Traders in Financial Futures - Futures Only Positions as of January 22, 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 141,710
Positions
7,123 94,114 0 19,805 19,295 1,281 58,303 7,513 789 8,300 1,494 218 45,891 17,006
Changes from: January 15, 2013 Total Change is: -3,006
2,529 -8,360 0 -2,788 -155 391 -4,131 3,935 100 1,427 -467 -421 -113 1,971
Percent of Open Interest Represented by Each Category of Trader
5.0 66.4 0.0 14.0 13.6 0.9 41.1 5.3 0.6 5.9 1.1 0.2 32.4 12.0
Number of Traders in Each Category Total Traders: 85
7 10 0 8 4 4 31 11 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 39,483
Positions
6,240 18,153 875 1,012 2,016 351 14,689 6,306 175 0 672 0 16,141 10,935
Changes from: January 15, 2013 Total Change is: -3,693
2,416 -6,946 548 -475 -38 0 -3,865 2,449 34 -853 -1,659 0 -1,498 1,919
Percent of Open Interest Represented by Each Category of Trader
15.8 46.0 2.2 2.6 5.1 0.9 37.2 16.0 0.4 0.0 1.7 0.0 40.9 27.7
Number of Traders in Each Category Total Traders: 34
7 6 . . . . 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 160,820
Positions
27,272 34,548 1,049 22,057 30,523 2,126 73,289 37,110 2,401 3,649 29,537 410 28,567 23,116
Changes from: January 15, 2013 Total Change is: -2,475
15,765 -14,953 216 -534 1,325 -39 -11,913 5,775 922 1,302 -683 -438 -7,756 5,400
Percent of Open Interest Represented by Each Category of Trader
17.0 21.5 0.7 13.7 19.0 1.3 45.6 23.1 1.5 2.3 18.4 0.3 17.8 14.4
Number of Traders in Each Category Total Traders: 95
8 9 . 5 14 4 24 23 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 202,225
Positions
77,237 12,130 828 49,835 6,294 5,630 23,062 101,043 1,011 26,348 11,102 2,079 16,195 62,108
Changes from: January 15, 2013 Total Change is: 5,716
2,028 -208 267 -194 -742 429 3,299 1,353 486 -770 1,211 1,530 -1,359 1,390
Percent of Open Interest Represented by Each Category of Trader
38.2 6.0 0.4 24.6 3.1 2.8 11.4 50.0 0.5 13.0 5.5 1.0 8.0 30.7
Number of Traders in Each Category Total Traders: 129
10 10 . 10 6 4 22 45 13 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 216,059
Positions
21,957 63,485 2,367 44,967 30,735 5,343 66,444 52,192 2,056 18,209 11,432 1,012 53,704 47,437
Changes from: January 15, 2013 Total Change is: 4,686
-200 17,242 0 2,448 -2,630 -199 942 -9,490 1,079 1,830 -1,585 352 -1,566 -83
Percent of Open Interest Represented by Each Category of Trader
10.2 29.4 1.1 20.8 14.2 2.5 30.8 24.2 1.0 8.4 5.3 0.5 24.9 22.0
Number of Traders in Each Category Total Traders: 172
17 16 7 21 14 15 37 29 14 18 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 208,776
Positions
14,616 94,293 1,072 3,182 42,436 1,403 140,758 43,223 645 3,749 5,661 260 43,091 19,783
Changes from: January 15, 2013 Total Change is: 5,351
-169 5,385 300 -588 -257 0 6,930 453 486 -378 -1,993 -11 -1,219 988
Percent of Open Interest Represented by Each Category of Trader
7.0 45.2 0.5 1.5 20.3 0.7 67.4 20.7 0.3 1.8 2.7 0.1 20.6 9.5
Number of Traders in Each Category Total Traders: 103
6 14 . . 9 . 37 23 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 74,991
Positions
36,457 49,094 17,436 3,149 0 0 7,318 899 4,478 2,730 0 2,855 568 229
Changes from: January 15, 2013 Total Change is: -339
0 -319 0 -314 0 0 49 -18 0 11 0 0 -85 -2
Percent of Open Interest Represented by Each Category of Trader
48.6 65.5 23.3 4.2 0.0 0.0 9.8 1.2 6.0 3.6 0.0 3.8 0.8 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 22, 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 189,952
Positions
11,836 114,137 0 10,878 915 0 143,739 56,907 648 11,651 14,708 548 10,652 2,089
Changes from: January 15, 2013 Total Change is: -950
-916 -338 0 -2,015 0 0 1,466 -1,322 365 -977 -36 440 687 -59
Percent of Open Interest Represented by Each Category of Trader
6.2 60.1 0.0 5.7 0.5 0.0 75.7 30.0 0.3 6.1 7.7 0.3 5.6 1.1
Number of Traders in Each Category Total Traders: 148
6 13 0 10 . 0 73 16 . 22 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 35,784
Positions
8,464 23,906 513 6,114 0 0 6,615 2,173 248 13,168 8,387 38 624 519
Changes from: January 15, 2013 Total Change is: 86
20 130 -58 74 0 0 109 1 6 -17 0 0 -48 7
Percent of Open Interest Represented by Each Category of Trader
23.7 66.8 1.4 17.1 0.0 0.0 18.5 6.1 0.7 36.8 23.4 0.1 1.7 1.5
Number of Traders in Each Category Total Traders: 31
. 6 . . 0 0 8 4 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 37,179
Positions
2,996 25,391 0 831 0 0 27,032 5,908 363 689 3,651 0 5,268 1,866
Changes from: January 15, 2013 Total Change is: -1,475
-220 681 0 227 0 0 -1,581 -2,268 1 0 38 0 98 73
Percent of Open Interest Represented by Each Category of Trader
8.1 68.3 0.0 2.2 0.0 0.0 72.7 15.9 1.0 1.9 9.8 0.0 14.2 5.0
Number of Traders in Each Category Total Traders: 60
4 9 0 5 0 0 25 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 55,139
Positions
15,804 34,797 171 6,102 26 320 22,221 11,700 26 2,243 1,206 0 8,254 6,895
Changes from: January 15, 2013 Total Change is: 3,998
872 1,251 13 -55 26 74 2,927 850 17 153 194 -10 7 1,584
Percent of Open Interest Represented by Each Category of Trader
28.7 63.1 0.3 11.1 0.0 0.6 40.3 21.2 0.0 4.1 2.2 0.0 15.0 12.5
Number of Traders in Each Category Total Traders: 102
22 17 4 5 . . 32 15 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 110,278
Positions
31,607 69,593 342 12,204 51 640 44,442 23,400 51 4,485 2,411 0 16,507 13,790
Changes from: January 15, 2013 Total Change is: 7,995
1,744 2,502 26 -109 51 148 5,854 1,700 33 306 387 -20 13 3,168
Percent of Open Interest Represented by Each Category of Trader
28.7 63.1 0.3 11.1 0.0 0.6 40.3 21.2 0.0 4.1 2.2 0.0 15.0 12.5
Number of Traders in Each Category Total Traders: 102
22 17 4 5 . . 32 15 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 788,046
Positions
71,108 227,921 20,784 362,105 128,735 54,508 85,490 189,091 39,070 37,056 32,869 6,816 111,109 88,252
Changes from: January 15, 2013 Total Change is: 33,247
10,951 4,220 -426 6,718 -2,415 -1,916 -423 12,535 14,879 -410 -1,934 292 3,581 8,011
Percent of Open Interest Represented by Each Category of Trader
9.0 28.9 2.6 45.9 16.3 6.9 10.8 24.0 5.0 4.7 4.2 0.9 14.1 11.2
Number of Traders in Each Category Total Traders: 532
39 37 22 123 43 60 90 111 57 49 40 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 198,823
Positions
21,662 80,467 4,606 70,708 28,230 6,992 12,409 31,688 836 10,600 10,916 3,034 67,976 32,054
Changes from: January 15, 2013 Total Change is: 12,706
1,110 6,422 4 -2,320 -16 -735 1,070 12,324 380 473 550 -150 12,874 -6,073
Percent of Open Interest Represented by Each Category of Trader
10.9 40.5 2.3 35.6 14.2 3.5 6.2 15.9 0.4 5.3 5.5 1.5 34.2 16.1
Number of Traders in Each Category Total Traders: 98
10 13 5 23 8 11 14 17 6 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 2,946,116
Positions
306,187 796,229 21,933 1,485,463 531,003 209,103 488,404 910,013 68,171 147,632 125,114 3,559 215,664 280,991
Changes from: January 15, 2013 Total Change is: 102,704
50,118 -10,099 -3,061 44,941 -12,240 -5,656 56,690 65,209 8,341 -3,041 -11,046 837 -46,465 70,419
Percent of Open Interest Represented by Each Category of Trader
10.4 27.0 0.7 50.4 18.0 7.1 16.6 30.9 2.3 5.0 4.2 0.1 7.3 9.5
Number of Traders in Each Category Total Traders: 504
39 36 15 110 40 52 88 111 47 44 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 118,400
Positions
3,374 50,192 13 62,142 52,283 2,908 36,937 7,644 0 1,109 2,316 0 11,917 3,044
Changes from: January 15, 2013 Total Change is: 1,077
-182 1,882 0 186 -1,222 52 1,146 336 -29 222 -299 0 -318 357
Percent of Open Interest Represented by Each Category of Trader
2.8 42.4 0.0 52.5 44.2 2.5 31.2 6.5 0.0 0.9 2.0 0.0 10.1 2.6
Number of Traders in Each Category Total Traders: 100
4 14 . 38 14 9 18 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 63,166
Positions
2,267 37,266 360 27,545 6,205 1,418 22,671 11,478 282 2,517 2,673 62 6,044 3,422
Changes from: January 15, 2013 Total Change is: 1,274
-216 1,982 29 -348 -48 77 1,774 -865 -280 345 -242 12 -119 609
Percent of Open Interest Represented by Each Category of Trader
3.6 59.0 0.6 43.6 9.8 2.2 35.9 18.2 0.4 4.0 4.2 0.1 9.6 5.4
Number of Traders in Each Category Total Traders: 214
14 29 4 33 20 14 55 32 9 23 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 315,830
Positions
11,334 186,329 1,800 137,723 31,025 7,091 113,354 57,392 1,411 12,587 13,364 310 30,220 17,108
Changes from: January 15, 2013 Total Change is: 6,368
-1,080 9,908 146 -1,742 -241 385 8,870 -4,323 -1,401 1,723 -1,210 61 -594 3,043
Percent of Open Interest Represented by Each Category of Trader
3.6 59.0 0.6 43.6 9.8 2.2 35.9 18.2 0.4 4.0 4.2 0.1 9.6 5.4
Number of Traders in Each Category Total Traders: 214
14 29 4 33 20 14 55 32 9 23 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 364,236
Positions
68,836 46,491 11,471 148,134 185,084 22,477 86,604 72,697 2,085 3,469 13,180 0 21,160 10,751
Changes from: January 15, 2013 Total Change is: 4,831
-1,376 3,535 1,176 1,750 -1,505 215 2,006 -1,262 292 680 1,482 0 88 898
Percent of Open Interest Represented by Each Category of Trader
18.9 12.8 3.1 40.7 50.8 6.2 23.8 20.0 0.6 1.0 3.6 0.0 5.8 3.0
Number of Traders in Each Category Total Traders: 251
20 16 . 53 38 24 55 47 13 7 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 61,285
Positions
2,825 12,002 1,024 22,598 0 39 17,113 19,867 0 5,130 1,281 3 12,553 27,069
Changes from: January 15, 2013 Total Change is: 7,379
200 -729 50 2,332 0 -95 4,183 3,783 0 -375 337 1 1,083 4,032
Percent of Open Interest Represented by Each Category of Trader
4.6 19.6 1.7 36.9 0.0 0.1 27.9 32.4 0.0 8.4 2.1 0.0 20.5 44.2
Number of Traders in Each Category Total Traders: 56
. 5 . 15 0 . 17 11 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 75,844
Positions
26,058 12,005 4,237 7,954 3,421 0 24,967 6,926 1,391 3,773 200 0 7,464 47,664
Changes from: January 15, 2013 Total Change is: 15,137
8,358 -2,533 1,001 930 -435 0 4,560 433 372 88 0 0 -172 16,299
Percent of Open Interest Represented by Each Category of Trader
34.4 15.8 5.6 10.5 4.5 0.0 32.9 9.1 1.8 5.0 0.3 0.0 9.8 62.8
Number of Traders in Each Category Total Traders: 80
21 11 6 8 . 0 20 11 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 84,933
Positions
16,150 44,425 87 48,584 19,132 5,597 8,830 12,879 214 222 0 0 5,249 2,599
Changes from: January 15, 2013 Total Change is: 1,350
-302 5,441 -1 1,926 -529 13 247 -3,139 80 0 0 0 -613 -515
Percent of Open Interest Represented by Each Category of Trader
19.0 52.3 0.1 57.2 22.5 6.6 10.4 15.2 0.3 0.3 0.0 0.0 6.2 3.1
Number of Traders in Each Category Total Traders: 72
. 6 . 26 18 11 11 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 168,788
Positions
14,612 82,379 2,226 91,911 13,118 7,815 27,125 53,769 732 7,511 3,805 1,082 15,774 3,862
Changes from: January 15, 2013 Total Change is: 4,343
736 3,248 -253 2,600 -71 -384 1,346 807 -37 232 316 -3 106 720
Percent of Open Interest Represented by Each Category of Trader
8.7 48.8 1.3 54.5 7.8 4.6 16.1 31.9 0.4 4.4 2.3 0.6 9.3 2.3
Number of Traders in Each Category Total Traders: 140
16 16 4 42 12 14 30 7 . 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 549,756
Positions
5,010 62,044 3,857 233,915 165,547 71,972 75,372 50,280 6,934 18,047 30,833 0 134,649 158,289
Changes from: January 15, 2013 Total Change is: 5,349
3,366 6,436 1,830 4,663 -2,986 -1,110 -258 539 710 -4,296 -2,254 0 444 2,184
Percent of Open Interest Represented by Each Category of Trader
0.9 11.3 0.7 42.5 30.1 13.1 13.7 9.1 1.3 3.3 5.6 0.0 24.5 28.8
Number of Traders in Each Category Total Traders: 153
. 19 5 36 31 35 26 25 19 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 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 357,457
Positions
0 130,643 20 236,504 40,884 38,673 1,950 74,028 97 9,907 15,751 0 70,306 57,361
Changes from: January 15, 2013 Total Change is: -196
0 -1,189 20 -2,580 -154 182 0 995 -64 0 0 0 2,246 14
Percent of Open Interest Represented by Each Category of Trader
0.0 36.5 0.0 66.2 11.4 10.8 0.5 20.7 0.0 2.8 4.4 0.0 19.7 16.0
Number of Traders in Each Category Total Traders: 64
0 12 . 28 10 18 . 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 992,934
Positions
81,541 154,512 9,234 275,421 135,714 54,817 223,489 478,905 40,168 174,485 36,383 9,829 123,950 73,372
Changes from: January 15, 2013 Total Change is: -21,853
-5,874 -14,796 -1,954 -1,983 12,663 -506 -19,190 -25,059 9,441 -2,149 -61 2,650 -2,288 -4,231
Percent of Open Interest Represented by Each Category of Trader
8.2 15.6 0.9 27.7 13.7 5.5 22.5 48.2 4.0 17.6 3.7 1.0 12.5 7.4
Number of Traders in Each Category Total Traders: 217
18 22 7 41 23 31 36 35 21 25 17 7
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 48,292
Positions
22,792 11,009 7,410 490 0 365 13,480 25,813 3,016 0 25 131 608 523
Changes from: January 15, 2013 Total Change is: -7,171
953 3,562 -2,266 -300 0 200 -2,070 -4,710 -3,353 -8 25 -191 -136 -438
Percent of Open Interest Represented by Each Category of Trader
47.2 22.8 15.3 1.0 0.0 0.8 27.9 53.5 6.2 0.0 0.1 0.3 1.3 1.1
Number of Traders in Each Category Total Traders: 44
12 5 11 . 0 . 9 15 9 0 . .
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Traders in Financial Futures - Futures Only Positions as of January 22, 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 1,886,564
Positions
184,274 198,286 35,953 377,119 771,514 182,434 724,038 175,397 53,879 74,917 102,290 4,784 249,166 362,027
Changes from: January 15, 2013 Total Change is: 100,988
1,913 36,288 1,606 62,256 12,750 4,652 68,918 16,702 12,134 -41,321 23,959 -2,169 -7,001 -4,934
Percent of Open Interest Represented by Each Category of Trader
9.8 10.5 1.9 20.0 40.9 9.7 38.4 9.3 2.9 4.0 5.4 0.3 13.2 19.2
Number of Traders in Each Category Total Traders: 294
18 46 13 22 65 44 51 59 45 12 21 6
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,537,756
Positions
311,942 146,110 12,655 471,336 474,431 146,357 230,546 354,179 36,844 98,388 109,313 8,200 221,488 249,667
Changes from: January 15, 2013 Total Change is: -6,792
-26,838 6,568 1,361 -8,279 -9,576 11,214 44,648 -29,048 1,960 -38,621 9,753 -290 8,053 1,266
Percent of Open Interest Represented by Each Category of Trader
20.3 9.5 0.8 30.7 30.9 9.5 15.0 23.0 2.4 6.4 7.1 0.5 14.4 16.2
Number of Traders in Each Category Total Traders: 205
15 26 12 30 35 34 37 39 21 7 16 .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 373,267
Positions
161,151 154,208 96,177 0 2,958 3,547 36,406 14,859 45,025 2,712 10,966 8,653 19,596 36,874
Changes from: January 15, 2013 Total Change is: 644
9,751 -1,311 4,462 0 19 0 -3,047 -3,259 -6,469 -274 1,473 -928 -2,851 6,657
Percent of Open Interest Represented by Each Category of Trader
43.2 41.3 25.8 0.0 0.8 1.0 9.8 4.0 12.1 0.7 2.9 2.3 5.2 9.9
Number of Traders in Each Category Total Traders: 79
19 24 31 0 . . 8 17 18 4 4 4
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,482,190
Positions
1,492,378 2,541,381 1,770,105 920,399 327,546 174,316 998,145 448,182 1,776,249 181,248 183,629 270,742 898,608 990,040
Changes from: January 15, 2013 Total Change is: 161,662
134,620 -59,801 62,338 -4,149 88,452 30,349 -81,385 1,598 64,773 -25,280 1,919 -3,352 -16,252 -24,614
Percent of Open Interest Represented by Each Category of Trader
17.6 30.0 20.9 10.9 3.9 2.1 11.8 5.3 20.9 2.1 2.2 3.2 10.6 11.7
Number of Traders in Each Category Total Traders: 230
25 50 71 8 7 14 47 49 78 8 17 24
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,826
Positions
8,130 121 0 43 1,002 1 334 6,592 0 230 1,036 0 88 74
Changes from: January 15, 2013 Total Change is: -123
-72 -30 0 0 0 0 -26 -95 0 -2 0 0 -23 2
Percent of Open Interest Represented by Each Category of Trader
92.1 1.4 0.0 0.5 11.4 0.0 3.8 74.7 0.0 2.6 11.7 0.0 1.0 0.8
Number of Traders in Each Category Total Traders: 24
. . 0 . . . . 8 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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 7,032
Positions
6,596 1,618 0 0 848 43 200 4,221 0 0 261 0 193 41
Changes from: January 15, 2013 Total Change is: -647
-637 -55 0 0 0 0 -65 -605 0 0 0 0 55 13
Percent of Open Interest Represented by Each Category of Trader
93.8 23.0 0.0 0.0 12.1 0.6 2.8 60.0 0.0 0.0 3.7 0.0 2.7 0.6
Number of Traders in Each Category Total Traders: 20
. 4 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Futures Only Positions as of January 22, 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 42,728
Positions
8,906 15,458 1,668 946 4,105 385 16,583 18,180 838 10,584 794 3 2,815 1,297
Changes from: January 15, 2013 Total Change is: -3,839
116 -7 0 -30 -5 10 -4,224 -2,788 238 1,777 -399 3 -1,729 -891
Percent of Open Interest Represented by Each Category of Trader
20.8 36.2 3.9 2.2 9.6 0.9 38.8 42.5 2.0 24.8 1.9 0.0 6.6 3.0
Number of Traders in Each Category Total Traders: 104
. . . 5 4 . 24 29 5 29 8 .
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Traders in Financial Futures - Futures Only Positions as of January 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 425,350
Positions
106,853 18,062 53,816 43,260 17,897 13,777 67,669 176,024 35,530 9,675 12,580 63,347 31,423 34,317
Changes from: January 15, 2013 Total Change is: -36,820
-12,650 -12,565 -8,331 2,736 301 -1,987 6,532 3,609 -13,211 -4,853 -3,103 -6,983 1,927 5,450
Percent of Open Interest Represented by Each Category of Trader
25.1 4.2 12.7 10.2 4.2 3.2 15.9 41.4 8.4 2.3 3.0 14.9 7.4 8.1
Number of Traders in Each Category Total Traders: 189
20 11 21 8 9 12 49 43 49 21 15 25
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Updated January 25, 2013