Traders in Financial Futures - Futures Only 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 140,965
Positions
4,382 92,160 534 22,218 18,879 1,118 61,883 9,886 691 8,333 852 89 41,717 16,756
Changes from: December 18, 2012 Total Change is: -78,957
-16,436 -11,744 -39,589 -1,189 426 768 -9,131 -10,631 -10,678 998 -6,394 54 -3,754 -1,169
Percent of Open Interest Represented by Each Category of Trader
3.1 65.4 0.4 15.8 13.4 0.8 43.9 7.0 0.5 5.9 0.6 0.1 29.6 11.9
Number of Traders in Each Category Total Traders: 82
4 10 . 9 4 4 29 11 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 48,634
Positions
0 26,175 0 1,626 2,700 291 21,293 9,288 0 604 2,409 0 24,820 7,771
Changes from: December 18, 2012 Total Change is: 5,222
-435 9,215 0 -118 3 118 4,536 -2,049 0 0 -884 0 1,121 -1,181
Percent of Open Interest Represented by Each Category of Trader
0.0 53.8 0.0 3.3 5.6 0.6 43.8 19.1 0.0 1.2 5.0 0.0 51.0 16.0
Number of Traders in Each Category Total Traders: 39
0 9 0 . 4 . 13 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 181,219
Positions
2,217 62,556 408 24,204 30,437 1,922 105,269 35,373 241 4,409 33,175 192 42,357 16,915
Changes from: December 18, 2012 Total Change is: -7,253
298 5,370 203 625 -283 503 -8,183 -10,794 131 -610 -2,002 192 -412 -573
Percent of Open Interest Represented by Each Category of Trader
1.2 34.5 0.2 13.4 16.8 1.1 58.1 19.5 0.1 2.4 18.3 0.1 23.4 9.3
Number of Traders in Each Category Total Traders: 101
4 11 . 7 13 4 35 17 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 195,705
Positions
89,696 8,277 127 52,744 7,832 2,864 21,077 105,688 31 15,815 6,458 497 12,854 63,931
Changes from: December 18, 2012 Total Change is: -957
2,727 773 -278 -544 -624 460 -2,533 -5,482 -129 -427 269 497 -730 3,557
Percent of Open Interest Represented by Each Category of Trader
45.8 4.2 0.1 27.0 4.0 1.5 10.8 54.0 0.0 8.1 3.3 0.3 6.6 32.7
Number of Traders in Each Category Total Traders: 116
9 9 . 9 7 4 21 45 . 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 202,591
Positions
19,291 37,166 1,094 45,431 40,979 5,453 61,048 59,348 719 16,147 11,043 824 52,584 45,965
Changes from: December 18, 2012 Total Change is: 8,910
540 12,993 61 -631 -61 379 5,882 -121 36 372 -2,014 -888 3,159 -1,475
Percent of Open Interest Represented by Each Category of Trader
9.5 18.3 0.5 22.4 20.2 2.7 30.1 29.3 0.4 8.0 5.5 0.4 26.0 22.7
Number of Traders in Each Category Total Traders: 172
18 15 5 19 17 15 37 29 7 17 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 173,118
Positions
12,874 67,335 79 3,820 44,217 1,340 115,463 36,486 402 2,082 5,202 360 36,698 17,697
Changes from: December 18, 2012 Total Change is: -31,194
1,710 -15,999 44 -592 -197 240 -28,136 -7,405 -34 669 -4,950 -775 -4,320 -2,118
Percent of Open Interest Represented by Each Category of Trader
7.4 38.9 0.0 2.2 25.5 0.8 66.7 21.1 0.2 1.2 3.0 0.2 21.2 10.2
Number of Traders in Each Category Total Traders: 105
5 11 . 4 9 . 38 25 4 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 48,053
Positions
13,186 35,905 169 5,672 0 463 18,812 6,937 52 1,848 721 0 7,854 3,808
Changes from: December 18, 2012 Total Change is: -29,822
-4,346 -6,212 -12,554 -1,263 0 222 1,178 1,353 -8,440 -827 112 -1,853 -1,940 -2,450
Percent of Open Interest Represented by Each Category of Trader
27.4 74.7 0.4 11.8 0.0 1.0 39.1 14.4 0.1 3.8 1.5 0.0 16.3 7.9
Number of Traders in Each Category Total Traders: 88
20 14 . 7 0 . 26 12 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 96,106
Positions
26,371 71,809 338 11,343 0 925 37,623 13,874 104 3,695 1,441 0 15,707 7,615
Changes from: December 18, 2012 Total Change is: -27,007
-5,689 1,019 -12,718 294 0 444 584 -3,496 -6,216 -935 -2,377 -1,105 -1,666 -2,558
Percent of Open Interest Represented by Each Category of Trader
27.4 74.7 0.4 11.8 0.0 1.0 39.1 14.4 0.1 3.8 1.5 0.0 16.3 7.9
Number of Traders in Each Category Total Traders: 88
20 14 . 7 0 . 26 12 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 728,890
Positions
48,732 241,749 8,560 363,376 140,685 53,553 87,340 154,929 13,966 35,014 33,573 6,063 112,285 75,812
Changes from: December 18, 2012 Total Change is: -195,059
-10,267 -16,638 -74,953 14,910 -3,792 -8,987 -41,706 -12,061 -56,911 -5,068 -8,017 -5,578 -6,498 -8,122
Percent of Open Interest Represented by Each Category of Trader
6.7 33.2 1.2 49.9 19.3 7.3 12.0 21.3 1.9 4.8 4.6 0.8 15.4 10.4
Number of Traders in Each Category Total Traders: 517
39 36 22 120 46 54 90 101 52 39 44 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 176,106
Positions
10,068 75,109 1,200 83,072 28,075 8,233 8,840 7,367 337 6,487 11,195 4,780 53,089 39,810
Changes from: December 18, 2012 Total Change is: -68,710
-9,312 -7,069 -22,106 233 -331 -2,015 -19,247 -31,711 -2,070 -4,301 -4,770 322 -10,214 1,040
Percent of Open Interest Represented by Each Category of Trader
5.7 42.6 0.7 47.2 15.9 4.7 5.0 4.2 0.2 3.7 6.4 2.7 30.1 22.6
Number of Traders in Each Category Total Traders: 92
7 12 4 26 7 11 14 14 4 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,763,921
Positions
209,390 849,270 20,731 1,427,753 589,283 200,366 408,411 753,720 52,237 144,111 113,363 4,942 295,980 180,009
Changes from: December 18, 2012 Total Change is: -631,747
-8,814 -51,885 -260,197 64,655 -26,032 -26,131 -271,460 -60,912 -115,043 -14,800 -27,200 -18,537 18,580 -45,810
Percent of Open Interest Represented by Each Category of Trader
7.6 30.7 0.8 51.7 21.3 7.2 14.8 27.3 1.9 5.2 4.1 0.2 10.7 6.5
Number of Traders in Each Category Total Traders: 490
39 35 17 107 44 48 87 101 46 36 41 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 113,575
Positions
3,443 39,846 21 60,723 57,447 3,202 33,303 8,089 0 983 2,569 0 11,900 2,401
Changes from: December 18, 2012 Total Change is: -15,052
-1,400 -2,691 -10,488 -168 -87 1,437 357 -895 -2,095 53 228 0 -2,748 -461
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 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 58,825
Positions
2,932 30,734 318 25,899 7,130 1,219 20,603 14,481 126 1,119 2,417 81 6,528 2,319
Changes from: December 18, 2012 Total Change is: -61,988
-1,486 -7,398 -35,080 -171 -836 -5,510 -6,488 315 -10,933 -592 -808 -704 -1,026 -1,035
Percent of Open Interest Represented by Each Category of Trader
5.0 52.2 0.5 44.0 12.1 2.1 35.0 24.6 0.2 1.9 4.1 0.1 11.1 3.9
Number of Traders in Each Category Total Traders: 193
17 25 . 29 20 13 52 33 7 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 294,127
Positions
14,658 153,671 1,592 129,496 35,648 6,095 103,014 72,405 631 5,596 12,084 404 32,641 11,597
Changes from: December 18, 2012 Total Change is: -175,361
-53,190 -82,594 -41,148 8,965 -4,359 -22,645 -42,130 5,930 -30,377 -2,958 -6,654 97 8,025 6,389
Percent of Open Interest Represented by Each Category of Trader
5.0 52.2 0.5 44.0 12.1 2.1 35.0 24.6 0.2 1.9 4.1 0.1 11.1 3.9
Number of Traders in Each Category Total Traders: 193
17 25 . 29 20 13 52 33 7 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 352,419
Positions
80,070 44,806 9,241 132,996 190,846 23,723 80,178 62,450 1,736 3,154 9,183 0 21,321 10,434
Changes from: December 18, 2012 Total Change is: -86,769
-21,828 14,168 -41,482 3,334 -1,904 -12,467 -3,642 -36,213 -4,389 -779 -2,125 -500 -5,016 -1,857
Percent of Open Interest Represented by Each Category of Trader
22.7 12.7 2.6 37.7 54.2 6.7 22.8 17.7 0.5 0.9 2.6 0.0 6.0 3.0
Number of Traders in Each Category Total Traders: 241
20 11 . 54 39 26 49 48 7 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 541,853
Positions
4,672 86,413 5,574 222,765 139,673 74,090 75,846 41,724 7,898 18,969 33,336 0 132,039 153,145
Changes from: December 18, 2012 Total Change is: -34,424
-5,116 -15,566 1,165 -17,375 -8,645 3,645 -12,933 -22,974 -965 -305 487 0 -2,540 8,429
Percent of Open Interest Represented by Each Category of Trader
0.9 15.9 1.0 41.1 25.8 13.7 14.0 7.7 1.5 3.5 6.2 0.0 24.4 28.3
Number of Traders in Each Category Total Traders: 146
5 20 4 35 28 34 28 17 10 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 355,535
Positions
0 131,146 0 237,824 33,647 34,337 1,950 82,206 5,391 12,124 15,417 0 63,909 53,391
Changes from: December 18, 2012 Total Change is: -9,744
0 1,654 -6 -4,807 -6,712 270 0 2,556 -1,695 -3,591 -15 0 85 -5,796
Percent of Open Interest Represented by Each Category of Trader
0.0 36.9 0.0 66.9 9.5 9.7 0.5 23.1 1.5 3.4 4.3 0.0 18.0 15.0
Number of Traders in Each Category Total Traders: 64
0 12 0 29 9 17 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,042,855
Positions
103,117 142,100 13,179 264,990 86,320 55,017 252,432 579,275 45,800 170,252 33,215 7,185 130,883 80,764
Changes from: December 18, 2012 Total Change is: -14,861
2,779 -1,169 1,353 -8,998 8,648 126 -32,144 -28,365 3,514 18,240 94 -1,093 1,362 2,031
Percent of Open Interest Represented by Each Category of Trader
9.9 13.6 1.3 25.4 8.3 5.3 24.2 55.5 4.4 16.3 3.2 0.7 12.6 7.7
Number of Traders in Each Category Total Traders: 215
19 23 8 45 19 31 37 32 15 27 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 1,604,743
Positions
120,696 118,720 11,934 313,152 729,978 164,788 571,669 143,758 31,637 115,905 88,356 3,423 271,539 312,149
Changes from: December 18, 2012 Total Change is: -93,885
-12,241 -4,926 -796 -79,684 -46,678 5,348 9,263 -24,316 -6,344 4,984 -13,705 -3,007 -11,408 539
Percent of Open Interest Represented by Each Category of Trader
7.5 7.4 0.7 19.5 45.5 10.3 35.6 9.0 2.0 7.2 5.5 0.2 16.9 19.5
Number of Traders in Each Category Total Traders: 245
16 30 12 22 58 43 55 39 27 10 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,540,413
Positions
353,159 198,576 24,678 352,658 450,293 136,078 287,888 337,066 39,906 133,099 89,503 9,900 203,047 254,413
Changes from: December 18, 2012 Total Change is: 78,739
85,938 19,873 -9,791 85,130 -7,127 9,611 -53,271 65,581 -11,553 705 2,781 1,770 -29,800 7,594
Percent of Open Interest Represented by Each Category of Trader
22.9 12.9 1.6 22.9 29.2 8.8 18.7 21.9 2.6 8.6 5.8 0.6 13.2 16.5
Number of Traders in Each Category Total Traders: 190
12 22 8 31 37 36 27 38 18 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 439,297
Positions
189,042 199,555 103,417 0 2,939 3,401 67,133 35,277 48,537 3,845 7,736 7,433 16,489 31,002
Changes from: December 18, 2012 Total Change is: 6,628
17,320 10,113 -1,318 0 0 0 -3,670 -1,592 -1,978 30 0 -137 -3,619 1,540
Percent of Open Interest Represented by Each Category of Trader
43.0 45.4 23.5 0.0 0.7 0.8 15.3 8.0 11.0 0.9 1.8 1.7 3.8 7.1
Number of Traders in Each Category Total Traders: 80
21 21 30 0 . . 19 6 19 5 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 is 7,864,799
Positions
1,024,413 2,602,514 1,731,012 1,006,698 69,328 104,127 1,107,184 353,997 1,564,156 157,729 150,236 273,124 896,356 1,016,305
Changes from: December 18, 2012 Total Change is: -149,784
86,774 -107,319 14,688 -8,471 -14,164 -2,471 -258,383 -38,283 -29,146 44,281 6,641 -9,781 12,725 30,051
Percent of Open Interest Represented by Each Category of Trader
13.0 33.1 22.0 12.8 0.9 1.3 14.1 4.5 19.9 2.0 1.9 3.5 11.4 12.9
Number of Traders in Each Category Total Traders: 223
26 46 66 10 5 16 50 45 77 9 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 43,308
Positions
10,417 782 1,173 1,611 6,329 312 19,724 30,130 651 7,199 1,274 0 2,221 2,657
Changes from: December 18, 2012 Total Change is: -162
-1,153 245 -69 21 563 -88 544 275 15 1,024 -604 0 -456 -499
Percent of Open Interest Represented by Each Category of Trader
24.1 1.8 2.7 3.7 14.6 0.7 45.5 69.6 1.5 16.6 2.9 0.0 5.1 6.1
Number of Traders in Each Category Total Traders: 107
5 . . 6 6 . 18 36 7 25 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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