Traders in Financial Futures - Futures Only Positions as of December 13, 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 173,429
Positions
43,148 20,858 35,074 18,197 34,905 450 30,841 48,233 9,301 9,342 1,506 0 27,076 23,102
Changes from: December 6, 2011 Total Change is: 23,103
32 -189 22,562 -1,663 -8 1 -1,303 -1,195 2,708 643 -418 -24 147 -334
Percent of Open Interest Represented by Each Category of Trader
24.9 12.0 20.2 10.5 20.1 0.3 17.8 27.8 5.4 5.4 0.9 0.0 15.6 13.3
Number of Traders in Each Category Total Traders: 72
8 13 12 5 4 . 12 16 7 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 56,102
Positions
20,020 5,823 7,164 999 912 203 15,244 15,340 5,496 0 424 0 6,976 20,740
Changes from: December 6, 2011 Total Change is: 13,554
2,456 -614 5,987 0 5 0 1,433 468 4,800 0 -40 0 -1,122 2,948
Percent of Open Interest Represented by Each Category of Trader
35.7 10.4 12.8 1.8 1.6 0.4 27.2 27.3 9.8 0.0 0.8 0.0 12.4 37.0
Number of Traders in Each Category Total Traders: 42
8 8 7 . . . 5 17 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 218,203
Positions
150,290 1,728 12,135 7,652 78,537 3,362 22,473 82,177 7,451 3,103 2,978 0 11,737 29,835
Changes from: December 6, 2011 Total Change is: 8,689
-5,798 -2,273 11,188 -603 -1,119 278 -1,002 -5,863 6,287 -1,205 175 0 -456 16
Percent of Open Interest Represented by Each Category of Trader
68.9 0.8 5.6 3.5 36.0 1.5 10.3 37.7 3.4 1.4 1.4 0.0 5.4 13.7
Number of Traders in Each Category Total Traders: 92
15 6 10 4 15 4 15 29 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 204,818
Positions
18,117 118,137 24,440 63,825 10,571 836 65,328 10,219 11,949 2,152 1,850 0 18,171 26,816
Changes from: December 6, 2011 Total Change is: 26,193
-1,202 -807 15,405 595 469 -615 16 -1,832 11,785 867 -183 0 -658 1,971
Percent of Open Interest Represented by Each Category of Trader
8.8 57.7 11.9 31.2 5.2 0.4 31.9 5.0 5.8 1.1 0.9 0.0 8.9 13.1
Number of Traders in Each Category Total Traders: 79
6 12 10 7 7 . 22 18 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 327,740
Positions
109,062 57,504 16,708 50,842 32,802 5,886 77,262 124,484 19,053 15,312 10,219 1,404 32,211 59,680
Changes from: December 6, 2011 Total Change is: 44,431
8,548 -2,326 9,772 -6,319 -134 2,227 10,737 20,054 15,341 1,089 -3,079 296 2,740 2,280
Percent of Open Interest Represented by Each Category of Trader
33.3 17.5 5.1 15.5 10.0 1.8 23.6 38.0 5.8 4.7 3.1 0.4 9.8 18.2
Number of Traders in Each Category Total Traders: 179
22 14 9 15 20 11 24 62 18 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 153,296
Positions
46,518 49,738 14,208 2,572 41,781 926 60,210 26,385 2,651 7,301 674 22 18,888 16,911
Changes from: December 6, 2011 Total Change is: 10,489
-4,000 3,547 8,069 0 89 18 6,131 940 -1,425 709 -889 13 974 127
Percent of Open Interest Represented by Each Category of Trader
30.3 32.4 9.3 1.7 27.3 0.6 39.3 17.2 1.7 4.8 0.4 0.0 12.3 11.0
Number of Traders in Each Category Total Traders: 83
12 12 9 . 6 . 18 26 5 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 128,111
Positions
42,703 35,727 76,980 0 0 0 4,067 11,065 1,507 0 0 0 2,854 2,832
Changes from: December 6, 2011 Total Change is: 19,867
-19,597 -20,541 39,573 0 0 0 -836 -523 218 0 0 0 509 1,140
Percent of Open Interest Represented by Each Category of Trader
33.3 27.9 60.1 0.0 0.0 0.0 3.2 8.6 1.2 0.0 0.0 0.0 2.2 2.2
Number of Traders in Each Category Total Traders: 20
8 9 14 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 125,833
Positions
70,222 44,230 8,311 18,840 2,068 812 17,060 54,557 6,913 719 3,570 127 2,829 5,245
Changes from: December 6, 2011 Total Change is: -4,398
-731 -5,187 -3,265 -55 -159 192 -886 4,917 199 121 -42 -209 236 -844
Percent of Open Interest Represented by Each Category of Trader
55.8 35.1 6.6 15.0 1.6 0.6 13.6 43.4 5.5 0.6 2.8 0.1 2.2 4.2
Number of Traders in Each Category Total Traders: 96
7 12 6 6 5 . 21 31 11 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 28,686
Positions
15,677 18,557 400 0 261 0 10,126 5,990 495 165 514 0 1,823 2,469
Changes from: December 6, 2011 Total Change is: 1,089
-183 931 196 0 -33 0 403 -617 325 0 29 0 348 258
Percent of Open Interest Represented by Each Category of Trader
54.7 64.7 1.4 0.0 0.9 0.0 35.3 20.9 1.7 0.6 1.8 0.0 6.4 8.6
Number of Traders in Each Category Total Traders: 41
8 9 5 0 . 0 5 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 106,167
Positions
24,853 39,489 35,998 3,846 2,821 85 18,052 5,671 9,146 2,073 1,331 3,136 8,981 8,493
Changes from: December 6, 2011 Total Change is: 39,424
1,511 4,572 27,102 39 7 -278 2,389 -160 6,084 -34 -37 1,402 1,210 732
Percent of Open Interest Represented by Each Category of Trader
23.4 37.2 33.9 3.6 2.7 0.1 17.0 5.3 8.6 2.0 1.3 3.0 8.5 8.0
Number of Traders in Each Category Total Traders: 100
20 15 21 6 7 . 22 18 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 26,816
Positions
13,877 13,612 3,704 597 292 0 1,287 1,987 2,555 1,344 0 1,721 1,731 2,945
Changes from: December 6, 2011 Total Change is: 8,096
500 1,000 3,439 0 0 0 220 -468 2,507 0 0 1,331 99 287
Percent of Open Interest Represented by Each Category of Trader
51.7 50.8 13.8 2.2 1.1 0.0 4.8 7.4 9.5 5.0 0.0 6.4 6.5 11.0
Number of Traders in Each Category Total Traders: 25
8 4 9 . . 0 5 4 7 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 158,702
Positions
40,061 69,862 46,479 6,497 5,057 169 39,890 13,728 6,820 4,146 5,350 141 14,499 11,096
Changes from: December 6, 2011 Total Change is: 62,656
3,869 8,991 45,479 78 14 -555 4,763 1,042 6,727 -67 -73 141 2,221 890
Percent of Open Interest Represented by Each Category of Trader
25.2 44.0 29.3 4.1 3.2 0.1 25.1 8.7 4.3 2.6 3.4 0.1 9.1 7.0
Number of Traders in Each Category Total Traders: 97
20 15 14 5 6 . 24 20 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,023,384
Positions
93,917 158,403 147,798 350,071 215,366 69,822 99,693 163,845 91,953 19,485 39,467 10,836 139,809 125,894
Changes from: December 6, 2011 Total Change is: 96,391
1,362 -9,545 49,789 1,153 15,121 1,718 8,721 7,412 18,494 3,619 2,437 5,145 6,390 5,821
Percent of Open Interest Represented by Each Category of Trader
9.2 15.5 14.4 34.2 21.0 6.8 9.7 16.0 9.0 1.9 3.9 1.1 13.7 12.3
Number of Traders in Each Category Total Traders: 554
33 55 50 106 74 68 89 122 94 30 45 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 342,167
Positions
65,956 108,069 27,786 102,290 46,511 14,011 38,826 65,181 5,639 4,066 11,556 477 83,116 62,937
Changes from: December 6, 2011 Total Change is: 18,587
11,368 468 7,832 1,763 3,551 1,913 -2,471 -2,794 1,651 1,305 -723 -461 -4,313 7,150
Percent of Open Interest Represented by Each Category of Trader
19.3 31.6 8.1 29.9 13.6 4.1 11.3 19.0 1.6 1.2 3.4 0.1 24.3 18.4
Number of Traders in Each Category Total Traders: 122
13 15 14 26 14 13 16 30 22 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,406,086
Positions
461,208 573,074 278,659 1,268,586 873,954 249,374 559,634 748,621 176,272 78,121 140,580 50,769 283,463 314,783
Changes from: December 6, 2011 Total Change is: 389,022
2,186 2,149 157,570 383 61,282 -4,408 33,044 28,111 107,131 -1,708 2,523 41,310 53,514 -6,646
Percent of Open Interest Represented by Each Category of Trader
13.5 16.8 8.2 37.2 25.7 7.3 16.4 22.0 5.2 2.3 4.1 1.5 8.3 9.2
Number of Traders in Each Category Total Traders: 526
36 51 42 94 68 61 92 115 81 29 41 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 132,247
Positions
30,241 20,552 7,100 52,209 63,369 10,180 18,642 15,840 3,454 1,422 6,731 0 8,999 5,021
Changes from: December 6, 2011 Total Change is: 15,097
4,086 866 7,099 3,169 2,204 239 -147 1,274 3,422 -218 16 -25 -2,528 2
Percent of Open Interest Represented by Each Category of Trader
22.9 15.5 5.4 39.5 47.9 7.7 14.1 12.0 2.6 1.1 5.1 0.0 6.8 3.8
Number of Traders in Each Category Total Traders: 92
11 10 12 30 14 14 9 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 114,413
Positions
20,109 40,160 19,778 22,640 10,825 1,640 18,866 9,362 9,569 1,472 3,814 1,020 19,319 18,245
Changes from: December 6, 2011 Total Change is: 20,204
-854 2,007 8,883 1,825 1,439 404 3,436 73 4,415 497 -291 970 628 2,304
Percent of Open Interest Represented by Each Category of Trader
17.6 35.1 17.3 19.8 9.5 1.4 16.5 8.2 8.4 1.3 3.3 0.9 16.9 15.9
Number of Traders in Each Category Total Traders: 217
24 27 23 30 24 12 49 42 25 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 31,870
Positions
11,794 23,478 154 0 300 0 4,574 4,246 374 0 2,112 0 14,974 1,206
Changes from: December 6, 2011 Total Change is: 1,982
-903 1,228 32 0 0 0 1,593 246 374 0 0 -50 936 152
Percent of Open Interest Represented by Each Category of Trader
37.0 73.7 0.5 0.0 0.9 0.0 14.4 13.3 1.2 0.0 6.6 0.0 47.0 3.8
Number of Traders in Each Category Total Traders: 24
8 8 . 0 . 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 412,713
Positions
99,212 141,050 40,483 113,201 52,625 8,199 103,754 57,873 13,681 7,359 8,509 5,100 21,724 85,193
Changes from: December 6, 2011 Total Change is: 91,111
8,535 12,185 35,966 9,125 7,197 2,021 17,166 7,085 12,254 2,486 -1,455 5,100 -1,542 10,758
Percent of Open Interest Represented by Each Category of Trader
24.0 34.2 9.8 27.4 12.8 2.0 25.1 14.0 3.3 1.8 2.1 1.2 5.3 20.6
Number of Traders in Each Category Total Traders: 217
25 26 17 30 24 12 49 42 23 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 465,246
Positions
213,315 29,244 36,833 108,667 213,960 27,974 47,574 104,172 7,464 2,675 24,715 1,918 18,826 18,966
Changes from: December 6, 2011 Total Change is: 20,703
-2,122 -3,026 12,145 3,765 5,289 -2,256 -303 1,237 4,901 1,050 831 1,906 1,617 -324
Percent of Open Interest Represented by Each Category of Trader
45.8 6.3 7.9 23.4 46.0 6.0 10.2 22.4 1.6 0.6 5.3 0.4 4.0 4.1
Number of Traders in Each Category Total Traders: 242
25 9 12 41 50 26 32 60 19 7 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 22,552
Positions
6,262 0 0 7,259 1,649 82 3,542 8,295 0 216 3,896 0 5,191 8,630
Changes from: December 6, 2011 Total Change is: -8,124
-3,063 -2,066 -1,071 -232 -1,099 0 -1,125 4,550 -1,514 0 -1,080 0 -1,119 -5,844
Percent of Open Interest Represented by Each Category of Trader
27.8 0.0 0.0 32.2 7.3 0.4 15.7 36.8 0.0 1.0 17.3 0.0 23.0 38.3
Number of Traders in Each Category Total Traders: 34
6 0 0 8 4 . 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 30,842
Positions
9,191 6,887 916 5,644 4,285 411 7,005 1,754 54 1,100 250 0 6,521 16,285
Changes from: December 6, 2011 Total Change is: -19,212
-11,587 -303 -3,653 -2,087 1,598 -1,823 3,745 -6,116 -1,564 -2,109 170 -220 86 -7,301
Percent of Open Interest Represented by Each Category of Trader
29.8 22.3 3.0 18.3 13.9 1.3 22.7 5.7 0.2 3.6 0.8 0.0 21.1 52.8
Number of Traders in Each Category Total Traders: 39
8 8 . 5 . . 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 50,830
Positions
3,595 4,111 3,716 27,132 24,048 4,397 4,863 10,002 1,380 205 0 0 5,542 3,176
Changes from: December 6, 2011 Total Change is: 6,658
-190 958 3,483 -1,804 1,305 71 1,863 -1,433 1,376 205 0 0 1,654 898
Percent of Open Interest Represented by Each Category of Trader
7.1 8.1 7.3 53.4 47.3 8.7 9.6 19.7 2.7 0.4 0.0 0.0 10.9 6.2
Number of Traders in Each Category Total Traders: 54
. 4 . 16 20 9 8 4 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 85,838
Positions
15,622 24,062 842 28,066 24,694 2,193 8,286 7,473 5,604 2,153 2,695 1,777 21,295 16,498
Changes from: December 6, 2011 Total Change is: 19,065
726 1,449 746 86 -447 210 -387 1,618 3,903 -20 -32 356 13,445 11,262
Percent of Open Interest Represented by Each Category of Trader
18.2 28.0 1.0 32.7 28.8 2.6 9.7 8.7 6.5 2.5 3.1 2.1 24.8 19.2
Number of Traders in Each Category Total Traders: 70
12 11 4 12 9 7 11 6 4 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 601,710
Positions
18,024 104,632 4,112 291,645 108,428 98,102 39,904 88,891 4,415 9,329 65,724 0 136,179 127,406
Changes from: December 6, 2011 Total Change is: 9,849
-2,951 11,662 -4,218 15,406 1,825 3,641 -2,321 -2,892 -1,826 -183 2,562 0 2,301 -905
Percent of Open Interest Represented by Each Category of Trader
3.0 17.4 0.7 48.5 18.0 16.3 6.6 14.8 0.7 1.6 10.9 0.0 22.6 21.2
Number of Traders in Each Category Total Traders: 140
7 18 9 41 21 32 23 19 13 . 9 0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 381,228
Positions
5,119 154,084 4,576 266,825 17,369 37,190 1,837 121,649 3,157 0 0 0 62,524 43,203
Changes from: December 6, 2011 Total Change is: -24,193
-56 -6,927 -3,596 -6,411 1,682 -3,381 0 -4,677 -10,411 0 0 0 -338 3,117
Percent of Open Interest Represented by Each Category of Trader
1.3 40.4 1.2 70.0 4.6 9.8 0.5 31.9 0.8 0.0 0.0 0.0 16.4 11.3
Number of Traders in Each Category Total Traders: 69
. 12 4 36 7 21 . 11 . 0 0 0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 720,971
Positions
69,647 88,016 15,258 134,846 174,236 68,219 264,802 217,396 22,564 42,032 34,445 587 103,016 100,250
Changes from: December 6, 2011 Total Change is: 51,605
-5,419 22,111 -778 -2,258 -1,977 -336 58,949 37,168 -7,443 6,257 4,347 0 2,633 -1,487
Percent of Open Interest Represented by Each Category of Trader
9.7 12.2 2.1 18.7 24.2 9.5 36.7 30.2 3.1 5.8 4.8 0.1 14.3 13.9
Number of Traders in Each Category Total Traders: 206
11 25 10 30 45 38 31 40 22 10 14 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,452,990
Positions
67,286 124,295 24,259 592,603 606,088 173,187 227,416 116,192 44,054 32,259 82,163 1,907 290,019 280,845
Changes from: December 6, 2011 Total Change is: 46,090
-1,835 12,689 -1,084 54,947 47,674 -14,950 31,968 32,619 -29,852 -10,159 -967 -5 17,060 -34
Percent of Open Interest Represented by Each Category of Trader
4.6 8.6 1.7 40.8 41.7 11.9 15.7 8.0 3.0 2.2 5.7 0.1 20.0 19.3
Number of Traders in Each Category Total Traders: 228
17 27 18 33 55 48 42 37 26 4 13 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 1,314,506
Positions
78,241 156,740 10,352 381,702 480,197 157,663 198,733 169,920 61,634 198,216 71,983 0 227,965 206,017
Changes from: December 6, 2011 Total Change is: 70,145
-4,189 29,111 -5,388 27,503 28,013 5,852 23,688 17,982 -2,974 5,268 8,151 0 20,385 -10,602
Percent of Open Interest Represented by Each Category of Trader
6.0 11.9 0.8 29.0 36.5 12.0 15.1 12.9 4.7 15.1 5.5 0.0 17.3 15.7
Number of Traders in Each Category Total Traders: 171
9 28 9 23 39 38 27 27 11 6 12 0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 573,418
Positions
196,601 248,594 181,444 3,266 3,667 3,570 91,902 36,083 48,878 10,706 5,008 8,591 28,460 37,583
Changes from: December 6, 2011 Total Change is: 13,465
-9,000 7,383 9,884 -250 0 0 10,170 -79 498 552 -709 544 1,067 -4,056
Percent of Open Interest Represented by Each Category of Trader
34.3 43.4 31.6 0.6 0.6 0.6 16.0 6.3 8.5 1.9 0.9 1.5 5.0 6.6
Number of Traders in Each Category Total Traders: 104
22 28 40 . . . 24 14 21 . 4 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 is 8,677,126
Positions
1,569,772 2,777,629 1,739,128 1,848,744 61,292 105,907 652,013 679,218 1,662,679 123,413 467,898 177,228 798,242 1,006,147
Changes from: December 6, 2011 Total Change is: 181,647
46,450 83,765 34,024 -66,123 5,410 -48,256 37,444 26,065 88,276 21,587 -9,704 2,307 65,938 -240
Percent of Open Interest Represented by Each Category of Trader
18.1 32.0 20.0 21.3 0.7 1.2 7.5 7.8 19.2 1.4 5.4 2.0 9.2 11.6
Number of Traders in Each Category Total Traders: 253
32 59 86 12 7 13 41 64 87 9 14 17
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 11,784
Positions
6,602 2,987 0 1,547 782 11 1,034 6,630 336 1,174 160 0 1,080 878
Changes from: December 6, 2011 Total Change is: 757
308 -580 0 12 -50 4 2 1,033 -420 40 0 0 811 770
Percent of Open Interest Represented by Each Category of Trader
56.0 25.3 0.0 13.1 6.6 0.1 8.8 56.3 2.9 10.0 1.4 0.0 9.2 7.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 4 . 4 9 . . . 0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 14,300
Positions
10,424 6,703 190 1,367 2,187 0 926 3,737 969 40 305 0 384 209
Changes from: December 6, 2011 Total Change is: 531
-660 -69 0 0 102 0 246 -483 969 0 0 0 -24 12
Percent of Open Interest Represented by Each Category of Trader
72.9 46.9 1.3 9.6 15.3 0.0 6.5 26.1 6.8 0.3 2.1 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 30
4 4 . . 5 0 6 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 66,540
Positions
18,487 46,308 0 5,249 308 304 26,326 13,747 2,285 4,866 372 131 8,892 3,085
Changes from: December 6, 2011 Total Change is: 9,168
225 570 -500 488 0 -36 4,377 6,168 1,280 700 161 131 2,503 1,394
Percent of Open Interest Represented by Each Category of Trader
27.8 69.6 0.0 7.9 0.5 0.5 39.6 20.7 3.4 7.3 0.6 0.2 13.4 4.6
Number of Traders in Each Category Total Traders: 108
5 6 0 6 . . 42 17 8 27 . .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 150,430
Positions
39,151 42,854 40,769 10,426 860 1,454 11,258 19,073 16,207 529 1,448 13,309 17,327 14,456
Changes from: December 6, 2011 Total Change is: 1,936
319 -4,283 1,456 1,412 84 225 -3,122 -34 -1,056 -901 1,079 1,527 2,076 2,938
Percent of Open Interest Represented by Each Category of Trader
26.0 28.5 27.1 6.9 0.6 1.0 7.5 12.7 10.8 0.4 1.0 8.8 11.5 9.6
Number of Traders in Each Category Total Traders: 77
11 9 15 11 . 7 17 15 23 . 6 6
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 16,944
Positions
2,942 26 90 1,857 1,544 90 10,664 2,815 71 0 11,204 1,094 136 10
Changes from: December 6, 2011 Total Change is: 62
-139 -162 90 61 73 0 -88 35 0 0 -165 190 -52 1
Percent of Open Interest Represented by Each Category of Trader
17.4 0.2 0.5 11.0 9.1 0.5 62.9 16.6 0.4 0.0 66.1 6.5 0.8 0.1
Number of Traders in Each Category Total Traders: 27
4 . . 5 4 . 5 5 . 0 . .
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Updated December 16, 2011