Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 136,787
Positions
22,029 16,093 5,944 18,891 34,118 198 35,666 53,008 6,686 7,879 9 600 38,893 20,131
Changes from: February 14, 2012 Total Change is: 6,489
-4,267 2,702 -778 -409 2 0 9,742 5,500 551 -49 4 267 1,431 -1,760
Percent of Open Interest Represented by Each Category of Trader
16.1 11.8 4.3 13.8 24.9 0.1 26.1 38.8 4.9 5.8 0.0 0.4 28.4 14.7
Number of Traders in Each Category Total Traders: 78
7 8 7 7 4 . 24 17 10 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 53,334
Positions
13,278 13,739 1,625 1,033 1,935 160 23,269 19,277 722 601 0 0 12,646 15,877
Changes from: February 14, 2012 Total Change is: 3,058
-552 2,976 -292 24 -3 9 1,814 608 -288 64 0 0 2,280 48
Percent of Open Interest Represented by Each Category of Trader
24.9 25.8 3.0 1.9 3.6 0.3 43.6 36.1 1.4 1.1 0.0 0.0 23.7 29.8
Number of Traders in Each Category Total Traders: 47
7 8 6 . 4 . 9 17 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 191,544
Positions
123,624 10,213 2,854 11,173 75,817 2,456 26,167 68,273 2,594 1,612 1,447 146 20,918 27,744
Changes from: February 14, 2012 Total Change is: -5,319
-1,085 1,665 74 430 -670 0 -4,953 -6,897 181 -977 954 -116 1,127 -510
Percent of Open Interest Represented by Each Category of Trader
64.5 5.3 1.5 5.8 39.6 1.3 13.7 35.6 1.4 0.8 0.8 0.1 10.9 14.5
Number of Traders in Each Category Total Traders: 95
9 11 9 7 14 5 22 28 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 168,760
Positions
9,298 40,331 7,208 64,853 6,169 1,868 58,093 58,807 6,496 1,180 3,584 31 19,733 44,267
Changes from: February 14, 2012 Total Change is: 2,405
5,860 -10,557 589 -724 -865 719 -2,709 4,714 2,671 -110 813 -563 -3,330 4,882
Percent of Open Interest Represented by Each Category of Trader
5.5 23.9 4.3 38.4 3.7 1.1 34.4 34.8 3.8 0.7 2.1 0.0 11.7 26.2
Number of Traders in Each Category Total Traders: 113
7 16 9 11 4 4 21 44 18 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 332,546
Positions
126,328 32,892 11,914 64,160 30,817 4,194 49,904 141,419 29,544 5,458 9,492 3,409 37,635 68,866
Changes from: February 14, 2012 Total Change is: -1,923
-1,155 -1,491 285 -1,252 -1,529 -132 -1,992 -6,577 2,451 -70 2,680 -1,222 1,164 3,612
Percent of Open Interest Represented by Each Category of Trader
38.0 9.9 3.6 19.3 9.3 1.3 15.0 42.5 8.9 1.6 2.9 1.0 11.3 20.7
Number of Traders in Each Category Total Traders: 191
25 14 15 15 18 13 21 71 36 4 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 160,100
Positions
12,390 51,596 6,275 5,967 40,438 751 91,587 28,061 4,916 939 2,494 846 36,428 24,722
Changes from: February 14, 2012 Total Change is: -629
-268 -2,386 424 -361 -16 -16 -1,701 -1,409 586 -203 356 53 857 1,779
Percent of Open Interest Represented by Each Category of Trader
7.7 32.2 3.9 3.7 25.3 0.5 57.2 17.5 3.1 0.6 1.6 0.5 22.8 15.4
Number of Traders in Each Category Total Traders: 96
5 13 9 6 9 . 35 17 15 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 129,282
Positions
42,340 41,918 75,304 0 0 0 7,766 8,431 3,405 0 120 0 467 104
Changes from: February 14, 2012 Total Change is: 1,612
-385 526 594 0 0 0 1,218 474 0 0 0 0 185 18
Percent of Open Interest Represented by Each Category of Trader
32.8 32.4 58.2 0.0 0.0 0.0 6.0 6.5 2.6 0.0 0.1 0.0 0.4 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 21, 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 173,082
Positions
57,971 62,906 3,574 25,541 595 0 67,574 89,844 10,871 1,936 2,304 0 5,615 2,988
Changes from: February 14, 2012 Total Change is: 13,314
-3,195 982 2,511 1 -74 0 9,320 4,994 7,740 -576 22 0 -2,487 -2,861
Percent of Open Interest Represented by Each Category of Trader
33.5 36.3 2.1 14.8 0.3 0.0 39.0 51.9 6.3 1.1 1.3 0.0 3.2 1.7
Number of Traders in Each Category Total Traders: 107
4 14 . 11 . 0 40 18 8 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 36,889
Positions
1,591 23,348 245 540 350 0 29,261 10,708 213 702 342 0 4,337 1,683
Changes from: February 14, 2012 Total Change is: 185
-101 374 40 83 -3 0 -107 -227 -3 248 0 0 25 4
Percent of Open Interest Represented by Each Category of Trader
4.3 63.3 0.7 1.5 0.9 0.0 79.3 29.0 0.6 1.9 0.9 0.0 11.8 4.6
Number of Traders in Each Category Total Traders: 54
. 12 . . . 0 24 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 55,130
Positions
14,771 33,782 72 3,626 2,167 567 24,350 10,863 1,021 2,964 573 917 6,842 5,169
Changes from: February 14, 2012 Total Change is: -886
-479 6 34 119 -108 -29 -133 -681 13 -61 22 8 -358 -152
Percent of Open Interest Represented by Each Category of Trader
26.8 61.3 0.1 6.6 3.9 1.0 44.2 19.7 1.9 5.4 1.0 1.7 12.4 9.4
Number of Traders in Each Category Total Traders: 98
17 16 4 5 6 . 29 16 9 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 110,259
Positions
29,543 67,565 143 7,252 4,333 1,133 48,699 21,726 2,041 5,929 1,145 1,834 13,685 10,339
Changes from: February 14, 2012 Total Change is: -1,772
-958 11 69 237 -216 -58 -266 -1,362 27 -122 44 16 -716 -303
Percent of Open Interest Represented by Each Category of Trader
26.8 61.3 0.1 6.6 3.9 1.0 44.2 19.7 1.9 5.4 1.0 1.7 12.4 9.4
Number of Traders in Each Category Total Traders: 98
17 16 4 5 6 . 29 16 9 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 938,560
Positions
46,367 199,174 49,276 381,510 165,052 59,560 89,830 165,264 132,788 25,103 35,576 30,274 123,851 101,597
Changes from: February 14, 2012 Total Change is: -13,160
-1,336 -331 -1,661 1,378 -6,636 -117 1,433 6,841 -11,145 -1,105 109 -2,315 1,708 2,095
Percent of Open Interest Represented by Each Category of Trader
4.9 21.2 5.3 40.6 17.6 6.3 9.6 17.6 14.1 2.7 3.8 3.2 13.2 10.8
Number of Traders in Each Category Total Traders: 571
35 55 44 120 59 63 87 133 106 38 44 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 321,230
Positions
30,391 106,300 8,434 105,624 41,416 14,302 21,537 30,580 50,907 2,221 11,987 12,629 75,186 44,674
Changes from: February 14, 2012 Total Change is: -10,885
1 -3,173 -38 -295 -2,022 -647 1,514 5,495 -11,274 -331 -72 -1,787 1,972 2,633
Percent of Open Interest Represented by Each Category of Trader
9.5 33.1 2.6 32.9 12.9 4.5 6.7 9.5 15.8 0.7 3.7 3.9 23.4 13.9
Number of Traders in Each Category Total Traders: 122
9 18 11 28 13 15 13 28 34 5 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 3,086,647
Positions
181,375 565,861 102,714 1,436,993 675,742 168,728 455,702 787,653 295,171 121,502 125,031 81,134 243,327 284,612
Changes from: February 14, 2012 Total Change is: -11,375
-1,253 19,641 -13,547 16,950 -14,486 -5,935 43,858 50,992 -43,618 -5,027 -253 -1,479 -1,324 -2,689
Percent of Open Interest Represented by Each Category of Trader
5.9 18.3 3.3 46.6 21.9 5.5 14.8 25.5 9.6 3.9 4.1 2.6 7.9 9.2
Number of Traders in Each Category Total Traders: 535
32 56 34 106 54 57 90 122 98 35 40 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 108,714
Positions
19,926 27,334 0 54,890 58,696 5,426 16,070 9,629 4 1,965 3,824 0 10,433 3,801
Changes from: February 14, 2012 Total Change is: -322
-667 1,301 0 207 -2,013 294 476 647 0 275 -47 0 -907 -504
Percent of Open Interest Represented by Each Category of Trader
18.3 25.1 0.0 50.5 54.0 5.0 14.8 8.9 0.0 1.8 3.5 0.0 9.6 3.5
Number of Traders in Each Category Total Traders: 93
9 9 0 32 12 13 15 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 112,091
Positions
6,316 61,736 9,163 31,693 9,180 1,582 45,898 12,613 7,049 1,423 5,582 501 8,466 4,685
Changes from: February 14, 2012 Total Change is: 4,067
-500 8,586 -1,152 2,864 -84 64 6,915 -2,051 -942 -1,606 698 -170 -1,406 -882
Percent of Open Interest Represented by Each Category of Trader
5.6 55.1 8.2 28.3 8.2 1.4 40.9 11.3 6.3 1.3 5.0 0.4 7.6 4.2
Number of Traders in Each Category Total Traders: 249
19 30 13 37 22 11 67 43 22 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 18,200
Positions
9,538 13,113 20 0 300 0 5,583 2,824 0 0 1,225 0 3,059 718
Changes from: February 14, 2012 Total Change is: -300
359 -247 -2 0 0 0 -558 0 0 0 0 0 -99 -51
Percent of Open Interest Represented by Each Category of Trader
52.4 72.0 0.1 0.0 1.6 0.0 30.7 15.5 0.0 0.0 6.7 0.0 16.8 3.9
Number of Traders in Each Category Total Traders: 23
8 8 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 469,456
Positions
26,354 285,575 3,252 158,467 44,401 7,909 229,350 76,723 7,469 7,116 21,787 2,505 27,033 19,835
Changes from: February 14, 2012 Total Change is: 21,837
-8,895 39,567 -1,150 14,320 -420 319 34,437 -13,184 -1,783 -8,029 3,491 -849 -6,533 -4,154
Percent of Open Interest Represented by Each Category of Trader
5.6 60.8 0.7 33.8 9.5 1.7 48.9 16.3 1.6 1.5 4.6 0.5 5.8 4.2
Number of Traders in Each Category Total Traders: 249
19 30 8 37 22 11 65 46 19 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 411,474
Positions
128,012 30,313 22,649 139,068 203,292 26,132 62,960 98,534 3,048 8,154 9,920 685 20,765 16,900
Changes from: February 14, 2012 Total Change is: 5,625
-8,253 107 5,106 6,052 -1,317 -100 3,669 3,529 -712 -346 -599 22 186 -410
Percent of Open Interest Represented by Each Category of Trader
31.1 7.4 5.5 33.8 49.4 6.4 15.3 23.9 0.7 2.0 2.4 0.2 5.0 4.1
Number of Traders in Each Category Total Traders: 252
21 14 5 48 41 23 50 53 17 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 31,610
Positions
5,466 1,911 0 10,957 440 182 4,047 7,887 500 2,829 5,862 0 7,629 14,828
Changes from: February 14, 2012 Total Change is: 6,308
-322 1,075 0 3,600 -413 150 550 2,113 0 1,302 233 0 1,028 3,150
Percent of Open Interest Represented by Each Category of Trader
17.3 6.0 0.0 34.7 1.4 0.6 12.8 25.0 1.6 8.9 18.5 0.0 24.1 46.9
Number of Traders in Each Category Total Traders: 49
8 4 0 11 . . 10 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 43,754
Positions
9,060 11,439 1,570 9,387 4,493 702 10,066 3,929 2,295 2,904 2,552 0 7,770 16,774
Changes from: February 14, 2012 Total Change is: -2,327
-2,327 3,278 132 1,211 1,543 -50 281 1,659 -859 338 2,346 0 -1,053 -10,376
Percent of Open Interest Represented by Each Category of Trader
20.7 26.1 3.6 21.5 10.3 1.6 23.0 9.0 5.2 6.6 5.8 0.0 17.8 38.3
Number of Traders in Each Category Total Traders: 63
11 13 4 8 4 . 13 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 48,541
Positions
2,397 4,421 187 34,730 24,669 3,993 2,825 12,749 165 0 0 0 4,244 2,357
Changes from: February 14, 2012 Total Change is: 2,090
209 512 8 2,438 -527 -164 21 2,004 0 0 0 0 -422 257
Percent of Open Interest Represented by Each Category of Trader
4.9 9.1 0.4 71.5 50.8 8.2 5.8 26.3 0.3 0.0 0.0 0.0 8.7 4.9
Number of Traders in Each Category Total Traders: 57
. . . 22 20 9 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 80,985
Positions
11,881 26,457 898 34,340 24,818 3,650 11,784 20,670 608 7,013 330 670 10,141 2,884
Changes from: February 14, 2012 Total Change is: 1,487
-52 1,150 104 1,686 753 -729 154 776 -29 4 67 -1 350 -604
Percent of Open Interest Represented by Each Category of Trader
14.7 32.7 1.1 42.4 30.6 4.5 14.6 25.5 0.8 8.7 0.4 0.8 12.5 3.6
Number of Traders in Each Category Total Traders: 91
9 12 . 21 11 8 18 7 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 732,722
Positions
9,558 73,272 44,328 255,510 132,333 93,442 65,225 77,560 83,225 15,985 49,434 10,464 154,984 168,663
Changes from: February 14, 2012 Total Change is: -670
-5,203 -5,176 3,568 -15,290 -12,784 -1,071 2,803 567 2,028 5,837 -935 3,548 3,110 9,586
Percent of Open Interest Represented by Each Category of Trader
1.3 10.0 6.0 34.9 18.1 12.8 8.9 10.6 11.4 2.2 6.7 1.4 21.2 23.0
Number of Traders in Each Category Total Traders: 160
9 15 19 41 21 35 29 28 39 7 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 377,401
Positions
4,577 135,731 2,067 265,487 28,760 36,916 1,805 113,767 4,246 1,375 2,100 1,945 58,982 51,869
Changes from: February 14, 2012 Total Change is: -2,431
-38 -13,394 -195 -8,887 291 3,884 -25 5,752 638 0 -61 -999 3,191 1,653
Percent of Open Interest Represented by Each Category of Trader
1.2 36.0 0.5 70.3 7.6 9.8 0.5 30.1 1.1 0.4 0.6 0.5 15.6 13.7
Number of Traders in Each Category Total Traders: 68
. 9 4 36 8 20 . 9 6 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 905,840
Positions
84,322 87,448 16,422 163,929 289,752 77,670 299,087 223,663 53,175 84,390 37,704 10,706 116,139 109,300
Changes from: February 14, 2012 Total Change is: -16,865
-21,703 -5,972 3,762 3,708 10,405 -8,013 -17,888 -41,621 16,986 7,573 5,177 2,251 -3,540 159
Percent of Open Interest Represented by Each Category of Trader
9.3 9.7 1.8 18.1 32.0 8.6 33.0 24.7 5.9 9.3 4.2 1.2 12.8 12.1
Number of Traders in Each Category Total Traders: 218
16 22 18 36 33 43 42 37 32 13 19 7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 2,247,896
Positions
151,821 122,991 182,881 748,778 905,506 161,670 369,619 156,714 224,497 52,580 86,034 55,154 300,897 352,449
Changes from: February 14, 2012 Total Change is: 90,262
30,551 -6,905 11,700 18,254 62,822 -3,524 39,138 15,767 11,805 -3,216 -1,140 -2,875 -11,570 2,611
Percent of Open Interest Represented by Each Category of Trader
6.8 5.5 8.1 33.3 40.3 7.2 16.4 7.0 10.0 2.3 3.8 2.5 13.4 15.7
Number of Traders in Each Category Total Traders: 282
28 29 49 27 64 54 49 56 75 9 20 15
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 1,554,967
Positions
108,841 158,159 59,317 408,899 675,718 155,886 300,025 70,573 99,800 175,293 62,816 17,745 229,160 254,953
Changes from: February 14, 2012 Total Change is: -31,188
29,997 -258 -657 -98,235 -1,211 -3,449 55,251 -22,799 -6,844 15,425 -3,961 652 -23,329 7,339
Percent of Open Interest Represented by Each Category of Trader
7.0 10.2 3.8 26.3 43.5 10.0 19.3 4.5 6.4 11.3 4.0 1.1 14.7 16.4
Number of Traders in Each Category Total Traders: 190
16 24 23 25 41 44 32 29 34 10 13 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 634,682
Positions
155,706 194,353 222,535 540 1,093 2,583 78,842 41,170 112,891 14,198 4,472 15,182 32,205 40,403
Changes from: February 14, 2012 Total Change is: 21,105
6,325 -6,588 16,106 0 0 0 -10,971 6,561 2,236 3,734 573 740 2,935 1,478
Percent of Open Interest Represented by Each Category of Trader
24.5 30.6 35.1 0.1 0.2 0.4 12.4 6.5 17.8 2.2 0.7 2.4 5.1 6.4
Number of Traders in Each Category Total Traders: 97
20 28 42 . . . 18 18 30 . 5 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 is14,319,995
Positions
1,584,830 2,071,862 3,534,711 1,005,960 682,943 145,673 853,928 394,139 5,488,264 78,117 276,234 749,928 878,583 976,240
Changes from: February 14, 2012 Total Change is: 241,962
112,109 -158,032 232,689 -95,545 42,406 4,246 -63,226 22,522 173,474 -5,917 5,742 -54,380 -61,490 -26,705
Percent of Open Interest Represented by Each Category of Trader
11.1 14.5 24.7 7.0 4.8 1.0 6.0 2.8 38.3 0.5 1.9 5.2 6.1 6.8
Number of Traders in Each Category Total Traders: 285
30 58 84 9 16 19 70 63 116 12 18 24
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 10,554
Positions
5,223 3,563 0 1,391 906 6 2,232 5,804 10 1,415 160 0 277 105
Changes from: February 14, 2012 Total Change is: 579
102 239 0 -2 4 -5 429 346 0 25 0 0 30 -5
Percent of Open Interest Represented by Each Category of Trader
49.5 33.8 0.0 13.2 8.6 0.1 21.1 55.0 0.1 13.4 1.5 0.0 2.6 1.0
Number of Traders in Each Category Total Traders: 31
. . 0 . 5 . 7 6 . 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 12,935
Positions
9,052 8,451 0 943 1,947 0 2,634 2,186 0 40 305 0 266 46
Changes from: February 14, 2012 Total Change is: 245
-126 55 0 0 -38 0 352 344 0 0 0 0 19 -116
Percent of Open Interest Represented by Each Category of Trader
70.0 65.3 0.0 7.3 15.1 0.0 20.4 16.9 0.0 0.3 2.4 0.0 2.1 0.4
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 0 5 9 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 51,145
Positions
18,038 30,100 6 2,090 137 541 16,650 16,460 1,140 3,756 522 25 8,899 2,215
Changes from: February 14, 2012 Total Change is: -1,331
-634 221 -193 -81 0 42 -469 -2,080 131 -186 52 -3 62 499
Percent of Open Interest Represented by Each Category of Trader
35.3 58.9 0.0 4.1 0.3 1.1 32.6 32.2 2.2 7.3 1.0 0.0 17.4 4.3
Number of Traders in Each Category Total Traders: 95
4 4 . 7 . . 28 21 5 21 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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 204,578
Positions
105,180 51,259 20,457 16,086 1,983 2,313 11,891 71,221 3,684 1,358 12,815 22,829 20,780 18,017
Changes from: February 14, 2012 Total Change is: -4,976
10,360 8,067 -4,596 2,858 -122 -312 4,079 3,723 -8,302 69 2,603 -3,464 -5,668 -2,573
Percent of Open Interest Represented by Each Category of Trader
51.4 25.1 10.0 7.9 1.0 1.1 5.8 34.8 1.8 0.7 6.3 11.2 10.2 8.8
Number of Traders in Each Category Total Traders: 96
14 10 16 10 4 7 17 24 14 4 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,519
Positions
10,556 835 0 2,731 1,009 0 1,817 12,463 628 290 1,021 437 60 126
Changes from: February 14, 2012 Total Change is: 207
-25 -30 0 150 -109 -150 0 135 225 0 34 2 5 100
Percent of Open Interest Represented by Each Category of Trader
63.9 5.1 0.0 16.5 6.1 0.0 11.0 75.4 3.8 1.8 6.2 2.6 0.4 0.8
Number of Traders in Each Category Total Traders: 25
. . 0 5 . 0 . 7 . . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 21, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,711
Positions
971 8,397 0 6,896 0 0 603 1,159 0 0 0 0 1,241 155
Changes from: February 14, 2012 Total Change is: -1,192
-5 152 -1,204 263 0 0 121 28 0 -250 0 0 -117 -168
Percent of Open Interest Represented by Each Category of Trader
10.0 86.5 0.0 71.0 0.0 0.0 6.2 11.9 0.0 0.0 0.0 0.0 12.8 1.6
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . . 0 0 0 0
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Updated February 24, 2012