Traders in Financial Futures - Futures Only Positions as of December 18, 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 219,922 Positions 20,818 103,904 40,123 23,407 18,453 350 71,014 20,517 11,369 7,335 7,246 35 45,471 17,925 Changes from: December 11, 2012 Total Change is: 41,835 -8,677 9,162 36,313 -358 1,582 -287 7,275 -11,146 5,432 -336 1,478 -34 2,507 -665 Percent of Open Interest Represented by Each Category of Trader 9.5 47.2 18.2 10.6 8.4 0.2 32.3 9.3 5.2 3.3 3.3 0.0 20.7 8.2 Number of Traders in Each Category Total Traders: 89 5 13 10 10 4 . 33 9 8 11 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 43,412 Positions 435 16,960 0 1,744 2,697 173 16,757 11,337 0 604 3,293 0 23,699 8,952 Changes from: December 11, 2012 Total Change is: -5,423 -9,547 -2,536 -1,579 176 -76 -17 6,485 2,107 -4,936 -1,506 3,293 -1,232 6,733 -447 Percent of Open Interest Represented by Each Category of Trader 1.0 39.1 0.0 4.0 6.2 0.4 38.6 26.1 0.0 1.4 7.6 0.0 54.6 20.6 Number of Traders in Each Category Total Traders: 35 . 7 0 . 4 . 11 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 188,472 Positions 1,919 57,186 205 23,579 30,720 1,419 113,452 46,167 110 5,019 35,177 0 42,769 17,488 Changes from: December 11, 2012 Total Change is: 4,844 -10,121 -15,564 -1,909 1,222 -750 3 15,036 11,223 -2,664 1,601 15,529 -38 1,714 -986 Percent of Open Interest Represented by Each Category of Trader 1.0 30.3 0.1 12.5 16.3 0.8 60.2 24.5 0.1 2.7 18.7 0.0 22.7 9.3 Number of Traders in Each Category Total Traders: 98 . 11 . 7 13 4 34 16 4 8 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 196,662 Positions 86,969 7,504 405 53,288 8,456 2,404 23,610 111,170 160 16,242 6,189 0 13,584 60,374 Changes from: December 11, 2012 Total Change is: -70,920 3,341 -7,611 -27,757 -1,280 -1,318 -131 -26,448 7,365 -26,482 15,677 -9,821 -5,431 -2,409 266 Percent of Open Interest Represented by Each Category of Trader 44.2 3.8 0.2 27.1 4.3 1.2 12.0 56.5 0.1 8.3 3.1 0.0 6.9 30.7 Number of Traders in Each Category Total Traders: 117 10 7 . 8 8 4 20 47 . 5 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 193,681 Positions 18,751 24,173 1,033 46,062 41,040 5,074 55,166 59,469 683 15,775 13,057 1,712 49,425 47,440 Changes from: December 11, 2012 Total Change is: -48,251 -37,295 -21,387 -11,524 1,133 -863 63 18,789 -6,754 -6,881 -13,542 3,049 -1,006 2,012 -2,948 Percent of Open Interest Represented by Each Category of Trader 9.7 12.5 0.5 23.8 21.2 2.6 28.5 30.7 0.4 8.1 6.7 0.9 25.5 24.5 Number of Traders in Each Category Total Traders: 173 17 12 5 19 17 15 38 32 9 16 22 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 204,312 Positions 11,164 83,334 35 4,412 44,414 1,100 143,599 43,891 436 1,413 10,152 1,135 41,018 19,815 Changes from: December 11, 2012 Total Change is: -25,082 -9,653 14,718 -11,629 37 701 -765 6,958 -14,433 -11,822 -432 2,293 -240 2,464 -3,905 Percent of Open Interest Represented by Each Category of Trader 5.5 40.8 0.0 2.2 21.7 0.5 70.3 21.5 0.2 0.7 5.0 0.6 20.1 9.7 Number of Traders in Each Category Total Traders: 109 5 12 . 4 9 . 36 28 4 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 73,504 Positions 36,457 48,112 17,436 3,238 0 0 6,292 553 4,228 2,470 0 2,855 528 320 Changes from: December 11, 2012 Total Change is: -9,515 -2,958 -5,358 -4,026 -223 0 -35 -1,781 230 -374 0 0 -6 -112 54 Percent of Open Interest Represented by Each Category of Trader 49.6 65.5 23.7 4.4 0.0 0.0 8.6 0.8 5.8 3.4 0.0 3.9 0.7 0.4 Number of Traders in Each Category Total Traders: 24 5 13 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 212,190 Positions 19,017 118,958 0 13,138 991 0 160,843 79,049 0 9,137 10,927 145 9,910 2,120 Changes from: December 11, 2012 Total Change is: -39,697 -6,769 12,839 -12,186 -6,963 576 0 15,328 -7,142 -29,340 356 1,084 -508 385 -5,020 Percent of Open Interest Represented by Each Category of Trader 9.0 56.1 0.0 6.2 0.5 0.0 75.8 37.3 0.0 4.3 5.1 0.1 4.7 1.0 Number of Traders in Each Category Total Traders: 139 5 10 0 12 4 0 72 13 0 18 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 40,302 Positions 16,200 20,105 604 3,660 0 0 6,098 1,683 487 11,453 15,587 1,060 740 776 Changes from: December 11, 2012 Total Change is: 4,604 -187 3,415 601 3,129 0 0 642 2 419 -103 0 0 103 167 Percent of Open Interest Represented by Each Category of Trader 40.2 49.9 1.5 9.1 0.0 0.0 15.1 4.2 1.2 28.4 38.7 2.6 1.8 1.9 Number of Traders in Each Category Total Traders: 23 . 5 . . 0 0 7 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 42,446 Positions 1,724 17,913 0 454 0 0 33,874 19,269 156 239 3,289 68 5,931 1,751 Changes from: December 11, 2012 Total Change is: 1,065 100 -9,972 -1,014 -175 0 0 5,385 14,095 -2,638 -191 1,185 -108 -294 -483 Percent of Open Interest Represented by Each Category of Trader 4.1 42.2 0.0 1.1 0.0 0.0 79.8 45.4 0.4 0.6 7.7 0.2 14.0 4.1 Number of Traders in Each Category Total Traders: 53 . 7 0 . 0 0 24 11 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 77,875 Positions 17,532 42,117 12,723 6,935 0 241 17,634 5,585 8,492 2,674 609 1,853 9,794 6,258 Changes from: December 11, 2012 Total Change is: 27,210 3,154 10,807 11,304 1,997 0 -340 -1,497 -3,742 8,285 470 -1,137 1,853 1,986 180 Percent of Open Interest Represented by Each Category of Trader 22.5 54.1 16.3 8.9 0.0 0.3 22.6 7.2 10.9 3.4 0.8 2.4 12.6 8.0 Number of Traders in Each Category Total Traders: 95 18 17 16 8 0 . 27 10 14 9 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 16,318 Positions 5,809 11,029 1,887 1,410 0 0 4,123 1,908 323 1,659 0 0 1,107 1,171 Changes from: December 11, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 35.6 67.6 11.6 8.6 0.0 0.0 25.3 11.7 2.0 10.2 0.0 0.0 6.8 7.2 Number of Traders in Each Category Total Traders: 23 4 9 . . 0 0 4 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 123,113 Positions 32,060 70,790 13,056 11,049 0 481 37,039 17,370 6,320 4,630 3,818 1,105 17,373 10,173 Changes from: December 11, 2012 Total Change is: 21,784 3,304 8,171 10,219 1,173 0 -680 -1,223 -1,282 5,907 222 327 1,105 1,757 -1,983 Percent of Open Interest Represented by Each Category of Trader 26.0 57.5 10.6 9.0 0.0 0.4 30.1 14.1 5.1 3.8 3.1 0.9 14.1 8.3 Number of Traders in Each Category Total Traders: 92 17 17 12 7 0 . 27 12 12 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 923,950 Positions 58,999 258,388 83,513 348,466 144,476 62,540 129,047 166,990 70,878 40,082 41,590 11,642 118,783 83,934 Changes from: December 11, 2012 Total Change is: 57,010 2,137 18,154 34,801 5,460 -9,011 3,812 2,543 34 20,444 -1,401 2,404 1,688 -12,473 -15,316 Percent of Open Interest Represented by Each Category of Trader 6.4 28.0 9.0 37.7 15.6 6.8 14.0 18.1 7.7 4.3 4.5 1.3 12.9 9.1 Number of Traders in Each Category Total Traders: 561 39 40 45 122 47 65 119 95 89 46 50 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 244,816 Positions 19,380 82,178 23,306 82,839 28,406 10,248 28,087 39,078 2,407 10,788 15,965 4,458 63,303 38,770 Changes from: December 11, 2012 Total Change is: 23,085 -2,271 14,045 18,283 -1,247 -225 1,911 2,983 1,512 2,027 -1,038 2,782 907 1,530 -18,157 Percent of Open Interest Represented by Each Category of Trader 7.9 33.6 9.5 33.8 11.6 4.2 11.5 16.0 1.0 4.4 6.5 1.8 25.9 15.8 Number of Traders in Each Category Total Traders: 101 11 11 9 25 7 15 17 15 16 8 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 3,395,668 Positions 218,204 901,155 280,928 1,363,098 615,315 226,497 679,871 814,632 167,280 158,911 140,563 23,479 277,400 225,819 Changes from: December 11, 2012 Total Change is: 169,625 8,751 7,257 95,877 29,845 -47,616 13,192 7,489 2,298 82,397 1,794 1,720 296 -70,016 14,204 Percent of Open Interest Represented by Each Category of Trader 6.4 26.5 8.3 40.1 18.1 6.7 20.0 24.0 4.9 4.7 4.1 0.7 8.2 6.7 Number of Traders in Each Category Total Traders: 535 35 43 39 109 45 57 119 95 77 41 47 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 128,627 Positions 4,843 42,537 10,509 60,891 57,534 1,765 32,946 8,984 2,095 930 2,341 0 14,648 2,862 Changes from: December 11, 2012 Total Change is: 11,065 -1,736 3,748 10,490 558 -2,276 -86 -233 -2,795 1,858 79 -22 0 135 148 Percent of Open Interest Represented by Each Category of Trader 3.8 33.1 8.2 47.3 44.7 1.4 25.6 7.0 1.6 0.7 1.8 0.0 11.4 2.2 Number of Traders in Each Category Total Traders: 102 8 12 7 38 12 9 18 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 120,814 Positions 4,417 38,133 35,398 26,070 7,965 6,729 27,091 14,166 11,059 1,711 3,225 784 7,554 3,355 Changes from: December 11, 2012 Total Change is: 17,460 341 1,056 9,100 560 -1,176 5,635 -669 789 4,429 99 -476 102 -2,136 -1,999 Percent of Open Interest Represented by Each Category of Trader 3.7 31.6 29.3 21.6 6.6 5.6 22.4 11.7 9.2 1.4 2.7 0.6 6.3 2.8 Number of Traders in Each Category Total Traders: 230 18 28 24 32 21 16 68 38 28 14 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 26,916 Positions 15,297 15,329 2,401 2,000 0 945 2,919 5,728 0 523 0 200 2,631 2,313 Changes from: December 11, 2012 Total Change is: 4,146 1,018 1,183 2,053 0 0 945 330 0 0 0 0 100 -300 -135 Percent of Open Interest Represented by Each Category of Trader 56.8 57.0 8.9 7.4 0.0 3.5 10.8 21.3 0.0 1.9 0.0 0.7 9.8 8.6 Number of Traders in Each Category Total Traders: 22 9 7 5 . 0 . . . 0 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 469,488 Positions 67,848 236,265 42,740 120,531 40,007 28,740 145,144 66,475 31,008 8,554 18,738 307 24,616 5,208 Changes from: December 11, 2012 Total Change is: 66,570 -1,929 824 33,776 2,979 -5,698 23,272 -9,231 -291 26,378 495 -2,379 9 -9,179 -9,321 Percent of Open Interest Represented by Each Category of Trader 14.5 50.3 9.1 25.7 8.5 6.1 30.9 14.2 6.6 1.8 4.0 0.1 5.2 1.1 Number of Traders in Each Category Total Traders: 230 18 28 19 31 22 16 68 38 27 14 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 439,188 Positions 101,898 30,638 50,723 129,662 192,750 36,190 83,820 98,663 6,125 3,933 11,308 500 26,337 12,291 Changes from: December 11, 2012 Total Change is: 54,031 -7,991 3,264 36,543 -6,992 -8,365 14,965 5,272 5,059 3,915 304 -534 500 7,515 -1,316 Percent of Open Interest Represented by Each Category of Trader 23.2 7.0 11.5 29.5 43.9 8.2 19.1 22.5 1.4 0.9 2.6 0.1 6.0 2.8 Number of Traders in Each Category Total Traders: 259 23 13 13 53 41 29 51 52 16 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 52,544 Positions 3,666 6,387 100 21,387 0 81 13,657 22,152 0 4,122 1,396 0 9,531 22,428 Changes from: December 11, 2012 Total Change is: -3,614 -6,033 1,390 -120 5,264 0 -59 1,245 5,490 -1,070 1,601 32 0 -4,442 -9,277 Percent of Open Interest Represented by Each Category of Trader 7.0 12.2 0.2 40.7 0.0 0.2 26.0 42.2 0.0 7.8 2.7 0.0 18.1 42.7 Number of Traders in Each Category Total Traders: 48 4 . . 15 0 . 12 9 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 58,730 Positions 9,293 9,231 2,652 7,354 3,670 0 25,568 3,529 390 4,806 256 0 8,667 39,002 Changes from: December 11, 2012 Total Change is: -12,301 -4,508 -11,737 -4,760 452 1,210 -293 2,567 -7,795 -1,664 984 -3,086 -217 -4,862 16,041 Percent of Open Interest Represented by Each Category of Trader 15.8 15.7 4.5 12.5 6.2 0.0 43.5 6.0 0.7 8.2 0.4 0.0 14.8 66.4 Number of Traders in Each Category Total Traders: 60 13 10 6 5 . 0 18 5 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 91,761 Positions 4,532 10,705 22,222 41,536 31,143 6,990 7,755 14,005 2,667 220 0 0 5,839 4,029 Changes from: December 11, 2012 Total Change is: 26,296 35 1,498 21,405 2,035 -2,158 -314 -10 2,576 2,017 2 0 0 1,126 1,272 Percent of Open Interest Represented by Each Category of Trader 4.9 11.7 24.2 45.3 33.9 7.6 8.5 15.3 2.9 0.2 0.0 0.0 6.4 4.4 Number of Traders in Each Category Total Traders: 73 5 . . 23 23 9 9 9 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 167,738 Positions 16,849 71,801 7,486 74,062 15,707 5,755 19,307 33,817 9,568 6,505 2,270 2,321 25,885 19,013 Changes from: December 11, 2012 Total Change is: 16,895 -3,417 3,282 -2,058 5,290 -3,392 -1,867 3,834 2,020 3,038 575 234 1,216 10,284 14,422 Percent of Open Interest Represented by Each Category of Trader 10.0 42.8 4.5 44.2 9.4 3.4 11.5 20.2 5.7 3.9 1.4 1.4 15.4 11.3 Number of Traders in Each Category Total Traders: 132 13 19 13 37 14 13 24 8 4 13 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 576,277 Positions 9,788 101,979 4,409 240,140 148,318 70,445 88,779 64,698 8,863 19,274 32,849 0 134,579 144,716 Changes from: December 11, 2012 Total Change is: -26,693 556 1,198 -1,059 4,595 -18,055 812 -6,452 -247 -11,168 417 -101 0 -14,394 1,927 Percent of Open Interest Represented by Each Category of Trader 1.7 17.7 0.8 41.7 25.7 12.2 15.4 11.2 1.5 3.3 5.7 0.0 23.4 25.1 Number of Traders in Each Category Total Traders: 170 7 18 5 40 31 36 36 25 11 5 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 365,279 Positions 0 129,492 6 242,631 40,359 34,067 1,950 79,650 7,086 15,715 15,432 0 63,824 59,187 Changes from: December 11, 2012 Total Change is: -5,211 0 9,518 6 12,321 -5,744 -3,114 -3,472 -957 -6,267 -1,076 -95 0 -3,609 1,442 Percent of Open Interest Represented by Each Category of Trader 0.0 35.5 0.0 66.4 11.0 9.3 0.5 21.8 1.9 4.3 4.2 0.0 17.5 16.2 Number of Traders in Each Category Total Traders: 63 0 11 . 29 9 17 . 7 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,057,716 Positions 100,338 143,269 11,826 273,988 77,672 54,891 284,576 607,640 42,286 152,012 33,121 8,278 129,521 78,733 Changes from: December 11, 2012 Total Change is: 72,922 -9,446 23,525 -6,537 3,780 1,854 -3,599 55,830 71,794 -3,843 40,023 -5,043 99 -3,385 -5,328 Percent of Open Interest Represented by Each Category of Trader 9.5 13.5 1.1 25.9 7.3 5.2 26.9 57.4 4.0 14.4 3.1 0.8 12.2 7.4 Number of Traders in Each Category Total Traders: 222 21 22 8 46 18 31 42 34 19 26 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 50,485 Positions 27,134 9,210 6,245 0 1,809 0 10,029 26,372 6,067 8 0 270 732 512 Changes from: December 11, 2012 Total Change is: 7,526 -1,240 -2,897 1,768 -150 0 0 4,550 6,250 2,529 7 0 72 -10 -196 Percent of Open Interest Represented by Each Category of Trader 53.7 18.2 12.4 0.0 3.6 0.0 19.9 52.2 12.0 0.0 0.0 0.5 1.4 1.0 Number of Traders in Each Category Total Traders: 47 11 5 11 0 . 0 11 16 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,698,628 Positions 132,937 123,646 12,730 392,836 776,656 159,440 562,406 168,074 37,981 110,921 102,061 6,430 282,947 311,610 Changes from: December 11, 2012 Total Change is: -29,361 -9,843 -4,161 -4,673 -11,420 -2,423 -9,659 28,691 13,848 -15,957 22,807 -9,848 -2,515 -26,792 6,027 Percent of Open Interest Represented by Each Category of Trader 7.8 7.3 0.7 23.1 45.7 9.4 33.1 9.9 2.2 6.5 6.0 0.4 16.7 18.3 Number of Traders in Each Category Total Traders: 262 23 29 12 22 60 42 52 46 32 12 18 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 1,461,674 Positions 267,221 178,703 34,469 267,528 457,420 126,467 341,159 271,485 51,459 132,394 86,722 8,130 232,847 246,819 Changes from: December 11, 2012 Total Change is: -22,675 -18,843 -11,015 8,142 45,806 -11,124 9,083 -42,931 -22,825 -5,996 -8,013 -3,658 3,000 -12,923 11,718 Percent of Open Interest Represented by Each Category of Trader 18.3 12.2 2.4 18.3 31.3 8.7 23.3 18.6 3.5 9.1 5.9 0.6 15.9 16.9 Number of Traders in Each Category Total Traders: 192 11 23 8 29 38 34 38 31 19 9 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 432,669 Positions 171,722 189,442 104,735 0 2,939 3,401 70,803 36,869 50,515 3,815 7,736 7,570 20,108 29,462 Changes from: December 11, 2012 Total Change is: 88,656 29,887 84,611 1,187 0 718 56 49,424 -1,701 7,719 2,246 2,019 942 -2,805 -6,895 Percent of Open Interest Represented by Each Category of Trader 39.7 43.8 24.2 0.0 0.7 0.8 16.4 8.5 11.7 0.9 1.8 1.7 4.6 6.8 Number of Traders in Each Category Total Traders: 81 20 21 29 0 . . 19 7 21 6 4 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 8,014,583 Positions 937,639 2,709,833 1,716,324 1,015,169 83,492 106,598 1,365,567 392,280 1,593,302 113,448 143,595 282,905 883,631 986,254 Changes from: December 11, 2012 Total Change is: -775,255 -102,715 -319,022 -196,369 41,709 -5,829 -30,699 -358,558 -83,197 -77,249 -4,661 -34,810 23,588 -70,301 -51,668 Percent of Open Interest Represented by Each Category of Trader 11.7 33.8 21.4 12.7 1.0 1.3 17.0 4.9 19.9 1.4 1.8 3.5 11.0 12.3 Number of Traders in Each Category Total Traders: 218 23 48 65 10 5 16 48 45 75 10 14 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 8,770 Positions 7,783 320 0 40 1,002 0 553 6,330 0 259 1,066 0 135 52 Changes from: December 11, 2012 Total Change is: -4,583 -2,082 -2,092 0 -498 -94 0 -1,616 -2,142 -311 25 100 0 -101 -44 Percent of Open Interest Represented by Each Category of Trader 88.7 3.6 0.0 0.5 11.4 0.0 6.3 72.2 0.0 3.0 12.2 0.0 1.5 0.6 Number of Traders in Each Category Total Traders: 27 . 4 0 . . 0 5 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 8,209 Positions 6,998 2,158 0 0 864 40 987 4,857 0 0 261 0 184 29 Changes from: December 11, 2012 Total Change is: -4,486 -4,021 -3,727 0 0 1 -1 129 -123 -593 0 -1 0 0 -42 Percent of Open Interest Represented by Each Category of Trader 85.2 26.3 0.0 0.0 10.5 0.5 12.0 59.2 0.0 0.0 3.2 0.0 2.2 0.4 Number of Traders in Each Category Total Traders: 24 4 4 0 0 4 . 4 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 43,470 Positions 11,570 537 1,242 1,590 5,766 400 19,180 29,855 636 6,175 1,878 0 2,677 3,156 Changes from: December 11, 2012 Total Change is: -5,260 2,268 -6,833 -681 -193 992 77 -1,990 265 -1,269 -3,098 1,044 -215 -159 1,360 Percent of Open Interest Represented by Each Category of Trader 26.6 1.2 2.9 3.7 13.3 0.9 44.1 68.7 1.5 14.2 4.3 0.0 6.2 7.3 Number of Traders in Each Category Total Traders: 100 6 . . 7 6 . 18 33 5 18 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 18, 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 398,243 Positions 109,702 25,563 46,264 24,954 18,482 16,283 39,757 131,453 45,887 9,592 4,899 79,521 26,283 29,891 Changes from: December 11, 2012 Total Change is: -11,500 -9,878 4,680 -324 -4,384 293 -1,335 1,468 -13,720 -1,398 1,940 -2,053 -181 2,592 2,538 Percent of Open Interest Represented by Each Category of Trader 27.5 6.4 11.6 6.3 4.6 4.1 10.0 33.0 11.5 2.4 1.2 20.0 6.6 7.5 Number of Traders in Each Category Total Traders: 164 21 13 23 7 10 8 33 39 44 18 14 21 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 21, 2012