Traders in Financial Futures- Futures Only Positions as of January 25, 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 117,899
Positions
2,337 68,040 1,526 10,429 6,958 132 46,667 6,275 2,227 7,860 19,000 32 46,689 13,709
Changes from: January 18, 2011 Total Change is: -10,286
180 -9,892 982 -84 -314 -8 -11,755 427 603 -199 -400 0 -5 -1,684
Percent of Open Interest Represented by Each Category of Trader
2.0 57.7 1.3 8.8 5.9 0.1 39.6 5.3 1.9 6.7 16.1 0.0 39.6 11.6
Number of Traders in Each Category Total Traders: 84
. 17 . 4 4 . 34 11 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 40,470
Positions
1,079 17,081 253 1,494 1,116 77 17,750 6,414 21 0 5,000 0 19,796 10,508
Changes from: January 18, 2011 Total Change is: -1,369
537 -1,435 75 0 -483 0 -2,036 -1,373 18 0 0 0 37 1,829
Percent of Open Interest Represented by Each Category of Trader
2.7 42.2 0.6 3.7 2.8 0.2 43.9 15.8 0.1 0.0 12.4 0.0 48.9 26.0
Number of Traders in Each Category Total Traders: 38
. 12 . . . . 12 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 96,648
Positions
10,726 24,408 3,749 7,501 18,513 1,225 43,366 18,392 183 437 8,229 0 29,461 21,949
Changes from: January 18, 2011 Total Change is: 6,018
-6,158 5,859 1,526 412 -2,210 -13 6,906 196 94 437 1 0 2,814 565
Percent of Open Interest Represented by Each Category of Trader
11.1 25.3 3.9 7.8 19.2 1.3 44.9 19.0 0.2 0.5 8.5 0.0 30.5 22.7
Number of Traders in Each Category Total Traders: 81
7 12 . 4 13 5 26 13 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 116,661
Positions
7,222 54,620 1,310 31,537 5,406 914 44,866 18,633 631 4,900 5,061 0 25,281 30,086
Changes from: January 18, 2011 Total Change is: 6,256
-31 7,390 235 -1,958 343 -25 6,409 -1,229 312 1,000 233 0 314 -1,003
Percent of Open Interest Represented by Each Category of Trader
6.2 46.8 1.1 27.0 4.6 0.8 38.5 16.0 0.5 4.2 4.3 0.0 21.7 25.8
Number of Traders in Each Category Total Traders: 105
6 20 . 11 5 . 25 26 13 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 199,706
Positions
34,214 57,437 3,288 21,592 19,529 3,087 52,229 46,485 1,381 21,592 11,363 185 62,138 56,951
Changes from: January 18, 2011 Total Change is: 10,773
-5,574 23,231 123 146 -2,462 -25 7,666 -15,119 227 720 1,390 -465 7,955 3,873
Percent of Open Interest Represented by Each Category of Trader
17.1 28.8 1.6 10.8 9.8 1.5 26.2 23.3 0.7 10.8 5.7 0.1 31.1 28.5
Number of Traders in Each Category Total Traders: 158
17 22 8 14 15 10 37 34 14 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 113,570
Positions
10,124 81,147 1,171 10,765 3,486 154 59,423 9,029 20 1,415 4,742 0 30,498 13,821
Changes from: January 18, 2011 Total Change is: -744
1,520 -4,179 63 625 39 0 -1,027 2,525 20 483 -10 0 -2,428 798
Percent of Open Interest Represented by Each Category of Trader
8.9 71.5 1.0 9.5 3.1 0.1 52.3 8.0 0.0 1.2 4.2 0.0 26.9 12.2
Number of Traders in Each Category Total Traders: 71
6 13 4 5 4 . 27 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 142,786
Positions
1,335 111,485 51 17,269 0 0 110,480 14,998 152 5,263 14,518 0 8,236 1,582
Changes from: January 18, 2011 Total Change is: 7,544
-43 6,877 0 514 -310 0 7,187 1,249 62 123 -36 0 -299 -298
Percent of Open Interest Represented by Each Category of Trader
0.9 78.1 0.0 12.1 0.0 0.0 77.4 10.5 0.1 3.7 10.2 0.0 5.8 1.1
Number of Traders in Each Category Total Traders: 119
5 16 . 9 0 0 63 10 . 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 26,199
Positions
4,459 13,891 38 163 0 0 16,773 6,863 0 818 4,267 0 3,948 1,140
Changes from: January 18, 2011 Total Change is: -1,437
1,093 -1,382 -10 -748 0 0 -2,207 198 0 138 -388 0 297 145
Percent of Open Interest Represented by Each Category of Trader
17.0 53.0 0.1 0.6 0.0 0.0 64.0 26.2 0.0 3.1 16.3 0.0 15.1 4.4
Number of Traders in Each Category Total Traders: 44
5 7 . . 0 0 17 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 49,782
Positions
16,085 25,209 976 3,304 3,450 631 21,129 12,331 252 234 1,697 0 7,173 5,237
Changes from: January 18, 2011 Total Change is: 4,363
1,096 896 182 -279 -12 158 3,090 2,294 226 -120 278 0 11 342
Percent of Open Interest Represented by Each Category of Trader
32.3 50.6 2.0 6.6 6.9 1.3 42.4 24.8 0.5 0.5 3.4 0.0 14.4 10.5
Number of Traders in Each Category Total Traders: 99
16 20 . 5 5 . 30 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 99,563
Positions
32,169 50,418 1,951 6,608 6,900 1,261 42,258 24,661 504 467 3,394 0 14,345 10,474
Changes from: January 18, 2011 Total Change is: 8,726
2,192 1,792 364 -558 -23 315 6,179 4,588 452 -240 555 0 22 683
Percent of Open Interest Represented by Each Category of Trader
32.3 50.6 2.0 6.6 6.9 1.3 42.4 24.8 0.5 0.5 3.4 0.0 14.4 10.5
Number of Traders in Each Category Total Traders: 99
16 20 . 5 5 . 30 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 837,948
Positions
52,511 306,324 42,289 423,778 124,854 55,919 89,207 163,207 22,328 21,054 31,417 1,669 129,194 89,942
Changes from: January 18, 2011 Total Change is: 27,266
-1,899 1,690 7,252 8,851 3,014 401 4,859 6,078 2,127 480 5,389 40 5,155 1,275
Percent of Open Interest Represented by Each Category of Trader
6.3 36.6 5.0 50.6 14.9 6.7 10.6 19.5 2.7 2.5 3.7 0.2 15.4 10.7
Number of Traders in Each Category Total Traders: 526
32 52 23 117 60 59 85 129 69 27 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 308,010
Positions
22,789 165,407 8,500 149,269 35,825 5,913 23,405 39,319 3,659 7,824 10,432 0 86,651 38,955
Changes from: January 18, 2011 Total Change is: 12,422
3,336 4,546 689 -1,031 -430 -272 4,393 6,293 200 47 373 0 5,060 1,023
Percent of Open Interest Represented by Each Category of Trader
7.4 53.7 2.8 48.5 11.6 1.9 7.6 12.8 1.2 2.5 3.4 0.0 28.1 12.6
Number of Traders in Each Category Total Traders: 123
9 21 6 30 13 9 17 26 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 2,649,692
Positions
205,988 761,966 111,567 1,384,827 457,426 237,745 391,276 681,706 31,080 71,945 110,718 2,551 212,713 254,933
Changes from: January 18, 2011 Total Change is: 74,221
-1,769 10,125 8,407 48,953 16,761 3,823 23,374 19,969 -11,407 1,902 24,817 465 473 1,261
Percent of Open Interest Represented by Each Category of Trader
7.8 28.8 4.2 52.3 17.3 9.0 14.8 25.7 1.2 2.7 4.2 0.1 8.0 9.6
Number of Traders in Each Category Total Traders: 492
36 47 17 98 55 53 87 122 48 24 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 97,525
Positions
18,915 32,792 1,112 48,978 32,193 5,384 10,470 21,964 822 1,384 0 0 10,460 3,258
Changes from: January 18, 2011 Total Change is: 1,678
-332 3,038 121 616 -48 143 1,598 -1,534 52 51 0 0 -571 -94
Percent of Open Interest Represented by Each Category of Trader
19.4 33.6 1.1 50.2 33.0 5.5 10.7 22.5 0.8 1.4 0.0 0.0 10.7 3.3
Number of Traders in Each Category Total Traders: 91
4 13 . 33 13 12 13 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 93,513
Positions
8,363 55,516 3,712 26,411 8,648 2,753 32,032 8,358 7,712 2,149 1,221 306 10,076 5,287
Changes from: January 18, 2011 Total Change is: 4,551
687 2,217 718 -1,875 1,058 671 2,704 -1,527 1,929 -693 -92 -41 452 -382
Percent of Open Interest Represented by Each Category of Trader
8.9 59.4 4.0 28.2 9.2 2.9 34.3 8.9 8.2 2.3 1.3 0.3 10.8 5.7
Number of Traders in Each Category Total Traders: 255
19 34 7 40 18 14 77 43 10 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 16,843
Positions
2,853 13,275 600 2,315 0 0 6,959 0 200 0 244 256 3,660 2,268
Changes from: January 18, 2011 Total Change is: 3,080
257 1,454 599 125 0 0 1,643 0 200 -246 244 256 246 327
Percent of Open Interest Represented by Each Category of Trader
16.9 78.8 3.6 13.7 0.0 0.0 41.3 0.0 1.2 0.0 1.4 1.5 21.7 13.5
Number of Traders in Each Category Total Traders: 20
4 8 . . 0 0 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 383,350
Positions
33,283 216,942 9,824 120,478 43,240 13,764 160,158 76,584 2,765 10,747 4,887 250 32,081 15,094
Changes from: January 18, 2011 Total Change is: 7,354
1,492 3,159 1,253 -10,002 5,288 3,353 13,518 581 429 -3,466 -2,910 -254 1,031 -3,545
Percent of Open Interest Represented by Each Category of Trader
8.7 56.6 2.6 31.4 11.3 3.6 41.8 20.0 0.7 2.8 1.3 0.1 8.4 3.9
Number of Traders in Each Category Total Traders: 252
19 32 4 39 18 14 77 43 6 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 330,690
Positions
94,888 48,331 18,570 122,458 113,778 21,049 45,760 100,083 4,232 2,201 8,053 898 20,634 15,696
Changes from: January 18, 2011 Total Change is: 7,559
4,900 490 944 -1,070 1,973 1,116 -989 7,454 98 886 -3,908 898 776 -1,506
Percent of Open Interest Represented by Each Category of Trader
28.7 14.6 5.6 37.0 34.4 6.4 13.8 30.3 1.3 0.7 2.4 0.3 6.2 4.7
Number of Traders in Each Category Total Traders: 241
14 23 5 52 43 19 36 57 13 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 40,787
Positions
8,978 4,223 290 11,801 200 12 4,911 13,459 0 1,847 1,660 0 12,948 20,943
Changes from: January 18, 2011 Total Change is: -1,252
-1,243 -736 -22 -918 0 0 1,269 -2,143 0 -873 190 0 535 1,459
Percent of Open Interest Represented by Each Category of Trader
22.0 10.4 0.7 28.9 0.5 0.0 12.0 33.0 0.0 4.5 4.1 0.0 31.7 51.3
Number of Traders in Each Category Total Traders: 58
15 4 . 10 . . 11 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 57,713
Positions
18,388 14,557 1,903 10,983 6,574 655 9,024 4,105 537 1,809 4,255 0 14,414 25,127
Changes from: January 18, 2011 Total Change is: 1,177
4,977 873 -5 237 -17 0 -2,893 301 296 250 60 0 -1,685 -331
Percent of Open Interest Represented by Each Category of Trader
31.9 25.2 3.3 19.0 11.4 1.1 15.6 7.1 0.9 3.1 7.4 0.0 25.0 43.5
Number of Traders in Each Category Total Traders: 58
16 9 . 7 . . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 28,139
Positions
0 3,740 200 14,914 12,353 3,889 4,350 5,525 0 1,003 0 0 3,783 2,432
Changes from: January 18, 2011 Total Change is: 742
0 -171 17 661 1,413 -108 89 -323 0 0 0 0 83 -86
Percent of Open Interest Represented by Each Category of Trader
0.0 13.3 0.7 53.0 43.9 13.8 15.5 19.6 0.0 3.6 0.0 0.0 13.4 8.6
Number of Traders in Each Category Total Traders: 42
0 4 . 15 13 8 5 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 38,225
Positions
4,861 16,253 239 14,480 6,238 1,036 6,312 12,837 38 3,253 0 0 8,006 1,584
Changes from: January 18, 2011 Total Change is: 138
583 443 15 -190 672 -73 -449 -914 0 68 0 0 184 -5
Percent of Open Interest Represented by Each Category of Trader
12.7 42.5 0.6 37.9 16.3 2.7 16.5 33.6 0.1 8.5 0.0 0.0 20.9 4.1
Number of Traders in Each Category Total Traders: 53
. 6 . 12 9 6 10 6 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 567,906
Positions
20,970 92,797 2,779 297,801 155,163 49,863 37,763 95,524 5,238 21,281 24,931 0 132,211 141,611
Changes from: January 18, 2011 Total Change is: 7,916
-2,764 9,611 -2,146 6,152 -4,530 252 -128 15,952 -2,556 455 -2,573 -40 8,691 -6,054
Percent of Open Interest Represented by Each Category of Trader
3.7 16.3 0.5 52.4 27.3 8.8 6.6 16.8 0.9 3.7 4.4 0.0 23.3 24.9
Number of Traders in Each Category Total Traders: 145
8 16 5 40 23 31 18 32 12 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 302,284
Positions
0 113,582 778 222,072 3,198 15,767 0 118,726 1 0 1,776 0 63,666 48,456
Changes from: January 18, 2011 Total Change is: -3,008
-563 666 -816 -2,160 -4,235 245 0 -2,874 1 0 -217 0 285 4,222
Percent of Open Interest Represented by Each Category of Trader
0.0 37.6 0.3 73.5 1.1 5.2 0.0 39.3 0.0 0.0 0.6 0.0 21.1 16.0
Number of Traders in Each Category Total Traders: 54
0 10 . 27 . 14 0 14 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 743,230
Positions
51,626 129,437 7,282 313,678 235,367 86,943 117,066 75,944 12,888 45,164 61,872 5,646 102,937 127,851
Changes from: January 18, 2011 Total Change is: 22,578
17,943 19,129 88 4,929 10,279 -5,613 -213 -10,273 3,370 -2,280 3,646 3,535 819 -1,583
Percent of Open Interest Represented by Each Category of Trader
6.9 17.4 1.0 42.2 31.7 11.7 15.8 10.2 1.7 6.1 8.3 0.8 13.8 17.2
Number of Traders in Each Category Total Traders: 193
13 26 9 32 43 35 28 28 17 8 15 4
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 1,370,848
Positions
110,717 157,016 35,108 515,568 393,756 212,010 153,171 173,460 28,908 33,700 29,093 16,994 264,672 324,503
Changes from: January 18, 2011 Total Change is: 44,149
-7,188 33,475 5,738 20,975 25,827 12,044 4,574 -48,912 4,070 -4,724 5,803 2,570 6,090 3,534
Percent of Open Interest Represented by Each Category of Trader
8.1 11.5 2.6 37.6 28.7 15.5 11.2 12.7 2.1 2.5 2.1 1.2 19.3 23.7
Number of Traders in Each Category Total Traders: 238
27 28 15 32 51 42 39 44 31 7 10 4
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 1,132,961
Positions
60,273 136,354 12,337 222,771 459,139 143,800 415,404 61,829 17,316 78,280 55,805 11 182,769 246,370
Changes from: January 18, 2011 Total Change is: 34,813
-10,675 7,973 1,942 19,449 -6,125 1,486 9,902 17,141 -342 2,783 5,526 9 10,259 7,203
Percent of Open Interest Represented by Each Category of Trader
5.3 12.0 1.1 19.7 40.5 12.7 36.7 5.5 1.5 6.9 4.9 0.0 16.1 21.7
Number of Traders in Each Category Total Traders: 184
13 20 10 23 43 36 41 24 16 9 11 .
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 582,416
Positions
117,992 202,742 244,446 3,060 1,193 4,525 103,896 17,553 51,254 21,091 10,444 5,100 31,052 45,159
Changes from: January 18, 2011 Total Change is: 20,029
3,699 7,302 13,271 -338 133 2,824 5,531 2,300 -6,127 425 1,210 50 694 -934
Percent of Open Interest Represented by Each Category of Trader
20.3 34.8 42.0 0.5 0.2 0.8 17.8 3.0 8.8 3.6 1.8 0.9 5.3 7.8
Number of Traders in Each Category Total Traders: 104
21 32 40 . . . 21 13 28 4 . .
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 is 7,933,028
Positions
1,710,718 2,902,087 1,493,566 1,705,687 426,634 169,576 816,810 603,602 1,012,387 73,517 306,290 125,732 825,035 893,154
Changes from: January 18, 2011 Total Change is: 261,082
-60,198 119,628 22,285 178,427 22,721 26,344 20,065 63,032 20,228 -7,260 -37,015 -2,349 63,540 26,208
Percent of Open Interest Represented by Each Category of Trader
21.6 36.6 18.8 21.5 5.4 2.1 10.3 7.6 12.8 0.9 3.9 1.6 10.4 11.3
Number of Traders in Each Category Total Traders: 254
34 52 80 9 9 12 53 59 81 9 18 19
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 15,296
Positions
6,343 6,524 987 1,451 1,125 59 1,580 5,888 17 4,800 477 0 59 219
Changes from: January 18, 2011 Total Change is: 651
519 570 41 68 1 -83 132 133 0 0 -5 0 -26 -6
Percent of Open Interest Represented by Each Category of Trader
41.5 42.7 6.5 9.5 7.4 0.4 10.3 38.5 0.1 31.4 3.1 0.0 0.4 1.4
Number of Traders in Each Category Total Traders: 32
5 . . . 5 . . 11 . . . 0
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Traders in Financial Futures- Futures Only Positions as of January 25, 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 50,580
Positions
37,507 23,619 7,572 1,947 2,377 127 3,184 10,883 0 0 5,512 0 243 490
Changes from: January 18, 2011 Total Change is: 2,317
458 -145 2,218 0 328 -3 -29 -94 0 0 -56 0 -327 69
Percent of Open Interest Represented by Each Category of Trader
74.2 46.7 15.0 3.8 4.7 0.3 6.3 21.5 0.0 0.0 10.9 0.0 0.5 1.0
Number of Traders in Each Category Total Traders: 33
4 5 . . 5 . 5 9 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 39,190
Positions
11,019 9,368 102 460 240 816 17,335 22,521 593 3,011 1,011 1 5,853 4,538
Changes from: January 18, 2011 Total Change is: 6,176
301 -3,410 102 -357 3 97 4,781 8,541 -67 764 -21 1 554 930
Percent of Open Interest Represented by Each Category of Trader
28.1 23.9 0.3 1.2 0.6 2.1 44.2 57.5 1.5 7.7 2.6 0.0 14.9 11.6
Number of Traders in Each Category Total Traders: 96
6 4 . 4 . . 22 37 . 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 151,215
Positions
67,771 43,885 21,013 3,208 986 4,386 4,318 30,968 28,078 2,357 5,273 4,774 15,310 11,852
Changes from: January 18, 2011 Total Change is: -22,791
-1,350 9,529 -18,511 0 -315 403 -1,868 -12,897 4,569 132 60 466 -6,632 -6,095
Percent of Open Interest Represented by Each Category of Trader
44.8 29.0 13.9 2.1 0.7 2.9 2.9 20.5 18.6 1.6 3.5 3.2 10.1 7.8
Number of Traders in Each Category Total Traders: 102
9 12 15 4 5 5 18 29 32 5 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 5,126
Positions
970 3,445 0 2,464 0 0 713 1,463 37 891 148 0 51 33
Changes from: January 18, 2011 Total Change is: 34
0 35 0 64 0 0 0 -15 0 0 0 0 -30 14
Percent of Open Interest Represented by Each Category of Trader
18.9 67.2 0.0 48.1 0.0 0.0 13.9 28.5 0.7 17.4 2.9 0.0 1.0 0.6
Number of Traders in Each Category Total Traders: 20
. . 0 4 0 0 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 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 14,593
Positions
448 13,671 18 9,753 0 5 1,811 132 50 0 125 14 2,494 578
Changes from: January 18, 2011 Total Change is: -1,476
6 -894 -10 -814 0 0 -65 -209 -204 0 0 0 -389 -159
Percent of Open Interest Represented by Each Category of Trader
3.1 93.7 0.1 66.8 0.0 0.0 12.4 0.9 0.3 0.0 0.9 0.1 17.1 4.0
Number of Traders in Each Category Total Traders: 21
. . . 9 0 . 6 . . 0 . .
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Updated January 28, 2011