Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 144,166 Positions 3,793 93,509 2,420 21,576 19,317 1,001 60,016 5,022 2,911 7,504 1,832 539 44,405 17,613 Changes from: December 31, 2012 Total Change is: -2,883 -600 1,224 -1,536 -541 352 -426 -2,133 -1,539 -1,884 -158 444 -252 4,647 733 Percent of Open Interest Represented by Each Category of Trader 2.6 64.9 1.7 15.0 13.4 0.7 41.6 3.5 2.0 5.2 1.3 0.4 30.8 12.2 Number of Traders in Each Category Total Traders: 81 . 12 4 9 4 4 29 7 10 12 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 48,005 Positions 2,142 25,804 516 1,494 2,456 351 18,663 7,521 1,003 604 2,298 0 23,232 8,057 Changes from: December 31, 2012 Total Change is: -3,887 1,607 -1,506 439 0 373 0 -4,431 -3,683 -172 0 -108 0 -1,329 771 Percent of Open Interest Represented by Each Category of Trader 4.5 53.8 1.1 3.1 5.1 0.7 38.9 15.7 2.1 1.3 4.8 0.0 48.4 16.8 Number of Traders in Each Category Total Traders: 39 . 8 . . 4 . 10 10 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 174,308 Positions 9,247 52,110 2,681 22,835 29,207 2,281 90,417 31,035 4,554 3,458 30,861 789 38,043 20,789 Changes from: December 31, 2012 Total Change is: -13,901 5,668 -8,308 -484 -424 -1,038 -418 -8,958 2,766 -2,834 701 -1,940 -1,089 -6,063 -556 Percent of Open Interest Represented by Each Category of Trader 5.3 29.9 1.5 13.1 16.8 1.3 51.9 17.8 2.6 2.0 17.7 0.5 21.8 11.9 Number of Traders in Each Category Total Traders: 99 5 11 5 7 12 5 32 18 14 7 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 230,651 Positions 79,171 11,658 11,066 50,842 7,217 4,776 20,627 100,184 19,949 17,693 7,149 6,049 20,478 62,603 Changes from: December 31, 2012 Total Change is: -10,287 -1,873 3,603 -3,269 -1,027 -981 686 471 -4,013 -3,378 -232 1,335 216 -1,882 -4,488 Percent of Open Interest Represented by Each Category of Trader 34.3 5.1 4.8 22.0 3.1 2.1 8.9 43.4 8.6 7.7 3.1 2.6 8.9 27.1 Number of Traders in Each Category Total Traders: 130 8 14 7 8 7 5 22 48 24 10 13 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 227,030 Positions 25,946 28,081 8,220 42,228 36,973 5,534 55,338 58,842 18,082 16,423 13,140 3,110 52,149 55,048 Changes from: December 31, 2012 Total Change is: -24,750 6,104 -14,826 -1,579 -2,679 306 -5,857 -9,632 1,231 -6,017 -383 1,453 -1,192 -3,515 1,731 Percent of Open Interest Represented by Each Category of Trader 11.4 12.4 3.6 18.6 16.3 2.4 24.4 25.9 8.0 7.2 5.8 1.4 23.0 24.2 Number of Traders in Each Category Total Traders: 178 17 13 12 19 18 16 35 35 26 19 22 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 191,666 Positions 14,815 74,922 2,755 2,869 43,289 1,706 120,800 36,398 3,184 3,988 5,782 770 40,779 22,860 Changes from: December 31, 2012 Total Change is: 9,924 967 8,928 -331 -825 -997 -78 4,095 965 -2,089 2,885 1,985 -1,175 6,475 2,716 Percent of Open Interest Represented by Each Category of Trader 7.7 39.1 1.4 1.5 22.6 0.9 63.0 19.0 1.7 2.1 3.0 0.4 21.3 11.9 Number of Traders in Each Category Total Traders: 101 8 10 5 . 9 4 30 23 14 6 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 75,901 Positions 36,457 50,044 17,436 3,559 0 0 7,472 869 4,478 2,958 0 2,867 674 207 Changes from: December 31, 2012 Total Change is: 270 0 46 0 0 0 0 19 223 9 140 0 12 90 -20 Percent of Open Interest Represented by Each Category of Trader 48.0 65.9 23.0 4.7 0.0 0.0 9.8 1.1 5.9 3.9 0.0 3.8 0.9 0.3 Number of Traders in Each Category Total Traders: 28 5 14 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 185,211 Positions 15,301 113,462 0 10,700 809 0 137,093 56,015 498 12,175 12,431 357 9,087 1,639 Changes from: December 31, 2012 Total Change is: -970 -3,940 901 0 -1,062 0 0 2,424 -2,467 126 27 214 -53 1,508 309 Percent of Open Interest Represented by Each Category of Trader 8.3 61.3 0.0 5.8 0.4 0.0 74.0 30.2 0.3 6.6 6.7 0.2 4.9 0.9 Number of Traders in Each Category Total Traders: 130 5 13 0 8 . 0 62 15 . 20 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 38,461 Positions 15,644 19,677 423 2,168 0 0 6,571 1,959 212 12,688 15,587 38 717 565 Changes from: December 31, 2012 Total Change is: 215 -142 983 -112 -77 0 0 135 -786 173 90 0 0 148 -43 Percent of Open Interest Represented by Each Category of Trader 40.7 51.2 1.1 5.6 0.0 0.0 17.1 5.1 0.6 33.0 40.5 0.1 1.9 1.5 Number of Traders in Each Category Total Traders: 27 . 6 . . 0 0 7 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 36,531 Positions 3,020 23,380 0 494 0 0 26,957 7,815 229 784 3,018 115 4,932 1,974 Changes from: December 31, 2012 Total Change is: 2,000 103 3,328 -12 150 0 0 903 -1,596 -2 462 152 -215 611 345 Percent of Open Interest Represented by Each Category of Trader 8.3 64.0 0.0 1.4 0.0 0.0 73.8 21.4 0.6 2.1 8.3 0.3 13.5 5.4 Number of Traders in Each Category Total Traders: 58 6 9 0 . 0 0 23 9 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 47,897 Positions 14,278 33,033 170 6,057 0 393 15,770 8,677 415 2,312 597 392 8,112 4,221 Changes from: December 31, 2012 Total Change is: -139 -529 -1,625 -57 258 0 11 128 787 -356 -161 300 -41 607 842 Percent of Open Interest Represented by Each Category of Trader 29.8 69.0 0.4 12.6 0.0 0.8 32.9 18.1 0.9 4.8 1.2 0.8 16.9 8.8 Number of Traders in Each Category Total Traders: 90 19 15 4 6 0 . 27 12 8 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 95,795 Positions 28,555 66,066 339 12,113 0 786 31,540 17,354 830 4,623 1,193 784 16,224 8,442 Changes from: December 31, 2012 Total Change is: -278 -1,057 -3,250 -113 516 0 22 256 1,574 -711 -321 600 -83 1,214 1,684 Percent of Open Interest Represented by Each Category of Trader 29.8 69.0 0.4 12.6 0.0 0.8 32.9 18.1 0.9 4.8 1.2 0.8 16.9 8.8 Number of Traders in Each Category Total Traders: 90 19 15 4 6 0 . 27 12 8 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 872,699 Positions 58,897 234,372 25,919 358,379 133,220 61,119 82,085 164,534 114,833 38,101 35,418 22,454 110,912 80,830 Changes from: December 31, 2012 Total Change is: 21,893 6,606 -14,242 9,602 2,496 -7,419 5,043 -9,255 11,809 16,703 117 2,972 -376 -9,043 -2,198 Percent of Open Interest Represented by Each Category of Trader 6.7 26.9 3.0 41.1 15.3 7.0 9.4 18.9 13.2 4.4 4.1 2.6 12.7 9.3 Number of Traders in Each Category Total Traders: 579 43 34 35 121 48 60 89 121 106 59 62 51 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 236,854 Positions 21,174 79,181 6,041 77,556 28,012 13,776 9,754 22,415 30,127 8,615 10,983 11,209 58,601 35,110 Changes from: December 31, 2012 Total Change is: 8,886 8,293 -2,813 1,224 -4,570 129 4,482 -462 11,865 2,178 -1,455 451 1,113 -1,917 -9,743 Percent of Open Interest Represented by Each Category of Trader 8.9 33.4 2.6 32.7 11.8 5.8 4.1 9.5 12.7 3.6 4.6 4.7 24.7 14.8 Number of Traders in Each Category Total Traders: 123 10 13 6 25 8 12 23 22 39 11 9 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 3,179,223 Positions 249,353 836,692 38,649 1,431,878 553,803 208,951 440,109 789,050 345,071 159,537 134,286 44,118 261,555 228,603 Changes from: December 31, 2012 Total Change is: 65,036 32,655 -16,051 799 36,901 -36,171 1,232 -5,492 38,191 34,153 11,856 16,601 -11,439 -35,628 37,721 Percent of Open Interest Represented by Each Category of Trader 7.8 26.3 1.2 45.0 17.4 6.6 13.8 24.8 10.9 5.0 4.2 1.4 8.2 7.2 Number of Traders in Each Category Total Traders: 534 41 34 29 107 45 52 88 113 97 51 55 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 113,690 Positions 3,558 44,268 13 60,971 55,020 2,672 33,418 6,878 17 887 2,326 0 12,154 2,497 Changes from: December 31, 2012 Total Change is: 1,886 120 5,719 0 4,402 -3,387 -347 -2,825 306 -164 -89 -18 0 789 -223 Percent of Open Interest Represented by Each Category of Trader 3.1 38.9 0.0 53.6 48.4 2.4 29.4 6.0 0.0 0.8 2.0 0.0 10.7 2.2 Number of Traders in Each Category Total Traders: 97 5 14 . 37 14 9 16 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 62,070 Positions 2,446 34,832 545 27,164 6,259 1,402 20,636 12,150 889 2,135 2,062 1,012 5,840 2,918 Changes from: December 31, 2012 Total Change is: 3,919 -65 6,804 31 1,221 -949 242 2,345 -2,753 -73 511 315 96 -389 206 Percent of Open Interest Represented by Each Category of Trader 3.9 56.1 0.9 43.8 10.1 2.3 33.2 19.6 1.4 3.4 3.3 1.6 9.4 4.7 Number of Traders in Each Category Total Traders: 202 13 26 5 32 19 13 51 33 11 19 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 310,351 Positions 12,230 174,161 2,725 135,820 31,297 7,012 103,181 60,750 4,447 10,674 10,308 5,062 29,201 14,590 Changes from: December 31, 2012 Total Change is: 19,593 -323 34,018 153 6,104 -4,747 1,210 11,724 -13,765 -364 2,553 1,576 481 -1,944 1,032 Percent of Open Interest Represented by Each Category of Trader 3.9 56.1 0.9 43.8 10.1 2.3 33.2 19.6 1.4 3.4 3.3 1.6 9.4 4.7 Number of Traders in Each Category Total Traders: 202 13 26 5 32 19 13 51 33 11 19 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 353,416 Positions 79,147 36,544 9,705 138,680 191,181 22,712 76,484 68,729 2,069 2,725 11,239 470 21,425 10,767 Changes from: December 31, 2012 Total Change is: 719 -1,807 -7,067 663 8,438 -1,044 519 -6,671 5,236 -192 231 1,669 36 -497 899 Percent of Open Interest Represented by Each Category of Trader 22.4 10.3 2.7 39.2 54.1 6.4 21.6 19.4 0.6 0.8 3.2 0.1 6.1 3.0 Number of Traders in Each Category Total Traders: 244 21 13 . 54 39 24 49 48 13 6 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 50,835 Positions 3,374 10,322 91 19,842 0 134 9,794 16,515 1,194 4,850 1,246 2 11,554 21,331 Changes from: December 31, 2012 Total Change is: -2,085 -3,391 -575 -69 -341 0 6 -1,062 -2,610 494 31 -92 0 2,247 761 Percent of Open Interest Represented by Each Category of Trader 6.6 20.3 0.2 39.0 0.0 0.3 19.3 32.5 2.3 9.5 2.5 0.0 22.7 42.0 Number of Traders in Each Category Total Traders: 50 . . . 15 0 . 15 7 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 61,397 Positions 16,816 8,556 3,195 7,947 3,612 0 20,174 8,340 696 4,653 200 0 7,916 36,798 Changes from: December 31, 2012 Total Change is: 6,868 5,318 -4,506 -507 1,079 -806 0 13 3,378 -117 245 -216 0 837 9,642 Percent of Open Interest Represented by Each Category of Trader 27.4 13.9 5.2 12.9 5.9 0.0 32.9 13.6 1.1 7.6 0.3 0.0 12.9 59.9 Number of Traders in Each Category Total Traders: 73 19 11 7 7 . 0 18 10 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 82,568 Positions 16,451 36,284 85 44,088 21,228 7,306 8,236 14,294 224 222 0 0 5,956 3,147 Changes from: December 31, 2012 Total Change is: 2,268 -387 12,816 0 1,307 -9,609 41 -156 -1,735 110 2 0 0 1,351 645 Percent of Open Interest Represented by Each Category of Trader 19.9 43.9 0.1 53.4 25.7 8.8 10.0 17.3 0.3 0.3 0.0 0.0 7.2 3.8 Number of Traders in Each Category Total Traders: 71 . 5 . 28 17 12 9 8 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 155,860 Positions 16,578 70,064 2,729 80,897 13,483 8,268 21,703 50,859 772 7,080 3,391 1,093 16,740 5,201 Changes from: December 31, 2012 Total Change is: 5,939 -670 2,634 -252 3,036 -5,373 1,281 594 6,693 0 488 148 -560 2,022 1,368 Percent of Open Interest Represented by Each Category of Trader 10.6 45.0 1.8 51.9 8.7 5.3 13.9 32.6 0.5 4.5 2.2 0.7 10.7 3.3 Number of Traders in Each Category Total Traders: 130 16 15 4 38 12 14 26 6 . 12 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 631,492 Positions 17,923 49,757 20,984 221,076 175,936 73,157 66,174 52,982 50,341 20,797 32,018 2,844 158,197 173,474 Changes from: December 31, 2012 Total Change is: 15,331 10,008 -22,976 -768 -10,655 11,669 -601 -10,861 5,852 9,390 1,556 -3,643 -618 17,881 17,025 Percent of Open Interest Represented by Each Category of Trader 2.8 7.9 3.3 35.0 27.9 11.6 10.5 8.4 8.0 3.3 5.1 0.5 25.1 27.5 Number of Traders in Each Category Total Traders: 151 9 12 13 32 30 36 30 22 37 8 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 351,925 Positions 0 127,163 1,285 233,022 37,860 36,719 1,950 77,040 193 9,907 15,201 0 68,849 56,464 Changes from: December 31, 2012 Total Change is: 2,727 0 -2,498 1,285 -5,119 4,371 3,542 0 -6,688 51 0 -257 0 2,967 2,921 Percent of Open Interest Represented by Each Category of Trader 0.0 36.1 0.4 66.2 10.8 10.4 0.6 21.9 0.1 2.8 4.3 0.0 19.6 16.0 Number of Traders in Each Category Total Traders: 62 0 12 . 28 9 16 . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 1,028,893 Positions 101,439 154,017 29,192 261,195 105,685 58,031 201,196 477,090 76,099 171,372 34,116 11,379 118,990 83,284 Changes from: December 31, 2012 Total Change is: -71,733 9,420 20,343 -8,251 -10,302 18,969 6,037 -55,535 -110,786 -4,722 704 -668 122 -9,206 7,224 Percent of Open Interest Represented by Each Category of Trader 9.9 15.0 2.8 25.4 10.3 5.6 19.6 46.4 7.4 16.7 3.3 1.1 11.6 8.1 Number of Traders in Each Category Total Traders: 216 23 19 15 42 23 32 36 34 29 23 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 51,755 Positions 24,276 6,683 5,916 0 748 0 15,758 32,615 4,747 6 0 252 800 794 Changes from: December 31, 2012 Total Change is: -1,498 -4,109 527 -1,284 0 -1,061 0 4,542 900 -838 -2 0 32 161 226 Percent of Open Interest Represented by Each Category of Trader 46.9 12.9 11.4 0.0 1.4 0.0 30.4 63.0 9.2 0.0 0.0 0.5 1.5 1.5 Number of Traders in Each Category Total Traders: 46 13 4 9 0 . 0 11 14 11 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 2,117,709 Positions 153,414 149,381 164,425 304,832 742,227 192,631 635,175 138,262 227,641 128,109 73,588 33,515 277,967 396,038 Changes from: December 31, 2012 Total Change is: 176,189 30,836 30,922 38,481 -7,914 -8,452 9,214 69,747 -917 43,242 -2,533 -3,920 8,401 -13,286 59,217 Percent of Open Interest Represented by Each Category of Trader 7.2 7.1 7.8 14.4 35.0 9.1 30.0 6.5 10.7 6.0 3.5 1.6 13.1 18.7 Number of Traders in Each Category Total Traders: 277 20 32 44 21 60 49 73 40 75 13 18 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 1,648,020 Positions 383,649 134,336 38,941 362,093 446,488 146,598 240,517 388,967 122,734 129,958 98,780 16,005 207,525 255,171 Changes from: December 31, 2012 Total Change is: 22,817 8,745 -48,083 -1,886 5,383 14,013 8,190 -13,541 3,201 30,213 -9,651 10,671 2,499 -7,135 3,999 Percent of Open Interest Represented by Each Category of Trader 23.3 8.2 2.4 22.0 27.1 8.9 14.6 23.6 7.4 7.9 6.0 1.0 12.6 15.5 Number of Traders in Each Category Total Traders: 204 14 23 24 30 35 36 44 35 44 10 13 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 362,543 Positions 145,987 137,148 94,307 0 2,929 3,547 36,072 22,052 52,821 1,088 8,909 10,994 17,728 29,837 Changes from: December 31, 2012 Total Change is: -94,738 -50,315 -68,044 -15,277 0 -10 146 -23,824 -3,932 -3,325 -2,981 -1,942 40 798 -2,393 Percent of Open Interest Represented by Each Category of Trader 40.3 37.8 26.0 0.0 0.8 1.0 9.9 6.1 14.6 0.3 2.5 3.0 4.9 8.2 Number of Traders in Each Category Total Traders: 78 20 24 34 0 . . 8 15 19 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 is10,936,035 Positions 1,186,291 2,592,769 2,474,411 938,405 136,129 159,277 991,385 310,109 3,476,382 222,960 156,620 576,280 910,643 1,054,057 Changes from: December 31, 2012 Total Change is: 424,770 89,951 -59,784 71,080 -64,569 62,210 26,414 -9,664 -1,978 263,875 5,650 15,059 21,296 20,737 26,598 Percent of Open Interest Represented by Each Category of Trader 10.8 23.7 22.6 8.6 1.2 1.5 9.1 2.8 31.8 2.0 1.4 5.3 8.3 9.6 Number of Traders in Each Category Total Traders: 244 26 50 74 8 8 15 54 53 89 12 19 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 8,638 Positions 7,848 262 0 43 1,002 1 398 6,350 0 232 966 0 116 57 Changes from: December 31, 2012 Total Change is: -352 -1 -265 0 -8 0 1 -337 -12 0 -2 -60 0 -5 -16 Percent of Open Interest Represented by Each Category of Trader 90.9 3.0 0.0 0.5 11.6 0.0 4.6 73.5 0.0 2.7 11.2 0.0 1.3 0.7 Number of Traders in Each Category Total Traders: 24 . 4 0 . . . . 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 7,812 Positions 7,294 1,732 0 0 848 43 339 4,868 0 0 261 0 136 60 Changes from: December 31, 2012 Total Change is: 8 3 5 0 0 -13 0 19 -17 0 0 0 0 -14 33 Percent of Open Interest Represented by Each Category of Trader 93.4 22.2 0.0 0.0 10.9 0.6 4.3 62.3 0.0 0.0 3.3 0.0 1.7 0.8 Number of Traders in Each Category Total Traders: 21 . 4 0 0 4 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 45,376 Positions 8,732 15,699 1,782 1,711 3,800 316 18,016 19,157 1,223 9,438 940 20 4,137 2,438 Changes from: December 31, 2012 Total Change is: 1,772 -1,498 14,533 361 100 -2,916 -2 -273 -8,459 63 1,955 -389 -6 1,072 -1,413 Percent of Open Interest Represented by Each Category of Trader 19.2 34.6 3.9 3.8 8.4 0.7 39.7 42.2 2.7 20.8 2.1 0.0 9.1 5.4 Number of Traders in Each Category Total Traders: 102 4 . . 7 5 . 19 30 9 26 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 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 410,526 Positions 119,869 29,334 51,962 33,371 14,552 15,468 45,141 155,752 42,912 13,107 13,280 60,804 27,892 26,462 Changes from: December 31, 2012 Total Change is: 84,460 24,427 -195 5,539 10,934 5,292 656 15,296 40,212 8,884 1,320 7,989 10,023 7,381 6,060 Percent of Open Interest Represented by Each Category of Trader 29.2 7.1 12.7 8.1 3.5 3.8 11.0 37.9 10.5 3.2 3.2 14.8 6.8 6.4 Number of Traders in Each Category Total Traders: 166 20 12 24 8 8 10 35 40 40 21 13 18 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 11, 2013