Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,178
Positions
1,525 68,628 2,790 10,126 6,417 107 56,482 9,488 4,277 8,535 19,402 508 44,827 17,561
Changes from: December 28, 2010 Total Change is: 8,186
-254 5,913 -15 -83 -721 0 6,704 -2,045 836 -185 3,440 8 1,175 770
Percent of Open Interest Represented by Each Category of Trader
1.2 53.1 2.2 7.8 5.0 0.1 43.7 7.3 3.3 6.6 15.0 0.4 34.7 13.6
Number of Traders in Each Category Total Traders: 89
. 18 7 4 . . 36 10 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,734
Positions
3,309 25,490 1,144 1,458 1,432 304 21,843 7,072 1,271 0 5,000 0 21,404 9,020
Changes from: December 28, 2010 Total Change is: 1,363
90 687 61 -35 55 -69 438 -2,097 17 -400 3,000 0 1,261 -291
Percent of Open Interest Represented by Each Category of Trader
6.5 50.2 2.3 2.9 2.8 0.6 43.1 13.9 2.5 0.0 9.9 0.0 42.2 17.8
Number of Traders in Each Category Total Traders: 48
. 14 . . . . 18 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,438
Positions
33,625 1,762 5,120 6,770 23,262 1,143 21,156 25,424 6,121 1,195 4,589 2 18,306 26,015
Changes from: December 28, 2010 Total Change is: 104
2,506 -1,689 -347 -178 1,127 62 -2,919 -515 1,458 -176 -531 -29 -272 569
Percent of Open Interest Represented by Each Category of Trader
36.0 1.9 5.5 7.2 24.9 1.2 22.6 27.2 6.6 1.3 4.9 0.0 19.6 27.8
Number of Traders in Each Category Total Traders: 74
11 . 10 . 14 5 18 20 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 141,486
Positions
7,140 64,895 5,379 33,598 4,439 1,153 58,708 15,048 6,177 900 14,729 13 28,418 29,653
Changes from: December 28, 2010 Total Change is: 18,778
243 15,988 297 1,771 -1,173 -310 15,642 -238 -177 -486 7,922 -7 1,806 -3,523
Percent of Open Interest Represented by Each Category of Trader
5.0 45.9 3.8 23.7 3.1 0.8 41.5 10.6 4.4 0.6 10.4 0.0 20.1 21.0
Number of Traders in Each Category Total Traders: 115
7 17 9 12 6 4 34 25 23 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 213,418
Positions
52,739 17,229 16,475 22,275 22,530 3,266 18,821 54,794 25,417 14,708 11,386 8,572 51,146 53,750
Changes from: December 28, 2010 Total Change is: -1,680
-4,219 -233 1,030 -25 -48 171 3,193 -5,179 -146 -5 3,254 261 -1,940 -789
Percent of Open Interest Represented by Each Category of Trader
24.7 8.1 7.7 10.4 10.6 1.5 8.8 25.7 11.9 6.9 5.3 4.0 24.0 25.2
Number of Traders in Each Category Total Traders: 184
20 11 16 15 19 12 32 53 43 14 20 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,238
Positions
4,784 91,299 3,431 11,340 3,231 207 69,005 7,819 4,491 1,358 4,756 440 34,181 13,563
Changes from: December 28, 2010 Total Change is: -2,487
-44 462 95 1,168 -279 0 -3,775 -1,886 479 506 -29 -46 -870 -1,282
Percent of Open Interest Represented by Each Category of Trader
3.7 70.6 2.7 8.8 2.5 0.2 53.4 6.1 3.5 1.1 3.7 0.3 26.4 10.5
Number of Traders in Each Category Total Traders: 77
6 11 7 5 5 . 35 7 12 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,836
Positions
11,479 33,089 14,110 0 0 0 30,528 10,593 843 1,255 0 0 621 201
Changes from: December 28, 2010 Total Change is: 106
-6 368 -149 0 0 0 317 45 0 0 0 0 -56 -158
Percent of Open Interest Represented by Each Category of Trader
19.5 56.2 24.0 0.0 0.0 0.0 51.9 18.0 1.4 2.1 0.0 0.0 1.1 0.3
Number of Traders in Each Category Total Traders: 20
6 8 10 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 118,786
Positions
2,566 88,941 239 17,381 0 140 86,242 13,480 90 4,295 14,362 0 7,833 1,534
Changes from: December 28, 2010 Total Change is: -6,446
-1,242 -9,504 72 -937 0 -5 -6,093 -2,524 0 975 5,180 0 784 335
Percent of Open Interest Represented by Each Category of Trader
2.2 74.9 0.2 14.6 0.0 0.1 72.6 11.3 0.1 3.6 12.1 0.0 6.6 1.3
Number of Traders in Each Category Total Traders: 108
6 13 . 9 0 . 53 12 . 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,443
Positions
3,138 13,965 7 495 0 14 18,980 7,297 0 738 4,150 0 3,071 1,010
Changes from: December 28, 2010 Total Change is: 1,353
-621 1,441 6 -218 0 -20 1,899 295 0 -235 -178 0 542 -191
Percent of Open Interest Represented by Each Category of Trader
11.9 52.8 0.0 1.9 0.0 0.1 71.8 27.6 0.0 2.8 15.7 0.0 11.6 3.8
Number of Traders in Each Category Total Traders: 42
4 8 . . 0 . 15 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,494
Positions
14,227 22,053 538 3,478 3,233 473 14,504 8,937 1,157 263 575 410 6,444 4,119
Changes from: December 28, 2010 Total Change is: 3,557
-135 2,187 -78 182 -147 68 2,989 1,385 188 151 -105 8 186 53
Percent of Open Interest Represented by Each Category of Trader
34.3 53.1 1.3 8.4 7.8 1.1 35.0 21.5 2.8 0.6 1.4 1.0 15.5 9.9
Number of Traders in Each Category Total Traders: 90
14 17 5 5 5 . 30 14 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 82,987
Positions
28,455 44,105 1,076 6,956 6,465 945 29,008 17,873 2,314 525 1,150 819 12,888 8,238
Changes from: December 28, 2010 Total Change is: 7,115
-269 4,374 -156 363 -293 135 5,977 2,769 375 302 -211 15 372 105
Percent of Open Interest Represented by Each Category of Trader
34.3 53.1 1.3 8.4 7.8 1.1 35.0 21.5 2.8 0.6 1.4 1.0 15.5 9.9
Number of Traders in Each Category Total Traders: 90
14 17 5 5 5 . 30 14 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 893,694
Positions
41,700 299,144 36,570 414,069 120,482 60,248 80,353 144,850 95,177 19,048 25,361 16,101 130,430 95,762
Changes from: December 28, 2010 Total Change is: 23,100
5,004 -5,595 7,673 -6,262 5,174 238 -667 183 13,012 194 3,585 927 2,979 -2,098
Percent of Open Interest Represented by Each Category of Trader
4.7 33.5 4.1 46.3 13.5 6.7 9.0 16.2 10.6 2.1 2.8 1.8 14.6 10.7
Number of Traders in Each Category Total Traders: 540
34 49 30 119 55 65 87 142 102 29 25 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 351,950
Positions
12,566 153,080 7,112 147,947 34,641 9,113 24,363 36,288 47,378 7,184 7,662 11,228 85,059 45,448
Changes from: December 28, 2010 Total Change is: 12,093
2,334 -836 1,247 696 77 219 -1,342 3,357 6,437 -179 -106 361 2,321 1,338
Percent of Open Interest Represented by Each Category of Trader
3.6 43.5 2.0 42.0 9.8 2.6 6.9 10.3 13.5 2.0 2.2 3.2 24.2 12.9
Number of Traders in Each Category Total Traders: 136
6 22 7 32 13 12 19 31 42 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,708,723
Positions
188,289 772,941 104,668 1,341,423 440,016 244,861 317,407 580,271 201,536 59,956 89,134 23,726 226,857 251,569
Changes from: December 28, 2010 Total Change is: 55,031
22,763 -14,385 22,718 -35,234 25,042 538 8,924 -10,318 27,329 1,923 18,511 2,778 3,291 -17,182
Percent of Open Interest Represented by Each Category of Trader
7.0 28.5 3.9 49.5 16.2 9.0 11.7 21.4 7.4 2.2 3.3 0.9 8.4 9.3
Number of Traders in Each Category Total Traders: 485
34 45 28 99 50 58 81 132 86 24 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 97,902
Positions
19,225 31,539 991 48,460 32,784 5,060 10,716 24,329 511 1,843 0 0 11,095 2,687
Changes from: December 28, 2010 Total Change is: -868
49 -270 140 -893 -200 -35 -743 -356 317 250 0 0 47 -464
Percent of Open Interest Represented by Each Category of Trader
19.6 32.2 1.0 49.5 33.5 5.2 10.9 24.9 0.5 1.9 0.0 0.0 11.3 2.7
Number of Traders in Each Category Total Traders: 89
6 10 . 29 13 11 13 14 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,146
Positions
7,598 54,185 3,602 26,528 7,516 2,102 27,660 8,152 6,046 2,530 677 169 9,911 3,697
Changes from: December 28, 2010 Total Change is: 11,081
-306 6,306 679 3,025 -237 54 2,292 175 3,967 123 -2 -269 1,517 409
Percent of Open Interest Represented by Each Category of Trader
8.8 62.9 4.2 30.8 8.7 2.4 32.1 9.5 7.0 2.9 0.8 0.2 11.5 4.3
Number of Traders in Each Category Total Traders: 240
21 33 7 42 14 10 70 37 16 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,211
Positions
2,810 12,020 0 1,735 0 0 5,070 0 0 246 0 0 3,350 1,191
Changes from: December 28, 2010 Total Change is: 3,793
-298 4,505 0 0 -200 0 3,727 -511 0 246 -246 0 118 245
Percent of Open Interest Represented by Each Category of Trader
21.3 91.0 0.0 13.1 0.0 0.0 38.4 0.0 0.0 1.9 0.0 0.0 25.4 9.0
Number of Traders in Each Category Total Traders: 20
5 10 0 . 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 364,673
Positions
27,941 214,823 14,011 123,963 37,578 10,511 137,936 65,748 5,240 11,422 3,386 844 32,805 12,531
Changes from: December 28, 2010 Total Change is: 36,440
558 9,605 2,794 15,124 -187 269 11,529 22,131 1,130 -1,846 -8 -113 6,995 818
Percent of Open Interest Represented by Each Category of Trader
7.7 58.9 3.8 34.0 10.3 2.9 37.8 18.0 1.4 3.1 0.9 0.2 9.0 3.4
Number of Traders in Each Category Total Traders: 238
20 32 6 42 14 10 69 38 14 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 318,405
Positions
83,376 49,811 15,345 118,717 110,088 22,629 50,789 90,532 7,115 1,279 7,933 4 19,151 14,948
Changes from: December 28, 2010 Total Change is: 6,221
5,960 3,761 214 -8,360 -1,712 3,358 3,674 -3,009 1,883 -484 1,029 4 -28 693
Percent of Open Interest Represented by Each Category of Trader
26.2 15.6 4.8 37.3 34.6 7.1 16.0 28.4 2.2 0.4 2.5 0.0 6.0 4.7
Number of Traders in Each Category Total Traders: 234
15 20 . 55 38 20 37 57 15 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,695
Positions
10,310 4,904 160 11,356 200 0 3,365 14,085 2 4,272 1,062 0 10,230 19,282
Changes from: December 28, 2010 Total Change is: 1,100
1,747 530 10 -1,154 0 0 322 313 0 0 209 0 175 38
Percent of Open Interest Represented by Each Category of Trader
26.0 12.4 0.4 28.6 0.5 0.0 8.5 35.5 0.0 10.8 2.7 0.0 25.8 48.6
Number of Traders in Each Category Total Traders: 57
13 6 . 9 . 0 7 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,172
Positions
9,512 12,785 1,989 12,642 6,575 655 10,251 4,326 420 1,515 4,192 0 11,188 17,230
Changes from: December 28, 2010 Total Change is: 4,238
-222 1,837 132 1,588 130 0 674 884 171 600 222 0 1,295 862
Percent of Open Interest Represented by Each Category of Trader
19.7 26.5 4.1 26.2 13.6 1.4 21.3 9.0 0.9 3.1 8.7 0.0 23.2 35.8
Number of Traders in Each Category Total Traders: 52
13 12 5 7 . . 9 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 27,363
Positions
0 4,444 101 14,037 11,262 3,927 4,534 5,642 0 1,003 0 0 3,761 1,987
Changes from: December 28, 2010 Total Change is: -306
-219 90 10 -1,251 -490 21 909 -53 0 0 0 0 224 116
Percent of Open Interest Represented by Each Category of Trader
0.0 16.2 0.4 51.3 41.2 14.4 16.6 20.6 0.0 3.7 0.0 0.0 13.7 7.3
Number of Traders in Each Category Total Traders: 43
0 4 . 16 14 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 38,064
Positions
4,050 15,994 226 15,820 6,155 826 6,422 13,482 0 3,241 0 0 7,479 1,381
Changes from: December 28, 2010 Total Change is: 174
-447 -164 -10 818 726 162 806 -525 0 -1,676 0 0 521 -15
Percent of Open Interest Represented by Each Category of Trader
10.6 42.0 0.6 41.6 16.2 2.2 16.9 35.4 0.0 8.5 0.0 0.0 19.6 3.6
Number of Traders in Each Category Total Traders: 51
5 7 . 11 9 5 7 5 0 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 596,357
Positions
19,018 79,512 18,850 296,692 157,815 50,893 36,114 77,108 31,916 20,402 26,053 3,753 118,718 150,456
Changes from: December 28, 2010 Total Change is: 16,536
412 7,449 871 13,757 9,947 235 15,020 -7,964 -1,701 -720 3,947 -146 -11,192 3,897
Percent of Open Interest Represented by Each Category of Trader
3.2 13.3 3.2 49.8 26.5 8.5 6.1 12.9 5.4 3.4 4.4 0.6 19.9 25.2
Number of Traders in Each Category Total Traders: 140
6 16 12 43 24 38 14 28 26 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 308,729
Positions
0 120,795 1,353 231,972 7,718 15,428 0 115,225 180 0 1,953 0 59,795 46,077
Changes from: December 28, 2010 Total Change is: -76
0 -3,997 -947 1,676 3,945 305 0 -2,488 -322 0 0 0 -789 3,427
Percent of Open Interest Represented by Each Category of Trader
0.0 39.1 0.4 75.1 2.5 5.0 0.0 37.3 0.1 0.0 0.6 0.0 19.4 14.9
Number of Traders in Each Category Total Traders: 55
0 10 . 29 . 13 0 12 . 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 670,689
Positions
35,340 79,092 6,750 347,488 237,214 67,095 69,737 82,284 22,468 33,738 47,468 3,497 84,575 124,820
Changes from: December 28, 2010 Total Change is: 1,948
-3,933 -7,189 963 1,949 1,658 7,451 8,568 21,544 -17,073 2,190 -497 462 1,371 -5,371
Percent of Open Interest Represented by Each Category of Trader
5.3 11.8 1.0 51.8 35.4 10.0 10.4 12.3 3.4 5.0 7.1 0.5 12.6 18.6
Number of Traders in Each Category Total Traders: 175
11 24 14 34 35 34 21 30 22 6 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,754,686
Positions
111,762 175,588 196,625 537,718 387,052 210,750 126,535 206,337 197,457 56,786 14,293 44,725 272,329 321,860
Changes from: December 28, 2010 Total Change is: 17,513
-4,180 -16 11,116 25,303 23,570 6,562 6,068 -13,038 -8,792 -11,643 -13,695 450 -7,371 11,356
Percent of Open Interest Represented by Each Category of Trader
6.4 10.0 11.2 30.6 22.1 12.0 7.2 11.8 11.3 3.2 0.8 2.5 15.5 18.3
Number of Traders in Each Category Total Traders: 258
29 30 48 38 54 56 41 47 63 13 6 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,091,741
Positions
37,541 95,241 38,524 195,032 383,730 157,006 346,050 44,464 68,638 66,270 48,354 5,954 176,725 249,830
Changes from: December 28, 2010 Total Change is: -17,842
13,369 -881 -11,025 -26,586 1,467 14,217 9,543 -24,267 -5,454 -3,097 -3,413 -267 -8,543 11,780
Percent of Open Interest Represented by Each Category of Trader
3.4 8.7 3.5 17.9 35.1 14.4 31.7 4.1 6.3 6.1 4.4 0.5 16.2 22.9
Number of Traders in Each Category Total Traders: 165
14 16 15 24 35 33 34 24 28 9 9 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 750,602
Positions
91,970 163,060 253,166 6,060 1,896 1,819 84,622 18,203 213,904 26,953 15,703 42,803 29,306 40,049
Changes from: December 28, 2010 Total Change is: -232,162
-17,943 -59,579 -13,133 16 252 310 -33,384 1,245 -112,775 -8,207 -274 -47,298 252 -909
Percent of Open Interest Represented by Each Category of Trader
12.3 21.7 33.7 0.8 0.3 0.2 11.3 2.4 28.5 3.6 2.1 5.7 3.9 5.3
Number of Traders in Each Category Total Traders: 103
22 25 37 4 . . 24 15 29 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is11,832,630
Positions
1,797,209 2,767,922 2,435,500 1,398,007 485,375 208,005 631,437 300,944 3,704,690 56,353 284,181 754,083 847,345 891,931
Changes from: December 28, 2010 Total Change is: 432,152
-35,668 31,487 71,360 9,819 56,467 6,852 124,900 13,068 149,037 -60,819 877 116,946 49,725 -13,942
Percent of Open Interest Represented by Each Category of Trader
15.2 23.4 20.6 11.8 4.1 1.8 5.3 2.5 31.3 0.5 2.4 6.4 7.2 7.5
Number of Traders in Each Category Total Traders: 266
35 54 88 7 16 18 69 52 97 12 11 19
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,784
Positions
6,224 5,820 116 1,414 1,123 134 1,046 5,890 0 4,800 478 0 50 223
Changes from: December 28, 2010 Total Change is: -388
-85 -413 19 423 4 -22 -729 -11 0 0 10 0 6 25
Percent of Open Interest Represented by Each Category of Trader
45.2 42.2 0.8 10.3 8.1 1.0 7.6 42.7 0.0 34.8 3.5 0.0 0.4 1.6
Number of Traders in Each Category Total Traders: 34
4 4 . . 5 . . 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,016
Positions
37,633 22,047 0 2,115 2,012 56 4,137 14,224 0 0 5,473 0 75 204
Changes from: December 28, 2010 Total Change is: 2,858
3,127 2,323 0 104 380 0 -141 160 0 0 -30 0 -232 25
Percent of Open Interest Represented by Each Category of Trader
85.5 50.1 0.0 4.8 4.6 0.1 9.4 32.3 0.0 0.0 12.4 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 29
4 5 0 . 4 . . 7 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,106
Positions
10,876 2,815 209 1,074 188 727 8,804 19,484 904 1,323 1,133 21 4,167 2,625
Changes from: December 28, 2010 Total Change is: 1,312
-555 -1,588 180 -151 -249 -3 1,706 2,329 29 551 228 19 -465 366
Percent of Open Interest Represented by Each Category of Trader
38.7 10.0 0.7 3.8 0.7 2.6 31.3 69.3 3.2 4.7 4.0 0.1 14.8 9.3
Number of Traders in Each Category Total Traders: 86
5 5 . 5 . . 16 34 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 149,094
Positions
71,847 35,316 24,882 2,051 514 3,653 1,337 37,762 18,689 804 3,935 4,833 20,999 19,511
Changes from: December 28, 2010 Total Change is: 7,293
6,479 5,950 -5,844 1,838 34 157 -271 2,121 1,015 378 -101 909 2,632 3,052
Percent of Open Interest Represented by Each Category of Trader
48.2 23.7 16.7 1.4 0.3 2.5 0.9 25.3 12.5 0.5 2.6 3.2 14.1 13.1
Number of Traders in Each Category Total Traders: 82
6 14 16 . 4 5 6 32 22 7 4 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 4, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,817
Positions
470 14,246 0 10,691 0 5 2,076 164 0 0 125 14 1,561 263
Changes from: December 28, 2010 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.2 96.1 0.0 72.2 0.0 0.0 14.0 1.1 0.0 0.0 0.8 0.1 10.5 1.8
Number of Traders in Each Category Total Traders: 21
. . 0 9 0 . 7 . 0 0 . .
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Updated January 7, 2011