Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 150,557 Positions 4,065 92,711 3,832 22,441 18,879 1,438 61,819 9,740 3,928 8,627 831 466 43,941 18,731 Changes from: December 18, 2012 Total Change is: -76,835 -16,446 -10,656 -39,285 -811 426 654 -9,325 -10,739 -9,871 1,270 -6,350 121 -3,143 -1,135 Percent of Open Interest Represented by Each Category of Trader 2.7 61.6 2.5 14.9 12.5 1.0 41.1 6.5 2.6 5.7 0.6 0.3 29.2 12.4 Number of Traders in Each Category Total Traders: 86 . 12 5 9 4 4 30 11 13 15 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 50,221 Positions 0 26,241 11 1,626 2,700 291 21,210 9,104 1,198 604 2,409 0 25,281 8,268 Changes from: December 18, 2012 Total Change is: 5,378 -435 9,287 5 -118 3 118 4,554 -2,015 106 0 -884 0 1,148 -1,241 Percent of Open Interest Represented by Each Category of Trader 0.0 52.3 0.0 3.2 5.4 0.6 42.2 18.1 2.4 1.2 4.8 0.0 50.3 16.5 Number of Traders in Each Category Total Traders: 39 0 9 . . 4 . 13 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 191,997 Positions 2,495 62,501 2,078 24,147 30,437 2,300 105,341 33,343 5,891 3,923 33,815 1,748 44,074 19,884 Changes from: December 18, 2012 Total Change is: -5,915 -273 5,480 597 1,118 -283 197 -8,791 -10,657 1,417 -241 -1,443 8 51 -1,232 Percent of Open Interest Represented by Each Category of Trader 1.3 32.6 1.1 12.6 15.9 1.2 54.9 17.4 3.1 2.0 17.6 0.9 23.0 10.4 Number of Traders in Each Category Total Traders: 105 4 11 5 7 13 4 34 18 14 7 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 230,961 Positions 87,720 7,297 10,628 52,653 8,148 3,397 21,691 106,318 17,214 16,349 4,772 3,830 17,479 69,358 Changes from: December 18, 2012 Total Change is: 3,848 2,384 517 1,053 -635 -549 760 -2,908 -5,432 2,746 -866 -542 1,581 -268 3,714 Percent of Open Interest Represented by Each Category of Trader 38.0 3.2 4.6 22.8 3.5 1.5 9.4 46.0 7.5 7.1 2.1 1.7 7.6 30.0 Number of Traders in Each Category Total Traders: 124 8 11 8 8 8 5 23 47 22 10 9 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 245,600 Positions 19,717 36,800 9,681 44,831 37,122 11,115 59,867 58,829 22,636 16,028 11,236 4,669 57,057 53,514 Changes from: December 18, 2012 Total Change is: 11,236 -17 13,517 942 -469 415 7 5,470 -1,090 2,035 741 -991 -1,215 3,741 -2,384 Percent of Open Interest Represented by Each Category of Trader 8.0 15.0 3.9 18.3 15.1 4.5 24.4 24.0 9.2 6.5 4.6 1.9 23.2 21.8 Number of Traders in Each Category Total Traders: 184 17 16 13 20 18 18 38 30 29 18 27 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 185,331 Positions 13,177 66,756 3,300 4,271 44,395 1,439 115,721 37,292 5,268 2,223 6,069 1,094 38,838 19,718 Changes from: December 18, 2012 Total Change is: -29,636 1,869 -16,709 603 61 -58 -1 -27,858 -5,084 -819 842 -4,363 -795 -3,538 -2,410 Percent of Open Interest Represented by Each Category of Trader 7.1 36.0 1.8 2.3 24.0 0.8 62.4 20.1 2.8 1.2 3.3 0.6 21.0 10.6 Number of Traders in Each Category Total Traders: 112 7 9 5 4 10 4 39 27 17 6 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 75,148 Positions 36,457 49,546 17,436 3,559 0 0 7,331 518 4,478 2,470 0 2,855 562 315 Changes from: December 18, 2012 Total Change is: 1,644 0 1,434 0 321 0 0 1,039 -35 250 0 0 0 34 -5 Percent of Open Interest Represented by Each Category of Trader 48.5 65.9 23.2 4.7 0.0 0.0 9.8 0.7 6.0 3.3 0.0 3.8 0.7 0.4 Number of Traders in Each Category Total Traders: 24 5 13 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 200,460 Positions 19,880 119,097 0 12,809 845 0 145,913 66,053 62 9,218 12,257 456 12,122 1,690 Changes from: December 18, 2012 Total Change is: -11,730 863 139 0 -329 -146 0 -14,930 -12,996 62 81 1,330 311 2,212 -430 Percent of Open Interest Represented by Each Category of Trader 9.9 59.4 0.0 6.4 0.4 0.0 72.8 33.0 0.0 4.6 6.1 0.2 6.0 0.8 Number of Traders in Each Category Total Traders: 131 8 10 0 14 . 0 62 15 . 14 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 41,054 Positions 16,298 20,569 844 3,346 0 0 6,647 1,781 551 11,637 15,587 1,060 671 662 Changes from: December 18, 2012 Total Change is: 752 98 464 240 -314 0 0 549 98 64 184 0 0 -69 -114 Percent of Open Interest Represented by Each Category of Trader 39.7 50.1 2.1 8.2 0.0 0.0 16.2 4.3 1.3 28.3 38.0 2.6 1.6 1.6 Number of Traders in Each Category Total Traders: 26 4 5 4 . 0 0 7 4 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 40,135 Positions 2,847 21,714 12 344 0 0 28,806 13,306 229 437 3,282 156 7,304 1,436 Changes from: December 18, 2012 Total Change is: -2,311 1,123 3,801 12 -110 0 0 -5,068 -5,963 73 198 -7 88 1,373 -315 Percent of Open Interest Represented by Each Category of Trader 7.1 54.1 0.0 0.9 0.0 0.0 71.8 33.2 0.6 1.1 8.2 0.4 18.2 3.6 Number of Traders in Each Category Total Traders: 57 5 7 . . 0 0 24 13 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 49,255 Positions 13,198 35,905 175 5,672 0 463 18,785 7,475 407 2,094 439 436 8,026 3,955 Changes from: December 18, 2012 Total Change is: -30,691 -4,334 -6,204 -12,568 -1,263 0 222 1,171 1,466 -8,928 -1,388 -175 -1,622 -1,982 -2,882 Percent of Open Interest Represented by Each Category of Trader 26.8 72.9 0.4 11.5 0.0 0.9 38.1 15.2 0.8 4.3 0.9 0.9 16.3 8.0 Number of Traders in Each Category Total Traders: 89 20 14 4 7 0 . 26 12 7 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 98,509 Positions 26,395 71,809 350 11,343 0 925 37,570 14,950 815 4,189 878 872 16,052 7,911 Changes from: December 18, 2012 Total Change is: -28,670 -5,665 1,035 -12,746 294 0 444 605 -3,265 -7,167 -464 -1,356 -2,238 -1,733 -3,376 Percent of Open Interest Represented by Each Category of Trader 26.8 72.9 0.4 11.5 0.0 0.9 38.1 15.2 0.8 4.3 0.9 0.9 16.3 8.0 Number of Traders in Each Category Total Traders: 89 20 14 4 7 0 . 26 12 7 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 852,046 Positions 49,056 241,134 14,205 363,290 140,540 54,851 88,373 157,693 101,806 35,645 33,800 21,382 123,439 86,636 Changes from: December 18, 2012 Total Change is: -245,594 -11,389 -17,221 -77,730 15,107 -3,183 -9,703 -34,570 1,414 -105,111 -3,826 -11,081 -9,531 -8,841 -13,447 Percent of Open Interest Represented by Each Category of Trader 5.8 28.3 1.7 42.6 16.5 6.4 10.4 18.5 11.9 4.2 4.0 2.5 14.5 10.2 Number of Traders in Each Category Total Traders: 554 41 35 29 121 46 56 93 112 94 54 50 40 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 221,684 Positions 10,057 75,109 3,331 82,964 28,039 9,031 9,411 8,347 31,179 6,470 10,924 9,876 59,366 45,848 Changes from: December 18, 2012 Total Change is: -100,255 -9,814 -7,019 -23,991 182 186 -2,206 -18,685 -30,515 -25,963 -4,257 -5,742 -3,234 -12,287 -1,770 Percent of Open Interest Represented by Each Category of Trader 4.5 33.9 1.5 37.4 12.6 4.1 4.2 3.8 14.1 2.9 4.9 4.5 26.8 20.7 Number of Traders in Each Category Total Traders: 105 7 12 5 26 7 11 19 16 32 9 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,151,807 Positions 211,008 846,140 38,356 1,427,864 588,736 202,864 419,351 771,270 328,591 147,348 115,856 56,057 320,367 203,936 Changes from: December 18, 2012 Total Change is: -726,695 -11,526 -54,660 -265,043 65,896 -25,576 -28,754 -254,649 -15,576 -220,518 -538 -29,388 -28,792 17,228 -58,389 Percent of Open Interest Represented by Each Category of Trader 6.7 26.8 1.2 45.3 18.7 6.4 13.3 24.5 10.4 4.7 3.7 1.8 10.2 6.5 Number of Traders in Each Category Total Traders: 516 41 34 25 108 44 50 89 107 85 48 45 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 113,576 Positions 3,443 39,846 21 60,723 57,447 3,202 33,303 8,089 1 983 2,569 0 11,901 2,402 Changes from: December 18, 2012 Total Change is: -15,053 -1,400 -2,691 -10,488 -168 -87 1,437 357 -894 -2,096 53 228 0 -2,748 -462 Percent of Open Interest Represented by Each Category of Trader 3.0 35.1 0.0 53.5 50.6 2.8 29.3 7.1 0.0 0.9 2.3 0.0 10.5 2.1 Number of Traders in Each Category Total Traders: 102 5 14 . 38 14 10 18 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 60,603 Positions 2,877 30,962 544 25,899 7,130 1,219 20,569 14,637 822 1,127 1,977 878 6,667 2,434 Changes from: December 18, 2012 Total Change is: -63,638 -1,446 -7,379 -35,152 -171 -836 -5,510 -6,612 993 -12,334 -521 -1,397 -864 -1,027 -1,159 Percent of Open Interest Represented by Each Category of Trader 4.7 51.1 0.9 42.7 11.8 2.0 33.9 24.2 1.4 1.9 3.3 1.4 11.0 4.0 Number of Traders in Each Category Total Traders: 194 17 25 4 29 20 13 52 33 12 10 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 303,017 Positions 14,387 154,808 2,722 129,496 35,648 6,095 102,843 73,186 4,110 5,637 9,887 4,391 33,335 12,170 Changes from: December 18, 2012 Total Change is: -183,570 -52,992 -82,497 -41,507 8,965 -4,359 -22,645 -42,752 9,321 -37,386 -2,607 -9,602 -707 8,061 5,813 Percent of Open Interest Represented by Each Category of Trader 4.7 51.1 0.9 42.7 11.8 2.0 33.9 24.2 1.4 1.9 3.3 1.4 11.0 4.0 Number of Traders in Each Category Total Traders: 194 17 25 4 29 20 13 52 33 12 10 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 353,803 Positions 80,070 44,806 9,241 132,996 190,846 23,723 80,108 62,126 2,547 3,156 9,275 399 21,564 10,840 Changes from: December 18, 2012 Total Change is: -87,306 -21,847 14,168 -41,485 3,334 -1,904 -12,467 -4,124 -36,602 -4,241 -779 -2,033 -674 -5,024 -2,068 Percent of Open Interest Represented by Each Category of Trader 22.6 12.7 2.6 37.6 53.9 6.7 22.6 17.6 0.7 0.9 2.6 0.1 6.1 3.1 Number of Traders in Each Category Total Traders: 242 20 11 . 54 39 26 49 48 12 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 52,532 Positions 6,817 10,520 172 20,614 0 81 10,704 20,359 604 3,668 1,348 2 9,870 19,446 Changes from: December 18, 2012 Total Change is: -12 3,151 4,133 72 -773 0 0 -2,953 -1,793 604 -454 -48 2 339 -2,982 Percent of Open Interest Represented by Each Category of Trader 13.0 20.0 0.3 39.2 0.0 0.2 20.4 38.8 1.1 7.0 2.6 0.0 18.8 37.0 Number of Traders in Each Category Total Traders: 49 7 . . 15 0 . 13 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 53,381 Positions 10,228 9,643 3,664 6,642 3,608 0 20,531 4,657 11 4,684 575 0 7,621 31,223 Changes from: December 18, 2012 Total Change is: -5,349 935 412 1,012 -712 -62 0 -5,037 1,128 -379 -122 319 0 -1,046 -7,779 Percent of Open Interest Represented by Each Category of Trader 19.2 18.1 6.9 12.4 6.8 0.0 38.5 8.7 0.0 8.8 1.1 0.0 14.3 58.5 Number of Traders in Each Category Total Traders: 60 16 9 8 4 . 0 15 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 79,381 Positions 16,502 23,076 84 43,024 30,393 7,285 7,942 15,391 114 220 0 0 4,210 3,038 Changes from: December 18, 2012 Total Change is: -12,380 11,970 12,371 -22,138 1,488 -750 295 187 1,386 -2,553 0 0 0 -1,629 -991 Percent of Open Interest Represented by Each Category of Trader 20.8 29.1 0.1 54.2 38.3 9.2 10.0 19.4 0.1 0.3 0.0 0.0 5.3 3.8 Number of Traders in Each Category Total Traders: 71 . 4 . 24 22 9 10 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 145,576 Positions 17,160 68,678 2,462 78,284 18,706 5,773 19,791 40,744 690 6,828 3,495 1,401 13,187 3,627 Changes from: December 18, 2012 Total Change is: -22,162 311 -3,123 -5,024 4,222 2,999 18 484 6,927 -8,878 323 1,225 -920 -12,698 -15,386 Percent of Open Interest Represented by Each Category of Trader 11.8 47.2 1.7 53.8 12.8 4.0 13.6 28.0 0.5 4.7 2.4 1.0 9.1 2.5 Number of Traders in Each Category Total Traders: 135 15 18 4 40 14 13 24 7 . 13 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 608,715 Positions 6,245 82,543 23,024 222,878 138,640 78,737 70,723 42,633 40,949 19,841 33,540 2,792 143,526 165,858 Changes from: December 18, 2012 Total Change is: -83,903 -4,694 -13,645 -9,164 -19,019 -6,432 -698 -1,521 -20,656 -31,320 -50 1,024 -4,087 -13,350 1,074 Percent of Open Interest Represented by Each Category of Trader 1.0 13.6 3.8 36.6 22.8 12.9 11.6 7.0 6.7 3.3 5.5 0.5 23.6 27.2 Number of Traders in Each Category Total Traders: 151 10 15 18 34 29 37 29 17 35 8 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 356,089 Positions 0 131,146 0 237,824 33,647 34,337 1,950 82,129 5,483 12,124 15,417 0 64,371 53,930 Changes from: December 18, 2012 Total Change is: -10,484 0 1,654 -6 -4,807 -6,712 270 0 2,575 -1,746 -3,591 -15 0 -604 -6,504 Percent of Open Interest Represented by Each Category of Trader 0.0 36.8 0.0 66.8 9.4 9.6 0.5 23.1 1.5 3.4 4.3 0.0 18.1 15.1 Number of Traders in Each Category Total Traders: 64 0 12 0 29 9 17 . 7 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,099,373 Positions 106,372 133,359 35,365 267,920 86,729 55,017 242,455 581,707 79,526 169,518 35,051 10,581 132,619 82,037 Changes from: December 18, 2012 Total Change is: -35,835 4,368 -137 -1,457 -8,920 8,654 126 -27,576 -30,625 -13,602 11,006 19 -1,225 1,444 2,412 Percent of Open Interest Represented by Each Category of Trader 9.7 12.1 3.2 24.4 7.9 5.0 22.1 52.9 7.2 15.4 3.2 1.0 12.1 7.5 Number of Traders in Each Category Total Traders: 218 22 21 16 45 19 31 37 34 25 26 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 51,857 Positions 27,637 5,761 6,789 0 1,809 0 10,699 30,880 5,972 8 0 222 530 424 Changes from: December 18, 2012 Total Change is: 1,372 503 -3,449 544 0 0 0 670 4,508 -95 0 0 -48 -202 -88 Percent of Open Interest Represented by Each Category of Trader 53.3 11.1 13.1 0.0 3.5 0.0 20.6 59.5 11.5 0.0 0.0 0.4 1.0 0.8 Number of Traders in Each Category Total Traders: 47 12 4 11 0 . 0 10 17 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,919,809 Positions 122,698 128,964 116,098 315,484 731,307 178,410 569,054 138,945 178,663 122,614 88,773 20,950 295,838 337,700 Changes from: December 18, 2012 Total Change is: -271,798 -18,097 -11,596 -28,363 -80,796 -60,453 -24,047 3,072 -12,329 -88,017 6,460 -8,139 -21,551 -20,458 -17,303 Percent of Open Interest Represented by Each Category of Trader 6.4 6.7 6.0 16.4 38.1 9.3 29.6 7.2 9.3 6.4 4.6 1.1 15.4 17.6 Number of Traders in Each Category Total Traders: 256 20 27 38 22 58 48 65 36 66 10 18 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,621,589 Positions 350,941 197,667 40,479 353,152 450,427 136,718 294,119 338,084 89,185 133,119 92,325 14,165 209,712 262,539 Changes from: December 18, 2012 Total Change is: 35,876 86,201 21,974 -22,732 82,558 -7,058 10,013 -50,326 68,389 -37,985 1,045 1,631 -2,574 -30,325 4,218 Percent of Open Interest Represented by Each Category of Trader 21.6 12.2 2.5 21.8 27.8 8.4 18.1 20.8 5.5 8.2 5.7 0.9 12.9 16.2 Number of Traders in Each Category Total Traders: 192 13 21 15 31 37 37 26 41 33 9 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 449,671 Positions 189,531 199,306 104,960 0 2,939 3,401 65,769 34,664 55,668 4,004 7,896 9,733 16,606 31,105 Changes from: December 18, 2012 Total Change is: 6,533 17,289 10,128 -1,404 0 0 0 -3,183 -1,104 -2,491 96 30 -162 -3,613 1,535 Percent of Open Interest Represented by Each Category of Trader 42.1 44.3 23.3 0.0 0.7 0.8 14.6 7.7 12.4 0.9 1.8 2.2 3.7 6.9 Number of Traders in Each Category Total Traders: 83 22 21 33 0 . . 18 8 21 5 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 is10,388,263 Positions 1,000,952 2,630,928 2,423,704 1,009,938 74,001 138,565 1,058,235 276,034 3,106,887 198,021 144,391 511,122 940,840 1,082,631 Changes from: December 18, 2012 Total Change is: -106,468 84,535 -119,578 48,255 -7,085 -17,239 -4,709 -255,426 -21,388 -36,572 55,743 7,477 -10,774 19,565 48,060 Percent of Open Interest Represented by Each Category of Trader 9.6 25.3 23.3 9.7 0.7 1.3 10.2 2.7 29.9 1.9 1.4 4.9 9.1 10.4 Number of Traders in Each Category Total Traders: 238 24 50 72 9 8 17 60 47 90 10 18 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 9,004 Positions 7,849 503 0 42 1,002 0 756 6,362 0 234 1,066 0 123 71 Changes from: December 18, 2012 Total Change is: 234 66 183 0 2 0 0 203 32 0 -25 0 0 -12 19 Percent of Open Interest Represented by Each Category of Trader 87.2 5.6 0.0 0.5 11.1 0.0 8.4 70.7 0.0 2.6 11.8 0.0 1.4 0.8 Number of Traders in Each Category Total Traders: 25 . 4 0 . . 0 4 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 8,192 Positions 7,321 2,143 0 0 862 42 649 4,850 0 0 261 0 180 34 Changes from: December 18, 2012 Total Change is: -17 323 -15 0 0 -2 2 -338 -7 0 0 0 0 -4 5 Percent of Open Interest Represented by Each Category of Trader 89.4 26.2 0.0 0.0 10.5 0.5 7.9 59.2 0.0 0.0 3.2 0.0 2.2 0.4 Number of Traders in Each Category Total Traders: 22 4 4 0 0 4 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 43,977 Positions 10,170 994 1,462 1,718 6,329 312 19,898 29,975 923 7,201 1,274 15 2,278 2,693 Changes from: December 18, 2012 Total Change is: -159 -1,076 284 -133 36 563 -88 319 120 191 1,025 -604 15 -448 -507 Percent of Open Interest Represented by Each Category of Trader 23.1 2.3 3.3 3.9 14.4 0.7 45.2 68.2 2.1 16.4 2.9 0.0 5.2 6.1 Number of Traders in Each Category Total Traders: 109 4 4 . 7 6 . 19 35 8 26 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 330,194 Positions 99,835 25,353 37,808 28,250 15,170 13,194 28,639 122,774 35,913 14,657 5,703 52,997 18,901 21,282 Changes from: December 18, 2012 Total Change is: -68,049 -9,867 -210 -8,456 3,296 -3,312 -3,089 -11,118 -8,679 -9,974 5,065 804 -26,524 -7,382 -8,609 Percent of Open Interest Represented by Each Category of Trader 30.2 7.7 11.5 8.6 4.6 4.0 8.7 37.2 10.9 4.4 1.7 16.1 5.7 6.4 Number of Traders in Each Category Total Traders: 146 17 11 19 8 8 8 31 33 37 17 13 20 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 28, 2012