Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 178,087
Positions
29,495 94,742 3,810 23,765 16,871 637 63,739 31,663 5,937 7,671 5,768 69 42,964 18,590
Changes from: December 4, 2012 Total Change is: 10,744
-2,309 5,198 621 416 462 334 6,645 1,143 2,120 1,052 1,123 -436 2,301 179
Percent of Open Interest Represented by Each Category of Trader
16.6 53.2 2.1 13.3 9.5 0.4 35.8 17.8 3.3 4.3 3.2 0.0 24.1 10.4
Number of Traders in Each Category Total Traders: 90
5 15 9 10 4 4 30 10 9 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 48,835
Positions
9,982 19,496 1,579 1,568 2,773 190 10,272 9,230 4,936 2,110 0 1,232 16,966 9,399
Changes from: December 4, 2012 Total Change is: 4,037
1,655 1,730 1,498 0 9 0 -58 -2,581 3,382 -688 0 0 -1,752 -1
Percent of Open Interest Represented by Each Category of Trader
20.4 39.9 3.2 3.2 5.7 0.4 21.0 18.9 10.1 4.3 0.0 2.5 34.7 19.2
Number of Traders in Each Category Total Traders: 44
6 9 4 . 4 . 10 10 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 183,628
Positions
12,040 72,750 2,114 22,357 31,470 1,416 98,416 34,944 2,774 3,418 19,648 38 41,055 18,474
Changes from: December 4, 2012 Total Change is: 4,879
2,022 3,884 1,949 139 21 5 -82 -3,865 953 1,100 651 -1,538 331 2,819
Percent of Open Interest Represented by Each Category of Trader
6.6 39.6 1.2 12.2 17.1 0.8 53.6 19.0 1.5 1.9 10.7 0.0 22.4 10.1
Number of Traders in Each Category Total Traders: 104
5 13 4 8 13 . 31 20 12 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 267,582
Positions
83,628 15,115 28,162 54,568 9,774 2,535 50,058 103,805 26,642 565 16,010 5,431 15,993 60,108
Changes from: December 4, 2012 Total Change is: 46,600
-3,659 1,110 23,310 814 -642 613 -3,539 458 22,091 -990 -1,524 5,393 2,567 -4,209
Percent of Open Interest Represented by Each Category of Trader
31.3 5.6 10.5 20.4 3.7 0.9 18.7 38.8 10.0 0.2 6.0 2.0 6.0 22.5
Number of Traders in Each Category Total Traders: 116
11 11 10 8 9 5 20 43 15 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 241,932
Positions
56,046 45,560 12,557 44,929 41,903 5,011 36,377 66,223 7,564 29,317 10,008 2,718 47,413 50,388
Changes from: December 4, 2012 Total Change is: 24,386
1,558 14,295 8,899 -1,775 2,261 -136 6,613 -419 4,188 4,518 -1,309 -63 584 -3,330
Percent of Open Interest Represented by Each Category of Trader
23.2 18.8 5.2 18.6 17.3 2.1 15.0 27.4 3.1 12.1 4.1 1.1 19.6 20.8
Number of Traders in Each Category Total Traders: 176
22 14 9 16 17 13 28 42 21 17 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 229,394
Positions
20,817 68,616 11,664 4,375 43,713 1,865 136,641 58,324 12,258 1,845 7,859 1,375 38,554 23,720
Changes from: December 4, 2012 Total Change is: 17,322
95 9,551 854 11 346 588 4,220 -8,795 11,810 -979 3,434 -463 1,186 -3
Percent of Open Interest Represented by Each Category of Trader
9.1 29.9 5.1 1.9 19.1 0.8 59.6 25.4 5.3 0.8 3.4 0.6 16.8 10.3
Number of Traders in Each Category Total Traders: 108
7 13 7 4 9 . 32 25 11 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 83,019
Positions
39,415 53,470 21,462 3,461 0 35 8,073 323 4,602 2,470 0 2,861 640 266
Changes from: December 4, 2012 Total Change is: 3,623
-417 798 2,193 441 0 35 983 323 462 0 0 0 -74 -188
Percent of Open Interest Represented by Each Category of Trader
47.5 64.4 25.9 4.2 0.0 0.0 9.7 0.4 5.5 3.0 0.0 3.4 0.8 0.3
Number of Traders in Each Category Total Traders: 26
7 12 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 251,887
Positions
25,786 106,119 12,186 20,101 415 0 145,515 86,191 29,340 8,781 9,843 653 9,525 7,140
Changes from: December 4, 2012 Total Change is: 61,136
-4,534 -933 11,515 -5,166 0 0 29,243 16,124 26,891 2,542 2,654 121 524 4,764
Percent of Open Interest Represented by Each Category of Trader
10.2 42.1 4.8 8.0 0.2 0.0 57.8 34.2 11.6 3.5 3.9 0.3 3.8 2.8
Number of Traders in Each Category Total Traders: 148
5 12 7 13 . 0 75 13 14 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,698
Positions
16,387 16,690 3 531 0 0 5,456 1,681 68 11,556 15,587 1,060 637 609
Changes from: December 4, 2012 Total Change is: 1,574
-36 1,603 3 -81 0 0 1,831 0 -3 16 0 0 -156 -29
Percent of Open Interest Represented by Each Category of Trader
45.9 46.8 0.0 1.5 0.0 0.0 15.3 4.7 0.2 32.4 43.7 3.0 1.8 1.7
Number of Traders in Each Category Total Traders: 25
4 5 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 41,381
Positions
1,624 27,885 1,014 629 0 0 28,489 5,174 2,794 430 2,104 176 6,225 2,234
Changes from: December 4, 2012 Total Change is: 9,214
60 3,298 735 -242 0 0 4,726 2,705 2,307 135 301 -24 1,517 -108
Percent of Open Interest Represented by Each Category of Trader
3.9 67.4 2.5 1.5 0.0 0.0 68.8 12.5 6.8 1.0 5.1 0.4 15.0 5.4
Number of Traders in Each Category Total Traders: 57
. 10 4 . 0 0 25 9 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 50,665
Positions
14,378 31,310 1,419 4,938 0 581 19,131 9,326 207 2,204 1,746 0 7,808 6,078
Changes from: December 4, 2012 Total Change is: 2,985
398 -193 648 -346 -458 48 4,422 1,861 -1,229 -73 842 0 -884 1,466
Percent of Open Interest Represented by Each Category of Trader
28.4 61.8 2.8 9.7 0.0 1.1 37.8 18.4 0.4 4.4 3.4 0.0 15.4 12.0
Number of Traders in Each Category Total Traders: 98
17 18 4 8 0 . 31 14 9 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 101,329
Positions
28,756 62,619 2,837 9,876 0 1,161 38,262 18,652 413 4,408 3,491 0 15,616 12,156
Changes from: December 4, 2012 Total Change is: 5,970
795 -386 1,295 -691 -916 96 8,844 3,722 -2,457 -145 1,684 0 -1,767 2,932
Percent of Open Interest Represented by Each Category of Trader
28.4 61.8 2.8 9.7 0.0 1.1 37.8 18.4 0.4 4.4 3.4 0.0 15.4 12.0
Number of Traders in Each Category Total Traders: 98
17 18 4 8 0 . 31 14 9 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 866,940
Positions
56,862 240,233 48,712 343,006 153,487 58,728 126,504 166,956 50,433 41,483 39,186 9,954 131,256 99,250
Changes from: December 4, 2012 Total Change is: 15,043
-75 23,447 5,428 -5,550 -1,062 -2,646 13,165 -11,843 6,301 2,338 -1,651 1,897 -5,815 -4,828
Percent of Open Interest Represented by Each Category of Trader
6.6 27.7 5.6 39.6 17.7 6.8 14.6 19.3 5.8 4.8 4.5 1.1 15.1 11.4
Number of Traders in Each Category Total Traders: 566
38 42 35 123 52 64 109 99 73 49 53 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 221,731
Positions
21,651 68,133 5,023 84,086 28,631 8,337 25,104 37,566 380 11,826 13,183 3,551 61,773 56,927
Changes from: December 4, 2012 Total Change is: 1,147
-9,039 5,501 730 -1,976 -496 6 8,205 -2,344 -159 1,217 351 1,302 861 -3,744
Percent of Open Interest Represented by Each Category of Trader
9.8 30.7 2.3 37.9 12.9 3.8 11.3 16.9 0.2 5.3 5.9 1.6 27.9 25.7
Number of Traders in Each Category Total Traders: 98
11 9 5 25 8 13 16 16 6 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,226,043
Positions
209,453 893,898 185,051 1,333,253 662,931 213,305 672,382 812,334 84,883 157,117 138,843 23,183 347,416 211,615
Changes from: December 4, 2012 Total Change is: 69,478
9,741 54,651 58,567 -20,091 -5,048 -11,039 49,503 -22,792 7,597 2,749 -12,867 5,831 -33,380 -5,422
Percent of Open Interest Represented by Each Category of Trader
6.5 27.7 5.7 41.3 20.5 6.6 20.8 25.2 2.6 4.9 4.3 0.7 10.8 6.6
Number of Traders in Each Category Total Traders: 537
33 44 32 111 49 56 110 97 63 44 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,562
Positions
6,579 38,789 19 60,333 59,810 1,851 33,179 11,779 237 851 2,363 0 14,513 2,714
Changes from: December 4, 2012 Total Change is: -2,147
-3,446 3,197 6 -1,771 -2,635 40 1,707 -2,545 60 205 87 0 1,052 -357
Percent of Open Interest Represented by Each Category of Trader
5.6 33.0 0.0 51.3 50.9 1.6 28.2 10.0 0.2 0.7 2.0 0.0 12.3 2.3
Number of Traders in Each Category Total Traders: 101
9 13 . 37 12 9 16 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 103,354
Positions
4,077 37,076 26,299 25,510 9,141 1,094 27,760 13,377 6,630 1,612 3,700 683 9,690 5,354
Changes from: December 4, 2012 Total Change is: -572
-1,360 4,607 -3,905 1,443 -669 -49 3,208 -656 820 -103 -178 345 -972 -888
Percent of Open Interest Represented by Each Category of Trader
3.9 35.9 25.4 24.7 8.8 1.1 26.9 12.9 6.4 1.6 3.6 0.7 9.4 5.2
Number of Traders in Each Category Total Traders: 232
16 27 14 31 21 12 70 40 19 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 22,770
Positions
14,279 14,146 348 2,000 0 0 2,589 5,728 0 523 0 100 2,931 2,448
Changes from: December 4, 2012 Total Change is: -3,488
-1,845 -2,948 -6 0 0 0 -1,716 -245 0 246 0 100 -267 -389
Percent of Open Interest Represented by Each Category of Trader
62.7 62.1 1.5 8.8 0.0 0.0 11.4 25.2 0.0 2.3 0.0 0.4 12.9 10.8
Number of Traders in Each Category Total Traders: 21
9 6 . . 0 0 . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 402,918
Positions
69,777 235,441 8,964 117,552 45,705 5,468 154,375 66,766 4,630 8,059 21,117 298 33,795 14,529
Changes from: December 4, 2012 Total Change is: 14,580
-22,698 12,650 5,629 7,216 -3,345 -247 25,329 -1,344 3,392 -513 342 -3 -3,525 -2,494
Percent of Open Interest Represented by Each Category of Trader
17.3 58.4 2.2 29.2 11.3 1.4 38.3 16.6 1.1 2.0 5.2 0.1 8.4 3.6
Number of Traders in Each Category Total Traders: 232
17 26 9 31 21 12 71 39 17 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 385,157
Positions
109,889 27,374 14,180 136,654 201,115 21,225 78,548 93,604 2,210 3,629 11,842 0 18,822 13,607
Changes from: December 4, 2012 Total Change is: 5,813
-12,290 1,452 1,539 2,233 -1,134 809 11,414 129 632 684 704 0 792 1,682
Percent of Open Interest Represented by Each Category of Trader
28.5 7.1 3.7 35.5 52.2 5.5 20.4 24.3 0.6 0.9 3.1 0.0 4.9 3.5
Number of Traders in Each Category Total Traders: 253
22 12 4 52 40 26 53 51 13 8 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 56,158
Positions
9,699 4,997 220 16,123 0 140 12,412 16,662 1,070 2,521 1,364 0 13,973 31,705
Changes from: December 4, 2012 Total Change is: 12,535
53 299 120 2,806 0 46 5,109 1,910 1,070 -2,588 -269 -1 5,920 9,360
Percent of Open Interest Represented by Each Category of Trader
17.3 8.9 0.4 28.7 0.0 0.2 22.1 29.7 1.9 4.5 2.4 0.0 24.9 56.5
Number of Traders in Each Category Total Traders: 55
5 5 . 15 0 . 11 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 71,031
Positions
13,801 20,968 7,412 6,902 2,460 293 23,001 11,324 2,054 3,822 3,342 217 13,529 22,961
Changes from: December 4, 2012 Total Change is: 16,438
-194 4,201 3,462 1,100 0 -298 4,229 1,134 985 224 349 217 6,713 6,388
Percent of Open Interest Represented by Each Category of Trader
19.4 29.5 10.4 9.7 3.5 0.4 32.4 15.9 2.9 5.4 4.7 0.3 19.0 32.3
Number of Traders in Each Category Total Traders: 76
14 15 13 6 . . 21 11 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 65,465
Positions
4,497 9,207 817 39,501 33,301 7,304 7,765 11,429 650 218 0 0 4,713 2,757
Changes from: December 4, 2012 Total Change is: 618
449 307 -6 -741 -611 227 231 843 423 0 0 0 35 -565
Percent of Open Interest Represented by Each Category of Trader
6.9 14.1 1.2 60.3 50.9 11.2 11.9 17.5 1.0 0.3 0.0 0.0 7.2 4.2
Number of Traders in Each Category Total Traders: 72
5 . . 24 22 9 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 150,843
Positions
20,266 68,519 9,544 68,772 19,099 7,622 15,473 31,797 6,530 5,930 2,036 1,105 15,601 4,591
Changes from: December 4, 2012 Total Change is: 18,494
2,956 3,015 4,501 1,785 739 883 1,113 5,280 3,657 109 -44 32 3,458 431
Percent of Open Interest Represented by Each Category of Trader
13.4 45.4 6.3 45.6 12.7 5.1 10.3 21.1 4.3 3.9 1.3 0.7 10.3 3.0
Number of Traders in Each Category Total Traders: 126
13 17 6 34 14 13 24 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 602,970
Positions
9,232 100,781 5,468 235,545 166,373 69,633 95,231 64,945 20,031 18,857 32,950 0 148,973 142,789
Changes from: December 4, 2012 Total Change is: -51,522
4,045 -28,990 -16,537 -5,620 26,993 -9,735 -14,731 -12,077 -10,439 -112 2,970 -8 1,615 -3,699
Percent of Open Interest Represented by Each Category of Trader
1.5 16.7 0.9 39.1 27.6 11.5 15.8 10.8 3.3 3.1 5.5 0.0 24.7 23.7
Number of Traders in Each Category Total Traders: 157
7 15 4 42 25 33 31 25 12 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 370,490
Positions
0 119,974 0 230,310 46,103 37,181 5,422 80,607 13,353 16,791 15,527 0 67,433 57,745
Changes from: December 4, 2012 Total Change is: -10,154
0 -699 -42 1,999 -1,078 -437 2,169 -884 -10,619 -530 0 0 -2,694 3,605
Percent of Open Interest Represented by Each Category of Trader
0.0 32.4 0.0 62.2 12.4 10.0 1.5 21.8 3.6 4.5 4.2 0.0 18.2 15.6
Number of Traders in Each Category Total Traders: 63
0 10 0 29 9 16 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 984,794
Positions
109,784 119,744 18,363 270,208 75,818 58,490 228,746 535,846 46,129 111,989 38,164 8,179 132,906 84,061
Changes from: December 4, 2012 Total Change is: -11,478
2,523 24,206 -23,265 17,057 -13,563 -2,254 -5,063 -2,941 3,459 855 3,344 -123 -4,667 -341
Percent of Open Interest Represented by Each Category of Trader
11.1 12.2 1.9 27.4 7.7 5.9 23.2 54.4 4.7 11.4 3.9 0.8 13.5 8.5
Number of Traders in Each Category Total Traders: 223
21 22 8 45 20 30 41 35 20 22 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 42,959
Positions
28,374 12,107 4,477 150 1,809 0 5,479 20,122 3,538 1 0 198 742 708
Changes from: December 4, 2012 Total Change is: 3,551
3,558 244 -237 50 1,427 0 330 2,291 -2 1 0 -61 -88 -111
Percent of Open Interest Represented by Each Category of Trader
66.0 28.2 10.4 0.3 4.2 0.0 12.8 46.8 8.2 0.0 0.0 0.5 1.7 1.6
Number of Traders in Each Category Total Traders: 46
12 4 11 . . 0 11 15 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,727,989
Positions
142,780 127,807 17,403 404,256 779,079 169,099 533,715 154,226 53,938 88,114 111,909 8,945 309,739 305,583
Changes from: December 4, 2012 Total Change is: 26,383
19,636 4,345 -8,843 27,206 47,141 -4,924 -10,108 44,260 -4,924 2,933 4,489 -10,482 15,889 -44,679
Percent of Open Interest Represented by Each Category of Trader
8.3 7.4 1.0 23.4 45.1 9.8 30.9 8.9 3.1 5.1 6.5 0.5 17.9 17.7
Number of Traders in Each Category Total Traders: 262
21 30 14 23 60 45 49 52 35 11 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,484,349
Positions
286,064 189,718 26,327 221,722 468,544 117,384 384,090 294,310 57,455 140,407 90,380 5,130 245,770 235,101
Changes from: December 4, 2012 Total Change is: -37,126
-3,401 32,304 -14,358 -2,289 15,768 -1,378 160 -71,597 6,522 -4,886 1,358 539 -18,035 -6,284
Percent of Open Interest Represented by Each Category of Trader
19.3 12.8 1.8 14.9 31.6 7.9 25.9 19.8 3.9 9.5 6.1 0.3 16.6 15.8
Number of Traders in Each Category Total Traders: 207
17 26 12 28 37 32 37 40 22 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 344,013
Positions
141,835 104,831 103,548 0 2,221 3,345 21,379 38,570 42,796 1,569 5,717 6,628 22,913 36,357
Changes from: December 4, 2012 Total Change is: 13,127
3,938 7,988 4,647 0 0 0 5,966 -1,952 -2,135 67 2,109 502 142 1,968
Percent of Open Interest Represented by Each Category of Trader
41.2 30.5 30.1 0.0 0.6 1.0 6.2 11.2 12.4 0.5 1.7 1.9 6.7 10.6
Number of Traders in Each Category Total Traders: 69
17 20 27 0 . . 10 11 17 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,789,838
Positions
1,040,354 3,028,855 1,912,693 973,460 89,321 137,297 1,724,125 475,477 1,670,551 118,109 178,405 259,317 953,932 1,037,922
Changes from: December 4, 2012 Total Change is: 175,847
-80,120 84,176 5,862 40,925 -6,831 7,645 84,268 3,640 64,341 10,337 16,344 -2,221 44,810 2,891
Percent of Open Interest Represented by Each Category of Trader
11.8 34.5 21.8 11.1 1.0 1.6 19.6 5.4 19.0 1.3 2.0 3.0 10.9 11.8
Number of Traders in Each Category Total Traders: 236
26 53 74 8 7 15 53 46 81 10 15 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,353
Positions
9,865 2,412 0 538 1,096 0 2,169 8,472 311 234 966 0 236 96
Changes from: December 4, 2012 Total Change is: 264
-919 1,722 0 0 112 0 1,187 -2,251 -38 0 696 0 34 23
Percent of Open Interest Represented by Each Category of Trader
73.9 18.1 0.0 4.0 8.2 0.0 16.2 63.4 2.3 1.8 7.2 0.0 1.8 0.7
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,695
Positions
11,019 5,885 0 0 863 41 858 4,980 593 0 262 0 184 71
Changes from: December 4, 2012 Total Change is: -598
-233 -344 0 -927 -5 0 155 -903 472 0 171 0 -65 11
Percent of Open Interest Represented by Each Category of Trader
86.8 46.4 0.0 0.0 6.8 0.3 6.8 39.2 4.7 0.0 2.1 0.0 1.4 0.6
Number of Traders in Each Category Total Traders: 26
. 6 0 0 4 . 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,730
Positions
9,302 7,370 1,923 1,783 4,774 323 21,170 29,590 1,905 9,273 834 215 2,836 1,796
Changes from: December 4, 2012 Total Change is: 5,539
-596 496 394 -37 230 -28 5,471 7,300 -764 1,462 -681 -55 -308 -1,353
Percent of Open Interest Represented by Each Category of Trader
19.1 15.1 3.9 3.7 9.8 0.7 43.4 60.7 3.9 19.0 1.7 0.4 5.8 3.7
Number of Traders in Each Category Total Traders: 95
. . . 7 6 . 18 34 9 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 409,743
Positions
119,580 20,883 46,588 29,338 18,189 17,618 38,289 145,173 47,285 7,652 6,952 79,702 23,691 27,353
Changes from: December 4, 2012 Total Change is: 13,612
-4,821 5,525 2,645 -348 -1,153 480 7,220 4,258 -1,329 1,480 -5,220 16,984 -8,699 -8,578
Percent of Open Interest Represented by Each Category of Trader
29.2 5.1 11.4 7.2 4.4 4.3 9.3 35.4 11.5 1.9 1.7 19.5 5.8 6.7
Number of Traders in Each Category Total Traders: 178
26 10 24 8 12 9 33 41 45 17 19 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,530
Positions
238 4,421 0 3,831 538 79 4,109 3,585 902 240 0 0 131 5
Changes from: December 4, 2012 Total Change is: 234
37 -30 0 110 51 2 84 215 0 0 0 0 1 -4
Percent of Open Interest Represented by Each Category of Trader
2.5 46.4 0.0 40.2 5.6 0.8 43.1 37.6 9.5 2.5 0.0 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 20
. 4 0 4 . . 4 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 14, 2012