Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,254
Positions
16,705 21,272 36,836 15,856 35,581 478 33,170 47,053 9,828 9,593 1,518 1 51,787 21,687
Changes from: December 13, 2011 Total Change is: 825
-26,443 414 1,762 -2,341 676 28 2,329 -1,180 527 251 12 1 24,711 -1,415
Percent of Open Interest Represented by Each Category of Trader
9.6 12.2 21.1 9.1 20.4 0.3 19.0 27.0 5.6 5.5 0.9 0.0 29.7 12.4
Number of Traders in Each Category Total Traders: 73
6 14 15 5 5 . 13 15 7 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,020
Positions
9,956 800 0 999 846 203 13,868 14,223 33 537 0 0 7,424 16,915
Changes from: December 13, 2011 Total Change is: -23,082
-10,064 -5,023 -7,164 0 -66 0 -1,376 -1,117 -5,463 537 -424 0 448 -3,825
Percent of Open Interest Represented by Each Category of Trader
30.2 2.4 0.0 3.0 2.6 0.6 42.0 43.1 0.1 1.6 0.0 0.0 22.5 51.2
Number of Traders in Each Category Total Traders: 35
7 4 0 . . . 7 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 183,972
Positions
129,741 1,737 326 8,318 77,285 2,805 25,833 70,515 694 2,400 3,230 4 13,851 27,376
Changes from: December 13, 2011 Total Change is: -34,231
-20,549 9 -11,809 666 -1,252 -557 3,360 -11,662 -6,757 -703 252 4 2,114 -2,459
Percent of Open Interest Represented by Each Category of Trader
70.5 0.9 0.2 4.5 42.0 1.5 14.0 38.3 0.4 1.3 1.8 0.0 7.5 14.9
Number of Traders in Each Category Total Traders: 85
11 5 . 5 15 4 13 29 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 132,006
Positions
362 63,249 82 64,602 10,779 1,331 47,033 29,458 137 1,265 2,630 0 17,194 24,340
Changes from: December 13, 2011 Total Change is: -72,812
-17,755 -54,888 -24,358 777 208 495 -18,295 19,239 -11,812 -887 780 0 -977 -2,476
Percent of Open Interest Represented by Each Category of Trader
0.3 47.9 0.1 48.9 8.2 1.0 35.6 22.3 0.1 1.0 2.0 0.0 13.0 18.4
Number of Traders in Each Category Total Traders: 69
. 12 . 7 8 5 15 20 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 266,597
Positions
118,045 24,067 152 51,325 33,249 4,263 50,187 134,988 909 14,330 12,161 162 27,224 56,646
Changes from: December 13, 2011 Total Change is: -61,143
8,983 -33,437 -16,556 483 447 -1,623 -27,075 10,504 -18,144 -982 1,942 -1,242 -4,987 -3,034
Percent of Open Interest Represented by Each Category of Trader
44.3 9.0 0.1 19.3 12.5 1.6 18.8 50.6 0.3 5.4 4.6 0.1 10.2 21.2
Number of Traders in Each Category Total Traders: 165
22 8 . 15 18 9 26 56 9 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,817
Positions
25,748 15,177 2,867 2,596 41,675 925 48,825 27,324 0 6,654 777 0 17,202 16,072
Changes from: December 13, 2011 Total Change is: -48,479
-20,770 -34,561 -11,341 24 -106 -1 -11,385 939 -2,651 -647 103 -22 -1,686 -839
Percent of Open Interest Represented by Each Category of Trader
24.6 14.5 2.7 2.5 39.8 0.9 46.6 26.1 0.0 6.3 0.7 0.0 16.4 15.3
Number of Traders in Each Category Total Traders: 70
8 9 . . 6 . 15 24 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 119,621
Positions
41,471 35,245 72,253 0 0 0 4,208 10,173 1,151 0 0 0 538 799
Changes from: December 13, 2011 Total Change is: -8,490
-1,232 -482 -4,727 0 0 0 141 -892 -356 0 0 0 -2,316 -2,033
Percent of Open Interest Represented by Each Category of Trader
34.7 29.5 60.4 0.0 0.0 0.0 3.5 8.5 1.0 0.0 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 21
9 8 12 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,352
Positions
69,522 53,725 692 21,820 2,294 833 20,174 48,713 214 688 3,728 0 2,409 6,153
Changes from: December 13, 2011 Total Change is: -9,481
-700 9,495 -7,619 2,980 226 21 3,114 -5,844 -6,699 -31 158 -127 -420 908
Percent of Open Interest Represented by Each Category of Trader
59.8 46.2 0.6 18.8 2.0 0.7 17.3 41.9 0.2 0.6 3.2 0.0 2.1 5.3
Number of Traders in Each Category Total Traders: 81
7 9 . 6 5 . 18 26 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,442
Positions
3,289 1,296 225 0 274 0 4,115 4,855 0 165 509 0 1,648 2,283
Changes from: December 13, 2011 Total Change is: -19,244
-12,388 -17,261 -175 0 13 0 -6,011 -1,135 -495 0 -5 0 -175 -186
Percent of Open Interest Represented by Each Category of Trader
34.8 13.7 2.4 0.0 2.9 0.0 43.6 51.4 0.0 1.7 5.4 0.0 17.5 24.2
Number of Traders in Each Category Total Traders: 31
8 . . 0 . 0 5 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,509
Positions
15,975 30,805 237 3,000 2,625 179 17,228 7,121 161 3,425 173 0 5,305 4,210
Changes from: December 13, 2011 Total Change is: -60,658
-8,878 -8,684 -35,761 -846 -196 95 -824 1,451 -8,985 1,352 -1,159 -3,136 -3,676 -4,284
Percent of Open Interest Represented by Each Category of Trader
35.1 67.7 0.5 6.6 5.8 0.4 37.9 15.6 0.4 7.5 0.4 0.0 11.7 9.2
Number of Traders in Each Category Total Traders: 87
20 12 . 5 6 . 27 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 91,018
Positions
31,950 61,610 474 6,000 5,249 358 34,455 14,242 321 6,850 345 0 10,610 8,419
Changes from: December 13, 2011 Total Change is: -67,684
-8,111 -8,252 -46,005 -497 192 189 -5,435 514 -6,499 2,704 -5,005 -141 -3,889 -2,677
Percent of Open Interest Represented by Each Category of Trader
35.1 67.7 0.5 6.6 5.8 0.4 37.9 15.6 0.4 7.5 0.4 0.0 11.7 9.2
Number of Traders in Each Category Total Traders: 87
20 12 . 5 6 . 27 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 745,391
Positions
37,228 133,086 25,618 352,776 219,597 62,945 80,101 134,407 27,722 27,127 29,942 2,523 129,351 109,551
Changes from: December 13, 2011 Total Change is: -277,994
-56,689 -25,318 -122,180 2,705 4,231 -6,877 -19,592 -29,438 -64,231 7,642 -9,525 -8,313 -10,457 -16,343
Percent of Open Interest Represented by Each Category of Trader
5.0 17.9 3.4 47.3 29.5 8.4 10.7 18.0 3.7 3.6 4.0 0.3 17.4 14.7
Number of Traders in Each Category Total Traders: 509
32 50 24 107 67 59 85 107 58 26 35 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 233,129
Positions
9,913 73,898 1,462 106,729 50,303 11,882 25,790 21,573 1,519 5,069 13,250 511 70,254 58,731
Changes from: December 13, 2011 Total Change is: -109,038
-56,043 -34,171 -26,324 4,439 3,792 -2,129 -13,036 -43,608 -4,120 1,003 1,694 34 -12,862 -4,206
Percent of Open Interest Represented by Each Category of Trader
4.3 31.7 0.6 45.8 21.6 5.1 11.1 9.3 0.7 2.2 5.7 0.2 30.1 25.2
Number of Traders in Each Category Total Traders: 101
5 15 5 23 14 11 17 20 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,561,308
Positions
216,676 376,038 40,680 1,260,595 876,829 224,953 362,391 655,009 40,177 110,360 83,532 9,990 295,486 254,100
Changes from: December 13, 2011 Total Change is: -844,778
-244,532 -197,036 -237,979 -7,991 2,875 -24,421 -197,243 -93,612 -136,095 32,239 -57,048 -40,779 12,023 -60,683
Percent of Open Interest Represented by Each Category of Trader
8.5 14.7 1.6 49.2 34.2 8.8 14.1 25.6 1.6 4.3 3.3 0.4 11.5 9.9
Number of Traders in Each Category Total Traders: 485
38 43 17 98 61 54 83 105 45 24 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 106,909
Positions
29,194 9,679 0 51,603 66,360 9,923 5,746 12,429 32 1,681 4,467 0 8,730 4,019
Changes from: December 13, 2011 Total Change is: -25,338
-1,047 -10,873 -7,100 -606 2,991 -257 -12,896 -3,411 -3,422 259 -2,264 0 -269 -1,002
Percent of Open Interest Represented by Each Category of Trader
27.3 9.1 0.0 48.3 62.1 9.3 5.4 11.6 0.0 1.6 4.2 0.0 8.2 3.8
Number of Traders in Each Category Total Traders: 87
12 8 0 30 14 14 6 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,165
Positions
8,801 24,966 184 20,217 9,970 1,273 13,062 8,744 395 1,774 2,975 0 5,460 2,658
Changes from: December 13, 2011 Total Change is: -63,248
-11,308 -15,194 -19,594 -2,424 -855 -367 -5,804 -618 -9,174 302 -839 -1,020 -13,859 -15,586
Percent of Open Interest Represented by Each Category of Trader
17.2 48.8 0.4 39.5 19.5 2.5 25.5 17.1 0.8 3.5 5.8 0.0 10.7 5.2
Number of Traders in Each Category Total Traders: 192
21 26 . 28 23 11 40 34 8 11 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 255,825
Positions
44,005 124,830 920 101,083 49,848 6,364 65,310 43,721 1,974 8,868 14,876 0 27,301 13,292
Changes from: December 13, 2011 Total Change is: -156,888
-55,207 -16,220 -39,563 -12,118 -2,777 -1,835 -38,444 -14,152 -11,707 1,509 6,367 -5,100 5,577 -71,901
Percent of Open Interest Represented by Each Category of Trader
17.2 48.8 0.4 39.5 19.5 2.5 25.5 17.1 0.8 3.5 5.8 0.0 10.7 5.2
Number of Traders in Each Category Total Traders: 192
21 26 . 28 23 11 40 34 8 11 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 416,607
Positions
207,418 21,914 13,643 111,513 217,276 26,162 37,414 104,596 1,269 4,088 17,332 513 14,587 13,902
Changes from: December 13, 2011 Total Change is: -48,639
-5,897 -7,330 -23,190 2,846 3,316 -1,812 -10,160 424 -6,195 1,413 -7,383 -1,405 -4,239 -5,064
Percent of Open Interest Represented by Each Category of Trader
49.8 5.3 3.3 26.8 52.2 6.3 9.0 25.1 0.3 1.0 4.2 0.1 3.5 3.3
Number of Traders in Each Category Total Traders: 230
22 10 . 43 48 24 30 58 6 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,336
Positions
5,623 0 0 7,003 734 82 3,555 7,910 3 0 4,231 0 6,070 9,376
Changes from: December 13, 2011 Total Change is: -216
-639 0 0 -256 -915 0 13 -385 3 -216 335 0 879 746
Percent of Open Interest Represented by Each Category of Trader
25.2 0.0 0.0 31.4 3.3 0.4 15.9 35.4 0.0 0.0 18.9 0.0 27.2 42.0
Number of Traders in Each Category Total Traders: 32
6 0 0 9 . . 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,500
Positions
11,214 7,810 904 5,588 4,419 543 6,374 3,465 1,200 1,383 238 0 5,294 13,921
Changes from: December 13, 2011 Total Change is: 1,658
2,023 923 -12 -56 134 132 -631 1,711 1,146 283 -12 0 -1,227 -2,364
Percent of Open Interest Represented by Each Category of Trader
34.5 24.0 2.8 17.2 13.6 1.7 19.6 10.7 3.7 4.3 0.7 0.0 16.3 42.8
Number of Traders in Each Category Total Traders: 47
10 8 . 5 . . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,484
Positions
2,077 3,273 65 28,574 25,826 4,266 4,652 8,334 3 205 0 0 3,642 1,717
Changes from: December 13, 2011 Total Change is: -7,346
-1,518 -838 -3,651 1,442 1,778 -131 -211 -1,668 -1,377 0 0 0 -1,900 -1,459
Percent of Open Interest Represented by Each Category of Trader
4.8 7.5 0.1 65.7 59.4 9.8 10.7 19.2 0.0 0.5 0.0 0.0 8.4 3.9
Number of Traders in Each Category Total Traders: 51
. . . 15 21 9 6 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,150
Positions
14,753 21,571 9 28,732 24,163 2,263 8,654 9,046 582 2,190 3,144 321 5,646 2,051
Changes from: December 13, 2011 Total Change is: -22,688
-869 -2,491 -833 666 -531 70 368 1,573 -5,022 37 449 -1,456 -15,649 -14,447
Percent of Open Interest Represented by Each Category of Trader
23.4 34.2 0.0 45.5 38.3 3.6 13.7 14.3 0.9 3.5 5.0 0.5 8.9 3.2
Number of Traders in Each Category Total Traders: 68
11 10 . 13 9 6 10 5 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 599,053
Positions
21,432 114,857 1,714 297,535 104,198 90,545 39,475 97,934 2,878 9,512 68,537 0 135,962 118,390
Changes from: December 13, 2011 Total Change is: -2,657
3,408 10,225 -2,398 5,890 -4,230 -7,557 -429 9,043 -1,537 183 2,813 0 -217 -9,016
Percent of Open Interest Represented by Each Category of Trader
3.6 19.2 0.3 49.7 17.4 15.1 6.6 16.3 0.5 1.6 11.4 0.0 22.7 19.8
Number of Traders in Each Category Total Traders: 148
11 18 5 42 21 34 23 20 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 367,285
Positions
5,980 144,526 2,820 258,151 20,181 34,295 1,942 122,106 1,741 0 0 0 62,356 41,616
Changes from: December 13, 2011 Total Change is: -13,943
861 -9,558 -1,756 -8,674 2,812 -2,895 105 457 -1,416 0 0 0 -168 -1,587
Percent of Open Interest Represented by Each Category of Trader
1.6 39.3 0.8 70.3 5.5 9.3 0.5 33.2 0.5 0.0 0.0 0.0 17.0 11.3
Number of Traders in Each Category Total Traders: 68
. 10 5 37 7 21 . 11 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 717,198
Positions
71,509 82,784 5,317 135,942 166,312 75,922 256,826 231,692 26,547 36,225 33,342 587 108,323 94,695
Changes from: December 13, 2011 Total Change is: -3,773
1,862 -5,232 -9,941 1,096 -7,924 7,703 -7,976 14,296 3,983 -5,807 -1,103 0 5,307 -5,555
Percent of Open Interest Represented by Each Category of Trader
10.0 11.5 0.7 19.0 23.2 10.6 35.8 32.3 3.7 5.1 4.6 0.1 15.1 13.2
Number of Traders in Each Category Total Traders: 198
12 24 7 33 42 39 27 36 18 8 15 .
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,464,761
Positions
71,330 128,630 14,195 671,334 602,117 170,836 214,457 152,703 26,646 22,131 84,658 5,573 268,259 279,403
Changes from: December 13, 2011 Total Change is: 11,771
4,044 4,335 -10,064 78,731 -3,971 -2,351 -12,959 36,511 -17,408 -10,128 2,495 3,666 -21,760 -1,442
Percent of Open Interest Represented by Each Category of Trader
4.9 8.8 1.0 45.8 41.1 11.7 14.6 10.4 1.8 1.5 5.8 0.4 18.3 19.1
Number of Traders in Each Category Total Traders: 232
18 32 12 32 56 48 40 36 21 5 13 .
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,228,328
Positions
59,996 192,485 5,904 326,543 434,887 162,286 219,404 122,248 29,056 213,646 65,303 0 211,493 216,159
Changes from: December 13, 2011 Total Change is: -86,178
-18,245 35,745 -4,448 -55,159 -45,310 4,623 20,671 -47,672 -32,578 15,430 -6,680 0 -16,472 10,142
Percent of Open Interest Represented by Each Category of Trader
4.9 15.7 0.5 26.6 35.4 13.2 17.9 10.0 2.4 17.4 5.3 0.0 17.2 17.6
Number of Traders in Each Category Total Traders: 176
8 29 9 24 37 39 29 30 13 7 12 0
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 565,916
Positions
193,940 251,312 173,759 3,266 3,667 3,093 96,058 35,421 46,554 12,800 6,808 8,390 28,056 36,912
Changes from: December 13, 2011 Total Change is: -7,502
-2,661 2,718 -7,685 0 0 -477 4,156 -662 -2,324 2,094 1,800 -201 -404 -671
Percent of Open Interest Represented by Each Category of Trader
34.3 44.4 30.7 0.6 0.6 0.5 17.0 6.3 8.2 2.3 1.2 1.5 5.0 6.5
Number of Traders in Each Category Total Traders: 106
22 28 39 . . . 24 14 21 4 5 .
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,560,266
Positions
1,223,689 2,211,920 1,661,082 1,662,155 58,830 121,603 510,699 594,277 1,378,241 88,809 400,122 157,088 756,900 977,103
Changes from: December 13, 2011 Total Change is:-1,116,860
-346,083 -565,709 -78,046 -186,589 -2,462 15,696 -141,314 -84,941 -284,438 -34,604 -67,776 -20,140 -41,342 -29,044
Percent of Open Interest Represented by Each Category of Trader
16.2 29.3 22.0 22.0 0.8 1.6 6.8 7.9 18.2 1.2 5.3 2.1 10.0 12.9
Number of Traders in Each Category Total Traders: 231
26 53 74 11 6 14 39 56 75 7 15 15
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,464
Positions
6,492 3,033 0 1,499 781 11 997 6,375 25 1,198 160 0 242 79
Changes from: December 13, 2011 Total Change is: -1,320
-110 46 0 -48 -1 0 -37 -255 -311 24 0 0 -838 -799
Percent of Open Interest Represented by Each Category of Trader
62.0 29.0 0.0 14.3 7.5 0.1 9.5 60.9 0.2 11.4 1.5 0.0 2.3 0.8
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,415
Positions
9,351 6,691 0 1,367 1,886 0 1,217 3,307 0 70 305 0 410 226
Changes from: December 13, 2011 Total Change is: -1,885
-1,073 -12 -190 0 -301 0 291 -430 -969 30 0 0 26 17
Percent of Open Interest Represented by Each Category of Trader
75.3 53.9 0.0 11.0 15.2 0.0 9.8 26.6 0.0 0.6 2.5 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 32
5 4 0 . 5 0 7 6 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 67,062
Positions
23,573 31,196 0 6,064 285 298 22,459 33,121 500 4,940 148 7 9,221 1,507
Changes from: December 13, 2011 Total Change is: 522
5,086 -15,112 0 815 -23 -6 -3,867 19,374 -1,785 74 -224 -124 329 -1,578
Percent of Open Interest Represented by Each Category of Trader
35.2 46.5 0.0 9.0 0.4 0.4 33.5 49.4 0.7 7.4 0.2 0.0 13.7 2.2
Number of Traders in Each Category Total Traders: 104
5 5 0 8 . . 45 14 . 23 . .
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 156,992
Positions
38,801 37,633 44,046 9,138 1,238 1,512 15,715 24,770 16,054 461 1,869 15,508 15,757 14,362
Changes from: December 13, 2011 Total Change is: 6,562
-350 -5,221 3,277 -1,288 378 58 4,457 5,697 -153 -68 421 2,199 -1,570 -94
Percent of Open Interest Represented by Each Category of Trader
24.7 24.0 28.1 5.8 0.8 1.0 10.0 15.8 10.2 0.3 1.2 9.9 10.0 9.1
Number of Traders in Each Category Total Traders: 79
9 9 16 11 . 5 21 15 23 . 7 6
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Traders in Financial Futures - Futures Only Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,214
Positions
3,181 27 83 1,493 1,400 90 10,750 2,779 220 0 11,415 177 220 23
Changes from: December 13, 2011 Total Change is: -730
239 1 -7 -364 -144 0 86 -36 149 0 211 -917 84 13
Percent of Open Interest Represented by Each Category of Trader
19.6 0.2 0.5 9.2 8.6 0.6 66.3 17.1 1.4 0.0 70.4 1.1 1.4 0.1
Number of Traders in Each Category Total Traders: 24
. . . . 4 . 5 5 . 0 . .
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Updated December 23, 2011