Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 179,385 Positions 43,166 21,882 37,265 18,197 34,905 450 30,943 48,295 10,418 9,468 1,485 426 29,053 24,259 Changes from: December 6, 2011 Total Change is: 16,527 1,294 1,453 17,550 -1,663 -8 1 -968 -584 296 807 15 -601 -187 -1,593 Percent of Open Interest Represented by Each Category of Trader 24.1 12.2 20.8 10.1 19.5 0.3 17.2 26.9 5.8 5.3 0.8 0.2 16.2 13.5 Number of Traders in Each Category Total Traders: 74 8 13 13 5 4 . 13 16 11 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 58,801 Positions 20,179 6,025 8,138 999 912 203 14,858 14,867 6,747 0 424 0 7,677 21,485 Changes from: December 6, 2011 Total Change is: 9,280 2,490 -584 4,124 0 5 0 221 -717 3,627 0 -40 0 -1,181 2,865 Percent of Open Interest Represented by Each Category of Trader 34.3 10.2 13.8 1.7 1.6 0.3 25.3 25.3 11.5 0.0 0.7 0.0 13.1 36.5 Number of Traders in Each Category Total Traders: 42 8 8 10 . . . 5 17 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 222,220 Positions 150,128 2,426 13,340 7,652 78,537 3,362 22,872 81,788 8,910 3,103 2,762 216 12,636 30,878 Changes from: December 6, 2011 Total Change is: 4,622 -5,082 -1,278 8,652 -603 -1,119 278 -481 -5,427 4,652 -1,205 -194 43 -1,631 -985 Percent of Open Interest Represented by Each Category of Trader 67.6 1.1 6.0 3.4 35.3 1.5 10.3 36.8 4.0 1.4 1.2 0.1 5.7 13.9 Number of Traders in Each Category Total Traders: 92 15 6 16 4 15 4 16 28 20 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 211,952 Positions 17,995 116,853 27,964 63,825 10,743 877 65,507 10,566 14,139 2,152 1,894 0 19,493 28,916 Changes from: December 6, 2011 Total Change is: 21,983 -1,519 286 12,926 595 462 -597 640 -1,879 10,273 867 -278 -195 -1,006 986 Percent of Open Interest Represented by Each Category of Trader 8.5 55.1 13.2 30.1 5.1 0.4 30.9 5.0 6.7 1.0 0.9 0.0 9.2 13.6 Number of Traders in Each Category Total Traders: 85 6 12 14 7 8 4 22 21 19 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 366,747 Positions 109,144 55,207 24,704 50,847 35,398 6,074 77,630 123,885 41,480 15,573 9,603 4,906 36,388 65,490 Changes from: December 6, 2011 Total Change is: 26,832 9,702 -4,430 4,499 -5,533 1,524 1,061 12,352 24,742 3,001 1,487 -2,447 -2,105 2,367 986 Percent of Open Interest Represented by Each Category of Trader 29.8 15.1 6.7 13.9 9.7 1.7 21.2 33.8 11.3 4.2 2.6 1.3 9.9 17.9 Number of Traders in Each Category Total Traders: 189 22 14 17 15 23 13 27 62 40 9 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 160,586 Positions 46,220 49,622 16,739 2,572 41,809 1,128 59,967 25,988 5,686 7,253 446 699 20,321 18,469 Changes from: December 6, 2011 Total Change is: 5,099 -4,163 4,091 5,984 0 51 70 6,445 1,428 -4,378 656 -1,205 -225 709 -716 Percent of Open Interest Represented by Each Category of Trader 28.8 30.9 10.4 1.6 26.0 0.7 37.3 16.2 3.5 4.5 0.3 0.4 12.7 11.5 Number of Traders in Each Category Total Traders: 84 12 12 13 . 7 4 18 26 17 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 134,737 Positions 45,614 38,638 80,695 0 0 0 4,067 11,065 1,507 0 0 0 2,854 2,832 Changes from: December 6, 2011 Total Change is: 20,363 -19,200 -20,144 39,672 0 0 0 -836 -523 218 0 0 0 509 1,140 Percent of Open Interest Represented by Each Category of Trader 33.9 28.7 59.9 0.0 0.0 0.0 3.0 8.2 1.1 0.0 0.0 0.0 2.1 2.1 Number of Traders in Each Category Total Traders: 20 7 10 15 0 0 0 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 125,833 Positions 70,222 44,230 8,311 18,840 2,068 812 17,060 54,557 6,913 719 3,570 127 2,829 5,245 Changes from: December 6, 2011 Total Change is: -4,398 -731 -5,187 -3,265 -55 -159 192 -886 4,917 199 121 -42 -209 236 -844 Percent of Open Interest Represented by Each Category of Trader 55.8 35.1 6.6 15.0 1.6 0.6 13.6 43.4 5.5 0.6 2.8 0.1 2.2 4.2 Number of Traders in Each Category Total Traders: 96 7 12 6 6 5 . 21 31 11 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 28,686 Positions 15,677 18,557 400 0 261 0 10,126 5,990 495 165 514 0 1,823 2,469 Changes from: December 6, 2011 Total Change is: 1,089 -183 931 196 0 -33 0 403 -617 325 0 29 0 348 258 Percent of Open Interest Represented by Each Category of Trader 54.7 64.7 1.4 0.0 0.9 0.0 35.3 20.9 1.7 0.6 1.8 0.0 6.4 8.6 Number of Traders in Each Category Total Traders: 41 8 9 5 0 . 0 5 14 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 107,998 Positions 24,843 39,489 36,011 3,846 2,821 85 18,103 5,958 10,123 2,079 1,091 3,795 9,115 8,626 Changes from: December 6, 2011 Total Change is: 39,307 1,510 4,572 27,100 39 7 -278 2,391 -132 5,985 -31 -40 1,369 1,221 723 Percent of Open Interest Represented by Each Category of Trader 23.0 36.6 33.3 3.6 2.6 0.1 16.8 5.5 9.4 1.9 1.0 3.5 8.4 8.0 Number of Traders in Each Category Total Traders: 101 20 15 22 6 7 . 22 19 23 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 26,843 Positions 13,877 13,612 3,704 597 292 0 1,287 1,987 2,557 1,344 0 1,721 1,757 2,970 Changes from: December 6, 2011 Total Change is: 8,096 500 1,000 3,439 0 0 0 221 -468 2,507 0 0 1,331 98 288 Percent of Open Interest Represented by Each Category of Trader 51.7 50.7 13.8 2.2 1.1 0.0 4.8 7.4 9.5 5.0 0.0 6.4 6.5 11.1 Number of Traders in Each Category Total Traders: 25 8 4 9 . . 0 5 4 7 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 162,310 Positions 40,040 69,862 46,505 6,497 5,057 169 39,993 14,303 8,772 4,158 4,870 1,461 14,716 11,312 Changes from: December 6, 2011 Total Change is: 62,421 3,868 8,991 45,475 78 14 -555 4,768 1,101 6,528 -63 -79 75 2,246 871 Percent of Open Interest Represented by Each Category of Trader 24.7 43.0 28.7 4.0 3.1 0.1 24.6 8.8 5.4 2.6 3.0 0.9 9.1 7.0 Number of Traders in Each Category Total Traders: 98 20 15 15 5 6 . 24 20 22 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,168,924 Positions 93,275 157,076 157,595 349,280 215,782 72,106 95,524 155,606 197,710 19,552 42,663 32,551 151,332 137,836 Changes from: December 6, 2011 Total Change is: 92,984 1,586 -8,998 48,604 1,127 15,979 1,072 6,635 7,406 18,033 3,711 1,267 3,910 8,304 5,710 Percent of Open Interest Represented by Each Category of Trader 8.0 13.4 13.5 29.9 18.5 6.2 8.2 13.3 16.9 1.7 3.6 2.8 12.9 11.8 Number of Traders in Each Category Total Traders: 579 34 55 55 105 76 72 96 126 127 37 50 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 423,407 Positions 67,106 107,757 32,797 101,622 46,767 15,914 38,078 64,541 60,444 4,179 11,970 12,317 90,950 70,900 Changes from: December 6, 2011 Total Change is: 12,975 10,887 392 7,488 1,681 4,037 1,590 -2,433 -1,731 -2,546 1,467 -1,713 -2,442 -2,717 7,900 Percent of Open Interest Represented by Each Category of Trader 15.8 25.4 7.7 24.0 11.0 3.8 9.0 15.2 14.3 1.0 2.8 2.9 21.5 16.7 Number of Traders in Each Category Total Traders: 139 14 14 17 25 16 16 21 34 48 6 9 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,727,585 Positions 458,574 574,324 296,258 1,268,383 875,167 250,869 535,802 703,898 437,754 78,903 155,506 99,129 301,912 334,680 Changes from: December 6, 2011 Total Change is: 400,046 1,660 1,220 157,416 496 62,975 -5,854 31,065 31,407 117,174 -1,100 2,575 44,083 55,106 -10,950 Percent of Open Interest Represented by Each Category of Trader 12.3 15.4 7.9 34.0 23.5 6.7 14.4 18.9 11.7 2.1 4.2 2.7 8.1 9.0 Number of Traders in Each Category Total Traders: 538 37 51 49 94 69 63 92 119 115 32 44 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 132,263 Positions 30,241 20,552 7,100 52,209 63,369 10,180 18,642 15,851 3,457 1,422 6,731 0 9,013 5,024 Changes from: December 6, 2011 Total Change is: 15,095 4,086 866 7,099 3,169 2,204 239 -147 1,274 3,421 -218 16 -25 -2,529 1 Percent of Open Interest Represented by Each Category of Trader 22.9 15.5 5.4 39.5 47.9 7.7 14.1 12.0 2.6 1.1 5.1 0.0 6.8 3.8 Number of Traders in Each Category Total Traders: 92 11 10 12 30 14 14 9 12 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 115,319 Positions 20,106 40,137 19,894 22,641 10,825 1,641 18,549 9,159 10,359 1,489 3,748 1,156 19,483 18,401 Changes from: December 6, 2011 Total Change is: 20,146 -858 1,999 8,890 1,827 1,439 401 3,102 -208 4,681 493 -274 938 671 2,280 Percent of Open Interest Represented by Each Category of Trader 17.4 34.8 17.3 19.6 9.4 1.4 16.1 7.9 9.0 1.3 3.3 1.0 16.9 16.0 Number of Traders in Each Category Total Traders: 219 25 26 24 30 24 13 49 43 31 8 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 31,872 Positions 11,794 23,478 154 0 300 0 4,574 4,246 374 0 2,112 0 14,976 1,208 Changes from: December 6, 2011 Total Change is: 1,981 -903 1,228 32 0 0 0 1,593 246 374 0 0 -50 935 151 Percent of Open Interest Represented by Each Category of Trader 37.0 73.7 0.5 0.0 0.9 0.0 14.4 13.3 1.2 0.0 6.6 0.0 47.0 3.8 Number of Traders in Each Category Total Traders: 24 8 8 . 0 . 0 . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 417,233 Positions 99,199 140,933 41,061 113,207 52,625 8,203 102,171 56,857 17,631 7,444 8,180 5,781 22,538 85,964 Changes from: December 6, 2011 Total Change is: 90,823 8,513 12,143 36,000 9,137 7,197 2,007 15,477 5,661 13,602 2,467 -1,371 4,940 -1,319 10,644 Percent of Open Interest Represented by Each Category of Trader 23.8 33.8 9.8 27.1 12.6 2.0 24.5 13.6 4.2 1.8 2.0 1.4 5.4 20.6 Number of Traders in Each Category Total Traders: 219 26 25 19 30 24 13 49 43 30 8 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 467,660 Positions 213,315 29,244 36,833 108,667 213,960 27,974 47,996 104,469 8,814 2,831 24,937 2,179 19,051 19,250 Changes from: December 6, 2011 Total Change is: 21,117 -2,122 -3,026 12,145 3,765 5,289 -2,256 35 1,659 4,721 1,206 949 1,976 1,646 -341 Percent of Open Interest Represented by Each Category of Trader 45.6 6.3 7.9 23.2 45.8 6.0 10.3 22.3 1.9 0.6 5.3 0.5 4.1 4.1 Number of Traders in Each Category Total Traders: 242 25 9 12 41 50 26 32 60 22 7 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 22,552 Positions 6,262 0 0 7,259 1,649 82 3,542 8,295 0 216 3,896 0 5,191 8,630 Changes from: December 6, 2011 Total Change is: -8,124 -3,063 -2,066 -1,071 -232 -1,099 0 -1,125 4,550 -1,514 0 -1,080 0 -1,119 -5,844 Percent of Open Interest Represented by Each Category of Trader 27.8 0.0 0.0 32.2 7.3 0.4 15.7 36.8 0.0 1.0 17.3 0.0 23.0 38.3 Number of Traders in Each Category Total Traders: 34 6 0 0 8 4 . 7 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 30,842 Positions 9,191 6,887 916 5,644 4,285 411 7,005 1,754 54 1,100 250 0 6,521 16,285 Changes from: December 6, 2011 Total Change is: -19,212 -11,587 -303 -3,653 -2,087 1,598 -1,823 3,745 -6,116 -1,564 -2,109 170 -220 86 -7,301 Percent of Open Interest Represented by Each Category of Trader 29.8 22.3 3.0 18.3 13.9 1.3 22.7 5.7 0.2 3.6 0.8 0.0 21.1 52.8 Number of Traders in Each Category Total Traders: 39 8 8 . 5 . . 7 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 50,830 Positions 3,595 4,111 3,716 27,132 24,048 4,397 4,863 10,002 1,380 205 0 0 5,542 3,176 Changes from: December 6, 2011 Total Change is: 6,658 -190 958 3,483 -1,804 1,305 71 1,863 -1,433 1,376 205 0 0 1,654 898 Percent of Open Interest Represented by Each Category of Trader 7.1 8.1 7.3 53.4 47.3 8.7 9.6 19.7 2.7 0.4 0.0 0.0 10.9 6.2 Number of Traders in Each Category Total Traders: 54 . 4 . 16 20 9 8 4 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 85,838 Positions 15,622 24,062 842 28,066 24,694 2,193 8,286 7,473 5,604 2,153 2,695 1,777 21,295 16,498 Changes from: December 6, 2011 Total Change is: 19,065 726 1,449 746 86 -447 210 -387 1,618 3,903 -20 -32 356 13,445 11,262 Percent of Open Interest Represented by Each Category of Trader 18.2 28.0 1.0 32.7 28.8 2.6 9.7 8.7 6.5 2.5 3.1 2.1 24.8 19.2 Number of Traders in Each Category Total Traders: 70 12 11 4 12 9 7 11 6 4 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 681,946 Positions 16,427 101,895 31,706 292,036 109,615 101,422 36,959 88,262 36,236 9,893 62,926 10,420 146,847 139,464 Changes from: December 6, 2011 Total Change is: 18,134 -3,611 7,870 -326 14,647 2,264 5,001 -2,547 -2,762 2,933 -397 2,122 1,122 1,312 -89 Percent of Open Interest Represented by Each Category of Trader 2.4 14.9 4.6 42.8 16.1 14.9 5.4 12.9 5.3 1.5 9.2 1.5 21.5 20.5 Number of Traders in Each Category Total Traders: 143 7 18 22 41 21 36 20 24 29 4 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 381,700 Positions 5,119 154,084 4,576 266,825 17,369 37,190 1,837 121,632 3,220 0 0 0 62,933 43,629 Changes from: December 6, 2011 Total Change is: -24,141 0 -6,929 -3,673 -6,411 1,682 -3,381 0 -4,720 -10,391 0 0 0 -285 3,271 Percent of Open Interest Represented by Each Category of Trader 1.3 40.4 1.2 69.9 4.6 9.7 0.5 31.9 0.8 0.0 0.0 0.0 16.5 11.4 Number of Traders in Each Category Total Traders: 69 . 12 4 36 7 21 . 11 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 740,340 Positions 69,741 88,099 17,814 134,846 174,236 68,219 264,111 215,710 37,045 42,032 34,940 2,145 104,388 102,131 Changes from: December 6, 2011 Total Change is: 64,491 -5,325 22,019 1,778 -2,258 -1,977 -336 56,728 35,632 4,241 6,257 3,675 1,558 1,848 -2,100 Percent of Open Interest Represented by Each Category of Trader 9.4 11.9 2.4 18.2 23.5 9.2 35.7 29.1 5.0 5.7 4.7 0.3 14.1 13.8 Number of Traders in Each Category Total Traders: 208 12 25 12 30 45 38 34 38 28 10 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,714,868 Positions 68,070 137,000 95,925 586,743 607,979 194,421 221,062 109,538 150,607 44,978 75,275 44,267 308,796 299,857 Changes from: December 6, 2011 Total Change is: 79,594 606 27,916 -2,767 54,058 47,367 -6,414 40,274 27,536 -27,824 -14,362 -4,115 18,027 17,995 -134 Percent of Open Interest Represented by Each Category of Trader 4.0 8.0 5.6 34.2 35.5 11.3 12.9 6.4 8.8 2.6 4.4 2.6 18.0 17.5 Number of Traders in Each Category Total Traders: 237 19 27 38 33 55 53 44 41 62 5 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,448,658 Positions 72,339 156,121 76,362 381,695 480,559 157,746 191,862 163,211 115,101 197,546 67,915 16,079 239,928 215,564 Changes from: December 6, 2011 Total Change is: 109,515 -3,011 35,851 10,278 27,497 28,292 5,709 22,933 17,333 12,627 5,268 6,110 5,449 22,763 -12,134 Percent of Open Interest Represented by Each Category of Trader 5.0 10.8 5.3 26.3 33.2 10.9 13.2 11.3 7.9 13.6 4.7 1.1 16.6 14.9 Number of Traders in Each Category Total Traders: 173 10 27 24 23 39 40 32 24 26 8 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 717,354 Positions 197,878 250,759 197,314 3,266 3,667 3,570 79,141 36,580 148,696 25,590 5,735 29,723 32,176 41,311 Changes from: December 6, 2011 Total Change is: 14,844 -6,892 8,526 8,450 -250 0 0 9,731 1,210 -152 942 -861 1,826 1,190 -4,154 Percent of Open Interest Represented by Each Category of Trader 27.6 35.0 27.5 0.5 0.5 0.5 11.0 5.1 20.7 3.6 0.8 4.1 4.5 5.8 Number of Traders in Each Category Total Traders: 115 24 30 44 . . . 22 20 35 . 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is14,932,650 Positions 1,583,958 2,776,706 3,246,192 1,927,596 100,938 149,950 493,595 554,519 5,776,746 110,694 449,303 757,453 886,465 1,120,842 Changes from: December 6, 2011 Total Change is: 394,285 53,136 141,659 23,594 -61,827 4,581 -51,811 44,924 -26,703 241,501 22,315 2,411 51,059 71,396 7,995 Percent of Open Interest Represented by Each Category of Trader 10.6 18.6 21.7 12.9 0.7 1.0 3.3 3.7 38.7 0.7 3.0 5.1 5.9 7.5 Number of Traders in Each Category Total Traders: 278 32 62 90 11 12 19 58 62 113 9 20 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 11,784 Positions 6,602 2,987 0 1,547 782 11 1,034 6,630 336 1,174 160 0 1,080 878 Changes from: December 6, 2011 Total Change is: 757 308 -580 0 12 -50 4 2 1,033 -420 40 0 0 811 770 Percent of Open Interest Represented by Each Category of Trader 56.0 25.3 0.0 13.1 6.6 0.1 8.8 56.3 2.9 10.0 1.4 0.0 9.2 7.5 Number of Traders in Each Category Total Traders: 28 . . 0 . 4 . 4 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 14,300 Positions 10,424 6,703 190 1,367 2,187 0 926 3,737 969 40 305 0 384 209 Changes from: December 6, 2011 Total Change is: 531 -660 -69 0 0 102 0 246 -483 969 0 0 0 -24 12 Percent of Open Interest Represented by Each Category of Trader 72.9 46.9 1.3 9.6 15.3 0.0 6.5 26.1 6.8 0.3 2.1 0.0 2.7 1.5 Number of Traders in Each Category Total Traders: 30 4 4 . . 5 0 6 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 67,349 Positions 18,487 46,281 27 5,249 308 304 26,326 13,868 2,920 4,902 372 136 8,997 3,132 Changes from: December 6, 2011 Total Change is: 8,817 225 487 -524 488 0 -36 4,294 6,176 1,042 712 160 132 2,484 1,380 Percent of Open Interest Represented by Each Category of Trader 27.4 68.7 0.0 7.8 0.5 0.5 39.1 20.6 4.3 7.3 0.6 0.2 13.4 4.6 Number of Traders in Each Category Total Traders: 110 5 6 . 6 . . 43 16 11 28 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 150,430 Positions 39,151 42,854 40,769 10,426 860 1,454 11,258 19,073 16,207 529 1,448 13,309 17,327 14,456 Changes from: December 6, 2011 Total Change is: 1,936 319 -4,283 1,456 1,412 84 225 -3,122 -34 -1,056 -901 1,079 1,527 2,076 2,938 Percent of Open Interest Represented by Each Category of Trader 26.0 28.5 27.1 6.9 0.6 1.0 7.5 12.7 10.8 0.4 1.0 8.8 11.5 9.6 Number of Traders in Each Category Total Traders: 77 11 9 15 11 . 7 17 15 23 . 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2011 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 16,944 Positions 2,942 26 90 1,857 1,544 90 10,664 2,815 71 0 11,204 1,094 136 10 Changes from: December 6, 2011 Total Change is: 62 -139 -162 90 61 73 0 -88 35 0 0 -165 190 -52 1 Percent of Open Interest Represented by Each Category of Trader 17.4 0.2 0.5 11.0 9.1 0.5 62.9 16.6 0.4 0.0 66.1 6.5 0.8 0.1 Number of Traders in Each Category Total Traders: 27 4 . . 5 4 . 5 5 . 0 . . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 16, 2011