Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 182,509
Positions
32,621 90,294 8,473 23,107 16,409 733 56,057 29,343 10,888 6,695 4,720 1,396 42,538 20,253
Changes from: November 27, 2012 Total Change is: -3,314
-2,837 13,841 1,253 -370 -17,170 42 -5,779 -1,581 1,892 -803 963 113 3,175 -2,667
Percent of Open Interest Represented by Each Category of Trader
17.9 49.5 4.6 12.7 9.0 0.4 30.7 16.1 6.0 3.7 2.6 0.8 23.3 11.1
Number of Traders in Each Category Total Traders: 98
6 11 7 10 4 4 35 14 18 12 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 46,262
Positions
8,327 17,848 126 1,568 2,764 190 10,330 11,828 1,843 2,798 0 1,232 19,849 10,432
Changes from: November 27, 2012 Total Change is: 2,302
193 2,723 -10 -24 -46 22 -1,839 -147 1,781 -1,321 0 1,232 2,269 -3,252
Percent of Open Interest Represented by Each Category of Trader
18.0 38.6 0.3 3.4 6.0 0.4 22.3 25.6 4.0 6.0 0.0 2.7 42.9 22.5
Number of Traders in Each Category Total Traders: 40
4 9 . . 4 . 7 10 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 190,031
Positions
10,018 67,392 3,421 21,782 31,449 2,050 97,563 37,421 7,557 2,411 19,130 2,842 42,387 18,769
Changes from: November 27, 2012 Total Change is: 22,186
-3,962 31,532 -8 11,837 -2,090 -8,971 15,670 -1,266 1,024 248 2,101 721 5,626 -859
Percent of Open Interest Represented by Each Category of Trader
5.3 35.5 1.8 11.5 16.5 1.1 51.3 19.7 4.0 1.3 10.1 1.5 22.3 9.9
Number of Traders in Each Category Total Traders: 107
4 14 5 8 13 . 35 18 14 4 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 251,546
Positions
86,678 14,342 12,180 53,839 9,840 3,105 53,013 103,664 19,112 1,912 16,045 3,859 17,848 69,399
Changes from: November 27, 2012 Total Change is: 13,188
5,264 -3,359 4,943 -1,894 284 272 -665 1,902 4,282 83 811 -288 1,191 4,341
Percent of Open Interest Represented by Each Category of Trader
34.5 5.7 4.8 21.4 3.9 1.2 21.1 41.2 7.6 0.8 6.4 1.5 7.1 27.6
Number of Traders in Each Category Total Traders: 133
12 10 7 9 9 8 25 50 27 5 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 280,122
Positions
61,616 28,667 14,734 46,404 40,216 10,067 26,475 68,378 34,079 27,859 13,258 7,520 51,367 63,202
Changes from: November 27, 2012 Total Change is: 22,870
-13,390 17,864 4,945 1,507 -3,414 3,074 8,319 -12,366 8,422 745 -1,216 2,684 6,564 2,877
Percent of Open Interest Represented by Each Category of Trader
22.0 10.2 5.3 16.6 14.4 3.6 9.5 24.4 12.2 9.9 4.7 2.7 18.3 22.6
Number of Traders in Each Category Total Traders: 194
23 15 15 19 23 21 28 39 31 16 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 226,420
Positions
21,033 58,526 15,640 4,215 43,473 1,678 132,007 65,445 6,846 2,899 5,061 2,733 39,370 27,017
Changes from: November 27, 2012 Total Change is: 16,937
-6,660 5,183 10,357 43 -702 87 12,890 -222 705 -407 646 546 -624 337
Percent of Open Interest Represented by Each Category of Trader
9.3 25.8 6.9 1.9 19.2 0.7 58.3 28.9 3.0 1.3 2.2 1.2 17.4 11.9
Number of Traders in Each Category Total Traders: 113
8 13 8 4 10 4 33 25 16 6 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 79,396
Positions
39,832 52,672 19,269 3,020 0 0 7,090 0 4,140 2,470 0 2,861 714 454
Changes from: November 27, 2012 Total Change is: 1,470
-814 1,042 410 732 0 0 1,053 0 -90 0 0 0 179 108
Percent of Open Interest Represented by Each Category of Trader
50.2 66.3 24.3 3.8 0.0 0.0 8.9 0.0 5.2 3.1 0.0 3.6 0.9 0.6
Number of Traders in Each Category Total Traders: 23
7 11 11 . 0 0 . 0 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 190,751
Positions
30,320 107,052 671 25,267 415 0 116,272 70,067 2,449 6,239 7,189 532 9,001 2,376
Changes from: November 27, 2012 Total Change is: 17,591
-454 12,791 -1,016 -5,163 -114 0 21,427 5,050 319 406 185 438 1,634 -62
Percent of Open Interest Represented by Each Category of Trader
15.9 56.1 0.4 13.2 0.2 0.0 61.0 36.7 1.3 3.3 3.8 0.3 4.7 1.2
Number of Traders in Each Category Total Traders: 130
5 11 . 13 . 0 61 15 8 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 34,124
Positions
16,423 15,087 0 612 0 0 3,625 1,681 71 11,540 15,587 1,060 793 638
Changes from: November 27, 2012 Total Change is: -505
-311 596 -459 278 0 0 78 -492 -208 -46 0 46 117 12
Percent of Open Interest Represented by Each Category of Trader
48.1 44.2 0.0 1.8 0.0 0.0 10.6 4.9 0.2 33.8 45.7 3.1 2.3 1.9
Number of Traders in Each Category Total Traders: 24
4 5 0 . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 32,167
Positions
1,564 24,587 279 871 0 0 23,763 2,469 487 295 1,803 200 4,708 2,342
Changes from: November 27, 2012 Total Change is: 266
257 828 40 -94 -124 0 -410 -799 201 15 -494 36 221 578
Percent of Open Interest Represented by Each Category of Trader
4.9 76.4 0.9 2.7 0.0 0.0 73.9 7.7 1.5 0.9 5.6 0.6 14.6 7.3
Number of Traders in Each Category Total Traders: 48
. 9 . 4 0 0 21 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 49,066
Positions
13,989 31,503 788 5,284 458 533 14,431 7,652 2,166 2,277 372 701 8,898 4,895
Changes from: November 27, 2012 Total Change is: -228
-2,248 4,841 439 342 -51 62 2,433 -3,222 -1,059 -841 -1,076 107 539 -268
Percent of Open Interest Represented by Each Category of Trader
28.5 64.2 1.6 10.8 0.9 1.1 29.4 15.6 4.4 4.6 0.8 1.4 18.1 10.0
Number of Traders in Each Category Total Traders: 91
18 16 6 7 . . 27 11 16 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 98,133
Positions
27,979 63,005 1,577 10,567 916 1,065 28,862 15,304 4,331 4,553 743 1,402 17,797 9,790
Changes from: November 27, 2012 Total Change is: -455
-4,496 9,682 878 683 -101 124 4,866 -6,443 -2,119 -1,682 -2,153 214 1,078 -537
Percent of Open Interest Represented by Each Category of Trader
28.5 64.2 1.6 10.8 0.9 1.1 29.4 15.6 4.4 4.6 0.8 1.4 18.1 10.0
Number of Traders in Each Category Total Traders: 91
18 16 6 7 . . 27 11 16 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 995,452
Positions
57,702 216,532 49,260 347,927 154,212 63,529 105,678 169,623 156,110 39,806 42,448 24,206 151,235 119,532
Changes from: November 27, 2012 Total Change is: 14,178
-4,108 4,985 9,893 -11,392 -5,673 1,470 547 -7,794 11,502 1,309 1,228 1,492 3,464 -2,925
Percent of Open Interest Represented by Each Category of Trader
5.8 21.8 4.9 35.0 15.5 6.4 10.6 17.0 15.7 4.0 4.3 2.4 15.2 12.0
Number of Traders in Each Category Total Traders: 605
44 40 46 122 53 67 111 114 118 57 63 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 289,969
Positions
30,766 62,632 7,363 85,577 28,914 9,710 16,773 38,782 49,258 10,571 13,169 10,235 69,716 69,905
Changes from: November 27, 2012 Total Change is: 3,496
-1,468 -3,613 582 -3,984 -174 20 -484 1,839 5,821 536 -9 1,095 1,378 -2,064
Percent of Open Interest Represented by Each Category of Trader
10.6 21.6 2.5 29.5 10.0 3.3 5.8 13.4 17.0 3.6 4.5 3.5 24.0 24.1
Number of Traders in Each Category Total Traders: 119
14 9 7 26 8 13 16 26 37 10 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 3,527,417
Positions
203,198 838,020 140,966 1,352,622 667,360 228,226 580,223 789,902 398,559 151,148 151,365 64,881 407,593 248,137
Changes from: November 27, 2012 Total Change is: 53,409
-7,418 48,771 40,772 -36,930 -27,389 7,146 7,832 -45,490 25,730 321 2,643 5,528 10,427 -4,301
Percent of Open Interest Represented by Each Category of Trader
5.8 23.8 4.0 38.3 18.9 6.5 16.4 22.4 11.3 4.3 4.3 1.8 11.6 7.0
Number of Traders in Each Category Total Traders: 560
40 41 43 109 50 59 111 104 106 49 56 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 119,711
Positions
10,025 35,592 13 62,104 62,445 1,811 31,472 14,324 178 646 2,276 0 13,462 3,072
Changes from: November 27, 2012 Total Change is: -512
-2,683 1,970 0 -2,079 -1,863 -92 3,203 -591 84 0 99 0 1,055 -119
Percent of Open Interest Represented by Each Category of Trader
8.4 29.7 0.0 51.9 52.2 1.5 26.3 12.0 0.1 0.5 1.9 0.0 11.2 2.6
Number of Traders in Each Category Total Traders: 100
7 13 . 38 12 10 17 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 106,646
Positions
5,270 32,742 30,487 24,067 9,810 1,143 24,599 13,580 7,343 1,698 3,849 1,238 10,800 6,455
Changes from: November 27, 2012 Total Change is: 24,249
-20,262 -10,889 29,476 2,054 -945 240 3,481 -2,314 5,505 -239 616 358 3,636 2,202
Percent of Open Interest Represented by Each Category of Trader
4.9 30.7 28.6 22.6 9.2 1.1 23.1 12.7 6.9 1.6 3.6 1.2 10.1 6.1
Number of Traders in Each Category Total Traders: 225
17 28 14 31 22 10 52 42 19 17 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 26,266
Positions
16,124 17,094 354 2,000 0 0 4,305 5,973 0 277 0 0 3,206 2,845
Changes from: November 27, 2012 Total Change is: -1,683
-1,195 -1,131 274 0 0 0 -857 -1,719 0 -369 0 0 464 893
Percent of Open Interest Represented by Each Category of Trader
61.4 65.1 1.3 7.6 0.0 0.0 16.4 22.7 0.0 1.1 0.0 0.0 12.2 10.8
Number of Traders in Each Category Total Traders: 20
8 7 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 401,898
Positions
91,645 224,151 4,750 110,336 49,050 5,715 129,283 65,845 8,903 8,490 20,632 4,803 37,973 18,049
Changes from: November 27, 2012 Total Change is: -10,084
-36,017 5,996 -302 271 -4,723 1,202 23,690 -13,622 -288 -1,197 4,465 404 2,153 -3,216
Percent of Open Interest Represented by Each Category of Trader
22.8 55.8 1.2 27.5 12.2 1.4 32.2 16.4 2.2 2.1 5.1 1.2 9.4 4.5
Number of Traders in Each Category Total Traders: 224
18 27 9 31 22 10 53 40 18 17 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 381,006
Positions
122,190 25,922 12,643 134,421 202,249 20,416 67,494 93,578 2,106 2,947 11,213 494 18,295 12,385
Changes from: November 27, 2012 Total Change is: -2,877
-21,745 2,783 -314 3,459 -3,008 374 13,740 -256 -790 -305 197 128 2,576 -1,993
Percent of Open Interest Represented by Each Category of Trader
32.1 6.8 3.3 35.3 53.1 5.4 17.7 24.6 0.6 0.8 2.9 0.1 4.8 3.3
Number of Traders in Each Category Total Traders: 247
24 12 5 51 38 26 48 52 16 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 43,623
Positions
9,646 4,698 100 13,317 0 94 7,303 14,752 0 5,109 1,633 1 8,053 22,345
Changes from: November 27, 2012 Total Change is: 2,440
777 263 100 1,358 -440 0 -91 2,210 0 25 -1,956 1 270 2,262
Percent of Open Interest Represented by Each Category of Trader
22.1 10.8 0.2 30.5 0.0 0.2 16.7 33.8 0.0 11.7 3.7 0.0 18.5 51.2
Number of Traders in Each Category Total Traders: 49
5 5 . 15 0 . 8 10 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 54,593
Positions
13,995 16,767 3,950 5,802 2,460 591 18,772 10,190 1,069 3,598 2,993 0 6,816 16,573
Changes from: November 27, 2012 Total Change is: 9,114
2,491 287 337 1,945 10 -238 2,763 2,821 107 1,469 -250 0 240 6,040
Percent of Open Interest Represented by Each Category of Trader
25.6 30.7 7.2 10.6 4.5 1.1 34.4 18.7 2.0 6.6 5.5 0.0 12.5 30.4
Number of Traders in Each Category Total Traders: 66
14 11 8 5 . . 18 10 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 64,847
Positions
4,048 8,900 823 40,242 33,912 7,077 7,534 10,586 227 218 0 0 4,678 3,322
Changes from: November 27, 2012 Total Change is: 929
27 623 53 -145 -1,269 172 51 803 227 0 0 0 544 320
Percent of Open Interest Represented by Each Category of Trader
6.2 13.7 1.3 62.1 52.3 10.9 11.6 16.3 0.4 0.3 0.0 0.0 7.2 5.1
Number of Traders in Each Category Total Traders: 68
4 . . 24 23 9 8 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 132,349
Positions
17,310 65,504 5,043 66,987 18,360 6,739 14,360 26,517 2,873 5,821 2,080 1,073 12,143 4,160
Changes from: November 27, 2012 Total Change is: 1,390
-2,488 1,163 2,201 -1,205 -927 1,182 -496 -4,121 2,093 -423 -16 64 462 -249
Percent of Open Interest Represented by Each Category of Trader
13.1 49.5 3.8 50.6 13.9 5.1 10.9 20.0 2.2 4.4 1.6 0.8 9.2 3.1
Number of Traders in Each Category Total Traders: 125
13 19 6 33 15 14 25 6 4 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 732,899
Positions
4,993 129,642 43,244 244,975 135,276 87,267 105,207 76,728 63,729 19,937 29,447 5,856 157,693 161,710
Changes from: November 27, 2012 Total Change is: -20,419
1,692 14,000 -1,298 -3,703 -796 5,319 22,579 -2,962 -19,203 98 -3,083 -1,507 -24,398 -10,889
Percent of Open Interest Represented by Each Category of Trader
0.7 17.7 5.9 33.4 18.5 11.9 14.4 10.5 8.7 2.7 4.0 0.8 21.5 22.1
Number of Traders in Each Category Total Traders: 165
4 21 20 41 25 37 39 22 37 4 9 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 2012
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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 380,925
Positions
0 120,673 42 228,311 47,181 37,618 3,253 81,484 23,984 17,321 15,527 0 70,396 54,415
Changes from: November 27, 2012 Total Change is: -8,678
0 -1,001 -12,786 9,384 5,827 314 -45 3,770 19,311 -338 -3,961 -2,710 -21,808 -17,442
Percent of Open Interest Represented by Each Category of Trader
0.0 31.7 0.0 59.9 12.4 9.9 0.9 21.4 6.3 4.5 4.1 0.0 18.5 14.3
Number of Traders in Each Category Total Traders: 65
0 11 . 29 9 17 . 9 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,080,903
Positions
108,192 84,856 67,703 256,789 90,377 60,744 216,431 547,596 95,317 124,699 37,714 11,935 139,093 84,661
Changes from: November 27, 2012 Total Change is: -77,082
-7,345 -4,751 -2,213 -10,060 -10,287 10,350 5,293 -6,016 -26,433 -3,267 250 -12,358 -31,049 -25,624
Percent of Open Interest Represented by Each Category of Trader
10.0 7.9 6.3 23.8 8.4 5.6 20.0 50.7 8.8 11.5 3.5 1.1 12.9 7.8
Number of Traders in Each Category Total Traders: 230
20 25 19 44 23 31 38 41 36 22 17 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 39,408
Positions
24,816 11,863 4,714 100 382 0 5,149 17,831 3,540 0 0 259 830 819
Changes from: November 27, 2012 Total Change is: -4,050
-4,130 -1,924 709 100 -132 0 44 -2,273 -252 0 -25 -101 -420 -52
Percent of Open Interest Represented by Each Category of Trader
63.0 30.1 12.0 0.3 1.0 0.0 13.1 45.2 9.0 0.0 0.0 0.7 2.1 2.1
Number of Traders in Each Category Total Traders: 45
10 6 10 . . 0 12 13 8 0 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,961,328
Positions
114,315 132,542 99,862 378,718 730,701 187,355 539,216 90,305 183,783 89,377 107,008 53,185 315,518 376,588
Changes from: November 27, 2012 Total Change is: -90,342
-9,327 -3,012 -10,058 -4,433 18,496 4,871 11,273 -21,289 -46,213 -16,258 -12,784 -7,144 -13,053 -13,210
Percent of Open Interest Represented by Each Category of Trader
5.8 6.8 5.1 19.3 37.3 9.6 27.5 4.6 9.4 4.6 5.5 2.7 16.1 19.2
Number of Traders in Each Category Total Traders: 257
13 35 40 23 59 51 66 32 58 9 20 12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 1,669,890
Positions
276,578 154,745 74,842 223,302 452,872 120,600 382,106 352,955 164,615 145,212 89,623 12,623 270,010 247,014
Changes from: November 27, 2012 Total Change is: -21,834
-15,049 -1,937 -9,841 4,994 -12,678 -7,432 5,904 4,120 40,748 -31,797 -8,027 80 -9,440 -26,865
Percent of Open Interest Represented by Each Category of Trader
16.6 9.3 4.5 13.4 27.1 7.2 22.9 21.1 9.9 8.7 5.4 0.8 16.2 14.8
Number of Traders in Each Category Total Traders: 203
16 24 26 27 37 33 44 32 36 9 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 340,793
Positions
138,225 96,542 100,506 0 2,221 3,345 13,930 39,667 51,845 1,763 3,853 8,304 22,874 34,510
Changes from: November 27, 2012 Total Change is: -65,028
-33,428 -55,798 -8,038 -9 206 -206 -21,606 380 -235 1,297 -3,494 -643 -2,161 2,800
Percent of Open Interest Represented by Each Category of Trader
40.6 28.3 29.5 0.0 0.7 1.0 4.1 11.6 15.2 0.5 1.1 2.4 6.7 10.1
Number of Traders in Each Category Total Traders: 69
16 20 30 0 . . 9 14 20 . 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 is12,485,140
Positions
1,088,058 3,063,798 2,790,973 935,383 97,684 170,294 1,542,815 278,023 4,128,617 155,120 141,218 724,255 949,625 1,090,278
Changes from: November 27, 2012 Total Change is: 263,715
-114,700 102,416 53,628 32,559 -24,405 1,208 68,125 32,856 125,401 48,666 -50,146 12,857 35,973 9,903
Percent of Open Interest Represented by Each Category of Trader
8.7 24.5 22.4 7.5 0.8 1.4 12.4 2.2 33.1 1.2 1.1 5.8 7.6 8.7
Number of Traders in Each Category Total Traders: 264
28 54 81 8 12 16 61 59 98 13 18 24
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 13,089
Positions
10,784 690 0 538 984 0 982 10,723 349 234 270 0 202 73
Changes from: November 27, 2012 Total Change is: 212
-336 109 0 -19 0 0 234 -243 348 0 25 0 -15 -27
Percent of Open Interest Represented by Each Category of Trader
82.4 5.3 0.0 4.1 7.5 0.0 7.5 81.9 2.7 1.8 2.1 0.0 1.5 0.6
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 0 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 13,293
Positions
11,252 6,229 0 927 868 41 703 5,883 121 0 91 0 249 60
Changes from: November 27, 2012 Total Change is: 95
39 51 0 -30 0 0 -15 -32 109 0 0 0 -8 -33
Percent of Open Interest Represented by Each Category of Trader
84.6 46.9 0.0 7.0 6.5 0.3 5.3 44.3 0.9 0.0 0.7 0.0 1.9 0.5
Number of Traders in Each Category Total Traders: 31
4 6 0 . 4 . 6 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 44,461
Positions
9,831 7,477 1,599 1,932 4,544 351 16,469 22,532 2,985 7,812 1,511 274 3,209 3,189
Changes from: November 27, 2012 Total Change is: 7,840
70 -697 311 -224 1,123 40 6,018 3,957 1,234 624 827 269 -503 775
Percent of Open Interest Represented by Each Category of Trader
22.1 16.8 3.6 4.3 10.2 0.8 37.0 50.7 6.7 17.6 3.4 0.6 7.2 7.2
Number of Traders in Each Category Total Traders: 109
. . . 8 6 . 21 33 13 26 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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 396,131
Positions
124,401 15,358 43,943 29,686 19,342 17,138 31,069 140,915 48,614 6,172 12,172 62,718 32,390 35,931
Changes from: November 27, 2012 Total Change is: 21,033
530 -4,652 4,133 -6,131 -2,857 2,957 943 8,518 5,906 2,028 -5,452 2,033 8,634 10,447
Percent of Open Interest Represented by Each Category of Trader
31.4 3.9 11.1 7.5 4.9 4.3 7.8 35.6 12.3 1.6 3.1 15.8 8.2 9.1
Number of Traders in Each Category Total Traders: 168
25 10 25 8 12 10 32 38 40 20 14 27
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Traders in Financial Futures - Options and Futures Combined Positions as of December 4, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,296
Positions
201 4,451 0 3,721 487 77 4,025 3,370 902 240 0 0 130 9
Changes from: November 27, 2012 Total Change is: -35
-5 -45 0 64 8 -6 -90 38 0 0 -30 0 2 0
Percent of Open Interest Represented by Each Category of Trader
2.2 47.9 0.0 40.0 5.2 0.8 43.3 36.3 9.7 2.6 0.0 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 20
. 4 0 4 . . 4 4 . . 0 0
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Updated December 7, 2012