Traders in Financial Futures - Futures Only Positions as of February 21, 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 129,249
Positions
20,945 14,923 3,623 18,891 34,118 198 35,747 52,771 5,139 7,892 69 255 36,559 18,153
Changes from: February 14, 2012 Total Change is: 6,353
-4,638 2,586 -488 -409 2 0 9,910 5,535 440 -46 41 250 1,334 -2,013
Percent of Open Interest Represented by Each Category of Trader
16.2 11.5 2.8 14.6 26.4 0.2 27.7 40.8 4.0 6.1 0.1 0.2 28.3 14.0
Number of Traders in Each Category Total Traders: 76
8 7 5 7 4 . 24 16 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 51,197
Positions
13,334 13,701 854 1,033 1,935 160 23,167 19,544 174 601 0 0 11,874 14,829
Changes from: February 14, 2012 Total Change is: 3,105
-768 2,913 13 24 -3 9 1,720 535 -97 64 0 0 2,140 -265
Percent of Open Interest Represented by Each Category of Trader
26.0 26.8 1.7 2.0 3.8 0.3 45.3 38.2 0.3 1.2 0.0 0.0 23.2 29.0
Number of Traders in Each Category Total Traders: 47
7 8 . . 4 . 9 17 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 186,668
Positions
123,643 10,174 911 11,173 75,817 2,456 26,244 68,444 1,215 1,612 1,593 0 19,414 26,058
Changes from: February 14, 2012 Total Change is: -5,403
-1,284 1,708 69 430 -670 0 -4,917 -6,703 67 -977 838 0 1,209 -712
Percent of Open Interest Represented by Each Category of Trader
66.2 5.5 0.5 6.0 40.6 1.3 14.1 36.7 0.7 0.9 0.9 0.0 10.4 14.0
Number of Traders in Each Category Total Traders: 95
10 10 5 7 14 5 21 29 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 150,551
Positions
8,073 40,159 1,333 64,710 6,444 536 58,102 58,335 805 1,180 3,474 0 15,812 39,465
Changes from: February 14, 2012 Total Change is: -3,132
4,980 -12,088 1 -867 -389 -2 -2,700 4,509 56 -99 689 0 -4,501 4,092
Percent of Open Interest Represented by Each Category of Trader
5.4 26.7 0.9 43.0 4.3 0.4 38.6 38.7 0.5 0.8 2.3 0.0 10.5 26.2
Number of Traders in Each Category Total Traders: 106
7 14 6 9 5 . 21 41 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 287,525
Positions
126,788 35,447 449 64,178 30,459 3,431 49,974 143,547 2,275 5,637 9,749 1,019 33,774 61,149
Changes from: February 14, 2012 Total Change is: -3,535
-2,126 -1,122 -58 -1,262 -1,508 -96 -1,899 -5,501 -186 344 2,305 -72 1,820 2,703
Percent of Open Interest Represented by Each Category of Trader
44.1 12.3 0.2 22.3 10.6 1.2 17.4 49.9 0.8 2.0 3.4 0.4 11.7 21.3
Number of Traders in Each Category Total Traders: 176
26 13 7 15 16 10 18 65 13 4 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 149,840
Positions
12,383 51,119 3,478 5,967 40,381 744 91,311 29,075 719 898 2,752 6 34,334 21,566
Changes from: February 14, 2012 Total Change is: -2,045
-259 -2,467 119 -361 3 0 -1,766 -1,376 0 -218 303 4 436 1,369
Percent of Open Interest Represented by Each Category of Trader
8.3 34.1 2.3 4.0 26.9 0.5 60.9 19.4 0.5 0.6 1.8 0.0 22.9 14.4
Number of Traders in Each Category Total Traders: 92
5 13 4 6 8 . 36 16 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 125,274
Positions
41,477 41,055 72,159 0 0 0 7,766 8,431 3,405 0 120 0 467 104
Changes from: February 14, 2012 Total Change is: 1,803
-14 897 414 0 0 0 1,218 474 0 0 0 0 185 18
Percent of Open Interest Represented by Each Category of Trader
33.1 32.8 57.6 0.0 0.0 0.0 6.2 6.7 2.7 0.0 0.1 0.0 0.4 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 21, 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 173,082
Positions
57,971 62,906 3,574 25,541 595 0 67,574 89,844 10,871 1,936 2,304 0 5,615 2,988
Changes from: February 14, 2012 Total Change is: 13,314
-3,195 982 2,511 1 -74 0 9,320 4,994 7,740 -576 22 0 -2,487 -2,861
Percent of Open Interest Represented by Each Category of Trader
33.5 36.3 2.1 14.8 0.3 0.0 39.0 51.9 6.3 1.1 1.3 0.0 3.2 1.7
Number of Traders in Each Category Total Traders: 107
4 14 . 11 . 0 40 18 8 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 36,889
Positions
1,591 23,348 245 540 350 0 29,261 10,708 213 702 342 0 4,337 1,683
Changes from: February 14, 2012 Total Change is: 185
-101 374 40 83 -3 0 -107 -227 -3 248 0 0 25 4
Percent of Open Interest Represented by Each Category of Trader
4.3 63.3 0.7 1.5 0.9 0.0 79.3 29.0 0.6 1.9 0.9 0.0 11.8 4.6
Number of Traders in Each Category Total Traders: 54
. 12 . . . 0 24 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 53,157
Positions
14,735 33,779 69 3,626 2,167 567 24,371 10,255 75 2,958 1,164 0 6,758 5,084
Changes from: February 14, 2012 Total Change is: -837
-478 8 36 119 -108 -29 -80 -707 51 -68 36 0 -388 -123
Percent of Open Interest Represented by Each Category of Trader
27.7 63.5 0.1 6.8 4.1 1.1 45.8 19.3 0.1 5.6 2.2 0.0 12.7 9.6
Number of Traders in Each Category Total Traders: 98
17 16 . 5 6 . 29 16 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 106,313
Positions
29,469 67,557 138 7,252 4,333 1,133 48,741 20,509 149 5,915 2,327 0 13,516 10,167
Changes from: February 14, 2012 Total Change is: -1,673
-955 16 72 237 -216 -58 -160 -1,414 102 -136 71 0 -775 -246
Percent of Open Interest Represented by Each Category of Trader
27.7 63.5 0.1 6.8 4.1 1.1 45.8 19.3 0.1 5.6 2.2 0.0 12.7 9.6
Number of Traders in Each Category Total Traders: 98
17 16 . 5 6 . 29 16 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 808,052
Positions
46,115 199,604 41,958 382,375 166,408 55,846 90,622 172,710 40,266 31,195 35,683 5,631 114,044 89,945
Changes from: February 14, 2012 Total Change is: 11,758
-1,129 -1,052 346 1,211 -6,542 44 1,428 5,451 8,967 -573 1,392 723 742 2,429
Percent of Open Interest Represented by Each Category of Trader
5.7 24.7 5.2 47.3 20.6 6.9 11.2 21.4 5.0 3.9 4.4 0.7 14.1 11.1
Number of Traders in Each Category Total Traders: 547
35 55 33 120 57 58 88 119 72 35 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 247,517
Positions
30,089 105,889 4,988 106,355 42,947 10,780 20,018 28,684 2,077 2,292 11,521 2,551 68,367 38,080
Changes from: February 14, 2012 Total Change is: 2,578
285 -3,199 397 -498 -1,811 -770 1,965 4,076 82 -334 917 640 811 2,246
Percent of Open Interest Represented by Each Category of Trader
12.2 42.8 2.0 43.0 17.4 4.4 8.1 11.6 0.8 0.9 4.7 1.0 27.6 15.4
Number of Traders in Each Category Total Traders: 104
9 17 7 27 13 13 11 20 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 2,802,676
Positions
179,078 567,525 85,903 1,437,577 674,784 167,852 447,449 814,558 96,517 151,605 127,902 8,311 228,384 259,324
Changes from: February 14, 2012 Total Change is: 45,901
25 17,831 -7,351 17,166 -15,034 -4,552 27,417 36,980 14,320 -2,384 1,185 1,607 -347 915
Percent of Open Interest Represented by Each Category of Trader
6.4 20.2 3.1 51.3 24.1 6.0 16.0 29.1 3.4 5.4 4.6 0.3 8.1 9.3
Number of Traders in Each Category Total Traders: 523
33 55 24 106 52 52 91 115 64 33 38 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 108,707
Positions
19,926 27,334 0 54,890 58,696 5,426 16,070 9,631 0 1,965 3,824 0 10,430 3,796
Changes from: February 14, 2012 Total Change is: -322
-667 1,301 0 207 -2,013 294 476 648 0 275 -47 0 -907 -505
Percent of Open Interest Represented by Each Category of Trader
18.3 25.1 0.0 50.5 54.0 5.0 14.8 8.9 0.0 1.8 3.5 0.0 9.6 3.5
Number of Traders in Each Category Total Traders: 93
9 9 0 32 12 13 15 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 110,676
Positions
6,316 61,949 8,800 31,693 9,180 1,582 45,751 12,236 6,579 1,414 5,642 208 8,332 4,500
Changes from: February 14, 2012 Total Change is: 4,652
-502 8,639 -1,156 2,864 -84 64 6,637 -2,348 -180 -1,476 699 -173 -1,426 -809
Percent of Open Interest Represented by Each Category of Trader
5.7 56.0 8.0 28.6 8.3 1.4 41.3 11.1 5.9 1.3 5.1 0.2 7.5 4.1
Number of Traders in Each Category Total Traders: 247
18 31 12 37 22 11 67 43 15 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 18,193
Positions
9,538 13,113 20 0 300 0 5,583 2,824 0 0 1,225 0 3,052 711
Changes from: February 14, 2012 Total Change is: -302
359 -247 -2 0 0 0 -558 0 0 0 0 0 -101 -53
Percent of Open Interest Represented by Each Category of Trader
52.4 72.1 0.1 0.0 1.6 0.0 30.7 15.5 0.0 0.0 6.7 0.0 16.8 3.9
Number of Traders in Each Category Total Traders: 23
8 8 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 462,415
Positions
26,353 286,642 1,438 158,467 44,401 7,909 228,617 74,836 5,119 7,072 22,085 1,041 26,399 18,944
Changes from: February 14, 2012 Total Change is: 24,772
-8,905 39,829 -1,169 14,320 -420 319 33,047 -14,667 2,030 -7,382 3,494 -863 -6,625 -3,781
Percent of Open Interest Represented by Each Category of Trader
5.7 62.0 0.3 34.3 9.6 1.7 49.4 16.2 1.1 1.5 4.8 0.2 5.7 4.1
Number of Traders in Each Category Total Traders: 247
18 31 6 37 22 11 65 46 12 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 408,997
Positions
128,012 30,312 22,646 139,068 203,292 26,132 62,423 98,575 1,718 8,154 9,559 404 20,440 16,359
Changes from: February 14, 2012 Total Change is: 6,135
-8,253 107 5,106 6,052 -1,317 -100 3,799 3,573 -469 -345 -613 53 292 -205
Percent of Open Interest Represented by Each Category of Trader
31.3 7.4 5.5 34.0 49.7 6.4 15.3 24.1 0.4 2.0 2.3 0.1 5.0 4.0
Number of Traders in Each Category Total Traders: 252
21 14 5 48 41 23 50 53 11 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 31,610
Positions
5,466 1,911 0 10,957 440 182 4,047 7,887 500 2,829 5,862 0 7,629 14,828
Changes from: February 14, 2012 Total Change is: 6,308
-322 1,075 0 3,600 -413 150 550 2,113 0 1,302 233 0 1,028 3,150
Percent of Open Interest Represented by Each Category of Trader
17.3 6.0 0.0 34.7 1.4 0.6 12.8 25.0 1.6 8.9 18.5 0.0 24.1 46.9
Number of Traders in Each Category Total Traders: 49
8 4 0 11 . . 10 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 43,754
Positions
9,060 11,439 1,570 9,387 4,493 702 10,066 3,929 2,295 2,904 2,552 0 7,770 16,774
Changes from: February 14, 2012 Total Change is: -2,327
-2,327 3,278 132 1,211 1,543 -50 281 1,659 -859 338 2,346 0 -1,053 -10,376
Percent of Open Interest Represented by Each Category of Trader
20.7 26.1 3.6 21.5 10.3 1.6 23.0 9.0 5.2 6.6 5.8 0.0 17.8 38.3
Number of Traders in Each Category Total Traders: 63
11 13 4 8 4 . 13 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 48,541
Positions
2,397 4,421 187 34,730 24,669 3,993 2,825 12,749 165 0 0 0 4,244 2,357
Changes from: February 14, 2012 Total Change is: 2,090
209 512 8 2,438 -527 -164 21 2,004 0 0 0 0 -422 257
Percent of Open Interest Represented by Each Category of Trader
4.9 9.1 0.4 71.5 50.8 8.2 5.8 26.3 0.3 0.0 0.0 0.0 8.7 4.9
Number of Traders in Each Category Total Traders: 57
. . . 22 20 9 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 80,985
Positions
11,881 26,457 898 34,340 24,818 3,650 11,784 20,670 608 7,013 330 670 10,141 2,884
Changes from: February 14, 2012 Total Change is: 1,487
-52 1,150 104 1,686 753 -729 154 776 -29 4 67 -1 350 -604
Percent of Open Interest Represented by Each Category of Trader
14.7 32.7 1.1 42.4 30.6 4.5 14.6 25.5 0.8 8.7 0.4 0.8 12.5 3.6
Number of Traders in Each Category Total Traders: 91
9 12 . 21 11 8 18 7 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 598,173
Positions
9,920 73,357 7,603 252,263 133,274 89,428 78,495 80,698 7,287 13,980 53,179 2,627 136,570 150,720
Changes from: February 14, 2012 Total Change is: -6,872
-6,344 -7,591 2,567 -15,387 -12,254 -1,988 8,403 1,147 -713 4,592 -453 2,220 -222 10,193
Percent of Open Interest Represented by Each Category of Trader
1.7 12.3 1.3 42.2 22.3 15.0 13.1 13.5 1.2 2.3 8.9 0.4 22.8 25.2
Number of Traders in Each Category Total Traders: 156
7 17 13 40 21 32 30 24 21 4 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 375,738
Positions
4,577 135,731 2,067 265,495 28,760 36,900 1,805 113,801 4,174 1,375 2,100 1,945 57,400 50,260
Changes from: February 14, 2012 Total Change is: -2,337
-38 -13,394 -195 -8,885 291 3,879 -25 5,705 697 0 -61 -999 3,229 1,740
Percent of Open Interest Represented by Each Category of Trader
1.2 36.1 0.6 70.7 7.7 9.8 0.5 30.3 1.1 0.4 0.6 0.5 15.3 13.4
Number of Traders in Each Category Total Traders: 68
. 9 4 36 8 20 . 9 6 . . .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 860,803
Positions
83,336 88,278 7,592 163,929 289,209 77,172 303,479 228,743 18,459 83,993 36,425 8,924 113,919 106,001
Changes from: February 14, 2012 Total Change is: -31,320
-21,500 -5,362 810 3,708 10,329 -8,025 -17,430 -41,005 6,285 7,176 4,671 1,296 -3,640 -319
Percent of Open Interest Represented by Each Category of Trader
9.7 10.3 0.9 19.0 33.6 9.0 35.3 26.6 2.1 9.8 4.2 1.0 13.2 12.3
Number of Traders in Each Category Total Traders: 215
14 23 9 36 33 42 40 39 25 12 18 6
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,882,600
Positions
177,861 122,329 46,939 745,939 913,054 139,022 379,681 168,354 56,563 51,505 106,300 10,342 274,748 319,697
Changes from: February 14, 2012 Total Change is: 79,248
26,978 -767 9,681 20,375 65,150 -7,849 41,065 14,846 2,118 -476 -1,882 2,786 -15,430 -4,835
Percent of Open Interest Represented by Each Category of Trader
9.4 6.5 2.5 39.6 48.5 7.4 20.2 8.9 3.0 2.7 5.6 0.5 14.6 17.0
Number of Traders in Each Category Total Traders: 273
31 25 26 27 63 49 40 60 47 8 19 8
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 1,404,544
Positions
103,589 162,401 19,144 407,176 675,680 150,977 311,269 75,926 13,982 180,814 62,751 1,221 216,372 242,462
Changes from: February 14, 2012 Total Change is: -31,590
26,002 -4,121 4,286 -98,536 982 -6,524 59,399 -20,248 -10,881 16,260 -3,899 530 -22,126 8,285
Percent of Open Interest Represented by Each Category of Trader
7.4 11.6 1.4 29.0 48.1 10.7 22.2 5.4 1.0 12.9 4.5 0.1 15.4 17.3
Number of Traders in Each Category Total Traders: 181
14 24 14 25 40 39 28 27 20 12 11 .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 546,520
Positions
160,946 193,461 205,782 540 1,093 2,583 86,929 46,490 52,445 4,678 4,350 1,835 30,782 38,481
Changes from: February 14, 2012 Total Change is: 20,186
6,849 -6,613 15,679 0 0 0 -7,642 6,796 2,828 -212 750 -417 3,101 1,163
Percent of Open Interest Represented by Each Category of Trader
29.4 35.4 37.7 0.1 0.2 0.5 15.9 8.5 9.6 0.9 0.8 0.3 5.6 7.0
Number of Traders in Each Category Total Traders: 90
23 23 39 . . . 17 16 22 . . .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 8,445,006
Positions
1,622,757 2,025,020 2,019,424 974,945 644,334 73,637 942,671 568,160 1,717,388 80,278 299,033 189,205 824,701 908,805
Changes from: February 14, 2012 Total Change is: 95,850
122,407 -153,445 121,748 -100,885 36,247 1,291 -62,924 30,332 38,712 -4,003 10,490 24,396 -44,892 -13,921
Percent of Open Interest Represented by Each Category of Trader
19.2 24.0 23.9 11.5 7.6 0.9 11.2 6.7 20.3 1.0 3.5 2.2 9.8 10.8
Number of Traders in Each Category Total Traders: 259
34 53 81 12 8 12 61 52 95 10 14 19
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 10,554
Positions
5,223 3,563 0 1,391 906 6 2,232 5,804 10 1,415 160 0 277 105
Changes from: February 14, 2012 Total Change is: 579
102 239 0 -2 4 -5 429 346 0 25 0 0 30 -5
Percent of Open Interest Represented by Each Category of Trader
49.5 33.8 0.0 13.2 8.6 0.1 21.1 55.0 0.1 13.4 1.5 0.0 2.6 1.0
Number of Traders in Each Category Total Traders: 31
. . 0 . 5 . 7 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 12,935
Positions
9,052 8,451 0 943 1,947 0 2,634 2,186 0 40 305 0 266 46
Changes from: February 14, 2012 Total Change is: 245
-126 55 0 0 -38 0 352 344 0 0 0 0 19 -116
Percent of Open Interest Represented by Each Category of Trader
70.0 65.3 0.0 7.3 15.1 0.0 20.4 16.9 0.0 0.3 2.4 0.0 2.1 0.4
Number of Traders in Each Category Total Traders: 31
. 6 0 . 4 0 5 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 50,648
Positions
18,038 30,062 1 2,090 137 541 16,645 16,433 785 3,754 523 24 8,770 2,142
Changes from: February 14, 2012 Total Change is: -1,349
-635 221 -192 -81 0 42 -457 -2,051 96 -186 53 -3 67 485
Percent of Open Interest Represented by Each Category of Trader
35.6 59.4 0.0 4.1 0.3 1.1 32.9 32.4 1.5 7.4 1.0 0.0 17.3 4.2
Number of Traders in Each Category Total Traders: 94
4 4 . 7 . . 28 21 . 21 7 .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 204,578
Positions
105,180 51,259 20,457 16,086 1,983 2,313 11,891 71,221 3,684 1,358 12,815 22,829 20,780 18,017
Changes from: February 14, 2012 Total Change is: -4,976
10,360 8,067 -4,596 2,858 -122 -312 4,079 3,723 -8,302 69 2,603 -3,464 -5,668 -2,573
Percent of Open Interest Represented by Each Category of Trader
51.4 25.1 10.0 7.9 1.0 1.1 5.8 34.8 1.8 0.7 6.3 11.2 10.2 8.8
Number of Traders in Each Category Total Traders: 96
14 10 16 10 4 7 17 24 14 4 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 21, 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 16,519
Positions
10,556 835 0 2,731 1,009 0 1,817 12,463 628 290 1,021 437 60 126
Changes from: February 14, 2012 Total Change is: 207
-25 -30 0 150 -109 -150 0 135 225 0 34 2 5 100
Percent of Open Interest Represented by Each Category of Trader
63.9 5.1 0.0 16.5 6.1 0.0 11.0 75.4 3.8 1.8 6.2 2.6 0.4 0.8
Number of Traders in Each Category Total Traders: 25
. . 0 5 . 0 . 7 . . . .
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Traders in Financial Futures - Futures Only Positions as of February 21, 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 9,711
Positions
971 8,397 0 6,896 0 0 603 1,159 0 0 0 0 1,241 155
Changes from: February 14, 2012 Total Change is: -1,192
-5 152 -1,204 263 0 0 121 28 0 -250 0 0 -117 -168
Percent of Open Interest Represented by Each Category of Trader
10.0 86.5 0.0 71.0 0.0 0.0 6.2 11.9 0.0 0.0 0.0 0.0 12.8 1.6
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . . 0 0 0 0
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Updated February 24, 2012