Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 227,392 Positions 20,511 103,367 43,117 23,252 18,453 784 71,143 20,480 13,799 7,357 7,181 345 47,084 19,866 Changes from: December 11, 2012 Total Change is: 42,005 -9,390 8,681 36,797 -384 1,582 -197 7,839 -11,109 5,331 -355 1,486 -22 2,386 -545 Percent of Open Interest Represented by Each Category of Trader 9.0 45.5 19.0 10.2 8.1 0.3 31.3 9.0 6.1 3.2 3.2 0.2 20.7 8.7 Number of Traders in Each Category Total Traders: 94 4 14 12 10 4 4 35 9 14 12 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 44,843 Positions 435 16,954 6 1,744 2,697 173 16,655 11,119 1,093 604 3,293 0 24,133 9,509 Changes from: December 11, 2012 Total Change is: -4,946 -9,547 -2,550 -1,603 176 -76 -17 6,398 1,996 -4,512 -1,506 3,293 -1,232 6,897 -245 Percent of Open Interest Represented by Each Category of Trader 1.0 37.8 0.0 3.9 6.0 0.4 37.1 24.8 2.4 1.3 7.3 0.0 53.8 21.2 Number of Traders in Each Category Total Traders: 35 . 7 . . 4 . 11 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 197,912 Positions 2,768 57,020 1,481 23,029 30,720 2,103 114,132 44,001 4,474 4,164 35,259 1,740 44,023 21,116 Changes from: December 11, 2012 Total Change is: 7,508 -9,270 -15,172 -2,124 789 -750 326 15,342 9,930 -1,140 1,247 15,512 530 1,808 396 Percent of Open Interest Represented by Each Category of Trader 1.4 28.8 0.7 11.6 15.5 1.1 57.7 22.2 2.3 2.1 17.8 0.9 22.2 10.7 Number of Traders in Each Category Total Traders: 101 . 9 5 7 13 4 35 15 10 8 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 227,113 Positions 85,336 6,779 9,574 53,288 8,697 2,637 24,599 111,750 14,468 17,214 5,314 2,249 17,746 65,644 Changes from: December 11, 2012 Total Change is: -61,729 1,566 -8,056 -23,757 -1,280 -1,044 -40 -25,968 7,324 -22,161 16,232 -10,526 -4,969 -1,352 1,501 Percent of Open Interest Represented by Each Category of Trader 37.6 3.0 4.2 23.5 3.8 1.2 10.8 49.2 6.4 7.6 2.3 1.0 7.8 28.9 Number of Traders in Each Category Total Traders: 125 9 9 7 8 8 5 25 47 24 9 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 234,364 Positions 19,734 23,283 8,739 45,300 36,707 11,108 54,396 59,919 20,600 15,287 12,227 5,884 53,316 55,897 Changes from: December 11, 2012 Total Change is: -37,136 -36,355 -22,430 -9,337 524 -3,157 2,862 18,720 -5,356 -2,562 -14,808 1,520 1,208 2,611 117 Percent of Open Interest Represented by Each Category of Trader 8.4 9.9 3.7 19.3 15.7 4.7 23.2 25.6 8.8 6.5 5.2 2.5 22.7 23.9 Number of Traders in Each Category Total Traders: 183 17 12 11 19 18 17 37 35 30 16 29 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 214,967 Positions 11,309 83,466 2,698 4,210 44,452 1,440 143,579 42,376 6,087 1,380 10,432 1,889 42,376 22,128 Changes from: December 11, 2012 Total Change is: -23,923 -9,883 14,433 -11,193 24 674 -768 6,799 -15,486 -10,028 -688 2,499 -178 1,992 -3,876 Percent of Open Interest Represented by Each Category of Trader 5.3 38.8 1.3 2.0 20.7 0.7 66.8 19.7 2.8 0.6 4.9 0.9 19.7 10.3 Number of Traders in Each Category Total Traders: 117 6 11 6 4 10 4 35 32 17 5 14 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 73,504 Positions 36,457 48,112 17,436 3,238 0 0 6,292 553 4,228 2,470 0 2,855 528 320 Changes from: December 11, 2012 Total Change is: -9,515 -2,958 -5,358 -4,026 -223 0 -35 -1,781 230 -374 0 0 -6 -112 54 Percent of Open Interest Represented by Each Category of Trader 49.6 65.5 23.7 4.4 0.0 0.0 8.6 0.8 5.8 3.4 0.0 3.9 0.7 0.4 Number of Traders in Each Category Total Traders: 24 5 13 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 212,190 Positions 19,017 118,958 0 13,138 991 0 160,843 79,049 0 9,137 10,927 145 9,910 2,120 Changes from: December 11, 2012 Total Change is: -39,697 -6,769 12,839 -12,186 -6,963 576 0 15,328 -7,142 -29,340 356 1,084 -508 385 -5,020 Percent of Open Interest Represented by Each Category of Trader 9.0 56.1 0.0 6.2 0.5 0.0 75.8 37.3 0.0 4.3 5.1 0.1 4.7 1.0 Number of Traders in Each Category Total Traders: 139 5 10 0 12 4 0 72 13 0 18 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 40,302 Positions 16,200 20,105 604 3,660 0 0 6,098 1,683 487 11,453 15,587 1,060 740 776 Changes from: December 11, 2012 Total Change is: 4,604 -187 3,415 601 3,129 0 0 642 2 419 -103 0 0 103 167 Percent of Open Interest Represented by Each Category of Trader 40.2 49.9 1.5 9.1 0.0 0.0 15.1 4.2 1.2 28.4 38.7 2.6 1.8 1.9 Number of Traders in Each Category Total Traders: 23 . 5 . . 0 0 7 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 42,446 Positions 1,724 17,913 0 454 0 0 33,874 19,269 156 239 3,289 68 5,931 1,751 Changes from: December 11, 2012 Total Change is: 1,065 100 -9,972 -1,014 -175 0 0 5,385 14,095 -2,638 -191 1,185 -108 -294 -483 Percent of Open Interest Represented by Each Category of Trader 4.1 42.2 0.0 1.1 0.0 0.0 79.8 45.4 0.4 0.6 7.7 0.2 14.0 4.1 Number of Traders in Each Category Total Traders: 53 . 7 0 . 0 0 24 11 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 79,946 Positions 17,532 42,109 12,743 6,935 0 241 17,613 6,009 9,335 3,482 614 2,058 10,008 6,838 Changes from: December 11, 2012 Total Change is: 27,474 3,154 10,799 11,324 1,997 0 -340 -1,222 -3,362 8,109 1,278 -490 1,194 1,982 240 Percent of Open Interest Represented by Each Category of Trader 21.9 52.7 15.9 8.7 0.0 0.3 22.0 7.5 11.7 4.4 0.8 2.6 12.5 8.6 Number of Traders in Each Category Total Traders: 97 18 17 17 8 0 . 25 12 16 10 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 16,356 Positions 5,809 11,029 1,887 1,410 0 0 4,138 1,908 338 1,659 0 0 1,116 1,195 Changes from: December 11, 2012 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 35.5 67.4 11.5 8.6 0.0 0.0 25.3 11.7 2.1 10.1 0.0 0.0 6.8 7.3 Number of Traders in Each Category Total Traders: 23 4 9 . . 0 0 4 . 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 127,179 Positions 32,060 70,774 13,096 11,049 0 481 36,964 18,215 7,982 4,652 2,234 3,110 17,785 11,286 Changes from: December 11, 2012 Total Change is: 22,236 3,304 8,155 10,259 1,173 0 -680 -708 -527 5,530 244 26 1,381 1,732 -1,909 Percent of Open Interest Represented by Each Category of Trader 25.2 55.6 10.3 8.7 0.0 0.4 29.1 14.3 6.3 3.7 1.8 2.4 14.0 8.9 Number of Traders in Each Category Total Traders: 94 17 17 13 7 0 . 27 12 16 8 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,097,639 Positions 60,445 258,355 91,935 348,182 143,723 64,553 122,943 156,278 206,917 39,471 44,881 30,913 132,280 100,083 Changes from: December 11, 2012 Total Change is: 77,128 2,896 18,356 35,944 5,468 -9,011 3,715 5,929 173 35,262 -3,391 3,592 3,093 -11,789 -13,998 Percent of Open Interest Represented by Each Category of Trader 5.5 23.5 8.4 31.7 13.1 5.9 11.2 14.2 18.9 3.6 4.1 2.8 12.1 9.1 Number of Traders in Each Category Total Traders: 609 39 41 56 123 48 66 122 108 125 54 71 63 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 321,939 Positions 19,871 82,128 27,322 82,781 27,853 11,237 28,096 38,862 57,142 10,727 16,666 13,109 71,653 47,618 Changes from: December 11, 2012 Total Change is: 28,785 -1,799 13,994 18,618 -1,300 -352 1,875 3,513 2,629 5,549 -1,002 2,507 1,335 1,997 -17,370 Percent of Open Interest Represented by Each Category of Trader 6.2 25.5 8.5 25.7 8.7 3.5 8.7 12.1 17.7 3.3 5.2 4.1 22.3 14.8 Number of Traders in Each Category Total Traders: 122 12 11 12 25 7 15 21 22 38 12 10 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,878,501 Positions 222,535 900,800 303,400 1,361,967 614,312 231,617 674,000 786,846 549,108 147,886 145,244 84,850 303,138 262,325 Changes from: December 11, 2012 Total Change is: 241,713 9,367 7,699 100,736 30,156 -46,981 12,889 41,342 16,979 119,308 -12,112 5,261 8,958 -68,933 16,862 Percent of Open Interest Represented by Each Category of Trader 5.7 23.2 7.8 35.1 15.8 6.0 17.4 20.3 14.2 3.8 3.7 2.2 7.8 6.8 Number of Traders in Each Category Total Traders: 565 35 44 50 110 46 58 123 98 114 46 62 52 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 128,629 Positions 4,843 42,537 10,509 60,891 57,534 1,765 32,946 8,983 2,097 930 2,341 0 14,648 2,864 Changes from: December 11, 2012 Total Change is: 11,065 -1,736 3,748 10,490 558 -2,276 -86 -234 -2,796 1,859 79 -22 0 135 148 Percent of Open Interest Represented by Each Category of Trader 3.8 33.1 8.2 47.3 44.7 1.4 25.6 7.0 1.6 0.7 1.8 0.0 11.4 2.2 Number of Traders in Each Category Total Traders: 102 8 12 7 38 12 9 18 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 124,242 Positions 4,323 38,341 35,696 26,070 7,965 6,729 27,181 13,644 13,157 1,649 3,375 1,743 7,694 3,593 Changes from: December 11, 2012 Total Change is: 17,769 401 1,130 9,064 560 -1,176 5,635 -581 709 4,635 91 -360 80 -2,117 -1,950 Percent of Open Interest Represented by Each Category of Trader 3.5 30.9 28.7 21.0 6.4 5.4 21.9 11.0 10.6 1.3 2.7 1.4 6.2 2.9 Number of Traders in Each Category Total Traders: 236 16 30 25 32 21 16 70 36 35 18 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 26,924 Positions 15,297 15,329 2,401 2,000 0 945 2,919 5,728 0 523 0 200 2,639 2,321 Changes from: December 11, 2012 Total Change is: 4,146 1,018 1,183 2,053 0 0 945 330 0 0 0 0 100 -300 -135 Percent of Open Interest Represented by Each Category of Trader 56.8 56.9 8.9 7.4 0.0 3.5 10.8 21.3 0.0 1.9 0.0 0.7 9.8 8.6 Number of Traders in Each Category Total Traders: 22 9 7 5 . 0 . . . 0 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 486,588 Positions 67,379 237,306 44,229 120,531 40,007 28,740 145,596 63,865 41,497 8,244 19,488 5,098 25,274 6,357 Changes from: December 11, 2012 Total Change is: 68,116 -1,629 1,195 33,599 2,979 -5,698 23,272 -8,791 -689 27,411 457 -1,800 -99 -9,084 -9,075 Percent of Open Interest Represented by Each Category of Trader 13.8 48.8 9.1 24.8 8.2 5.9 29.9 13.1 8.5 1.7 4.0 1.0 5.2 1.3 Number of Traders in Each Category Total Traders: 236 16 30 20 31 22 16 70 36 34 18 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 441,110 Positions 101,917 30,638 50,726 129,662 192,750 36,190 84,232 98,729 6,787 3,935 11,308 1,073 26,588 12,909 Changes from: December 11, 2012 Total Change is: 54,182 -7,987 3,264 36,544 -6,992 -8,365 14,965 5,304 5,044 3,986 306 -536 527 7,529 -1,248 Percent of Open Interest Represented by Each Category of Trader 23.1 6.9 11.5 29.4 43.7 8.2 19.1 22.4 1.5 0.9 2.6 0.2 6.0 2.9 Number of Traders in Each Category Total Traders: 260 23 13 13 53 41 29 51 52 19 10 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 52,544 Positions 3,666 6,387 100 21,387 0 81 13,657 22,152 0 4,122 1,396 0 9,531 22,428 Changes from: December 11, 2012 Total Change is: -3,614 -6,033 1,390 -120 5,264 0 -59 1,245 5,490 -1,070 1,601 32 0 -4,442 -9,277 Percent of Open Interest Represented by Each Category of Trader 7.0 12.2 0.2 40.7 0.0 0.2 26.0 42.2 0.0 7.8 2.7 0.0 18.1 42.7 Number of Traders in Each Category Total Traders: 48 4 . . 15 0 . 12 9 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 58,730 Positions 9,293 9,231 2,652 7,354 3,670 0 25,568 3,529 390 4,806 256 0 8,667 39,002 Changes from: December 11, 2012 Total Change is: -12,301 -4,508 -11,737 -4,760 452 1,210 -293 2,567 -7,795 -1,664 984 -3,086 -217 -4,862 16,041 Percent of Open Interest Represented by Each Category of Trader 15.8 15.7 4.5 12.5 6.2 0.0 43.5 6.0 0.7 8.2 0.4 0.0 14.8 66.4 Number of Traders in Each Category Total Traders: 60 13 10 6 5 . 0 18 5 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 91,761 Positions 4,532 10,705 22,222 41,536 31,143 6,990 7,755 14,005 2,667 220 0 0 5,839 4,029 Changes from: December 11, 2012 Total Change is: 26,296 35 1,498 21,405 2,035 -2,158 -314 -10 2,576 2,017 2 0 0 1,126 1,272 Percent of Open Interest Represented by Each Category of Trader 4.9 11.7 24.2 45.3 33.9 7.6 8.5 15.3 2.9 0.2 0.0 0.0 6.4 4.4 Number of Traders in Each Category Total Traders: 73 5 . . 23 23 9 9 9 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 167,738 Positions 16,849 71,801 7,486 74,062 15,707 5,755 19,307 33,817 9,568 6,505 2,270 2,321 25,885 19,013 Changes from: December 11, 2012 Total Change is: 16,895 -3,417 3,282 -2,058 5,290 -3,392 -1,867 3,834 2,020 3,038 575 234 1,216 10,284 14,422 Percent of Open Interest Represented by Each Category of Trader 10.0 42.8 4.5 44.2 9.4 3.4 11.5 20.2 5.7 3.9 1.4 1.4 15.4 11.3 Number of Traders in Each Category Total Traders: 132 13 19 13 37 14 13 24 8 4 13 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 692,618 Positions 10,939 96,188 32,188 241,897 145,072 79,435 72,244 63,288 72,269 19,891 32,516 6,879 156,876 164,785 Changes from: December 11, 2012 Total Change is: -280 2,121 -2,451 1,984 5,726 -18,773 1,479 -17,933 -1,270 13,639 1,170 80 -358 -8,108 5,390 Percent of Open Interest Represented by Each Category of Trader 1.6 13.9 4.6 34.9 20.9 11.5 10.4 9.1 10.4 2.9 4.7 1.0 22.6 23.8 Number of Traders in Each Category Total Traders: 175 8 17 18 40 31 41 27 36 43 8 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 366,573 Positions 0 129,492 6 242,631 40,359 34,067 1,950 79,555 7,229 15,715 15,432 0 64,975 60,433 Changes from: December 11, 2012 Total Change is: -4,241 0 9,518 6 12,321 -5,744 -3,114 -3,472 -1,050 -6,133 -1,076 -95 0 -2,773 2,371 Percent of Open Interest Represented by Each Category of Trader 0.0 35.3 0.0 66.2 11.0 9.3 0.5 21.7 2.0 4.3 4.2 0.0 17.7 16.5 Number of Traders in Each Category Total Traders: 63 0 11 . 29 9 17 . 7 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,135,207 Positions 102,004 133,496 36,822 276,840 78,075 54,891 270,031 612,333 93,127 158,512 35,032 11,806 131,175 79,625 Changes from: December 11, 2012 Total Change is: 58,966 -11,467 20,922 -5,373 2,879 1,250 -3,599 59,866 67,861 -9,634 32,502 -5,944 -445 -5,764 -6,072 Percent of Open Interest Represented by Each Category of Trader 9.0 11.8 3.2 24.4 6.9 4.8 23.8 53.9 8.2 14.0 3.1 1.0 11.6 7.0 Number of Traders in Each Category Total Traders: 226 22 23 18 46 18 31 41 37 32 23 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 50,485 Positions 27,134 9,210 6,245 0 1,809 0 10,029 26,372 6,067 8 0 270 732 512 Changes from: December 11, 2012 Total Change is: 7,526 -1,240 -2,897 1,768 -150 0 0 4,550 6,250 2,529 7 0 72 -10 -196 Percent of Open Interest Represented by Each Category of Trader 53.7 18.2 12.4 0.0 3.6 0.0 19.9 52.2 12.0 0.0 0.0 0.5 1.4 1.0 Number of Traders in Each Category Total Traders: 47 11 5 11 0 . 0 11 16 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,191,607 Positions 140,795 140,559 144,461 396,280 791,759 202,458 565,981 151,274 266,680 116,154 96,912 42,501 316,297 355,003 Changes from: December 11, 2012 Total Change is: 127,013 11,490 -643 34,306 -9,867 7,969 14,469 39,549 35,746 30,401 26,602 -12,590 -4,665 -15,272 22,021 Percent of Open Interest Represented by Each Category of Trader 6.4 6.4 6.6 18.1 36.1 9.2 25.8 6.9 12.2 5.3 4.4 1.9 14.4 16.2 Number of Traders in Each Category Total Traders: 273 22 30 43 21 61 51 56 49 69 12 22 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,585,713 Positions 264,740 175,693 63,211 270,594 457,486 126,705 344,444 269,696 127,170 132,075 90,694 16,738 240,036 258,320 Changes from: December 11, 2012 Total Change is: -54,085 -9,089 -13,158 620 49,440 -11,148 7,451 -38,921 -11,250 -46,413 -8,264 78 3,028 -11,937 16,708 Percent of Open Interest Represented by Each Category of Trader 16.7 11.1 4.0 17.1 28.9 8.0 21.7 17.0 8.0 8.3 5.7 1.1 15.1 16.3 Number of Traders in Each Category Total Traders: 194 11 23 17 29 38 35 39 31 38 9 14 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 443,138 Positions 172,242 189,178 106,363 0 2,939 3,401 68,952 35,768 58,159 3,907 7,866 9,895 20,219 29,570 Changes from: December 11, 2012 Total Change is: 89,103 30,055 84,638 1,224 0 718 56 49,205 -1,794 8,179 2,120 1,928 1,060 -2,797 -6,907 Percent of Open Interest Represented by Each Category of Trader 38.9 42.7 24.0 0.0 0.7 0.8 15.6 8.1 13.1 0.9 1.8 2.2 4.6 6.7 Number of Traders in Each Category Total Traders: 84 21 21 32 0 . . 19 8 23 6 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,494,731 Positions 916,418 2,750,505 2,375,449 1,017,022 91,241 143,274 1,313,661 297,422 3,143,459 142,278 136,914 521,895 921,274 1,034,571 Changes from: December 11, 2012 Total Change is:-2,275,997 -89,422 -414,991 -444,745 39,720 4,356 -34,852 -294,123 26,147 -1,138,718 -30,795 -6,864 -209,601 -73,462 -56,729 Percent of Open Interest Represented by Each Category of Trader 8.7 26.2 22.6 9.7 0.9 1.4 12.5 2.8 30.0 1.4 1.3 5.0 8.8 9.9 Number of Traders in Each Category Total Traders: 235 22 52 72 9 8 17 56 49 86 10 18 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 8,770 Positions 7,783 320 0 40 1,002 0 553 6,330 0 259 1,066 0 135 52 Changes from: December 11, 2012 Total Change is: -4,583 -2,082 -2,092 0 -498 -94 0 -1,616 -2,142 -311 25 100 0 -101 -44 Percent of Open Interest Represented by Each Category of Trader 88.7 3.6 0.0 0.5 11.4 0.0 6.3 72.2 0.0 3.0 12.2 0.0 1.5 0.6 Number of Traders in Each Category Total Traders: 27 . 4 0 . . 0 5 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 8,209 Positions 6,998 2,158 0 0 864 40 987 4,857 0 0 261 0 184 29 Changes from: December 11, 2012 Total Change is: -4,486 -4,021 -3,727 0 0 1 -1 129 -123 -593 0 -1 0 0 -42 Percent of Open Interest Represented by Each Category of Trader 85.2 26.3 0.0 0.0 10.5 0.5 12.0 59.2 0.0 0.0 3.2 0.0 2.2 0.4 Number of Traders in Each Category Total Traders: 24 4 4 0 0 4 . 4 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 44,136 Positions 11,246 710 1,595 1,682 5,766 400 19,579 29,855 732 6,176 1,878 0 2,726 3,200 Changes from: December 11, 2012 Total Change is: -5,225 1,944 -7,050 -383 -227 992 77 -1,866 240 -1,314 -3,097 1,044 -215 -144 1,383 Percent of Open Interest Represented by Each Category of Trader 25.5 1.6 3.6 3.8 13.1 0.9 44.4 67.6 1.7 14.0 4.3 0.0 6.2 7.3 Number of Traders in Each Category Total Traders: 101 5 . . 8 6 . 18 33 8 18 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 18, 2012 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 398,243 Positions 109,702 25,563 46,264 24,954 18,482 16,283 39,757 131,453 45,887 9,592 4,899 79,521 26,283 29,891 Changes from: December 11, 2012 Total Change is: -11,500 -9,878 4,680 -324 -4,384 293 -1,335 1,468 -13,720 -1,398 1,940 -2,053 -181 2,592 2,538 Percent of Open Interest Represented by Each Category of Trader 27.5 6.4 11.6 6.3 4.6 4.1 10.0 33.0 11.5 2.4 1.2 20.0 6.6 7.5 Number of Traders in Each Category Total Traders: 164 21 13 23 7 10 8 33 39 44 18 14 21 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 21, 2012