Traders in Financial Futures- Futures Only Positions as of February 8, 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 141,604
Positions
3,415 78,714 2,278 9,611 7,121 143 63,582 8,498 2,693 9,155 28,000 14 50,713 14,143
Changes from: February 1, 2011 Total Change is: 22,116
1,178 11,862 739 -726 0 1 17,673 2,429 -112 543 8,524 -20 2,840 -1,307
Percent of Open Interest Represented by Each Category of Trader
2.4 55.6 1.6 6.8 5.0 0.1 44.9 6.0 1.9 6.5 19.8 0.0 35.8 10.0
Number of Traders in Each Category Total Traders: 83
. 17 . 4 4 . 29 14 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 47,876
Positions
442 21,496 131 1,831 1,114 77 22,234 10,233 12 0 5,000 0 23,149 9,813
Changes from: February 1, 2011 Total Change is: 1,126
-480 809 -42 429 8 0 80 1,270 -64 0 0 0 1,203 -855
Percent of Open Interest Represented by Each Category of Trader
0.9 44.9 0.3 3.8 2.3 0.2 46.4 21.4 0.0 0.0 10.4 0.0 48.4 20.5
Number of Traders in Each Category Total Traders: 41
. 13 . . . . 15 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 111,363
Positions
6,079 42,556 3,626 6,991 19,387 1,214 60,675 8,822 176 1,020 14,248 0 31,582 21,334
Changes from: February 1, 2011 Total Change is: 2,776
-2,843 3,988 -2 -574 1,159 -27 7,212 -7,084 42 -264 6,019 0 -768 -1,319
Percent of Open Interest Represented by Each Category of Trader
5.5 38.2 3.3 6.3 17.4 1.1 54.5 7.9 0.2 0.9 12.8 0.0 28.4 19.2
Number of Traders in Each Category Total Traders: 88
4 16 4 4 13 5 33 11 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 117,705
Positions
7,775 54,561 1,455 27,348 5,728 903 47,774 16,880 559 5,796 3,733 0 26,095 33,886
Changes from: February 1, 2011 Total Change is: 1,321
-33 202 -207 -2,638 256 -15 4,812 1,276 167 140 -1,207 0 -905 849
Percent of Open Interest Represented by Each Category of Trader
6.6 46.4 1.2 23.2 4.9 0.8 40.6 14.3 0.5 4.9 3.2 0.0 22.2 28.8
Number of Traders in Each Category Total Traders: 106
6 19 6 11 5 . 30 24 8 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 203,541
Positions
28,534 75,125 6,210 25,830 19,149 2,751 56,090 35,785 3,665 19,335 12,879 602 60,524 47,375
Changes from: February 1, 2011 Total Change is: -8,189
1,194 785 863 150 251 -29 -8,535 -872 1,001 84 -589 40 -2,957 -9,639
Percent of Open Interest Represented by Each Category of Trader
14.0 36.9 3.1 12.7 9.4 1.4 27.6 17.6 1.8 9.5 6.3 0.3 29.7 23.3
Number of Traders in Each Category Total Traders: 157
17 22 8 15 14 12 38 32 15 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 135,334
Positions
5,303 100,570 1,394 8,870 3,304 134 84,567 10,839 10 1,467 4,601 0 33,589 14,482
Changes from: February 1, 2011 Total Change is: 14,343
-209 9,946 276 -560 -146 -20 15,122 3,549 -13 520 453 0 -773 298
Percent of Open Interest Represented by Each Category of Trader
3.9 74.3 1.0 6.6 2.4 0.1 62.5 8.0 0.0 1.1 3.4 0.0 24.8 10.7
Number of Traders in Each Category Total Traders: 77
4 14 6 4 4 . 34 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 62,603
Positions
14,372 34,145 15,608 0 0 0 29,983 11,912 806 1,255 0 0 579 132
Changes from: February 1, 2011 Total Change is: 3,561
5,309 1,482 1,094 0 0 0 -206 1,370 -472 -1,361 0 0 -803 87
Percent of Open Interest Represented by Each Category of Trader
23.0 54.5 24.9 0.0 0.0 0.0 47.9 19.0 1.3 2.0 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 20
7 7 9 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,871
Positions
1,306 119,554 51 17,256 243 0 118,767 15,509 341 6,112 14,638 0 8,038 1,535
Changes from: February 1, 2011 Total Change is: 137
-367 2,072 0 190 0 0 -213 -2,502 219 329 125 0 -21 223
Percent of Open Interest Represented by Each Category of Trader
0.9 78.7 0.0 11.4 0.2 0.0 78.2 10.2 0.2 4.0 9.6 0.0 5.3 1.0
Number of Traders in Each Category Total Traders: 119
4 16 . 11 . 0 61 10 . 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,897
Positions
3,731 15,334 9 293 155 0 19,533 7,293 0 706 4,150 0 3,625 956
Changes from: February 1, 2011 Total Change is: 447
-77 172 -17 293 50 0 736 298 0 -190 0 0 -298 -56
Percent of Open Interest Represented by Each Category of Trader
13.4 55.0 0.0 1.1 0.6 0.0 70.0 26.1 0.0 2.5 14.9 0.0 13.0 3.4
Number of Traders in Each Category Total Traders: 47
4 7 . . . 0 22 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 55,629
Positions
22,350 26,009 1,366 3,605 2,593 698 15,410 11,153 3,472 109 2,135 0 8,622 8,204
Changes from: February 1, 2011 Total Change is: -4,942
166 -6,436 -86 67 -53 -120 -5,284 194 -82 0 336 0 397 1,305
Percent of Open Interest Represented by Each Category of Trader
40.2 46.8 2.5 6.5 4.7 1.3 27.7 20.0 6.2 0.2 3.8 0.0 15.5 14.7
Number of Traders in Each Category Total Traders: 103
20 18 . 6 6 . 30 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 10,771
Positions
4,895 7,576 168 361 0 0 3,564 776 0 0 0 0 1,783 2,251
Changes from: February 1, 2011 Total Change is: 155
0 0 0 -19 0 0 163 11 0 0 0 0 11 144
Percent of Open Interest Represented by Each Category of Trader
45.4 70.3 1.6 3.4 0.0 0.0 33.1 7.2 0.0 0.0 0.0 0.0 16.6 20.9
Number of Traders in Each Category Total Traders: 20
6 5 . . 0 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 89,715
Positions
34,909 36,866 2,395 6,487 5,186 1,395 29,933 26,996 702 217 4,269 0 13,677 11,906
Changes from: February 1, 2011 Total Change is: -10,193
331 -12,872 -171 172 -106 -240 -11,759 -500 702 0 672 0 772 2,322
Percent of Open Interest Represented by Each Category of Trader
38.9 41.1 2.7 7.2 5.8 1.6 33.4 30.1 0.8 0.2 4.8 0.0 15.2 13.3
Number of Traders in Each Category Total Traders: 99
18 17 . 5 6 . 30 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 878,168
Positions
57,603 283,112 64,928 427,792 122,613 56,155 85,680 187,038 35,214 22,262 31,035 8,423 120,110 89,649
Changes from: February 1, 2011 Total Change is: 23,083
5,812 -12,106 10,934 4,808 -7,259 378 -1,671 18,456 6,496 1,609 -1,948 3,022 -8,306 5,110
Percent of Open Interest Represented by Each Category of Trader
6.6 32.2 7.4 48.7 14.0 6.4 9.8 21.3 4.0 2.5 3.5 1.0 13.7 10.2
Number of Traders in Each Category Total Traders: 551
35 53 26 121 57 61 94 134 69 29 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 322,993
Positions
34,530 160,339 12,510 153,516 35,051 6,176 20,696 52,745 3,684 10,387 10,022 3,535 77,959 38,931
Changes from: February 1, 2011 Total Change is: 9,464
6,173 -1,623 734 -171 -589 214 710 9,506 -22 2,355 -1,472 789 -1,318 1,927
Percent of Open Interest Represented by Each Category of Trader
10.7 49.6 3.9 47.5 10.9 1.9 6.4 16.3 1.1 3.2 3.1 1.1 24.1 12.1
Number of Traders in Each Category Total Traders: 137
10 19 8 33 13 11 18 31 10 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 2,775,873
Positions
241,303 739,799 136,156 1,385,743 452,172 235,534 442,048 788,594 40,523 82,128 127,820 1,683 210,755 253,592
Changes from: February 1, 2011 Total Change is: 68,094
35,076 -15,537 14,122 24,597 -33,647 1,120 32,650 89,305 -11,964 7,881 9,228 -447 -34,941 15,914
Percent of Open Interest Represented by Each Category of Trader
8.7 26.7 4.9 49.9 16.3 8.5 15.9 28.4 1.5 3.0 4.6 0.1 7.6 9.1
Number of Traders in Each Category Total Traders: 510
38 48 16 100 52 55 92 129 52 26 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 98,659
Positions
19,065 35,788 1,117 51,165 34,011 5,446 9,951 19,205 52 1,426 0 0 10,437 3,040
Changes from: February 1, 2011 Total Change is: -381
57 1,977 -34 1,876 -461 209 -2,026 -2,268 -302 4 0 0 -165 498
Percent of Open Interest Represented by Each Category of Trader
19.3 36.3 1.1 51.9 34.5 5.5 10.1 19.5 0.1 1.4 0.0 0.0 10.6 3.1
Number of Traders in Each Category Total Traders: 89
4 11 . 34 13 12 11 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 86,607
Positions
9,677 47,410 5,752 25,623 7,214 2,523 23,970 9,900 5,973 2,165 1,052 350 10,574 6,433
Changes from: February 1, 2011 Total Change is: -2,696
972 -1,760 -1,077 3,738 -1,107 -182 -7,058 509 237 344 106 -27 359 606
Percent of Open Interest Represented by Each Category of Trader
11.2 54.7 6.6 29.6 8.3 2.9 27.7 11.4 6.9 2.5 1.2 0.4 12.2 7.4
Number of Traders in Each Category Total Traders: 252
23 32 7 40 15 14 78 40 16 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 16,491
Positions
4,710 11,308 1,157 2,310 0 0 4,431 536 200 0 244 256 3,427 2,790
Changes from: February 1, 2011 Total Change is: 448
524 431 0 -4 0 0 0 0 0 0 0 0 -72 17
Percent of Open Interest Represented by Each Category of Trader
28.6 68.6 7.0 14.0 0.0 0.0 26.9 3.3 1.2 0.0 1.5 1.6 20.8 16.9
Number of Traders in Each Category Total Traders: 22
5 8 4 . 0 0 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 350,582
Positions
35,770 191,445 12,039 116,566 36,071 12,614 122,096 71,219 4,466 11,015 4,230 281 35,735 18,217
Changes from: February 1, 2011 Total Change is: -15,718
-2,556 -15,749 -590 18,708 -5,533 -911 -34,900 2,933 795 1,582 394 0 2,154 2,943
Percent of Open Interest Represented by Each Category of Trader
10.2 54.6 3.4 33.2 10.3 3.6 34.8 20.3 1.3 3.1 1.2 0.1 10.2 5.2
Number of Traders in Each Category Total Traders: 250
24 30 5 39 15 14 77 41 11 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 331,442
Positions
106,797 41,057 17,785 112,060 115,510 20,588 46,760 105,422 4,840 2,286 9,592 163 20,163 16,485
Changes from: February 1, 2011 Total Change is: -4,081
2,867 -1,233 -1,033 -1,716 -1,345 674 -4,032 -1,148 -843 385 885 -702 319 664
Percent of Open Interest Represented by Each Category of Trader
32.2 12.4 5.4 33.8 34.9 6.2 14.1 31.8 1.5 0.7 2.9 0.0 6.1 5.0
Number of Traders in Each Category Total Traders: 249
14 25 . 51 42 21 40 59 15 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 45,395
Positions
12,561 4,395 130 15,601 350 12 2,568 16,033 0 3,111 1,660 0 11,412 22,815
Changes from: February 1, 2011 Total Change is: 4,997
2,203 -8 -110 2,622 0 -110 -1,191 1,079 0 1,121 -20 0 462 4,166
Percent of Open Interest Represented by Each Category of Trader
27.7 9.7 0.3 34.4 0.8 0.0 5.7 35.3 0.0 6.9 3.7 0.0 25.1 50.3
Number of Traders in Each Category Total Traders: 62
16 5 . 10 . . 8 16 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 61,543
Positions
21,495 15,923 2,248 11,587 6,026 655 9,725 3,909 1,449 1,909 4,536 0 12,475 26,797
Changes from: February 1, 2011 Total Change is: -2,702
-1,266 1,781 859 9 -553 0 1,144 -477 -24 -603 236 0 -2,821 -4,524
Percent of Open Interest Represented by Each Category of Trader
34.9 25.9 3.7 18.8 9.8 1.1 15.8 6.4 2.4 3.1 7.4 0.0 20.3 43.5
Number of Traders in Each Category Total Traders: 61
18 10 4 7 . . 9 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 29,428
Positions
0 5,853 275 16,892 9,939 3,971 3,540 6,865 0 1,003 0 0 3,747 2,525
Changes from: February 1, 2011 Total Change is: 935
0 1,460 72 1,080 -1,490 -141 -101 1,239 0 0 0 0 25 -205
Percent of Open Interest Represented by Each Category of Trader
0.0 19.9 0.9 57.4 33.8 13.5 12.0 23.3 0.0 3.4 0.0 0.0 12.7 8.6
Number of Traders in Each Category Total Traders: 47
0 4 . 19 12 8 4 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 34,593
Positions
6,124 14,320 80 12,771 6,353 907 5,997 10,004 38 2,134 0 0 6,542 2,891
Changes from: February 1, 2011 Total Change is: 443
1,277 -183 0 106 -395 -65 -55 139 0 -81 0 0 -739 947
Percent of Open Interest Represented by Each Category of Trader
17.7 41.4 0.2 36.9 18.4 2.6 17.3 28.9 0.1 6.2 0.0 0.0 18.9 8.4
Number of Traders in Each Category Total Traders: 50
4 5 . 11 10 6 10 6 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 585,970
Positions
14,416 70,722 8,944 302,109 157,497 52,688 38,888 103,234 7,260 31,970 30,056 40 129,655 155,529
Changes from: February 1, 2011 Total Change is: 25,447
-891 -8,723 2,979 2,018 8,536 -1,540 9,736 5,018 1,357 6,689 6,667 40 5,059 11,113
Percent of Open Interest Represented by Each Category of Trader
2.5 12.1 1.5 51.6 26.9 9.0 6.6 17.6 1.2 5.5 5.1 0.0 22.1 26.5
Number of Traders in Each Category Total Traders: 156
9 16 6 42 24 34 19 35 18 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 312,873
Positions
0 114,238 1,218 229,781 7,824 15,568 0 124,321 26 0 1,558 0 66,280 48,120
Changes from: February 1, 2011 Total Change is: 7,379
0 -5,457 647 4,362 6,086 70 0 7,996 26 0 -261 0 2,274 -1,728
Percent of Open Interest Represented by Each Category of Trader
0.0 36.5 0.4 73.4 2.5 5.0 0.0 39.7 0.0 0.0 0.5 0.0 21.2 15.4
Number of Traders in Each Category Total Traders: 59
0 12 . 28 . 13 0 15 . 0 . 0
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Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 865,626
Positions
103,721 103,789 11,828 306,348 310,457 97,140 198,629 109,104 12,332 40,370 78,253 3,152 92,106 139,571
Changes from: February 1, 2011 Total Change is: 69,513
51,481 -28,089 4,286 -751 54,253 3,989 14,910 27,695 -1,302 10,130 1,470 -2,494 -10,736 9,705
Percent of Open Interest Represented by Each Category of Trader
12.0 12.0 1.4 35.4 35.9 11.2 22.9 12.6 1.4 4.7 9.0 0.4 10.6 16.1
Number of Traders in Each Category Total Traders: 212
16 26 11 35 46 34 25 36 18 8 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,506,903
Positions
167,156 143,574 41,432 510,598 469,688 206,629 212,534 211,090 41,592 49,720 33,901 11,922 265,320 347,075
Changes from: February 1, 2011 Total Change is: 141,367
48,892 -12,820 9,680 -66 81,945 5,644 73,452 9,044 17,106 -1,681 5,947 -4,599 -7,061 29,420
Percent of Open Interest Represented by Each Category of Trader
11.1 9.5 2.7 33.9 31.2 13.7 14.1 14.0 2.8 3.3 2.2 0.8 17.6 23.0
Number of Traders in Each Category Total Traders: 261
32 29 20 33 57 46 44 49 35 6 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,290,327
Positions
167,142 132,267 28,866 232,828 488,882 141,096 481,397 105,615 15,672 68,622 84,413 1,441 153,263 292,075
Changes from: February 1, 2011 Total Change is: 170,017
77,128 5,570 18,055 1,539 33,198 -7,247 141,724 45,179 2,796 -21,406 29,955 753 -43,325 41,758
Percent of Open Interest Represented by Each Category of Trader
13.0 10.3 2.2 18.0 37.9 10.9 37.3 8.2 1.2 5.3 6.5 0.1 11.9 22.6
Number of Traders in Each Category Total Traders: 193
20 16 11 23 43 39 37 30 17 10 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 570,809
Positions
119,047 201,627 232,994 9,155 1,400 3,642 99,953 22,796 54,599 18,399 10,121 4,452 28,568 39,178
Changes from: February 1, 2011 Total Change is: 26,392
6,544 20,945 2,799 5,567 286 -569 10,989 5,679 1,899 -1,025 173 -2,163 2,351 -2,657
Percent of Open Interest Represented by Each Category of Trader
20.9 35.3 40.8 1.6 0.2 0.6 17.5 4.0 9.6 3.2 1.8 0.8 5.0 6.9
Number of Traders in Each Category Total Traders: 111
26 27 41 4 . . 26 11 30 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 8,684,020
Positions
1,678,585 2,756,866 1,748,794 2,019,825 529,012 225,043 675,827 725,928 1,316,789 56,948 282,905 181,458 780,751 917,225
Changes from: February 1, 2011 Total Change is: 342,023
22,026 -137,545 140,027 232,931 73,777 11,818 -168,931 75,664 150,644 -7,166 -42,536 32,618 -71,944 37,556
Percent of Open Interest Represented by Each Category of Trader
19.3 31.7 20.1 23.3 6.1 2.6 7.8 8.4 15.2 0.7 3.3 2.1 9.0 10.6
Number of Traders in Each Category Total Traders: 273
33 58 83 11 13 15 52 62 88 8 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 15,702
Positions
7,170 7,345 987 1,345 1,149 91 1,227 5,453 0 4,800 452 0 82 225
Changes from: February 1, 2011 Total Change is: 298
468 329 0 7 183 0 -165 -184 -20 0 -20 0 8 10
Percent of Open Interest Represented by Each Category of Trader
45.7 46.8 6.3 8.6 7.3 0.6 7.8 34.7 0.0 30.6 2.9 0.0 0.5 1.4
Number of Traders in Each Category Total Traders: 30
4 4 . . 6 . . 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 53,898
Positions
38,762 22,824 11,156 1,981 1,690 143 1,584 12,446 0 31 5,512 0 241 127
Changes from: February 1, 2011 Total Change is: -1,717
-3,056 -2,918 2,215 9 -165 -14 -779 -783 0 -4 0 0 -88 -52
Percent of Open Interest Represented by Each Category of Trader
71.9 42.3 20.7 3.7 3.1 0.3 2.9 23.1 0.0 0.1 10.2 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 31
4 5 . . 4 . . 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 44,039
Positions
10,658 2,567 105 425 294 830 22,384 34,160 829 3,176 984 1 5,631 4,269
Changes from: February 1, 2011 Total Change is: 1,567
-281 -2,697 3 74 -201 115 1,594 4,621 116 419 -12 1 -474 -379
Percent of Open Interest Represented by Each Category of Trader
24.2 5.8 0.2 1.0 0.7 1.9 50.8 77.6 1.9 7.2 2.2 0.0 12.8 9.7
Number of Traders in Each Category Total Traders: 108
6 7 . 4 . . 27 35 6 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 179,950
Positions
66,769 48,665 28,823 5,918 1,963 3,885 12,293 35,390 35,306 1,492 6,839 7,393 18,071 11,686
Changes from: February 1, 2011 Total Change is: 12,541
-922 1,551 4,286 4,030 881 -60 5,870 4,297 -359 -686 2,547 1,322 -940 -1,924
Percent of Open Interest Represented by Each Category of Trader
37.1 27.0 16.0 3.3 1.1 2.2 6.8 19.7 19.6 0.8 3.8 4.1 10.0 6.5
Number of Traders in Each Category Total Traders: 112
12 12 17 7 6 4 23 29 35 6 7 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 5,464
Positions
985 3,515 0 2,674 0 0 782 1,764 37 891 148 0 95 0
Changes from: February 1, 2011 Total Change is: 86
10 84 0 70 0 0 -18 22 0 0 0 0 24 -20
Percent of Open Interest Represented by Each Category of Trader
18.0 64.3 0.0 48.9 0.0 0.0 14.3 32.3 0.7 16.3 2.7 0.0 1.7 0.0
Number of Traders in Each Category Total Traders: 21
. 4 0 4 0 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of February 8, 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 15,177
Positions
414 13,702 0 9,634 0 0 2,142 522 119 0 0 0 2,868 834
Changes from: February 1, 2011 Total Change is: 350
-35 43 -18 -77 0 -13 -10 -46 119 0 0 0 384 265
Percent of Open Interest Represented by Each Category of Trader
2.7 90.3 0.0 63.5 0.0 0.0 14.1 3.4 0.8 0.0 0.0 0.0 18.9 5.5
Number of Traders in Each Category Total Traders: 23
. . 0 9 0 0 7 . . 0 0 0
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Updated February 11, 2011