Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,842
Positions
3,604 67,138 4,477 10,337 7,121 142 45,417 6,135 5,537 8,449 19,476 469 50,411 18,347
Changes from: January 25, 2011 Total Change is: 2,717
1,191 -1,345 87 -92 163 10 -1,290 -0 1,005 685 474 87 1,034 2,236
Percent of Open Interest Represented by Each Category of Trader
2.8 52.1 3.5 8.0 5.5 0.1 35.3 4.8 4.3 6.6 15.1 0.4 39.1 14.2
Number of Traders in Each Category Total Traders: 84
. 17 6 4 4 . 28 14 14 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,666
Positions
932 20,322 1,729 1,402 1,106 77 22,801 9,053 1,111 0 5,000 0 22,614 12,268
Changes from: January 25, 2011 Total Change is: 6,688
-98 3,571 16 -92 -10 0 4,576 2,616 104 0 0 0 2,182 390
Percent of Open Interest Represented by Each Category of Trader
1.8 40.1 3.4 2.8 2.2 0.2 45.0 17.9 2.2 0.0 9.9 0.0 44.6 24.2
Number of Traders in Each Category Total Traders: 46
. 14 5 . . . 19 6 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 124,413
Positions
9,782 34,190 13,070 7,563 18,228 1,243 52,817 17,647 4,865 1,285 9,693 534 33,253 24,942
Changes from: January 25, 2011 Total Change is: 15,655
-1,376 10,993 2,811 62 -285 18 9,697 -1,170 986 842 887 -253 2,868 1,669
Percent of Open Interest Represented by Each Category of Trader
7.9 27.5 10.5 6.1 14.7 1.0 42.5 14.2 3.9 1.0 7.8 0.4 26.7 20.0
Number of Traders in Each Category Total Traders: 94
5 15 11 4 12 6 30 19 19 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,885
Positions
8,057 52,001 7,359 29,986 5,690 918 43,090 16,492 4,647 5,654 5,381 9 29,165 36,388
Changes from: January 25, 2011 Total Change is: 1,326
428 -1,377 1,537 -1,551 94 4 -1,874 -2,718 -28 754 -16 8 2,049 3,823
Percent of Open Interest Represented by Each Category of Trader
6.3 40.3 5.7 23.3 4.4 0.7 33.4 12.8 3.6 4.4 4.2 0.0 22.6 28.2
Number of Traders in Each Category Total Traders: 116
7 21 12 11 7 . 28 27 20 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 279,549
Positions
32,229 67,442 27,552 25,677 18,934 2,783 60,241 34,706 32,671 18,874 14,810 10,700 68,823 69,952
Changes from: January 25, 2011 Total Change is: 25,432
-5,009 15,120 6,819 4,085 -659 -304 10,655 -9,204 6,499 -2,056 2,372 2,087 2,656 2,702
Percent of Open Interest Represented by Each Category of Trader
11.5 24.1 9.9 9.2 6.8 1.0 21.5 12.4 11.7 6.8 5.3 3.8 24.6 25.0
Number of Traders in Each Category Total Traders: 181
20 17 14 16 15 12 36 45 42 13 19 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,328
Positions
5,845 89,743 4,503 9,430 3,961 154 69,299 7,118 3,125 947 4,044 273 35,752 16,407
Changes from: January 25, 2011 Total Change is: 8,526
-4,715 9,600 224 -1,335 -537 0 9,947 -1,813 984 -469 -686 52 3,837 702
Percent of Open Interest Represented by Each Category of Trader
4.5 69.4 3.5 7.3 3.1 0.1 53.6 5.5 2.4 0.7 3.1 0.2 27.6 12.7
Number of Traders in Each Category Total Traders: 73
5 14 8 4 5 . 29 10 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,095
Positions
9,078 32,663 14,552 0 0 0 30,189 10,542 1,278 2,616 0 0 1,382 60
Changes from: January 25, 2011 Total Change is: 111
-2,474 -198 618 0 0 0 -2 346 88 1,361 0 0 520 -743
Percent of Open Interest Represented by Each Category of Trader
15.4 55.3 24.6 0.0 0.0 0.0 51.1 17.8 2.2 4.4 0.0 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 20
5 8 9 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,734
Positions
1,673 117,482 51 17,066 243 0 118,980 18,011 122 5,783 14,513 0 8,059 1,312
Changes from: January 25, 2011 Total Change is: 8,948
338 5,997 0 -203 243 0 8,500 3,013 -30 520 -5 0 -177 -270
Percent of Open Interest Represented by Each Category of Trader
1.1 77.4 0.0 11.2 0.2 0.0 78.4 11.9 0.1 3.8 9.6 0.0 5.3 0.9
Number of Traders in Each Category Total Traders: 118
5 17 . 11 . 0 59 10 . 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,450
Positions
3,808 15,162 26 0 105 0 18,797 6,995 0 896 4,150 0 3,923 1,012
Changes from: January 25, 2011 Total Change is: 1,251
-651 1,271 -12 -163 105 0 2,024 132 0 78 -117 0 -25 -128
Percent of Open Interest Represented by Each Category of Trader
13.9 55.2 0.1 0.0 0.4 0.0 68.5 25.5 0.0 3.3 15.1 0.0 14.3 3.7
Number of Traders in Each Category Total Traders: 46
5 7 . 0 . 0 19 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 62,445
Positions
22,164 32,437 1,548 3,538 2,646 818 20,608 10,877 4,852 109 1,754 504 8,304 7,008
Changes from: January 25, 2011 Total Change is: 10,912
6,044 7,227 522 234 -804 187 -432 -1,376 3,397 -125 84 16 1,070 1,659
Percent of Open Interest Represented by Each Category of Trader
35.5 51.9 2.5 5.7 4.2 1.3 33.0 17.4 7.8 0.2 2.8 0.8 13.3 11.2
Number of Traders in Each Category Total Traders: 112
22 18 6 7 5 . 37 15 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 10,639
Positions
4,895 7,576 168 380 0 0 3,401 765 0 0 0 0 1,795 2,130
Changes from: January 25, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.0 71.2 1.6 3.6 0.0 0.0 32.0 7.2 0.0 0.0 0.0 0.0 16.9 20.0
Number of Traders in Each Category Total Traders: 20
6 5 . . 0 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 103,612
Positions
34,537 49,721 2,761 6,315 5,292 1,635 41,523 27,333 2,597 217 3,508 1,008 13,019 9,756
Changes from: January 25, 2011 Total Change is: 546
2,299 -698 708 -293 -1,608 374 -559 2,825 -315 -250 169 32 -1,450 -942
Percent of Open Interest Represented by Each Category of Trader
33.3 48.0 2.7 6.1 5.1 1.6 40.1 26.4 2.5 0.2 3.4 1.0 12.6 9.4
Number of Traders in Each Category Total Traders: 108
20 17 6 6 5 . 36 19 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 984,073
Positions
52,469 293,652 62,098 421,961 127,532 59,658 85,304 164,526 122,952 20,607 34,438 21,211 137,813 98,007
Changes from: January 25, 2011 Total Change is: 43,060
-338 -11,628 13,027 -736 4,836 1 -2,886 1,391 28,433 -371 3,947 5,771 158 -2,719
Percent of Open Interest Represented by Each Category of Trader
5.3 29.8 6.3 42.9 13.0 6.1 8.7 16.7 12.5 2.1 3.5 2.2 14.0 10.0
Number of Traders in Each Category Total Traders: 567
32 54 38 118 58 65 95 143 121 33 34 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 394,749
Positions
30,223 161,682 16,181 152,804 33,707 9,258 22,831 46,532 55,928 8,029 12,463 14,119 85,377 44,880
Changes from: January 25, 2011 Total Change is: 21,318
6,253 -3,555 3,805 4,461 -189 53 -2,256 4,067 11,077 221 2,426 4,272 -6,568 -638
Percent of Open Interest Represented by Each Category of Trader
7.7 41.0 4.1 38.7 8.5 2.3 5.8 11.8 14.2 2.0 3.2 3.6 21.6 11.4
Number of Traders in Each Category Total Traders: 149
9 20 11 33 13 12 23 33 47 7 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,946,619
Positions
205,664 754,286 135,148 1,360,518 483,853 237,270 397,735 675,337 249,754 74,238 121,221 24,116 262,177 265,635
Changes from: January 25, 2011 Total Change is: 108,710
603 -6,806 12,554 -23,614 27,497 -2,630 14,283 4,053 69,345 2,359 12,923 2,177 33,633 -10,403
Percent of Open Interest Represented by Each Category of Trader
7.0 25.6 4.6 46.2 16.4 8.1 13.5 22.9 8.5 2.5 4.1 0.8 8.9 9.0
Number of Traders in Each Category Total Traders: 515
35 50 34 97 53 57 94 132 106 28 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 99,041
Positions
19,008 33,811 1,151 49,289 34,472 5,237 11,977 21,473 355 1,422 0 0 10,603 2,543
Changes from: January 25, 2011 Total Change is: 1,515
93 1,019 39 311 2,279 -147 1,507 -491 -468 38 0 0 142 -716
Percent of Open Interest Represented by Each Category of Trader
19.2 34.1 1.2 49.8 34.8 5.3 12.1 21.7 0.4 1.4 0.0 0.0 10.7 2.6
Number of Traders in Each Category Total Traders: 93
4 13 . 33 13 12 14 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 91,724
Positions
8,733 49,216 6,937 21,886 8,321 2,705 31,192 9,662 6,745 2,225 1,085 580 10,721 6,473
Changes from: January 25, 2011 Total Change is: -3,394
345 -6,379 3,148 -4,525 -327 -48 -914 1,197 -1,691 -351 -269 132 509 842
Percent of Open Interest Represented by Each Category of Trader
9.5 53.7 7.6 23.9 9.1 2.9 34.0 10.5 7.4 2.4 1.2 0.6 11.7 7.1
Number of Traders in Each Category Total Traders: 251
21 35 10 38 17 13 73 42 22 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,812
Positions
4,186 10,877 1,157 2,314 0 0 4,431 670 200 393 439 256 3,875 3,213
Changes from: January 25, 2011 Total Change is: -386
1,333 -2,398 557 -1 0 0 -2,528 670 0 45 55 0 209 730
Percent of Open Interest Represented by Each Category of Trader
24.9 64.7 6.9 13.8 0.0 0.0 26.4 4.0 1.2 2.3 2.6 1.5 23.1 19.1
Number of Traders in Each Category Total Traders: 23
5 7 4 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 374,560
Positions
38,467 207,429 13,167 97,858 41,604 13,525 158,487 69,641 8,045 9,765 3,836 1,016 34,231 16,298
Changes from: January 25, 2011 Total Change is: -15,043
5,058 -9,906 2,959 -22,620 -1,636 -239 -2,040 -7,481 1,658 -1,376 -1,019 57 1,500 563
Percent of Open Interest Represented by Each Category of Trader
10.3 55.4 3.5 26.1 11.1 3.6 42.3 18.6 2.1 2.6 1.0 0.3 9.1 4.4
Number of Traders in Each Category Total Traders: 248
21 34 7 37 17 13 75 41 17 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 337,111
Positions
103,930 42,227 18,881 113,776 116,855 19,914 51,274 106,978 6,453 1,968 8,709 885 20,030 16,209
Changes from: January 25, 2011 Total Change is: 5,055
9,042 -6,104 311 -8,682 3,077 -1,135 5,126 6,426 1,701 -321 656 -21 -966 145
Percent of Open Interest Represented by Each Category of Trader
30.8 12.5 5.6 33.8 34.7 5.9 15.2 31.7 1.9 0.6 2.6 0.3 5.9 4.8
Number of Traders in Each Category Total Traders: 254
13 25 6 53 43 21 44 61 18 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,398
Positions
10,358 4,403 240 12,979 350 122 3,759 14,954 0 1,990 1,680 0 10,950 18,649
Changes from: January 25, 2011 Total Change is: -389
1,380 180 -50 1,178 150 110 -1,152 1,495 0 143 20 0 -1,998 -2,294
Percent of Open Interest Represented by Each Category of Trader
25.6 10.9 0.6 32.1 0.9 0.3 9.3 37.0 0.0 4.9 4.2 0.0 27.1 46.2
Number of Traders in Each Category Total Traders: 61
18 5 . 10 . . 8 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,245
Positions
22,761 14,142 1,389 11,578 6,579 655 8,581 4,386 1,473 2,512 4,300 0 15,296 31,321
Changes from: January 25, 2011 Total Change is: 6,532
4,373 -415 -514 595 5 0 -443 281 936 703 45 0 882 6,194
Percent of Open Interest Represented by Each Category of Trader
35.4 22.0 2.2 18.0 10.2 1.0 13.4 6.8 2.3 3.9 6.7 0.0 23.8 48.8
Number of Traders in Each Category Total Traders: 60
17 9 . 7 . . 9 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 28,493
Positions
0 4,393 203 15,812 11,429 4,112 3,641 5,626 0 1,003 0 0 3,722 2,730
Changes from: January 25, 2011 Total Change is: 354
0 653 3 898 -924 223 -709 101 0 0 0 0 -61 298
Percent of Open Interest Represented by Each Category of Trader
0.0 15.4 0.7 55.5 40.1 14.4 12.8 19.7 0.0 3.5 0.0 0.0 13.1 9.6
Number of Traders in Each Category Total Traders: 45
0 4 . 17 13 9 5 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 34,150
Positions
4,847 14,503 80 12,665 6,748 972 6,052 9,865 38 2,215 0 0 7,281 1,944
Changes from: January 25, 2011 Total Change is: -4,075
-14 -1,750 -159 -1,815 510 -64 -260 -2,972 0 -1,038 0 0 -725 360
Percent of Open Interest Represented by Each Category of Trader
14.2 42.5 0.2 37.1 19.8 2.8 17.7 28.9 0.1 6.5 0.0 0.0 21.3 5.7
Number of Traders in Each Category Total Traders: 52
. 6 . 12 9 6 11 6 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 620,085
Positions
12,888 79,675 22,386 299,778 149,551 56,701 25,429 92,482 37,026 25,376 22,694 2,956 137,546 156,615
Changes from: January 25, 2011 Total Change is: -390
-4,550 -12,553 3,650 1,691 -7,868 4,666 -11,533 3,152 6,236 4,085 -1,663 320 -4,953 3,671
Percent of Open Interest Represented by Each Category of Trader
2.1 12.8 3.6 48.3 24.1 9.1 4.1 14.9 6.0 4.1 3.7 0.5 22.2 25.3
Number of Traders in Each Category Total Traders: 148
8 17 16 43 22 38 18 33 29 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 307,445
Positions
0 118,635 1,646 225,398 1,738 15,519 0 116,271 211 0 1,819 0 64,672 51,608
Changes from: January 25, 2011 Total Change is: 3,480
0 5,674 211 3,326 -1,460 -248 0 -2,425 21 0 43 0 170 1,664
Percent of Open Interest Represented by Each Category of Trader
0.0 38.6 0.5 73.3 0.6 5.0 0.0 37.8 0.1 0.0 0.6 0.0 21.0 16.8
Number of Traders in Each Category Total Traders: 53
0 10 . 27 . 14 0 14 . 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 824,448
Positions
52,452 135,875 10,448 307,169 255,836 95,296 185,103 79,015 29,244 30,295 76,206 7,330 107,111 135,198
Changes from: January 25, 2011 Total Change is: 59,302
666 4,527 567 -6,455 21,037 6,057 67,352 4,608 3,360 -14,431 14,524 275 1,911 4,348
Percent of Open Interest Represented by Each Category of Trader
6.4 16.5 1.3 37.3 31.0 11.6 22.5 9.6 3.5 3.7 9.2 0.9 13.0 16.4
Number of Traders in Each Category Total Traders: 206
7 30 14 34 45 36 37 27 25 10 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,768,805
Positions
96,681 134,049 214,183 519,151 395,992 226,186 129,706 192,399 186,340 49,126 22,700 51,061 296,373 345,895
Changes from: January 25, 2011 Total Change is: 69,153
2,293 6,903 20,767 -1,024 -10,752 -4,264 -10,212 25,751 23,848 15,833 -587 9,683 12,229 -2,197
Percent of Open Interest Represented by Each Category of Trader
5.5 7.6 12.1 29.4 22.4 12.8 7.3 10.9 10.5 2.8 1.3 2.9 16.8 19.6
Number of Traders in Each Category Total Traders: 256
27 32 48 32 54 52 42 50 65 11 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,234,248
Positions
74,992 129,711 46,546 234,559 450,632 156,299 338,839 46,531 75,257 89,891 54,524 8,242 209,624 266,505
Changes from: January 25, 2011 Total Change is: 4,256
28,224 -10,705 3,876 11,861 -7,184 10,119 -85,226 -6,458 6,888 11,486 128 2,113 14,915 5,480
Percent of Open Interest Represented by Each Category of Trader
6.1 10.5 3.8 19.0 36.5 12.7 27.5 3.8 6.1 7.3 4.4 0.7 17.0 21.6
Number of Traders in Each Category Total Traders: 182
16 17 24 23 42 38 42 21 31 11 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 730,481
Positions
116,639 176,055 256,807 7,699 1,114 4,540 83,398 22,651 194,253 18,395 10,349 20,465 28,284 44,246
Changes from: January 25, 2011 Total Change is: -121,262
-6,684 -19,127 -26,628 993 -79 -295 -8,172 -967 -42,835 -4,144 -122 -27,439 -6,057 -3,770
Percent of Open Interest Represented by Each Category of Trader
16.0 24.1 35.2 1.1 0.2 0.6 11.4 3.1 26.6 2.5 1.4 2.8 3.9 6.1
Number of Traders in Each Category Total Traders: 117
27 28 40 5 . 4 23 18 32 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is13,446,763
Positions
1,546,566 2,956,219 2,873,839 1,773,574 481,680 386,986 825,374 398,350 4,278,986 60,305 328,035 796,368 904,764 946,299
Changes from: January 25, 2011 Total Change is: 628,642
-50,600 5,263 163,568 79,665 29,305 61,503 27,313 35,011 306,655 -3,354 19,342 13,986 29,906 -5,991
Percent of Open Interest Represented by Each Category of Trader
11.5 22.0 21.4 13.2 3.6 2.9 6.1 3.0 31.8 0.4 2.4 5.9 6.7 7.0
Number of Traders in Each Category Total Traders: 287
32 61 90 8 17 21 66 56 106 15 20 28
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Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,404
Positions
6,702 7,016 987 1,338 966 91 1,392 5,637 20 4,800 472 0 74 215
Changes from: January 25, 2011 Total Change is: 108
359 492 0 -113 -159 32 -188 -251 3 0 -5 0 15 -4
Percent of Open Interest Represented by Each Category of Trader
43.5 45.5 6.4 8.7 6.3 0.6 9.0 36.6 0.1 31.2 3.1 0.0 0.5 1.4
Number of Traders in Each Category Total Traders: 31
4 4 . . 6 . . 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,615
Positions
41,818 25,742 8,941 1,972 1,855 157 2,363 13,229 0 35 5,512 0 329 179
Changes from: January 25, 2011 Total Change is: 5,035
4,311 2,123 1,369 25 -522 30 -821 2,346 0 35 0 0 86 -311
Percent of Open Interest Represented by Each Category of Trader
75.2 46.3 16.1 3.5 3.3 0.3 4.2 23.8 0.0 0.1 9.9 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 34
4 5 . . 5 . 4 10 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,970
Positions
10,971 5,264 122 351 495 715 20,815 29,539 1,066 2,765 1,008 0 6,166 4,761
Changes from: January 25, 2011 Total Change is: 3,219
-173 -4,104 -36 -109 255 -101 3,578 7,018 61 -252 -8 -1 251 135
Percent of Open Interest Represented by Each Category of Trader
25.5 12.3 0.3 0.8 1.2 1.7 48.4 68.7 2.5 6.4 2.3 0.0 14.3 11.1
Number of Traders in Each Category Total Traders: 101
6 5 . . . . 25 34 8 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 167,414
Positions
67,691 47,114 24,537 1,888 1,082 3,945 6,420 31,093 35,669 2,178 4,292 6,071 19,015 13,611
Changes from: January 25, 2011 Total Change is: 16,195
-80 3,229 3,524 -1,320 96 -441 2,103 125 7,588 -179 -981 1,297 3,702 1,758
Percent of Open Interest Represented by Each Category of Trader
40.4 28.1 14.7 1.1 0.6 2.4 3.8 18.6 21.3 1.3 2.6 3.6 11.4 8.1
Number of Traders in Each Category Total Traders: 103
10 13 16 4 4 4 20 27 33 6 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 5,378
Positions
975 3,431 0 2,604 0 0 800 1,742 37 891 148 0 71 20
Changes from: January 25, 2011 Total Change is: 252
5 -14 0 140 0 0 87 279 0 0 0 0 20 -13
Percent of Open Interest Represented by Each Category of Trader
18.1 63.8 0.0 48.4 0.0 0.0 14.9 32.4 0.7 16.6 2.8 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 21
. . 0 4 0 0 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 1, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,827
Positions
449 13,659 18 9,711 0 13 2,152 568 0 0 0 0 2,484 569
Changes from: January 25, 2011 Total Change is: 234
1 -12 0 -42 0 8 341 436 -50 0 -125 -14 -10 -9
Percent of Open Interest Represented by Each Category of Trader
3.0 92.1 0.1 65.5 0.0 0.1 14.5 3.8 0.0 0.0 0.0 0.0 16.8 3.8
Number of Traders in Each Category Total Traders: 23
. . . 9 0 . 7 . 0 0 0 0
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Updated February 4, 2011