Traders in Financial Futures - Futures Only Positions as of December 31, 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 137,247
Positions
4,847 91,454 543 21,519 18,965 1,302 62,653 6,961 1,014 7,568 1,413 299 37,502 15,296
Changes from: December 24, 2012 Total Change is: -3,718
465 -706 9 -699 86 184 770 -2,925 323 -765 561 210 -4,215 -1,460
Percent of Open Interest Represented by Each Category of Trader
3.5 66.6 0.4 15.7 13.8 0.9 45.6 5.1 0.7 5.5 1.0 0.2 27.3 11.1
Number of Traders in Each Category Total Traders: 83
5 10 . 8 4 4 29 12 5 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 50,182
Positions
535 27,294 0 1,494 2,083 351 23,196 11,337 0 604 2,406 0 24,002 6,711
Changes from: December 24, 2012 Total Change is: 1,548
535 1,119 0 -132 -617 60 1,903 2,049 0 0 -3 0 -818 -1,060
Percent of Open Interest Represented by Each Category of Trader
1.1 54.4 0.0 3.0 4.2 0.7 46.2 22.6 0.0 1.2 4.8 0.0 47.8 13.4
Number of Traders in Each Category Total Traders: 41
. 9 0 . . . 15 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 174,676
Positions
3,032 61,122 390 23,824 30,245 2,041 99,277 30,564 136 3,520 32,649 0 42,456 17,529
Changes from: December 24, 2012 Total Change is: -6,543
815 -1,434 -18 -380 -192 119 -5,992 -4,809 -105 -889 -526 -192 99 614
Percent of Open Interest Represented by Each Category of Trader
1.7 35.0 0.2 13.6 17.3 1.2 56.8 17.5 0.1 2.0 18.7 0.0 24.3 10.0
Number of Traders in Each Category Total Traders: 98
. 13 . 6 12 4 35 17 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 194,632
Positions
84,420 9,532 112 52,037 8,072 3,502 20,391 103,169 535 17,556 8,520 546 15,533 60,644
Changes from: December 24, 2012 Total Change is: -1,073
-5,276 1,255 -15 -707 240 638 -686 -2,519 504 1,741 2,062 49 2,679 -3,287
Percent of Open Interest Represented by Each Category of Trader
43.4 4.9 0.1 26.7 4.1 1.8 10.5 53.0 0.3 9.0 4.4 0.3 8.0 31.2
Number of Traders in Each Category Total Traders: 121
10 9 . 10 8 4 17 49 4 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 207,608
Positions
19,563 43,456 874 45,540 40,844 5,476 67,384 58,509 861 16,287 11,429 807 50,816 45,352
Changes from: December 24, 2012 Total Change is: 5,017
272 6,290 -220 109 -135 23 6,336 -839 142 140 386 -17 -1,768 -613
Percent of Open Interest Represented by Each Category of Trader
9.4 20.9 0.4 21.9 19.7 2.6 32.5 28.2 0.4 7.8 5.5 0.4 24.5 21.8
Number of Traders in Each Category Total Traders: 174
17 17 5 19 17 15 40 27 6 16 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 170,157
Positions
13,537 66,433 73 3,373 44,168 1,720 116,805 34,670 404 1,421 3,548 744 32,080 18,397
Changes from: December 24, 2012 Total Change is: -2,961
663 -902 -6 -447 -49 380 1,342 -1,816 2 -661 -1,654 384 -4,618 700
Percent of Open Interest Represented by Each Category of Trader
8.0 39.0 0.0 2.0 26.0 1.0 68.6 20.4 0.2 0.8 2.1 0.4 18.9 10.8
Number of Traders in Each Category Total Traders: 97
6 11 . 4 9 4 35 20 4 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 75,283
Positions
36,457 49,650 17,436 3,559 0 0 7,453 646 4,469 2,470 0 2,855 584 227
Changes from: December 24, 2012 Total Change is: 135
0 104 0 0 0 0 122 128 -9 0 0 0 22 -88
Percent of Open Interest Represented by Each Category of Trader
48.4 66.0 23.2 4.7 0.0 0.0 9.9 0.9 5.9 3.3 0.0 3.8 0.8 0.3
Number of Traders in Each Category Total Traders: 25
5 13 10 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 186,181
Positions
19,241 112,561 0 11,762 809 0 134,669 58,482 372 12,148 12,217 410 7,579 1,330
Changes from: December 24, 2012 Total Change is: -14,279
-639 -6,536 0 -1,047 -36 0 -11,244 -7,571 310 2,930 -40 -46 -4,543 -360
Percent of Open Interest Represented by Each Category of Trader
10.3 60.5 0.0 6.3 0.4 0.0 72.3 31.4 0.2 6.5 6.6 0.2 4.1 0.7
Number of Traders in Each Category Total Traders: 127
6 10 0 12 . 0 60 16 . 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 38,246
Positions
15,786 18,694 535 2,245 0 0 6,436 2,745 39 12,598 15,587 38 569 608
Changes from: December 24, 2012 Total Change is: -2,808
-512 -1,875 -309 -1,101 0 0 -211 964 -512 961 0 -1,022 -102 -54
Percent of Open Interest Represented by Each Category of Trader
41.3 48.9 1.4 5.9 0.0 0.0 16.8 7.2 0.1 32.9 40.8 0.1 1.5 1.6
Number of Traders in Each Category Total Traders: 25
4 4 . . 0 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 34,531
Positions
2,917 20,052 12 344 0 0 26,054 9,411 231 322 2,866 330 4,321 1,629
Changes from: December 24, 2012 Total Change is: -5,604
70 -1,662 0 0 0 0 -2,752 -3,895 2 -115 -416 174 -2,983 193
Percent of Open Interest Represented by Each Category of Trader
8.4 58.1 0.0 1.0 0.0 0.0 75.5 27.3 0.7 0.9 8.3 1.0 12.5 4.7
Number of Traders in Each Category Total Traders: 55
6 8 . . 0 0 23 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 46,805
Positions
14,794 34,658 220 5,799 0 382 15,728 7,401 354 2,188 552 0 7,342 3,240
Changes from: December 24, 2012 Total Change is: -1,248
1,609 -1,247 51 127 0 -81 -3,084 464 302 341 -169 0 -512 -568
Percent of Open Interest Represented by Each Category of Trader
31.6 74.0 0.5 12.4 0.0 0.8 33.6 15.8 0.8 4.7 1.2 0.0 15.7 6.9
Number of Traders in Each Category Total Traders: 95
23 14 . 7 0 . 26 15 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 93,610
Positions
29,588 69,316 439 11,597 0 764 31,456 14,802 707 4,376 1,103 0 14,683 6,479
Changes from: December 24, 2012 Total Change is: -2,496
3,217 -2,493 101 254 0 -161 -6,167 928 603 681 -338 0 -1,024 -1,136
Percent of Open Interest Represented by Each Category of Trader
31.6 74.0 0.5 12.4 0.0 0.8 33.6 15.8 0.8 4.7 1.2 0.0 15.7 6.9
Number of Traders in Each Category Total Traders: 95
23 14 . 7 0 . 26 15 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 739,159
Positions
52,251 249,363 10,815 355,826 140,197 54,972 93,171 153,700 16,738 39,534 33,769 7,126 108,725 72,478
Changes from: December 24, 2012 Total Change is: 10,268
3,519 7,614 2,255 -7,550 -488 1,419 5,831 -1,229 2,772 4,520 197 1,062 -3,560 -3,334
Percent of Open Interest Represented by Each Category of Trader
7.1 33.7 1.5 48.1 19.0 7.4 12.6 20.8 2.3 5.3 4.6 1.0 14.7 9.8
Number of Traders in Each Category Total Traders: 530
37 36 18 121 49 57 98 95 60 42 50 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 186,152
Positions
12,852 82,042 3,116 82,227 27,937 8,518 10,579 9,854 325 9,743 10,607 5,214 53,578 38,539
Changes from: December 24, 2012 Total Change is: 10,046
2,784 6,933 1,916 -845 -138 285 1,739 2,487 -12 3,256 -588 434 489 -1,271
Percent of Open Interest Represented by Each Category of Trader
6.9 44.1 1.7 44.2 15.0 4.6 5.7 5.3 0.2 5.2 5.7 2.8 28.8 20.7
Number of Traders in Each Category Total Traders: 100
6 15 4 26 7 11 22 11 5 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,765,033
Positions
216,499 856,109 18,993 1,394,186 587,493 206,078 442,417 748,685 52,612 155,356 122,211 3,158 275,734 169,694
Changes from: December 24, 2012 Total Change is: 1,112
7,109 6,839 -1,738 -33,567 -1,790 5,712 34,006 -5,035 375 11,245 8,848 -1,784 -20,246 -10,315
Percent of Open Interest Represented by Each Category of Trader
7.8 31.0 0.7 50.4 21.2 7.5 16.0 27.1 1.9 5.6 4.4 0.1 10.0 6.1
Number of Traders in Each Category Total Traders: 500
36 35 14 108 47 51 92 98 48 37 47 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 111,803
Positions
3,438 38,549 13 56,569 58,407 3,019 36,243 6,572 180 976 2,344 0 11,365 2,719
Changes from: December 24, 2012 Total Change is: -1,772
-5 -1,297 -8 -4,154 960 -183 2,940 -1,517 180 -7 -225 0 -535 318
Percent of Open Interest Represented by Each Category of Trader
3.1 34.5 0.0 50.6 52.2 2.7 32.4 5.9 0.2 0.9 2.1 0.0 10.2 2.4
Number of Traders in Each Category Total Traders: 98
5 12 . 38 14 11 19 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 56,261
Positions
2,523 27,750 309 25,943 7,209 1,160 18,411 14,811 178 1,613 2,250 14 6,109 2,580
Changes from: December 24, 2012 Total Change is: -2,565
-409 -2,984 -9 44 79 -59 -2,191 330 52 494 -167 -67 -419 260
Percent of Open Interest Represented by Each Category of Trader
4.5 49.3 0.5 46.1 12.8 2.1 32.7 26.3 0.3 2.9 4.0 0.0 10.9 4.6
Number of Traders in Each Category Total Traders: 202
15 24 . 31 21 13 51 38 10 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 281,304
Positions
12,613 138,750 1,546 129,716 36,044 5,802 92,057 74,055 891 8,065 11,248 70 30,544 12,898
Changes from: December 24, 2012 Total Change is: -12,823
-2,045 -14,921 -46 220 396 -293 -10,957 1,650 260 2,469 -836 -334 -2,097 1,301
Percent of Open Interest Represented by Each Category of Trader
4.5 49.3 0.5 46.1 12.8 2.1 32.7 26.3 0.3 2.9 4.0 0.0 10.9 4.6
Number of Traders in Each Category Total Traders: 202
15 24 . 31 21 13 51 38 10 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 351,151
Positions
80,954 43,611 9,042 130,242 192,225 22,193 83,129 63,760 1,509 2,490 9,433 0 21,592 9,378
Changes from: December 24, 2012 Total Change is: -1,268
884 -1,195 -199 -2,754 1,379 -1,530 2,951 1,310 -227 -664 250 0 271 -1,056
Percent of Open Interest Represented by Each Category of Trader
23.1 12.4 2.6 37.1 54.7 6.3 23.7 18.2 0.4 0.7 2.7 0.0 6.1 2.7
Number of Traders in Each Category Total Traders: 237
21 11 . 50 39 24 55 44 10 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 52,920
Positions
6,765 10,897 160 20,183 0 128 10,856 19,125 700 4,819 1,338 2 9,307 20,570
Changes from: December 24, 2012 Total Change is: 388
-52 377 -12 -431 0 47 152 -1,234 96 1,151 -10 0 -563 1,124
Percent of Open Interest Represented by Each Category of Trader
12.8 20.6 0.3 38.1 0.0 0.2 20.5 36.1 1.3 9.1 2.5 0.0 17.6 38.9
Number of Traders in Each Category Total Traders: 53
7 . . 15 0 . 14 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 54,529
Positions
11,498 13,062 3,702 6,868 4,418 0 20,161 4,962 813 4,408 416 0 7,079 27,156
Changes from: December 24, 2012 Total Change is: 1,148
1,270 3,419 38 226 810 0 -370 305 802 -276 -159 0 -542 -4,067
Percent of Open Interest Represented by Each Category of Trader
21.1 24.0 6.8 12.6 8.1 0.0 37.0 9.1 1.5 8.1 0.8 0.0 13.0 49.8
Number of Traders in Each Category Total Traders: 67
15 12 7 5 . 0 16 10 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 80,300
Positions
16,838 23,468 85 42,781 30,837 7,265 8,392 16,029 114 220 0 0 4,605 2,502
Changes from: December 24, 2012 Total Change is: 919
336 392 1 -243 444 -20 450 638 0 0 0 0 395 -536
Percent of Open Interest Represented by Each Category of Trader
21.0 29.2 0.1 53.3 38.4 9.0 10.5 20.0 0.1 0.3 0.0 0.0 5.7 3.1
Number of Traders in Each Category Total Traders: 74
. 5 . 25 21 10 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 149,921
Positions
17,248 67,430 2,981 77,861 18,856 6,987 21,109 44,166 772 6,592 3,243 1,653 14,718 3,833
Changes from: December 24, 2012 Total Change is: 4,345
88 -1,248 519 -423 150 1,214 1,318 3,422 82 -236 -252 252 1,531 206
Percent of Open Interest Represented by Each Category of Trader
11.5 45.0 2.0 51.9 12.6 4.7 14.1 29.5 0.5 4.4 2.2 1.1 9.8 2.6
Number of Traders in Each Category Total Traders: 134
15 17 4 40 14 13 25 7 . 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 542,695
Positions
6,408 76,221 2,359 231,520 164,931 69,111 79,622 45,288 7,348 18,681 35,625 0 127,646 141,812
Changes from: December 24, 2012 Total Change is: 842
1,736 -10,192 -3,215 8,755 25,258 -4,979 3,776 3,564 -550 -288 2,289 0 -4,393 -11,333
Percent of Open Interest Represented by Each Category of Trader
1.2 14.0 0.4 42.7 30.4 12.7 14.7 8.3 1.4 3.4 6.6 0.0 23.5 26.1
Number of Traders in Each Category Total Traders: 152
. 20 . 35 29 36 26 24 10 4 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 348,555
Positions
0 129,661 0 238,141 33,489 33,177 1,950 83,800 60 9,907 15,458 0 65,320 52,910
Changes from: December 24, 2012 Total Change is: -6,980
0 -1,485 0 317 -158 -1,160 0 1,594 -5,331 -2,217 41 0 1,411 -481
Percent of Open Interest Represented by Each Category of Trader
0.0 37.2 0.0 68.3 9.6 9.5 0.6 24.0 0.0 2.8 4.4 0.0 18.7 15.2
Number of Traders in Each Category Total Traders: 63
0 12 0 29 9 17 . 6 . . . 0
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Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,034,323
Positions
85,561 141,095 13,146 268,013 85,739 51,994 266,482 583,650 43,895 171,552 32,898 7,185 126,495 74,721
Changes from: December 24, 2012 Total Change is: -8,532
-17,556 -1,005 -33 3,023 -581 -3,023 14,050 4,375 -1,905 1,300 -317 0 -4,388 -6,043
Percent of Open Interest Represented by Each Category of Trader
8.3 13.6 1.3 25.9 8.3 5.0 25.8 56.4 4.2 16.6 3.2 0.7 12.2 7.2
Number of Traders in Each Category Total Traders: 221
18 22 5 44 20 31 41 35 18 27 14 6
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Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 53,253
Positions
28,385 6,156 7,200 0 1,809 0 11,216 31,715 5,585 8 0 220 639 568
Changes from: December 24, 2012 Total Change is: 1,396
748 395 411 0 0 0 517 835 -387 0 0 -2 109 144
Percent of Open Interest Represented by Each Category of Trader
53.3 11.6 13.5 0.0 3.4 0.0 21.1 59.6 10.5 0.0 0.0 0.4 1.2 1.1
Number of Traders in Each Category Total Traders: 49
13 4 11 0 . 0 12 16 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,617,683
Positions
133,992 107,158 13,380 310,897 751,538 165,943 565,652 151,001 33,650 120,129 77,899 4,824 269,216 312,290
Changes from: December 24, 2012 Total Change is: 12,940
13,296 -11,562 1,446 -2,255 21,560 1,155 -6,017 7,243 2,013 4,224 -10,457 1,401 -2,323 141
Percent of Open Interest Represented by Each Category of Trader
8.3 6.6 0.8 19.2 46.5 10.3 35.0 9.3 2.1 7.4 4.8 0.3 16.6 19.3
Number of Traders in Each Category Total Traders: 246
17 30 11 23 57 44 46 47 24 12 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,527,859
Positions
379,496 183,256 19,672 356,896 432,006 136,331 246,761 384,708 32,842 139,366 86,710 8,573 207,922 243,761
Changes from: December 24, 2012 Total Change is: -12,554
26,337 -15,320 -5,006 4,238 -18,287 253 -41,127 47,642 -7,064 6,267 -2,793 -1,327 4,875 -10,652
Percent of Open Interest Represented by Each Category of Trader
24.8 12.0 1.3 23.4 28.3 8.9 16.2 25.2 2.1 9.1 5.7 0.6 13.6 16.0
Number of Traders in Each Category Total Traders: 191
13 22 10 31 36 35 26 41 17 8 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 447,169
Positions
195,844 205,393 108,112 0 2,939 3,401 61,875 27,314 48,466 3,984 10,725 8,674 16,813 32,145
Changes from: December 24, 2012 Total Change is: 7,872
6,802 5,838 4,695 0 0 0 -5,258 -7,963 -71 139 2,989 1,241 324 1,143
Percent of Open Interest Represented by Each Category of Trader
43.8 45.9 24.2 0.0 0.7 0.8 13.8 6.1 10.8 0.9 2.4 1.9 3.8 7.2
Number of Traders in Each Category Total Traders: 80
22 21 31 0 . . 13 9 19 4 6 6
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Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,878,461
Positions
1,117,234 2,601,909 1,716,963 999,708 71,755 101,435 1,049,483 387,722 1,597,788 171,737 148,026 267,777 856,336 985,086
Changes from: December 24, 2012 Total Change is: 13,662
92,821 -605 -14,049 -6,990 2,427 -2,692 -57,701 33,725 33,632 14,008 -2,210 -5,347 -40,020 -31,219
Percent of Open Interest Represented by Each Category of Trader
14.2 33.0 21.8 12.7 0.9 1.3 13.3 4.9 20.3 2.2 1.9 3.4 10.9 12.5
Number of Traders in Each Category Total Traders: 219
27 46 66 11 5 15 44 45 75 10 15 21
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Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,990
Positions
7,849 527 0 51 1,002 0 735 6,362 0 234 1,026 0 121 73
Changes from: December 24, 2012 Total Change is: -14
0 24 0 9 0 0 -21 0 0 0 -40 0 -2 2
Percent of Open Interest Represented by Each Category of Trader
87.3 5.9 0.0 0.6 11.1 0.0 8.2 70.8 0.0 2.6 11.4 0.0 1.3 0.8
Number of Traders in Each Category Total Traders: 25
. 4 0 . . 0 4 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,804
Positions
7,291 1,727 0 0 861 43 320 4,885 0 0 261 0 150 27
Changes from: December 24, 2012 Total Change is: -388
-30 -416 0 0 -1 1 -329 35 0 0 0 0 -30 -7
Percent of Open Interest Represented by Each Category of Trader
93.4 22.1 0.0 0.0 11.0 0.6 4.1 62.6 0.0 0.0 3.3 0.0 1.9 0.3
Number of Traders in Each Category Total Traders: 22
. 5 0 0 4 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,593
Positions
10,230 843 1,173 1,498 6,716 318 18,190 27,713 690 7,483 1,324 5 3,006 3,811
Changes from: December 24, 2012 Total Change is: -715
-187 61 0 -113 387 6 -1,534 -2,417 39 284 50 5 785 1,154
Percent of Open Interest Represented by Each Category of Trader
24.0 2.0 2.8 3.5 15.8 0.7 42.7 65.1 1.6 17.6 3.1 0.0 7.1 8.9
Number of Traders in Each Category Total Traders: 104
4 . . 6 7 . 16 38 7 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 326,066
Positions
95,442 29,529 46,423 22,437 9,260 14,812 29,845 115,540 34,028 11,787 5,291 50,781 20,511 20,402
Changes from: December 24, 2012 Total Change is: -4,128
-4,393 4,176 8,615 -5,813 -5,910 1,618 1,206 -7,234 -1,885 -2,870 -412 -2,216 1,610 -880
Percent of Open Interest Represented by Each Category of Trader
29.3 9.1 14.2 6.9 2.8 4.5 9.2 35.4 10.4 3.6 1.6 15.6 6.3 6.3
Number of Traders in Each Category Total Traders: 141
14 13 20 7 10 10 32 30 37 20 8 19
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Updated January 4, 2013