Traders in Financial Futures - Futures Only Positions as of February 14, 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 122,896
Positions
25,583 12,337 4,111 19,300 34,116 198 25,837 47,236 4,699 7,938 28 5 35,225 20,166
Changes from: February 7, 2012 Total Change is: -59
-1,172 635 17 1,361 8 -410 -551 -1,466 248 178 -392 -2 272 1,303
Percent of Open Interest Represented by Each Category of Trader
20.8 10.0 3.3 15.7 27.8 0.2 21.0 38.4 3.8 6.5 0.0 0.0 28.7 16.4
Number of Traders in Each Category Total Traders: 76
10 6 6 8 4 . 23 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 48,092
Positions
14,102 10,788 841 1,009 1,938 151 21,447 19,009 271 537 0 0 9,734 15,094
Changes from: February 7, 2012 Total Change is: 5,266
1,929 4,345 -7 139 -2 -139 3,613 1,836 -127 0 0 0 -142 -640
Percent of Open Interest Represented by Each Category of Trader
29.3 22.4 1.7 2.1 4.0 0.3 44.6 39.5 0.6 1.1 0.0 0.0 20.2 31.4
Number of Traders in Each Category Total Traders: 47
7 9 . . 4 . 10 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 192,071
Positions
124,927 8,466 842 10,743 76,487 2,456 31,161 75,147 1,148 2,589 755 0 18,205 26,770
Changes from: February 7, 2012 Total Change is: -3,662
-5,258 496 126 -24 317 -789 1,588 -2,034 125 986 -1,455 0 -416 -448
Percent of Open Interest Represented by Each Category of Trader
65.0 4.4 0.4 5.6 39.8 1.3 16.2 39.1 0.6 1.3 0.4 0.0 9.5 13.9
Number of Traders in Each Category Total Traders: 92
10 10 6 6 14 5 20 28 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 153,683
Positions
3,093 52,247 1,332 65,577 6,833 538 60,802 53,826 749 1,279 2,785 0 20,313 35,373
Changes from: February 7, 2012 Total Change is: -24,829
1,212 -23,201 751 -1,044 -356 -420 -20,292 -6,991 372 529 843 0 -5,937 4,173
Percent of Open Interest Represented by Each Category of Trader
2.0 34.0 0.9 42.7 4.4 0.4 39.6 35.0 0.5 0.8 1.8 0.0 13.2 23.0
Number of Traders in Each Category Total Traders: 98
. 18 6 9 5 . 17 38 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 291,060
Positions
128,914 36,569 507 65,440 31,967 3,527 51,873 149,048 2,461 5,293 7,444 1,091 31,954 58,446
Changes from: February 7, 2012 Total Change is: 2,403
5,651 -1,417 6 4,508 1,307 -608 -7,941 3,074 721 160 -2,507 335 -429 1,492
Percent of Open Interest Represented by Each Category of Trader
44.3 12.6 0.2 22.5 11.0 1.2 17.8 51.2 0.8 1.8 2.6 0.4 11.0 20.1
Number of Traders in Each Category Total Traders: 177
25 14 6 17 18 11 16 67 15 4 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 151,885
Positions
12,642 53,586 3,359 6,328 40,378 744 93,077 30,451 719 1,116 2,449 2 33,898 20,197
Changes from: February 7, 2012 Total Change is: 3,006
607 1,617 -5 769 -1,270 -293 65 1,640 230 626 -898 0 1,007 1,985
Percent of Open Interest Represented by Each Category of Trader
8.3 35.3 2.2 4.2 26.6 0.5 61.3 20.0 0.5 0.7 1.6 0.0 22.3 13.3
Number of Traders in Each Category Total Traders: 90
6 13 4 7 7 . 32 17 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 123,471
Positions
41,491 40,158 71,745 0 0 0 6,548 7,957 3,405 0 120 0 282 86
Changes from: February 7, 2012 Total Change is: 463
3 9 263 0 0 0 237 -74 141 0 120 0 -181 4
Percent of Open Interest Represented by Each Category of Trader
33.6 32.5 58.1 0.0 0.0 0.0 5.3 6.4 2.8 0.0 0.1 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 23
6 11 12 0 0 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 159,768
Positions
61,166 61,924 1,063 25,540 669 0 58,254 84,850 3,131 2,512 2,282 0 8,102 5,849
Changes from: February 7, 2012 Total Change is: 14,123
-788 -149 -150 3,407 -146 -707 7,134 11,085 2,193 291 -253 0 2,743 2,250
Percent of Open Interest Represented by Each Category of Trader
38.3 38.8 0.7 16.0 0.4 0.0 36.5 53.1 2.0 1.6 1.4 0.0 5.1 3.7
Number of Traders in Each Category Total Traders: 105
5 15 . 11 . 0 36 19 4 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 36,704
Positions
1,692 22,974 205 457 353 0 29,368 10,935 216 454 342 0 4,312 1,679
Changes from: February 7, 2012 Total Change is: 1,684
-20 904 0 192 163 0 1,621 431 41 -15 0 0 -135 145
Percent of Open Interest Represented by Each Category of Trader
4.6 62.6 0.6 1.2 1.0 0.0 80.0 29.8 0.6 1.2 0.9 0.0 11.7 4.6
Number of Traders in Each Category Total Traders: 52
. 12 . . . 0 22 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 53,993
Positions
15,212 33,771 33 3,508 2,275 596 24,451 10,962 24 3,026 1,128 0 7,146 5,207
Changes from: February 7, 2012 Total Change is: -897
699 17 -169 22 63 -128 -870 -1,546 0 -427 45 0 -25 820
Percent of Open Interest Represented by Each Category of Trader
28.2 62.5 0.1 6.5 4.2 1.1 45.3 20.3 0.0 5.6 2.1 0.0 13.2 9.6
Number of Traders in Each Category Total Traders: 96
19 14 . . 6 . 27 18 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 107,986
Positions
30,424 67,541 66 7,015 4,549 1,191 48,901 21,923 47 6,051 2,256 0 14,291 10,413
Changes from: February 7, 2012 Total Change is: -1,794
1,397 34 -337 43 126 -255 -1,740 -3,091 0 -853 90 0 -49 1,639
Percent of Open Interest Represented by Each Category of Trader
28.2 62.5 0.1 6.5 4.2 1.1 45.3 20.3 0.0 5.6 2.1 0.0 13.2 9.6
Number of Traders in Each Category Total Traders: 96
19 14 . . 6 . 27 18 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 796,294
Positions
47,244 200,656 41,613 381,164 172,950 55,802 89,195 167,259 31,299 31,768 34,291 4,908 113,302 87,516
Changes from: February 7, 2012 Total Change is: -2,302
403 -2,065 2,885 8,225 -3,697 -2,713 2,375 13,501 -2,328 -1,530 840 240 -9,860 -8,965
Percent of Open Interest Represented by Each Category of Trader
5.9 25.2 5.2 47.9 21.7 7.0 11.2 21.0 3.9 4.0 4.3 0.6 14.2 11.0
Number of Traders in Each Category Total Traders: 540
34 55 31 117 60 60 83 121 67 38 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 244,939
Positions
29,804 109,088 4,591 106,853 44,758 11,550 18,053 24,608 1,995 2,626 10,604 1,911 67,556 35,834
Changes from: February 7, 2012 Total Change is: -8,678
-301 -8,394 2,586 -1,749 -250 30 137 -1,684 -84 -396 -896 600 -9,501 -586
Percent of Open Interest Represented by Each Category of Trader
12.2 44.5 1.9 43.6 18.3 4.7 7.4 10.0 0.8 1.1 4.3 0.8 27.6 14.6
Number of Traders in Each Category Total Traders: 112
9 17 7 27 14 13 13 22 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 2,756,775
Positions
179,053 549,694 93,254 1,420,411 689,818 172,404 420,032 777,578 82,197 153,989 126,717 6,704 228,731 258,409
Changes from: February 7, 2012 Total Change is: 31,878
-2,429 25,693 7,444 56,512 -10,591 -20,357 -19,553 45,182 19,524 -5,088 9,260 -2,382 -1,793 -41,895
Percent of Open Interest Represented by Each Category of Trader
6.5 19.9 3.4 51.5 25.0 6.3 15.2 28.2 3.0 5.6 4.6 0.2 8.3 9.4
Number of Traders in Each Category Total Traders: 515
33 54 21 105 53 54 86 117 60 36 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 109,029
Positions
20,593 26,033 0 54,683 60,709 5,132 15,594 8,983 0 1,690 3,871 0 11,337 4,301
Changes from: February 7, 2012 Total Change is: -1,003
-432 813 0 744 -754 327 -189 451 -1,784 -270 -415 0 601 359
Percent of Open Interest Represented by Each Category of Trader
18.9 23.9 0.0 50.2 55.7 4.7 14.3 8.2 0.0 1.6 3.6 0.0 10.4 3.9
Number of Traders in Each Category Total Traders: 91
8 9 0 30 12 13 16 10 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 106,024
Positions
6,818 53,310 9,956 28,829 9,264 1,518 39,114 14,584 6,759 2,891 4,943 381 9,758 5,309
Changes from: February 7, 2012 Total Change is: 13,212
-495 6,672 95 6,012 -145 -112 4,036 2,351 1,961 816 1,348 255 643 787
Percent of Open Interest Represented by Each Category of Trader
6.4 50.3 9.4 27.2 8.7 1.4 36.9 13.8 6.4 2.7 4.7 0.4 9.2 5.0
Number of Traders in Each Category Total Traders: 250
19 32 12 38 22 11 70 40 14 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 18,495
Positions
9,179 13,360 22 0 300 0 6,141 2,824 0 0 1,225 0 3,153 764
Changes from: February 7, 2012 Total Change is: 2,764
984 2,212 0 0 0 0 1,825 245 0 0 246 0 -45 61
Percent of Open Interest Represented by Each Category of Trader
49.6 72.2 0.1 0.0 1.6 0.0 33.2 15.3 0.0 0.0 6.6 0.0 17.0 4.1
Number of Traders in Each Category Total Traders: 25
9 9 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 437,643
Positions
35,258 246,813 2,607 144,147 44,821 7,590 195,570 89,503 3,089 14,454 18,591 1,904 33,024 22,725
Changes from: February 7, 2012 Total Change is: 52,238
-7,121 22,574 199 30,060 -725 -559 20,181 19,653 680 4,082 5,509 1,275 3,441 3,632
Percent of Open Interest Represented by Each Category of Trader
8.1 56.4 0.6 32.9 10.2 1.7 44.7 20.5 0.7 3.3 4.2 0.4 7.5 5.2
Number of Traders in Each Category Total Traders: 249
20 30 4 38 22 11 70 40 11 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 402,862
Positions
136,265 30,205 17,540 133,016 204,609 26,232 58,624 95,002 2,187 8,499 10,172 351 20,148 16,564
Changes from: February 7, 2012 Total Change is: 16,226
5,293 -383 -988 3,961 11,934 -2,125 10,561 9,312 -144 -1,092 -829 -16 776 -535
Percent of Open Interest Represented by Each Category of Trader
33.8 7.5 4.4 33.0 50.8 6.5 14.6 23.6 0.5 2.1 2.5 0.1 5.0 4.1
Number of Traders in Each Category Total Traders: 252
21 13 5 49 43 24 45 55 13 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 25,302
Positions
5,788 836 0 7,357 853 32 3,497 5,774 500 1,527 5,629 0 6,601 11,678
Changes from: February 7, 2012 Total Change is: 1,228
-80 -557 0 771 0 0 -976 -192 -1 927 194 0 587 1,784
Percent of Open Interest Represented by Each Category of Trader
22.9 3.3 0.0 29.1 3.4 0.1 13.8 22.8 2.0 6.0 22.2 0.0 26.1 46.2
Number of Traders in Each Category Total Traders: 40
7 . 0 9 . . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 46,081
Positions
11,387 8,161 1,438 8,176 2,950 752 9,785 2,270 3,154 2,566 206 0 8,823 27,150
Changes from: February 7, 2012 Total Change is: 1,388
-2,473 2,987 -87 490 36 -124 -1,038 -130 905 114 -22 0 3,601 -2,177
Percent of Open Interest Represented by Each Category of Trader
24.7 17.7 3.1 17.7 6.4 1.6 21.2 4.9 6.8 5.6 0.4 0.0 19.1 58.9
Number of Traders in Each Category Total Traders: 54
10 13 4 7 . . 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 46,451
Positions
2,188 3,909 179 32,292 25,196 4,157 2,804 10,745 165 0 0 0 4,666 2,100
Changes from: February 7, 2012 Total Change is: 490
-150 246 0 605 -241 105 -335 139 0 0 0 0 265 241
Percent of Open Interest Represented by Each Category of Trader
4.7 8.4 0.4 69.5 54.2 8.9 6.0 23.1 0.4 0.0 0.0 0.0 10.0 4.5
Number of Traders in Each Category Total Traders: 53
. . . 19 20 9 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 79,498
Positions
11,933 25,307 794 32,654 24,065 4,379 11,630 19,894 637 7,009 263 671 9,791 3,488
Changes from: February 7, 2012 Total Change is: 3,024
792 2,327 -113 -1,266 -21 960 1,347 -914 320 715 0 71 198 394
Percent of Open Interest Represented by Each Category of Trader
15.0 31.8 1.0 41.1 30.3 5.5 14.6 25.0 0.8 8.8 0.3 0.8 12.3 4.4
Number of Traders in Each Category Total Traders: 84
9 12 . 19 9 8 17 5 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 605,045
Positions
16,264 80,948 5,036 267,650 145,528 91,416 70,092 79,551 8,000 9,388 53,632 407 136,792 140,527
Changes from: February 7, 2012 Total Change is: -16,076
-5,743 577 -392 -240 8,123 -7,899 -2,368 -8,379 1,729 745 -5,375 -93 -1,815 -4,367
Percent of Open Interest Represented by Each Category of Trader
2.7 13.4 0.8 44.2 24.1 15.1 11.6 13.1 1.3 1.6 8.9 0.1 22.6 23.2
Number of Traders in Each Category Total Traders: 165
8 17 14 43 22 33 29 30 22 . 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 378,075
Positions
4,615 149,125 2,262 274,380 28,469 33,021 1,830 108,096 3,477 1,375 2,161 2,944 54,171 48,520
Changes from: February 7, 2012 Total Change is: -488
0 3,382 1,406 -5,844 15 903 0 -10,913 2,649 0 212 2,674 -2,276 -816
Percent of Open Interest Represented by Each Category of Trader
1.2 39.4 0.6 72.6 7.5 8.7 0.5 28.6 0.9 0.4 0.6 0.8 14.3 12.8
Number of Traders in Each Category Total Traders: 72
. 12 5 38 7 19 . 9 4 . . .
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Traders in Financial Futures - Futures Only Positions as of February 14, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 892,123
Positions
104,836 93,640 6,782 160,221 278,880 85,197 320,909 269,748 12,174 76,817 31,754 7,628 117,559 106,320
Changes from: February 7, 2012 Total Change is: -34,493
23,788 -39,241 3,794 -10,546 27,166 688 -52,222 -34,185 -1,831 -2,106 378 -64 4,006 8,802
Percent of Open Interest Represented by Each Category of Trader
11.8 10.5 0.8 18.0 31.3 9.5 36.0 30.2 1.4 8.6 3.6 0.9 13.2 11.9
Number of Traders in Each Category Total Traders: 221
15 23 9 35 36 43 45 38 22 13 16 5
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Traders in Financial Futures - Futures Only Positions as of February 14, 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 1,803,352
Positions
150,883 123,096 37,258 725,564 847,904 146,871 338,616 153,508 54,445 51,981 108,182 7,556 290,178 324,532
Changes from: February 7, 2012 Total Change is: 10,635
-12,771 9,410 6,035 5,883 16,077 2,293 -5,792 5,499 7,207 -3,197 -15,100 300 10,677 -21,086
Percent of Open Interest Represented by Each Category of Trader
8.4 6.8 2.1 40.2 47.0 8.1 18.8 8.5 3.0 2.9 6.0 0.4 16.1 18.0
Number of Traders in Each Category Total Traders: 262
31 25 22 25 61 45 42 50 40 7 21 6
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Traders in Financial Futures - Futures Only Positions as of February 14, 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 1,436,134
Positions
77,587 166,522 14,858 505,712 674,698 157,501 251,870 96,174 24,863 164,554 66,650 691 238,498 234,177
Changes from: February 7, 2012 Total Change is: -28,683
-10,298 -28,208 2,191 -33,331 13,809 -10,351 -9,804 -17,848 3,029 19,139 -1,928 -89 10,831 10,712
Percent of Open Interest Represented by Each Category of Trader
5.4 11.6 1.0 35.2 47.0 11.0 17.5 6.7 1.7 11.5 4.6 0.0 16.6 16.3
Number of Traders in Each Category Total Traders: 185
13 29 16 24 40 39 32 24 20 12 11 .
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Traders in Financial Futures - Futures Only Positions as of February 14, 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 526,334
Positions
154,097 200,074 190,103 540 1,093 2,583 94,571 39,694 49,617 4,890 3,600 2,252 27,681 37,318
Changes from: February 7, 2012 Total Change is: 16,223
18,245 14,600 -3,066 0 0 0 8,222 5,524 2,797 -210 -179 -2,752 -7,013 -701
Percent of Open Interest Represented by Each Category of Trader
29.3 38.0 36.1 0.1 0.2 0.5 18.0 7.5 9.4 0.9 0.7 0.4 5.3 7.1
Number of Traders in Each Category Total Traders: 87
22 24 39 . . . 16 15 21 . . .
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Traders in Financial Futures - Futures Only Positions as of February 14, 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 8,349,156
Positions
1,500,350 2,178,465 1,897,676 1,075,830 608,087 72,346 1,005,595 537,828 1,678,676 84,281 288,543 164,809 869,593 922,726
Changes from: February 7, 2012 Total Change is: 61,314
185,490 16,074 -49,740 -41,143 143,523 -8,412 -17,670 2,169 24,272 697 -35,533 -29,532 -2,648 -1,507
Percent of Open Interest Represented by Each Category of Trader
18.0 26.1 22.7 12.9 7.3 0.9 12.0 6.4 20.1 1.0 3.5 2.0 10.4 11.1
Number of Traders in Each Category Total Traders: 256
29 57 82 12 7 12 65 47 91 10 13 17
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Traders in Financial Futures - Futures Only Positions as of February 14, 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 9,975
Positions
5,121 3,324 0 1,393 902 11 1,803 5,458 10 1,390 160 0 247 110
Changes from: February 7, 2012 Total Change is: 456
3 430 0 -175 -1 0 616 34 -23 10 0 0 25 16
Percent of Open Interest Represented by Each Category of Trader
51.3 33.3 0.0 14.0 9.0 0.1 18.1 54.7 0.1 13.9 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 30
. . 0 . 5 . 7 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 12,690
Positions
9,178 8,396 0 943 1,985 0 2,282 1,842 0 40 305 0 247 162
Changes from: February 7, 2012 Total Change is: -487
-698 -130 0 -103 175 0 354 -570 0 -30 0 0 -10 38
Percent of Open Interest Represented by Each Category of Trader
72.3 66.2 0.0 7.4 15.6 0.0 18.0 14.5 0.0 0.3 2.4 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 29
. 5 0 . 4 0 6 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 51,997
Positions
18,673 29,841 193 2,171 137 499 17,102 18,484 689 3,940 470 27 8,703 1,657
Changes from: February 7, 2012 Total Change is: -1,365
551 60 38 -414 -223 -68 -941 2,069 -29 254 -183 27 -783 -3,056
Percent of Open Interest Represented by Each Category of Trader
35.9 57.4 0.4 4.2 0.3 1.0 32.9 35.5 1.3 7.6 0.9 0.1 16.7 3.2
Number of Traders in Each Category Total Traders: 102
7 . . 8 . . 32 22 . 23 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 209,554
Positions
94,820 43,192 25,053 13,228 2,105 2,625 7,812 67,498 11,986 1,289 10,212 26,293 26,448 20,590
Changes from: February 7, 2012 Total Change is: 18,420
22,026 12,461 -4,142 234 -739 1,340 -1,991 8,356 -1,824 -313 1,215 -708 3,798 2,461
Percent of Open Interest Represented by Each Category of Trader
45.2 20.6 12.0 6.3 1.0 1.3 3.7 32.2 5.7 0.6 4.9 12.5 12.6 9.8
Number of Traders in Each Category Total Traders: 95
13 11 18 10 4 7 14 27 20 5 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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 16,312
Positions
10,581 865 0 2,581 1,118 150 1,817 12,328 403 290 987 435 55 26
Changes from: February 7, 2012 Total Change is: -24
-707 -3 0 671 139 -50 0 -361 235 0 -109 120 -293 5
Percent of Open Interest Represented by Each Category of Trader
64.9 5.3 0.0 15.8 6.9 0.9 11.1 75.6 2.5 1.8 6.1 2.7 0.3 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 5 . . . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 14, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,903
Positions
976 8,245 1,204 6,633 0 0 482 1,131 0 250 0 0 1,358 323
Changes from: February 7, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.0 75.6 11.0 60.8 0.0 0.0 4.4 10.4 0.0 2.3 0.0 0.0 12.5 3.0
Number of Traders in Each Category Total Traders: 21
. . . 9 0 0 . . 0 . 0 0
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Updated February 17, 2012