Traders in Financial Futures - Futures Only Positions as of January 31, 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 119,270
Positions
36,519 8,133 1,804 18,174 34,461 607 17,487 50,118 4,373 7,768 0 16 32,522 19,758
Changes from: January 24, 2012 Total Change is: 2,106
3,512 956 125 207 -209 4 -2,538 378 78 -791 0 16 1,493 758
Percent of Open Interest Represented by Each Category of Trader
30.6 6.8 1.5 15.2 28.9 0.5 14.7 42.0 3.7 6.5 0.0 0.0 27.3 16.6
Number of Traders in Each Category Total Traders: 77
8 8 6 6 4 . 22 19 6 10 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 40,836
Positions
11,719 5,821 795 877 1,972 275 15,395 17,022 578 537 0 0 10,660 14,373
Changes from: January 24, 2012 Total Change is: 1,522
1,021 4,219 -52 -122 11 -8 -1,161 -1,249 419 0 0 0 1,425 -1,818
Percent of Open Interest Represented by Each Category of Trader
28.7 14.3 1.9 2.1 4.8 0.7 37.7 41.7 1.4 1.3 0.0 0.0 26.1 35.2
Number of Traders in Each Category Total Traders: 42
6 8 . . 4 . 9 13 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 190,849
Positions
135,659 6,417 249 8,861 79,310 3,161 25,515 70,783 1,173 1,170 629 0 15,061 29,127
Changes from: January 24, 2012 Total Change is: 809
-6,140 3,875 -100 123 -2,122 -104 6,558 3,076 74 2 -1,650 0 396 -2,240
Percent of Open Interest Represented by Each Category of Trader
71.1 3.4 0.1 4.6 41.6 1.7 13.4 37.1 0.6 0.6 0.3 0.0 7.9 15.3
Number of Traders in Each Category Total Traders: 97
11 9 4 6 16 4 18 33 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 172,967
Positions
1,782 73,664 557 65,034 10,058 1,045 76,797 54,093 262 750 2,940 0 26,740 30,348
Changes from: January 24, 2012 Total Change is: 20,906
1,185 12,158 371 -768 -271 17 15,470 6,187 31 -1,091 1,817 0 5,691 596
Percent of Open Interest Represented by Each Category of Trader
1.0 42.6 0.3 37.6 5.8 0.6 44.4 31.3 0.2 0.4 1.7 0.0 15.5 17.5
Number of Traders in Each Category Total Traders: 94
. 19 4 8 8 4 20 29 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 305,328
Positions
132,441 38,092 695 57,576 31,232 4,275 70,584 161,936 1,724 5,337 8,299 756 31,940 58,319
Changes from: January 24, 2012 Total Change is: -10,022
-11,357 3,671 91 3,925 -616 -603 -67 -12,235 146 -658 913 230 -1,729 -1,619
Percent of Open Interest Represented by Each Category of Trader
43.4 12.5 0.2 18.9 10.2 1.4 23.1 53.0 0.6 1.7 2.7 0.2 10.5 19.1
Number of Traders in Each Category Total Traders: 181
23 14 4 17 16 11 23 66 14 4 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 150,115
Positions
13,713 51,273 3,535 4,985 42,188 1,020 96,975 31,534 498 980 1,791 11 28,398 18,265
Changes from: January 24, 2012 Total Change is: 10,391
2,957 6,484 266 1,567 -1,750 -42 4,838 5,032 112 488 -769 0 205 1,058
Percent of Open Interest Represented by Each Category of Trader
9.1 34.2 2.4 3.3 28.1 0.7 64.6 21.0 0.3 0.7 1.2 0.0 18.9 12.2
Number of Traders in Each Category Total Traders: 93
5 14 5 5 7 . 33 21 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 122,493
Positions
41,239 39,971 71,378 0 0 0 6,381 7,693 3,264 0 0 0 231 187
Changes from: January 24, 2012 Total Change is: 1,379
619 1,198 -95 0 0 0 884 298 1 0 0 0 -30 -23
Percent of Open Interest Represented by Each Category of Trader
33.7 32.6 58.3 0.0 0.0 0.0 5.2 6.3 2.7 0.0 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 23
7 10 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 150,567
Positions
68,904 61,979 1,127 23,180 869 707 49,277 78,087 941 1,579 2,612 0 4,852 4,245
Changes from: January 24, 2012 Total Change is: 8,053
217 2,202 147 -635 -75 -115 7,047 5,907 -9 498 659 0 903 -663
Percent of Open Interest Represented by Each Category of Trader
45.8 41.2 0.7 15.4 0.6 0.5 32.7 51.9 0.6 1.0 1.7 0.0 3.2 2.8
Number of Traders in Each Category Total Traders: 102
7 14 . 10 . . 30 26 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 31,627
Positions
1,634 19,157 205 0 449 0 25,072 9,571 175 420 443 0 4,121 1,627
Changes from: January 24, 2012 Total Change is: 6,058
-68 3,104 -20 -101 -152 0 5,093 3,002 34 255 101 0 865 -11
Percent of Open Interest Represented by Each Category of Trader
5.2 60.6 0.6 0.0 1.4 0.0 79.3 30.3 0.6 1.3 1.4 0.0 13.0 5.1
Number of Traders in Each Category Total Traders: 49
. 12 . 0 . 0 18 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 51,836
Positions
14,437 33,127 164 3,233 2,534 538 22,943 10,220 207 3,228 421 0 7,087 4,627
Changes from: January 24, 2012 Total Change is: 120
-174 -72 -142 -178 140 -195 1,059 1,025 42 133 -153 0 -426 -525
Percent of Open Interest Represented by Each Category of Trader
27.9 63.9 0.3 6.2 4.9 1.0 44.3 19.7 0.4 6.2 0.8 0.0 13.7 8.9
Number of Traders in Each Category Total Traders: 90
16 14 . . 6 . 29 16 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 103,671
Positions
28,874 66,254 328 6,466 5,067 1,075 45,886 20,439 413 6,456 842 0 14,173 9,253
Changes from: January 24, 2012 Total Change is: 239
-347 -144 -284 -355 280 -390 2,117 2,049 83 266 -306 0 -851 -1,049
Percent of Open Interest Represented by Each Category of Trader
27.9 63.9 0.3 6.2 4.9 1.0 44.3 19.7 0.4 6.2 0.8 0.0 13.7 8.9
Number of Traders in Each Category Total Traders: 90
16 14 . . 6 . 29 16 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 799,299
Positions
43,585 194,780 37,715 367,748 190,494 58,394 94,168 153,691 32,250 33,745 30,712 3,859 127,835 97,404
Changes from: January 24, 2012 Total Change is: 4,305
3,274 10,677 -2,550 -272 -1,089 1,878 7,075 9,074 -6,519 1,459 -2,438 -32 -8 -4,696
Percent of Open Interest Represented by Each Category of Trader
5.5 24.4 4.7 46.0 23.8 7.3 11.8 19.2 4.0 4.2 3.8 0.5 16.0 12.2
Number of Traders in Each Category Total Traders: 522
31 56 28 116 61 66 86 109 70 31 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 253,264
Positions
27,951 115,932 1,325 108,902 46,330 11,907 18,841 24,959 1,729 3,219 11,867 1,286 78,104 37,929
Changes from: January 24, 2012 Total Change is: -5,017
-4,200 8,049 -190 198 -702 64 -10,400 3,249 -244 -24 -685 0 9,779 -14,558
Percent of Open Interest Represented by Each Category of Trader
11.0 45.8 0.5 43.0 18.3 4.7 7.4 9.9 0.7 1.3 4.7 0.5 30.8 15.0
Number of Traders in Each Category Total Traders: 104
8 16 5 26 14 12 13 19 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 2,730,177
Positions
181,420 497,486 78,704 1,331,977 758,566 194,690 465,283 732,309 63,955 160,069 101,664 5,426 248,653 297,377
Changes from: January 24, 2012 Total Change is: 46,611
3,062 -21,165 22,509 4,163 4,575 2,558 59,025 775 -3,027 7,010 -9,170 245 -48,934 49,311
Percent of Open Interest Represented by Each Category of Trader
6.6 18.2 2.9 48.8 27.8 7.1 17.0 26.8 2.3 5.9 3.7 0.2 9.1 10.9
Number of Traders in Each Category Total Traders: 501
33 53 19 106 54 61 88 106 60 30 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 109,600
Positions
21,323 22,569 53 51,202 61,932 8,160 15,992 8,174 0 1,779 4,375 0 11,091 4,337
Changes from: January 24, 2012 Total Change is: 460
335 1,789 53 -916 1,468 -1,482 2,814 -897 -321 62 -21 0 -85 -129
Percent of Open Interest Represented by Each Category of Trader
19.5 20.6 0.0 46.7 56.5 7.4 14.6 7.5 0.0 1.6 4.0 0.0 10.1 4.0
Number of Traders in Each Category Total Traders: 94
11 9 . 32 12 14 17 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 91,933
Positions
7,189 46,566 9,738 26,177 9,548 1,672 31,539 11,246 4,817 2,014 4,061 135 8,652 4,150
Changes from: January 24, 2012 Total Change is: 815
908 2,695 1,680 837 -114 -114 2,153 1,288 -2,178 418 -33 134 -3,025 -2,544
Percent of Open Interest Represented by Each Category of Trader
7.8 50.7 10.6 28.5 10.4 1.8 34.3 12.2 5.2 2.2 4.4 0.1 9.4 4.5
Number of Traders in Each Category Total Traders: 235
23 31 10 29 22 9 68 35 15 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 15,494
Positions
7,803 11,147 21 0 300 0 4,569 2,333 0 0 979 0 3,101 714
Changes from: January 24, 2012 Total Change is: -522
1,170 1,353 1 0 0 0 -2,111 1,351 0 0 123 0 418 -3,350
Percent of Open Interest Represented by Each Category of Trader
50.4 71.9 0.1 0.0 1.9 0.0 29.5 15.1 0.0 0.0 6.3 0.0 20.0 4.6
Number of Traders in Each Category Total Traders: 24
9 8 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 382,193
Positions
42,821 222,986 2,694 130,885 46,240 8,358 157,382 67,099 1,553 10,070 15,411 673 27,757 17,179
Changes from: January 24, 2012 Total Change is: 6,684
7,039 15,059 46 4,185 -572 -568 10,674 -10,963 -242 2,092 -779 671 -17,213 4,032
Percent of Open Interest Represented by Each Category of Trader
11.2 58.3 0.7 34.2 12.1 2.2 41.2 17.6 0.4 2.6 4.0 0.2 7.3 4.5
Number of Traders in Each Category Total Traders: 235
24 30 . 29 22 9 67 37 12 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 401,322
Positions
142,923 27,709 21,135 122,376 203,443 29,222 55,375 86,331 4,446 7,824 12,185 296 17,725 16,555
Changes from: January 24, 2012 Total Change is: -7,311
-16,696 -430 449 3,625 2,179 133 3,306 -9,141 1,877 -461 -2,861 -76 532 559
Percent of Open Interest Represented by Each Category of Trader
35.6 6.9 5.3 30.5 50.7 7.3 13.8 21.5 1.1 1.9 3.0 0.1 4.4 4.1
Number of Traders in Each Category Total Traders: 244
22 12 4 47 43 26 43 53 16 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 21,835
Positions
5,500 487 0 6,366 853 53 3,494 5,088 0 600 4,975 0 5,822 10,379
Changes from: January 24, 2012 Total Change is: -1,072
410 -208 0 -1,713 -742 -1 -49 -281 0 0 389 0 281 -229
Percent of Open Interest Represented by Each Category of Trader
25.2 2.2 0.0 29.2 3.9 0.2 16.0 23.3 0.0 2.7 22.8 0.0 26.7 47.5
Number of Traders in Each Category Total Traders: 34
6 . 0 9 . . 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 42,431
Positions
14,013 8,459 1,536 7,109 2,979 855 6,116 3,092 4,934 2,093 0 0 5,775 20,576
Changes from: January 24, 2012 Total Change is: -1,176
-530 1,213 714 636 15 -96 -2,388 913 1,741 84 0 0 -1,337 -5,676
Percent of Open Interest Represented by Each Category of Trader
33.0 19.9 3.6 16.8 7.0 2.0 14.4 7.3 11.6 4.9 0.0 0.0 13.6 48.5
Number of Traders in Each Category Total Traders: 56
10 14 4 7 . 4 10 9 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 46,637
Positions
2,417 3,633 100 31,806 25,644 4,606 2,801 10,424 165 0 0 0 4,742 2,065
Changes from: January 24, 2012 Total Change is: 323
1,989 -673 11 -1,736 1,825 -107 1 -797 0 0 0 0 165 64
Percent of Open Interest Represented by Each Category of Trader
5.2 7.8 0.2 68.2 55.0 9.9 6.0 22.4 0.4 0.0 0.0 0.0 10.2 4.4
Number of Traders in Each Category Total Traders: 51
. . . 17 20 10 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 72,328
Positions
8,164 22,667 900 34,900 23,997 3,184 9,713 15,747 317 4,800 489 600 9,750 4,427
Changes from: January 24, 2012 Total Change is: 4,219
-1,984 1,057 878 -882 -1,243 842 1,647 156 -278 665 -73 2 3,329 2,878
Percent of Open Interest Represented by Each Category of Trader
11.3 31.3 1.2 48.3 33.2 4.4 13.4 21.8 0.4 6.6 0.7 0.8 13.5 6.1
Number of Traders in Each Category Total Traders: 79
8 14 . 17 9 8 15 5 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 619,808
Positions
15,979 103,586 3,089 281,092 113,261 95,194 66,575 83,751 5,898 9,295 73,007 336 142,350 141,686
Changes from: January 24, 2012 Total Change is: -4,888
-14,352 8,030 55 -11,956 128 -3,036 19,359 -25,139 -1,158 -30 6,274 300 5,930 9,658
Percent of Open Interest Represented by Each Category of Trader
2.6 16.7 0.5 45.4 18.3 15.4 10.7 13.5 1.0 1.5 11.8 0.1 23.0 22.9
Number of Traders in Each Category Total Traders: 157
6 20 7 42 19 31 32 22 20 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 378,456
Positions
6,546 142,723 652 278,951 31,494 27,858 1,872 119,918 755 0 3,560 0 61,822 51,496
Changes from: January 24, 2012 Total Change is: 6,139
1,721 -5,304 -23 3,692 4,207 -1,413 0 2,116 478 0 1,949 0 1,684 4,129
Percent of Open Interest Represented by Each Category of Trader
1.7 37.7 0.2 73.7 8.3 7.4 0.5 31.7 0.2 0.0 0.9 0.0 16.3 13.6
Number of Traders in Each Category Total Traders: 66
. 8 4 36 6 18 . 10 . 0 . 0
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Traders in Financial Futures - Futures Only Positions as of January 31, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 934,666
Positions
81,860 133,313 3,453 153,317 235,123 85,473 379,368 318,071 19,654 80,301 34,590 7,501 123,739 97,488
Changes from: January 24, 2012 Total Change is: 89,406
4,172 -17,757 1,545 -4,528 68,298 10,458 43,664 30,424 7,463 18,316 -14,513 6,914 1,402 -3,426
Percent of Open Interest Represented by Each Category of Trader
8.8 14.3 0.4 16.4 25.2 9.1 40.6 34.0 2.1 8.6 3.7 0.8 13.2 10.4
Number of Traders in Each Category Total Traders: 225
14 26 8 34 39 44 51 33 16 13 15 4
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Traders in Financial Futures - Futures Only Positions as of January 31, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,763,911
Positions
117,476 123,452 30,671 737,053 756,950 173,334 313,419 191,175 48,704 58,718 100,705 5,517 279,019 333,403
Changes from: January 24, 2012 Total Change is: 55,506
-25,723 33,694 11,351 33,406 -54,009 26,438 -23,200 40,154 7,595 1,625 6,453 1,647 22,367 -17,817
Percent of Open Interest Represented by Each Category of Trader
6.7 7.0 1.7 41.8 42.9 9.8 17.8 10.8 2.8 3.3 5.7 0.3 15.8 18.9
Number of Traders in Each Category Total Traders: 261
24 24 18 32 58 46 46 50 40 10 17 7
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Traders in Financial Futures - Futures Only Positions as of January 31, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,477,558
Positions
72,658 220,371 9,301 493,742 649,615 170,501 266,131 120,915 25,602 204,250 65,166 321 235,052 215,766
Changes from: January 24, 2012 Total Change is: 31,082
6,718 11,610 902 -9,268 25,739 21,597 -3,863 -2,445 5,199 5,222 -13,911 -9,799 14,374 -7,810
Percent of Open Interest Represented by Each Category of Trader
4.9 14.9 0.6 33.4 44.0 11.5 18.0 8.2 1.7 13.8 4.4 0.0 15.9 14.6
Number of Traders in Each Category Total Traders: 200
9 30 6 21 42 41 40 34 23 11 13 .
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Traders in Financial Futures - Futures Only Positions as of January 31, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 548,721
Positions
166,028 239,840 180,077 1,105 1,093 3,974 94,079 24,731 50,896 8,857 4,200 5,879 37,826 38,031
Changes from: January 24, 2012 Total Change is: 18,492
9,281 18,391 3,847 200 53 0 11,436 826 -774 180 -650 -2,117 -3,561 -1,084
Percent of Open Interest Represented by Each Category of Trader
30.3 43.7 32.8 0.2 0.2 0.7 17.1 4.5 9.3 1.6 0.8 1.1 6.9 6.9
Number of Traders in Each Category Total Traders: 87
21 24 34 . . . 21 8 20 4 . .
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Traders in Financial Futures - Futures Only Positions as of January 31, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,056,074
Positions
1,219,340 2,281,633 1,887,971 1,222,799 335,291 83,896 974,095 543,351 1,521,420 77,022 297,438 202,366 867,165 902,708
Changes from: January 24, 2012 Total Change is: 191,993
121,114 -49,692 88,400 -151,061 110,257 -864 72,623 22,136 71,720 -17,221 -44,822 34,180 -26,898 -39,322
Percent of Open Interest Represented by Each Category of Trader
15.1 28.3 23.4 15.2 4.2 1.0 12.1 6.7 18.9 1.0 3.7 2.5 10.8 11.2
Number of Traders in Each Category Total Traders: 248
26 58 80 11 7 12 58 50 81 9 13 16
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Traders in Financial Futures - Futures Only Positions as of January 31, 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 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,571
Positions
5,243 2,708 0 1,694 780 11 1,001 5,775 30 1,360 160 0 232 107
Changes from: January 24, 2012 Total Change is: -93
-86 -439 0 141 0 0 -211 304 0 58 0 0 5 42
Percent of Open Interest Represented by Each Category of Trader
54.8 28.3 0.0 17.7 8.1 0.1 10.5 60.3 0.3 14.2 1.7 0.0 2.4 1.1
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 13,572
Positions
11,274 8,464 0 1,058 1,846 0 934 2,793 0 40 345 0 266 124
Changes from: January 24, 2012 Total Change is: 997
2,257 583 0 -178 180 0 -992 187 0 -40 40 0 -50 7
Percent of Open Interest Represented by Each Category of Trader
83.1 62.4 0.0 7.8 13.6 0.0 6.9 20.6 0.0 0.3 2.5 0.0 2.0 0.9
Number of Traders in Each Category Total Traders: 34
4 5 0 . 4 0 4 11 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of January 31, 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 54,946
Positions
18,179 29,892 150 2,981 360 537 20,325 20,348 1,040 4,203 765 0 7,531 1,854
Changes from: January 24, 2012 Total Change is: -9,202
-3,057 -1,745 150 -2,122 0 23 -2,366 -7,684 -454 -1,148 313 0 -228 195
Percent of Open Interest Represented by Each Category of Trader
33.1 54.4 0.3 5.4 0.7 1.0 37.0 37.0 1.9 7.6 1.4 0.0 13.7 3.4
Number of Traders in Each Category Total Traders: 96
4 5 . 8 . . 33 16 5 21 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 171,354
Positions
61,568 27,293 26,873 11,592 2,415 1,439 8,474 49,752 12,103 1,035 5,565 25,803 22,467 20,111
Changes from: January 24, 2012 Total Change is: 19,732
1,519 -6,404 1,418 2,077 424 99 -3,532 4,609 2,731 -94 -709 844 14,670 16,720
Percent of Open Interest Represented by Each Category of Trader
35.9 15.9 15.7 6.8 1.4 0.8 4.9 29.0 7.1 0.6 3.2 15.1 13.1 11.7
Number of Traders in Each Category Total Traders: 80
14 9 18 8 . 4 12 20 20 4 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 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 16,376
Positions
11,630 1,417 0 1,673 1,001 430 1,817 11,880 168 0 1,146 312 346 22
Changes from: January 24, 2012 Total Change is: 22
12 -108 0 24 51 0 -6 70 0 0 -3 3 -11 9
Percent of Open Interest Represented by Each Category of Trader
71.0 8.7 0.0 10.2 6.1 2.6 11.1 72.5 1.0 0.0 7.0 1.9 2.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 7 . 0 . .
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Updated February 3, 2012