Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 136,381
Positions
2,668 77,802 2,618 10,090 6,729 107 60,882 6,549 3,512 7,809 19,400 412 48,283 19,251
Changes from: January 4, 2011 Total Change is: 7,202
1,142 9,175 -172 -36 312 0 4,400 -2,939 -765 -727 -2 -97 3,456 1,690
Percent of Open Interest Represented by Each Category of Trader
2.0 57.0 1.9 7.4 4.9 0.1 44.6 4.8 2.6 5.7 14.2 0.3 35.4 14.1
Number of Traders in Each Category Total Traders: 85
. 19 6 4 . . 32 10 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 44,817
Positions
532 21,645 805 1,434 1,484 217 20,777 5,267 363 0 5,000 0 20,689 10,036
Changes from: January 4, 2011 Total Change is: -5,917
-2,777 -3,846 -339 -24 52 -87 -1,067 -1,805 -907 0 0 0 -715 1,016
Percent of Open Interest Represented by Each Category of Trader
1.2 48.3 1.8 3.2 3.3 0.5 46.4 11.8 0.8 0.0 11.2 0.0 46.2 22.4
Number of Traders in Each Category Total Traders: 42
. 14 4 . . . 16 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 94,138
Positions
34,144 3,261 5,615 6,663 22,412 1,174 16,489 21,411 3,504 6,500 10,159 0 20,049 26,602
Changes from: January 4, 2011 Total Change is: 699
519 1,498 495 -107 -850 31 -4,667 -4,014 -2,616 5,305 5,571 -2 1,743 586
Percent of Open Interest Represented by Each Category of Trader
36.3 3.5 6.0 7.1 23.8 1.2 17.5 22.7 3.7 6.9 10.8 0.0 21.3 28.3
Number of Traders in Each Category Total Traders: 78
10 5 10 . 14 5 15 23 17 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 117,560
Positions
7,704 50,599 5,038 33,555 4,452 1,107 38,289 15,843 3,938 2,810 4,047 16 25,104 32,521
Changes from: January 4, 2011 Total Change is: -23,925
564 -14,296 -341 -43 13 -46 -20,419 794 -2,239 1,910 -10,681 2 -3,314 2,869
Percent of Open Interest Represented by Each Category of Trader
6.6 43.0 4.3 28.5 3.8 0.9 32.6 13.5 3.3 2.4 3.4 0.0 21.4 27.7
Number of Traders in Each Category Total Traders: 100
7 16 9 12 6 4 21 28 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 245,906
Positions
85,148 22,352 14,823 22,319 23,154 3,363 24,463 76,927 19,334 14,293 16,742 8,829 53,333 60,381
Changes from: January 4, 2011 Total Change is: 32,488
32,410 5,123 -1,652 45 624 97 5,641 22,134 -6,083 -415 5,356 257 2,188 6,631
Percent of Open Interest Represented by Each Category of Trader
34.6 9.1 6.0 9.1 9.4 1.4 9.9 31.3 7.9 5.8 6.8 3.6 21.7 24.6
Number of Traders in Each Category Total Traders: 187
22 15 16 15 19 12 25 59 38 13 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 120,611
Positions
8,192 84,704 4,084 10,626 4,589 207 60,065 6,942 1,704 939 4,749 268 34,526 13,365
Changes from: January 4, 2011 Total Change is: -8,626
3,409 -6,595 653 -714 1,358 0 -8,941 -878 -2,787 -419 -7 -172 345 -198
Percent of Open Interest Represented by Each Category of Trader
6.8 70.2 3.4 8.8 3.8 0.2 49.8 5.8 1.4 0.8 3.9 0.2 28.6 11.1
Number of Traders in Each Category Total Traders: 76
7 11 6 5 5 . 32 9 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 58,964
Positions
11,523 33,323 14,071 0 0 0 30,772 10,575 843 1,255 0 0 500 152
Changes from: January 4, 2011 Total Change is: 128
44 234 -39 0 0 0 244 -18 0 0 0 0 -121 -49
Percent of Open Interest Represented by Each Category of Trader
19.5 56.5 23.9 0.0 0.0 0.0 52.2 17.9 1.4 2.1 0.0 0.0 0.8 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 11, 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 127,917
Positions
1,421 96,329 538 16,836 0 133 96,272 14,858 179 4,215 14,522 0 8,323 1,358
Changes from: January 4, 2011 Total Change is: 9,131
-1,145 7,388 299 -545 0 -7 10,030 1,378 89 -80 160 0 490 -176
Percent of Open Interest Represented by Each Category of Trader
1.1 75.3 0.4 13.2 0.0 0.1 75.3 11.6 0.1 3.3 11.4 0.0 6.5 1.1
Number of Traders in Each Category Total Traders: 123
5 16 . 9 0 . 62 14 . 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 27,358
Positions
3,390 14,136 0 941 0 0 18,756 7,819 0 602 4,524 0 3,669 879
Changes from: January 4, 2011 Total Change is: 915
252 171 -7 446 0 -14 -224 522 0 -136 374 0 598 -131
Percent of Open Interest Represented by Each Category of Trader
12.4 51.7 0.0 3.4 0.0 0.0 68.6 28.6 0.0 2.2 16.5 0.0 13.4 3.2
Number of Traders in Each Category Total Traders: 43
5 7 0 . 0 0 14 11 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 44,227
Positions
14,498 26,291 754 3,491 3,356 507 16,579 7,380 1,073 275 602 409 6,641 3,855
Changes from: January 4, 2011 Total Change is: 2,733
271 4,238 215 13 123 35 2,075 -1,557 -84 12 27 -0 197 -264
Percent of Open Interest Represented by Each Category of Trader
32.8 59.4 1.7 7.9 7.6 1.1 37.5 16.7 2.4 0.6 1.4 0.9 15.0 8.7
Number of Traders in Each Category Total Traders: 93
14 19 5 6 5 . 28 15 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 88,454
Positions
28,997 52,582 1,507 6,981 6,711 1,014 33,158 14,760 2,145 550 1,205 819 13,282 7,711
Changes from: January 4, 2011 Total Change is: 5,467
542 8,476 431 25 246 69 4,150 -3,113 -169 25 55 -1 394 -527
Percent of Open Interest Represented by Each Category of Trader
32.8 59.4 1.7 7.9 7.6 1.1 37.5 16.7 2.4 0.6 1.4 0.9 15.0 8.7
Number of Traders in Each Category Total Traders: 93
14 19 5 6 5 . 28 15 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 926,081
Positions
47,006 305,928 43,909 409,800 123,496 59,520 91,041 148,953 110,400 17,535 25,453 16,806 130,064 91,616
Changes from: January 4, 2011 Total Change is: 32,386
5,306 6,783 7,339 -4,269 3,014 -728 10,688 4,102 15,223 -1,513 92 705 -366 -4,146
Percent of Open Interest Represented by Each Category of Trader
5.1 33.0 4.7 44.3 13.3 6.4 9.8 16.1 11.9 1.9 2.7 1.8 14.0 9.9
Number of Traders in Each Category Total Traders: 562
31 52 34 115 61 63 97 150 122 28 28 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 370,854
Positions
22,735 159,961 10,733 148,920 34,561 9,067 24,491 37,033 55,340 5,512 8,802 11,414 82,641 43,942
Changes from: January 4, 2011 Total Change is: 18,904
10,169 6,881 3,622 974 -79 -46 128 745 7,962 -1,672 1,140 186 -2,418 -1,506
Percent of Open Interest Represented by Each Category of Trader
6.1 43.1 2.9 40.2 9.3 2.4 6.6 10.0 14.9 1.5 2.4 3.1 22.3 11.8
Number of Traders in Each Category Total Traders: 139
7 23 9 31 13 13 18 33 42 4 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 2,776,134
Positions
181,780 790,258 105,452 1,316,957 457,235 239,701 373,842 600,691 234,209 61,074 84,214 26,003 237,116 238,371
Changes from: January 4, 2011 Total Change is: 67,411
-6,509 17,317 783 -24,466 17,219 -5,160 56,435 20,420 32,673 1,119 -4,921 2,276 10,259 -13,198
Percent of Open Interest Represented by Each Category of Trader
6.5 28.5 3.8 47.4 16.5 8.6 13.5 21.6 8.4 2.2 3.0 0.9 8.5 8.6
Number of Traders in Each Category Total Traders: 508
32 48 30 96 56 56 97 134 106 24 21 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 97,549
Positions
19,847 31,990 991 48,459 32,687 5,035 10,901 23,426 804 1,112 0 0 10,400 2,617
Changes from: January 4, 2011 Total Change is: -353
622 451 0 -1 -97 -25 185 -903 292 -731 0 0 -695 -71
Percent of Open Interest Represented by Each Category of Trader
20.3 32.8 1.0 49.7 33.5 5.2 11.2 24.0 0.8 1.1 0.0 0.0 10.7 2.7
Number of Traders in Each Category Total Traders: 93
8 11 . 32 14 11 13 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 85,294
Positions
7,321 51,621 3,335 28,004 7,473 2,098 26,805 8,902 5,869 2,580 843 294 8,988 4,859
Changes from: January 4, 2011 Total Change is: -851
-278 -2,564 -267 1,476 -43 -4 -854 750 -177 50 166 125 -923 1,162
Percent of Open Interest Represented by Each Category of Trader
8.6 60.5 3.9 32.8 8.8 2.5 31.4 10.4 6.9 3.0 1.0 0.3 10.5 5.7
Number of Traders in Each Category Total Traders: 249
19 34 9 44 16 13 72 39 21 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 13,168
Positions
2,827 11,794 0 1,949 0 0 4,579 0 0 246 0 0 3,567 1,374
Changes from: January 4, 2011 Total Change is: -43
17 -226 0 214 0 0 -491 0 0 0 0 0 217 183
Percent of Open Interest Represented by Each Category of Trader
21.5 89.6 0.0 14.8 0.0 0.0 34.8 0.0 0.0 1.9 0.0 0.0 27.1 10.4
Number of Traders in Each Category Total Traders: 20
5 9 0 . 0 0 . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 360,629
Positions
30,218 206,884 8,926 130,273 37,365 10,492 132,587 65,966 7,889 12,425 4,970 714 27,105 17,424
Changes from: January 4, 2011 Total Change is: -4,043
2,277 -7,939 -5,085 6,310 -213 -19 -5,348 217 2,649 1,002 1,583 -129 -5,700 4,892
Percent of Open Interest Represented by Each Category of Trader
8.4 57.4 2.5 36.1 10.4 2.9 36.8 18.3 2.2 3.4 1.4 0.2 7.5 4.8
Number of Traders in Each Category Total Traders: 247
20 32 6 43 16 13 70 41 19 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 327,604
Positions
87,826 51,194 17,654 122,285 113,708 19,223 52,643 91,770 7,647 1,396 10,553 8 18,923 15,847
Changes from: January 4, 2011 Total Change is: 9,199
4,450 1,383 2,309 3,568 3,620 -3,406 1,854 1,238 531 117 2,620 4 -228 899
Percent of Open Interest Represented by Each Category of Trader
26.8 15.6 5.4 37.3 34.7 5.9 16.1 28.0 2.3 0.4 3.2 0.0 5.8 4.8
Number of Traders in Each Category Total Traders: 237
15 21 . 54 38 20 42 54 19 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 39,603
Positions
10,667 5,406 203 11,936 200 0 3,134 14,053 0 2,889 1,270 0 10,774 18,471
Changes from: January 4, 2011 Total Change is: -92
357 502 43 580 0 0 -231 -32 -2 -1,383 208 0 544 -811
Percent of Open Interest Represented by Each Category of Trader
26.9 13.7 0.5 30.1 0.5 0.0 7.9 35.5 0.0 7.3 3.2 0.0 27.2 46.6
Number of Traders in Each Category Total Traders: 57
13 6 4 10 . 0 7 13 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 50,051
Positions
7,121 17,053 2,055 12,583 6,683 655 12,489 2,617 241 2,224 3,970 0 12,683 16,777
Changes from: January 4, 2011 Total Change is: 1,879
-2,391 4,268 66 -59 108 0 2,238 -1,709 -179 709 -222 0 1,495 -453
Percent of Open Interest Represented by Each Category of Trader
14.2 34.1 4.1 25.1 13.4 1.3 25.0 5.2 0.5 4.4 7.9 0.0 25.3 33.5
Number of Traders in Each Category Total Traders: 57
12 14 . 8 . . 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 27,131
Positions
0 4,189 128 14,047 10,936 4,228 4,037 5,676 0 1,003 0 0 3,688 1,974
Changes from: January 4, 2011 Total Change is: -232
0 -255 27 10 -326 301 -497 34 0 0 0 0 -73 -13
Percent of Open Interest Represented by Each Category of Trader
0.0 15.4 0.5 51.8 40.3 15.6 14.9 20.9 0.0 3.7 0.0 0.0 13.6 7.3
Number of Traders in Each Category Total Traders: 41
0 4 . 16 12 8 4 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 37,979
Positions
4,272 16,105 231 15,621 5,945 1,003 6,489 13,192 38 2,803 0 0 7,522 1,465
Changes from: January 4, 2011 Total Change is: -85
222 111 5 -199 -210 177 67 -290 38 -438 0 0 43 84
Percent of Open Interest Represented by Each Category of Trader
11.2 42.4 0.6 41.1 15.7 2.6 17.1 34.7 0.1 7.4 0.0 0.0 19.8 3.9
Number of Traders in Each Category Total Traders: 50
4 7 . 13 8 5 8 4 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 609,964
Positions
26,921 75,400 18,687 295,302 176,391 50,726 24,187 65,324 38,680 20,803 25,478 3,585 131,074 155,695
Changes from: January 4, 2011 Total Change is: 13,607
7,902 -4,113 -163 -1,390 18,575 -168 -11,927 -11,784 6,763 400 -575 -168 12,356 5,239
Percent of Open Interest Represented by Each Category of Trader
4.4 12.4 3.1 48.4 28.9 8.3 4.0 10.7 6.3 3.4 4.2 0.6 21.5 25.5
Number of Traders in Each Category Total Traders: 151
9 17 13 44 27 37 18 27 29 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 308,099
Positions
48 119,016 4,465 226,616 7,378 16,336 0 111,939 320 0 1,953 0 60,313 46,691
Changes from: January 4, 2011 Total Change is: -630
48 -1,778 3,112 -5,356 -340 908 0 -3,286 140 0 0 0 518 614
Percent of Open Interest Represented by Each Category of Trader
0.0 38.6 1.4 73.6 2.4 5.3 0.0 36.3 0.1 0.0 0.6 0.0 19.6 15.2
Number of Traders in Each Category Total Traders: 57
. 11 . 29 . 14 0 12 . 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 716,111
Positions
32,364 102,421 9,992 338,017 216,152 74,873 88,291 94,318 27,454 45,198 57,115 4,298 95,623 129,488
Changes from: January 4, 2011 Total Change is: 45,422
-2,976 23,329 3,242 -9,471 -21,063 7,778 18,554 12,034 4,986 11,460 9,647 801 11,049 4,668
Percent of Open Interest Represented by Each Category of Trader
4.5 14.3 1.4 47.2 30.2 10.5 12.3 13.2 3.8 6.3 8.0 0.6 13.4 18.1
Number of Traders in Each Category Total Traders: 188
8 29 16 33 37 36 24 34 24 8 15 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 2011
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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 1,776,443
Positions
95,606 141,522 205,355 509,275 367,465 228,810 152,972 201,199 214,103 34,415 24,033 49,717 286,190 344,239
Changes from: January 4, 2011 Total Change is: 21,756
-16,155 -34,067 8,730 -28,444 -19,588 18,060 26,436 -5,138 16,647 -22,371 9,740 4,993 13,862 22,380
Percent of Open Interest Represented by Each Category of Trader
5.4 8.0 11.6 28.7 20.7 12.9 8.6 11.3 12.1 1.9 1.4 2.8 16.1 19.4
Number of Traders in Each Category Total Traders: 259
24 37 49 36 54 56 37 52 62 10 9 11
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 1,160,208
Positions
65,436 95,350 42,932 182,213 434,277 157,680 380,700 49,806 71,007 72,224 49,449 6,325 181,693 253,382
Changes from: January 4, 2011 Total Change is: 68,467
27,894 109 4,407 -12,819 50,548 674 34,649 5,342 2,369 5,954 1,095 371 4,967 3,552
Percent of Open Interest Represented by Each Category of Trader
5.6 8.2 3.7 15.7 37.4 13.6 32.8 4.3 6.1 6.2 4.3 0.5 15.7 21.8
Number of Traders in Each Category Total Traders: 172
17 14 19 25 39 38 34 25 27 8 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 795,316
Positions
106,168 182,615 260,374 5,826 1,846 1,848 94,029 22,179 222,712 28,495 14,454 44,255 31,608 45,032
Changes from: January 4, 2011 Total Change is: 44,714
14,198 19,555 7,208 -234 -50 30 9,407 3,977 8,809 1,542 -1,249 1,452 2,302 4,983
Percent of Open Interest Represented by Each Category of Trader
13.3 23.0 32.7 0.7 0.2 0.2 11.8 2.8 28.0 3.6 1.8 5.6 4.0 5.7
Number of Traders in Each Category Total Traders: 106
25 25 38 . . . 18 21 31 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 is12,273,065
Positions
1,802,511 2,736,457 2,576,608 1,425,134 418,436 274,070 624,877 373,048 3,902,063 32,163 304,587 795,951 839,688 891,846
Changes from: January 4, 2011 Total Change is: 440,435
5,302 -31,465 141,108 27,126 -66,938 66,065 -6,560 72,104 197,373 -24,190 20,406 41,868 -7,656 -85
Percent of Open Interest Represented by Each Category of Trader
14.7 22.3 21.0 11.6 3.4 2.2 5.1 3.0 31.8 0.3 2.5 6.5 6.8 7.3
Number of Traders in Each Category Total Traders: 273
36 55 89 9 12 18 71 51 103 11 16 22
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 14,110
Positions
5,772 6,025 209 1,426 1,124 142 1,575 5,753 0 4,800 508 0 186 349
Changes from: January 4, 2011 Total Change is: 326
-452 205 93 12 1 8 529 -137 0 0 30 0 136 126
Percent of Open Interest Represented by Each Category of Trader
40.9 42.7 1.5 10.1 8.0 1.0 11.2 40.8 0.0 34.0 3.6 0.0 1.3 2.5
Number of Traders in Each Category Total Traders: 32
. 4 . . 5 . . 11 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 42,554
Positions
36,570 22,686 1,202 1,940 1,814 130 2,630 10,811 0 0 5,473 0 82 438
Changes from: January 4, 2011 Total Change is: -1,462
-1,063 639 1,202 -175 -198 74 -1,507 -3,413 0 0 0 0 7 234
Percent of Open Interest Represented by Each Category of Trader
85.9 53.3 2.8 4.6 4.3 0.3 6.2 25.4 0.0 0.0 12.9 0.0 0.2 1.0
Number of Traders in Each Category Total Traders: 31
. 6 . . 5 . . 9 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 36,854
Positions
10,809 14,160 17 1,276 180 627 13,933 16,672 2,184 1,912 972 15 6,081 2,028
Changes from: January 4, 2011 Total Change is: 8,749
-67 11,345 -192 202 -8 -100 5,129 -2,812 1,279 589 -161 -6 1,914 -597
Percent of Open Interest Represented by Each Category of Trader
29.3 38.4 0.0 3.5 0.5 1.7 37.8 45.2 5.9 5.2 2.6 0.0 16.5 5.5
Number of Traders in Each Category Total Traders: 83
4 5 . 4 . . 23 25 10 13 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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 148,916
Positions
64,994 33,100 28,864 3,223 555 3,853 3,373 38,687 19,694 1,645 3,905 4,437 18,833 15,821
Changes from: January 4, 2011 Total Change is: -179
-6,853 -2,216 3,982 1,172 41 200 2,036 926 1,005 841 -30 -396 -2,165 -3,690
Percent of Open Interest Represented by Each Category of Trader
43.6 22.2 19.4 2.2 0.4 2.6 2.3 26.0 13.2 1.1 2.6 3.0 12.6 10.6
Number of Traders in Each Category Total Traders: 89
9 14 18 4 4 5 11 30 27 5 . 10
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Traders in Financial Futures - Options and Futures Combined Positions as of January 11, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 5,065
Positions
970 3,388 0 2,204 0 0 715 1,538 37 871 88 0 268 14
Changes from: January 4, 2011 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.2 66.9 0.0 43.5 0.0 0.0 14.1 30.4 0.7 17.2 1.7 0.0 5.3 0.3
Number of Traders in Each Category Total Traders: 20
. 4 0 . 0 0 5 . . . . 0
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Updated January 14, 2011