Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 144,716 Positions 4,594 102,474 0 22,593 19,450 890 62,434 3,578 689 6,873 1,961 639 46,004 15,035 Changes from: January 8, 2013 Total Change is: 7,402 702 9,174 -93 1,035 133 35 2,448 -1,753 0 -492 134 289 3,478 -517 Percent of Open Interest Represented by Each Category of Trader 3.2 70.8 0.0 15.6 13.4 0.6 43.1 2.5 0.5 4.7 1.4 0.4 31.8 10.4 Number of Traders in Each Category Total Traders: 86 4 12 0 11 4 4 31 9 4 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 43,176 Positions 3,824 25,099 327 1,487 2,054 351 18,554 3,857 141 853 2,331 0 17,639 9,016 Changes from: January 8, 2013 Total Change is: -3,540 1,473 -712 88 -7 -402 0 -211 -3,983 141 249 33 0 -5,273 1,295 Percent of Open Interest Represented by Each Category of Trader 8.9 58.1 0.8 3.4 4.8 0.8 43.0 8.9 0.3 2.0 5.4 0.0 40.9 20.9 Number of Traders in Each Category Total Traders: 40 6 9 . . . . 12 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 163,295 Positions 11,507 49,501 833 22,591 29,198 2,165 85,202 31,335 1,479 2,347 30,220 848 36,323 17,716 Changes from: January 8, 2013 Total Change is: -2,289 2,441 -2,703 -6 -39 -9 -29 -5,458 454 637 -970 -453 844 291 -1,024 Percent of Open Interest Represented by Each Category of Trader 7.0 30.3 0.5 13.8 17.9 1.3 52.2 19.2 0.9 1.4 18.5 0.5 22.2 10.8 Number of Traders in Each Category Total Traders: 89 . 14 . 6 12 4 26 17 6 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 196,509 Positions 75,209 12,338 561 50,029 7,036 5,201 19,763 99,690 525 27,118 9,891 549 17,554 60,718 Changes from: January 8, 2013 Total Change is: 3,214 -6,781 -829 192 -813 -76 907 -702 -2,014 379 8,087 1,885 -340 2,285 3,110 Percent of Open Interest Represented by Each Category of Trader 38.3 6.3 0.3 25.5 3.6 2.6 10.1 50.7 0.3 13.8 5.0 0.3 8.9 30.9 Number of Traders in Each Category Total Traders: 123 9 10 . 9 7 4 17 48 8 8 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 211,373 Positions 22,157 46,243 2,367 42,519 33,365 5,542 65,502 61,682 977 16,379 13,017 660 55,270 47,520 Changes from: January 8, 2013 Total Change is: 17,122 -2,873 17,246 740 70 36 301 11,807 -440 -13 -280 1,069 -4 7,374 -1,813 Percent of Open Interest Represented by Each Category of Trader 10.5 21.9 1.1 20.1 15.8 2.6 31.0 29.2 0.5 7.7 6.2 0.3 26.1 22.5 Number of Traders in Each Category Total Traders: 180 17 16 8 21 17 15 43 31 16 15 20 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 203,425 Positions 14,785 88,908 772 3,770 42,693 1,403 133,828 42,770 159 4,127 7,654 271 44,310 18,795 Changes from: January 8, 2013 Total Change is: 19,342 61 13,853 46 859 -596 -22 12,997 5,595 147 93 1,971 11 5,150 -1,663 Percent of Open Interest Represented by Each Category of Trader 7.3 43.7 0.4 1.9 21.0 0.7 65.8 21.0 0.1 2.0 3.8 0.1 21.8 9.2 Number of Traders in Each Category Total Traders: 107 7 13 . 4 9 . 35 24 8 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 75,330 Positions 36,457 49,413 17,436 3,463 0 0 7,269 917 4,478 2,719 0 2,855 653 231 Changes from: January 8, 2013 Total Change is: -219 0 -279 0 -96 0 0 -203 48 0 113 0 -12 -21 24 Percent of Open Interest Represented by Each Category of Trader 48.4 65.6 23.1 4.6 0.0 0.0 9.6 1.2 5.9 3.6 0.0 3.8 0.9 0.3 Number of Traders in Each Category Total Traders: 26 5 13 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 190,902 Positions 12,752 114,475 0 12,893 915 0 142,273 58,229 283 12,628 14,744 108 9,965 2,148 Changes from: January 8, 2013 Total Change is: 5,691 -2,549 1,013 0 2,193 106 0 5,180 2,214 -215 453 2,313 -249 878 509 Percent of Open Interest Represented by Each Category of Trader 6.7 60.0 0.0 6.8 0.5 0.0 74.5 30.5 0.1 6.6 7.7 0.1 5.2 1.1 Number of Traders in Each Category Total Traders: 144 7 13 0 10 . 0 71 14 . 22 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 8,444 23,776 571 6,040 0 0 6,506 2,172 242 13,185 8,387 38 672 512 Changes from: January 8, 2013 Total Change is: -2,763 -7,200 4,099 148 3,872 0 0 -65 213 30 497 -7,200 0 -45 -53 Percent of Open Interest Represented by Each Category of Trader 23.7 66.6 1.6 16.9 0.0 0.0 18.2 6.1 0.7 36.9 23.5 0.1 1.9 1.4 Number of Traders in Each Category Total Traders: 30 . 6 . . 0 0 7 4 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,654 Positions 3,216 24,710 0 604 0 0 28,613 8,176 362 689 3,613 0 5,170 1,793 Changes from: January 8, 2013 Total Change is: 2,123 196 1,330 0 110 0 0 1,656 361 133 -95 595 -115 238 -181 Percent of Open Interest Represented by Each Category of Trader 8.3 63.9 0.0 1.6 0.0 0.0 74.0 21.2 0.9 1.8 9.3 0.0 13.4 4.6 Number of Traders in Each Category Total Traders: 62 6 9 0 4 0 0 25 11 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 51,142 Positions 14,932 33,546 158 6,157 0 246 19,294 10,850 9 2,090 1,012 10 8,247 5,311 Changes from: January 8, 2013 Total Change is: 4,460 654 506 3 100 0 -147 3,504 2,650 -2 77 204 10 261 1,236 Percent of Open Interest Represented by Each Category of Trader 29.2 65.6 0.3 12.0 0.0 0.5 37.7 21.2 0.0 4.1 2.0 0.0 16.1 10.4 Number of Traders in Each Category Total Traders: 100 20 18 . 6 0 . 30 15 . 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 102,283 Positions 29,863 67,091 316 12,313 0 492 38,588 21,700 18 4,179 2,024 20 16,494 10,622 Changes from: January 8, 2013 Total Change is: 8,919 1,308 1,011 6 200 0 -294 7,008 5,300 -3 153 407 20 521 2,472 Percent of Open Interest Represented by Each Category of Trader 29.2 65.6 0.3 12.0 0.0 0.5 37.7 21.2 0.0 4.1 2.0 0.0 16.1 10.4 Number of Traders in Each Category Total Traders: 100 20 18 . 6 0 . 30 15 . 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 754,799 Positions 60,157 223,702 21,210 355,387 131,149 56,424 85,914 176,557 24,190 37,467 34,803 6,523 107,528 80,241 Changes from: January 8, 2013 Total Change is: 3,362 1,662 -11,863 1,509 -3,471 -2,545 -3,109 3,062 10,831 -935 -1,305 -72 -1,492 7,441 11,037 Percent of Open Interest Represented by Each Category of Trader 8.0 29.6 2.8 47.1 17.4 7.5 11.4 23.4 3.2 5.0 4.6 0.9 14.2 10.6 Number of Traders in Each Category Total Traders: 548 40 35 22 120 44 59 98 114 72 49 48 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 186,117 Positions 20,552 74,045 4,602 73,028 28,246 7,727 11,339 19,364 456 10,127 10,366 3,184 55,102 38,127 Changes from: January 8, 2013 Total Change is: -5,384 -107 -5,245 176 -4,664 -333 -4,963 1,960 -1,335 84 1,486 -395 -2,224 2,868 8,851 Percent of Open Interest Represented by Each Category of Trader 11.0 39.8 2.5 39.2 15.2 4.2 6.1 10.4 0.2 5.4 5.6 1.7 29.6 20.5 Number of Traders in Each Category Total Traders: 103 10 13 5 25 8 12 21 14 5 7 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,843,412 Positions 256,069 806,328 24,994 1,440,522 543,243 214,759 431,714 844,804 59,830 150,673 136,160 2,722 262,129 210,572 Changes from: January 8, 2013 Total Change is: 43,732 8,729 -33,206 6,784 6,926 -10,096 8,308 -6,149 49,170 6,567 -10,971 4,601 675 22,863 10,929 Percent of Open Interest Represented by Each Category of Trader 9.0 28.4 0.9 50.7 19.1 7.6 15.2 29.7 2.1 5.3 4.8 0.1 9.2 7.4 Number of Traders in Each Category Total Traders: 519 38 34 16 105 42 51 96 114 57 44 46 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 117,323 Positions 3,556 48,310 13 61,956 53,505 2,856 35,791 7,308 29 887 2,615 0 12,235 2,687 Changes from: January 8, 2013 Total Change is: 3,650 -2 4,042 0 985 -1,515 184 2,373 414 29 0 289 0 81 207 Percent of Open Interest Represented by Each Category of Trader 3.0 41.2 0.0 52.8 45.6 2.4 30.5 6.2 0.0 0.8 2.2 0.0 10.4 2.3 Number of Traders in Each Category Total Traders: 100 5 14 . 39 14 9 16 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 61,892 Positions 2,483 35,284 331 27,893 6,253 1,341 20,897 12,343 562 2,173 2,915 50 6,163 2,813 Changes from: January 8, 2013 Total Change is: 1,765 37 737 -67 729 -6 -61 322 485 302 14 269 40 449 66 Percent of Open Interest Represented by Each Category of Trader 4.0 57.0 0.5 45.1 10.1 2.2 33.8 19.9 0.9 3.5 4.7 0.1 10.0 4.5 Number of Traders in Each Category Total Traders: 204 14 27 . 33 19 12 49 34 12 19 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 309,462 Positions 12,414 176,421 1,654 139,465 31,266 6,706 104,484 61,715 2,812 10,864 14,574 249 30,814 14,065 Changes from: January 8, 2013 Total Change is: 8,825 184 3,686 -334 3,645 -31 -306 1,611 2,426 1,512 68 1,345 199 2,246 328 Percent of Open Interest Represented by Each Category of Trader 4.0 57.0 0.5 45.1 10.1 2.2 33.8 19.9 0.9 3.5 4.7 0.1 10.0 4.5 Number of Traders in Each Category Total Traders: 204 14 27 . 33 19 12 49 34 12 19 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 359,405 Positions 70,212 42,956 10,295 146,384 186,589 22,262 84,598 73,959 1,793 2,789 11,698 0 21,072 9,853 Changes from: January 8, 2013 Total Change is: 7,693 -8,924 6,412 590 7,704 -4,592 -450 8,516 5,216 231 64 607 0 -38 -321 Percent of Open Interest Represented by Each Category of Trader 19.5 12.0 2.9 40.7 51.9 6.2 23.5 20.6 0.5 0.8 3.3 0.0 5.9 2.7 Number of Traders in Each Category Total Traders: 246 19 15 . 53 38 24 54 48 12 6 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 53,906 Positions 2,625 12,731 974 20,266 0 134 12,930 16,084 0 5,505 944 2 11,470 23,037 Changes from: January 8, 2013 Total Change is: 3,071 -749 2,409 883 424 0 0 3,136 -431 -1,194 655 -302 0 -84 1,706 Percent of Open Interest Represented by Each Category of Trader 4.9 23.6 1.8 37.6 0.0 0.2 24.0 29.8 0.0 10.2 1.8 0.0 21.3 42.7 Number of Traders in Each Category Total Traders: 54 . 5 . 16 0 . 14 11 0 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 60,707 Positions 17,700 14,538 3,236 7,024 3,856 0 20,407 6,493 1,019 3,685 200 0 7,636 31,365 Changes from: January 8, 2013 Total Change is: -690 884 5,982 41 -923 244 0 233 -1,847 323 -968 0 0 -280 -5,433 Percent of Open Interest Represented by Each Category of Trader 29.2 23.9 5.3 11.6 6.4 0.0 33.6 10.7 1.7 6.1 0.3 0.0 12.6 51.7 Number of Traders in Each Category Total Traders: 76 19 12 6 6 . 0 20 9 5 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 83,583 Positions 16,452 38,984 88 46,658 19,661 5,584 8,583 16,018 134 222 0 0 5,862 3,114 Changes from: January 8, 2013 Total Change is: 1,015 1 2,700 3 2,570 -1,567 -1,722 347 1,724 -90 0 0 0 -94 -33 Percent of Open Interest Represented by Each Category of Trader 19.7 46.6 0.1 55.8 23.5 6.7 10.3 19.2 0.2 0.3 0.0 0.0 7.0 3.7 Number of Traders in Each Category Total Traders: 72 . 6 . 26 17 10 10 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 164,445 Positions 13,876 79,131 2,479 89,311 13,189 8,199 25,779 52,962 769 7,279 3,489 1,085 15,668 3,142 Changes from: January 8, 2013 Total Change is: 8,585 -2,702 9,067 -250 8,414 -294 -69 4,076 2,103 -3 199 98 -8 -1,072 -2,059 Percent of Open Interest Represented by Each Category of Trader 8.4 48.1 1.5 54.3 8.0 5.0 15.7 32.2 0.5 4.4 2.1 0.7 9.5 1.9 Number of Traders in Each Category Total Traders: 135 17 17 4 38 12 14 28 7 . 11 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 544,407 Positions 1,644 55,608 2,027 229,252 168,533 73,082 75,630 49,741 6,224 22,343 33,087 0 134,205 156,105 Changes from: January 8, 2013 Total Change is: 343 -14,401 1,320 -518 9,170 -8,308 4,407 663 -1,775 -568 2,506 1,382 0 -916 4,403 Percent of Open Interest Represented by Each Category of Trader 0.3 10.2 0.4 42.1 31.0 13.4 13.9 9.1 1.1 4.1 6.1 0.0 24.7 28.7 Number of Traders in Each Category Total Traders: 148 . 19 4 35 28 35 27 24 14 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 357,653 Positions 0 131,832 0 239,084 41,038 38,491 1,950 73,033 161 9,907 15,751 0 68,060 57,347 Changes from: January 8, 2013 Total Change is: 6,379 0 4,669 -1,285 6,062 3,178 1,772 0 -3,995 -17 0 550 0 -153 1,507 Percent of Open Interest Represented by Each Category of Trader 0.0 36.9 0.0 66.8 11.5 10.8 0.5 20.4 0.0 2.8 4.4 0.0 19.0 16.0 Number of Traders in Each Category Total Traders: 65 0 13 0 29 10 18 . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,014,787 Positions 87,415 169,308 11,188 277,404 123,051 55,323 242,679 503,964 30,727 176,634 36,444 7,179 126,238 77,603 Changes from: January 8, 2013 Total Change is: 51,956 -9,040 8,101 4,326 19,238 18,210 -2,708 28,202 29,019 -4,439 5,886 4,134 4 10,487 -4,691 Percent of Open Interest Represented by Each Category of Trader 8.6 16.7 1.1 27.3 12.1 5.5 23.9 49.7 3.0 17.4 3.6 0.7 12.4 7.6 Number of Traders in Each Category Total Traders: 220 17 23 6 40 24 32 40 34 18 26 16 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,463 Positions 21,839 7,447 9,676 790 0 165 15,550 30,523 6,369 8 0 322 744 961 Changes from: January 8, 2013 Total Change is: 3,708 -2,437 764 3,760 790 -748 165 -208 -2,092 1,622 2 0 70 -56 167 Percent of Open Interest Represented by Each Category of Trader 39.4 13.4 17.4 1.4 0.0 0.3 28.0 55.0 11.5 0.0 0.0 0.6 1.3 1.7 Number of Traders in Each Category Total Traders: 41 12 5 11 . 0 . 8 13 10 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 1,785,576 Positions 182,361 161,998 34,347 314,863 758,764 177,782 655,120 158,695 41,745 116,238 78,331 6,953 256,167 366,961 Changes from: January 8, 2013 Total Change is: 69,976 18,608 20,718 17,640 10,404 15,291 11,254 22,022 5,806 -2,186 -6,780 3,860 -3,070 2,084 663 Percent of Open Interest Represented by Each Category of Trader 10.2 9.1 1.9 17.6 42.5 10.0 36.7 8.9 2.3 6.5 4.4 0.4 14.3 20.6 Number of Traders in Each Category Total Traders: 281 21 43 14 21 61 40 53 51 42 13 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,544,548 Positions 338,780 139,542 11,294 479,615 484,007 135,143 185,898 383,227 34,884 137,009 99,560 8,490 213,435 248,401 Changes from: January 8, 2013 Total Change is: 32,804 -47,684 4,515 -877 117,874 40,242 -7,899 -47,490 -8,698 -257 8,264 3,238 -1,043 11,916 3,583 Percent of Open Interest Represented by Each Category of Trader 21.9 9.0 0.7 31.1 31.3 8.7 12.0 24.8 2.3 8.9 6.4 0.5 13.8 16.1 Number of Traders in Each Category Total Traders: 200 14 25 11 31 35 36 33 38 24 8 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 372,623 Positions 151,400 155,519 91,715 0 2,939 3,547 39,453 18,118 51,494 2,986 9,493 9,581 22,447 30,217 Changes from: January 8, 2013 Total Change is: 15,136 5,744 18,211 -1,776 0 10 0 2,551 -4,170 2,214 1,761 723 -413 5,055 337 Percent of Open Interest Represented by Each Category of Trader 40.6 41.7 24.6 0.0 0.8 1.0 10.6 4.9 13.8 0.8 2.5 2.6 6.0 8.1 Number of Traders in Each Category Total Traders: 78 17 26 33 0 . . 14 9 16 4 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 8,320,528 Positions 1,357,758 2,601,182 1,707,767 924,548 239,094 143,967 1,079,530 446,584 1,711,476 206,528 181,710 274,094 914,860 1,014,654 Changes from: January 8, 2013 Total Change is: 258,734 144,671 55,777 -31,373 -14,182 107,388 28,433 47,029 55,919 19,493 20,828 18,452 -5,189 49,024 9,834 Percent of Open Interest Represented by Each Category of Trader 16.3 31.3 20.5 11.1 2.9 1.7 13.0 5.4 20.6 2.5 2.2 3.3 11.0 12.2 Number of Traders in Each Category Total Traders: 232 24 50 68 8 8 14 44 47 74 12 20 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 8,949 Positions 8,202 151 0 43 1,002 1 360 6,687 0 232 1,036 0 111 72 Changes from: January 8, 2013 Total Change is: 311 354 -111 0 0 0 0 -38 337 0 0 70 0 -5 15 Percent of Open Interest Represented by Each Category of Trader 91.7 1.7 0.0 0.5 11.2 0.0 4.0 74.7 0.0 2.6 11.6 0.0 1.2 0.8 Number of Traders in Each Category Total Traders: 25 . . 0 . . . . 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 7,679 Positions 7,233 1,673 0 0 848 43 265 4,826 0 0 261 0 138 28 Changes from: January 8, 2013 Total Change is: -133 -61 -59 0 0 0 0 -74 -42 0 0 0 0 2 -32 Percent of Open Interest Represented by Each Category of Trader 94.2 21.8 0.0 0.0 11.0 0.6 3.5 62.8 0.0 0.0 3.4 0.0 1.8 0.4 Number of Traders in Each Category Total Traders: 22 . 5 0 0 4 . . 7 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,567 Positions 8,790 15,465 1,668 976 4,110 375 20,807 20,968 600 8,807 1,193 0 4,544 2,188 Changes from: January 8, 2013 Total Change is: 1,932 58 76 0 -596 310 59 2,835 1,668 -236 -631 254 0 443 -199 Percent of Open Interest Represented by Each Category of Trader 18.9 33.2 3.6 2.1 8.8 0.8 44.7 45.0 1.3 18.9 2.6 0.0 9.8 4.7 Number of Traders in Each Category Total Traders: 109 4 . . 5 6 . 23 33 . 26 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 462,170 Positions 119,503 30,627 62,147 40,524 17,596 15,764 61,137 172,415 48,741 14,528 15,683 70,330 29,496 28,867 Changes from: January 8, 2013 Total Change is: 51,644 -366 1,293 10,185 7,153 3,044 296 15,996 16,663 5,829 1,421 2,403 9,526 1,604 2,405 Percent of Open Interest Represented by Each Category of Trader 25.9 6.6 13.4 8.8 3.8 3.4 13.2 37.3 10.5 3.1 3.4 15.2 6.4 6.2 Number of Traders in Each Category Total Traders: 191 22 10 24 9 8 11 41 48 50 24 18 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 15, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,853 Positions 470 2,433 0 2,378 469 196 4,526 4,864 887 265 0 0 131 4 Changes from: January 8, 2013 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 5.3 27.5 0.0 26.9 5.3 2.2 51.1 54.9 10.0 3.0 0.0 0.0 1.5 0.0 Number of Traders in Each Category Total Traders: 20 . 4 0 . . . 5 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 18, 2013