Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 153,066
Positions
4,939 102,702 2,631 22,517 19,450 1,230 62,513 3,286 3,421 6,934 1,960 1,095 47,784 17,290
Changes from: January 8, 2013 Total Change is: 8,900
1,146 9,193 210 941 133 230 2,497 -1,736 511 -570 128 556 3,379 -324
Percent of Open Interest Represented by Each Category of Trader
3.2 67.1 1.7 14.7 12.7 0.8 40.8 2.1 2.2 4.5 1.3 0.7 31.2 11.3
Number of Traders in Each Category Total Traders: 91
. 13 4 11 4 4 33 9 12 11 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,708
Positions
3,729 25,196 440 1,487 2,054 351 18,461 3,884 768 853 2,331 0 18,620 9,685
Changes from: January 8, 2013 Total Change is: -3,297
1,587 -608 -77 -7 -402 0 -202 -3,636 -235 249 33 0 -4,612 1,628
Percent of Open Interest Represented by Each Category of Trader
8.3 56.4 1.0 3.3 4.6 0.8 41.3 8.7 1.7 1.9 5.2 0.0 41.6 21.7
Number of Traders in Each Category Total Traders: 40
5 10 . . . . 12 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 173,529
Positions
11,871 49,608 2,874 22,719 29,198 2,468 85,173 31,638 5,686 2,420 30,222 1,863 38,456 19,972
Changes from: January 8, 2013 Total Change is: -779
2,623 -2,501 192 -116 -9 187 -5,244 603 1,132 -1,039 -639 1,073 413 -817
Percent of Open Interest Represented by Each Category of Trader
6.8 28.6 1.7 13.1 16.8 1.4 49.1 18.2 3.3 1.4 17.4 1.1 22.2 11.5
Number of Traders in Each Category Total Traders: 91
4 13 5 6 12 4 25 18 12 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 245,118
Positions
71,584 11,328 13,652 50,029 7,017 5,909 20,085 98,469 26,017 25,727 8,982 7,288 24,827 66,455
Changes from: January 8, 2013 Total Change is: 14,467
-7,587 -330 2,586 -813 -200 1,132 -542 -1,715 6,068 8,033 1,833 1,240 4,349 3,853
Percent of Open Interest Represented by Each Category of Trader
29.2 4.6 5.6 20.4 2.9 2.4 8.2 40.2 10.6 10.5 3.7 3.0 10.1 27.1
Number of Traders in Each Category Total Traders: 131
8 11 5 9 7 5 21 48 24 10 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 255,620
Positions
24,723 45,251 10,822 42,162 35,109 5,982 65,833 58,336 25,332 16,425 14,479 3,531 60,810 56,778
Changes from: January 8, 2013 Total Change is: 28,590
-1,223 17,170 2,602 -66 -1,864 447 10,495 -506 7,251 2 1,340 421 8,661 1,730
Percent of Open Interest Represented by Each Category of Trader
9.7 17.7 4.2 16.5 13.7 2.3 25.8 22.8 9.9 6.4 5.7 1.4 23.8 22.2
Number of Traders in Each Category Total Traders: 192
19 14 14 21 18 17 43 33 29 19 25 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 213,274
Positions
14,817 88,594 3,412 3,532 42,693 1,796 133,676 41,389 4,683 4,148 7,804 838 46,371 22,065
Changes from: January 8, 2013 Total Change is: 21,608
2 13,672 657 663 -596 90 12,876 4,991 1,499 161 2,022 68 5,592 -795
Percent of Open Interest Represented by Each Category of Trader
6.9 41.5 1.6 1.7 20.0 0.8 62.7 19.4 2.2 1.9 3.7 0.4 21.7 10.3
Number of Traders in Each Category Total Traders: 112
8 12 5 4 9 4 35 25 14 5 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 75,683
Positions
36,457 49,766 17,436 3,463 0 0 7,269 917 4,478 3,072 0 2,855 653 231
Changes from: January 8, 2013 Total Change is: -218
0 -278 0 -96 0 0 -203 48 0 114 0 -12 -21 24
Percent of Open Interest Represented by Each Category of Trader
48.2 65.8 23.0 4.6 0.0 0.0 9.6 1.2 5.9 4.1 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 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 190,902
Positions
12,752 114,475 0 12,893 915 0 142,273 58,229 283 12,628 14,744 108 9,965 2,148
Changes from: January 8, 2013 Total Change is: 5,691
-2,549 1,013 0 2,193 106 0 5,180 2,214 -215 453 2,313 -249 878 509
Percent of Open Interest Represented by Each Category of Trader
6.7 60.0 0.0 6.8 0.5 0.0 74.5 30.5 0.1 6.6 7.7 0.1 5.2 1.1
Number of Traders in Each Category Total Traders: 144
7 13 0 10 . 0 71 14 . 22 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,698
Positions
8,444 23,776 571 6,040 0 0 6,506 2,172 242 13,185 8,387 38 672 512
Changes from: January 8, 2013 Total Change is: -2,763
-7,200 4,099 148 3,872 0 0 -65 213 30 497 -7,200 0 -45 -53
Percent of Open Interest Represented by Each Category of Trader
23.7 66.6 1.6 16.9 0.0 0.0 18.2 6.1 0.7 36.9 23.5 0.1 1.9 1.4
Number of Traders in Each Category Total Traders: 30
. 6 . . 0 0 7 4 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 38,654
Positions
3,216 24,710 0 604 0 0 28,613 8,176 362 689 3,613 0 5,170 1,793
Changes from: January 8, 2013 Total Change is: 2,123
196 1,330 0 110 0 0 1,656 361 133 -95 595 -115 238 -181
Percent of Open Interest Represented by Each Category of Trader
8.3 63.9 0.0 1.6 0.0 0.0 74.0 21.2 0.9 1.8 9.3 0.0 13.4 4.6
Number of Traders in Each Category Total Traders: 62
6 9 0 4 0 0 25 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,533
Positions
14,932 33,536 184 6,157 0 246 19,364 11,372 482 2,387 745 464 8,318 5,503
Changes from: January 8, 2013 Total Change is: 4,635
654 504 14 100 0 -147 3,594 2,695 67 75 149 72 206 1,282
Percent of Open Interest Represented by Each Category of Trader
28.4 63.8 0.3 11.7 0.0 0.5 36.9 21.6 0.9 4.5 1.4 0.9 15.8 10.5
Number of Traders in Each Category Total Traders: 101
20 18 5 6 0 . 30 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 105,065
Positions
29,863 67,073 368 12,313 0 492 38,728 22,744 965 4,773 1,490 929 16,635 11,006
Changes from: January 8, 2013 Total Change is: 9,271
1,308 1,007 28 200 0 -294 7,188 5,389 135 150 297 145 411 2,563
Percent of Open Interest Represented by Each Category of Trader
28.4 63.8 0.3 11.7 0.0 0.5 36.9 21.6 0.9 4.5 1.4 0.9 15.8 10.5
Number of Traders in Each Category Total Traders: 101
20 18 5 6 0 . 30 15 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 898,576
Positions
60,517 222,342 28,774 354,693 130,620 58,419 85,754 174,738 130,507 36,386 35,721 24,618 118,908 92,837
Changes from: January 8, 2013 Total Change is: 25,877
1,619 -12,030 2,856 -3,687 -2,600 -2,699 3,669 10,204 15,674 -1,714 303 2,164 7,996 12,007
Percent of Open Interest Represented by Each Category of Trader
6.7 24.7 3.2 39.5 14.5 6.5 9.5 19.4 14.5 4.0 4.0 2.7 13.2 10.3
Number of Traders in Each Category Total Traders: 591
42 34 33 119 47 62 98 127 113 57 67 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 236,576
Positions
21,262 73,972 6,242 72,852 27,663 9,078 12,420 21,516 34,010 9,838 10,875 8,994 61,880 44,226
Changes from: January 8, 2013 Total Change is: -279
87 -5,209 201 -4,705 -350 -4,697 2,666 -899 3,883 1,222 -108 -2,215 3,279 9,116
Percent of Open Interest Represented by Each Category of Trader
9.0 31.3 2.6 30.8 11.7 3.8 5.3 9.1 14.4 4.2 4.6 3.8 26.2 18.7
Number of Traders in Each Category Total Traders: 123
11 12 6 25 8 12 24 23 42 10 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,310,003
Positions
257,867 803,441 51,069 1,437,897 543,478 218,013 443,224 842,669 405,926 147,829 139,315 63,037 285,141 243,056
Changes from: January 8, 2013 Total Change is: 130,780
8,514 -33,251 12,420 6,018 -10,325 9,062 3,115 53,619 60,855 -11,708 5,029 18,919 23,586 14,452
Percent of Open Interest Represented by Each Category of Trader
7.8 24.3 1.5 43.4 16.4 6.6 13.4 25.5 12.3 4.5 4.2 1.9 8.6 7.3
Number of Traders in Each Category Total Traders: 547
40 33 27 104 45 54 95 120 101 49 61 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,347
Positions
3,556 48,310 13 61,956 53,505 2,856 35,791 7,284 53 887 2,615 0 12,235 2,711
Changes from: January 8, 2013 Total Change is: 3,657
-2 4,042 0 985 -1,515 184 2,373 407 36 0 289 0 81 214
Percent of Open Interest Represented by Each Category of Trader
3.0 41.2 0.0 52.8 45.6 2.4 30.5 6.2 0.0 0.8 2.2 0.0 10.4 2.3
Number of Traders in Each Category Total Traders: 100
5 14 . 39 14 9 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 64,021
Positions
2,483 35,557 511 27,893 6,253 1,341 20,989 12,664 1,242 2,157 2,325 1,119 6,286 3,009
Changes from: January 8, 2013 Total Change is: 1,951
37 725 -34 729 -6 -61 353 514 353 22 263 106 446 90
Percent of Open Interest Represented by Each Category of Trader
3.9 55.5 0.8 43.6 9.8 2.1 32.8 19.8 1.9 3.4 3.6 1.7 9.8 4.7
Number of Traders in Each Category Total Traders: 206
14 27 5 33 19 12 49 34 17 19 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 320,104
Positions
12,414 177,786 2,555 139,465 31,266 6,706 104,944 63,322 6,211 10,784 11,623 5,593 31,432 15,043
Changes from: January 8, 2013 Total Change is: 9,753
184 3,625 -170 3,645 -31 -306 1,763 2,572 1,764 111 1,315 531 2,231 452
Percent of Open Interest Represented by Each Category of Trader
3.9 55.5 0.8 43.6 9.8 2.1 32.8 19.8 1.9 3.4 3.6 1.7 9.8 4.7
Number of Traders in Each Category Total Traders: 206
14 27 5 33 19 12 49 34 17 19 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 361,165
Positions
70,212 42,956 10,295 146,384 186,589 22,262 84,998 73,918 2,331 2,789 11,826 483 21,410 10,504
Changes from: January 8, 2013 Total Change is: 7,749
-8,935 6,412 590 7,704 -4,592 -450 8,514 5,189 262 64 587 14 -15 -263
Percent of Open Interest Represented by Each Category of Trader
19.4 11.9 2.9 40.5 51.7 6.2 23.5 20.5 0.6 0.8 3.3 0.1 5.9 2.9
Number of Traders in Each Category Total Traders: 247
19 15 . 53 38 24 54 48 17 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 53,906
Positions
2,625 12,731 974 20,266 0 134 12,930 16,084 0 5,505 944 2 11,470 23,037
Changes from: January 8, 2013 Total Change is: 3,071
-749 2,409 883 424 0 0 3,136 -431 -1,194 655 -302 0 -84 1,706
Percent of Open Interest Represented by Each Category of Trader
4.9 23.6 1.8 37.6 0.0 0.2 24.0 29.8 0.0 10.2 1.8 0.0 21.3 42.7
Number of Traders in Each Category Total Traders: 54
. 5 . 16 0 . 14 11 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 60,707
Positions
17,700 14,538 3,236 7,024 3,856 0 20,407 6,493 1,019 3,685 200 0 7,636 31,365
Changes from: January 8, 2013 Total Change is: -690
884 5,982 41 -923 244 0 233 -1,847 323 -968 0 0 -280 -5,433
Percent of Open Interest Represented by Each Category of Trader
29.2 23.9 5.3 11.6 6.4 0.0 33.6 10.7 1.7 6.1 0.3 0.0 12.6 51.7
Number of Traders in Each Category Total Traders: 76
19 12 6 6 . 0 20 9 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 83,583
Positions
16,452 38,984 88 46,658 19,661 5,584 8,583 16,018 134 222 0 0 5,862 3,114
Changes from: January 8, 2013 Total Change is: 1,015
1 2,700 3 2,570 -1,567 -1,722 347 1,724 -90 0 0 0 -94 -33
Percent of Open Interest Represented by Each Category of Trader
19.7 46.6 0.1 55.8 23.5 6.7 10.3 19.2 0.2 0.3 0.0 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 72
. 6 . 26 17 10 10 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 164,445
Positions
13,876 79,131 2,479 89,311 13,189 8,199 25,779 52,962 769 7,279 3,489 1,085 15,668 3,142
Changes from: January 8, 2013 Total Change is: 8,585
-2,702 9,067 -250 8,414 -294 -69 4,076 2,103 -3 199 98 -8 -1,072 -2,059
Percent of Open Interest Represented by Each Category of Trader
8.4 48.1 1.5 54.3 8.0 5.0 15.7 32.2 0.5 4.4 2.1 0.7 9.5 1.9
Number of Traders in Each Category Total Traders: 135
17 17 4 38 12 14 28 7 . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 628,938
Positions
2,729 49,285 21,364 229,918 168,606 78,066 70,694 49,798 49,012 23,450 33,433 2,401 151,305 176,974
Changes from: January 8, 2013 Total Change is: -2,554
-15,194 -472 380 8,842 -7,330 4,909 4,520 -3,184 -1,329 2,653 1,415 -443 -6,892 3,500
Percent of Open Interest Represented by Each Category of Trader
0.4 7.8 3.4 36.6 26.8 12.4 11.2 7.9 7.8 3.7 5.3 0.4 24.1 28.1
Number of Traders in Each Category Total Traders: 157
4 16 13 34 29 41 33 24 42 8 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 358,347
Positions
0 131,832 0 239,084 41,038 38,491 1,950 73,013 198 9,907 15,751 0 68,717 58,023
Changes from: January 8, 2013 Total Change is: 6,422
0 4,669 -1,285 6,062 3,178 1,772 0 -4,027 5 0 550 0 -132 1,559
Percent of Open Interest Represented by Each Category of Trader
0.0 36.8 0.0 66.7 11.5 10.7 0.5 20.4 0.1 2.8 4.4 0.0 19.2 16.2
Number of Traders in Each Category Total Traders: 65
0 13 0 29 10 18 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,076,898
Positions
86,622 161,483 32,715 280,994 124,414 55,323 234,793 507,156 69,063 179,323 38,400 9,803 128,261 78,540
Changes from: January 8, 2013 Total Change is: 48,005
-14,817 7,465 3,523 19,800 18,730 -2,708 33,597 30,066 -7,035 7,952 4,285 -1,576 9,270 -4,745
Percent of Open Interest Represented by Each Category of Trader
8.0 15.0 3.0 26.1 11.6 5.1 21.8 47.1 6.4 16.7 3.6 0.9 11.9 7.3
Number of Traders in Each Category Total Traders: 222
21 20 16 40 24 32 41 34 30 25 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 55,463
Positions
21,839 7,447 9,676 790 0 165 15,550 30,523 6,369 8 0 322 744 961
Changes from: January 8, 2013 Total Change is: 3,708
-2,437 764 3,760 790 -748 165 -208 -2,092 1,622 2 0 70 -56 167
Percent of Open Interest Represented by Each Category of Trader
39.4 13.4 17.4 1.4 0.0 0.3 28.0 55.0 11.5 0.0 0.0 0.6 1.3 1.7
Number of Traders in Each Category Total Traders: 41
12 5 11 . 0 . 8 13 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,198,492
Positions
162,731 156,392 201,636 314,614 754,304 202,984 649,787 142,860 233,776 119,470 76,651 35,722 277,773 394,168
Changes from: January 8, 2013 Total Change is: 80,783
9,317 7,011 37,211 9,782 12,077 10,353 14,611 4,598 6,135 -8,639 3,062 2,207 -194 -1,871
Percent of Open Interest Represented by Each Category of Trader
7.4 7.1 9.2 14.3 34.3 9.2 29.6 6.5 10.6 5.4 3.5 1.6 12.6 17.9
Number of Traders in Each Category Total Traders: 295
23 41 51 19 64 49 65 46 76 18 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,727,963
Positions
326,923 137,845 53,938 479,359 486,392 137,686 193,392 378,433 159,315 138,158 99,538 16,735 222,456 258,080
Changes from: January 8, 2013 Total Change is: 79,943
-56,726 3,509 14,998 117,266 39,904 -8,912 -47,126 -10,534 36,582 8,200 757 731 14,931 2,909
Percent of Open Interest Represented by Each Category of Trader
18.9 8.0 3.1 27.7 28.1 8.0 11.2 21.9 9.2 8.0 5.8 1.0 12.9 14.9
Number of Traders in Each Category Total Traders: 203
14 26 28 30 36 38 31 42 46 10 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 378,476
Positions
151,621 155,754 92,650 0 2,939 3,547 38,264 16,780 56,356 2,830 9,493 10,665 22,544 30,293
Changes from: January 8, 2013 Total Change is: 15,933
5,634 18,606 -1,657 0 10 0 2,192 -5,272 3,535 1,742 584 -328 4,816 456
Percent of Open Interest Represented by Each Category of Trader
40.1 41.2 24.5 0.0 0.8 0.9 10.1 4.4 14.9 0.7 2.5 2.8 6.0 8.0
Number of Traders in Each Category Total Traders: 80
18 26 35 0 . . 13 11 20 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,218,922
Positions
1,347,507 2,666,672 2,438,701 930,127 248,317 180,392 1,046,623 366,566 3,499,827 238,360 168,662 574,081 963,303 1,075,704
Changes from: January 8, 2013 Total Change is: 282,887
161,216 73,903 -35,710 -8,278 112,188 21,115 55,238 56,457 23,445 15,401 12,042 -2,199 52,661 21,647
Percent of Open Interest Represented by Each Category of Trader
12.0 23.8 21.7 8.3 2.2 1.6 9.3 3.3 31.2 2.1 1.5 5.1 8.6 9.6
Number of Traders in Each Category Total Traders: 248
22 55 75 9 8 15 54 51 87 13 21 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,949
Positions
8,202 151 0 43 1,002 1 360 6,687 0 232 1,036 0 111 72
Changes from: January 8, 2013 Total Change is: 311
354 -111 0 0 0 0 -38 337 0 0 70 0 -5 15
Percent of Open Interest Represented by Each Category of Trader
91.7 1.7 0.0 0.5 11.2 0.0 4.0 74.7 0.0 2.6 11.6 0.0 1.2 0.8
Number of Traders in Each Category Total Traders: 25
. . 0 . . . . 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,679
Positions
7,233 1,673 0 0 848 43 265 4,826 0 0 261 0 138 28
Changes from: January 8, 2013 Total Change is: -133
-61 -59 0 0 0 0 -74 -42 0 0 0 0 2 -32
Percent of Open Interest Represented by Each Category of Trader
94.2 21.8 0.0 0.0 11.0 0.6 3.5 62.8 0.0 0.0 3.4 0.0 1.8 0.4
Number of Traders in Each Category Total Traders: 22
. 5 0 0 4 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,347
Positions
8,419 15,465 2,138 1,083 4,110 375 21,065 20,954 850 8,816 1,193 19 4,581 2,242
Changes from: January 8, 2013 Total Change is: 1,971
-313 -234 356 -628 310 59 3,049 1,798 -373 -622 253 -2 444 -196
Percent of Open Interest Represented by Each Category of Trader
17.8 32.7 4.5 2.3 8.7 0.8 44.5 44.3 1.8 18.6 2.5 0.0 9.7 4.7
Number of Traders in Each Category Total Traders: 111
4 . . 6 6 . 23 33 7 27 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 462,170
Positions
119,503 30,627 62,147 40,524 17,596 15,764 61,137 172,415 48,741 14,528 15,683 70,330 29,496 28,867
Changes from: January 8, 2013 Total Change is: 51,644
-366 1,293 10,185 7,153 3,044 296 15,996 16,663 5,829 1,421 2,403 9,526 1,604 2,405
Percent of Open Interest Represented by Each Category of Trader
25.9 6.6 13.4 8.8 3.8 3.4 13.2 37.3 10.5 3.1 3.4 15.2 6.4 6.2
Number of Traders in Each Category Total Traders: 191
22 10 24 9 8 11 41 48 50 24 18 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,853
Positions
470 2,433 0 2,378 469 196 4,526 4,864 887 265 0 0 131 4
Changes from: January 8, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.3 27.5 0.0 26.9 5.3 2.2 51.1 54.9 10.0 3.0 0.0 0.0 1.5 0.0
Number of Traders in Each Category Total Traders: 20
. 4 0 . . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 18, 2013