Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 144,716
Positions
4,594 102,474 0 22,593 19,450 890 62,434 3,578 689 6,873 1,961 639 46,004 15,035
Changes from: January 8, 2013 Total Change is: 7,402
702 9,174 -93 1,035 133 35 2,448 -1,753 0 -492 134 289 3,478 -517
Percent of Open Interest Represented by Each Category of Trader
3.2 70.8 0.0 15.6 13.4 0.6 43.1 2.5 0.5 4.7 1.4 0.4 31.8 10.4
Number of Traders in Each Category Total Traders: 86
4 12 0 11 4 4 31 9 4 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,176
Positions
3,824 25,099 327 1,487 2,054 351 18,554 3,857 141 853 2,331 0 17,639 9,016
Changes from: January 8, 2013 Total Change is: -3,540
1,473 -712 88 -7 -402 0 -211 -3,983 141 249 33 0 -5,273 1,295
Percent of Open Interest Represented by Each Category of Trader
8.9 58.1 0.8 3.4 4.8 0.8 43.0 8.9 0.3 2.0 5.4 0.0 40.9 20.9
Number of Traders in Each Category Total Traders: 40
6 9 . . . . 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 163,295
Positions
11,507 49,501 833 22,591 29,198 2,165 85,202 31,335 1,479 2,347 30,220 848 36,323 17,716
Changes from: January 8, 2013 Total Change is: -2,289
2,441 -2,703 -6 -39 -9 -29 -5,458 454 637 -970 -453 844 291 -1,024
Percent of Open Interest Represented by Each Category of Trader
7.0 30.3 0.5 13.8 17.9 1.3 52.2 19.2 0.9 1.4 18.5 0.5 22.2 10.8
Number of Traders in Each Category Total Traders: 89
. 14 . 6 12 4 26 17 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 196,509
Positions
75,209 12,338 561 50,029 7,036 5,201 19,763 99,690 525 27,118 9,891 549 17,554 60,718
Changes from: January 8, 2013 Total Change is: 3,214
-6,781 -829 192 -813 -76 907 -702 -2,014 379 8,087 1,885 -340 2,285 3,110
Percent of Open Interest Represented by Each Category of Trader
38.3 6.3 0.3 25.5 3.6 2.6 10.1 50.7 0.3 13.8 5.0 0.3 8.9 30.9
Number of Traders in Each Category Total Traders: 123
9 10 . 9 7 4 17 48 8 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 211,373
Positions
22,157 46,243 2,367 42,519 33,365 5,542 65,502 61,682 977 16,379 13,017 660 55,270 47,520
Changes from: January 8, 2013 Total Change is: 17,122
-2,873 17,246 740 70 36 301 11,807 -440 -13 -280 1,069 -4 7,374 -1,813
Percent of Open Interest Represented by Each Category of Trader
10.5 21.9 1.1 20.1 15.8 2.6 31.0 29.2 0.5 7.7 6.2 0.3 26.1 22.5
Number of Traders in Each Category Total Traders: 180
17 16 8 21 17 15 43 31 16 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 203,425
Positions
14,785 88,908 772 3,770 42,693 1,403 133,828 42,770 159 4,127 7,654 271 44,310 18,795
Changes from: January 8, 2013 Total Change is: 19,342
61 13,853 46 859 -596 -22 12,997 5,595 147 93 1,971 11 5,150 -1,663
Percent of Open Interest Represented by Each Category of Trader
7.3 43.7 0.4 1.9 21.0 0.7 65.8 21.0 0.1 2.0 3.8 0.1 21.8 9.2
Number of Traders in Each Category Total Traders: 107
7 13 . 4 9 . 35 24 8 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 75,330
Positions
36,457 49,413 17,436 3,463 0 0 7,269 917 4,478 2,719 0 2,855 653 231
Changes from: January 8, 2013 Total Change is: -219
0 -279 0 -96 0 0 -203 48 0 113 0 -12 -21 24
Percent of Open Interest Represented by Each Category of Trader
48.4 65.6 23.1 4.6 0.0 0.0 9.6 1.2 5.9 3.6 0.0 3.8 0.9 0.3
Number of Traders in Each Category Total Traders: 26
5 13 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 190,902
Positions
12,752 114,475 0 12,893 915 0 142,273 58,229 283 12,628 14,744 108 9,965 2,148
Changes from: January 8, 2013 Total Change is: 5,691
-2,549 1,013 0 2,193 106 0 5,180 2,214 -215 453 2,313 -249 878 509
Percent of Open Interest Represented by Each Category of Trader
6.7 60.0 0.0 6.8 0.5 0.0 74.5 30.5 0.1 6.6 7.7 0.1 5.2 1.1
Number of Traders in Each Category Total Traders: 144
7 13 0 10 . 0 71 14 . 22 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,698
Positions
8,444 23,776 571 6,040 0 0 6,506 2,172 242 13,185 8,387 38 672 512
Changes from: January 8, 2013 Total Change is: -2,763
-7,200 4,099 148 3,872 0 0 -65 213 30 497 -7,200 0 -45 -53
Percent of Open Interest Represented by Each Category of Trader
23.7 66.6 1.6 16.9 0.0 0.0 18.2 6.1 0.7 36.9 23.5 0.1 1.9 1.4
Number of Traders in Each Category Total Traders: 30
. 6 . . 0 0 7 4 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 38,654
Positions
3,216 24,710 0 604 0 0 28,613 8,176 362 689 3,613 0 5,170 1,793
Changes from: January 8, 2013 Total Change is: 2,123
196 1,330 0 110 0 0 1,656 361 133 -95 595 -115 238 -181
Percent of Open Interest Represented by Each Category of Trader
8.3 63.9 0.0 1.6 0.0 0.0 74.0 21.2 0.9 1.8 9.3 0.0 13.4 4.6
Number of Traders in Each Category Total Traders: 62
6 9 0 4 0 0 25 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,142
Positions
14,932 33,546 158 6,157 0 246 19,294 10,850 9 2,090 1,012 10 8,247 5,311
Changes from: January 8, 2013 Total Change is: 4,460
654 506 3 100 0 -147 3,504 2,650 -2 77 204 10 261 1,236
Percent of Open Interest Represented by Each Category of Trader
29.2 65.6 0.3 12.0 0.0 0.5 37.7 21.2 0.0 4.1 2.0 0.0 16.1 10.4
Number of Traders in Each Category Total Traders: 100
20 18 . 6 0 . 30 15 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,283
Positions
29,863 67,091 316 12,313 0 492 38,588 21,700 18 4,179 2,024 20 16,494 10,622
Changes from: January 8, 2013 Total Change is: 8,919
1,308 1,011 6 200 0 -294 7,008 5,300 -3 153 407 20 521 2,472
Percent of Open Interest Represented by Each Category of Trader
29.2 65.6 0.3 12.0 0.0 0.5 37.7 21.2 0.0 4.1 2.0 0.0 16.1 10.4
Number of Traders in Each Category Total Traders: 100
20 18 . 6 0 . 30 15 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 754,799
Positions
60,157 223,702 21,210 355,387 131,149 56,424 85,914 176,557 24,190 37,467 34,803 6,523 107,528 80,241
Changes from: January 8, 2013 Total Change is: 3,362
1,662 -11,863 1,509 -3,471 -2,545 -3,109 3,062 10,831 -935 -1,305 -72 -1,492 7,441 11,037
Percent of Open Interest Represented by Each Category of Trader
8.0 29.6 2.8 47.1 17.4 7.5 11.4 23.4 3.2 5.0 4.6 0.9 14.2 10.6
Number of Traders in Each Category Total Traders: 548
40 35 22 120 44 59 98 114 72 49 48 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 186,117
Positions
20,552 74,045 4,602 73,028 28,246 7,727 11,339 19,364 456 10,127 10,366 3,184 55,102 38,127
Changes from: January 8, 2013 Total Change is: -5,384
-107 -5,245 176 -4,664 -333 -4,963 1,960 -1,335 84 1,486 -395 -2,224 2,868 8,851
Percent of Open Interest Represented by Each Category of Trader
11.0 39.8 2.5 39.2 15.2 4.2 6.1 10.4 0.2 5.4 5.6 1.7 29.6 20.5
Number of Traders in Each Category Total Traders: 103
10 13 5 25 8 12 21 14 5 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,843,412
Positions
256,069 806,328 24,994 1,440,522 543,243 214,759 431,714 844,804 59,830 150,673 136,160 2,722 262,129 210,572
Changes from: January 8, 2013 Total Change is: 43,732
8,729 -33,206 6,784 6,926 -10,096 8,308 -6,149 49,170 6,567 -10,971 4,601 675 22,863 10,929
Percent of Open Interest Represented by Each Category of Trader
9.0 28.4 0.9 50.7 19.1 7.6 15.2 29.7 2.1 5.3 4.8 0.1 9.2 7.4
Number of Traders in Each Category Total Traders: 519
38 34 16 105 42 51 96 114 57 44 46 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,323
Positions
3,556 48,310 13 61,956 53,505 2,856 35,791 7,308 29 887 2,615 0 12,235 2,687
Changes from: January 8, 2013 Total Change is: 3,650
-2 4,042 0 985 -1,515 184 2,373 414 29 0 289 0 81 207
Percent of Open Interest Represented by Each Category of Trader
3.0 41.2 0.0 52.8 45.6 2.4 30.5 6.2 0.0 0.8 2.2 0.0 10.4 2.3
Number of Traders in Each Category Total Traders: 100
5 14 . 39 14 9 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 61,892
Positions
2,483 35,284 331 27,893 6,253 1,341 20,897 12,343 562 2,173 2,915 50 6,163 2,813
Changes from: January 8, 2013 Total Change is: 1,765
37 737 -67 729 -6 -61 322 485 302 14 269 40 449 66
Percent of Open Interest Represented by Each Category of Trader
4.0 57.0 0.5 45.1 10.1 2.2 33.8 19.9 0.9 3.5 4.7 0.1 10.0 4.5
Number of Traders in Each Category Total Traders: 204
14 27 . 33 19 12 49 34 12 19 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 309,462
Positions
12,414 176,421 1,654 139,465 31,266 6,706 104,484 61,715 2,812 10,864 14,574 249 30,814 14,065
Changes from: January 8, 2013 Total Change is: 8,825
184 3,686 -334 3,645 -31 -306 1,611 2,426 1,512 68 1,345 199 2,246 328
Percent of Open Interest Represented by Each Category of Trader
4.0 57.0 0.5 45.1 10.1 2.2 33.8 19.9 0.9 3.5 4.7 0.1 10.0 4.5
Number of Traders in Each Category Total Traders: 204
14 27 . 33 19 12 49 34 12 19 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 359,405
Positions
70,212 42,956 10,295 146,384 186,589 22,262 84,598 73,959 1,793 2,789 11,698 0 21,072 9,853
Changes from: January 8, 2013 Total Change is: 7,693
-8,924 6,412 590 7,704 -4,592 -450 8,516 5,216 231 64 607 0 -38 -321
Percent of Open Interest Represented by Each Category of Trader
19.5 12.0 2.9 40.7 51.9 6.2 23.5 20.6 0.5 0.8 3.3 0.0 5.9 2.7
Number of Traders in Each Category Total Traders: 246
19 15 . 53 38 24 54 48 12 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 53,906
Positions
2,625 12,731 974 20,266 0 134 12,930 16,084 0 5,505 944 2 11,470 23,037
Changes from: January 8, 2013 Total Change is: 3,071
-749 2,409 883 424 0 0 3,136 -431 -1,194 655 -302 0 -84 1,706
Percent of Open Interest Represented by Each Category of Trader
4.9 23.6 1.8 37.6 0.0 0.2 24.0 29.8 0.0 10.2 1.8 0.0 21.3 42.7
Number of Traders in Each Category Total Traders: 54
. 5 . 16 0 . 14 11 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 60,707
Positions
17,700 14,538 3,236 7,024 3,856 0 20,407 6,493 1,019 3,685 200 0 7,636 31,365
Changes from: January 8, 2013 Total Change is: -690
884 5,982 41 -923 244 0 233 -1,847 323 -968 0 0 -280 -5,433
Percent of Open Interest Represented by Each Category of Trader
29.2 23.9 5.3 11.6 6.4 0.0 33.6 10.7 1.7 6.1 0.3 0.0 12.6 51.7
Number of Traders in Each Category Total Traders: 76
19 12 6 6 . 0 20 9 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 83,583
Positions
16,452 38,984 88 46,658 19,661 5,584 8,583 16,018 134 222 0 0 5,862 3,114
Changes from: January 8, 2013 Total Change is: 1,015
1 2,700 3 2,570 -1,567 -1,722 347 1,724 -90 0 0 0 -94 -33
Percent of Open Interest Represented by Each Category of Trader
19.7 46.6 0.1 55.8 23.5 6.7 10.3 19.2 0.2 0.3 0.0 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 72
. 6 . 26 17 10 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 164,445
Positions
13,876 79,131 2,479 89,311 13,189 8,199 25,779 52,962 769 7,279 3,489 1,085 15,668 3,142
Changes from: January 8, 2013 Total Change is: 8,585
-2,702 9,067 -250 8,414 -294 -69 4,076 2,103 -3 199 98 -8 -1,072 -2,059
Percent of Open Interest Represented by Each Category of Trader
8.4 48.1 1.5 54.3 8.0 5.0 15.7 32.2 0.5 4.4 2.1 0.7 9.5 1.9
Number of Traders in Each Category Total Traders: 135
17 17 4 38 12 14 28 7 . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 544,407
Positions
1,644 55,608 2,027 229,252 168,533 73,082 75,630 49,741 6,224 22,343 33,087 0 134,205 156,105
Changes from: January 8, 2013 Total Change is: 343
-14,401 1,320 -518 9,170 -8,308 4,407 663 -1,775 -568 2,506 1,382 0 -916 4,403
Percent of Open Interest Represented by Each Category of Trader
0.3 10.2 0.4 42.1 31.0 13.4 13.9 9.1 1.1 4.1 6.1 0.0 24.7 28.7
Number of Traders in Each Category Total Traders: 148
. 19 4 35 28 35 27 24 14 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 357,653
Positions
0 131,832 0 239,084 41,038 38,491 1,950 73,033 161 9,907 15,751 0 68,060 57,347
Changes from: January 8, 2013 Total Change is: 6,379
0 4,669 -1,285 6,062 3,178 1,772 0 -3,995 -17 0 550 0 -153 1,507
Percent of Open Interest Represented by Each Category of Trader
0.0 36.9 0.0 66.8 11.5 10.8 0.5 20.4 0.0 2.8 4.4 0.0 19.0 16.0
Number of Traders in Each Category Total Traders: 65
0 13 0 29 10 18 . 6 . . . 0
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,014,787
Positions
87,415 169,308 11,188 277,404 123,051 55,323 242,679 503,964 30,727 176,634 36,444 7,179 126,238 77,603
Changes from: January 8, 2013 Total Change is: 51,956
-9,040 8,101 4,326 19,238 18,210 -2,708 28,202 29,019 -4,439 5,886 4,134 4 10,487 -4,691
Percent of Open Interest Represented by Each Category of Trader
8.6 16.7 1.1 27.3 12.1 5.5 23.9 49.7 3.0 17.4 3.6 0.7 12.4 7.6
Number of Traders in Each Category Total Traders: 220
17 23 6 40 24 32 40 34 18 26 16 6
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 55,463
Positions
21,839 7,447 9,676 790 0 165 15,550 30,523 6,369 8 0 322 744 961
Changes from: January 8, 2013 Total Change is: 3,708
-2,437 764 3,760 790 -748 165 -208 -2,092 1,622 2 0 70 -56 167
Percent of Open Interest Represented by Each Category of Trader
39.4 13.4 17.4 1.4 0.0 0.3 28.0 55.0 11.5 0.0 0.0 0.6 1.3 1.7
Number of Traders in Each Category Total Traders: 41
12 5 11 . 0 . 8 13 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,785,576
Positions
182,361 161,998 34,347 314,863 758,764 177,782 655,120 158,695 41,745 116,238 78,331 6,953 256,167 366,961
Changes from: January 8, 2013 Total Change is: 69,976
18,608 20,718 17,640 10,404 15,291 11,254 22,022 5,806 -2,186 -6,780 3,860 -3,070 2,084 663
Percent of Open Interest Represented by Each Category of Trader
10.2 9.1 1.9 17.6 42.5 10.0 36.7 8.9 2.3 6.5 4.4 0.4 14.3 20.6
Number of Traders in Each Category Total Traders: 281
21 43 14 21 61 40 53 51 42 13 18 8
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,544,548
Positions
338,780 139,542 11,294 479,615 484,007 135,143 185,898 383,227 34,884 137,009 99,560 8,490 213,435 248,401
Changes from: January 8, 2013 Total Change is: 32,804
-47,684 4,515 -877 117,874 40,242 -7,899 -47,490 -8,698 -257 8,264 3,238 -1,043 11,916 3,583
Percent of Open Interest Represented by Each Category of Trader
21.9 9.0 0.7 31.1 31.3 8.7 12.0 24.8 2.3 8.9 6.4 0.5 13.8 16.1
Number of Traders in Each Category Total Traders: 200
14 25 11 31 35 36 33 38 24 8 16 .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 372,623
Positions
151,400 155,519 91,715 0 2,939 3,547 39,453 18,118 51,494 2,986 9,493 9,581 22,447 30,217
Changes from: January 8, 2013 Total Change is: 15,136
5,744 18,211 -1,776 0 10 0 2,551 -4,170 2,214 1,761 723 -413 5,055 337
Percent of Open Interest Represented by Each Category of Trader
40.6 41.7 24.6 0.0 0.8 1.0 10.6 4.9 13.8 0.8 2.5 2.6 6.0 8.1
Number of Traders in Each Category Total Traders: 78
17 26 33 0 . . 14 9 16 4 4 4
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,320,528
Positions
1,357,758 2,601,182 1,707,767 924,548 239,094 143,967 1,079,530 446,584 1,711,476 206,528 181,710 274,094 914,860 1,014,654
Changes from: January 8, 2013 Total Change is: 258,734
144,671 55,777 -31,373 -14,182 107,388 28,433 47,029 55,919 19,493 20,828 18,452 -5,189 49,024 9,834
Percent of Open Interest Represented by Each Category of Trader
16.3 31.3 20.5 11.1 2.9 1.7 13.0 5.4 20.6 2.5 2.2 3.3 11.0 12.2
Number of Traders in Each Category Total Traders: 232
24 50 68 8 8 14 44 47 74 12 20 25
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,949
Positions
8,202 151 0 43 1,002 1 360 6,687 0 232 1,036 0 111 72
Changes from: January 8, 2013 Total Change is: 311
354 -111 0 0 0 0 -38 337 0 0 70 0 -5 15
Percent of Open Interest Represented by Each Category of Trader
91.7 1.7 0.0 0.5 11.2 0.0 4.0 74.7 0.0 2.6 11.6 0.0 1.2 0.8
Number of Traders in Each Category Total Traders: 25
. . 0 . . . . 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,679
Positions
7,233 1,673 0 0 848 43 265 4,826 0 0 261 0 138 28
Changes from: January 8, 2013 Total Change is: -133
-61 -59 0 0 0 0 -74 -42 0 0 0 0 2 -32
Percent of Open Interest Represented by Each Category of Trader
94.2 21.8 0.0 0.0 11.0 0.6 3.5 62.8 0.0 0.0 3.4 0.0 1.8 0.4
Number of Traders in Each Category Total Traders: 22
. 5 0 0 4 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 46,567
Positions
8,790 15,465 1,668 976 4,110 375 20,807 20,968 600 8,807 1,193 0 4,544 2,188
Changes from: January 8, 2013 Total Change is: 1,932
58 76 0 -596 310 59 2,835 1,668 -236 -631 254 0 443 -199
Percent of Open Interest Represented by Each Category of Trader
18.9 33.2 3.6 2.1 8.8 0.8 44.7 45.0 1.3 18.9 2.6 0.0 9.8 4.7
Number of Traders in Each Category Total Traders: 109
4 . . 5 6 . 23 33 . 26 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 462,170
Positions
119,503 30,627 62,147 40,524 17,596 15,764 61,137 172,415 48,741 14,528 15,683 70,330 29,496 28,867
Changes from: January 8, 2013 Total Change is: 51,644
-366 1,293 10,185 7,153 3,044 296 15,996 16,663 5,829 1,421 2,403 9,526 1,604 2,405
Percent of Open Interest Represented by Each Category of Trader
25.9 6.6 13.4 8.8 3.8 3.4 13.2 37.3 10.5 3.1 3.4 15.2 6.4 6.2
Number of Traders in Each Category Total Traders: 191
22 10 24 9 8 11 41 48 50 24 18 25
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,853
Positions
470 2,433 0 2,378 469 196 4,526 4,864 887 265 0 0 131 4
Changes from: January 8, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.3 27.5 0.0 26.9 5.3 2.2 51.1 54.9 10.0 3.0 0.0 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 20
. 4 0 . . . 5 . . . 0 0
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Updated January 18, 2013