Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 147,048
Positions
4,393 92,285 3,956 22,117 18,965 1,427 62,149 6,561 4,794 7,662 1,388 791 39,758 16,880
Changes from: December 24, 2012 Total Change is: -3,509
328 -426 125 -324 86 -12 330 -3,179 866 -964 557 325 -4,183 -1,850
Percent of Open Interest Represented by Each Category of Trader
3.0 62.8 2.7 15.0 12.9 1.0 42.3 4.5 3.3 5.2 0.9 0.5 27.0 11.5
Number of Traders in Each Category Total Traders: 87
. 12 5 8 4 4 29 13 15 13 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,892
Positions
535 27,310 78 1,494 2,083 351 23,094 11,204 1,175 604 2,406 0 24,562 7,286
Changes from: December 24, 2012 Total Change is: 1,671
535 1,069 67 -132 -617 60 1,884 2,100 -23 0 -3 0 -720 -982
Percent of Open Interest Represented by Each Category of Trader
1.0 52.6 0.1 2.9 4.0 0.7 44.5 21.6 2.3 1.2 4.6 0.0 47.3 14.0
Number of Traders in Each Category Total Traders: 41
. 9 . . . . 14 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 188,209
Positions
3,579 60,417 3,165 23,259 30,245 2,700 99,376 28,269 7,388 2,757 32,801 1,879 44,107 21,345
Changes from: December 24, 2012 Total Change is: -3,788
1,084 -2,083 1,087 -888 -192 399 -5,965 -5,075 1,497 -1,166 -1,015 131 32 1,462
Percent of Open Interest Represented by Each Category of Trader
1.9 32.1 1.7 12.4 16.1 1.4 52.8 15.0 3.9 1.5 17.4 1.0 23.4 11.3
Number of Traders in Each Category Total Traders: 103
5 11 5 6 12 4 34 19 15 5 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 240,939
Positions
81,044 8,055 14,335 51,869 8,198 4,090 20,156 104,197 23,327 17,925 5,814 5,833 22,359 67,090
Changes from: December 24, 2012 Total Change is: 9,978
-6,676 758 3,707 -784 50 693 -1,535 -2,121 6,113 1,577 1,042 2,003 4,881 -2,267
Percent of Open Interest Represented by Each Category of Trader
33.6 3.3 5.9 21.5 3.4 1.7 8.4 43.2 9.7 7.4 2.4 2.4 9.3 27.8
Number of Traders in Each Category Total Traders: 131
10 10 7 9 9 5 20 51 27 7 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 251,780
Positions
19,843 42,907 9,799 44,907 36,667 11,392 64,970 57,611 24,098 16,806 11,687 4,302 55,664 53,317
Changes from: December 24, 2012 Total Change is: 6,180
125 6,108 118 75 -455 277 5,103 -1,218 1,462 778 451 -367 -1,392 -197
Percent of Open Interest Represented by Each Category of Trader
7.9 17.0 3.9 17.8 14.6 4.5 25.8 22.9 9.6 6.7 4.6 1.7 22.1 21.2
Number of Traders in Each Category Total Traders: 187
16 18 13 20 18 18 35 34 25 18 28 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 181,742
Positions
13,848 65,994 3,086 3,694 44,286 1,784 116,705 35,433 5,273 1,103 3,797 1,945 34,303 20,144
Changes from: December 24, 2012 Total Change is: -3,589
671 -763 -214 -576 -109 345 984 -1,859 6 -1,120 -2,272 851 -4,535 426
Percent of Open Interest Represented by Each Category of Trader
7.6 36.3 1.7 2.0 24.4 1.0 64.2 19.5 2.9 0.6 2.1 1.1 18.9 11.1
Number of Traders in Each Category Total Traders: 106
7 10 5 4 10 5 33 26 16 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 75,631
Positions
36,457 49,998 17,436 3,559 0 0 7,453 646 4,469 2,818 0 2,855 584 227
Changes from: December 24, 2012 Total Change is: 483
0 452 0 0 0 0 122 128 -9 348 0 0 22 -88
Percent of Open Interest Represented by Each Category of Trader
48.2 66.1 23.1 4.7 0.0 0.0 9.9 0.9 5.9 3.7 0.0 3.8 0.8 0.3
Number of Traders in Each Category Total Traders: 27
5 14 10 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 186,181
Positions
19,241 112,561 0 11,762 809 0 134,669 58,482 372 12,148 12,217 410 7,579 1,330
Changes from: December 24, 2012 Total Change is: -14,279
-639 -6,536 0 -1,047 -36 0 -11,244 -7,571 310 2,930 -40 -46 -4,543 -360
Percent of Open Interest Represented by Each Category of Trader
10.3 60.5 0.0 6.3 0.4 0.0 72.3 31.4 0.2 6.5 6.6 0.2 4.1 0.7
Number of Traders in Each Category Total Traders: 127
6 10 0 12 . 0 60 16 . 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 38,246
Positions
15,786 18,694 535 2,245 0 0 6,436 2,745 39 12,598 15,587 38 569 608
Changes from: December 24, 2012 Total Change is: -2,808
-512 -1,875 -309 -1,101 0 0 -211 964 -512 961 0 -1,022 -102 -54
Percent of Open Interest Represented by Each Category of Trader
41.3 48.9 1.4 5.9 0.0 0.0 16.8 7.2 0.1 32.9 40.8 0.1 1.5 1.6
Number of Traders in Each Category Total Traders: 25
4 4 . . 0 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,531
Positions
2,917 20,052 12 344 0 0 26,054 9,411 231 322 2,866 330 4,321 1,629
Changes from: December 24, 2012 Total Change is: -5,604
70 -1,662 0 0 0 0 -2,752 -3,895 2 -115 -416 174 -2,983 193
Percent of Open Interest Represented by Each Category of Trader
8.4 58.1 0.0 1.0 0.0 0.0 75.5 27.3 0.7 0.9 8.3 1.0 12.5 4.7
Number of Traders in Each Category Total Traders: 55
6 8 . . 0 0 23 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 48,036
Positions
14,806 34,658 226 5,799 0 382 15,642 7,890 771 2,472 297 433 7,505 3,379
Changes from: December 24, 2012 Total Change is: -1,219
1,609 -1,247 51 127 0 -81 -3,143 415 363 378 -143 -3 -521 -576
Percent of Open Interest Represented by Each Category of Trader
30.8 72.1 0.5 12.1 0.0 0.8 32.6 16.4 1.6 5.1 0.6 0.9 15.6 7.0
Number of Traders in Each Category Total Traders: 96
23 14 4 7 0 . 26 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 96,072
Positions
29,612 69,316 453 11,597 0 764 31,284 15,781 1,541 4,945 593 867 15,010 6,758
Changes from: December 24, 2012 Total Change is: -2,437
3,217 -2,493 103 254 0 -161 -6,286 830 727 756 -285 -5 -1,042 -1,152
Percent of Open Interest Represented by Each Category of Trader
30.8 72.1 0.5 12.1 0.0 0.8 32.6 16.4 1.6 5.1 0.6 0.9 15.6 7.0
Number of Traders in Each Category Total Traders: 96
23 14 4 7 0 . 26 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 850,806
Positions
52,291 248,613 16,317 355,883 140,639 56,076 91,340 152,725 98,130 37,984 32,447 22,830 119,955 83,029
Changes from: December 24, 2012 Total Change is: -1,240
3,235 7,479 2,111 -7,406 100 1,225 2,967 -4,967 -3,676 2,340 -1,353 1,448 -3,484 -3,607
Percent of Open Interest Represented by Each Category of Trader
6.1 29.2 1.9 41.8 16.5 6.6 10.7 18.0 11.5 4.5 3.8 2.7 14.1 9.8
Number of Traders in Each Category Total Traders: 562
39 34 26 122 49 60 95 108 94 55 58 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 227,968
Positions
12,881 81,994 4,817 82,126 27,883 9,294 10,216 10,550 27,950 10,071 10,532 10,096 60,518 44,852
Changes from: December 24, 2012 Total Change is: 6,284
2,824 6,885 1,486 -837 -156 263 805 2,203 -3,229 3,601 -391 221 1,152 -996
Percent of Open Interest Represented by Each Category of Trader
5.7 36.0 2.1 36.0 12.2 4.1 4.5 4.6 12.3 4.4 4.6 4.4 26.5 19.7
Number of Traders in Each Category Total Traders: 111
7 14 5 26 7 11 20 19 34 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,114,188
Positions
216,699 852,742 37,850 1,394,977 589,974 207,720 445,602 750,858 310,918 147,681 117,684 55,557 297,183 190,882
Changes from: December 24, 2012 Total Change is: -37,619
5,690 6,602 -506 -32,887 1,239 4,856 26,250 -20,412 -17,672 333 1,828 -500 -23,183 -13,054
Percent of Open Interest Represented by Each Category of Trader
7.0 27.4 1.2 44.8 18.9 6.7 14.3 24.1 10.0 4.7 3.8 1.8 9.5 6.1
Number of Traders in Each Category Total Traders: 522
38 33 22 109 47 54 91 103 85 49 52 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 111,804
Positions
3,438 38,549 13 56,569 58,407 3,019 36,243 6,572 181 976 2,344 0 11,366 2,720
Changes from: December 24, 2012 Total Change is: -1,772
-5 -1,297 -8 -4,154 960 -183 2,940 -1,517 180 -7 -225 0 -535 318
Percent of Open Interest Represented by Each Category of Trader
3.1 34.5 0.0 50.6 52.2 2.7 32.4 5.9 0.2 0.9 2.1 0.0 10.2 2.4
Number of Traders in Each Category Total Traders: 98
5 12 . 38 14 11 19 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 58,152
Positions
2,511 28,029 514 25,943 7,209 1,160 18,292 14,903 962 1,624 1,746 916 6,229 2,712
Changes from: December 24, 2012 Total Change is: -2,452
-367 -2,933 -30 44 79 -59 -2,277 266 140 497 -231 38 -438 278
Percent of Open Interest Represented by Each Category of Trader
4.3 48.2 0.9 44.6 12.4 2.0 31.5 25.6 1.7 2.8 3.0 1.6 10.7 4.7
Number of Traders in Each Category Total Traders: 204
14 25 5 31 21 13 50 39 13 17 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 290,758
Positions
12,553 140,143 2,572 129,716 36,044 5,802 91,458 74,515 4,811 8,120 8,732 4,581 31,145 13,558
Changes from: December 24, 2012 Total Change is: -12,259
-1,834 -14,666 -150 220 396 -293 -11,386 1,329 701 2,483 -1,155 190 -2,191 1,389
Percent of Open Interest Represented by Each Category of Trader
4.3 48.2 0.9 44.6 12.4 2.0 31.5 25.6 1.7 2.8 3.0 1.6 10.7 4.7
Number of Traders in Each Category Total Traders: 204
14 25 5 31 21 13 50 39 13 17 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 352,697
Positions
80,954 43,611 9,042 130,242 192,225 22,193 83,155 63,493 2,261 2,494 9,570 434 21,922 9,867
Changes from: December 24, 2012 Total Change is: -1,107
884 -1,195 -199 -2,754 1,379 -1,530 3,047 1,367 -285 -662 296 34 359 -973
Percent of Open Interest Represented by Each Category of Trader
23.0 12.4 2.6 36.9 54.5 6.3 23.6 18.0 0.6 0.7 2.7 0.1 6.2 2.8
Number of Traders in Each Category Total Traders: 238
21 11 . 50 39 24 55 44 14 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 52,920
Positions
6,765 10,897 160 20,183 0 128 10,856 19,125 700 4,819 1,338 2 9,307 20,570
Changes from: December 24, 2012 Total Change is: 388
-52 377 -12 -431 0 47 152 -1,234 96 1,151 -10 0 -563 1,124
Percent of Open Interest Represented by Each Category of Trader
12.8 20.6 0.3 38.1 0.0 0.2 20.5 36.1 1.3 9.1 2.5 0.0 17.6 38.9
Number of Traders in Each Category Total Traders: 53
7 . . 15 0 . 14 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,529
Positions
11,498 13,062 3,702 6,868 4,418 0 20,161 4,962 813 4,408 416 0 7,079 27,156
Changes from: December 24, 2012 Total Change is: 1,148
1,270 3,419 38 226 810 0 -370 305 802 -276 -159 0 -542 -4,067
Percent of Open Interest Represented by Each Category of Trader
21.1 24.0 6.8 12.6 8.1 0.0 37.0 9.1 1.5 8.1 0.8 0.0 13.0 49.8
Number of Traders in Each Category Total Traders: 67
15 12 7 5 . 0 16 10 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 80,300
Positions
16,838 23,468 85 42,781 30,837 7,265 8,392 16,029 114 220 0 0 4,605 2,502
Changes from: December 24, 2012 Total Change is: 919
336 392 1 -243 444 -20 450 638 0 0 0 0 395 -536
Percent of Open Interest Represented by Each Category of Trader
21.0 29.2 0.1 53.3 38.4 9.0 10.5 20.0 0.1 0.3 0.0 0.0 5.7 3.1
Number of Traders in Each Category Total Traders: 74
. 5 . 25 21 10 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 149,921
Positions
17,248 67,430 2,981 77,861 18,856 6,987 21,109 44,166 772 6,592 3,243 1,653 14,718 3,833
Changes from: December 24, 2012 Total Change is: 4,345
88 -1,248 519 -423 150 1,214 1,318 3,422 82 -236 -252 252 1,531 206
Percent of Open Interest Represented by Each Category of Trader
11.5 45.0 2.0 51.9 12.6 4.7 14.1 29.5 0.5 4.4 2.2 1.1 9.8 2.6
Number of Traders in Each Category Total Traders: 134
15 17 4 40 14 13 25 7 . 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 616,161
Positions
7,915 72,732 21,752 231,731 164,267 73,757 77,036 47,130 40,951 19,241 35,661 3,462 140,316 156,449
Changes from: December 24, 2012 Total Change is: 7,446
1,670 -9,810 -1,272 8,853 25,627 -4,980 6,312 4,497 2 -600 2,121 670 -3,210 -9,410
Percent of Open Interest Represented by Each Category of Trader
1.3 11.8 3.5 37.6 26.7 12.0 12.5 7.6 6.6 3.1 5.8 0.6 22.8 25.4
Number of Traders in Each Category Total Traders: 158
5 18 16 34 30 39 31 21 36 7 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 349,199
Positions
0 129,661 0 238,141 33,489 33,177 1,950 83,728 142 9,907 15,458 0 65,882 53,543
Changes from: December 24, 2012 Total Change is: -6,890
0 -1,485 0 317 -158 -1,160 0 1,599 -5,341 -2,217 41 0 1,511 -386
Percent of Open Interest Represented by Each Category of Trader
0.0 37.1 0.0 68.2 9.6 9.5 0.6 24.0 0.0 2.8 4.4 0.0 18.9 15.3
Number of Traders in Each Category Total Traders: 63
0 12 0 29 9 17 . 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,100,626
Positions
92,019 133,674 37,444 271,497 86,716 51,994 256,731 587,876 80,820 170,668 34,784 11,257 128,196 76,060
Changes from: December 24, 2012 Total Change is: 1,253
-14,353 315 2,079 3,577 -13 -3,023 14,276 6,169 1,295 1,150 -267 676 -4,423 -5,977
Percent of Open Interest Represented by Each Category of Trader
8.4 12.1 3.4 24.7 7.9 4.7 23.3 53.4 7.3 15.5 3.2 1.0 11.6 6.9
Number of Traders in Each Category Total Traders: 224
20 21 14 44 20 31 40 38 29 25 16 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 53,253
Positions
28,385 6,156 7,200 0 1,809 0 11,216 31,715 5,585 8 0 220 639 568
Changes from: December 24, 2012 Total Change is: 1,396
748 395 411 0 0 0 517 835 -387 0 0 -2 109 144
Percent of Open Interest Represented by Each Category of Trader
53.3 11.6 13.5 0.0 3.4 0.0 21.1 59.6 10.5 0.0 0.0 0.4 1.2 1.1
Number of Traders in Each Category Total Traders: 49
13 4 11 0 . 0 12 16 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,941,520
Positions
122,578 118,459 125,943 312,746 750,679 183,418 565,428 139,180 184,399 130,642 77,509 25,114 291,253 336,821
Changes from: December 24, 2012 Total Change is: 21,711
-120 -10,505 9,846 -2,738 19,372 5,007 -3,626 235 5,736 8,028 -11,264 4,163 -4,586 -879
Percent of Open Interest Represented by Each Category of Trader
6.3 6.1 6.5 16.1 38.7 9.4 29.1 7.2 9.5 6.7 4.0 1.3 15.0 17.3
Number of Traders in Each Category Total Traders: 259
20 29 41 22 58 49 56 45 66 11 18 12
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,625,202
Positions
374,904 182,420 40,826 356,710 432,475 138,408 254,058 385,765 92,521 139,609 88,109 13,506 214,661 251,172
Changes from: December 24, 2012 Total Change is: 3,613
23,963 -15,247 347 3,559 -17,952 1,689 -40,061 47,681 3,336 6,490 -4,216 -659 4,949 -11,367
Percent of Open Interest Represented by Each Category of Trader
23.1 11.2 2.5 21.9 26.6 8.5 15.6 23.7 5.7 8.6 5.4 0.8 13.2 15.5
Number of Traders in Each Category Total Traders: 195
14 22 18 31 36 36 33 37 36 10 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 457,281
Positions
196,301 205,192 109,584 0 2,939 3,401 59,896 25,984 56,146 4,069 10,850 10,954 16,929 32,230
Changes from: December 24, 2012 Total Change is: 7,610
6,770 5,886 4,624 0 0 0 -5,872 -8,679 478 65 2,954 1,221 323 1,125
Percent of Open Interest Represented by Each Category of Trader
42.9 44.9 24.0 0.0 0.6 0.7 13.1 5.7 12.3 0.9 2.4 2.4 3.7 7.0
Number of Traders in Each Category Total Traders: 83
23 21 34 0 . . 12 11 20 4 7 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,511,265
Positions
1,096,340 2,652,552 2,403,331 1,002,975 73,919 132,863 1,001,049 312,087 3,212,507 217,309 141,561 554,985 889,906 1,027,459
Changes from: December 24, 2012 Total Change is: 123,002
95,388 21,625 -20,372 -6,963 -82 -5,703 -57,185 36,053 105,620 19,288 -2,830 43,863 -50,934 -55,172
Percent of Open Interest Represented by Each Category of Trader
10.4 25.2 22.9 9.5 0.7 1.3 9.5 3.0 30.6 2.1 1.3 5.3 8.5 9.8
Number of Traders in Each Category Total Traders: 235
26 49 72 12 6 16 54 48 88 11 18 23
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,990
Positions
7,849 527 0 51 1,002 0 735 6,362 0 234 1,026 0 121 73
Changes from: December 24, 2012 Total Change is: -14
0 24 0 9 0 0 -21 0 0 0 -40 0 -2 2
Percent of Open Interest Represented by Each Category of Trader
87.3 5.9 0.0 0.6 11.1 0.0 8.2 70.8 0.0 2.6 11.4 0.0 1.3 0.8
Number of Traders in Each Category Total Traders: 25
. 4 0 . . 0 4 7 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,804
Positions
7,291 1,727 0 0 861 43 320 4,885 0 0 261 0 150 27
Changes from: December 24, 2012 Total Change is: -388
-30 -416 0 0 -1 1 -329 35 0 0 0 0 -30 -7
Percent of Open Interest Represented by Each Category of Trader
93.4 22.1 0.0 0.0 11.0 0.6 4.1 62.6 0.0 0.0 3.3 0.0 1.9 0.3
Number of Traders in Each Category Total Traders: 22
. 5 0 0 4 . . 7 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,604
Positions
10,230 1,166 1,421 1,611 6,716 318 18,289 27,616 1,160 7,483 1,329 26 3,065 3,851
Changes from: December 24, 2012 Total Change is: -373
60 172 -41 -107 387 6 -1,609 -2,359 238 282 55 11 787 1,158
Percent of Open Interest Represented by Each Category of Trader
23.5 2.7 3.3 3.7 15.4 0.7 41.9 63.3 2.7 17.2 3.0 0.1 7.0 8.8
Number of Traders in Each Category Total Traders: 106
4 . . 7 7 . 17 37 8 21 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,066
Positions
95,442 29,529 46,423 22,437 9,260 14,812 29,845 115,540 34,028 11,787 5,291 50,781 20,511 20,402
Changes from: December 24, 2012 Total Change is: -4,128
-4,393 4,176 8,615 -5,813 -5,910 1,618 1,206 -7,234 -1,885 -2,870 -412 -2,216 1,610 -880
Percent of Open Interest Represented by Each Category of Trader
29.3 9.1 14.2 6.9 2.8 4.5 9.2 35.4 10.4 3.6 1.6 15.6 6.3 6.3
Number of Traders in Each Category Total Traders: 141
14 13 20 7 10 10 32 30 37 20 8 19
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Updated January 4, 2013