Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 126,694
Positions
35,429 3,006 4,608 16,740 34,815 620 26,198 52,918 5,291 8,715 1,528 496 28,597 23,412
Changes from: December 27, 2011 Total Change is: 1,454
-618 702 -92 628 -450 -5 844 1,755 176 -946 -34 -16 1,484 -581
Percent of Open Interest Represented by Each Category of Trader
28.0 2.4 3.6 13.2 27.5 0.5 20.7 41.8 4.2 6.9 1.2 0.4 22.6 18.5
Number of Traders in Each Category Total Traders: 68
7 6 8 6 4 . 14 17 9 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,439
Positions
11,713 2,544 709 1,060 859 265 16,127 15,123 1,381 537 648 0 8,646 18,909
Changes from: December 27, 2011 Total Change is: 2,178
314 1,462 -37 1 3 0 964 89 -38 0 648 0 974 51
Percent of Open Interest Represented by Each Category of Trader
29.0 6.3 1.8 2.6 2.1 0.7 39.9 37.4 3.4 1.3 1.6 0.0 21.4 46.8
Number of Traders in Each Category Total Traders: 38
8 5 5 . . . 4 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 198,554
Positions
137,885 2,504 2,132 8,242 76,836 3,117 28,304 77,215 2,943 2,382 4,343 220 13,330 29,245
Changes from: December 27, 2011 Total Change is: 10,714
9,762 454 4 -402 1,506 9 3,252 5,208 272 -824 991 -6 -1,353 2,276
Percent of Open Interest Represented by Each Category of Trader
69.4 1.3 1.1 4.2 38.7 1.6 14.3 38.9 1.5 1.2 2.2 0.1 6.7 14.7
Number of Traders in Each Category Total Traders: 92
12 6 10 4 16 4 13 32 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 166,661
Positions
790 71,055 3,398 66,076 10,913 1,110 68,022 45,955 3,307 1,230 2,277 0 22,727 28,646
Changes from: December 27, 2011 Total Change is: 26,601
560 13,552 -456 519 -363 -478 19,537 13,037 741 -80 -301 -4 6,262 873
Percent of Open Interest Represented by Each Category of Trader
0.5 42.6 2.0 39.6 6.5 0.7 40.8 27.6 2.0 0.7 1.4 0.0 13.6 17.2
Number of Traders in Each Category Total Traders: 90
. 15 9 9 8 5 26 23 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 329,463
Positions
120,145 24,848 9,604 47,953 32,860 4,828 66,752 148,587 29,292 14,265 12,982 4,686 31,938 61,776
Changes from: December 27, 2011 Total Change is: 10,751
-2,758 -82 730 -1,725 -1,795 -50 8,353 5,462 2,769 -236 1,361 746 2,923 1,612
Percent of Open Interest Represented by Each Category of Trader
36.5 7.5 2.9 14.6 10.0 1.5 20.3 45.1 8.9 4.3 3.9 1.4 9.7 18.8
Number of Traders in Each Category Total Traders: 199
23 10 15 16 21 13 33 65 43 8 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 127,616
Positions
19,310 22,367 6,093 3,090 44,169 1,053 63,595 26,992 5,697 6,638 1,386 683 21,456 19,175
Changes from: December 27, 2011 Total Change is: 8,810
-3,309 4,138 1,146 371 72 -7 6,832 -970 1,829 14 769 127 1,807 1,705
Percent of Open Interest Represented by Each Category of Trader
15.1 17.5 4.8 2.4 34.6 0.8 49.8 21.2 4.5 5.2 1.1 0.5 16.8 15.0
Number of Traders in Each Category Total Traders: 86
5 14 9 . 9 4 20 27 14 5 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 132,179
Positions
50,973 44,843 75,790 0 0 0 4,067 9,836 1,292 0 0 0 57 418
Changes from: December 27, 2011 Total Change is: 6,570
7,389 7,414 -465 0 0 0 0 131 0 0 0 0 -354 -510
Percent of Open Interest Represented by Each Category of Trader
38.6 33.9 57.3 0.0 0.0 0.0 3.1 7.4 1.0 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 22
8 9 13 0 0 0 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 121,622
Positions
70,318 52,713 690 24,211 2,453 1,079 21,310 54,534 247 1,057 4,339 0 2,710 5,567
Changes from: December 27, 2011 Total Change is: 4,252
601 620 0 288 -104 -90 3,411 4,566 87 -177 481 0 132 -1,308
Percent of Open Interest Represented by Each Category of Trader
57.8 43.3 0.6 19.9 2.0 0.9 17.5 44.8 0.2 0.9 3.6 0.0 2.2 4.6
Number of Traders in Each Category Total Traders: 95
8 12 . 7 4 . 15 33 4 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 10,812
Positions
2,043 2,469 225 0 200 0 6,336 5,394 0 165 342 0 2,043 2,182
Changes from: December 27, 2011 Total Change is: 631
-847 633 0 0 31 0 1,380 382 0 -100 -158 0 198 -257
Percent of Open Interest Represented by Each Category of Trader
18.9 22.8 2.1 0.0 1.8 0.0 58.6 49.9 0.0 1.5 3.2 0.0 18.9 20.2
Number of Traders in Each Category Total Traders: 30
4 4 . 0 . 0 7 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 49,422
Positions
15,078 31,803 290 3,442 2,698 371 19,494 9,326 852 3,534 119 171 6,190 3,794
Changes from: December 27, 2011 Total Change is: 3,356
-769 2,330 74 136 236 85 3,193 909 -33 -360 -66 0 1,031 -178
Percent of Open Interest Represented by Each Category of Trader
30.5 64.3 0.6 7.0 5.5 0.8 39.4 18.9 1.7 7.2 0.2 0.3 12.5 7.7
Number of Traders in Each Category Total Traders: 88
19 13 4 4 6 . 24 16 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 98,845
Positions
30,157 63,605 580 6,883 5,395 742 38,989 18,652 1,703 7,069 237 342 12,380 7,588
Changes from: December 27, 2011 Total Change is: 6,712
-1,539 4,661 148 272 471 169 6,385 1,818 -67 -719 -133 1 2,062 -356
Percent of Open Interest Represented by Each Category of Trader
30.5 64.3 0.6 7.0 5.5 0.8 39.4 18.9 1.7 7.2 0.2 0.3 12.5 7.7
Number of Traders in Each Category Total Traders: 88
19 13 4 4 6 . 24 16 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 885,114
Positions
42,047 158,694 39,417 356,085 211,108 66,788 86,417 125,275 114,782 22,325 31,741 21,949 135,304 115,359
Changes from: December 27, 2011 Total Change is: 25,607
-92 13,681 3,807 -3,418 -296 1,662 9,001 -5,627 9,280 -2,174 2,325 277 7,264 498
Percent of Open Interest Represented by Each Category of Trader
4.8 17.9 4.5 40.2 23.9 7.5 9.8 14.2 13.0 2.5 3.6 2.5 15.3 13.0
Number of Traders in Each Category Total Traders: 529
34 49 32 109 66 68 85 113 97 32 41 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 304,397
Positions
19,128 93,327 3,423 108,314 48,570 13,427 45,832 22,024 35,847 14 13,582 8,276 70,135 65,921
Changes from: December 27, 2011 Total Change is: 12,581
2,400 10,338 -59 2,443 -602 140 10,406 -226 15 -4,072 -309 -299 1,607 3,584
Percent of Open Interest Represented by Each Category of Trader
6.3 30.7 1.1 35.6 16.0 4.4 15.1 7.2 11.8 0.0 4.5 2.7 23.0 21.7
Number of Traders in Each Category Total Traders: 111
8 15 7 23 14 13 15 27 35 . 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,903,588
Positions
231,987 444,230 62,576 1,268,747 842,584 236,910 399,741 713,075 197,857 111,692 90,930 68,231 325,847 247,194
Changes from: December 27, 2011 Total Change is: 65,130
2,676 31,850 4,195 -28,623 2,215 6,927 40,737 20,762 -1,439 9,185 12,857 3,190 28,281 -15,429
Percent of Open Interest Represented by Each Category of Trader
8.0 15.3 2.2 43.7 29.0 8.2 13.8 24.6 6.8 3.8 3.1 2.3 11.2 8.5
Number of Traders in Each Category Total Traders: 496
38 44 24 99 60 61 81 107 87 29 38 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 103,740
Positions
25,147 11,239 0 51,460 65,425 8,681 7,404 9,482 8 1,658 4,574 0 9,382 4,331
Changes from: December 27, 2011 Total Change is: -2,168
-570 -298 0 -2,483 490 -1,119 750 -830 -5 -23 -264 0 1,282 -142
Percent of Open Interest Represented by Each Category of Trader
24.2 10.8 0.0 49.6 63.1 8.4 7.1 9.1 0.0 1.6 4.4 0.0 9.0 4.2
Number of Traders in Each Category Total Traders: 88
11 8 0 29 14 15 12 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,531
Positions
8,203 26,469 237 19,895 9,851 1,657 14,024 7,877 779 1,775 3,532 60 6,900 3,068
Changes from: December 27, 2011 Total Change is: 1,757
128 1,595 -24 -424 299 158 1,560 -331 -536 -225 194 5 1,115 396
Percent of Open Interest Represented by Each Category of Trader
15.3 49.4 0.4 37.2 18.4 3.1 26.2 14.7 1.5 3.3 6.6 0.1 12.9 5.7
Number of Traders in Each Category Total Traders: 208
22 25 5 26 21 10 50 38 19 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 267,657
Positions
41,013 132,347 1,186 99,475 49,257 8,286 70,122 39,385 3,897 8,875 17,660 302 34,501 15,338
Changes from: December 27, 2011 Total Change is: 8,787
638 7,975 -118 -2,121 1,495 792 7,798 -1,657 -2,680 -1,127 971 27 5,577 1,981
Percent of Open Interest Represented by Each Category of Trader
15.3 49.4 0.4 37.2 18.4 3.1 26.2 14.7 1.5 3.3 6.6 0.1 12.9 5.7
Number of Traders in Each Category Total Traders: 208
22 25 5 26 21 10 50 38 19 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 404,411
Positions
192,866 21,834 9,387 110,184 213,100 27,663 41,614 95,038 2,512 3,766 19,746 207 16,212 14,924
Changes from: December 27, 2011 Total Change is: -6,052
-3,946 -2,383 -2,713 -5,579 -1,490 956 3,671 -2,564 530 494 1,924 1 536 -312
Percent of Open Interest Represented by Each Category of Trader
47.7 5.4 2.3 27.2 52.7 6.8 10.3 23.5 0.6 0.9 4.9 0.1 4.0 3.7
Number of Traders in Each Category Total Traders: 227
22 10 . 45 44 26 33 54 10 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 23,554
Positions
5,623 556 0 7,210 1,161 54 3,957 7,256 0 817 4,231 0 5,893 10,296
Changes from: December 27, 2011 Total Change is: 450
-1 556 0 153 427 22 241 -681 -3 0 0 0 38 129
Percent of Open Interest Represented by Each Category of Trader
23.9 2.4 0.0 30.6 4.9 0.2 16.8 30.8 0.0 3.5 18.0 0.0 25.0 43.7
Number of Traders in Each Category Total Traders: 38
6 . 0 10 . . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 37,355
Positions
15,180 5,788 573 5,726 3,239 725 6,107 3,971 1,552 1,677 0 0 5,815 21,507
Changes from: December 27, 2011 Total Change is: 1,599
1,930 -1,161 -159 -271 -1,085 6 -175 1,057 -64 51 0 0 281 3,005
Percent of Open Interest Represented by Each Category of Trader
40.6 15.5 1.5 15.3 8.7 1.9 16.3 10.6 4.2 4.5 0.0 0.0 15.6 57.6
Number of Traders in Each Category Total Traders: 51
14 8 . 5 . . 8 10 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 41,861
Positions
610 3,726 123 29,881 22,717 4,087 3,251 9,200 3 205 0 0 3,701 2,005
Changes from: December 27, 2011 Total Change is: -903
-1,670 -196 84 1,409 362 -888 -217 -107 0 0 0 0 379 -158
Percent of Open Interest Represented by Each Category of Trader
1.5 8.9 0.3 71.4 54.3 9.8 7.8 22.0 0.0 0.5 0.0 0.0 8.8 4.8
Number of Traders in Each Category Total Traders: 50
. . . 15 20 10 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 66,437
Positions
14,860 23,474 0 31,672 23,219 2,257 7,617 12,934 489 3,230 1,341 766 5,546 1,957
Changes from: December 27, 2011 Total Change is: 2,617
677 1,380 -9 1,254 -411 -222 169 3,179 -127 1,008 -1,430 16 -149 241
Percent of Open Interest Represented by Each Category of Trader
22.4 35.3 0.0 47.7 34.9 3.4 11.5 19.5 0.7 4.9 2.0 1.2 8.3 2.9
Number of Traders in Each Category Total Traders: 69
10 11 0 15 8 6 8 6 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 656,997
Positions
7,208 116,374 26,021 282,338 91,046 94,289 47,555 90,841 35,224 10,578 65,707 6,560 147,225 130,936
Changes from: December 27, 2011 Total Change is: 1,448
-3,815 2,541 570 -6,884 -2,116 1,454 11,418 -2,809 4,143 -1,636 2,355 -5,293 1,492 604
Percent of Open Interest Represented by Each Category of Trader
1.1 17.7 4.0 43.0 13.9 14.4 7.2 13.8 5.4 1.6 10.0 1.0 22.4 19.9
Number of Traders in Each Category Total Traders: 144
4 18 16 44 18 36 22 24 32 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 362,623
Positions
5,572 149,507 360 262,475 19,302 33,577 1,872 117,597 325 0 1,501 0 58,442 40,454
Changes from: December 27, 2011 Total Change is: -6,272
697 1,948 -2,271 61 -1,149 -640 -40 -4,094 -1,465 0 0 0 -2,614 1,400
Percent of Open Interest Represented by Each Category of Trader
1.5 41.2 0.1 72.4 5.3 9.3 0.5 32.4 0.1 0.0 0.4 0.0 16.1 11.2
Number of Traders in Each Category Total Traders: 69
. 11 . 37 6 21 . 11 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 716,202
Positions
109,089 73,919 5,714 137,439 197,837 65,854 217,356 207,548 25,123 40,997 34,183 1,687 112,943 104,337
Changes from: December 27, 2011 Total Change is: 3,549
16,473 5,288 -1,935 4,735 3,224 -208 -18,198 6,845 -9,629 8,634 -418 131 3,545 249
Percent of Open Interest Represented by Each Category of Trader
15.2 10.3 0.8 19.2 27.6 9.2 30.3 29.0 3.5 5.7 4.8 0.2 15.8 14.6
Number of Traders in Each Category Total Traders: 203
14 24 11 30 44 40 33 35 23 9 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,687,564
Positions
50,940 142,353 82,589 658,291 600,178 172,967 254,884 152,046 118,773 30,481 84,206 30,658 287,981 303,794
Changes from: December 27, 2011 Total Change is: 33,088
-6,066 -2,811 6,339 -22,906 27,192 -3,053 37,282 -30,586 19,697 -18,976 3,596 8,977 11,793 3,736
Percent of Open Interest Represented by Each Category of Trader
3.0 8.4 4.9 39.0 35.6 10.2 15.1 9.0 7.0 1.8 5.0 1.8 17.1 18.0
Number of Traders in Each Category Total Traders: 232
15 30 35 31 53 44 39 42 49 10 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,390,013
Positions
47,254 230,099 46,292 355,876 438,961 163,244 267,409 139,652 59,497 204,570 66,191 13,100 232,772 232,978
Changes from: December 27, 2011 Total Change is: 77,710
-11,527 44,270 -6,268 12,616 23,778 724 48,018 -7,832 9,931 -7,152 4,868 3,312 28,057 4,928
Percent of Open Interest Represented by Each Category of Trader
3.4 16.6 3.3 25.6 31.6 11.7 19.2 10.0 4.3 14.7 4.8 0.9 16.7 16.8
Number of Traders in Each Category Total Traders: 168
7 28 16 22 37 39 29 25 23 8 12 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 597,174
Positions
164,584 223,611 175,568 2,981 1,666 1,963 80,348 31,697 96,813 16,075 5,029 24,890 33,951 35,937
Changes from: December 27, 2011 Total Change is: -121,764
-39,341 -44,168 -10,159 -501 -2,001 -914 -10,107 -4,578 -47,387 -11,122 -2,030 -6,426 4,194 -4,101
Percent of Open Interest Represented by Each Category of Trader
27.6 37.4 29.4 0.5 0.3 0.3 13.5 5.3 16.2 2.7 0.8 4.2 5.7 6.0
Number of Traders in Each Category Total Traders: 94
19 29 40 . . . 16 15 23 . 6 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,785,910
Positions
1,353,451 2,210,193 2,753,666 1,561,986 85,250 196,212 453,008 527,079 3,978,896 81,962 355,392 637,463 769,267 1,041,761
Changes from: December 27, 2011 Total Change is: 247,665
168,564 4,536 -36,032 -99,918 1,329 23,275 -13,460 65,878 98,240 -1,223 -5,778 103,145 5,072 -6,928
Percent of Open Interest Represented by Each Category of Trader
11.5 18.8 23.4 13.3 0.7 1.7 3.8 4.5 33.8 0.7 3.0 5.4 6.5 8.8
Number of Traders in Each Category Total Traders: 253
27 54 79 9 12 20 42 71 107 8 17 20
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,575
Positions
6,454 2,623 0 1,604 784 11 1,001 6,880 25 1,208 160 0 272 92
Changes from: December 27, 2011 Total Change is: 92
-38 -541 0 101 1 0 5 634 0 0 0 0 24 -2
Percent of Open Interest Represented by Each Category of Trader
61.0 24.8 0.0 15.2 7.4 0.1 9.5 65.1 0.2 11.4 1.5 0.0 2.6 0.9
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,322
Positions
9,300 6,588 0 1,239 1,978 0 1,272 3,262 0 70 305 0 441 189
Changes from: December 27, 2011 Total Change is: 383
149 -17 0 -124 185 0 246 215 0 30 0 0 82 0
Percent of Open Interest Represented by Each Category of Trader
75.5 53.5 0.0 10.1 16.1 0.0 10.3 26.5 0.0 0.6 2.5 0.0 3.6 1.5
Number of Traders in Each Category Total Traders: 32
4 5 0 . 4 0 6 7 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 67,118
Positions
21,469 32,510 32 6,387 335 307 22,268 30,488 1,777 5,942 280 9 8,927 1,380
Changes from: December 27, 2011 Total Change is: 1,413
-948 931 1 221 50 11 -804 533 196 277 70 5 2,455 -383
Percent of Open Interest Represented by Each Category of Trader
32.0 48.4 0.0 9.5 0.5 0.5 33.2 45.4 2.6 8.9 0.4 0.0 13.3 2.1
Number of Traders in Each Category Total Traders: 108
4 6 . 9 . . 40 12 7 30 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 128,268
Positions
34,158 24,189 32,760 8,472 1,508 960 9,779 24,961 11,165 1,695 2,043 14,961 14,318 15,721
Changes from: December 27, 2011 Total Change is: 830
1,756 -1,459 -2,144 44 89 -242 258 2,519 -793 289 592 -55 1,717 2,323
Percent of Open Interest Represented by Each Category of Trader
26.6 18.9 25.5 6.6 1.2 0.7 7.6 19.5 8.7 1.3 1.6 11.7 11.2 12.3
Number of Traders in Each Category Total Traders: 65
10 8 15 9 . 4 12 11 14 5 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,631
Positions
11,727 301 0 1,545 1,457 90 1,658 4,096 168 0 9,273 232 211 14
Changes from: December 27, 2011 Total Change is: -431
-66 301 0 82 1 0 -255 1,348 0 0 -1,892 -195 3 6
Percent of Open Interest Represented by Each Category of Trader
75.0 1.9 0.0 9.9 9.3 0.6 10.6 26.2 1.1 0.0 59.3 1.5 1.3 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 4 . . 7 . 0 . .
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Updated January 6, 2012