Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 180,695
Positions
16,519 21,817 39,661 15,856 35,581 478 33,093 47,158 11,283 9,647 1,507 479 53,678 22,731
Changes from: December 13, 2011 Total Change is: 1,309
-26,647 -65 2,395 -2,341 676 28 2,150 -1,137 865 179 22 53 24,626 -1,528
Percent of Open Interest Represented by Each Category of Trader
9.1 12.1 21.9 8.8 19.7 0.3 18.3 26.1 6.2 5.3 0.8 0.3 29.7 12.6
Number of Traders in Each Category Total Traders: 75
5 15 17 5 5 . 14 15 12 13 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 35,469
Positions
10,226 1,077 822 999 846 203 13,350 13,847 1,411 537 0 0 7,920 17,263
Changes from: December 13, 2011 Total Change is: -23,332
-9,953 -4,949 -7,316 0 -66 0 -1,508 -1,020 -5,335 537 -424 0 244 -4,222
Percent of Open Interest Represented by Each Category of Trader
28.8 3.0 2.3 2.8 2.4 0.6 37.6 39.0 4.0 1.5 0.0 0.0 22.3 48.7
Number of Traders in Each Category Total Traders: 35
7 4 5 . . . 5 15 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 188,380
Positions
129,504 1,785 2,100 8,318 77,285 2,805 25,864 70,072 2,582 2,382 3,299 256 14,570 28,196
Changes from: December 13, 2011 Total Change is: -33,840
-20,625 -641 -11,240 666 -1,252 -557 2,992 -11,716 -6,328 -721 537 40 1,934 -2,682
Percent of Open Interest Represented by Each Category of Trader
68.7 0.9 1.1 4.4 41.0 1.5 13.7 37.2 1.4 1.3 1.8 0.1 7.7 15.0
Number of Traders in Each Category Total Traders: 85
11 5 10 5 15 4 15 27 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 138,818
Positions
227 61,875 3,596 64,602 10,967 1,379 47,131 29,817 2,063 1,265 2,666 7 18,548 26,448
Changes from: December 13, 2011 Total Change is: -73,134
-17,768 -54,979 -24,368 777 224 502 -18,376 19,251 -12,076 -887 772 7 -945 -2,468
Percent of Open Interest Represented by Each Category of Trader
0.2 44.6 2.6 46.5 7.9 1.0 34.0 21.5 1.5 0.9 1.9 0.0 13.4 19.1
Number of Traders in Each Category Total Traders: 75
. 12 6 7 9 6 17 21 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 308,858
Positions
118,887 22,219 8,196 51,326 35,481 4,426 50,620 134,396 26,140 14,396 11,715 3,870 30,998 62,415
Changes from: December 13, 2011 Total Change is: -57,889
9,743 -32,988 -16,508 478 83 -1,648 -27,011 10,512 -15,341 -1,177 2,112 -1,036 -5,390 -3,075
Percent of Open Interest Represented by Each Category of Trader
38.5 7.2 2.7 16.6 11.5 1.4 16.4 43.5 8.5 4.7 3.8 1.3 10.0 20.2
Number of Traders in Each Category Total Traders: 177
23 7 13 15 21 12 27 60 41 7 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 112,021
Positions
25,941 15,618 4,848 2,596 41,713 951 48,487 26,659 3,405 6,625 589 586 18,582 17,653
Changes from: December 13, 2011 Total Change is: -48,564
-20,279 -34,004 -11,891 24 -97 -177 -11,480 671 -2,281 -628 143 -113 -1,739 -816
Percent of Open Interest Represented by Each Category of Trader
23.2 13.9 4.3 2.3 37.2 0.8 43.3 23.8 3.0 5.9 0.5 0.5 16.6 15.8
Number of Traders in Each Category Total Traders: 72
7 11 9 . 7 4 13 26 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 126,512
Positions
44,581 38,355 76,034 0 0 0 4,208 10,173 1,151 0 0 0 538 799
Changes from: December 13, 2011 Total Change is: -8,225
-1,033 -283 -4,661 0 0 0 141 -892 -356 0 0 0 -2,316 -2,033
Percent of Open Interest Represented by Each Category of Trader
35.2 30.3 60.1 0.0 0.0 0.0 3.3 8.0 0.9 0.0 0.0 0.0 0.4 0.6
Number of Traders in Each Category Total Traders: 21
8 9 13 0 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 116,352
Positions
69,522 53,725 692 21,820 2,294 833 20,174 48,713 214 688 3,728 0 2,409 6,153
Changes from: December 13, 2011 Total Change is: -9,481
-700 9,495 -7,619 2,980 226 21 3,114 -5,844 -6,699 -31 158 -127 -420 908
Percent of Open Interest Represented by Each Category of Trader
59.8 46.2 0.6 18.8 2.0 0.7 17.3 41.9 0.2 0.6 3.2 0.0 2.1 5.3
Number of Traders in Each Category Total Traders: 81
7 9 . 6 5 . 18 26 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 9,442
Positions
3,289 1,296 225 0 274 0 4,115 4,855 0 165 509 0 1,648 2,283
Changes from: December 13, 2011 Total Change is: -19,244
-12,388 -17,261 -175 0 13 0 -6,011 -1,135 -495 0 -5 0 -175 -186
Percent of Open Interest Represented by Each Category of Trader
34.8 13.7 2.4 0.0 2.9 0.0 43.6 51.4 0.0 1.7 5.4 0.0 17.5 24.2
Number of Traders in Each Category Total Traders: 31
8 . . 0 . 0 5 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 46,735
Positions
15,976 30,805 243 3,000 2,625 179 17,284 7,527 725 3,779 173 181 5,368 4,278
Changes from: December 13, 2011 Total Change is: -61,263
-8,867 -8,684 -35,768 -846 -196 95 -819 1,569 -9,398 1,700 -919 -3,614 -3,746 -4,348
Percent of Open Interest Represented by Each Category of Trader
34.2 65.9 0.5 6.4 5.6 0.4 37.0 16.1 1.6 8.1 0.4 0.4 11.5 9.2
Number of Traders in Each Category Total Traders: 88
20 12 . 5 6 . 28 11 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 93,470
Positions
31,951 61,610 487 6,000 5,249 358 34,569 15,054 1,449 7,558 345 362 10,736 8,556
Changes from: December 13, 2011 Total Change is: -68,840
-8,089 -8,252 -46,018 -497 192 189 -5,424 752 -7,323 3,400 -4,525 -1,098 -3,980 -2,756
Percent of Open Interest Represented by Each Category of Trader
34.2 65.9 0.5 6.4 5.6 0.4 37.0 16.1 1.6 8.1 0.4 0.4 11.5 9.2
Number of Traders in Each Category Total Traders: 88
20 12 . 5 6 . 28 11 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 835,921
Positions
37,156 132,890 30,718 352,583 219,635 64,367 77,205 128,290 94,754 23,547 28,013 21,011 134,578 116,242
Changes from: December 13, 2011 Total Change is: -333,004
-56,119 -24,187 -126,877 3,303 3,853 -7,739 -18,319 -27,316 -102,956 3,996 -14,649 -11,540 -16,754 -21,594
Percent of Open Interest Represented by Each Category of Trader
4.4 15.9 3.7 42.2 26.3 7.7 9.2 15.3 11.3 2.8 3.4 2.5 16.1 13.9
Number of Traders in Each Category Total Traders: 535
33 50 32 107 69 65 84 121 94 32 39 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 280,058
Positions
10,439 74,235 3,906 106,693 50,170 12,883 24,910 20,698 35,015 5,079 13,044 7,637 73,498 62,472
Changes from: December 13, 2011 Total Change is: -143,350
-56,667 -33,522 -28,892 5,071 3,403 -3,032 -13,168 -43,843 -25,430 899 1,074 -4,680 -17,452 -8,428
Percent of Open Interest Represented by Each Category of Trader
3.7 26.5 1.4 38.1 17.9 4.6 8.9 7.4 12.5 1.8 4.7 2.7 26.2 22.3
Number of Traders in Each Category Total Traders: 114
5 15 7 23 14 13 15 31 38 5 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,779,314
Positions
216,398 376,085 51,251 1,259,971 877,845 226,906 362,271 638,753 197,900 96,258 78,765 62,958 305,402 268,852
Changes from: December 13, 2011 Total Change is: -948,270
-242,175 -198,239 -245,008 -8,412 2,679 -23,963 -173,532 -65,144 -239,855 17,355 -76,741 -36,171 3,491 -65,828
Percent of Open Interest Represented by Each Category of Trader
7.8 13.5 1.8 45.3 31.6 8.2 13.0 23.0 7.1 3.5 2.8 2.3 11.0 9.7
Number of Traders in Each Category Total Traders: 500
39 43 26 98 63 58 80 113 81 29 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 106,914
Positions
29,194 9,679 0 51,603 66,360 9,923 5,746 12,429 32 1,681 4,467 0 8,735 4,024
Changes from: December 13, 2011 Total Change is: -25,349
-1,047 -10,873 -7,100 -606 2,991 -257 -12,896 -3,422 -3,425 259 -2,264 0 -278 -1,000
Percent of Open Interest Represented by Each Category of Trader
27.3 9.1 0.0 48.3 62.1 9.3 5.4 11.6 0.0 1.6 4.2 0.0 8.2 3.8
Number of Traders in Each Category Total Traders: 87
12 8 0 30 14 14 6 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 51,735
Positions
8,843 24,908 306 20,217 9,970 1,275 13,026 8,773 670 1,786 3,023 52 5,559 2,757
Changes from: December 13, 2011 Total Change is: -63,584
-11,263 -15,228 -19,588 -2,425 -855 -366 -5,523 -386 -9,689 297 -725 -1,104 -13,924 -15,643
Percent of Open Interest Represented by Each Category of Trader
17.1 48.1 0.6 39.1 19.3 2.5 25.2 17.0 1.3 3.5 5.8 0.1 10.7 5.3
Number of Traders in Each Category Total Traders: 194
22 25 5 28 23 11 40 35 13 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 258,673
Positions
44,215 124,542 1,528 101,083 49,848 6,374 65,132 43,865 3,351 8,931 15,116 262 27,797 13,787
Changes from: December 13, 2011 Total Change is: -158,560
-54,984 -16,391 -39,533 -12,124 -2,777 -1,828 -37,039 -12,992 -14,279 1,487 6,937 -5,519 5,259 -72,177
Percent of Open Interest Represented by Each Category of Trader
17.1 48.1 0.6 39.1 19.3 2.5 25.2 17.0 1.3 3.5 5.8 0.1 10.7 5.3
Number of Traders in Each Category Total Traders: 194
22 25 5 28 23 11 40 35 13 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 418,197
Positions
207,418 21,914 13,643 111,513 217,276 26,162 38,008 104,759 2,037 3,805 17,332 885 14,726 14,189
Changes from: December 13, 2011 Total Change is: -49,463
-5,897 -7,330 -23,190 2,846 3,316 -1,812 -9,988 290 -6,777 974 -7,605 -1,293 -4,325 -5,061
Percent of Open Interest Represented by Each Category of Trader
49.6 5.2 3.3 26.7 52.0 6.3 9.1 25.1 0.5 0.9 4.1 0.2 3.5 3.4
Number of Traders in Each Category Total Traders: 230
22 10 . 43 48 24 30 58 9 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 22,336
Positions
5,623 0 0 7,003 734 82 3,555 7,910 3 0 4,231 0 6,070 9,376
Changes from: December 13, 2011 Total Change is: -216
-639 0 0 -256 -915 0 13 -385 3 -216 335 0 879 746
Percent of Open Interest Represented by Each Category of Trader
25.2 0.0 0.0 31.4 3.3 0.4 15.9 35.4 0.0 0.0 18.9 0.0 27.2 42.0
Number of Traders in Each Category Total Traders: 32
6 0 0 9 . . 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 32,500
Positions
11,214 7,810 904 5,588 4,419 543 6,374 3,465 1,200 1,383 238 0 5,294 13,921
Changes from: December 13, 2011 Total Change is: 1,658
2,023 923 -12 -56 134 132 -631 1,711 1,146 283 -12 0 -1,227 -2,364
Percent of Open Interest Represented by Each Category of Trader
34.5 24.0 2.8 17.2 13.6 1.7 19.6 10.7 3.7 4.3 0.7 0.0 16.3 42.8
Number of Traders in Each Category Total Traders: 47
10 8 . 5 . . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 43,484
Positions
2,077 3,273 65 28,574 25,826 4,266 4,652 8,334 3 205 0 0 3,642 1,717
Changes from: December 13, 2011 Total Change is: -7,346
-1,518 -838 -3,651 1,442 1,778 -131 -211 -1,668 -1,377 0 0 0 -1,900 -1,459
Percent of Open Interest Represented by Each Category of Trader
4.8 7.5 0.1 65.7 59.4 9.8 10.7 19.2 0.0 0.5 0.0 0.0 8.4 3.9
Number of Traders in Each Category Total Traders: 51
. . . 15 21 9 6 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 63,150
Positions
14,753 21,571 9 28,732 24,163 2,263 8,654 9,046 582 2,190 3,144 321 5,646 2,051
Changes from: December 13, 2011 Total Change is: -22,688
-869 -2,491 -833 666 -531 70 368 1,573 -5,022 37 449 -1,456 -15,649 -14,447
Percent of Open Interest Represented by Each Category of Trader
23.4 34.2 0.0 45.5 38.3 3.6 13.7 14.3 0.9 3.5 5.0 0.5 8.9 3.2
Number of Traders in Each Category Total Traders: 68
11 10 . 13 9 6 10 5 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 703,470
Positions
16,364 108,929 43,347 297,988 105,286 94,372 36,910 99,325 45,527 10,030 65,008 13,146 145,784 128,530
Changes from: December 13, 2011 Total Change is: 21,524
-62 7,034 11,641 5,953 -4,330 -7,050 -49 11,063 9,291 138 2,082 2,726 -1,063 -10,934
Percent of Open Interest Represented by Each Category of Trader
2.3 15.5 6.2 42.4 15.0 13.4 5.2 14.1 6.5 1.4 9.2 1.9 20.7 18.3
Number of Traders in Each Category Total Traders: 154
10 19 22 42 21 40 24 24 34 4 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 367,791
Positions
5,980 144,526 2,820 258,151 20,181 34,295 1,942 122,027 1,835 0 0 0 62,768 42,107
Changes from: December 13, 2011 Total Change is: -13,909
861 -9,558 -1,756 -8,674 2,812 -2,895 105 395 -1,385 0 0 0 -165 -1,522
Percent of Open Interest Represented by Each Category of Trader
1.6 39.3 0.8 70.2 5.5 9.3 0.5 33.2 0.5 0.0 0.0 0.0 17.1 11.4
Number of Traders in Each Category Total Traders: 68
. 10 5 37 7 21 . 11 4 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 737,722
Positions
71,592 83,280 7,904 135,942 166,312 75,922 254,052 227,027 44,267 36,538 34,055 2,322 109,183 96,632
Changes from: December 13, 2011 Total Change is: -2,619
1,851 -4,819 -9,910 1,096 -7,924 7,703 -10,059 11,317 7,223 -5,494 -885 176 4,795 -5,499
Percent of Open Interest Represented by Each Category of Trader
9.7 11.3 1.1 18.4 22.5 10.3 34.4 30.8 6.0 5.0 4.6 0.3 14.8 13.1
Number of Traders in Each Category Total Traders: 200
13 24 11 33 42 39 29 34 26 9 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,734,484
Positions
64,918 148,368 94,844 670,618 605,988 184,933 212,339 136,745 139,859 31,421 77,241 48,708 286,844 297,798
Changes from: December 13, 2011 Total Change is: 19,616
-3,151 11,368 -1,080 83,875 -1,990 -9,488 -8,723 27,207 -10,748 -13,557 1,966 4,441 -21,952 -2,059
Percent of Open Interest Represented by Each Category of Trader
3.7 8.6 5.5 38.7 34.9 10.7 12.2 7.9 8.1 1.8 4.5 2.8 16.5 17.2
Number of Traders in Each Category Total Traders: 240
19 32 40 32 56 53 51 31 57 8 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,378,180
Positions
52,898 187,877 85,159 326,522 435,350 162,327 211,667 115,405 90,949 212,707 60,222 16,554 219,395 224,336
Changes from: December 13, 2011 Total Change is: -70,478
-19,440 31,756 8,798 -55,173 -45,209 4,581 19,805 -47,807 -24,151 15,161 -7,693 475 -20,534 8,772
Percent of Open Interest Represented by Each Category of Trader
3.8 13.6 6.2 23.7 31.6 11.8 15.4 8.4 6.6 15.4 4.4 1.2 15.9 16.3
Number of Traders in Each Category Total Traders: 179
6 31 24 24 37 41 33 28 31 9 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 710,514
Positions
195,579 252,952 190,285 3,266 3,667 3,093 82,671 36,288 145,722 27,873 7,417 30,636 31,389 40,455
Changes from: December 13, 2011 Total Change is: -6,840
-2,300 2,193 -7,029 0 0 -477 3,530 -292 -2,973 2,283 1,682 913 -787 -856
Percent of Open Interest Represented by Each Category of Trader
27.5 35.6 26.8 0.5 0.5 0.4 11.6 5.1 20.5 3.9 1.0 4.3 4.4 5.7
Number of Traders in Each Category Total Traders: 117
24 30 42 . . . 24 18 35 4 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,569,617
Positions
1,205,003 2,307,497 2,696,989 1,737,392 85,763 166,412 466,444 503,150 3,853,084 82,834 358,521 533,963 827,496 1,064,237
Changes from: December 13, 2011 Total Change is:-3,363,033
-378,955 -469,210 -549,202 -190,204 -15,174 16,462 -27,151 -51,369 -1,923,662 -27,861 -90,782 -223,490 -58,969 -56,605
Percent of Open Interest Represented by Each Category of Trader
10.4 19.9 23.3 15.0 0.7 1.4 4.0 4.3 33.3 0.7 3.1 4.6 7.2 9.2
Number of Traders in Each Category Total Traders: 252
25 56 78 10 13 21 38 70 104 6 21 21
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 10,464
Positions
6,492 3,033 0 1,499 781 11 997 6,375 25 1,198 160 0 242 79
Changes from: December 13, 2011 Total Change is: -1,320
-110 46 0 -48 -1 0 -37 -255 -311 24 0 0 -838 -799
Percent of Open Interest Represented by Each Category of Trader
62.0 29.0 0.0 14.3 7.5 0.1 9.5 60.9 0.2 11.4 1.5 0.0 2.3 0.8
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 4 10 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,415
Positions
9,351 6,691 0 1,367 1,886 0 1,217 3,307 0 70 305 0 410 226
Changes from: December 13, 2011 Total Change is: -1,885
-1,073 -12 -190 0 -301 0 291 -430 -969 30 0 0 26 17
Percent of Open Interest Represented by Each Category of Trader
75.3 53.9 0.0 11.0 15.2 0.0 9.8 26.6 0.0 0.6 2.5 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 32
5 4 0 . 5 0 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 68,148
Positions
23,573 31,170 33 6,064 285 298 22,060 32,827 1,795 4,969 148 11 9,345 1,581
Changes from: December 13, 2011 Total Change is: 799
5,086 -15,111 5 815 -23 -6 -4,266 18,958 -1,125 67 -224 -125 348 -1,551
Percent of Open Interest Represented by Each Category of Trader
34.6 45.7 0.0 8.9 0.4 0.4 32.4 48.2 2.6 7.3 0.2 0.0 13.7 2.3
Number of Traders in Each Category Total Traders: 106
5 5 . 8 . . 44 15 5 24 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 156,992
Positions
38,801 37,633 44,046 9,138 1,238 1,512 15,715 24,770 16,054 461 1,869 15,508 15,757 14,362
Changes from: December 13, 2011 Total Change is: 6,562
-350 -5,221 3,277 -1,288 378 58 4,457 5,697 -153 -68 421 2,199 -1,570 -94
Percent of Open Interest Represented by Each Category of Trader
24.7 24.0 28.1 5.8 0.8 1.0 10.0 15.8 10.2 0.3 1.2 9.9 10.0 9.1
Number of Traders in Each Category Total Traders: 79
9 9 16 11 . 5 21 15 23 . 7 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2011
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,214
Positions
3,181 27 83 1,493 1,400 90 10,750 2,779 220 0 11,415 177 220 23
Changes from: December 13, 2011 Total Change is: -730
239 1 -7 -364 -144 0 86 -36 149 0 211 -917 84 13
Percent of Open Interest Represented by Each Category of Trader
19.6 0.2 0.5 9.2 8.6 0.6 66.3 17.1 1.4 0.0 70.4 1.1 1.4 0.1
Number of Traders in Each Category Total Traders: 24
. . . . 4 . 5 5 . 0 . .
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Updated December 23, 2011