Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 185,387
Positions
29,901 94,686 6,320 23,637 16,871 981 63,304 31,588 8,467 7,711 5,695 367 44,698 20,411
Changes from: December 4, 2012 Total Change is: 2,878
-2,719 4,392 -2,153 529 462 248 7,247 2,245 -2,420 1,016 975 -1,029 2,160 158
Percent of Open Interest Represented by Each Category of Trader
16.1 51.1 3.4 12.7 9.1 0.5 34.1 17.0 4.6 4.2 3.1 0.2 24.1 11.0
Number of Traders in Each Category Total Traders: 94
5 15 11 10 4 5 32 9 15 12 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 49,790
Positions
9,982 19,504 1,609 1,568 2,773 190 10,258 9,122 5,604 2,110 0 1,232 17,237 9,754
Changes from: December 4, 2012 Total Change is: 3,527
1,655 1,656 1,483 0 9 0 -72 -2,706 3,762 -688 0 0 -2,612 -677
Percent of Open Interest Represented by Each Category of Trader
20.0 39.2 3.2 3.1 5.6 0.4 20.6 18.3 11.3 4.2 0.0 2.5 34.6 19.6
Number of Traders in Each Category Total Traders: 44
6 9 5 . 4 . 10 10 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 190,404
Positions
12,038 72,192 3,605 22,241 31,470 1,777 98,790 34,071 5,613 2,916 19,746 1,210 42,215 20,720
Changes from: December 4, 2012 Total Change is: 373
2,020 4,800 184 459 21 -273 1,227 -3,350 -1,944 505 617 -1,632 -172 1,951
Percent of Open Interest Represented by Each Category of Trader
6.3 37.9 1.9 11.7 16.5 0.9 51.9 17.9 2.9 1.5 10.4 0.6 22.2 10.9
Number of Traders in Each Category Total Traders: 106
5 13 7 8 13 . 33 18 15 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 288,842
Positions
83,770 14,835 33,331 54,568 9,741 2,677 50,566 104,426 36,630 983 15,841 7,218 19,098 64,143
Changes from: December 4, 2012 Total Change is: 37,297
-2,908 493 21,152 729 -100 -427 -2,447 762 17,518 -930 -205 3,359 1,250 -5,256
Percent of Open Interest Represented by Each Category of Trader
29.0 5.1 11.5 18.9 3.4 0.9 17.5 36.2 12.7 0.3 5.5 2.5 6.6 22.2
Number of Traders in Each Category Total Traders: 126
11 11 12 8 9 6 23 46 27 5 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 271,500
Positions
56,089 45,713 18,076 44,777 39,864 8,245 35,676 65,276 23,163 30,094 10,707 4,676 50,704 55,781
Changes from: December 4, 2012 Total Change is: -8,622
-5,527 17,046 3,341 -1,627 -352 -1,822 9,201 -3,103 -10,916 2,236 -2,551 -2,844 -662 -7,421
Percent of Open Interest Represented by Each Category of Trader
20.7 16.8 6.7 16.5 14.7 3.0 13.1 24.0 8.5 11.1 3.9 1.7 18.7 20.5
Number of Traders in Each Category Total Traders: 186
21 15 12 16 18 16 29 43 36 20 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 238,891
Positions
21,192 69,033 13,890 4,185 43,778 2,208 136,780 57,862 16,115 2,068 7,933 2,067 40,384 26,004
Changes from: December 4, 2012 Total Change is: 12,471
159 10,507 -1,750 -30 306 530 4,773 -7,584 9,270 -831 2,872 -666 1,015 -1,014
Percent of Open Interest Represented by Each Category of Trader
8.9 28.9 5.8 1.8 18.3 0.9 57.3 24.2 6.7 0.9 3.3 0.9 16.9 10.9
Number of Traders in Each Category Total Traders: 117
7 13 9 4 10 4 34 26 19 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 83,019
Positions
39,415 53,470 21,462 3,461 0 35 8,073 323 4,602 2,470 0 2,861 640 266
Changes from: December 4, 2012 Total Change is: 3,623
-417 798 2,193 441 0 35 983 323 462 0 0 0 -74 -188
Percent of Open Interest Represented by Each Category of Trader
47.5 64.4 25.9 4.2 0.0 0.0 9.7 0.4 5.5 3.0 0.0 3.4 0.8 0.3
Number of Traders in Each Category Total Traders: 26
7 12 11 . 0 . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 251,887
Positions
25,786 106,119 12,186 20,101 415 0 145,515 86,191 29,340 8,781 9,843 653 9,525 7,140
Changes from: December 4, 2012 Total Change is: 61,136
-4,534 -933 11,515 -5,166 0 0 29,243 16,124 26,891 2,542 2,654 121 524 4,764
Percent of Open Interest Represented by Each Category of Trader
10.2 42.1 4.8 8.0 0.2 0.0 57.8 34.2 11.6 3.5 3.9 0.3 3.8 2.8
Number of Traders in Each Category Total Traders: 148
5 12 7 13 . 0 75 13 14 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,698
Positions
16,387 16,690 3 531 0 0 5,456 1,681 68 11,556 15,587 1,060 637 609
Changes from: December 4, 2012 Total Change is: 1,574
-36 1,603 3 -81 0 0 1,831 0 -3 16 0 0 -156 -29
Percent of Open Interest Represented by Each Category of Trader
45.9 46.8 0.0 1.5 0.0 0.0 15.3 4.7 0.2 32.4 43.7 3.0 1.8 1.7
Number of Traders in Each Category Total Traders: 25
4 5 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 41,381
Positions
1,624 27,885 1,014 629 0 0 28,489 5,174 2,794 430 2,104 176 6,225 2,234
Changes from: December 4, 2012 Total Change is: 9,214
60 3,298 735 -242 0 0 4,726 2,705 2,307 135 301 -24 1,517 -108
Percent of Open Interest Represented by Each Category of Trader
3.9 67.4 2.5 1.5 0.0 0.0 68.8 12.5 6.8 1.0 5.1 0.4 15.0 5.4
Number of Traders in Each Category Total Traders: 57
. 10 4 . 0 0 25 9 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,471
Positions
14,378 31,310 1,419 4,938 0 581 18,836 9,371 1,226 2,204 1,104 864 8,026 6,597
Changes from: December 4, 2012 Total Change is: 3,405
389 -193 630 -346 -458 48 4,405 1,719 -940 -73 733 163 -872 1,702
Percent of Open Interest Represented by Each Category of Trader
27.4 59.7 2.7 9.4 0.0 1.1 35.9 17.9 2.3 4.2 2.1 1.6 15.3 12.6
Number of Traders in Each Category Total Traders: 99
17 18 4 8 0 . 30 15 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,943
Positions
28,756 62,619 2,837 9,876 0 1,161 37,672 18,742 2,452 4,408 2,209 1,729 16,053 13,195
Changes from: December 4, 2012 Total Change is: 6,810
777 -386 1,260 -691 -916 96 8,809 3,438 -1,880 -145 1,465 327 -1,744 3,405
Percent of Open Interest Represented by Each Category of Trader
27.4 59.7 2.7 9.4 0.0 1.1 35.9 17.9 2.3 4.2 2.1 1.6 15.3 12.6
Number of Traders in Each Category Total Traders: 99
17 18 4 8 0 . 30 15 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,020,512
Positions
57,549 239,999 55,992 342,714 152,734 60,838 117,014 156,105 171,655 42,862 41,289 27,819 144,070 114,081
Changes from: December 4, 2012 Total Change is: 25,059
-153 23,467 6,732 -5,213 -1,478 -2,691 11,336 -13,518 15,545 3,056 -1,159 3,613 -7,165 -5,451
Percent of Open Interest Represented by Each Category of Trader
5.6 23.5 5.5 33.6 15.0 6.0 11.5 15.3 16.8 4.2 4.0 2.7 14.1 11.2
Number of Traders in Each Category Total Traders: 612
39 42 46 124 53 67 110 114 119 60 69 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 293,154
Positions
21,670 68,134 8,704 84,082 28,205 9,362 24,583 36,233 51,594 11,729 14,159 11,774 69,655 64,988
Changes from: December 4, 2012 Total Change is: 3,185
-9,096 5,502 1,341 -1,495 -708 -348 7,811 -2,550 2,335 1,158 990 1,539 -61 -4,917
Percent of Open Interest Represented by Each Category of Trader
7.4 23.2 3.0 28.7 9.6 3.2 8.4 12.4 17.6 4.0 4.8 4.0 23.8 22.2
Number of Traders in Each Category Total Traders: 121
12 10 8 25 8 13 19 24 38 10 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,636,789
Positions
213,167 893,101 202,663 1,331,812 661,293 218,728 632,658 769,867 429,800 159,998 139,983 75,891 372,071 245,463
Changes from: December 4, 2012 Total Change is: 109,372
9,969 55,081 61,697 -20,811 -6,068 -9,498 52,435 -20,035 31,241 8,850 -11,383 11,010 -35,522 -2,674
Percent of Open Interest Represented by Each Category of Trader
5.9 24.6 5.6 36.6 18.2 6.0 17.4 21.2 11.8 4.4 3.8 2.1 10.2 6.7
Number of Traders in Each Category Total Traders: 565
34 44 43 112 50 59 111 103 108 53 58 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,564
Positions
6,579 38,789 19 60,333 59,810 1,851 33,180 11,779 238 851 2,363 0 14,514 2,715
Changes from: December 4, 2012 Total Change is: -2,147
-3,446 3,197 6 -1,771 -2,635 40 1,707 -2,545 60 205 87 0 1,052 -357
Percent of Open Interest Represented by Each Category of Trader
5.6 33.0 0.0 51.3 50.9 1.6 28.2 10.0 0.2 0.7 2.0 0.0 12.3 2.3
Number of Traders in Each Category Total Traders: 101
9 13 . 37 12 9 16 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 106,472
Positions
3,923 37,210 26,632 25,510 9,141 1,094 27,762 12,935 8,521 1,557 3,735 1,662 9,811 5,542
Changes from: December 4, 2012 Total Change is: -173
-1,348 4,469 -3,855 1,443 -669 -49 3,163 -645 1,178 -141 -115 425 -990 -912
Percent of Open Interest Represented by Each Category of Trader
3.7 34.9 25.0 24.0 8.6 1.0 26.1 12.1 8.0 1.5 3.5 1.6 9.2 5.2
Number of Traders in Each Category Total Traders: 237
14 29 16 31 21 12 71 39 25 16 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 22,778
Positions
14,279 14,146 348 2,000 0 0 2,589 5,728 0 523 0 100 2,939 2,456
Changes from: December 4, 2012 Total Change is: -3,488
-1,845 -2,948 -6 0 0 0 -1,716 -245 0 246 0 100 -267 -389
Percent of Open Interest Represented by Each Category of Trader
62.7 62.1 1.5 8.8 0.0 0.0 11.4 25.1 0.0 2.3 0.0 0.4 12.9 10.8
Number of Traders in Each Category Total Traders: 21
9 6 . . 0 0 . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 418,471
Positions
69,008 236,111 10,630 117,552 45,705 5,468 154,386 64,554 14,085 7,787 21,289 5,197 34,358 15,432
Changes from: December 4, 2012 Total Change is: 16,573
-22,637 11,960 5,879 7,216 -3,345 -247 25,103 -1,291 5,182 -703 657 394 -3,615 -2,618
Percent of Open Interest Represented by Each Category of Trader
16.5 56.4 2.5 28.1 10.9 1.3 36.9 15.4 3.4 1.9 5.1 1.2 8.2 3.7
Number of Traders in Each Category Total Traders: 237
15 28 11 31 21 12 72 38 23 16 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 386,928
Positions
109,904 27,374 14,182 136,654 201,115 21,225 78,928 93,684 2,801 3,629 11,844 546 19,059 14,156
Changes from: December 4, 2012 Total Change is: 5,922
-12,286 1,452 1,539 2,233 -1,134 809 11,434 107 695 682 631 52 763 1,771
Percent of Open Interest Represented by Each Category of Trader
28.4 7.1 3.7 35.3 52.0 5.5 20.4 24.2 0.7 0.9 3.1 0.1 4.9 3.7
Number of Traders in Each Category Total Traders: 254
22 12 5 52 40 26 53 51 18 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 56,158
Positions
9,699 4,997 220 16,123 0 140 12,412 16,662 1,070 2,521 1,364 0 13,973 31,705
Changes from: December 4, 2012 Total Change is: 12,535
53 299 120 2,806 0 46 5,109 1,910 1,070 -2,588 -269 -1 5,920 9,360
Percent of Open Interest Represented by Each Category of Trader
17.3 8.9 0.4 28.7 0.0 0.2 22.1 29.7 1.9 4.5 2.4 0.0 24.9 56.5
Number of Traders in Each Category Total Traders: 55
5 5 . 15 0 . 11 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 71,031
Positions
13,801 20,968 7,412 6,902 2,460 293 23,001 11,324 2,054 3,822 3,342 217 13,529 22,961
Changes from: December 4, 2012 Total Change is: 16,438
-194 4,201 3,462 1,100 0 -298 4,229 1,134 985 224 349 217 6,713 6,388
Percent of Open Interest Represented by Each Category of Trader
19.4 29.5 10.4 9.7 3.5 0.4 32.4 15.9 2.9 5.4 4.7 0.3 19.0 32.3
Number of Traders in Each Category Total Traders: 76
14 15 13 6 . . 21 11 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 65,465
Positions
4,497 9,207 817 39,501 33,301 7,304 7,765 11,429 650 218 0 0 4,713 2,757
Changes from: December 4, 2012 Total Change is: 618
449 307 -6 -741 -611 227 231 843 423 0 0 0 35 -565
Percent of Open Interest Represented by Each Category of Trader
6.9 14.1 1.2 60.3 50.9 11.2 11.9 17.5 1.0 0.3 0.0 0.0 7.2 4.2
Number of Traders in Each Category Total Traders: 72
5 . . 24 22 9 9 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 150,843
Positions
20,266 68,519 9,544 68,772 19,099 7,622 15,473 31,797 6,530 5,930 2,036 1,105 15,601 4,591
Changes from: December 4, 2012 Total Change is: 18,494
2,956 3,015 4,501 1,785 739 883 1,113 5,280 3,657 109 -44 32 3,458 431
Percent of Open Interest Represented by Each Category of Trader
13.4 45.4 6.3 45.6 12.7 5.1 10.3 21.1 4.3 3.9 1.3 0.7 10.3 3.0
Number of Traders in Each Category Total Traders: 126
13 17 6 34 14 13 24 9 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 692,898
Positions
8,818 98,638 30,204 236,172 163,845 77,957 90,177 64,558 58,630 18,721 32,436 7,236 164,983 159,395
Changes from: December 4, 2012 Total Change is: -40,001
3,825 -31,004 -13,040 -8,803 28,568 -9,310 -15,030 -12,170 -5,099 -1,215 2,989 1,381 7,290 -2,315
Percent of Open Interest Represented by Each Category of Trader
1.3 14.2 4.4 34.1 23.6 11.3 13.0 9.3 8.5 2.7 4.7 1.0 23.8 23.0
Number of Traders in Each Category Total Traders: 163
5 19 18 40 28 37 30 27 36 6 8 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 370,814
Positions
0 119,974 0 230,310 46,103 37,181 5,422 80,605 13,362 16,791 15,527 0 67,748 58,062
Changes from: December 4, 2012 Total Change is: -10,111
0 -699 -42 1,999 -1,078 -437 2,169 -880 -10,622 -530 0 0 -2,648 3,646
Percent of Open Interest Represented by Each Category of Trader
0.0 32.4 0.0 62.1 12.4 10.0 1.5 21.7 3.6 4.5 4.2 0.0 18.3 15.7
Number of Traders in Each Category Total Traders: 63
0 10 0 29 9 16 . 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,076,241
Positions
113,471 112,574 42,195 273,960 76,825 58,490 210,165 544,471 102,762 126,009 40,977 12,251 136,938 85,697
Changes from: December 4, 2012 Total Change is: -4,662
5,279 27,718 -25,508 17,171 -13,552 -2,254 -6,267 -3,125 7,445 1,310 3,263 316 -2,154 1,036
Percent of Open Interest Represented by Each Category of Trader
10.5 10.5 3.9 25.5 7.1 5.4 19.5 50.6 9.5 11.7 3.8 1.1 12.7 8.0
Number of Traders in Each Category Total Traders: 226
21 24 17 45 20 30 37 40 32 23 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 42,959
Positions
28,374 12,107 4,477 150 1,809 0 5,479 20,122 3,538 1 0 198 742 708
Changes from: December 4, 2012 Total Change is: 3,551
3,558 244 -237 50 1,427 0 330 2,291 -2 1 0 -61 -88 -111
Percent of Open Interest Represented by Each Category of Trader
66.0 28.2 10.4 0.3 4.2 0.0 12.8 46.8 8.2 0.0 0.0 0.5 1.7 1.6
Number of Traders in Each Category Total Traders: 46
12 4 11 . . 0 11 15 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 2,064,594
Positions
129,305 141,203 110,155 406,147 783,790 187,989 526,432 115,528 236,279 89,552 109,502 47,166 331,569 332,981
Changes from: December 4, 2012 Total Change is: 103,266
14,990 8,660 10,294 27,429 53,089 634 -12,784 25,223 52,496 175 2,494 -6,019 16,051 -43,606
Percent of Open Interest Represented by Each Category of Trader
6.3 6.8 5.3 19.7 38.0 9.1 25.5 5.6 11.4 4.3 5.3 2.3 16.1 16.1
Number of Traders in Each Category Total Traders: 271
17 34 42 24 59 51 64 42 66 12 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,639,798
Positions
273,829 188,850 62,591 221,154 468,634 119,255 383,365 280,946 173,583 140,338 90,616 13,710 251,973 241,613
Changes from: December 4, 2012 Total Change is: -30,091
-2,749 34,105 -12,251 -2,149 15,762 -1,345 1,259 -72,009 8,967 -4,874 994 1,087 -18,037 -5,401
Percent of Open Interest Represented by Each Category of Trader
16.7 11.5 3.8 13.5 28.6 7.3 23.4 17.1 10.6 8.6 5.5 0.8 15.4 14.7
Number of Traders in Each Category Total Traders: 209
18 26 22 28 37 34 39 38 38 10 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 354,036
Positions
142,187 104,540 105,139 0 2,221 3,345 19,746 37,563 49,979 1,788 5,938 8,835 23,016 36,476
Changes from: December 4, 2012 Total Change is: 13,242
3,962 7,998 4,633 0 0 0 5,816 -2,105 -1,866 24 2,085 530 143 1,966
Percent of Open Interest Represented by Each Category of Trader
40.2 29.5 29.7 0.0 0.6 0.9 5.6 10.6 14.1 0.5 1.7 2.5 6.5 10.3
Number of Traders in Each Category Total Traders: 72
18 20 30 0 . . 8 14 19 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,770,728
Positions
1,005,840 3,165,497 2,820,193 977,302 86,885 178,126 1,607,784 271,275 4,282,177 173,073 143,778 731,496 994,736 1,091,301
Changes from: December 4, 2012 Total Change is: 285,588
-82,219 101,699 29,221 41,920 -10,800 7,833 64,968 -6,749 153,561 17,953 2,560 7,241 45,111 1,022
Percent of Open Interest Represented by Each Category of Trader
7.9 24.8 22.1 7.7 0.7 1.4 12.6 2.1 33.5 1.4 1.1 5.7 7.8 8.5
Number of Traders in Each Category Total Traders: 259
26 56 81 9 11 17 56 61 95 14 17 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,353
Positions
9,865 2,412 0 538 1,096 0 2,169 8,472 311 234 966 0 236 96
Changes from: December 4, 2012 Total Change is: 264
-919 1,722 0 0 112 0 1,187 -2,251 -38 0 696 0 34 23
Percent of Open Interest Represented by Each Category of Trader
73.9 18.1 0.0 4.0 8.2 0.0 16.2 63.4 2.3 1.8 7.2 0.0 1.8 0.7
Number of Traders in Each Category Total Traders: 31
. 4 0 . 4 0 5 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 12,695
Positions
11,019 5,885 0 0 863 41 858 4,980 593 0 262 0 184 71
Changes from: December 4, 2012 Total Change is: -598
-233 -344 0 -927 -5 0 155 -903 472 0 171 0 -65 11
Percent of Open Interest Represented by Each Category of Trader
86.8 46.4 0.0 0.0 6.8 0.3 6.8 39.2 4.7 0.0 2.1 0.0 1.4 0.6
Number of Traders in Each Category Total Traders: 26
. 6 0 0 4 . 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,362
Positions
9,302 7,760 1,978 1,909 4,774 323 21,445 29,615 2,046 9,274 834 215 2,870 1,817
Changes from: December 4, 2012 Total Change is: 4,901
-529 283 379 -23 230 -28 4,977 7,083 -939 1,462 -677 -59 -339 -1,372
Percent of Open Interest Represented by Each Category of Trader
18.8 15.7 4.0 3.9 9.7 0.7 43.4 60.0 4.1 18.8 1.7 0.4 5.8 3.7
Number of Traders in Each Category Total Traders: 96
. . . 8 6 . 18 34 11 20 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 409,743
Positions
119,580 20,883 46,588 29,338 18,189 17,618 38,289 145,173 47,285 7,652 6,952 79,702 23,691 27,353
Changes from: December 4, 2012 Total Change is: 13,612
-4,821 5,525 2,645 -348 -1,153 480 7,220 4,258 -1,329 1,480 -5,220 16,984 -8,699 -8,578
Percent of Open Interest Represented by Each Category of Trader
29.2 5.1 11.4 7.2 4.4 4.3 9.3 35.4 11.5 1.9 1.7 19.5 5.8 6.7
Number of Traders in Each Category Total Traders: 178
26 10 24 8 12 9 33 41 45 17 19 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 11, 2012
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,530
Positions
238 4,421 0 3,831 538 79 4,109 3,585 902 240 0 0 131 5
Changes from: December 4, 2012 Total Change is: 234
37 -30 0 110 51 2 84 215 0 0 0 0 1 -4
Percent of Open Interest Represented by Each Category of Trader
2.5 46.4 0.0 40.2 5.6 0.8 43.1 37.6 9.5 2.5 0.0 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 20
. 4 0 4 . . 4 4 . . 0 0
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Updated December 14, 2012