Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 91,294
Positions
1,733 53,399 10 10,223 7,216 104 31,293 6,500 1,315 7,963 10,000 0 38,653 12,750
Changes from: December 14, 2010 Total Change is: -50,997
-7,635 -17,508 -20,561 -645 -4,232 61 -5,831 1,257 -11,658 -1,470 2,518 0 -3,258 -874
Percent of Open Interest Represented by Each Category of Trader
1.9 58.5 0.0 11.2 7.9 0.1 34.3 7.1 1.4 8.7 11.0 0.0 42.3 14.0
Number of Traders in Each Category Total Traders: 72
. 17 . 4 4 . 22 10 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,704
Positions
3,178 18,850 31 1,493 1,396 354 22,417 14,623 98 400 0 0 16,733 9,352
Changes from: December 14, 2010 Total Change is: 4,900
789 2,708 -28 -284 527 24 3,372 2,788 98 400 0 0 529 -1,217
Percent of Open Interest Represented by Each Category of Trader
7.1 42.2 0.1 3.3 3.1 0.8 50.1 32.7 0.2 0.9 0.0 0.0 37.4 20.9
Number of Traders in Each Category Total Traders: 48
. 13 . . . . 18 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 69,207
Positions
22,889 1,982 1,132 6,956 21,544 1,081 18,877 16,951 12 445 4,998 0 17,815 21,507
Changes from: December 14, 2010 Total Change is: 1,387
1,397 -156 -231 -1,325 -1,127 36 1,633 326 0 -228 75 0 105 2,464
Percent of Open Interest Represented by Each Category of Trader
33.1 2.9 1.6 10.1 31.1 1.6 27.3 24.5 0.0 0.6 7.2 0.0 25.7 31.1
Number of Traders in Each Category Total Traders: 73
9 5 . 4 14 5 18 18 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,072
Positions
6,595 30,802 913 32,396 5,757 1,478 26,660 18,025 143 2,900 3,807 0 18,987 29,147
Changes from: December 14, 2010 Total Change is: -6,038
-177 -6,716 604 -3,669 389 104 -3,515 1,218 143 1,580 -968 0 -1,108 -812
Percent of Open Interest Represented by Each Category of Trader
7.3 34.2 1.0 36.0 6.4 1.6 29.6 20.0 0.2 3.2 4.2 0.0 21.1 32.4
Number of Traders in Each Category Total Traders: 88
7 14 . 10 6 5 18 24 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,136
Positions
44,217 18,739 942 22,569 22,281 2,886 22,249 52,260 259 14,856 10,871 38 48,120 47,860
Changes from: December 14, 2010 Total Change is: 9,355
3,160 1,677 415 -947 -334 278 5,483 5,803 91 506 3,720 0 369 -2,295
Percent of Open Interest Represented by Each Category of Trader
28.3 12.0 0.6 14.5 14.3 1.8 14.2 33.5 0.2 9.5 7.0 0.0 30.8 30.7
Number of Traders in Each Category Total Traders: 144
18 13 5 15 17 11 22 41 5 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,007
Positions
5,028 86,687 401 10,659 3,494 207 67,197 7,314 19 812 4,801 0 30,684 12,084
Changes from: December 14, 2010 Total Change is: 1,423
606 -1,131 -10 -7,460 104 53 7,269 -1,897 19 0 3,594 0 946 691
Percent of Open Interest Represented by Each Category of Trader
4.4 75.4 0.3 9.3 3.0 0.2 58.4 6.4 0.0 0.7 4.2 0.0 26.7 10.5
Number of Traders in Each Category Total Traders: 66
5 10 . 4 4 . 27 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,332
Positions
3,293 95,438 167 18,225 0 145 85,371 15,014 90 2,637 4,140 0 6,404 1,338
Changes from: December 14, 2010 Total Change is: -462
355 2,315 0 -1,639 0 145 709 -3,113 0 290 0 0 -322 191
Percent of Open Interest Represented by Each Category of Trader
2.8 82.0 0.1 15.7 0.0 0.1 73.4 12.9 0.1 2.3 3.6 0.0 5.5 1.2
Number of Traders in Each Category Total Traders: 93
6 11 . 10 0 . 41 14 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,081
Positions
4,359 12,303 1 501 0 0 17,195 7,059 0 874 4,377 0 2,151 1,341
Changes from: December 14, 2010 Total Change is: 571
2,342 -1,499 0 0 0 0 -1,999 -2,346 0 288 4,034 0 -60 382
Percent of Open Interest Represented by Each Category of Trader
17.4 49.1 0.0 2.0 0.0 0.0 68.6 28.1 0.0 3.5 17.5 0.0 8.6 5.3
Number of Traders in Each Category Total Traders: 39
5 6 . . 0 0 11 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,880
Positions
14,186 20,296 567 3,233 3,537 539 11,916 7,936 67 203 657 0 6,172 3,284
Changes from: December 14, 2010 Total Change is: -10,753
-3,101 -1,584 -2,171 -392 576 93 -2,319 -3,444 -1,116 -335 89 0 -1,414 -3,197
Percent of Open Interest Represented by Each Category of Trader
38.5 55.0 1.5 8.8 9.6 1.5 32.3 21.5 0.2 0.5 1.8 0.0 16.7 8.9
Number of Traders in Each Category Total Traders: 83
12 16 . 5 6 . 26 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 73,760
Positions
28,372 40,592 1,133 6,465 7,074 1,077 23,831 15,871 133 405 1,313 0 12,344 6,567
Changes from: December 14, 2010 Total Change is: -21,505
-6,202 -3,168 -4,341 -783 1,152 186 -4,637 -6,887 -2,231 -669 177 0 -2,828 -6,393
Percent of Open Interest Represented by Each Category of Trader
38.5 55.0 1.5 8.8 9.6 1.5 32.3 21.5 0.2 0.5 1.8 0.0 16.7 8.9
Number of Traders in Each Category Total Traders: 83
12 16 . 5 6 . 26 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 758,336
Positions
34,788 304,750 20,323 415,424 121,564 55,059 79,919 137,552 12,430 18,754 20,678 280 121,359 85,699
Changes from: December 14, 2010 Total Change is: -351,138
-16,147 -29,772 -152,310 -10,969 -1,471 -9,940 -27,881 -16,798 -79,424 255 -6,172 -13,188 -41,535 -42,063
Percent of Open Interest Represented by Each Category of Trader
4.6 40.2 2.7 54.8 16.0 7.3 10.5 18.1 1.6 2.5 2.7 0.0 16.0 11.3
Number of Traders in Each Category Total Traders: 492
29 50 17 115 54 57 80 128 43 20 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 271,164
Positions
7,295 151,711 1,899 147,716 36,693 6,243 20,302 26,823 1,990 7,412 7,171 122 78,185 38,512
Changes from: December 14, 2010 Total Change is: -160,076
-40,676 -62,962 -39,072 4,015 -4,828 -1,939 -49,948 -18,354 -5,676 -1,642 -59 -6,957 -18,181 -20,229
Percent of Open Interest Represented by Each Category of Trader
2.7 55.9 0.7 54.5 13.5 2.3 7.5 9.9 0.7 2.7 2.6 0.0 28.8 14.2
Number of Traders in Each Category Total Traders: 117
5 21 4 33 13 10 10 28 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,435,858
Positions
157,503 785,235 72,083 1,349,160 434,975 233,459 326,030 581,587 24,255 56,709 67,537 791 215,868 235,936
Changes from: December 14, 2010 Total Change is: -955,308
-47,603 -4,297 -395,939 -88,821 2,882 -26,103 -198,896 -301,454 -59,508 -8,401 -48,449 -13,268 -116,769 -109,172
Percent of Open Interest Represented by Each Category of Trader
6.5 32.2 3.0 55.4 17.9 9.6 13.4 23.9 1.0 2.3 2.8 0.0 8.9 9.7
Number of Traders in Each Category Total Traders: 451
31 45 11 94 49 51 80 120 32 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,509
Positions
19,227 29,472 771 48,084 33,618 5,069 12,318 26,315 227 1,805 0 0 11,008 3,037
Changes from: December 14, 2010 Total Change is: -25,737
3,848 290 -24,507 -1,229 -707 -845 -2,081 640 -212 -187 0 0 -524 -396
Percent of Open Interest Represented by Each Category of Trader
19.5 29.9 0.8 48.8 34.1 5.1 12.5 26.7 0.2 1.8 0.0 0.0 11.2 3.1
Number of Traders in Each Category Total Traders: 86
4 8 . 31 12 11 14 13 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 66,711
Positions
5,771 42,520 1,932 21,105 7,606 2,216 27,541 8,486 290 2,678 712 21 5,158 2,928
Changes from: December 14, 2010 Total Change is: -67,780
-9,404 -2,600 -31,239 -1,190 -4,023 -632 597 -3,005 -16,962 22 -2,850 -162 -8,811 -6,307
Percent of Open Interest Represented by Each Category of Trader
8.7 63.7 2.9 31.6 11.4 3.3 41.3 12.7 0.4 4.0 1.1 0.0 7.7 4.4
Number of Traders in Each Category Total Traders: 219
18 29 . 39 14 11 61 35 7 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 333,555
Positions
28,855 212,601 9,660 105,524 38,031 11,081 137,704 42,432 1,449 13,389 3,558 105 25,788 14,638
Changes from: December 14, 2010 Total Change is: -187,192
-68,592 15,258 -72,610 -5,951 -18,715 340 -5,837 -54,909 -22,429 1,177 -9,806 -809 -12,481 -23,512
Percent of Open Interest Represented by Each Category of Trader
8.7 63.7 2.9 31.6 11.4 3.3 41.3 12.7 0.4 4.0 1.1 0.0 7.7 4.4
Number of Traders in Each Category Total Traders: 219
18 29 . 39 14 11 61 35 7 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 312,016
Positions
78,703 44,410 14,872 124,511 113,764 19,317 49,695 93,238 5,240 1,156 7,254 0 18,522 13,921
Changes from: December 14, 2010 Total Change is: -108,493
-62,553 -40,646 -12,505 -3,995 -14,231 -799 -9,265 -17,343 -14,218 -125 -3,623 -2,944 -2,089 -2,184
Percent of Open Interest Represented by Each Category of Trader
25.2 14.2 4.8 39.9 36.5 6.2 15.9 29.9 1.7 0.4 2.3 0.0 5.9 4.5
Number of Traders in Each Category Total Traders: 232
15 19 . 54 38 21 39 53 13 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,299
Positions
8,941 4,374 150 13,084 343 25 3,008 13,439 2 3,276 623 0 10,813 20,343
Changes from: December 14, 2010 Total Change is: 1,888
553 -1,122 14 58 0 0 269 801 0 864 0 0 130 2,195
Percent of Open Interest Represented by Each Category of Trader
22.8 11.1 0.4 33.3 0.9 0.1 7.7 34.2 0.0 8.3 1.6 0.0 27.5 51.8
Number of Traders in Each Category Total Traders: 50
12 4 . 10 . . 6 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 46,453
Positions
10,358 10,598 1,773 12,208 6,454 655 10,248 3,777 333 915 3,970 0 9,963 18,893
Changes from: December 14, 2010 Total Change is: -1,699
-1,178 335 1,118 -580 -26 0 625 -50 89 0 0 0 -1,773 -3,165
Percent of Open Interest Represented by Each Category of Trader
22.3 22.8 3.8 26.3 13.9 1.4 22.1 8.1 0.7 2.0 8.5 0.0 21.4 40.7
Number of Traders in Each Category Total Traders: 47
13 8 4 8 . . 10 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,695
Positions
219 4,016 85 14,887 12,277 3,978 3,742 5,532 0 1,003 0 0 3,781 1,807
Changes from: December 14, 2010 Total Change is: -5,546
-283 -1,831 -3,008 -1,995 11 -56 960 921 -1,076 247 0 -247 -88 -260
Percent of Open Interest Represented by Each Category of Trader
0.8 14.5 0.3 53.8 44.3 14.4 13.5 20.0 0.0 3.6 0.0 0.0 13.7 6.5
Number of Traders in Each Category Total Traders: 44
. . . 16 15 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,318
Positions
4,070 16,183 221 15,907 5,431 669 5,388 13,968 0 4,905 0 0 7,158 1,846
Changes from: December 14, 2010 Total Change is: -8,313
195 2,603 -3,390 292 223 -100 242 -2,315 -262 -587 0 0 -4,703 -5,072
Percent of Open Interest Represented by Each Category of Trader
10.6 42.2 0.6 41.5 14.2 1.7 14.1 36.5 0.0 12.8 0.0 0.0 18.7 4.8
Number of Traders in Each Category Total Traders: 49
4 7 . 13 8 5 7 4 0 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 537,120
Positions
24,104 64,694 9,816 289,043 142,888 48,604 27,409 94,494 7,186 21,537 30,241 50 109,371 139,147
Changes from: December 14, 2010 Total Change is: -42,142
-4,383 -24,931 -2,149 2,641 -303 -972 -24,724 -14,454 -4,174 -241 2,995 0 -8,140 1,846
Percent of Open Interest Represented by Each Category of Trader
4.5 12.0 1.8 53.8 26.6 9.0 5.1 17.6 1.3 4.0 5.6 0.0 20.4 25.9
Number of Traders in Each Category Total Traders: 137
9 11 6 40 21 31 16 29 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 305,268
Positions
581 126,789 1,361 230,768 2,035 14,017 0 115,523 472 0 1,953 0 58,069 43,118
Changes from: December 14, 2010 Total Change is: 2,012
581 11,644 -3,312 5,383 505 20 0 -4,963 -470 0 0 0 -190 -1,412
Percent of Open Interest Represented by Each Category of Trader
0.2 41.5 0.4 75.6 0.7 4.6 0.0 37.8 0.2 0.0 0.6 0.0 19.0 14.1
Number of Traders in Each Category Total Traders: 53
. 11 . 27 . 12 0 12 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 683,291
Positions
43,141 83,110 4,560 322,891 251,839 65,416 113,834 79,848 27,017 29,864 55,952 1,328 75,240 114,221
Changes from: December 14, 2010 Total Change is: 27,375
617 15,599 -1,825 5,235 1,000 1,742 13,631 24,202 -7,888 21,807 -10,428 -1,927 -4,017 6,900
Percent of Open Interest Represented by Each Category of Trader
6.3 12.2 0.7 47.3 36.9 9.6 16.7 11.7 4.0 4.4 8.2 0.2 11.0 16.7
Number of Traders in Each Category Total Traders: 178
12 23 10 35 35 34 26 27 15 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 21, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,355,794
Positions
162,996 207,047 19,364 467,986 359,171 187,471 167,251 232,342 20,685 84,077 21,928 7,711 238,253 300,075
Changes from: December 14, 2010 Total Change is: 5,061
21,287 -44,130 -9,891 15,993 2,814 14,232 -1,517 51,380 -6,565 3,794 771 -80 -32,192 -3,470
Percent of Open Interest Represented by Each Category of Trader
12.0 15.3 1.4 34.5 26.5 13.8 12.3 17.1 1.5 6.2 1.6 0.6 17.6 22.1
Number of Traders in Each Category Total Traders: 246
32 30 11 34 49 44 44 39 22 11 7 .
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 1,034,039
Positions
53,839 107,563 21,049 205,760 378,453 142,473 353,056 83,098 20,348 70,031 54,124 2,178 165,305 224,753
Changes from: December 14, 2010 Total Change is: 28,226
16,313 8,125 12,243 -10,802 19,957 -10,928 32,551 9,991 -1,529 18,873 1,874 415 -28,910 -11,922
Percent of Open Interest Represented by Each Category of Trader
5.2 10.4 2.0 19.9 36.6 13.8 34.1 8.0 2.0 6.8 5.2 0.2 16.0 21.7
Number of Traders in Each Category Total Traders: 173
17 23 15 24 35 31 29 27 13 9 9 .
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 574,405
Positions
104,892 231,102 206,467 3,821 1,844 1,153 143,930 18,657 56,777 26,678 15,703 2,793 27,894 39,909
Changes from: December 14, 2010 Total Change is: 11,870
6,903 9,940 6,450 0 764 0 2,382 -404 1,026 -1,790 2,500 44 -3,145 -8,450
Percent of Open Interest Represented by Each Category of Trader
18.3 40.2 35.9 0.7 0.3 0.2 25.1 3.2 9.9 4.6 2.7 0.5 4.9 6.9
Number of Traders in Each Category Total Traders: 104
26 26 36 . . . 23 14 27 . . .
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 is 7,063,589
Positions
1,901,748 2,689,824 1,345,086 1,376,783 425,188 88,949 594,570 458,837 813,107 104,646 282,871 90,314 748,386 869,413
Changes from: December 14, 2010 Total Change is: -477
-93,792 -104,238 45,485 54,914 9,366 8,996 2,925 -3,899 -25,326 7,898 201 76 -1,653 68,862
Percent of Open Interest Represented by Each Category of Trader
26.9 38.1 19.0 19.5 6.0 1.3 8.4 6.5 11.5 1.5 4.0 1.3 10.6 12.3
Number of Traders in Each Category Total Traders: 219
36 45 76 7 10 8 45 45 73 10 11 13
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 13,867
Positions
5,946 6,736 90 1,018 1,115 126 1,828 5,103 0 4,800 478 0 59 219
Changes from: December 14, 2010 Total Change is: 1,033
1,062 143 90 -59 67 29 38 849 0 0 -106 0 -127 -39
Percent of Open Interest Represented by Each Category of Trader
42.9 48.6 0.6 7.3 8.0 0.9 13.2 36.8 0.0 34.6 3.4 0.0 0.4 1.6
Number of Traders in Each Category Total Traders: 32
4 4 . . 6 . . 10 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 38,980
Positions
33,189 20,833 0 2,000 1,497 56 3,256 10,836 0 0 5,473 0 479 285
Changes from: December 14, 2010 Total Change is: -1,108
-1,405 -634 0 -118 31 -3 72 -450 0 0 -30 0 346 -22
Percent of Open Interest Represented by Each Category of Trader
85.1 53.4 0.0 5.1 3.8 0.1 8.4 27.8 0.0 0.0 14.0 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . 4 6 0 0 4 0
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 27,089
Positions
11,778 4,477 0 1,306 376 735 6,852 17,719 544 900 1,052 2 4,972 2,184
Changes from: December 14, 2010 Total Change is: 1,887
-148 -50 0 280 30 -66 1,124 2,824 -305 -284 -535 2 1,284 -13
Percent of Open Interest Represented by Each Category of Trader
43.5 16.5 0.0 4.8 1.4 2.7 25.3 65.4 2.0 3.3 3.9 0.0 18.4 8.1
Number of Traders in Each Category Total Traders: 68
4 5 0 5 . . 19 21 4 7 5 .
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Traders in Financial Futures- Futures Only Positions as of December 21, 2010
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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 155,998
Positions
56,506 24,427 38,759 4,881 261 3,706 3,021 40,352 22,597 1,771 3,083 3,225 21,532 19,588
Changes from: December 14, 2010 Total Change is: 4,495
-2,984 -5,420 5,002 -1,978 39 -2,123 1,214 198 32 162 0 -791 5,961 7,558
Percent of Open Interest Represented by Each Category of Trader
36.2 15.7 24.8 3.1 0.2 2.4 1.9 25.9 14.5 1.1 2.0 2.1 13.8 12.6
Number of Traders in Each Category Total Traders: 86
6 13 16 6 . 6 13 29 26 5 5 8
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Updated December 27, 2010