Traders in Financial Futures - Futures Only 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 167,343 Positions 31,804 89,544 3,189 23,349 16,409 303 57,094 30,520 3,817 6,619 4,645 505 40,663 18,411 Changes from: November 27, 2012 Total Change is: -3,154 -2,623 14,232 1,160 -468 -17,170 123 -5,436 -1,384 1,602 -812 1,052 -88 3,388 -2,681 Percent of Open Interest Represented by Each Category of Trader 19.0 53.5 1.9 14.0 9.8 0.2 34.1 18.2 2.3 4.0 2.8 0.3 24.3 11.0 Number of Traders in Each Category Total Traders: 93 5 12 6 10 4 . 35 13 10 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 44,798 Positions 8,327 17,766 81 1,568 2,764 190 10,330 11,811 1,554 2,798 0 1,232 18,718 9,400 Changes from: November 27, 2012 Total Change is: 2,031 193 2,663 29 -24 -46 22 -1,839 -159 1,528 -1,321 0 1,232 2,211 -3,238 Percent of Open Interest Represented by Each Category of Trader 18.6 39.7 0.2 3.5 6.2 0.4 23.1 26.4 3.5 6.2 0.0 2.8 41.8 21.0 Number of Traders in Each Category Total Traders: 40 4 9 . . 4 . 7 10 . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 178,749 Positions 10,018 68,866 165 22,218 31,449 1,411 98,498 38,809 1,821 2,318 18,997 1,576 40,724 15,655 Changes from: November 27, 2012 Total Change is: 21,048 -3,962 32,548 -729 12,045 -2,090 -9,199 15,991 -111 20 263 1,775 606 6,013 -1,772 Percent of Open Interest Represented by Each Category of Trader 5.6 38.5 0.1 12.4 17.6 0.8 55.1 21.7 1.0 1.3 10.6 0.9 22.8 8.8 Number of Traders in Each Category Total Traders: 105 4 14 . 8 13 . 34 19 8 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 220,982 Positions 87,287 14,005 4,852 53,754 10,416 1,922 53,597 103,347 4,551 1,555 17,534 38 13,426 64,317 Changes from: November 27, 2012 Total Change is: 12,852 5,124 -2,662 3,959 -1,847 149 366 236 2,512 3,533 189 717 0 1,292 4,278 Percent of Open Interest Represented by Each Category of Trader 39.5 6.3 2.2 24.3 4.7 0.9 24.3 46.8 2.1 0.7 7.9 0.0 6.1 29.1 Number of Traders in Each Category Total Traders: 125 12 10 4 8 10 5 22 47 8 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 217,546 Positions 54,488 31,265 3,658 46,704 39,642 5,147 29,764 66,642 3,376 24,799 11,317 2,781 46,829 53,718 Changes from: November 27, 2012 Total Change is: 7,312 -15,602 19,087 1,960 1,966 -1,281 -294 10,856 -13,633 1,755 -389 -1,392 776 6,284 334 Percent of Open Interest Represented by Each Category of Trader 25.0 14.4 1.7 21.5 18.2 2.4 13.7 30.6 1.6 11.4 5.2 1.3 21.5 24.7 Number of Traders in Each Category Total Traders: 178 23 15 7 19 21 16 26 37 18 18 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 212,072 Positions 20,722 59,065 10,810 4,364 43,367 1,277 132,421 67,119 448 2,824 4,425 1,838 37,368 23,723 Changes from: November 27, 2012 Total Change is: 15,552 -7,343 4,367 10,696 -116 -808 204 13,083 303 -470 -542 491 746 -706 23 Percent of Open Interest Represented by Each Category of Trader 9.8 27.9 5.1 2.1 20.4 0.6 62.4 31.6 0.2 1.3 2.1 0.9 17.6 11.2 Number of Traders in Each Category Total Traders: 105 8 13 4 4 9 . 34 23 6 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 47,680 Positions 13,981 31,503 771 5,284 458 533 14,709 7,465 1,435 2,277 904 0 8,692 4,612 Changes from: November 27, 2012 Total Change is: -431 -2,258 4,841 428 342 -51 62 2,390 -3,398 -1,070 -841 -949 0 517 -295 Percent of Open Interest Represented by Each Category of Trader 29.3 66.1 1.6 11.1 1.0 1.1 30.8 15.7 3.0 4.8 1.9 0.0 18.2 9.7 Number of Traders in Each Category Total Traders: 90 18 16 4 7 . . 28 10 14 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 95,359 Positions 27,961 63,005 1,542 10,567 916 1,065 29,418 14,930 2,870 4,553 1,807 0 17,383 9,224 Changes from: November 27, 2012 Total Change is: -861 -4,515 9,682 856 683 -101 124 4,780 -6,795 -2,140 -1,682 -1,897 0 1,033 -590 Percent of Open Interest Represented by Each Category of Trader 29.3 66.1 1.6 11.1 1.0 1.1 30.8 15.7 3.0 4.8 1.9 0.0 18.2 9.7 Number of Traders in Each Category Total Traders: 90 18 16 4 7 . . 28 10 14 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 851,897 Positions 56,938 216,787 43,285 348,557 154,549 61,374 113,338 178,799 44,133 39,145 40,837 8,057 137,071 104,078 Changes from: November 27, 2012 Total Change is: 4,391 -4,311 5,160 9,532 -11,361 -5,487 1,345 1,696 -10,138 2,959 1,254 4,048 585 2,693 -3,613 Percent of Open Interest Represented by Each Category of Trader 6.7 25.4 5.1 40.9 18.1 7.2 13.3 21.0 5.2 4.6 4.8 0.9 16.1 12.2 Number of Traders in Each Category Total Traders: 563 42 41 31 122 51 63 107 101 70 43 55 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 220,584 Positions 30,690 62,632 4,293 86,062 29,127 8,331 16,899 39,910 539 10,609 12,832 2,249 60,912 60,671 Changes from: November 27, 2012 Total Change is: -3,481 -1,346 -3,613 357 -4,090 -76 161 -737 1,553 48 551 -124 764 811 -2,551 Percent of Open Interest Represented by Each Category of Trader 13.9 28.4 1.9 39.0 13.2 3.8 7.7 18.1 0.2 4.8 5.8 1.0 27.6 27.5 Number of Traders in Each Category Total Traders: 97 13 9 4 26 8 13 13 17 5 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 3,156,565 Positions 199,712 839,247 126,484 1,353,344 667,979 224,344 622,879 835,126 77,286 154,368 151,710 17,352 380,796 217,037 Changes from: November 27, 2012 Total Change is: 39,358 -8,863 49,828 39,909 -36,250 -26,949 5,815 28,598 -42,023 -1,878 -2,271 15,078 4,890 9,408 -5,312 Percent of Open Interest Represented by Each Category of Trader 6.3 26.6 4.0 42.9 21.2 7.1 19.7 26.5 2.4 4.9 4.8 0.5 12.1 6.9 Number of Traders in Each Category Total Traders: 535 37 43 29 109 48 55 108 99 60 40 51 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 119,709 Positions 10,025 35,592 13 62,104 62,445 1,811 31,472 14,324 177 646 2,276 0 13,461 3,071 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 - Futures Only 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 103,926 Positions 5,436 32,470 30,204 24,067 9,810 1,143 24,552 14,033 5,810 1,714 3,878 337 10,662 6,242 Changes from: November 27, 2012 Total Change is: 24,000 -20,506 -11,126 29,687 2,054 -945 240 3,558 -2,136 5,276 -232 590 283 3,641 2,132 Percent of Open Interest Represented by Each Category of Trader 5.2 31.2 29.1 23.2 9.4 1.1 23.6 13.5 5.6 1.6 3.7 0.3 10.3 6.0 Number of Traders in Each Category Total Traders: 220 18 27 12 31 22 10 51 43 12 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 26,258 Positions 16,124 17,094 354 2,000 0 0 4,305 5,973 0 277 0 0 3,198 2,837 Changes from: November 27, 2012 Total Change is: -1,684 -1,195 -1,131 274 0 0 0 -857 -1,719 0 -369 0 0 463 892 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 - Futures Only 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 388,338 Positions 92,475 222,791 3,335 110,336 49,050 5,715 129,046 68,110 1,238 8,572 20,775 301 37,320 17,023 Changes from: November 27, 2012 Total Change is: -11,289 -37,239 4,811 753 271 -4,723 1,202 24,075 -12,734 -1,433 -1,159 4,334 28 2,213 -3,527 Percent of Open Interest Represented by Each Category of Trader 23.8 57.4 0.9 28.4 12.6 1.5 33.2 17.5 0.3 2.2 5.3 0.1 9.6 4.4 Number of Traders in Each Category Total Traders: 219 19 26 7 31 22 10 52 41 11 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 379,344 Positions 122,179 25,922 12,641 134,421 202,249 20,416 67,134 93,475 1,578 2,945 11,138 0 18,030 11,925 Changes from: November 27, 2012 Total Change is: -3,090 -21,748 2,783 -314 3,459 -3,008 374 13,681 -217 -901 -307 208 0 2,666 -2,015 Percent of Open Interest Represented by Each Category of Trader 32.2 6.8 3.3 35.4 53.3 5.4 17.7 24.6 0.4 0.8 2.9 0.0 4.8 3.1 Number of Traders in Each Category Total Traders: 246 24 12 4 51 38 26 48 52 11 6 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 654,492 Positions 5,187 129,771 22,005 241,165 139,380 79,368 109,962 77,022 30,470 18,969 29,980 8 147,358 146,488 Changes from: November 27, 2012 Total Change is: -34,259 1,604 15,160 -8,459 -3,933 1,512 2,381 23,715 -2,242 -24,994 163 -4,566 -312 -24,424 -12,739 Percent of Open Interest Represented by Each Category of Trader 0.8 19.8 3.4 36.8 21.3 12.1 16.8 11.8 4.7 2.9 4.6 0.0 22.5 22.4 Number of Traders in Each Category Total Traders: 159 4 20 10 40 24 33 34 26 18 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 380,644 Positions 0 120,673 42 228,311 47,181 37,618 3,253 81,491 23,972 17,321 15,527 0 70,127 54,140 Changes from: November 27, 2012 Total Change is: -8,816 0 -1,001 -12,786 9,384 5,827 314 -45 3,772 19,307 -338 -3,961 -2,710 -21,942 -17,578 Percent of Open Interest Represented by Each Category of Trader 0.0 31.7 0.0 60.0 12.4 9.9 0.9 21.4 6.3 4.6 4.1 0.0 18.4 14.2 Number of Traders in Each Category Total Traders: 65 0 11 . 29 9 17 . 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 996,272 Positions 107,261 95,538 41,628 253,151 89,381 60,744 233,809 538,787 42,670 111,134 34,820 8,302 137,573 84,402 Changes from: November 27, 2012 Total Change is: -93,044 -5,707 -495 -9,262 -10,691 -10,464 10,350 9,690 -5,485 -40,488 -5,702 -45 -12,849 -28,385 -24,306 Percent of Open Interest Represented by Each Category of Trader 10.8 9.6 4.2 25.4 9.0 6.1 23.5 54.1 4.3 11.2 3.5 0.8 13.8 8.5 Number of Traders in Each Category Total Traders: 226 19 25 13 43 23 31 42 36 25 24 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,701,606 Positions 123,144 123,462 26,246 377,050 731,938 174,023 543,823 109,966 58,862 85,181 107,420 19,427 293,850 350,262 Changes from: November 27, 2012 Total Change is: -147,281 -5,059 -14,046 -23,350 -4,923 23,512 -1,593 9,470 -8,186 -71,795 -11,108 -12,530 -23,165 -15,758 -16,128 Percent of Open Interest Represented by Each Category of Trader 7.2 7.3 1.5 22.2 43.0 10.2 32.0 6.5 3.5 5.0 6.3 1.1 17.3 20.6 Number of Traders in Each Category Total Traders: 251 16 32 20 23 59 46 51 44 31 9 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,521,475 Positions 289,465 157,414 40,685 224,011 452,776 118,762 383,930 365,907 50,933 145,293 89,022 4,591 263,805 241,385 Changes from: November 27, 2012 Total Change is: -77,246 -4,771 -771 -25,461 5,628 -12,732 -8,574 5,238 12,275 -5,027 -31,709 -8,646 -1,716 -10,854 -26,594 Percent of Open Interest Represented by Each Category of Trader 19.0 10.3 2.7 14.7 29.8 7.8 25.2 24.0 3.3 9.5 5.9 0.3 17.3 15.9 Number of Traders in Each Category Total Traders: 200 16 23 17 27 37 31 36 39 20 9 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 330,886 Positions 137,897 96,843 98,901 0 2,221 3,345 15,413 40,522 44,931 1,502 3,608 6,126 22,771 34,389 Changes from: November 27, 2012 Total Change is: -62,009 -33,541 -55,817 -7,578 -9 206 -206 -22,058 246 1,777 1,502 -3,561 22 -1,918 2,902 Percent of Open Interest Represented by Each Category of Trader 41.7 29.3 29.9 0.0 0.7 1.0 4.7 12.2 13.6 0.5 1.1 1.9 6.9 10.4 Number of Traders in Each Category Total Traders: 66 14 21 28 0 . . 11 11 18 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 8,613,991 Positions 1,120,474 2,944,679 1,906,831 932,535 96,152 129,652 1,639,857 471,837 1,606,210 107,772 162,061 261,538 909,122 1,035,031 Changes from: November 27, 2012 Total Change is: 88,343 -110,794 94,466 28,136 31,782 -17,411 -158 72,835 27,024 31,193 14,926 -66,863 -16,046 36,469 8,002 Percent of Open Interest Represented by Each Category of Trader 13.0 34.2 22.1 10.8 1.1 1.5 19.0 5.5 18.6 1.3 1.9 3.0 10.6 12.0 Number of Traders in Each Category Total Traders: 240 28 50 74 7 8 14 52 51 82 10 16 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 - Futures Only 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 43,191 Positions 9,898 6,874 1,529 1,820 4,544 351 15,699 22,290 2,669 7,811 1,515 270 3,144 3,149 Changes from: November 27, 2012 Total Change is: 7,661 137 -802 267 -192 1,123 40 5,329 3,467 1,696 623 826 270 -509 774 Percent of Open Interest Represented by Each Category of Trader 22.9 15.9 3.5 4.2 10.5 0.8 36.3 51.6 6.2 18.1 3.5 0.6 7.3 7.3 Number of Traders in Each Category Total Traders: 108 4 . . 7 6 . 21 33 11 25 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only 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 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 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 7, 2012