Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 137,314
Positions
3,892 93,300 93 21,558 19,317 855 59,986 5,331 689 7,365 1,827 350 42,526 15,552
Changes from: December 31, 2012 Total Change is: 67
-955 1,846 -450 39 352 -447 -2,667 -1,630 -325 -203 414 51 5,024 256
Percent of Open Interest Represented by Each Category of Trader
2.8 67.9 0.1 15.7 14.1 0.6 43.7 3.9 0.5 5.4 1.3 0.3 31.0 11.3
Number of Traders in Each Category Total Traders: 76
. 12 . 9 4 4 26 8 5 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,716
Positions
2,351 25,811 239 1,494 2,456 351 18,765 7,840 0 604 2,298 0 22,912 7,721
Changes from: December 31, 2012 Total Change is: -3,466
1,816 -1,483 239 0 373 0 -4,431 -3,497 0 0 -108 0 -1,090 1,010
Percent of Open Interest Represented by Each Category of Trader
5.0 55.3 0.5 3.2 5.3 0.8 40.2 16.8 0.0 1.3 4.9 0.0 49.0 16.5
Number of Traders in Each Category Total Traders: 39
. 8 . . 4 . 11 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 165,584
Positions
9,066 52,204 839 22,630 29,207 2,194 90,660 30,881 842 3,317 30,673 4 36,032 18,740
Changes from: December 31, 2012 Total Change is: -9,092
6,034 -8,918 449 -1,194 -1,038 153 -8,617 317 706 -203 -1,976 4 -6,424 1,211
Percent of Open Interest Represented by Each Category of Trader
5.5 31.5 0.5 13.7 17.6 1.3 54.8 18.6 0.5 2.0 18.5 0.0 21.8 11.3
Number of Traders in Each Category Total Traders: 97
6 10 . 7 12 5 33 17 8 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 193,295
Positions
81,990 13,167 369 50,842 7,112 4,294 20,465 101,704 146 19,031 8,006 889 15,269 57,608
Changes from: December 31, 2012 Total Change is: -1,337
-2,430 3,635 257 -1,195 -960 792 74 -1,465 -389 1,475 -514 343 -264 -3,036
Percent of Open Interest Represented by Each Category of Trader
42.4 6.8 0.2 26.3 3.7 2.2 10.6 52.6 0.1 9.8 4.1 0.5 7.9 29.8
Number of Traders in Each Category Total Traders: 121
9 13 . 8 7 4 19 45 6 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 194,251
Positions
25,030 28,997 1,627 42,449 33,329 5,241 53,695 62,122 990 16,659 11,948 664 47,896 49,333
Changes from: December 31, 2012 Total Change is: -13,357
5,467 -14,459 753 -3,091 -7,515 -235 -13,689 3,613 129 372 519 -143 -2,920 3,981
Percent of Open Interest Represented by Each Category of Trader
12.9 14.9 0.8 21.9 17.2 2.7 27.6 32.0 0.5 8.6 6.2 0.3 24.7 25.4
Number of Traders in Each Category Total Traders: 170
15 15 5 19 17 14 31 38 11 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 184,083
Positions
14,724 75,055 726 2,911 43,289 1,425 120,831 37,175 12 4,034 5,683 260 39,160 20,458
Changes from: December 31, 2012 Total Change is: 13,926
1,187 8,622 653 -462 -879 -295 4,026 2,505 -392 2,613 2,135 -484 7,080 2,061
Percent of Open Interest Represented by Each Category of Trader
8.0 40.8 0.4 1.6 23.5 0.8 65.6 20.2 0.0 2.2 3.1 0.1 21.3 11.1
Number of Traders in Each Category Total Traders: 97
7 10 . . 9 4 30 22 . 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,549
Positions
36,457 49,692 17,436 3,559 0 0 7,472 869 4,478 2,606 0 2,867 674 207
Changes from: December 31, 2012 Total Change is: 266
0 42 0 0 0 0 19 223 9 136 0 12 90 -20
Percent of Open Interest Represented by Each Category of Trader
48.3 65.8 23.1 4.7 0.0 0.0 9.9 1.2 5.9 3.4 0.0 3.8 0.9 0.3
Number of Traders in Each Category Total Traders: 26
5 13 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 185,211
Positions
15,301 113,462 0 10,700 809 0 137,093 56,015 498 12,175 12,431 357 9,087 1,639
Changes from: December 31, 2012 Total Change is: -970
-3,940 901 0 -1,062 0 0 2,424 -2,467 126 27 214 -53 1,508 309
Percent of Open Interest Represented by Each Category of Trader
8.3 61.3 0.0 5.8 0.4 0.0 74.0 30.2 0.3 6.6 6.7 0.2 4.9 0.9
Number of Traders in Each Category Total Traders: 130
5 13 0 8 . 0 62 15 . 20 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,461
Positions
15,644 19,677 423 2,168 0 0 6,571 1,959 212 12,688 15,587 38 717 565
Changes from: December 31, 2012 Total Change is: 215
-142 983 -112 -77 0 0 135 -786 173 90 0 0 148 -43
Percent of Open Interest Represented by Each Category of Trader
40.7 51.2 1.1 5.6 0.0 0.0 17.1 5.1 0.6 33.0 40.5 0.1 1.9 1.5
Number of Traders in Each Category Total Traders: 27
. 6 . . 0 0 7 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,531
Positions
3,020 23,380 0 494 0 0 26,957 7,815 229 784 3,018 115 4,932 1,974
Changes from: December 31, 2012 Total Change is: 2,000
103 3,328 -12 150 0 0 903 -1,596 -2 462 152 -215 611 345
Percent of Open Interest Represented by Each Category of Trader
8.3 64.0 0.0 1.4 0.0 0.0 73.8 21.4 0.6 2.1 8.3 0.3 13.5 5.4
Number of Traders in Each Category Total Traders: 58
6 9 0 . 0 0 23 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,682
Positions
14,278 33,040 155 6,057 0 393 15,790 8,200 11 2,013 809 0 7,987 4,075
Changes from: December 31, 2012 Total Change is: -123
-517 -1,618 -65 258 0 11 62 799 -343 -175 257 0 645 836
Percent of Open Interest Represented by Each Category of Trader
30.6 70.8 0.3 13.0 0.0 0.8 33.8 17.6 0.0 4.3 1.7 0.0 17.1 8.7
Number of Traders in Each Category Total Traders: 89
19 15 . 6 0 . 27 12 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,364
Positions
28,555 66,080 310 12,113 0 786 31,580 16,400 21 4,026 1,617 0 15,973 8,150
Changes from: December 31, 2012 Total Change is: -246
-1,033 -3,236 -129 516 0 22 124 1,598 -686 -350 514 0 1,290 1,671
Percent of Open Interest Represented by Each Category of Trader
30.6 70.8 0.3 13.0 0.0 0.8 33.8 17.6 0.0 4.3 1.7 0.0 17.1 8.7
Number of Traders in Each Category Total Traders: 89
19 15 . 6 0 . 27 12 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 751,437
Positions
58,495 235,564 19,700 358,858 133,694 59,533 82,851 165,725 25,125 38,772 34,875 8,015 100,087 69,205
Changes from: December 31, 2012 Total Change is: 12,278
6,243 -13,799 8,885 3,033 -6,503 4,561 -10,320 12,025 8,387 -762 1,106 890 -8,638 -3,273
Percent of Open Interest Represented by Each Category of Trader
7.8 31.3 2.6 47.8 17.8 7.9 11.0 22.1 3.3 5.2 4.6 1.1 13.3 9.2
Number of Traders in Each Category Total Traders: 540
42 34 24 122 45 56 92 107 70 49 47 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 191,501
Positions
20,659 79,290 4,426 77,692 28,579 12,690 9,379 20,699 372 8,641 10,761 5,408 52,234 29,276
Changes from: December 31, 2012 Total Change is: 5,349
7,807 -2,752 1,310 -4,535 642 4,172 -1,200 10,845 47 -1,102 154 194 -1,344 -9,263
Percent of Open Interest Represented by Each Category of Trader
10.8 41.4 2.3 40.6 14.9 6.6 4.9 10.8 0.2 4.5 5.6 2.8 27.3 15.3
Number of Traders in Each Category Total Traders: 105
9 14 5 25 8 12 21 14 6 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,799,680
Positions
247,340 839,534 18,210 1,433,596 553,339 206,451 437,863 795,634 53,263 161,644 131,559 2,047 239,266 199,643
Changes from: December 31, 2012 Total Change is: 34,647
30,841 -16,575 -783 39,410 -34,154 373 -4,554 46,949 651 6,288 9,348 -1,111 -36,468 29,949
Percent of Open Interest Represented by Each Category of Trader
8.8 30.0 0.7 51.2 19.8 7.4 15.6 28.4 1.9 5.8 4.7 0.1 8.5 7.1
Number of Traders in Each Category Total Traders: 509
40 34 17 108 42 48 91 106 55 44 44 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,673
Positions
3,558 44,268 13 60,971 55,020 2,672 33,418 6,894 0 887 2,326 0 12,154 2,480
Changes from: December 31, 2012 Total Change is: 1,870
120 5,719 0 4,402 -3,387 -347 -2,825 322 -180 -89 -18 0 789 -239
Percent of Open Interest Represented by Each Category of Trader
3.1 38.9 0.0 53.6 48.4 2.4 29.4 6.1 0.0 0.8 2.0 0.0 10.7 2.2
Number of Traders in Each Category Total Traders: 97
5 14 . 37 14 9 16 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,127
Positions
2,446 34,547 398 27,164 6,259 1,402 20,575 11,858 260 2,159 2,646 10 5,714 2,747
Changes from: December 31, 2012 Total Change is: 3,867
-77 6,797 88 1,221 -949 242 2,163 -2,953 82 546 396 -4 -395 168
Percent of Open Interest Represented by Each Category of Trader
4.1 57.5 0.7 45.2 10.4 2.3 34.2 19.7 0.4 3.6 4.4 0.0 9.5 4.6
Number of Traders in Each Category Total Traders: 200
13 26 . 32 19 13 52 32 7 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 300,637
Positions
12,230 172,735 1,988 135,820 31,297 7,012 102,873 59,289 1,300 10,796 13,229 50 28,568 13,737
Changes from: December 31, 2012 Total Change is: 19,333
-383 33,985 442 6,104 -4,747 1,210 10,816 -14,766 409 2,731 1,981 -20 -1,976 839
Percent of Open Interest Represented by Each Category of Trader
4.1 57.5 0.7 45.2 10.4 2.3 34.2 19.7 0.4 3.6 4.4 0.0 9.5 4.6
Number of Traders in Each Category Total Traders: 200
13 26 . 32 19 13 52 32 7 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 351,712
Positions
79,136 36,544 9,705 138,680 191,181 22,712 76,082 68,743 1,562 2,725 11,091 0 21,110 10,174
Changes from: December 31, 2012 Total Change is: 561
-1,818 -7,067 663 8,438 -1,044 519 -7,047 4,983 53 235 1,658 0 -482 796
Percent of Open Interest Represented by Each Category of Trader
22.5 10.4 2.8 39.4 54.4 6.5 21.6 19.5 0.4 0.8 3.2 0.0 6.0 2.9
Number of Traders in Each Category Total Traders: 243
21 13 . 54 39 24 49 48 8 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,835
Positions
3,374 10,322 91 19,842 0 134 9,794 16,515 1,194 4,850 1,246 2 11,554 21,331
Changes from: December 31, 2012 Total Change is: -2,085
-3,391 -575 -69 -341 0 6 -1,062 -2,610 494 31 -92 0 2,247 761
Percent of Open Interest Represented by Each Category of Trader
6.6 20.3 0.2 39.0 0.0 0.3 19.3 32.5 2.3 9.5 2.5 0.0 22.7 42.0
Number of Traders in Each Category Total Traders: 50
. . . 15 0 . 15 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,397
Positions
16,816 8,556 3,195 7,947 3,612 0 20,174 8,340 696 4,653 200 0 7,916 36,798
Changes from: December 31, 2012 Total Change is: 6,868
5,318 -4,506 -507 1,079 -806 0 13 3,378 -117 245 -216 0 837 9,642
Percent of Open Interest Represented by Each Category of Trader
27.4 13.9 5.2 12.9 5.9 0.0 32.9 13.6 1.1 7.6 0.3 0.0 12.9 59.9
Number of Traders in Each Category Total Traders: 73
19 11 7 7 . 0 18 10 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 82,568
Positions
16,451 36,284 85 44,088 21,228 7,306 8,236 14,294 224 222 0 0 5,956 3,147
Changes from: December 31, 2012 Total Change is: 2,268
-387 12,816 0 1,307 -9,609 41 -156 -1,735 110 2 0 0 1,351 645
Percent of Open Interest Represented by Each Category of Trader
19.9 43.9 0.1 53.4 25.7 8.8 10.0 17.3 0.3 0.3 0.0 0.0 7.2 3.8
Number of Traders in Each Category Total Traders: 71
. 5 . 28 17 12 9 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 155,860
Positions
16,578 70,064 2,729 80,897 13,483 8,268 21,703 50,859 772 7,080 3,391 1,093 16,740 5,201
Changes from: December 31, 2012 Total Change is: 5,939
-670 2,634 -252 3,036 -5,373 1,281 594 6,693 0 488 148 -560 2,022 1,368
Percent of Open Interest Represented by Each Category of Trader
10.6 45.0 1.8 51.9 8.7 5.3 13.9 32.6 0.5 4.5 2.2 0.7 10.7 3.3
Number of Traders in Each Category Total Traders: 130
16 15 4 38 12 14 26 6 . 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 544,064
Positions
16,045 54,288 2,545 220,082 176,841 68,675 74,967 51,516 6,792 19,837 31,705 0 135,121 151,702
Changes from: December 31, 2012 Total Change is: 1,369
9,637 -21,933 186 -11,438 11,910 -436 -4,655 6,228 -556 1,156 -3,920 0 7,475 9,890
Percent of Open Interest Represented by Each Category of Trader
2.9 10.0 0.5 40.5 32.5 12.6 13.8 9.5 1.2 3.6 5.8 0.0 24.8 27.9
Number of Traders in Each Category Total Traders: 144
6 15 . 33 29 32 28 20 11 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 351,274
Positions
0 127,163 1,285 233,022 37,860 36,719 1,950 77,028 178 9,907 15,201 0 68,213 55,840
Changes from: December 31, 2012 Total Change is: 2,719
0 -2,498 1,285 -5,119 4,371 3,542 0 -6,772 118 0 -257 0 2,893 2,930
Percent of Open Interest Represented by Each Category of Trader
0.0 36.2 0.4 66.3 10.8 10.5 0.6 21.9 0.1 2.8 4.3 0.0 19.4 15.9
Number of Traders in Each Category Total Traders: 62
0 12 . 28 9 16 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 962,831
Positions
96,455 161,207 6,862 258,166 104,841 58,031 214,477 474,945 35,166 170,748 32,310 7,175 115,751 82,294
Changes from: December 31, 2012 Total Change is: -71,492
10,894 20,112 -6,284 -9,847 19,102 6,037 -52,005 -108,705 -8,729 -804 -588 -10 -10,744 7,573
Percent of Open Interest Represented by Each Category of Trader
10.0 16.7 0.7 26.8 10.9 6.0 22.3 49.3 3.7 17.7 3.4 0.7 12.0 8.5
Number of Traders in Each Category Total Traders: 213
23 18 5 42 23 32 36 32 17 24 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 51,755
Positions
24,276 6,683 5,916 0 748 0 15,758 32,615 4,747 6 0 252 800 794
Changes from: December 31, 2012 Total Change is: -1,498
-4,109 527 -1,284 0 -1,061 0 4,542 900 -838 -2 0 32 161 226
Percent of Open Interest Represented by Each Category of Trader
46.9 12.9 11.4 0.0 1.4 0.0 30.4 63.0 9.2 0.0 0.0 0.5 1.5 1.5
Number of Traders in Each Category Total Traders: 46
13 4 9 0 . 0 11 14 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,715,600
Positions
163,753 141,280 16,707 304,459 743,473 166,528 633,098 152,889 43,931 123,018 74,471 10,023 254,083 366,298
Changes from: December 31, 2012 Total Change is: 97,917
29,761 34,122 3,327 -6,438 -8,065 585 67,446 1,888 10,281 2,889 -3,428 5,199 -15,133 54,008
Percent of Open Interest Represented by Each Category of Trader
9.5 8.2 1.0 17.7 43.3 9.7 36.9 8.9 2.6 7.2 4.3 0.6 14.8 21.4
Number of Traders in Each Category Total Traders: 267
19 33 15 20 61 40 61 46 37 12 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,511,744
Positions
386,464 135,027 12,171 361,741 443,765 143,042 233,388 391,925 35,141 128,745 96,322 9,533 201,519 244,818
Changes from: December 31, 2012 Total Change is: -16,115
6,968 -48,229 -7,501 4,845 11,759 6,711 -13,373 7,217 2,299 -10,621 9,612 960 -6,403 1,057
Percent of Open Interest Represented by Each Category of Trader
25.6 8.9 0.8 23.9 29.4 9.5 15.4 25.9 2.3 8.5 6.4 0.6 13.3 16.2
Number of Traders in Each Category Total Traders: 202
14 22 9 31 34 34 42 36 20 9 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 357,487
Positions
145,656 137,308 93,491 0 2,929 3,547 36,902 22,288 49,280 1,225 8,770 9,994 17,392 29,880
Changes from: December 31, 2012 Total Change is: -89,682
-50,188 -68,085 -14,621 0 -10 146 -24,973 -5,026 814 -2,759 -1,955 1,320 579 -2,265
Percent of Open Interest Represented by Each Category of Trader
40.7 38.4 26.2 0.0 0.8 1.0 10.3 6.2 13.8 0.3 2.5 2.8 4.9 8.4
Number of Traders in Each Category Total Traders: 75
19 24 32 0 . . 10 12 18 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,061,794
Positions
1,213,087 2,545,405 1,739,140 938,730 131,706 115,534 1,032,501 390,665 1,691,983 185,700 163,258 279,283 865,836 1,004,820
Changes from: December 31, 2012 Total Change is: 183,333
95,853 -56,504 22,177 -60,978 59,951 14,099 -16,982 2,943 94,195 13,963 15,232 11,506 9,500 19,734
Percent of Open Interest Represented by Each Category of Trader
15.0 31.6 21.6 11.6 1.6 1.4 12.8 4.8 21.0 2.3 2.0 3.5 10.7 12.5
Number of Traders in Each Category Total Traders: 229
28 46 68 10 5 14 48 44 77 10 18 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,638
Positions
7,848 262 0 43 1,002 1 398 6,350 0 232 966 0 116 57
Changes from: December 31, 2012 Total Change is: -352
-1 -265 0 -8 0 1 -337 -12 0 -2 -60 0 -5 -16
Percent of Open Interest Represented by Each Category of Trader
90.9 3.0 0.0 0.5 11.6 0.0 4.6 73.5 0.0 2.7 11.2 0.0 1.3 0.7
Number of Traders in Each Category Total Traders: 24
. 4 0 . . . . 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,812
Positions
7,294 1,732 0 0 848 43 339 4,868 0 0 261 0 136 60
Changes from: December 31, 2012 Total Change is: 8
3 5 0 0 -13 0 19 -17 0 0 0 0 -14 33
Percent of Open Interest Represented by Each Category of Trader
93.4 22.2 0.0 0.0 10.9 0.6 4.3 62.3 0.0 0.0 3.3 0.0 1.7 0.8
Number of Traders in Each Category Total Traders: 21
. 4 0 0 4 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 44,635
Positions
8,732 15,389 1,668 1,572 3,800 316 17,972 19,300 836 9,438 939 0 4,101 2,387
Changes from: December 31, 2012 Total Change is: 2,042
-1,498 14,546 495 74 -2,916 -2 -218 -8,413 146 1,955 -385 -5 1,095 -1,424
Percent of Open Interest Represented by Each Category of Trader
19.6 34.5 3.7 3.5 8.5 0.7 40.3 43.2 1.9 21.1 2.1 0.0 9.2 5.3
Number of Traders in Each Category Total Traders: 100
4 . . 6 5 . 19 30 7 26 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 410,526
Positions
119,869 29,334 51,962 33,371 14,552 15,468 45,141 155,752 42,912 13,107 13,280 60,804 27,892 26,462
Changes from: December 31, 2012 Total Change is: 84,460
24,427 -195 5,539 10,934 5,292 656 15,296 40,212 8,884 1,320 7,989 10,023 7,381 6,060
Percent of Open Interest Represented by Each Category of Trader
29.2 7.1 12.7 8.1 3.5 3.8 11.0 37.9 10.5 3.2 3.2 14.8 6.8 6.4
Number of Traders in Each Category Total Traders: 166
20 12 24 8 8 10 35 40 40 21 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 11, 2013