Traders in Financial Futures- Futures Only Positions as of January 4, 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 120,758
Positions
1,458 68,296 10 10,126 6,417 107 56,501 9,587 1,459 8,712 19,400 6 42,379 15,476
Changes from: December 28, 2010 Total Change is: 7,535
-219 5,682 -20 -83 -721 0 6,896 -1,635 107 60 3,419 6 788 697
Percent of Open Interest Represented by Each Category of Trader
1.2 56.6 0.0 8.4 5.3 0.1 46.8 7.9 1.2 7.2 16.1 0.0 35.1 12.8
Number of Traders in Each Category Total Traders: 87
. 18 . 4 . . 36 9 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 47,484
Positions
3,309 25,252 0 1,458 1,432 304 21,707 7,530 27 0 5,000 0 20,679 7,939
Changes from: December 28, 2010 Total Change is: 1,128
93 731 0 -35 55 -69 418 -1,989 -87 -400 3,000 0 1,208 -513
Percent of Open Interest Represented by Each Category of Trader
7.0 53.2 0.0 3.1 3.0 0.6 45.7 15.9 0.1 0.0 10.5 0.0 43.5 16.7
Number of Traders in Each Category Total Traders: 47
. 14 0 . . . 16 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 84,270
Positions
33,845 1,305 991 6,770 23,262 1,143 21,392 26,478 1,609 1,195 4,573 0 17,325 24,909
Changes from: December 28, 2010 Total Change is: 2,129
2,784 -609 25 -178 1,127 62 -1,996 56 1,582 -176 -425 0 26 311
Percent of Open Interest Represented by Each Category of Trader
40.2 1.5 1.2 8.0 27.6 1.4 25.4 31.4 1.9 1.4 5.4 0.0 20.6 29.6
Number of Traders in Each Category Total Traders: 71
10 . . . 14 5 15 22 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 128,483
Positions
6,453 66,023 678 33,598 4,166 1,153 58,969 15,446 189 900 13,993 0 26,543 26,835
Changes from: December 28, 2010 Total Change is: 19,140
-39 15,709 -194 1,771 -1,169 -310 15,739 85 95 -486 7,860 0 2,564 -2,936
Percent of Open Interest Represented by Each Category of Trader
5.0 51.4 0.5 26.1 3.2 0.9 45.9 12.0 0.1 0.7 10.9 0.0 20.7 20.9
Number of Traders in Each Category Total Traders: 105
5 18 . 12 4 4 30 24 7 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 163,239
Positions
52,737 19,425 1,023 22,363 22,006 3,142 20,323 56,517 679 15,685 12,506 38 47,249 47,903
Changes from: December 28, 2010 Total Change is: 927
-4,307 1,882 367 -17 428 177 4,880 -4,762 323 -133 3,269 -10 -353 -747
Percent of Open Interest Represented by Each Category of Trader
32.3 11.9 0.6 13.7 13.5 1.9 12.4 34.6 0.4 9.6 7.7 0.0 28.9 29.3
Number of Traders in Each Category Total Traders: 155
19 10 5 15 17 11 27 43 10 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 121,562
Positions
4,629 92,072 543 11,340 3,223 207 70,650 8,694 1 1,347 4,793 0 32,845 12,029
Changes from: December 28, 2010 Total Change is: -2,443
-59 475 139 1,168 -266 0 -3,255 -1,682 0 505 -5 0 -941 -1,104
Percent of Open Interest Represented by Each Category of Trader
3.8 75.7 0.4 9.3 2.7 0.2 58.1 7.2 0.0 1.1 3.9 0.0 27.0 9.9
Number of Traders in Each Category Total Traders: 72
4 12 . 5 4 . 30 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 58,622
Positions
11,479 33,089 14,003 0 0 0 30,528 10,593 843 1,255 0 0 514 94
Changes from: December 28, 2010 Total Change is: 0
-6 368 -148 0 0 0 317 45 0 0 0 0 -163 -265
Percent of Open Interest Represented by Each Category of Trader
19.6 56.4 23.9 0.0 0.0 0.0 52.1 18.1 1.4 2.1 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 20
6 8 9 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 118,786
Positions
2,566 88,941 239 17,381 0 140 86,242 13,480 90 4,295 14,362 0 7,833 1,534
Changes from: December 28, 2010 Total Change is: -6,446
-1,242 -9,504 72 -937 0 -5 -6,093 -2,524 0 975 5,180 0 784 335
Percent of Open Interest Represented by Each Category of Trader
2.2 74.9 0.2 14.6 0.0 0.1 72.6 11.3 0.1 3.6 12.1 0.0 6.6 1.3
Number of Traders in Each Category Total Traders: 108
6 13 . 9 0 . 53 12 . 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 26,443
Positions
3,138 13,965 7 495 0 14 18,980 7,297 0 738 4,150 0 3,071 1,010
Changes from: December 28, 2010 Total Change is: 1,353
-621 1,441 6 -218 0 -20 1,899 295 0 -235 -178 0 542 -191
Percent of Open Interest Represented by Each Category of Trader
11.9 52.8 0.0 1.9 0.0 0.1 71.8 27.6 0.0 2.8 15.7 0.0 11.6 3.8
Number of Traders in Each Category Total Traders: 42
4 8 . . 0 . 15 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 40,020
Positions
14,227 22,055 484 3,478 3,233 473 14,507 9,035 187 300 577 0 6,365 3,979
Changes from: December 28, 2010 Total Change is: 3,474
-136 2,182 -79 182 -147 68 2,992 1,399 141 150 -114 0 156 24
Percent of Open Interest Represented by Each Category of Trader
35.6 55.1 1.2 8.7 8.1 1.2 36.2 22.6 0.5 0.7 1.4 0.0 15.9 9.9
Number of Traders in Each Category Total Traders: 90
14 17 . 5 5 . 30 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 80,039
Positions
28,454 44,109 967 6,956 6,465 945 29,014 18,069 374 600 1,153 0 12,729 7,957
Changes from: December 28, 2010 Total Change is: 6,947
-271 4,364 -157 363 -293 135 5,984 2,798 281 300 -228 0 312 47
Percent of Open Interest Represented by Each Category of Trader
35.6 55.1 1.2 8.7 8.1 1.2 36.2 22.6 0.5 0.7 1.4 0.0 15.9 9.9
Number of Traders in Each Category Total Traders: 90
14 17 . 5 5 . 30 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 776,403
Positions
41,901 301,270 27,265 414,467 123,586 56,215 78,596 140,764 16,522 19,333 25,766 667 121,437 84,348
Changes from: December 28, 2010 Total Change is: 6,649
5,216 -5,239 5,930 -6,212 5,490 -62 -683 -578 1,184 267 4,282 -564 1,574 -3,795
Percent of Open Interest Represented by Each Category of Trader
5.4 38.8 3.5 53.4 15.9 7.2 10.1 18.1 2.1 2.5 3.3 0.1 15.6 10.9
Number of Traders in Each Category Total Traders: 512
34 48 22 119 55 61 83 130 52 25 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 276,458
Positions
10,045 153,015 2,852 148,358 36,919 6,020 20,083 29,423 2,351 7,317 7,291 382 79,050 38,205
Changes from: December 28, 2010 Total Change is: 2,646
2,206 -928 357 785 319 -13 -1,573 2,447 179 -180 620 -540 1,425 205
Percent of Open Interest Represented by Each Category of Trader
3.6 55.3 1.0 53.7 13.4 2.2 7.3 10.6 0.9 2.6 2.6 0.1 28.6 13.8
Number of Traders in Each Category Total Traders: 120
6 22 4 32 13 10 10 30 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 2,499,724
Positions
188,216 770,211 93,130 1,341,274 444,062 240,245 328,709 592,851 34,707 60,082 92,376 1,426 211,935 230,716
Changes from: December 28, 2010 Total Change is: 20,016
22,742 -13,862 20,174 -35,288 25,555 59 8,953 -10,618 519 2,233 18,311 -122 746 -20,000
Percent of Open Interest Represented by Each Category of Trader
7.5 30.8 3.7 53.7 17.8 9.6 13.1 23.7 1.4 2.4 3.7 0.1 8.5 9.2
Number of Traders in Each Category Total Traders: 471
34 44 17 99 50 55 82 123 36 22 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 97,900
Positions
19,225 31,539 991 48,460 32,784 5,060 10,716 24,330 510 1,843 0 0 11,095 2,686
Changes from: December 28, 2010 Total Change is: -867
49 -270 140 -893 -200 -35 -743 -357 318 250 0 0 47 -463
Percent of Open Interest Represented by Each Category of Trader
19.6 32.2 1.0 49.5 33.5 5.2 10.9 24.9 0.5 1.9 0.0 0.0 11.3 2.7
Number of Traders in Each Category Total Traders: 89
6 10 . 29 13 11 13 14 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 84,953
Positions
7,573 54,139 3,535 26,528 7,516 2,102 27,674 8,087 5,348 2,399 677 15 9,779 3,535
Changes from: December 28, 2010 Total Change is: 10,890
-309 6,308 663 3,025 -237 54 2,292 193 3,764 160 -2 -246 1,488 395
Percent of Open Interest Represented by Each Category of Trader
8.9 63.7 4.2 31.2 8.8 2.5 32.6 9.5 6.3 2.8 0.8 0.0 11.5 4.2
Number of Traders in Each Category Total Traders: 238
20 33 6 42 14 10 72 35 9 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 13,202
Positions
2,810 12,020 0 1,735 0 0 5,070 0 0 246 0 0 3,341 1,182
Changes from: December 28, 2010 Total Change is: 3,791
-298 4,505 0 0 -200 0 3,727 -511 0 246 -246 0 116 243
Percent of Open Interest Represented by Each Category of Trader
21.3 91.0 0.0 13.1 0.0 0.0 38.4 0.0 0.0 1.9 0.0 0.0 25.3 9.0
Number of Traders in Each Category Total Traders: 20
5 10 0 . 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 358,757
Positions
27,814 214,595 13,674 123,963 37,578 10,511 138,007 65,421 1,754 10,767 3,386 75 32,192 11,763
Changes from: December 28, 2010 Total Change is: 35,496
547 9,614 2,713 15,124 -187 269 11,527 22,221 116 -1,660 -8 0 6,860 758
Percent of Open Interest Represented by Each Category of Trader
7.8 59.8 3.8 34.6 10.5 2.9 38.5 18.2 0.5 3.0 0.9 0.0 9.0 3.3
Number of Traders in Each Category Total Traders: 236
19 32 4 42 14 10 71 36 6 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 317,096
Positions
83,376 49,811 15,345 118,717 110,088 22,629 50,782 90,459 6,131 1,225 7,935 0 18,891 14,698
Changes from: December 28, 2010 Total Change is: 5,896
5,967 3,761 214 -8,360 -1,712 3,358 3,667 -3,195 1,714 -501 1,031 0 -163 725
Percent of Open Interest Represented by Each Category of Trader
26.3 15.7 4.8 37.4 34.7 7.1 16.0 28.5 1.9 0.4 2.5 0.0 6.0 4.6
Number of Traders in Each Category Total Traders: 234
15 20 . 55 38 20 37 56 11 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 39,695
Positions
10,310 4,904 160 11,356 200 0 3,365 14,085 2 4,272 1,062 0 10,230 19,282
Changes from: December 28, 2010 Total Change is: 1,100
1,747 530 10 -1,154 0 0 322 313 0 0 209 0 175 38
Percent of Open Interest Represented by Each Category of Trader
26.0 12.4 0.4 28.6 0.5 0.0 8.5 35.5 0.0 10.8 2.7 0.0 25.8 48.6
Number of Traders in Each Category Total Traders: 57
13 6 . 9 . 0 7 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 48,172
Positions
9,512 12,785 1,989 12,642 6,575 655 10,251 4,326 420 1,515 4,192 0 11,188 17,230
Changes from: December 28, 2010 Total Change is: 4,238
-222 1,837 132 1,588 130 0 674 884 171 600 222 0 1,295 862
Percent of Open Interest Represented by Each Category of Trader
19.7 26.5 4.1 26.2 13.6 1.4 21.3 9.0 0.9 3.1 8.7 0.0 23.2 35.8
Number of Traders in Each Category Total Traders: 52
13 12 5 7 . . 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 27,363
Positions
0 4,444 101 14,037 11,262 3,927 4,534 5,642 0 1,003 0 0 3,761 1,987
Changes from: December 28, 2010 Total Change is: -306
-219 90 10 -1,251 -490 21 909 -53 0 0 0 0 224 116
Percent of Open Interest Represented by Each Category of Trader
0.0 16.2 0.4 51.3 41.2 14.4 16.6 20.6 0.0 3.7 0.0 0.0 13.7 7.3
Number of Traders in Each Category Total Traders: 43
0 4 . 16 14 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 38,064
Positions
4,050 15,994 226 15,820 6,155 826 6,422 13,482 0 3,241 0 0 7,479 1,381
Changes from: December 28, 2010 Total Change is: 174
-447 -164 -10 818 726 162 806 -525 0 -1,676 0 0 521 -15
Percent of Open Interest Represented by Each Category of Trader
10.6 42.0 0.6 41.6 16.2 2.2 16.9 35.4 0.0 8.5 0.0 0.0 19.6 3.6
Number of Traders in Each Category Total Traders: 51
5 7 . 11 9 5 7 5 0 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 538,630
Positions
21,129 81,115 3,315 296,843 156,066 47,439 38,316 81,282 4,188 20,464 26,992 50 106,886 138,183
Changes from: December 28, 2010 Total Change is: 9,033
-564 8,526 -3,725 13,783 7,750 18 15,216 -6,620 -4,816 -379 3,469 0 -10,500 4,431
Percent of Open Interest Represented by Each Category of Trader
3.9 15.1 0.6 55.1 29.0 8.8 7.1 15.1 0.8 3.8 5.0 0.0 19.8 25.7
Number of Traders in Each Category Total Traders: 133
8 14 5 40 23 33 16 23 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 306,838
Positions
0 121,508 640 231,972 7,718 15,428 0 115,200 0 0 1,953 0 58,798 44,391
Changes from: December 28, 2010 Total Change is: -723
0 -4,241 -703 1,676 3,945 305 0 -2,552 -428 0 0 0 -1,573 2,951
Percent of Open Interest Represented by Each Category of Trader
0.0 39.6 0.2 75.6 2.5 5.0 0.0 37.5 0.0 0.0 0.6 0.0 19.2 14.5
Number of Traders in Each Category Total Traders: 55
0 10 . 29 . 13 0 12 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 645,108
Positions
35,377 76,267 4,053 347,488 237,934 64,796 68,866 85,047 6,253 34,137 47,594 1,659 82,479 121,505
Changes from: December 28, 2010 Total Change is: -1,337
-3,890 -6,517 953 1,949 250 7,465 8,155 22,753 -19,911 2,233 -544 421 1,288 -6,207
Percent of Open Interest Represented by Each Category of Trader
5.5 11.8 0.6 53.9 36.9 10.0 10.7 13.2 1.0 5.3 7.4 0.3 12.8 18.8
Number of Traders in Each Category Total Traders: 171
12 22 9 34 35 33 21 27 12 7 13 .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 1,357,110
Positions
117,262 194,543 28,577 526,851 381,602 189,697 149,269 201,669 26,344 56,190 18,637 12,410 250,510 303,631
Changes from: December 28, 2010 Total Change is: 22,408
-4,660 -1,459 9,821 35,816 25,232 -538 725 -10,008 3,725 -15,249 -17,014 4,308 -11,540 8,341
Percent of Open Interest Represented by Each Category of Trader
8.6 14.3 2.1 38.8 28.1 14.0 11.0 14.9 1.9 4.1 1.4 0.9 18.5 22.4
Number of Traders in Each Category Total Traders: 245
29 29 14 37 53 47 43 37 23 11 6 5
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 988,426
Positions
46,647 94,144 12,282 194,378 384,484 152,093 339,997 45,659 14,191 66,048 48,772 344 162,446 236,457
Changes from: December 28, 2010 Total Change is: -13,666
14,540 708 -10,324 -26,604 272 14,330 13,435 -19,866 -5,114 -3,200 -2,181 -127 -10,602 8,636
Percent of Open Interest Represented by Each Category of Trader
4.7 9.5 1.2 19.7 38.9 15.4 34.4 4.6 1.4 6.7 4.9 0.0 16.4 23.9
Number of Traders in Each Category Total Traders: 161
13 16 4 24 35 31 36 19 11 8 10 .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 514,212
Positions
88,996 167,744 219,741 3,728 1,956 1,495 94,022 14,088 52,190 23,663 15,703 3,753 26,624 37,542
Changes from: December 28, 2010 Total Change is: -61,066
-17,548 -68,412 11,472 -93 232 330 -50,219 -1,283 -1,710 -3,015 -9 -273 -10 -1,413
Percent of Open Interest Represented by Each Category of Trader
17.3 32.6 42.7 0.7 0.4 0.3 18.3 2.7 10.1 4.6 3.1 0.7 5.2 7.3
Number of Traders in Each Category Total Traders: 96
19 26 34 . 4 . 21 12 26 5 . .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 7,257,558
Positions
1,868,592 2,731,721 1,353,595 1,415,177 470,105 83,396 684,587 528,525 865,152 80,786 283,700 108,844 797,429 832,520
Changes from: December 28, 2010 Total Change is: 206,554
5,093 33,537 13,558 34,631 55,848 -2,367 97,402 69,276 27,346 -45,286 1,316 22,887 53,290 -14,847
Percent of Open Interest Represented by Each Category of Trader
25.7 37.6 18.7 19.5 6.5 1.1 9.4 7.3 11.9 1.1 3.9 1.5 11.0 11.5
Number of Traders in Each Category Total Traders: 235
36 48 78 9 11 10 53 48 74 7 11 13
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 13,784
Positions
6,224 5,820 116 1,414 1,123 134 1,046 5,890 0 4,800 478 0 50 223
Changes from: December 28, 2010 Total Change is: -388
-85 -413 19 423 4 -22 -729 -11 0 0 10 0 6 25
Percent of Open Interest Represented by Each Category of Trader
45.2 42.2 0.8 10.3 8.1 1.0 7.6 42.7 0.0 34.8 3.5 0.0 0.4 1.6
Number of Traders in Each Category Total Traders: 34
4 4 . . 5 . . 12 0 . . 0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 44,016
Positions
37,633 22,047 0 2,115 2,012 56 4,137 14,224 0 0 5,473 0 75 204
Changes from: December 28, 2010 Total Change is: 2,858
3,127 2,323 0 104 380 0 -141 160 0 0 -30 0 -232 25
Percent of Open Interest Represented by Each Category of Trader
85.5 50.1 0.0 4.8 4.6 0.1 9.4 32.3 0.0 0.0 12.4 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . . 7 0 0 4 0
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 27,677
Positions
10,876 2,822 175 1,074 188 727 8,818 19,488 580 1,317 1,129 2 4,108 2,566
Changes from: December 28, 2010 Total Change is: 1,279
-555 -1,573 175 -151 -249 -3 1,671 2,293 31 545 247 0 -434 358
Percent of Open Interest Represented by Each Category of Trader
39.3 10.2 0.6 3.9 0.7 2.6 31.9 70.4 2.1 4.8 4.1 0.0 14.8 9.3
Number of Traders in Each Category Total Traders: 82
5 5 . 5 . . 14 34 5 10 5 .
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 149,085
Positions
71,847 35,316 24,882 2,051 514 3,653 1,337 37,758 18,686 804 3,935 4,833 20,992 19,508
Changes from: December 28, 2010 Total Change is: 7,298
6,479 5,950 -5,844 1,838 34 157 -271 2,119 1,018 378 -101 909 2,634 3,056
Percent of Open Interest Represented by Each Category of Trader
48.2 23.7 16.7 1.4 0.3 2.5 0.9 25.3 12.5 0.5 2.6 3.2 14.1 13.1
Number of Traders in Each Category Total Traders: 82
6 14 16 . 4 5 6 32 22 7 4 12
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Traders in Financial Futures- Futures Only Positions as of January 4, 2011
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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 14,817
Positions
470 14,246 0 10,691 0 5 2,076 164 0 0 125 14 1,561 263
Changes from: December 28, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.2 96.1 0.0 72.2 0.0 0.0 14.0 1.1 0.0 0.0 0.8 0.1 10.5 1.8
Number of Traders in Each Category Total Traders: 21
. . 0 9 0 . 7 . 0 0 . .
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Updated January 7, 2011