Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 127,599
Positions
36,624 7,126 6,017 18,170 34,461 611 16,824 50,575 6,694 7,762 9 281 34,617 21,825
Changes from: January 24, 2012 Total Change is: 3,767
4,116 936 505 203 -209 8 -2,961 427 1,010 -806 2 53 1,639 1,035
Percent of Open Interest Represented by Each Category of Trader
28.7 5.6 4.7 14.2 27.0 0.5 13.2 39.6 5.2 6.1 0.0 0.2 27.1 17.1
Number of Traders in Each Category Total Traders: 79
10 6 8 6 4 . 22 20 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,701
Positions
11,408 5,523 2,289 877 1,972 275 15,242 16,382 1,863 537 0 0 11,209 15,396
Changes from: January 24, 2012 Total Change is: 1,662
782 3,941 314 -122 11 -8 -1,024 -1,327 571 0 0 0 1,150 -1,840
Percent of Open Interest Represented by Each Category of Trader
26.1 12.6 5.2 2.0 4.5 0.6 34.9 37.5 4.3 1.2 0.0 0.0 25.6 35.2
Number of Traders in Each Category Total Traders: 42
6 8 8 . 4 . 8 14 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 197,551
Positions
136,776 6,116 2,289 8,196 79,311 3,839 25,433 70,197 3,694 1,168 1,332 160 15,996 30,612
Changes from: January 24, 2012 Total Change is: 1,237
-5,812 3,992 -70 -542 -2,611 508 6,471 2,769 465 -2 -1,601 118 101 -2,333
Percent of Open Interest Represented by Each Category of Trader
69.2 3.1 1.2 4.1 40.1 1.9 12.9 35.5 1.9 0.6 0.7 0.1 8.1 15.5
Number of Traders in Each Category Total Traders: 99
13 7 11 5 17 5 17 36 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 184,018
Positions
1,782 71,777 5,569 65,034 10,394 1,441 76,792 53,652 3,598 756 2,983 199 28,846 34,404
Changes from: January 24, 2012 Total Change is: 23,099
1,157 11,029 1,794 -768 -194 3 15,507 5,816 883 -1,088 1,858 121 5,489 1,788
Percent of Open Interest Represented by Each Category of Trader
1.0 39.0 3.0 35.3 5.6 0.8 41.7 29.2 2.0 0.4 1.6 0.1 15.7 18.7
Number of Traders in Each Category Total Traders: 100
. 20 9 8 8 5 20 33 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 355,550
Positions
133,548 34,710 12,712 57,551 32,163 4,812 69,251 159,826 31,348 5,217 8,463 4,946 36,165 66,569
Changes from: January 24, 2012 Total Change is: -6,318
-10,980 3,256 971 3,928 -907 -529 -960 -12,111 2,289 -738 435 1,142 -1,441 -864
Percent of Open Interest Represented by Each Category of Trader
37.6 9.8 3.6 16.2 9.0 1.4 19.5 45.0 8.8 1.5 2.4 1.4 10.2 18.7
Number of Traders in Each Category Total Traders: 198
24 13 16 17 19 14 26 70 40 7 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 162,866
Positions
13,850 50,969 7,303 4,985 42,232 1,067 96,285 30,580 6,573 1,028 1,520 1,007 30,769 21,615
Changes from: January 24, 2012 Total Change is: 12,939
2,927 7,056 576 1,567 -1,706 5 4,262 4,924 2,045 521 -2,083 149 887 1,972
Percent of Open Interest Represented by Each Category of Trader
8.5 31.3 4.5 3.1 25.9 0.7 59.1 18.8 4.0 0.6 0.9 0.6 18.9 13.3
Number of Traders in Each Category Total Traders: 98
6 14 9 5 8 . 33 22 15 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 126,862
Positions
42,849 41,581 74,137 0 0 0 6,381 7,693 3,264 0 0 0 231 187
Changes from: January 24, 2012 Total Change is: 979
-40 539 164 0 0 0 884 298 1 0 0 0 -30 -23
Percent of Open Interest Represented by Each Category of Trader
33.8 32.8 58.4 0.0 0.0 0.0 5.0 6.1 2.6 0.0 0.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 23
7 10 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 150,567
Positions
68,904 61,979 1,127 23,180 869 707 49,277 78,087 941 1,579 2,612 0 4,852 4,245
Changes from: January 24, 2012 Total Change is: 8,053
217 2,202 147 -635 -75 -115 7,047 5,907 -9 498 659 0 903 -663
Percent of Open Interest Represented by Each Category of Trader
45.8 41.2 0.7 15.4 0.6 0.5 32.7 51.9 0.6 1.0 1.7 0.0 3.2 2.8
Number of Traders in Each Category Total Traders: 102
7 14 . 10 . . 30 26 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 31,627
Positions
1,634 19,157 205 0 449 0 25,072 9,571 175 420 443 0 4,121 1,627
Changes from: January 24, 2012 Total Change is: 6,058
-68 3,104 -20 -101 -152 0 5,093 3,002 34 255 101 0 865 -11
Percent of Open Interest Represented by Each Category of Trader
5.2 60.6 0.6 0.0 1.4 0.0 79.3 30.3 0.6 1.3 1.4 0.0 13.0 5.1
Number of Traders in Each Category Total Traders: 49
. 12 . 0 . 0 18 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,559
Positions
14,470 33,124 168 3,233 2,534 538 22,958 10,743 1,035 3,652 349 361 7,146 4,707
Changes from: January 24, 2012 Total Change is: 334
-175 -80 -140 -178 140 -195 1,090 997 179 15 -205 152 -416 -515
Percent of Open Interest Represented by Each Category of Trader
27.0 61.8 0.3 6.0 4.7 1.0 42.9 20.1 1.9 6.8 0.7 0.7 13.3 8.8
Number of Traders in Each Category Total Traders: 90
16 14 4 . 6 . 29 16 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 107,119
Positions
28,939 66,248 336 6,466 5,067 1,075 45,915 21,487 2,071 7,303 698 722 14,291 9,415
Changes from: January 24, 2012 Total Change is: 667
-350 -159 -279 -355 280 -390 2,180 1,993 359 30 -410 304 -832 -1,030
Percent of Open Interest Represented by Each Category of Trader
27.0 61.8 0.3 6.0 4.7 1.0 42.9 20.1 1.9 6.8 0.7 0.7 13.3 8.8
Number of Traders in Each Category Total Traders: 90
16 14 4 . 6 . 29 16 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 915,002
Positions
43,628 194,478 44,448 366,813 189,735 61,765 96,033 148,816 112,132 29,003 30,856 26,214 134,967 106,559
Changes from: January 24, 2012 Total Change is: 14,042
3,066 10,817 -1,523 -316 -796 1,872 7,518 9,332 1,023 1,366 -2,777 635 399 -4,543
Percent of Open Interest Represented by Each Category of Trader
4.8 21.3 4.9 40.1 20.7 6.8 10.5 16.3 12.3 3.2 3.4 2.9 14.8 11.6
Number of Traders in Each Category Total Traders: 544
32 56 39 113 66 71 86 120 103 34 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 320,885
Positions
28,294 116,275 4,159 108,135 45,240 14,937 19,074 24,297 48,654 3,144 12,825 11,713 82,775 42,785
Changes from: January 24, 2012 Total Change is: -358
-4,488 8,045 386 198 -639 39 -10,552 3,085 3,471 -22 -763 466 10,145 -14,448
Percent of Open Interest Represented by Each Category of Trader
8.8 36.2 1.3 33.7 14.1 4.7 5.9 7.6 15.2 1.0 4.0 3.7 25.8 13.3
Number of Traders in Each Category Total Traders: 119
8 17 9 26 14 13 17 24 34 5 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,970,586
Positions
181,947 496,288 96,166 1,331,281 760,366 196,247 469,263 707,063 232,919 136,662 97,523 65,143 260,957 318,872
Changes from: January 24, 2012 Total Change is: 72,000
1,026 -22,884 27,203 4,003 5,785 2,596 58,216 -897 19,895 6,701 -10,308 1,087 -48,727 49,523
Percent of Open Interest Represented by Each Category of Trader
6.1 16.7 3.2 44.8 25.6 6.6 15.8 23.8 7.8 4.6 3.3 2.2 8.8 10.7
Number of Traders in Each Category Total Traders: 514
33 54 30 103 59 66 86 114 95 32 33 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 109,607
Positions
21,323 22,569 53 51,202 61,932 8,160 15,992 8,173 4 1,779 4,375 0 11,094 4,341
Changes from: January 24, 2012 Total Change is: 461
335 1,789 53 -916 1,468 -1,482 2,814 -897 -320 62 -21 0 -84 -128
Percent of Open Interest Represented by Each Category of Trader
19.5 20.6 0.0 46.7 56.5 7.4 14.6 7.5 0.0 1.6 4.0 0.0 10.1 4.0
Number of Traders in Each Category Total Traders: 94
11 9 . 32 12 14 17 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 93,030
Positions
7,189 46,397 10,022 26,177 9,548 1,672 31,560 11,358 5,339 2,029 4,096 291 8,752 4,309
Changes from: January 24, 2012 Total Change is: 1,078
877 2,606 1,790 837 -114 -114 2,141 1,308 -2,043 426 -24 203 -3,041 -2,535
Percent of Open Interest Represented by Each Category of Trader
7.7 49.9 10.8 28.1 10.3 1.8 33.9 12.2 5.7 2.2 4.4 0.3 9.4 4.6
Number of Traders in Each Category Total Traders: 239
24 30 12 29 22 9 68 36 22 15 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 15,499
Positions
7,803 11,147 21 0 300 0 4,569 2,333 0 0 979 0 3,106 719
Changes from: January 24, 2012 Total Change is: -521
1,170 1,353 1 0 0 0 -2,111 1,351 0 0 123 0 419 -3,349
Percent of Open Interest Represented by Each Category of Trader
50.3 71.9 0.1 0.0 1.9 0.0 29.5 15.1 0.0 0.0 6.3 0.0 20.0 4.6
Number of Traders in Each Category Total Traders: 24
9 8 . 0 . 0 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 387,659
Positions
42,825 222,141 4,110 130,885 46,240 8,358 157,487 67,658 4,163 10,146 15,583 1,454 28,231 17,951
Changes from: January 24, 2012 Total Change is: 7,993
6,885 14,613 596 4,185 -572 -568 10,613 -10,863 433 2,131 -734 1,017 -17,299 4,071
Percent of Open Interest Represented by Each Category of Trader
11.0 57.3 1.1 33.8 11.9 2.2 40.6 17.5 1.1 2.6 4.0 0.4 7.3 4.6
Number of Traders in Each Category Total Traders: 239
25 29 6 29 22 9 67 38 19 15 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 403,498
Positions
142,923 27,712 21,137 122,376 203,443 29,222 55,994 86,432 5,548 7,824 12,527 420 18,053 17,055
Changes from: January 24, 2012 Total Change is: -7,004
-16,696 -427 451 3,625 2,179 133 3,402 -9,099 2,028 -461 -2,854 -73 586 657
Percent of Open Interest Represented by Each Category of Trader
35.4 6.9 5.2 30.3 50.4 7.2 13.9 21.4 1.4 1.9 3.1 0.1 4.5 4.2
Number of Traders in Each Category Total Traders: 244
22 12 5 47 43 26 43 53 20 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 21,835
Positions
5,500 487 0 6,366 853 53 3,494 5,088 0 600 4,975 0 5,822 10,379
Changes from: January 24, 2012 Total Change is: -1,072
410 -208 0 -1,713 -742 -1 -49 -281 0 0 389 0 281 -229
Percent of Open Interest Represented by Each Category of Trader
25.2 2.2 0.0 29.2 3.9 0.2 16.0 23.3 0.0 2.7 22.8 0.0 26.7 47.5
Number of Traders in Each Category Total Traders: 34
6 . 0 9 . . 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 42,431
Positions
14,013 8,459 1,536 7,109 2,979 855 6,116 3,092 4,934 2,093 0 0 5,775 20,576
Changes from: January 24, 2012 Total Change is: -1,176
-530 1,213 714 636 15 -96 -2,388 913 1,741 84 0 0 -1,337 -5,676
Percent of Open Interest Represented by Each Category of Trader
33.0 19.9 3.6 16.8 7.0 2.0 14.4 7.3 11.6 4.9 0.0 0.0 13.6 48.5
Number of Traders in Each Category Total Traders: 56
10 14 4 7 . 4 10 9 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 46,637
Positions
2,417 3,633 100 31,806 25,644 4,606 2,801 10,424 165 0 0 0 4,742 2,065
Changes from: January 24, 2012 Total Change is: 323
1,989 -673 11 -1,736 1,825 -107 1 -797 0 0 0 0 165 64
Percent of Open Interest Represented by Each Category of Trader
5.2 7.8 0.2 68.2 55.0 9.9 6.0 22.4 0.4 0.0 0.0 0.0 10.2 4.4
Number of Traders in Each Category Total Traders: 51
. . . 17 20 10 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 72,328
Positions
8,164 22,667 900 34,900 23,997 3,184 9,713 15,747 317 4,800 489 600 9,750 4,427
Changes from: January 24, 2012 Total Change is: 4,219
-1,984 1,057 878 -882 -1,243 842 1,647 156 -278 665 -73 2 3,329 2,878
Percent of Open Interest Represented by Each Category of Trader
11.3 31.3 1.2 48.3 33.2 4.4 13.4 21.8 0.4 6.6 0.7 0.8 13.5 6.1
Number of Traders in Each Category Total Traders: 79
8 14 . 17 9 8 15 5 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 725,914
Positions
14,837 99,762 37,302 285,069 111,505 97,917 64,471 85,076 56,542 9,512 70,905 5,649 154,615 161,255
Changes from: January 24, 2012 Total Change is: -15,956
-9,204 4,808 -598 -9,129 -313 -4,547 16,176 -28,507 -8,012 -1,797 7,004 -1,859 3,014 16,068
Percent of Open Interest Represented by Each Category of Trader
2.0 13.7 5.1 39.3 15.4 13.5 8.9 11.7 7.8 1.3 9.8 0.8 21.3 22.2
Number of Traders in Each Category Total Traders: 162
7 19 20 43 18 34 32 27 38 . 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 379,724
Positions
6,546 142,723 652 278,947 31,494 27,866 1,872 119,852 864 0 3,560 0 62,976 52,713
Changes from: January 24, 2012 Total Change is: 6,615
1,721 -5,304 -23 3,688 4,207 -1,405 0 2,093 534 0 1,949 0 2,100 4,564
Percent of Open Interest Represented by Each Category of Trader
1.7 37.6 0.2 73.5 8.3 7.3 0.5 31.6 0.2 0.0 0.9 0.0 16.6 13.9
Number of Traders in Each Category Total Traders: 66
. 8 4 36 6 18 . 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 953,559
Positions
81,218 133,929 7,138 153,317 235,372 85,705 376,190 312,652 36,295 80,301 35,549 8,071 125,325 98,848
Changes from: January 24, 2012 Total Change is: 86,612
3,256 -17,254 1,250 -4,528 68,547 10,690 43,725 29,263 6,795 18,316 -13,936 6,278 831 -5,021
Percent of Open Interest Represented by Each Category of Trader
8.5 14.0 0.7 16.1 24.7 9.0 39.5 32.8 3.8 8.4 3.7 0.8 13.1 10.4
Number of Traders in Each Category Total Traders: 226
15 26 14 34 39 45 52 32 26 13 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,018,791
Positions
95,958 140,577 123,040 743,245 757,687 187,365 314,472 176,239 145,088 78,418 96,843 32,968 298,236 358,983
Changes from: January 24, 2012 Total Change is: 29,216
-36,636 31,109 12,318 36,296 -54,426 26,280 -24,768 34,293 -14,959 1,291 5,877 6,130 23,264 -17,406
Percent of Open Interest Represented by Each Category of Trader
4.8 7.0 6.1 36.8 37.5 9.3 15.6 8.7 7.2 3.9 4.8 1.6 14.8 17.8
Number of Traders in Each Category Total Traders: 266
19 29 40 32 58 49 60 40 63 9 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,623,286
Positions
72,849 212,716 49,522 493,236 652,028 173,533 258,070 112,488 114,272 199,410 65,741 15,121 247,273 227,865
Changes from: January 24, 2012 Total Change is: 51,829
2,986 22,147 -4,977 -9,889 28,403 22,937 9,611 -6,867 20,884 2,147 -12,717 -7,522 15,653 -10,459
Percent of Open Interest Represented by Each Category of Trader
4.5 13.1 3.1 30.4 40.2 10.7 15.9 6.9 7.0 12.3 4.0 0.9 15.2 14.0
Number of Traders in Each Category Total Traders: 205
10 29 17 22 43 46 43 34 37 10 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 637,855
Positions
164,923 240,841 193,425 1,105 1,093 3,974 86,906 24,904 106,955 18,264 4,273 21,900 40,404 40,490
Changes from: January 24, 2012 Total Change is: 22,464
9,847 18,220 5,306 200 53 0 10,663 691 1,583 65 -641 -1,870 -3,328 -877
Percent of Open Interest Represented by Each Category of Trader
25.9 37.8 30.3 0.2 0.2 0.6 13.6 3.9 16.8 2.9 0.7 3.4 6.3 6.3
Number of Traders in Each Category Total Traders: 94
18 29 37 . . . 21 11 26 4 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,624,683
Positions
1,207,343 2,245,213 3,170,098 1,245,285 362,148 147,148 933,027 435,396 4,904,446 79,320 382,238 1,002,105 935,912 975,891
Changes from: January 24, 2012 Total Change is: 879,866
131,937 -96,700 190,988 -164,291 111,019 1,995 54,948 -11,180 554,814 -6,184 31,848 133,468 -17,807 -36,385
Percent of Open Interest Represented by Each Category of Trader
8.9 16.5 23.3 9.1 2.7 1.1 6.8 3.2 36.0 0.6 2.8 7.4 6.9 7.2
Number of Traders in Each Category Total Traders: 274
26 60 84 12 13 18 67 59 109 11 18 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,571
Positions
5,243 2,708 0 1,694 780 11 1,001 5,775 30 1,360 160 0 232 107
Changes from: January 24, 2012 Total Change is: -93
-86 -439 0 141 0 0 -211 304 0 58 0 0 5 42
Percent of Open Interest Represented by Each Category of Trader
54.8 28.3 0.0 17.7 8.1 0.1 10.5 60.3 0.3 14.2 1.7 0.0 2.4 1.1
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 13,572
Positions
11,274 8,464 0 1,058 1,846 0 934 2,793 0 40 345 0 266 124
Changes from: January 24, 2012 Total Change is: 997
2,257 583 0 -178 180 0 -992 187 0 -40 40 0 -50 7
Percent of Open Interest Represented by Each Category of Trader
83.1 62.4 0.0 7.8 13.6 0.0 6.9 20.6 0.0 0.3 2.5 0.0 2.0 0.9
Number of Traders in Each Category Total Traders: 34
4 5 0 . 4 0 4 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,521
Positions
18,145 29,892 189 2,981 360 537 20,240 20,322 1,516 4,202 765 5 7,707 1,936
Changes from: January 24, 2012 Total Change is: -9,147
-3,091 -1,751 184 -2,122 0 23 -2,452 -7,762 -352 -1,159 313 -0 -177 199
Percent of Open Interest Represented by Each Category of Trader
32.7 53.8 0.3 5.4 0.6 1.0 36.5 36.6 2.7 7.6 1.4 0.0 13.9 3.5
Number of Traders in Each Category Total Traders: 98
4 5 . 8 . . 34 15 6 22 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 171,354
Positions
61,568 27,293 26,873 11,592 2,415 1,439 8,474 49,752 12,103 1,035 5,565 25,803 22,467 20,111
Changes from: January 24, 2012 Total Change is: 19,732
1,519 -6,404 1,418 2,077 424 99 -3,532 4,609 2,731 -94 -709 844 14,670 16,720
Percent of Open Interest Represented by Each Category of Trader
35.9 15.9 15.7 6.8 1.4 0.8 4.9 29.0 7.1 0.6 3.2 15.1 13.1 11.7
Number of Traders in Each Category Total Traders: 80
14 9 18 8 . 4 12 20 20 4 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,376
Positions
11,630 1,417 0 1,673 1,001 430 1,817 11,880 168 0 1,146 312 346 22
Changes from: January 24, 2012 Total Change is: 22
12 -108 0 24 51 0 -6 70 0 0 -3 3 -11 9
Percent of Open Interest Represented by Each Category of Trader
71.0 8.7 0.0 10.2 6.1 2.6 11.1 72.5 1.0 0.0 7.0 1.9 2.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . . 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 3, 2012