Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,763
Positions
35,326 3,165 1,470 16,740 34,815 620 26,234 52,447 3,824 8,786 1,530 1 26,762 21,891
Changes from: December 27, 2011 Total Change is: 1,028
-1,141 546 172 628 -450 -5 821 1,525 92 -942 5 0 1,403 -857
Percent of Open Interest Represented by Each Category of Trader
29.5 2.6 1.2 14.0 29.1 0.5 21.9 43.8 3.2 7.3 1.3 0.0 22.3 18.3
Number of Traders in Each Category Total Traders: 66
8 5 4 6 4 . 15 15 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,999
Positions
11,367 2,217 0 1,060 859 265 16,597 15,472 65 537 648 0 8,108 18,473
Changes from: December 27, 2011 Total Change is: 2,258
332 1,496 0 1 3 0 927 67 21 0 648 0 977 23
Percent of Open Interest Represented by Each Category of Trader
29.9 5.8 0.0 2.8 2.3 0.7 43.7 40.7 0.2 1.4 1.7 0.0 21.3 48.6
Number of Traders in Each Category Total Traders: 38
7 6 0 . . . 6 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 193,595
Positions
138,025 2,707 95 8,242 76,836 3,117 28,227 77,358 903 2,438 4,179 0 12,548 28,400
Changes from: December 27, 2011 Total Change is: 10,476
9,682 569 -107 -402 1,506 9 3,347 5,116 270 -801 949 0 -1,522 2,164
Percent of Open Interest Represented by Each Category of Trader
71.3 1.4 0.0 4.3 39.7 1.6 14.6 40.0 0.5 1.3 2.2 0.0 6.5 14.7
Number of Traders in Each Category Total Traders: 92
12 6 . 4 16 4 14 31 4 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 158,719
Positions
637 72,126 84 66,076 10,700 1,041 68,131 46,202 125 1,230 2,222 0 21,395 26,219
Changes from: December 27, 2011 Total Change is: 26,162
470 13,427 -255 519 -337 -450 19,792 13,519 -11 -80 -330 0 6,177 599
Percent of Open Interest Represented by Each Category of Trader
0.4 45.4 0.1 41.6 6.7 0.7 42.9 29.1 0.1 0.8 1.4 0.0 13.5 16.5
Number of Traders in Each Category Total Traders: 84
. 15 . 9 7 4 24 22 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 282,790
Positions
119,171 26,718 719 47,953 30,666 4,652 66,673 149,926 808 14,220 13,547 162 28,432 55,592
Changes from: December 27, 2011 Total Change is: 6,768
-3,304 -311 564 -1,724 -1,891 -72 8,675 5,918 -177 -110 1,409 0 2,916 1,328
Percent of Open Interest Represented by Each Category of Trader
42.1 9.4 0.3 17.0 10.8 1.6 23.6 53.0 0.3 5.0 4.8 0.1 10.1 19.7
Number of Traders in Each Category Total Traders: 182
23 10 6 16 17 10 30 63 11 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,247
Positions
19,706 22,635 2,790 3,090 44,168 1,049 64,348 28,079 0 6,635 1,521 0 19,629 17,005
Changes from: December 27, 2011 Total Change is: 6,037
-2,868 4,601 -77 371 80 -1 7,193 -491 0 -7 726 0 1,426 1,199
Percent of Open Interest Represented by Each Category of Trader
16.8 19.3 2.4 2.6 37.7 0.9 54.9 23.9 0.0 5.7 1.3 0.0 16.7 14.5
Number of Traders in Each Category Total Traders: 84
7 12 . . 8 . 22 25 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,605
Positions
48,305 42,175 71,884 0 0 0 4,067 9,836 1,292 0 0 0 57 418
Changes from: December 27, 2011 Total Change is: 6,311
7,286 7,311 -621 0 0 0 0 131 0 0 0 0 -354 -510
Percent of Open Interest Represented by Each Category of Trader
38.5 33.6 57.2 0.0 0.0 0.0 3.2 7.8 1.0 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
9 8 12 0 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,622
Positions
70,318 52,713 690 24,211 2,453 1,079 21,310 54,534 247 1,057 4,339 0 2,710 5,567
Changes from: December 27, 2011 Total Change is: 4,252
601 620 0 288 -104 -90 3,411 4,566 87 -177 481 0 132 -1,308
Percent of Open Interest Represented by Each Category of Trader
57.8 43.3 0.6 19.9 2.0 0.9 17.5 44.8 0.2 0.9 3.6 0.0 2.2 4.6
Number of Traders in Each Category Total Traders: 95
8 12 . 7 4 . 15 33 4 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,812
Positions
2,043 2,469 225 0 200 0 6,336 5,394 0 165 342 0 2,043 2,182
Changes from: December 27, 2011 Total Change is: 631
-847 633 0 0 31 0 1,380 382 0 -100 -158 0 198 -257
Percent of Open Interest Represented by Each Category of Trader
18.9 22.8 2.1 0.0 1.8 0.0 58.6 49.9 0.0 1.5 3.2 0.0 18.9 20.2
Number of Traders in Each Category Total Traders: 30
4 4 . 0 . 0 7 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,962
Positions
15,073 31,798 285 3,442 2,698 371 19,442 8,854 180 3,069 111 0 6,102 3,668
Changes from: December 27, 2011 Total Change is: 3,198
-771 2,330 74 136 236 85 3,181 874 -106 -407 -75 0 1,005 -221
Percent of Open Interest Represented by Each Category of Trader
31.4 66.3 0.6 7.2 5.6 0.8 40.5 18.5 0.4 6.4 0.2 0.0 12.7 7.6
Number of Traders in Each Category Total Traders: 87
19 13 . 4 6 . 24 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,924
Positions
30,146 63,595 570 6,883 5,395 742 38,884 17,707 359 6,137 221 0 12,203 7,335
Changes from: December 27, 2011 Total Change is: 6,395
-1,541 4,660 148 272 471 169 6,362 1,748 -211 -814 -149 0 2,010 -441
Percent of Open Interest Represented by Each Category of Trader
31.4 66.3 0.6 7.2 5.6 0.8 40.5 18.5 0.4 6.4 0.2 0.0 12.7 7.6
Number of Traders in Each Category Total Traders: 87
19 13 . 4 6 . 24 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 788,830
Positions
41,821 158,971 34,271 356,420 211,704 64,659 84,966 128,283 48,286 26,016 32,324 2,759 129,631 107,572
Changes from: December 27, 2011 Total Change is: 24,069
-70 13,363 3,915 -3,402 -50 1,365 7,255 -7,124 10,233 -2,214 1,932 222 6,763 212
Percent of Open Interest Represented by Each Category of Trader
5.3 20.2 4.3 45.2 26.8 8.2 10.8 16.3 6.1 3.3 4.1 0.3 16.4 13.6
Number of Traders in Each Category Total Traders: 507
33 49 26 111 63 61 86 99 60 29 37 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 254,612
Positions
18,499 92,991 1,495 108,438 49,125 11,797 45,660 22,546 1,469 0 12,875 611 66,643 61,703
Changes from: December 27, 2011 Total Change is: 11,963
2,720 10,338 3 2,444 -452 -117 9,795 -397 -20 -4,015 -566 0 1,153 3,174
Percent of Open Interest Represented by Each Category of Trader
7.3 36.5 0.6 42.6 19.3 4.6 17.9 8.9 0.6 0.0 5.1 0.2 26.2 24.2
Number of Traders in Each Category Total Traders: 98
8 15 5 23 14 11 16 17 8 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,671,088
Positions
231,034 444,321 49,458 1,269,547 842,533 234,672 387,404 719,559 43,212 130,164 97,331 10,657 314,940 229,345
Changes from: December 27, 2011 Total Change is: 60,528
2,916 31,987 2,698 -28,584 2,658 6,764 35,188 14,253 3,380 8,997 12,482 1,118 28,051 -14,812
Percent of Open Interest Represented by Each Category of Trader
8.6 16.6 1.9 47.5 31.5 8.8 14.5 26.9 1.6 4.9 3.6 0.4 11.8 8.6
Number of Traders in Each Category Total Traders: 484
37 44 17 101 57 56 87 95 50 29 34 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 103,734
Positions
25,147 11,239 0 51,460 65,425 8,681 7,404 9,482 8 1,658 4,574 0 9,376 4,325
Changes from: December 27, 2011 Total Change is: -2,168
-570 -298 0 -2,483 490 -1,119 750 -832 -1 -23 -264 0 1,278 -144
Percent of Open Interest Represented by Each Category of Trader
24.2 10.8 0.0 49.6 63.1 8.4 7.1 9.1 0.0 1.6 4.4 0.0 9.0 4.2
Number of Traders in Each Category Total Traders: 88
11 8 0 29 14 15 12 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,931
Positions
8,192 26,504 134 19,898 9,851 1,653 14,123 7,943 329 1,767 3,531 0 6,835 2,986
Changes from: December 27, 2011 Total Change is: 1,734
129 1,599 -22 -422 299 157 1,642 -279 -658 -224 241 0 1,131 397
Percent of Open Interest Represented by Each Category of Trader
15.5 50.1 0.3 37.6 18.6 3.1 26.7 15.0 0.6 3.3 6.7 0.0 12.9 5.6
Number of Traders in Each Category Total Traders: 207
21 26 . 26 21 9 49 39 11 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 264,654
Positions
40,960 132,522 670 99,490 49,257 8,263 70,617 39,714 1,645 8,834 17,654 0 34,175 14,929
Changes from: December 27, 2011 Total Change is: 8,671
647 7,996 -111 -2,112 1,495 786 8,212 -1,396 -3,290 -1,118 1,204 0 5,657 1,987
Percent of Open Interest Represented by Each Category of Trader
15.5 50.1 0.3 37.6 18.6 3.1 26.7 15.0 0.6 3.3 6.7 0.0 12.9 5.6
Number of Traders in Each Category Total Traders: 207
21 26 . 26 21 9 49 39 11 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 402,600
Positions
192,866 21,834 9,387 110,184 213,100 27,663 41,036 94,895 1,630 3,766 19,432 113 15,955 14,546
Changes from: December 27, 2011 Total Change is: -6,146
-3,946 -2,383 -2,713 -5,579 -1,490 956 3,698 -2,544 445 494 1,918 0 499 -335
Percent of Open Interest Represented by Each Category of Trader
47.9 5.4 2.3 27.4 52.9 6.9 10.2 23.6 0.4 0.9 4.8 0.0 4.0 3.6
Number of Traders in Each Category Total Traders: 227
22 10 . 45 44 26 33 54 8 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,554
Positions
5,623 556 0 7,210 1,161 54 3,957 7,256 0 817 4,231 0 5,893 10,296
Changes from: December 27, 2011 Total Change is: 450
-1 556 0 153 427 22 241 -681 -3 0 0 0 38 129
Percent of Open Interest Represented by Each Category of Trader
23.9 2.4 0.0 30.6 4.9 0.2 16.8 30.8 0.0 3.5 18.0 0.0 25.0 43.7
Number of Traders in Each Category Total Traders: 38
6 . 0 10 . . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,355
Positions
15,180 5,788 573 5,726 3,239 725 6,107 3,971 1,552 1,677 0 0 5,815 21,507
Changes from: December 27, 2011 Total Change is: 1,599
1,930 -1,161 -159 -271 -1,085 6 -175 1,057 -64 51 0 0 281 3,005
Percent of Open Interest Represented by Each Category of Trader
40.6 15.5 1.5 15.3 8.7 1.9 16.3 10.6 4.2 4.5 0.0 0.0 15.6 57.6
Number of Traders in Each Category Total Traders: 51
14 8 . 5 . . 8 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,861
Positions
610 3,726 123 29,881 22,717 4,087 3,251 9,200 3 205 0 0 3,701 2,005
Changes from: December 27, 2011 Total Change is: -903
-1,670 -196 84 1,409 362 -888 -217 -107 0 0 0 0 379 -158
Percent of Open Interest Represented by Each Category of Trader
1.5 8.9 0.3 71.4 54.3 9.8 7.8 22.0 0.0 0.5 0.0 0.0 8.8 4.8
Number of Traders in Each Category Total Traders: 50
. . . 15 20 10 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 66,437
Positions
14,860 23,474 0 31,672 23,219 2,257 7,617 12,934 489 3,230 1,341 766 5,546 1,957
Changes from: December 27, 2011 Total Change is: 2,617
677 1,380 -9 1,254 -411 -222 169 3,179 -127 1,008 -1,430 16 -149 241
Percent of Open Interest Represented by Each Category of Trader
22.4 35.3 0.0 47.7 34.9 3.4 11.5 19.5 0.7 4.9 2.0 1.2 8.3 2.9
Number of Traders in Each Category Total Traders: 69
10 11 0 15 8 6 8 6 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 585,528
Positions
7,860 116,089 2,732 282,127 89,916 92,421 48,195 91,603 4,469 9,549 67,226 0 138,175 121,072
Changes from: December 27, 2011 Total Change is: 3,626
-4,950 1,991 829 -6,964 -1,971 1,392 10,546 -2,017 1,856 -2,012 403 -4 2,933 1,147
Percent of Open Interest Represented by Each Category of Trader
1.3 19.8 0.5 48.2 15.4 15.8 8.2 15.6 0.8 1.6 11.5 0.0 23.6 20.7
Number of Traders in Each Category Total Traders: 141
. 19 5 44 18 33 19 24 10 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 362,292
Positions
5,572 149,507 360 262,475 19,302 33,577 1,872 117,610 311 0 1,501 0 58,125 40,124
Changes from: December 27, 2011 Total Change is: -6,322
697 1,948 -2,271 61 -1,149 -640 -40 -4,086 -1,473 0 0 0 -2,656 1,349
Percent of Open Interest Represented by Each Category of Trader
1.5 41.3 0.1 72.4 5.3 9.3 0.5 32.5 0.1 0.0 0.4 0.0 16.0 11.1
Number of Traders in Each Category Total Traders: 69
. 11 . 37 6 21 . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 697,412
Positions
109,098 73,677 3,438 137,439 197,837 65,854 219,297 211,024 9,449 40,997 33,567 587 111,253 101,979
Changes from: December 27, 2011 Total Change is: 5,708
16,489 4,796 -1,593 4,735 3,224 -208 -18,025 8,195 -8,387 8,634 -251 0 4,063 -68
Percent of Open Interest Represented by Each Category of Trader
15.6 10.6 0.5 19.7 28.4 9.4 31.4 30.3 1.4 5.9 4.8 0.1 16.0 14.6
Number of Traders in Each Category Total Traders: 201
14 23 7 30 44 40 31 36 16 9 14 .
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
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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 1,497,556
Positions
62,851 130,086 18,459 652,757 597,846 166,405 255,996 160,004 36,789 26,593 93,566 4,800 272,906 289,601
Changes from: December 27, 2011 Total Change is: 21,678
-4,718 -11,244 3,053 -23,675 29,703 -1,991 38,204 -24,181 10,513 -14,280 9,175 3,265 11,307 3,385
Percent of Open Interest Represented by Each Category of Trader
4.2 8.7 1.2 43.6 39.9 11.1 17.1 10.7 2.5 1.8 6.2 0.3 18.2 19.3
Number of Traders in Each Category Total Traders: 224
17 27 11 31 53 42 36 40 19 5 15 .
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,286,469
Positions
44,369 234,293 5,312 355,890 438,896 163,225 275,648 138,930 14,355 204,562 70,103 0 223,108 221,355
Changes from: December 27, 2011 Total Change is: 62,780
-14,359 39,502 -5,002 12,615 23,710 727 50,383 -5,210 -582 -7,003 6,760 0 26,001 2,875
Percent of Open Interest Represented by Each Category of Trader
3.4 18.2 0.4 27.7 34.1 12.7 21.4 10.8 1.1 15.9 5.4 0.0 17.3 17.2
Number of Traders in Each Category Total Traders: 166
5 30 6 22 37 38 28 24 9 6 14 0
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 513,191
Positions
165,339 221,588 164,429 2,981 1,666 1,963 87,334 33,418 42,227 7,775 4,866 9,177 31,966 33,857
Changes from: December 27, 2011 Total Change is: -62,462
-36,463 -44,276 -5,376 -501 -2,001 -914 -16,549 -2,419 -3,303 -5,003 -1,942 294 5,353 -2,525
Percent of Open Interest Represented by Each Category of Trader
32.2 43.2 32.0 0.6 0.3 0.4 17.0 6.5 8.2 1.5 0.9 1.8 6.2 6.6
Number of Traders in Each Category Total Traders: 88
20 26 36 . . . 17 12 17 . 4 .
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,589,974
Positions
1,382,726 2,135,021 1,691,811 1,487,734 57,368 153,216 493,488 589,895 1,429,241 88,511 413,141 154,500 708,747 965,781
Changes from: December 27, 2011 Total Change is: 122,930
172,352 20,633 -21,323 -95,691 173 24,527 -14,345 51,837 51,806 -917 1,068 -3,500 10,021 -2,291
Percent of Open Interest Represented by Each Category of Trader
18.2 28.1 22.3 19.6 0.8 2.0 6.5 7.8 18.8 1.2 5.4 2.0 9.3 12.7
Number of Traders in Each Category Total Traders: 231
28 51 76 10 5 15 39 60 78 6 14 14
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,575
Positions
6,454 2,623 0 1,604 784 11 1,001 6,880 25 1,208 160 0 272 92
Changes from: December 27, 2011 Total Change is: 92
-38 -541 0 101 1 0 5 634 0 0 0 0 24 -2
Percent of Open Interest Represented by Each Category of Trader
61.0 24.8 0.0 15.2 7.4 0.1 9.5 65.1 0.2 11.4 1.5 0.0 2.6 0.9
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,322
Positions
9,300 6,588 0 1,239 1,978 0 1,272 3,262 0 70 305 0 441 189
Changes from: December 27, 2011 Total Change is: 383
149 -17 0 -124 185 0 246 215 0 30 0 0 82 0
Percent of Open Interest Represented by Each Category of Trader
75.5 53.5 0.0 10.1 16.1 0.0 10.3 26.5 0.0 0.6 2.5 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 32
4 5 0 . 4 0 6 7 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 66,053
Positions
21,469 32,539 0 6,387 335 307 22,580 30,695 578 5,924 280 1 8,807 1,318
Changes from: December 27, 2011 Total Change is: 1,407
-948 934 0 221 50 11 -682 645 77 284 70 1 2,443 -381
Percent of Open Interest Represented by Each Category of Trader
32.5 49.3 0.0 9.7 0.5 0.5 34.2 46.5 0.9 9.0 0.4 0.0 13.3 2.0
Number of Traders in Each Category Total Traders: 106
4 6 0 9 . . 40 12 . 29 . .
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 128,268
Positions
34,158 24,189 32,760 8,472 1,508 960 9,779 24,961 11,165 1,695 2,043 14,961 14,318 15,721
Changes from: December 27, 2011 Total Change is: 830
1,756 -1,459 -2,144 44 89 -242 258 2,519 -793 289 592 -55 1,717 2,323
Percent of Open Interest Represented by Each Category of Trader
26.6 18.9 25.5 6.6 1.2 0.7 7.6 19.5 8.7 1.3 1.6 11.7 11.2 12.3
Number of Traders in Each Category Total Traders: 65
10 8 15 9 . 4 12 11 14 5 4 5
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Traders in Financial Futures - Futures Only Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,631
Positions
11,727 301 0 1,545 1,457 90 1,658 4,096 168 0 9,273 232 211 14
Changes from: December 27, 2011 Total Change is: -431
-66 301 0 82 1 0 -255 1,348 0 0 -1,892 -195 3 6
Percent of Open Interest Represented by Each Category of Trader
75.0 1.9 0.0 9.9 9.3 0.6 10.6 26.2 1.1 0.0 59.3 1.5 1.3 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 4 . . 7 . 0 . .
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Updated January 6, 2012