Traders in Financial Futures - Futures Only Positions as of January 22, 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 141,710 Positions 7,123 94,114 0 19,805 19,295 1,281 58,303 7,513 789 8,300 1,494 218 45,891 17,006 Changes from: January 15, 2013 Total Change is: -3,006 2,529 -8,360 0 -2,788 -155 391 -4,131 3,935 100 1,427 -467 -421 -113 1,971 Percent of Open Interest Represented by Each Category of Trader 5.0 66.4 0.0 14.0 13.6 0.9 41.1 5.3 0.6 5.9 1.1 0.2 32.4 12.0 Number of Traders in Each Category Total Traders: 85 7 10 0 8 4 4 31 11 5 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 39,483 Positions 6,240 18,153 875 1,012 2,016 351 14,689 6,306 175 0 672 0 16,141 10,935 Changes from: January 15, 2013 Total Change is: -3,693 2,416 -6,946 548 -475 -38 0 -3,865 2,449 34 -853 -1,659 0 -1,498 1,919 Percent of Open Interest Represented by Each Category of Trader 15.8 46.0 2.2 2.6 5.1 0.9 37.2 16.0 0.4 0.0 1.7 0.0 40.9 27.7 Number of Traders in Each Category Total Traders: 34 7 6 . . . . 8 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 160,820 Positions 27,272 34,548 1,049 22,057 30,523 2,126 73,289 37,110 2,401 3,649 29,537 410 28,567 23,116 Changes from: January 15, 2013 Total Change is: -2,475 15,765 -14,953 216 -534 1,325 -39 -11,913 5,775 922 1,302 -683 -438 -7,756 5,400 Percent of Open Interest Represented by Each Category of Trader 17.0 21.5 0.7 13.7 19.0 1.3 45.6 23.1 1.5 2.3 18.4 0.3 17.8 14.4 Number of Traders in Each Category Total Traders: 95 8 9 . 5 14 4 24 23 10 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 202,225 Positions 77,237 12,130 828 49,835 6,294 5,630 23,062 101,043 1,011 26,348 11,102 2,079 16,195 62,108 Changes from: January 15, 2013 Total Change is: 5,716 2,028 -208 267 -194 -742 429 3,299 1,353 486 -770 1,211 1,530 -1,359 1,390 Percent of Open Interest Represented by Each Category of Trader 38.2 6.0 0.4 24.6 3.1 2.8 11.4 50.0 0.5 13.0 5.5 1.0 8.0 30.7 Number of Traders in Each Category Total Traders: 129 10 10 . 10 6 4 22 45 13 9 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 216,059 Positions 21,957 63,485 2,367 44,967 30,735 5,343 66,444 52,192 2,056 18,209 11,432 1,012 53,704 47,437 Changes from: January 15, 2013 Total Change is: 4,686 -200 17,242 0 2,448 -2,630 -199 942 -9,490 1,079 1,830 -1,585 352 -1,566 -83 Percent of Open Interest Represented by Each Category of Trader 10.2 29.4 1.1 20.8 14.2 2.5 30.8 24.2 1.0 8.4 5.3 0.5 24.9 22.0 Number of Traders in Each Category Total Traders: 172 17 16 7 21 14 15 37 29 14 18 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 208,776 Positions 14,616 94,293 1,072 3,182 42,436 1,403 140,758 43,223 645 3,749 5,661 260 43,091 19,783 Changes from: January 15, 2013 Total Change is: 5,351 -169 5,385 300 -588 -257 0 6,930 453 486 -378 -1,993 -11 -1,219 988 Percent of Open Interest Represented by Each Category of Trader 7.0 45.2 0.5 1.5 20.3 0.7 67.4 20.7 0.3 1.8 2.7 0.1 20.6 9.5 Number of Traders in Each Category Total Traders: 103 6 14 . . 9 . 37 23 8 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 74,991 Positions 36,457 49,094 17,436 3,149 0 0 7,318 899 4,478 2,730 0 2,855 568 229 Changes from: January 15, 2013 Total Change is: -339 0 -319 0 -314 0 0 49 -18 0 11 0 0 -85 -2 Percent of Open Interest Represented by Each Category of Trader 48.6 65.5 23.3 4.2 0.0 0.0 9.8 1.2 6.0 3.6 0.0 3.8 0.8 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 22, 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 189,952 Positions 11,836 114,137 0 10,878 915 0 143,739 56,907 648 11,651 14,708 548 10,652 2,089 Changes from: January 15, 2013 Total Change is: -950 -916 -338 0 -2,015 0 0 1,466 -1,322 365 -977 -36 440 687 -59 Percent of Open Interest Represented by Each Category of Trader 6.2 60.1 0.0 5.7 0.5 0.0 75.7 30.0 0.3 6.1 7.7 0.3 5.6 1.1 Number of Traders in Each Category Total Traders: 148 6 13 0 10 . 0 73 16 . 22 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 35,784 Positions 8,464 23,906 513 6,114 0 0 6,615 2,173 248 13,168 8,387 38 624 519 Changes from: January 15, 2013 Total Change is: 86 20 130 -58 74 0 0 109 1 6 -17 0 0 -48 7 Percent of Open Interest Represented by Each Category of Trader 23.7 66.8 1.4 17.1 0.0 0.0 18.5 6.1 0.7 36.8 23.4 0.1 1.7 1.5 Number of Traders in Each Category Total Traders: 31 . 6 . . 0 0 8 4 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 37,179 Positions 2,996 25,391 0 831 0 0 27,032 5,908 363 689 3,651 0 5,268 1,866 Changes from: January 15, 2013 Total Change is: -1,475 -220 681 0 227 0 0 -1,581 -2,268 1 0 38 0 98 73 Percent of Open Interest Represented by Each Category of Trader 8.1 68.3 0.0 2.2 0.0 0.0 72.7 15.9 1.0 1.9 9.8 0.0 14.2 5.0 Number of Traders in Each Category Total Traders: 60 4 9 0 5 0 0 25 11 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 55,139 Positions 15,804 34,797 171 6,102 26 320 22,221 11,700 26 2,243 1,206 0 8,254 6,895 Changes from: January 15, 2013 Total Change is: 3,998 872 1,251 13 -55 26 74 2,927 850 17 153 194 -10 7 1,584 Percent of Open Interest Represented by Each Category of Trader 28.7 63.1 0.3 11.1 0.0 0.6 40.3 21.2 0.0 4.1 2.2 0.0 15.0 12.5 Number of Traders in Each Category Total Traders: 102 22 17 4 5 . . 32 15 4 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 110,278 Positions 31,607 69,593 342 12,204 51 640 44,442 23,400 51 4,485 2,411 0 16,507 13,790 Changes from: January 15, 2013 Total Change is: 7,995 1,744 2,502 26 -109 51 148 5,854 1,700 33 306 387 -20 13 3,168 Percent of Open Interest Represented by Each Category of Trader 28.7 63.1 0.3 11.1 0.0 0.6 40.3 21.2 0.0 4.1 2.2 0.0 15.0 12.5 Number of Traders in Each Category Total Traders: 102 22 17 4 5 . . 32 15 4 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 788,046 Positions 71,108 227,921 20,784 362,105 128,735 54,508 85,490 189,091 39,070 37,056 32,869 6,816 111,109 88,252 Changes from: January 15, 2013 Total Change is: 33,247 10,951 4,220 -426 6,718 -2,415 -1,916 -423 12,535 14,879 -410 -1,934 292 3,581 8,011 Percent of Open Interest Represented by Each Category of Trader 9.0 28.9 2.6 45.9 16.3 6.9 10.8 24.0 5.0 4.7 4.2 0.9 14.1 11.2 Number of Traders in Each Category Total Traders: 532 39 37 22 123 43 60 90 111 57 49 40 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 198,823 Positions 21,662 80,467 4,606 70,708 28,230 6,992 12,409 31,688 836 10,600 10,916 3,034 67,976 32,054 Changes from: January 15, 2013 Total Change is: 12,706 1,110 6,422 4 -2,320 -16 -735 1,070 12,324 380 473 550 -150 12,874 -6,073 Percent of Open Interest Represented by Each Category of Trader 10.9 40.5 2.3 35.6 14.2 3.5 6.2 15.9 0.4 5.3 5.5 1.5 34.2 16.1 Number of Traders in Each Category Total Traders: 98 10 13 5 23 8 11 14 17 6 7 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 2,946,116 Positions 306,187 796,229 21,933 1,485,463 531,003 209,103 488,404 910,013 68,171 147,632 125,114 3,559 215,664 280,991 Changes from: January 15, 2013 Total Change is: 102,704 50,118 -10,099 -3,061 44,941 -12,240 -5,656 56,690 65,209 8,341 -3,041 -11,046 837 -46,465 70,419 Percent of Open Interest Represented by Each Category of Trader 10.4 27.0 0.7 50.4 18.0 7.1 16.6 30.9 2.3 5.0 4.2 0.1 7.3 9.5 Number of Traders in Each Category Total Traders: 504 39 36 15 110 40 52 88 111 47 44 36 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 118,400 Positions 3,374 50,192 13 62,142 52,283 2,908 36,937 7,644 0 1,109 2,316 0 11,917 3,044 Changes from: January 15, 2013 Total Change is: 1,077 -182 1,882 0 186 -1,222 52 1,146 336 -29 222 -299 0 -318 357 Percent of Open Interest Represented by Each Category of Trader 2.8 42.4 0.0 52.5 44.2 2.5 31.2 6.5 0.0 0.9 2.0 0.0 10.1 2.6 Number of Traders in Each Category Total Traders: 100 4 14 . 38 14 9 18 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 63,166 Positions 2,267 37,266 360 27,545 6,205 1,418 22,671 11,478 282 2,517 2,673 62 6,044 3,422 Changes from: January 15, 2013 Total Change is: 1,274 -216 1,982 29 -348 -48 77 1,774 -865 -280 345 -242 12 -119 609 Percent of Open Interest Represented by Each Category of Trader 3.6 59.0 0.6 43.6 9.8 2.2 35.9 18.2 0.4 4.0 4.2 0.1 9.6 5.4 Number of Traders in Each Category Total Traders: 214 14 29 4 33 20 14 55 32 9 23 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 315,830 Positions 11,334 186,329 1,800 137,723 31,025 7,091 113,354 57,392 1,411 12,587 13,364 310 30,220 17,108 Changes from: January 15, 2013 Total Change is: 6,368 -1,080 9,908 146 -1,742 -241 385 8,870 -4,323 -1,401 1,723 -1,210 61 -594 3,043 Percent of Open Interest Represented by Each Category of Trader 3.6 59.0 0.6 43.6 9.8 2.2 35.9 18.2 0.4 4.0 4.2 0.1 9.6 5.4 Number of Traders in Each Category Total Traders: 214 14 29 4 33 20 14 55 32 9 23 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 364,236 Positions 68,836 46,491 11,471 148,134 185,084 22,477 86,604 72,697 2,085 3,469 13,180 0 21,160 10,751 Changes from: January 15, 2013 Total Change is: 4,831 -1,376 3,535 1,176 1,750 -1,505 215 2,006 -1,262 292 680 1,482 0 88 898 Percent of Open Interest Represented by Each Category of Trader 18.9 12.8 3.1 40.7 50.8 6.2 23.8 20.0 0.6 1.0 3.6 0.0 5.8 3.0 Number of Traders in Each Category Total Traders: 251 20 16 . 53 38 24 55 47 13 7 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 61,285 Positions 2,825 12,002 1,024 22,598 0 39 17,113 19,867 0 5,130 1,281 3 12,553 27,069 Changes from: January 15, 2013 Total Change is: 7,379 200 -729 50 2,332 0 -95 4,183 3,783 0 -375 337 1 1,083 4,032 Percent of Open Interest Represented by Each Category of Trader 4.6 19.6 1.7 36.9 0.0 0.1 27.9 32.4 0.0 8.4 2.1 0.0 20.5 44.2 Number of Traders in Each Category Total Traders: 56 . 5 . 15 0 . 17 11 0 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 75,844 Positions 26,058 12,005 4,237 7,954 3,421 0 24,967 6,926 1,391 3,773 200 0 7,464 47,664 Changes from: January 15, 2013 Total Change is: 15,137 8,358 -2,533 1,001 930 -435 0 4,560 433 372 88 0 0 -172 16,299 Percent of Open Interest Represented by Each Category of Trader 34.4 15.8 5.6 10.5 4.5 0.0 32.9 9.1 1.8 5.0 0.3 0.0 9.8 62.8 Number of Traders in Each Category Total Traders: 80 21 11 6 8 . 0 20 11 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 84,933 Positions 16,150 44,425 87 48,584 19,132 5,597 8,830 12,879 214 222 0 0 5,249 2,599 Changes from: January 15, 2013 Total Change is: 1,350 -302 5,441 -1 1,926 -529 13 247 -3,139 80 0 0 0 -613 -515 Percent of Open Interest Represented by Each Category of Trader 19.0 52.3 0.1 57.2 22.5 6.6 10.4 15.2 0.3 0.3 0.0 0.0 6.2 3.1 Number of Traders in Each Category Total Traders: 72 . 6 . 26 18 11 11 7 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 168,788 Positions 14,612 82,379 2,226 91,911 13,118 7,815 27,125 53,769 732 7,511 3,805 1,082 15,774 3,862 Changes from: January 15, 2013 Total Change is: 4,343 736 3,248 -253 2,600 -71 -384 1,346 807 -37 232 316 -3 106 720 Percent of Open Interest Represented by Each Category of Trader 8.7 48.8 1.3 54.5 7.8 4.6 16.1 31.9 0.4 4.4 2.3 0.6 9.3 2.3 Number of Traders in Each Category Total Traders: 140 16 16 4 42 12 14 30 7 . 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 549,756 Positions 5,010 62,044 3,857 233,915 165,547 71,972 75,372 50,280 6,934 18,047 30,833 0 134,649 158,289 Changes from: January 15, 2013 Total Change is: 5,349 3,366 6,436 1,830 4,663 -2,986 -1,110 -258 539 710 -4,296 -2,254 0 444 2,184 Percent of Open Interest Represented by Each Category of Trader 0.9 11.3 0.7 42.5 30.1 13.1 13.7 9.1 1.3 3.3 5.6 0.0 24.5 28.8 Number of Traders in Each Category Total Traders: 153 . 19 5 36 31 35 26 25 19 5 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 357,457 Positions 0 130,643 20 236,504 40,884 38,673 1,950 74,028 97 9,907 15,751 0 70,306 57,361 Changes from: January 15, 2013 Total Change is: -196 0 -1,189 20 -2,580 -154 182 0 995 -64 0 0 0 2,246 14 Percent of Open Interest Represented by Each Category of Trader 0.0 36.5 0.0 66.2 11.4 10.8 0.5 20.7 0.0 2.8 4.4 0.0 19.7 16.0 Number of Traders in Each Category Total Traders: 64 0 12 . 28 10 18 . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 992,934 Positions 81,541 154,512 9,234 275,421 135,714 54,817 223,489 478,905 40,168 174,485 36,383 9,829 123,950 73,372 Changes from: January 15, 2013 Total Change is: -21,853 -5,874 -14,796 -1,954 -1,983 12,663 -506 -19,190 -25,059 9,441 -2,149 -61 2,650 -2,288 -4,231 Percent of Open Interest Represented by Each Category of Trader 8.2 15.6 0.9 27.7 13.7 5.5 22.5 48.2 4.0 17.6 3.7 1.0 12.5 7.4 Number of Traders in Each Category Total Traders: 217 18 22 7 41 23 31 36 35 21 25 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 48,292 Positions 22,792 11,009 7,410 490 0 365 13,480 25,813 3,016 0 25 131 608 523 Changes from: January 15, 2013 Total Change is: -7,171 953 3,562 -2,266 -300 0 200 -2,070 -4,710 -3,353 -8 25 -191 -136 -438 Percent of Open Interest Represented by Each Category of Trader 47.2 22.8 15.3 1.0 0.0 0.8 27.9 53.5 6.2 0.0 0.1 0.3 1.3 1.1 Number of Traders in Each Category Total Traders: 44 12 5 11 . 0 . 9 15 9 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 1,886,564 Positions 184,274 198,286 35,953 377,119 771,514 182,434 724,038 175,397 53,879 74,917 102,290 4,784 249,166 362,027 Changes from: January 15, 2013 Total Change is: 100,988 1,913 36,288 1,606 62,256 12,750 4,652 68,918 16,702 12,134 -41,321 23,959 -2,169 -7,001 -4,934 Percent of Open Interest Represented by Each Category of Trader 9.8 10.5 1.9 20.0 40.9 9.7 38.4 9.3 2.9 4.0 5.4 0.3 13.2 19.2 Number of Traders in Each Category Total Traders: 294 18 46 13 22 65 44 51 59 45 12 21 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 1,537,756 Positions 311,942 146,110 12,655 471,336 474,431 146,357 230,546 354,179 36,844 98,388 109,313 8,200 221,488 249,667 Changes from: January 15, 2013 Total Change is: -6,792 -26,838 6,568 1,361 -8,279 -9,576 11,214 44,648 -29,048 1,960 -38,621 9,753 -290 8,053 1,266 Percent of Open Interest Represented by Each Category of Trader 20.3 9.5 0.8 30.7 30.9 9.5 15.0 23.0 2.4 6.4 7.1 0.5 14.4 16.2 Number of Traders in Each Category Total Traders: 205 15 26 12 30 35 34 37 39 21 7 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 373,267 Positions 161,151 154,208 96,177 0 2,958 3,547 36,406 14,859 45,025 2,712 10,966 8,653 19,596 36,874 Changes from: January 15, 2013 Total Change is: 644 9,751 -1,311 4,462 0 19 0 -3,047 -3,259 -6,469 -274 1,473 -928 -2,851 6,657 Percent of Open Interest Represented by Each Category of Trader 43.2 41.3 25.8 0.0 0.8 1.0 9.8 4.0 12.1 0.7 2.9 2.3 5.2 9.9 Number of Traders in Each Category Total Traders: 79 19 24 31 0 . . 8 17 18 4 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 8,482,190 Positions 1,492,378 2,541,381 1,770,105 920,399 327,546 174,316 998,145 448,182 1,776,249 181,248 183,629 270,742 898,608 990,040 Changes from: January 15, 2013 Total Change is: 161,662 134,620 -59,801 62,338 -4,149 88,452 30,349 -81,385 1,598 64,773 -25,280 1,919 -3,352 -16,252 -24,614 Percent of Open Interest Represented by Each Category of Trader 17.6 30.0 20.9 10.9 3.9 2.1 11.8 5.3 20.9 2.1 2.2 3.2 10.6 11.7 Number of Traders in Each Category Total Traders: 230 25 50 71 8 7 14 47 49 78 8 17 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 8,826 Positions 8,130 121 0 43 1,002 1 334 6,592 0 230 1,036 0 88 74 Changes from: January 15, 2013 Total Change is: -123 -72 -30 0 0 0 0 -26 -95 0 -2 0 0 -23 2 Percent of Open Interest Represented by Each Category of Trader 92.1 1.4 0.0 0.5 11.4 0.0 3.8 74.7 0.0 2.6 11.7 0.0 1.0 0.8 Number of Traders in Each Category Total Traders: 24 . . 0 . . . . 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 7,032 Positions 6,596 1,618 0 0 848 43 200 4,221 0 0 261 0 193 41 Changes from: January 15, 2013 Total Change is: -647 -637 -55 0 0 0 0 -65 -605 0 0 0 0 55 13 Percent of Open Interest Represented by Each Category of Trader 93.8 23.0 0.0 0.0 12.1 0.6 2.8 60.0 0.0 0.0 3.7 0.0 2.7 0.6 Number of Traders in Each Category Total Traders: 20 . 4 0 0 4 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 42,728 Positions 8,906 15,458 1,668 946 4,105 385 16,583 18,180 838 10,584 794 3 2,815 1,297 Changes from: January 15, 2013 Total Change is: -3,839 116 -7 0 -30 -5 10 -4,224 -2,788 238 1,777 -399 3 -1,729 -891 Percent of Open Interest Represented by Each Category of Trader 20.8 36.2 3.9 2.2 9.6 0.9 38.8 42.5 2.0 24.8 1.9 0.0 6.6 3.0 Number of Traders in Each Category Total Traders: 104 . . . 5 4 . 24 29 5 29 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 22, 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 425,350 Positions 106,853 18,062 53,816 43,260 17,897 13,777 67,669 176,024 35,530 9,675 12,580 63,347 31,423 34,317 Changes from: January 15, 2013 Total Change is: -36,820 -12,650 -12,565 -8,331 2,736 301 -1,987 6,532 3,609 -13,211 -4,853 -3,103 -6,983 1,927 5,450 Percent of Open Interest Represented by Each Category of Trader 25.1 4.2 12.7 10.2 4.2 3.2 15.9 41.4 8.4 2.3 3.0 14.9 7.4 8.1 Number of Traders in Each Category Total Traders: 189 20 11 21 8 9 12 49 43 49 21 15 25 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 25, 2013