 4
Percent of Open Interest Represented by Each Category of Trader
33.5 32.4 58.5 0.0 0.0 0.0 5.1 6.2 2.7 0.0 0.1 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 23
6 11 12 0 0 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 159,768
Positions
61,166 61,924 1,063 25,540 669 0 58,254 84,850 3,131 2,512 2,282 0 8,102 5,849
Changes from: February 7, 2012 Total Change is: 14,123
-788 -149 -150 3,407 -146 -707 7,134 11,085 2,193 291 -253 0 2,743 2,250
Percent of Open Interest Represented by Each Category of Trader
38.3 38.8 0.7 16.0 0.4 0.0 36.5 53.1 2.0 1.6 1.4 0.0 5.1 3.7
Number of Traders in Each Category Total Traders: 105
5 15 . 11 . 0 36 19 4 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 36,704
Positions
1,692 22,974 205 457 353 0 29,368 10,935 216 454 342 0 4,312 1,679
Changes from: February 7, 2012 Total Change is: 1,684
-20 904 0 192 163 0 1,621 431 41 -15 0 0 -135 145
Percent of Open Interest Represented by Each Category of Trader
4.6 62.6 0.6 1.2 1.0 0.0 80.0 29.8 0.6 1.2 0.9 0.0 11.7 4.6
Number of Traders in Each Category Total Traders: 52
. 12 . . . 0 22 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 56,015
Positions
15,251 33,777 37 3,508 2,275 596 24,483 11,544 1,007 3,026 550 909 7,201 5,321
Changes from: February 7, 2012 Total Change is: -837
703 22 -172 22 63 -128 -866 -1,548 33 -702 -237 293 -18 837
Percent of Open Interest Represented by Each Category of Trader
27.2 60.3 0.1 6.3 4.1 1.1 43.7 20.6 1.8 5.4 1.0 1.6 12.9 9.5
Number of Traders in Each Category Total Traders: 96
19 14 . . 6 . 27 18 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 112,031
Positions
30,501 67,554 74 7,015 4,549 1,191 48,965 23,088 2,014 6,051 1,101 1,818 14,401 10,642
Changes from: February 7, 2012 Total Change is: -1,674
1,405 45 -345 43 126 -255 -1,732 -3,096 65 -1,404 -474 586 -37 1,674
Percent of Open Interest Represented by Each Category of Trader
27.2 60.3 0.1 6.3 4.1 1.1 43.7 20.6 1.8 5.4 1.0 1.6 12.9 9.5
Number of Traders in Each Category Total Traders: 96
19 14 . . 6 . 27 18 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 951,720
Positions
47,703 199,505 50,937 380,132 171,688 59,677 88,397 158,424 143,933 26,208 35,467 32,588 122,144 99,501
Changes from: February 7, 2012 Total Change is: 7,027
646 -2,599 3,649 8,200 -3,405 -2,752 -1,990 9,337 8,392 -1,711 1,570 1,974 -9,381 -9,140
Percent of Open Interest Represented by Each Category of Trader
5.0 21.0 5.4 39.9 18.0 6.3 9.3 16.6 15.1 2.8 3.7 3.4 12.8 10.5
Number of Traders in Each Category Total Traders: 571
38 52 45 115 64 64 82 136 109 40 44 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 332,115
Positions
30,389 109,473 8,472 105,919 43,438 14,949 20,022 25,085 62,181 2,552 12,060 14,416 73,214 42,041
Changes from: February 7, 2012 Total Change is: -7,476
-210 -8,386 2,683 -1,764 6 -114 -442 -2,489 925 -392 -729 1,229 -9,391 -601
Percent of Open Interest Represented by Each Category of Trader
9.2 33.0 2.6 31.9 13.1 4.5 6.0 7.6 18.7 0.8 3.6 4.3 22.0 12.7
Number of Traders in Each Category Total Traders: 130
9 18 11 27 14 14 16 29 39 5 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 3,098,021
Positions
182,628 546,220 116,262 1,420,043 690,228 174,663 411,844 736,661 338,789 126,530 125,284 82,613 244,651 287,301
Changes from: February 7, 2012 Total Change is: 72,512
-1,442 23,214 10,554 56,471 -10,400 -19,845 -30,362 36,510 59,956 -6,052 12,036 3,183 50 -42,695
Percent of Open Interest Represented by Each Category of Trader
5.9 17.6 3.8 45.8 22.3 5.6 13.3 23.8 10.9 4.1 4.0 2.7 7.9 9.3
Number of Traders in Each Category Total Traders: 533
36 52 35 103 57 58 85 125 101 39 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 109,036
Positions
20,593 26,033 0 54,683 60,709 5,132 15,594 8,981 4 1,690 3,871 0 11,340 4,305
Changes from: February 7, 2012 Total Change is: -1,007
-432 813 0 744 -754 327 -189 456 -1,788 -270 -415 0 601 355
Percent of Open Interest Represented by Each Category of Trader
18.9 23.9 0.0 50.2 55.7 4.7 14.3 8.2 0.0 1.5 3.6 0.0 10.4 3.9
Number of Traders in Each Category Total Traders: 91
8 9 0 30 12 13 16 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 108,024
Positions
6,816 53,149 10,315 28,829 9,264 1,518 38,982 14,664 7,992 3,029 4,884 671 9,871 5,567
Changes from: February 7, 2012 Total Change is: 13,649
-517 6,656 184 6,012 -145 -112 3,887 2,240 2,338 887 1,347 336 635 806
Percent of Open Interest Represented by Each Category of Trader
6.3 49.2 9.5 26.7 8.6 1.4 36.1 13.6 7.4 2.8 4.5 0.6 9.1 5.2
Number of Traders in Each Category Total Traders: 253
19 32 14 38 22 11 69 41 22 18 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 18,500
Positions
9,179 13,360 22 0 300 0 6,141 2,824 0 0 1,225 0 3,158 769
Changes from: February 7, 2012 Total Change is: 2,764
984 2,212 0 0 0 0 1,825 245 0 0 246 0 -45 61
Percent of Open Interest Represented by Each Category of Trader
49.6 72.2 0.1 0.0 1.6 0.0 33.2 15.3 0.0 0.0 6.6 0.0 17.1 4.2
Number of Traders in Each Category Total Traders: 25
9 9 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 447,619
Positions
35,249 246,008 4,402 144,147 44,821 7,590 194,912 89,906 9,253 15,145 18,296 3,355 33,566 23,989
Changes from: February 7, 2012 Total Change is: 54,424
-7,230 22,496 642 30,060 -725 -559 19,435 19,101 2,564 4,435 5,507 1,678 3,399 3,721
Percent of Open Interest Represented by Each Category of Trader
7.9 55.0 1.0 32.2 10.0 1.7 43.5 20.1 2.1 3.4 4.1 0.7 7.5 5.4
Number of Traders in Each Category Total Traders: 252
20 30 7 38 22 11 69 41 19 18 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 405,849
Positions
136,265 30,207 17,543 133,016 204,609 26,232 59,291 95,005 3,761 8,500 10,519 663 20,579 17,311
Changes from: February 7, 2012 Total Change is: 16,419
5,293 -383 -987 3,961 11,934 -2,125 10,493 9,245 -24 -1,091 -767 19 880 -492
Percent of Open Interest Represented by Each Category of Trader
33.6 7.4 4.3 32.8 50.4 6.5 14.6 23.4 0.9 2.1 2.6 0.2 5.1 4.3
Number of Traders in Each Category Total Traders: 253
21 13 5 49 43 24 45 55 18 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 25,302
Positions
5,788 836 0 7,357 853 32 3,497 5,774 500 1,527 5,629 0 6,601 11,678
Changes from: February 7, 2012 Total Change is: 1,228
-80 -557 0 771 0 0 -976 -192 -1 927 194 0 587 1,784
Percent of Open Interest Represented by Each Category of Trader
22.9 3.3 0.0 29.1 3.4 0.1 13.8 22.8 2.0 6.0 22.2 0.0 26.1 46.2
Number of Traders in Each Category Total Traders: 40
7 . 0 9 . . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 46,081
Positions
11,387 8,161 1,438 8,176 2,950 752 9,785 2,270 3,154 2,566 206 0 8,823 27,150
Changes from: February 7, 2012 Total Change is: 1,388
-2,473 2,987 -87 490 36 -124 -1,038 -130 905 114 -22 0 3,601 -2,177
Percent of Open Interest Represented by Each Category of Trader
24.7 17.7 3.1 17.7 6.4 1.6 21.2 4.9 6.8 5.6 0.4 0.0 19.1 58.9
Number of Traders in Each Category Total Traders: 54
10 13 4 7 . . 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 46,451
Positions
2,188 3,909 179 32,292 25,196 4,157 2,804 10,745 165 0 0 0 4,666 2,100
Changes from: February 7, 2012 Total Change is: 490
-150 246 0 605 -241 105 -335 139 0 0 0 0 265 241
Percent of Open Interest Represented by Each Category of Trader
4.7 8.4 0.4 69.5 54.2 8.9 6.0 23.1 0.4 0.0 0.0 0.0 10.0 4.5
Number of Traders in Each Category Total Traders: 53
. . . 19 20 9 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 79,498
Positions
11,933 25,307 794 32,654 24,065 4,379 11,630 19,894 637 7,009 263 671 9,791 3,488
Changes from: February 7, 2012 Total Change is: 3,024
792 2,327 -113 -1,266 -21 960 1,347 -914 320 715 0 71 198 394
Percent of Open Interest Represented by Each Category of Trader
15.0 31.8 1.0 41.1 30.3 5.5 14.6 25.0 0.8 8.8 0.3 0.8 12.3 4.4
Number of Traders in Each Category Total Traders: 84
9 12 . 19 9 8 17 5 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 733,392
Positions
14,761 78,448 40,760 270,800 145,118 94,513 62,422 76,994 81,197 10,148 50,369 6,917 151,874 159,077
Changes from: February 7, 2012 Total Change is: -13,248
-5,864 1,248 627 131 8,759 -7,990 -157 -8,264 3,228 647 -5,049 -770 -3,100 -5,038
Percent of Open Interest Represented by Each Category of Trader
2.0 10.7 5.6 36.9 19.8 12.9 8.5 10.5 11.1 1.4 6.9 0.9 20.7 21.7
Number of Traders in Each Category Total Traders: 168
6 19 20 43 22 35 31 31 43 6 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 379,832
Positions
4,615 149,125 2,262 274,374 28,469 33,032 1,830 108,015 3,608 1,375 2,161 2,944 55,792 50,216
Changes from: February 7, 2012 Total Change is: -316
0 3,382 1,406 -5,844 15 900 0 -10,934 2,657 0 212 2,674 -2,109 -628
Percent of Open Interest Represented by Each Category of Trader
1.2 39.3 0.6 72.2 7.5 8.7 0.5 28.4 0.9 0.4 0.6 0.8 14.7 13.2
Number of Traders in Each Category Total Traders: 72
. 12 5 38 7 19 . 9 4 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 922,705
Positions
106,025 93,420 12,660 160,221 279,347 85,684 316,975 265,284 36,189 76,817 32,526 8,455 119,679 109,141
Changes from: February 7, 2012 Total Change is: -28,600
25,294 -40,625 5,286 -10,546 27,302 853 -52,445 -31,596 887 -2,106 114 127 4,048 9,050
Percent of Open Interest Represented by Each Category of Trader
11.5 10.1 1.4 17.4 30.3 9.3 34.4 28.8 3.9 8.3 3.5 0.9 13.0 11.8
Number of Traders in Each Category Total Traders: 222
18 21 15 35 36 44 46 37 29 13 16 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 2,157,634
Positions
121,270 129,895 171,182 730,524 842,684 165,195 330,481 140,946 212,692 55,796 87,174 58,028 312,466 349,837
Changes from: February 7, 2012 Total Change is: 35,760
-18,138 8,513 19,002 7,854 6,342 6,371 -10,802 12,683 25,512 -7,510 -20,706 6,094 7,378 -28,050
Percent of Open Interest Represented by Each Category of Trader
5.6 6.0 7.9 33.9 39.1 7.7 15.3 6.5 9.9 2.6 4.0 2.7 14.5 16.2
Number of Traders in Each Category Total Traders: 272
28 28 49 25 63 50 51 47 67 10 20 14
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 1,586,156
Positions
78,844 158,417 59,974 507,133 676,929 159,335 244,774 93,372 106,644 159,869 66,776 17,093 252,489 247,613
Changes from: February 7, 2012 Total Change is: -29,629
-8,351 -27,828 1,187 -33,300 13,017 -10,150 -7,069 -14,186 -2,216 18,807 -2,012 911 10,553 11,649
Percent of Open Interest Represented by Each Category of Trader
5.0 10.0 3.8 32.0 42.7 10.0 15.4 5.9 6.7 10.1 4.2 1.1 15.9 15.6
Number of Traders in Each Category Total Traders: 192
13 29 26 24 41 44 35 27 33 11 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 613,577
Positions
149,381 200,940 206,430 540 1,093 2,583 89,813 34,609 110,655 10,463 3,899 14,442 29,270 38,926
Changes from: February 7, 2012 Total Change is: 27,287
15,768 14,692 950 0 0 0 9,459 5,473 8,376 1,042 -17 -1,376 -6,932 -811
Percent of Open Interest Represented by Each Category of Trader
24.3 32.7 33.6 0.1 0.2 0.4 14.6 5.6 18.0 1.7 0.6 2.4 4.8 6.3
Number of Traders in Each Category Total Traders: 94
19 29 42 . . . 17 17 29 . 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 is14,078,033
Positions
1,472,721 2,229,894 3,302,022 1,101,504 640,537 141,427 917,154 371,617 5,314,790 84,034 270,492 804,308 940,072 1,002,946
Changes from: February 7, 2012 Total Change is: 162,313
173,536 53,296 28,995 -34,892 145,377 -11,763 -1,864 -9,167 85,435 -2,111 -55,599 -64,397 -10,627 -9,864
Percent of Open Interest Represented by Each Category of Trader
10.5 15.8 23.5 7.8 4.5 1.0 6.5 2.6 37.8 0.6 1.9 5.7 6.7 7.1
Number of Traders in Each Category Total Traders: 282
28 60 86 12 13 18 73 58 110 13 18 23
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,975
Positions
5,121 3,324 0 1,393 902 11 1,803 5,458 10 1,390 160 0 247 110
Changes from: February 7, 2012 Total Change is: 456
3 430 0 -175 -1 0 616 34 -23 10 0 0 25 16
Percent of Open Interest Represented by Each Category of Trader
51.3 33.3 0.0 14.0 9.0 0.1 18.1 54.7 0.1 13.9 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 7 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 12,690
Positions
9,178 8,396 0 943 1,985 0 2,282 1,842 0 40 305 0 247 162
Changes from: February 7, 2012 Total Change is: -487
-698 -130 0 -103 175 0 354 -570 0 -30 0 0 -10 38
Percent of Open Interest Represented by Each Category of Trader
72.3 66.2 0.0 7.4 15.6 0.0 18.0 14.5 0.0 0.3 2.4 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 29
. 5 0 . 4 0 6 7 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,476
Positions
18,672 29,879 199 2,171 137 499 17,120 18,540 1,009 3,943 470 28 8,837 1,716
Changes from: February 7, 2012 Total Change is: -1,388
579 98 8 -414 -223 -68 -911 2,108 -90 258 -183 25 -775 -3,063
Percent of Open Interest Represented by Each Category of Trader
35.6 56.9 0.4 4.1 0.3 1.0 32.6 35.3 1.9 7.5 0.9 0.1 16.8 3.3
Number of Traders in Each Category Total Traders: 103
6 4 . 8 . . 32 22 5 23 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 209,554
Positions
94,820 43,192 25,053 13,228 2,105 2,625 7,812 67,498 11,986 1,289 10,212 26,293 26,448 20,590
Changes from: February 7, 2012 Total Change is: 18,420
22,026 12,461 -4,142 234 -739 1,340 -1,991 8,356 -1,824 -313 1,215 -708 3,798 2,461
Percent of Open Interest Represented by Each Category of Trader
45.2 20.6 12.0 6.3 1.0 1.3 3.7 32.2 5.7 0.6 4.9 12.5 12.6 9.8
Number of Traders in Each Category Total Traders: 95
13 11 18 10 4 7 14 27 20 5 5 7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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 16,312
Positions
10,581 865 0 2,581 1,118 150 1,817 12,328 403 290 987 435 55 26
Changes from: February 7, 2012 Total Change is: -24
-707 -3 0 671 139 -50 0 -361 235 0 -109 120 -293 5
Percent of Open Interest Represented by Each Category of Trader
64.9 5.3 0.0 15.8 6.9 0.9 11.1 75.6 2.5 1.8 6.1 2.7 0.3 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 5 . . . 7 . . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 14, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,903
Positions
976 8,245 1,204 6,633 0 0 482 1,131 0 250 0 0 1,358 323
Changes from: February 7, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.0 75.6 11.0 60.8 0.0 0.0 4.4 10.4 0.0 2.3 0.0 0.0 12.5 3.0
Number of Traders in Each Category Total Traders: 21
. . . 9 0 0 . . 0 . 0 0
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Updated February 17, 2012