Traders in Financial Futures - Futures Only Positions as of December 18, 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 219,922
Positions
20,818 103,904 40,123 23,407 18,453 350 71,014 20,517 11,369 7,335 7,246 35 45,471 17,925
Changes from: December 11, 2012 Total Change is: 41,835
-8,677 9,162 36,313 -358 1,582 -287 7,275 -11,146 5,432 -336 1,478 -34 2,507 -665
Percent of Open Interest Represented by Each Category of Trader
9.5 47.2 18.2 10.6 8.4 0.2 32.3 9.3 5.2 3.3 3.3 0.0 20.7 8.2
Number of Traders in Each Category Total Traders: 89
5 13 10 10 4 . 33 9 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 43,412
Positions
435 16,960 0 1,744 2,697 173 16,757 11,337 0 604 3,293 0 23,699 8,952
Changes from: December 11, 2012 Total Change is: -5,423
-9,547 -2,536 -1,579 176 -76 -17 6,485 2,107 -4,936 -1,506 3,293 -1,232 6,733 -447
Percent of Open Interest Represented by Each Category of Trader
1.0 39.1 0.0 4.0 6.2 0.4 38.6 26.1 0.0 1.4 7.6 0.0 54.6 20.6
Number of Traders in Each Category Total Traders: 35
. 7 0 . 4 . 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 188,472
Positions
1,919 57,186 205 23,579 30,720 1,419 113,452 46,167 110 5,019 35,177 0 42,769 17,488
Changes from: December 11, 2012 Total Change is: 4,844
-10,121 -15,564 -1,909 1,222 -750 3 15,036 11,223 -2,664 1,601 15,529 -38 1,714 -986
Percent of Open Interest Represented by Each Category of Trader
1.0 30.3 0.1 12.5 16.3 0.8 60.2 24.5 0.1 2.7 18.7 0.0 22.7 9.3
Number of Traders in Each Category Total Traders: 98
. 11 . 7 13 4 34 16 4 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 196,662
Positions
86,969 7,504 405 53,288 8,456 2,404 23,610 111,170 160 16,242 6,189 0 13,584 60,374
Changes from: December 11, 2012 Total Change is: -70,920
3,341 -7,611 -27,757 -1,280 -1,318 -131 -26,448 7,365 -26,482 15,677 -9,821 -5,431 -2,409 266
Percent of Open Interest Represented by Each Category of Trader
44.2 3.8 0.2 27.1 4.3 1.2 12.0 56.5 0.1 8.3 3.1 0.0 6.9 30.7
Number of Traders in Each Category Total Traders: 117
10 7 . 8 8 4 20 47 . 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 193,681
Positions
18,751 24,173 1,033 46,062 41,040 5,074 55,166 59,469 683 15,775 13,057 1,712 49,425 47,440
Changes from: December 11, 2012 Total Change is: -48,251
-37,295 -21,387 -11,524 1,133 -863 63 18,789 -6,754 -6,881 -13,542 3,049 -1,006 2,012 -2,948
Percent of Open Interest Represented by Each Category of Trader
9.7 12.5 0.5 23.8 21.2 2.6 28.5 30.7 0.4 8.1 6.7 0.9 25.5 24.5
Number of Traders in Each Category Total Traders: 173
17 12 5 19 17 15 38 32 9 16 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 204,312
Positions
11,164 83,334 35 4,412 44,414 1,100 143,599 43,891 436 1,413 10,152 1,135 41,018 19,815
Changes from: December 11, 2012 Total Change is: -25,082
-9,653 14,718 -11,629 37 701 -765 6,958 -14,433 -11,822 -432 2,293 -240 2,464 -3,905
Percent of Open Interest Represented by Each Category of Trader
5.5 40.8 0.0 2.2 21.7 0.5 70.3 21.5 0.2 0.7 5.0 0.6 20.1 9.7
Number of Traders in Each Category Total Traders: 109
5 12 . 4 9 . 36 28 4 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 73,504
Positions
36,457 48,112 17,436 3,238 0 0 6,292 553 4,228 2,470 0 2,855 528 320
Changes from: December 11, 2012 Total Change is: -9,515
-2,958 -5,358 -4,026 -223 0 -35 -1,781 230 -374 0 0 -6 -112 54
Percent of Open Interest Represented by Each Category of Trader
49.6 65.5 23.7 4.4 0.0 0.0 8.6 0.8 5.8 3.4 0.0 3.9 0.7 0.4
Number of Traders in Each Category Total Traders: 24
5 13 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 212,190
Positions
19,017 118,958 0 13,138 991 0 160,843 79,049 0 9,137 10,927 145 9,910 2,120
Changes from: December 11, 2012 Total Change is: -39,697
-6,769 12,839 -12,186 -6,963 576 0 15,328 -7,142 -29,340 356 1,084 -508 385 -5,020
Percent of Open Interest Represented by Each Category of Trader
9.0 56.1 0.0 6.2 0.5 0.0 75.8 37.3 0.0 4.3 5.1 0.1 4.7 1.0
Number of Traders in Each Category Total Traders: 139
5 10 0 12 4 0 72 13 0 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 40,302
Positions
16,200 20,105 604 3,660 0 0 6,098 1,683 487 11,453 15,587 1,060 740 776
Changes from: December 11, 2012 Total Change is: 4,604
-187 3,415 601 3,129 0 0 642 2 419 -103 0 0 103 167
Percent of Open Interest Represented by Each Category of Trader
40.2 49.9 1.5 9.1 0.0 0.0 15.1 4.2 1.2 28.4 38.7 2.6 1.8 1.9
Number of Traders in Each Category Total Traders: 23
. 5 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 42,446
Positions
1,724 17,913 0 454 0 0 33,874 19,269 156 239 3,289 68 5,931 1,751
Changes from: December 11, 2012 Total Change is: 1,065
100 -9,972 -1,014 -175 0 0 5,385 14,095 -2,638 -191 1,185 -108 -294 -483
Percent of Open Interest Represented by Each Category of Trader
4.1 42.2 0.0 1.1 0.0 0.0 79.8 45.4 0.4 0.6 7.7 0.2 14.0 4.1
Number of Traders in Each Category Total Traders: 53
. 7 0 . 0 0 24 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 77,875
Positions
17,532 42,117 12,723 6,935 0 241 17,634 5,585 8,492 2,674 609 1,853 9,794 6,258
Changes from: December 11, 2012 Total Change is: 27,210
3,154 10,807 11,304 1,997 0 -340 -1,497 -3,742 8,285 470 -1,137 1,853 1,986 180
Percent of Open Interest Represented by Each Category of Trader
22.5 54.1 16.3 8.9 0.0 0.3 22.6 7.2 10.9 3.4 0.8 2.4 12.6 8.0
Number of Traders in Each Category Total Traders: 95
18 17 16 8 0 . 27 10 14 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 16,318
Positions
5,809 11,029 1,887 1,410 0 0 4,123 1,908 323 1,659 0 0 1,107 1,171
Changes from: December 11, 2012 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.6 67.6 11.6 8.6 0.0 0.0 25.3 11.7 2.0 10.2 0.0 0.0 6.8 7.2
Number of Traders in Each Category Total Traders: 23
4 9 . . 0 0 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 123,113
Positions
32,060 70,790 13,056 11,049 0 481 37,039 17,370 6,320 4,630 3,818 1,105 17,373 10,173
Changes from: December 11, 2012 Total Change is: 21,784
3,304 8,171 10,219 1,173 0 -680 -1,223 -1,282 5,907 222 327 1,105 1,757 -1,983
Percent of Open Interest Represented by Each Category of Trader
26.0 57.5 10.6 9.0 0.0 0.4 30.1 14.1 5.1 3.8 3.1 0.9 14.1 8.3
Number of Traders in Each Category Total Traders: 92
17 17 12 7 0 . 27 12 12 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 923,950
Positions
58,999 258,388 83,513 348,466 144,476 62,540 129,047 166,990 70,878 40,082 41,590 11,642 118,783 83,934
Changes from: December 11, 2012 Total Change is: 57,010
2,137 18,154 34,801 5,460 -9,011 3,812 2,543 34 20,444 -1,401 2,404 1,688 -12,473 -15,316
Percent of Open Interest Represented by Each Category of Trader
6.4 28.0 9.0 37.7 15.6 6.8 14.0 18.1 7.7 4.3 4.5 1.3 12.9 9.1
Number of Traders in Each Category Total Traders: 561
39 40 45 122 47 65 119 95 89 46 50 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 244,816
Positions
19,380 82,178 23,306 82,839 28,406 10,248 28,087 39,078 2,407 10,788 15,965 4,458 63,303 38,770
Changes from: December 11, 2012 Total Change is: 23,085
-2,271 14,045 18,283 -1,247 -225 1,911 2,983 1,512 2,027 -1,038 2,782 907 1,530 -18,157
Percent of Open Interest Represented by Each Category of Trader
7.9 33.6 9.5 33.8 11.6 4.2 11.5 16.0 1.0 4.4 6.5 1.8 25.9 15.8
Number of Traders in Each Category Total Traders: 101
11 11 9 25 7 15 17 15 16 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 3,395,668
Positions
218,204 901,155 280,928 1,363,098 615,315 226,497 679,871 814,632 167,280 158,911 140,563 23,479 277,400 225,819
Changes from: December 11, 2012 Total Change is: 169,625
8,751 7,257 95,877 29,845 -47,616 13,192 7,489 2,298 82,397 1,794 1,720 296 -70,016 14,204
Percent of Open Interest Represented by Each Category of Trader
6.4 26.5 8.3 40.1 18.1 6.7 20.0 24.0 4.9 4.7 4.1 0.7 8.2 6.7
Number of Traders in Each Category Total Traders: 535
35 43 39 109 45 57 119 95 77 41 47 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 128,627
Positions
4,843 42,537 10,509 60,891 57,534 1,765 32,946 8,984 2,095 930 2,341 0 14,648 2,862
Changes from: December 11, 2012 Total Change is: 11,065
-1,736 3,748 10,490 558 -2,276 -86 -233 -2,795 1,858 79 -22 0 135 148
Percent of Open Interest Represented by Each Category of Trader
3.8 33.1 8.2 47.3 44.7 1.4 25.6 7.0 1.6 0.7 1.8 0.0 11.4 2.2
Number of Traders in Each Category Total Traders: 102
8 12 7 38 12 9 18 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 120,814
Positions
4,417 38,133 35,398 26,070 7,965 6,729 27,091 14,166 11,059 1,711 3,225 784 7,554 3,355
Changes from: December 11, 2012 Total Change is: 17,460
341 1,056 9,100 560 -1,176 5,635 -669 789 4,429 99 -476 102 -2,136 -1,999
Percent of Open Interest Represented by Each Category of Trader
3.7 31.6 29.3 21.6 6.6 5.6 22.4 11.7 9.2 1.4 2.7 0.6 6.3 2.8
Number of Traders in Each Category Total Traders: 230
18 28 24 32 21 16 68 38 28 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 26,916
Positions
15,297 15,329 2,401 2,000 0 945 2,919 5,728 0 523 0 200 2,631 2,313
Changes from: December 11, 2012 Total Change is: 4,146
1,018 1,183 2,053 0 0 945 330 0 0 0 0 100 -300 -135
Percent of Open Interest Represented by Each Category of Trader
56.8 57.0 8.9 7.4 0.0 3.5 10.8 21.3 0.0 1.9 0.0 0.7 9.8 8.6
Number of Traders in Each Category Total Traders: 22
9 7 5 . 0 . . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 469,488
Positions
67,848 236,265 42,740 120,531 40,007 28,740 145,144 66,475 31,008 8,554 18,738 307 24,616 5,208
Changes from: December 11, 2012 Total Change is: 66,570
-1,929 824 33,776 2,979 -5,698 23,272 -9,231 -291 26,378 495 -2,379 9 -9,179 -9,321
Percent of Open Interest Represented by Each Category of Trader
14.5 50.3 9.1 25.7 8.5 6.1 30.9 14.2 6.6 1.8 4.0 0.1 5.2 1.1
Number of Traders in Each Category Total Traders: 230
18 28 19 31 22 16 68 38 27 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 439,188
Positions
101,898 30,638 50,723 129,662 192,750 36,190 83,820 98,663 6,125 3,933 11,308 500 26,337 12,291
Changes from: December 11, 2012 Total Change is: 54,031
-7,991 3,264 36,543 -6,992 -8,365 14,965 5,272 5,059 3,915 304 -534 500 7,515 -1,316
Percent of Open Interest Represented by Each Category of Trader
23.2 7.0 11.5 29.5 43.9 8.2 19.1 22.5 1.4 0.9 2.6 0.1 6.0 2.8
Number of Traders in Each Category Total Traders: 259
23 13 13 53 41 29 51 52 16 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 52,544
Positions
3,666 6,387 100 21,387 0 81 13,657 22,152 0 4,122 1,396 0 9,531 22,428
Changes from: December 11, 2012 Total Change is: -3,614
-6,033 1,390 -120 5,264 0 -59 1,245 5,490 -1,070 1,601 32 0 -4,442 -9,277
Percent of Open Interest Represented by Each Category of Trader
7.0 12.2 0.2 40.7 0.0 0.2 26.0 42.2 0.0 7.8 2.7 0.0 18.1 42.7
Number of Traders in Each Category Total Traders: 48
4 . . 15 0 . 12 9 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 58,730
Positions
9,293 9,231 2,652 7,354 3,670 0 25,568 3,529 390 4,806 256 0 8,667 39,002
Changes from: December 11, 2012 Total Change is: -12,301
-4,508 -11,737 -4,760 452 1,210 -293 2,567 -7,795 -1,664 984 -3,086 -217 -4,862 16,041
Percent of Open Interest Represented by Each Category of Trader
15.8 15.7 4.5 12.5 6.2 0.0 43.5 6.0 0.7 8.2 0.4 0.0 14.8 66.4
Number of Traders in Each Category Total Traders: 60
13 10 6 5 . 0 18 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 91,761
Positions
4,532 10,705 22,222 41,536 31,143 6,990 7,755 14,005 2,667 220 0 0 5,839 4,029
Changes from: December 11, 2012 Total Change is: 26,296
35 1,498 21,405 2,035 -2,158 -314 -10 2,576 2,017 2 0 0 1,126 1,272
Percent of Open Interest Represented by Each Category of Trader
4.9 11.7 24.2 45.3 33.9 7.6 8.5 15.3 2.9 0.2 0.0 0.0 6.4 4.4
Number of Traders in Each Category Total Traders: 73
5 . . 23 23 9 9 9 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 167,738
Positions
16,849 71,801 7,486 74,062 15,707 5,755 19,307 33,817 9,568 6,505 2,270 2,321 25,885 19,013
Changes from: December 11, 2012 Total Change is: 16,895
-3,417 3,282 -2,058 5,290 -3,392 -1,867 3,834 2,020 3,038 575 234 1,216 10,284 14,422
Percent of Open Interest Represented by Each Category of Trader
10.0 42.8 4.5 44.2 9.4 3.4 11.5 20.2 5.7 3.9 1.4 1.4 15.4 11.3
Number of Traders in Each Category Total Traders: 132
13 19 13 37 14 13 24 8 4 13 4 .
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Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 576,277
Positions
9,788 101,979 4,409 240,140 148,318 70,445 88,779 64,698 8,863 19,274 32,849 0 134,579 144,716
Changes from: December 11, 2012 Total Change is: -26,693
556 1,198 -1,059 4,595 -18,055 812 -6,452 -247 -11,168 417 -101 0 -14,394 1,927
Percent of Open Interest Represented by Each Category of Trader
1.7 17.7 0.8 41.7 25.7 12.2 15.4 11.2 1.5 3.3 5.7 0.0 23.4 25.1
Number of Traders in Each Category Total Traders: 170
7 18 5 40 31 36 36 25 11 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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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 365,279
Positions
0 129,492 6 242,631 40,359 34,067 1,950 79,650 7,086 15,715 15,432 0 63,824 59,187
Changes from: December 11, 2012 Total Change is: -5,211
0 9,518 6 12,321 -5,744 -3,114 -3,472 -957 -6,267 -1,076 -95 0 -3,609 1,442
Percent of Open Interest Represented by Each Category of Trader
0.0 35.5 0.0 66.4 11.0 9.3 0.5 21.8 1.9 4.3 4.2 0.0 17.5 16.2
Number of Traders in Each Category Total Traders: 63
0 11 . 29 9 17 . 7 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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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 1,057,716
Positions
100,338 143,269 11,826 273,988 77,672 54,891 284,576 607,640 42,286 152,012 33,121 8,278 129,521 78,733
Changes from: December 11, 2012 Total Change is: 72,922
-9,446 23,525 -6,537 3,780 1,854 -3,599 55,830 71,794 -3,843 40,023 -5,043 99 -3,385 -5,328
Percent of Open Interest Represented by Each Category of Trader
9.5 13.5 1.1 25.9 7.3 5.2 26.9 57.4 4.0 14.4 3.1 0.8 12.2 7.4
Number of Traders in Each Category Total Traders: 222
21 22 8 46 18 31 42 34 19 26 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 50,485
Positions
27,134 9,210 6,245 0 1,809 0 10,029 26,372 6,067 8 0 270 732 512
Changes from: December 11, 2012 Total Change is: 7,526
-1,240 -2,897 1,768 -150 0 0 4,550 6,250 2,529 7 0 72 -10 -196
Percent of Open Interest Represented by Each Category of Trader
53.7 18.2 12.4 0.0 3.6 0.0 19.9 52.2 12.0 0.0 0.0 0.5 1.4 1.0
Number of Traders in Each Category Total Traders: 47
11 5 11 0 . 0 11 16 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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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 1,698,628
Positions
132,937 123,646 12,730 392,836 776,656 159,440 562,406 168,074 37,981 110,921 102,061 6,430 282,947 311,610
Changes from: December 11, 2012 Total Change is: -29,361
-9,843 -4,161 -4,673 -11,420 -2,423 -9,659 28,691 13,848 -15,957 22,807 -9,848 -2,515 -26,792 6,027
Percent of Open Interest Represented by Each Category of Trader
7.8 7.3 0.7 23.1 45.7 9.4 33.1 9.9 2.2 6.5 6.0 0.4 16.7 18.3
Number of Traders in Each Category Total Traders: 262
23 29 12 22 60 42 52 46 32 12 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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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 1,461,674
Positions
267,221 178,703 34,469 267,528 457,420 126,467 341,159 271,485 51,459 132,394 86,722 8,130 232,847 246,819
Changes from: December 11, 2012 Total Change is: -22,675
-18,843 -11,015 8,142 45,806 -11,124 9,083 -42,931 -22,825 -5,996 -8,013 -3,658 3,000 -12,923 11,718
Percent of Open Interest Represented by Each Category of Trader
18.3 12.2 2.4 18.3 31.3 8.7 23.3 18.6 3.5 9.1 5.9 0.6 15.9 16.9
Number of Traders in Each Category Total Traders: 192
11 23 8 29 38 34 38 31 19 9 13 .
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Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 432,669
Positions
171,722 189,442 104,735 0 2,939 3,401 70,803 36,869 50,515 3,815 7,736 7,570 20,108 29,462
Changes from: December 11, 2012 Total Change is: 88,656
29,887 84,611 1,187 0 718 56 49,424 -1,701 7,719 2,246 2,019 942 -2,805 -6,895
Percent of Open Interest Represented by Each Category of Trader
39.7 43.8 24.2 0.0 0.7 0.8 16.4 8.5 11.7 0.9 1.8 1.7 4.6 6.8
Number of Traders in Each Category Total Traders: 81
20 21 29 0 . . 19 7 21 6 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,014,583
Positions
937,639 2,709,833 1,716,324 1,015,169 83,492 106,598 1,365,567 392,280 1,593,302 113,448 143,595 282,905 883,631 986,254
Changes from: December 11, 2012 Total Change is: -775,255
-102,715 -319,022 -196,369 41,709 -5,829 -30,699 -358,558 -83,197 -77,249 -4,661 -34,810 23,588 -70,301 -51,668
Percent of Open Interest Represented by Each Category of Trader
11.7 33.8 21.4 12.7 1.0 1.3 17.0 4.9 19.9 1.4 1.8 3.5 11.0 12.3
Number of Traders in Each Category Total Traders: 218
23 48 65 10 5 16 48 45 75 10 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,770
Positions
7,783 320 0 40 1,002 0 553 6,330 0 259 1,066 0 135 52
Changes from: December 11, 2012 Total Change is: -4,583
-2,082 -2,092 0 -498 -94 0 -1,616 -2,142 -311 25 100 0 -101 -44
Percent of Open Interest Represented by Each Category of Trader
88.7 3.6 0.0 0.5 11.4 0.0 6.3 72.2 0.0 3.0 12.2 0.0 1.5 0.6
Number of Traders in Each Category Total Traders: 27
. 4 0 . . 0 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 8,209
Positions
6,998 2,158 0 0 864 40 987 4,857 0 0 261 0 184 29
Changes from: December 11, 2012 Total Change is: -4,486
-4,021 -3,727 0 0 1 -1 129 -123 -593 0 -1 0 0 -42
Percent of Open Interest Represented by Each Category of Trader
85.2 26.3 0.0 0.0 10.5 0.5 12.0 59.2 0.0 0.0 3.2 0.0 2.2 0.4
Number of Traders in Each Category Total Traders: 24
4 4 0 0 4 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,470
Positions
11,570 537 1,242 1,590 5,766 400 19,180 29,855 636 6,175 1,878 0 2,677 3,156
Changes from: December 11, 2012 Total Change is: -5,260
2,268 -6,833 -681 -193 992 77 -1,990 265 -1,269 -3,098 1,044 -215 -159 1,360
Percent of Open Interest Represented by Each Category of Trader
26.6 1.2 2.9 3.7 13.3 0.9 44.1 68.7 1.5 14.2 4.3 0.0 6.2 7.3
Number of Traders in Each Category Total Traders: 100
6 . . 7 6 . 18 33 5 18 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 398,243
Positions
109,702 25,563 46,264 24,954 18,482 16,283 39,757 131,453 45,887 9,592 4,899 79,521 26,283 29,891
Changes from: December 11, 2012 Total Change is: -11,500
-9,878 4,680 -324 -4,384 293 -1,335 1,468 -13,720 -1,398 1,940 -2,053 -181 2,592 2,538
Percent of Open Interest Represented by Each Category of Trader
27.5 6.4 11.6 6.3 4.6 4.1 10.0 33.0 11.5 2.4 1.2 20.0 6.6 7.5
Number of Traders in Each Category Total Traders: 164
21 13 23 7 10 8 33 39 44 18 14 21
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Updated December 21, 2012