Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 142,291
Positions
9,368 70,907 20,571 10,868 11,448 43 37,124 5,243 12,973 9,433 7,482 0 41,911 13,624
Changes from: December 7, 2010 Total Change is: 27,292
-70 6,380 16,594 -689 1,370 0 -2,939 -6,020 10,056 2,275 1,478 0 2,065 -2,566
Percent of Open Interest Represented by Each Category of Trader
6.6 49.8 14.5 7.6 8.0 0.0 26.1 3.7 9.1 6.6 5.3 0.0 29.5 9.6
Number of Traders in Each Category Total Traders: 82
6 16 8 4 4 . 30 7 5 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,804
Positions
2,389 16,142 59 1,777 869 330 19,045 11,835 0 0 0 0 16,204 10,569
Changes from: December 7, 2010 Total Change is: -3,110
-4,810 -3,550 -1,766 -24 -15 15 2,251 1,229 -5 0 -500 0 1,229 1,482
Percent of Open Interest Represented by Each Category of Trader
6.0 40.6 0.1 4.5 2.2 0.8 47.8 29.7 0.0 0.0 0.0 0.0 40.7 26.6
Number of Traders in Each Category Total Traders: 40
4 10 . . . . 15 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,820
Positions
21,492 2,138 1,363 8,281 22,671 1,045 17,244 16,625 12 673 4,923 0 17,710 19,043
Changes from: December 7, 2010 Total Change is: -18,449
-1,618 -3,286 -8,650 -132 911 26 -4,765 -3,041 -1,779 -1,073 -544 0 -458 -2,086
Percent of Open Interest Represented by Each Category of Trader
31.7 3.2 2.0 12.2 33.4 1.5 25.4 24.5 0.0 1.0 7.3 0.0 26.1 28.1
Number of Traders in Each Category Total Traders: 65
8 5 . 4 14 5 12 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 96,110
Positions
6,772 37,518 309 36,065 5,368 1,374 30,175 16,807 0 1,320 4,775 0 20,095 29,959
Changes from: December 7, 2010 Total Change is: -36,123
-9,493 -23,573 -7,206 1,740 -586 -15 6,105 -1,724 -1,443 -17,438 1,398 0 -8,373 -2,974
Percent of Open Interest Represented by Each Category of Trader
7.0 39.0 0.3 37.5 5.6 1.4 31.4 17.5 0.0 1.4 5.0 0.0 20.9 31.2
Number of Traders in Each Category Total Traders: 88
8 13 . 10 5 5 21 21 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 146,781
Positions
41,057 17,062 527 23,516 22,615 2,608 16,766 46,457 168 14,350 7,151 38 47,751 50,155
Changes from: December 7, 2010 Total Change is: -51,318
-28,928 -20,995 -17,724 213 300 -24 -720 -3,442 -5,728 1,390 879 -447 650 -4,137
Percent of Open Interest Represented by Each Category of Trader
28.0 11.6 0.4 16.0 15.4 1.8 11.4 31.7 0.1 9.8 4.9 0.0 32.5 34.2
Number of Traders in Each Category Total Traders: 140
17 12 . 15 16 11 18 42 5 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,584
Positions
4,422 87,818 411 18,119 3,390 154 59,928 9,211 0 812 1,207 0 29,738 11,393
Changes from: December 7, 2010 Total Change is: -13,428
-6,825 1,092 -14,016 -159 607 0 11,392 4,694 -2,554 -1 -830 0 -1,265 -2,421
Percent of Open Interest Represented by Each Category of Trader
3.9 77.3 0.4 16.0 3.0 0.1 52.8 8.1 0.0 0.7 1.1 0.0 26.2 10.0
Number of Traders in Each Category Total Traders: 64
4 9 . 5 4 . 26 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,751
Positions
11,524 34,054 10,793 0 0 0 19,346 8,320 2,900 1,255 0 0 10,933 684
Changes from: December 7, 2010 Total Change is: 5,223
1,515 5,864 -16 0 0 0 2,251 -643 69 0 0 0 1,404 -51
Percent of Open Interest Represented by Each Category of Trader
20.3 60.0 19.0 0.0 0.0 0.0 34.1 14.7 5.1 2.2 0.0 0.0 19.3 1.2
Number of Traders in Each Category Total Traders: 21
6 9 11 0 0 0 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,794
Positions
2,938 93,123 167 19,864 0 0 84,662 18,127 90 2,347 4,140 0 6,726 1,147
Changes from: December 7, 2010 Total Change is: -27,029
-10,256 -7,471 -7,316 -2,205 -150 0 6,215 11,659 -13,058 302 -9,478 -203 -508 -1,012
Percent of Open Interest Represented by Each Category of Trader
2.5 79.7 0.1 17.0 0.0 0.0 72.5 15.5 0.1 2.0 3.5 0.0 5.8 1.0
Number of Traders in Each Category Total Traders: 88
6 10 . 8 0 0 40 13 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,510
Positions
2,017 13,802 1 501 0 0 19,194 9,405 0 586 343 0 2,211 959
Changes from: December 7, 2010 Total Change is: -3,085
-120 -6,124 -688 41 0 0 -1,281 4,301 -28 0 -33 0 -1,009 -513
Percent of Open Interest Represented by Each Category of Trader
8.2 56.3 0.0 2.0 0.0 0.0 78.3 38.4 0.0 2.4 1.4 0.0 9.0 3.9
Number of Traders in Each Category Total Traders: 35
. 7 . . 0 0 9 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,633
Positions
17,287 21,880 2,737 3,624 2,961 446 14,234 11,379 1,182 537 568 0 7,586 6,480
Changes from: December 7, 2010 Total Change is: -557
-1,006 -3,650 1,827 32 -243 83 -3,027 -389 373 152 201 -1 1,011 1,242
Percent of Open Interest Represented by Each Category of Trader
36.3 45.9 5.7 7.6 6.2 0.9 29.9 23.9 2.5 1.1 1.2 0.0 15.9 13.6
Number of Traders in Each Category Total Traders: 98
15 16 10 6 6 . 36 13 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,265
Positions
34,574 43,760 5,474 7,248 5,922 891 28,468 22,758 2,364 1,074 1,136 0 15,172 12,960
Changes from: December 7, 2010 Total Change is: -1,113
-2,012 -7,300 3,653 63 -485 166 -6,053 -777 746 304 402 -2 2,022 2,484
Percent of Open Interest Represented by Each Category of Trader
36.3 45.9 5.7 7.6 6.2 0.9 29.9 23.9 2.5 1.1 1.2 0.0 15.9 13.6
Number of Traders in Each Category Total Traders: 98
15 16 10 6 6 . 36 13 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,109,473
Positions
50,935 334,522 172,633 426,392 123,035 64,999 107,800 154,350 91,854 18,499 26,850 13,468 162,893 127,763
Changes from: December 7, 2010 Total Change is: 128,830
557 12,880 83,342 6,525 -4,067 2,535 5,006 -5,159 14,223 1,123 2,010 2,829 12,690 20,236
Percent of Open Interest Represented by Each Category of Trader
4.6 30.2 15.6 38.4 11.1 5.9 9.7 13.9 8.3 1.7 2.4 1.2 14.7 11.5
Number of Traders in Each Category Total Traders: 546
35 49 44 125 56 67 103 130 94 29 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 431,240
Positions
47,971 214,673 40,971 143,701 41,521 8,182 70,250 45,177 7,666 9,054 7,230 7,079 96,366 58,741
Changes from: December 7, 2010 Total Change is: 46,462
-734 -1,503 27,158 1,924 -2,767 1,734 7,428 2,623 3,700 113 -189 1,126 4,013 14,580
Percent of Open Interest Represented by Each Category of Trader
11.1 49.8 9.5 33.3 9.6 1.9 16.3 10.5 1.8 2.1 1.7 1.6 22.3 13.6
Number of Traders in Each Category Total Traders: 140
11 26 16 31 15 11 18 29 18 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,391,166
Positions
205,106 789,532 468,022 1,437,981 432,093 259,562 524,926 883,041 83,763 65,110 115,986 14,059 332,637 345,108
Changes from: December 7, 2010 Total Change is: 411,840
-3,635 61,827 291,010 20,617 -8,888 6,393 21,566 -5,234 18,937 5,182 11,126 8,387 43,383 28,282
Percent of Open Interest Represented by Each Category of Trader
6.0 23.3 13.8 42.4 12.7 7.7 15.5 26.0 2.5 1.9 3.4 0.4 9.8 10.2
Number of Traders in Each Category Total Traders: 500
35 41 32 106 49 59 101 124 75 25 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 124,246
Positions
15,379 29,182 25,278 49,313 34,325 5,914 14,399 25,675 439 1,992 0 0 11,532 3,433
Changes from: December 7, 2010 Total Change is: 15,906
-491 756 13,758 492 -708 915 -483 854 112 295 0 0 1,308 219
Percent of Open Interest Represented by Each Category of Trader
12.4 23.5 20.3 39.7 27.6 4.8 11.6 20.7 0.4 1.6 0.0 0.0 9.3 2.8
Number of Traders in Each Category Total Traders: 91
7 8 6 31 12 12 17 12 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 134,491
Positions
15,175 45,120 33,171 22,295 11,629 2,848 26,944 11,492 17,252 2,655 3,562 183 13,969 9,235
Changes from: December 7, 2010 Total Change is: 24,426
260 3,430 14,836 -35 -4,367 588 924 2,395 5,052 422 -686 164 2,215 3,015
Percent of Open Interest Represented by Each Category of Trader
11.3 33.5 24.7 16.6 8.6 2.1 20.0 8.5 12.8 2.0 2.6 0.1 10.4 6.9
Number of Traders in Each Category Total Traders: 254
25 31 28 38 16 10 69 42 30 20 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,342
Positions
9,366 19,332 3,036 0 280 700 10,446 4,234 266 213 889 0 6,315 1,605
Changes from: December 7, 2010 Total Change is: 2,798
-1,930 -1,019 2,392 -225 0 700 1,669 -170 266 -279 0 0 205 629
Percent of Open Interest Represented by Each Category of Trader
30.9 63.7 10.0 0.0 0.9 2.3 34.4 14.0 0.9 0.7 2.9 0.0 20.8 5.3
Number of Traders in Each Category Total Traders: 33
8 12 4 0 . . 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 520,747
Positions
97,447 197,343 82,270 111,475 56,746 10,741 143,541 97,341 23,878 12,212 13,364 914 38,269 38,150
Changes from: December 7, 2010 Total Change is: 108,141
-209 11,083 73,379 951 -21,833 -560 -30 16,519 20,234 3,505 -3,432 819 10,052 11,932
Percent of Open Interest Represented by Each Category of Trader
18.7 37.9 15.8 21.4 10.9 2.1 27.6 18.7 4.6 2.3 2.6 0.2 7.3 7.3
Number of Traders in Each Category Total Traders: 248
24 27 22 38 15 9 69 44 24 19 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 420,509
Positions
141,256 85,056 27,377 128,506 127,995 20,116 58,960 110,581 19,458 1,281 10,877 2,944 20,611 16,105
Changes from: December 7, 2010 Total Change is: 15,799
-15,977 10,042 15,196 1,570 -16,279 1,039 -4,678 -6,407 13,130 2 -4,109 2,944 2,573 243
Percent of Open Interest Represented by Each Category of Trader
33.6 20.2 6.5 30.6 30.4 4.8 14.0 26.3 4.6 0.3 2.6 0.7 4.9 3.8
Number of Traders in Each Category Total Traders: 248
16 20 9 55 40 23 42 59 23 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,411
Positions
8,388 5,496 136 13,026 343 25 2,739 12,638 2 2,412 623 0 10,683 18,148
Changes from: December 7, 2010 Total Change is: -26,176
-5,888 -3,886 -4,972 -692 -108 0 633 -1,394 -859 817 0 0 -15,215 -14,957
Percent of Open Interest Represented by Each Category of Trader
22.4 14.7 0.4 34.8 0.9 0.1 7.3 33.8 0.0 6.4 1.7 0.0 28.6 48.5
Number of Traders in Each Category Total Traders: 52
12 6 . 10 . . 6 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,152
Positions
11,536 10,263 655 12,788 6,480 655 9,623 3,827 244 915 3,970 0 11,736 22,058
Changes from: December 7, 2010 Total Change is: -11,352
-1,443 -12,493 -6,044 5,211 4,949 0 -1,680 -2,044 -2,093 0 3,645 0 -5,303 2,728
Percent of Open Interest Represented by Each Category of Trader
24.0 21.3 1.4 26.6 13.5 1.4 20.0 7.9 0.5 1.9 8.2 0.0 24.4 45.8
Number of Traders in Each Category Total Traders: 47
13 8 . 8 . . 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,241
Positions
502 5,847 3,093 16,882 12,266 4,034 2,782 4,611 1,076 756 0 247 3,869 2,067
Changes from: December 7, 2010 Total Change is: 4,275
165 1,415 3,093 -85 -1,333 102 455 -155 1,076 -494 0 247 -284 -170
Percent of Open Interest Represented by Each Category of Trader
1.5 17.6 9.3 50.8 36.9 12.1 8.4 13.9 3.2 2.3 0.0 0.7 11.6 6.2
Number of Traders in Each Category Total Traders: 44
. . . 16 14 9 . 7 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,631
Positions
3,875 13,580 3,611 15,615 5,208 769 5,146 16,283 262 5,492 0 0 11,861 6,918
Changes from: December 7, 2010 Total Change is: 7,147
1,588 -406 2,944 -350 -285 127 -2,842 -616 243 886 0 -10 4,561 5,150
Percent of Open Interest Represented by Each Category of Trader
8.3 29.1 7.7 33.5 11.2 1.6 11.0 34.9 0.6 11.8 0.0 0.0 25.4 14.8
Number of Traders in Each Category Total Traders: 49
5 6 . 13 7 5 7 4 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 579,262
Positions
28,487 89,625 11,965 286,402 143,191 49,576 52,133 108,948 11,360 21,778 27,246 50 117,511 137,301
Changes from: December 7, 2010 Total Change is: -14,207
5,854 -6,201 -21,092 3,549 -6,442 1,674 -2,837 12,189 2,919 -4,230 7,810 -150 106 -4,914
Percent of Open Interest Represented by Each Category of Trader
4.9 15.5 2.1 49.4 24.7 8.6 9.0 18.8 2.0 3.8 4.7 0.0 20.3 23.7
Number of Traders in Each Category Total Traders: 146
8 15 4 43 23 32 19 28 14 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 303,256
Positions
0 115,145 4,673 225,385 1,530 13,997 0 120,486 942 0 1,953 0 58,259 44,530
Changes from: December 7, 2010 Total Change is: -12,003
0 -3,355 -10,271 611 1,530 674 0 -1,219 -112 0 0 0 -2,905 750
Percent of Open Interest Represented by Each Category of Trader
0.0 38.0 1.5 74.3 0.5 4.6 0.0 39.7 0.3 0.0 0.6 0.0 19.2 14.7
Number of Traders in Each Category Total Traders: 51
0 10 . 26 . 13 0 13 4 0 . 0
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 655,916
Positions
42,524 67,511 6,385 317,656 250,839 63,674 100,203 55,646 34,905 8,057 66,380 3,255 79,257 107,321
Changes from: December 7, 2010 Total Change is: -8,776
362 12,463 -5,036 40,532 5,460 -2,708 -10,569 -6,744 -5,136 -4,140 -14,349 1,301 -23,382 5,973
Percent of Open Interest Represented by Each Category of Trader
6.5 10.3 1.0 48.4 38.2 9.7 15.3 8.5 5.3 1.2 10.1 0.5 12.1 16.4
Number of Traders in Each Category Total Traders: 175
13 20 10 34 35 35 27 26 18 4 16 4
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,350,733
Positions
141,709 251,177 29,255 451,993 356,357 173,239 168,768 180,962 27,250 80,283 21,157 7,791 270,445 303,545
Changes from: December 7, 2010 Total Change is: 32,339
10,861 28,983 -9,336 -31,901 -27,596 35,310 35,164 34,030 -7,005 -476 -2,554 -693 415 -18,800
Percent of Open Interest Represented by Each Category of Trader
10.5 18.6 2.2 33.5 26.4 12.8 12.5 13.4 2.0 5.9 1.6 0.6 20.0 22.5
Number of Traders in Each Category Total Traders: 244
31 29 13 35 50 47 47 35 23 12 5 .
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,005,813
Positions
37,526 99,438 8,806 216,562 358,496 153,401 320,505 73,107 21,877 51,158 52,250 1,763 194,215 236,675
Changes from: December 7, 2010 Total Change is: -6,373
3,789 -16,697 -8,108 -73,058 -6,154 10,906 50,272 12,893 -2,425 7,744 7,049 1,763 2,744 -5,600
Percent of Open Interest Represented by Each Category of Trader
3.7 9.9 0.9 21.5 35.6 15.3 31.9 7.3 2.2 5.1 5.2 0.2 19.3 23.5
Number of Traders in Each Category Total Traders: 155
13 19 7 23 32 30 32 19 14 8 9 .
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 562,535
Positions
97,989 221,162 200,017 3,821 1,080 1,153 141,548 19,061 55,751 28,468 13,203 2,749 31,039 48,359
Changes from: December 7, 2010 Total Change is: 19,212
-2,295 14,840 5,288 421 1,000 -150 9,199 -1,974 814 5,875 265 582 -522 -1,453
Percent of Open Interest Represented by Each Category of Trader
17.4 39.3 35.6 0.7 0.2 0.2 25.2 3.4 9.9 5.1 2.3 0.5 5.5 8.6
Number of Traders in Each Category Total Traders: 98
25 23 35 . . . 24 12 27 . . .
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 7,064,066
Positions
1,995,540 2,794,062 1,299,601 1,321,869 415,822 79,953 591,645 462,736 838,433 96,748 282,670 90,238 750,039 800,551
Changes from: December 7, 2010 Total Change is:-1,106,018
-75,130 -154,634 -341,359 -6,300 25,701 -22,313 -340,019 -170,270 -213,431 10,649 -126,413 -24,576 -93,539 -78,723
Percent of Open Interest Represented by Each Category of Trader
28.2 39.6 18.4 18.7 5.9 1.1 8.4 6.6 11.9 1.4 4.0 1.3 10.6 11.3
Number of Traders in Each Category Total Traders: 215
37 43 75 7 10 7 47 42 73 11 9 13
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Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,834
Positions
4,884 6,593 0 1,077 1,048 97 1,790 4,254 0 4,800 584 0 186 258
Changes from: December 7, 2010 Total Change is: -8,528
-5,849 -7,258 -1,811 10 -43 -26 872 2,297 -1,791 0 16 0 67 88
Percent of Open Interest Represented by Each Category of Trader
38.1 51.4 0.0 8.4 8.2 0.8 13.9 33.1 0.0 37.4 4.6 0.0 1.4 2.0
Number of Traders in Each Category Total Traders: 31
4 4 0 . 5 . . 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,088
Positions
34,594 21,467 0 2,118 1,466 59 3,184 11,286 0 0 5,503 0 133 307
Changes from: December 7, 2010 Total Change is: -24,220
-14,718 -15,935 -9,041 99 45 0 2,557 3,581 -3,027 0 0 0 -90 157
Percent of Open Interest Represented by Each Category of Trader
86.3 53.5 0.0 5.3 3.7 0.1 7.9 28.2 0.0 0.0 13.7 0.0 0.3 0.8
Number of Traders in Each Category Total Traders: 29
4 5 0 . . . 4 7 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,202
Positions
11,926 4,527 0 1,026 346 801 5,728 14,895 849 1,184 1,587 0 3,688 2,197
Changes from: December 7, 2010 Total Change is: -9,869
-2,892 -3,189 -320 50 49 -19 -3,743 -4,580 -950 142 237 -189 -1,948 -908
Percent of Open Interest Represented by Each Category of Trader
47.3 18.0 0.0 4.1 1.4 3.2 22.7 59.1 3.4 4.7 6.3 0.0 14.6 8.7
Number of Traders in Each Category Total Traders: 66
. 4 0 5 . . 17 21 6 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,503
Positions
59,490 29,847 33,757 6,859 222 5,829 1,807 40,154 22,565 1,609 3,083 4,016 15,571 12,030
Changes from: December 7, 2010 Total Change is: 2,272
-6,256 4,680 2,230 1,734 -141 350 914 -3,530 2,313 755 -402 -604 836 -2,624
Percent of Open Interest Represented by Each Category of Trader
39.3 19.7 22.3 4.5 0.1 3.8 1.2 26.5 14.9 1.1 2.0 2.7 10.3 7.9
Number of Traders in Each Category Total Traders: 91
6 15 17 7 . 7 10 33 26 5 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 6,879
Positions
922 2,589 1,091 2,277 0 0 1,254 2,812 41 880 0 0 414 346
Changes from: December 7, 2010 Total Change is: 1,332
5 -181 1,091 -69 0 0 17 129 4 0 0 0 284 289
Percent of Open Interest Represented by Each Category of Trader
13.4 37.6 15.9 33.1 0.0 0.0 18.2 40.9 0.6 12.8 0.0 0.0 6.0 5.0
Number of Traders in Each Category Total Traders: 20
. . . 4 0 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of December 14, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,865
Positions
466 14,066 740 10,868 0 0 1,825 289 0 0 0 0 1,966 770
Changes from: December 7, 2010 Total Change is: 1,309
8 125 740 -95 0 0 88 88 -7 0 0 0 575 363
Percent of Open Interest Represented by Each Category of Trader
2.9 88.7 4.7 68.5 0.0 0.0 11.5 1.8 0.0 0.0 0.0 0.0 12.4 4.9
Number of Traders in Each Category Total Traders: 20
. . . 9 0 0 6 . 0 0 0 0
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Updated December 17, 2010