Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 151,626
Positions
6,382 94,602 3,778 20,272 19,295 1,462 58,191 7,518 4,021 8,505 1,494 558 48,457 18,898
Changes from: January 15, 2013 Total Change is: -1,440
1,443 -8,100 1,147 -2,245 -155 232 -4,321 4,232 600 1,570 -466 -537 673 1,609
Percent of Open Interest Represented by Each Category of Trader
4.2 62.4 2.5 13.4 12.7 1.0 38.4 5.0 2.7 5.6 1.0 0.4 32.0 12.5
Number of Traders in Each Category Total Traders: 92
6 11 5 8 4 4 34 11 14 15 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,213
Positions
6,174 18,250 1,014 1,012 2,016 351 14,654 6,365 864 0 672 0 17,144 11,682
Changes from: January 15, 2013 Total Change is: -3,495
2,445 -6,946 574 -475 -38 0 -3,807 2,480 96 -853 -1,659 0 -1,476 1,997
Percent of Open Interest Represented by Each Category of Trader
15.0 44.3 2.5 2.5 4.9 0.9 35.6 15.4 2.1 0.0 1.6 0.0 41.6 28.3
Number of Traders in Each Category Total Traders: 34
6 7 4 . . . 8 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 175,005
Positions
26,913 35,700 3,934 22,145 29,707 3,042 73,441 37,975 9,196 3,941 29,749 752 31,641 24,949
Changes from: January 15, 2013 Total Change is: 1,476
15,042 -13,908 1,060 -574 509 574 -11,732 6,337 3,510 1,522 -473 -1,111 -6,815 4,977
Percent of Open Interest Represented by Each Category of Trader
15.4 20.4 2.2 12.7 17.0 1.7 42.0 21.7 5.3 2.3 17.0 0.4 18.1 14.3
Number of Traders in Each Category Total Traders: 97
7 10 5 6 13 5 25 22 15 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 255,098
Positions
73,264 10,491 15,577 49,635 6,615 6,837 23,618 99,472 28,518 25,989 10,929 8,363 23,297 68,297
Changes from: January 15, 2013 Total Change is: 9,980
1,680 -837 1,925 -394 -402 928 3,533 1,002 2,500 262 1,947 1,075 -1,530 1,841
Percent of Open Interest Represented by Each Category of Trader
28.7 4.1 6.1 19.5 2.6 2.7 9.3 39.0 11.2 10.2 4.3 3.3 9.1 26.8
Number of Traders in Each Category Total Traders: 138
10 10 6 9 7 5 22 49 25 11 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 260,817
Positions
25,162 63,375 9,944 44,558 31,913 5,834 66,371 50,462 26,859 18,793 11,814 4,256 59,039 56,359
Changes from: January 15, 2013 Total Change is: 5,197
439 18,124 -878 2,396 -3,196 -148 538 -7,873 1,526 2,368 -2,666 725 -1,771 -419
Percent of Open Interest Represented by Each Category of Trader
9.6 24.3 3.8 17.1 12.2 2.2 25.4 19.3 10.3 7.2 4.5 1.6 22.6 21.6
Number of Traders in Each Category Total Traders: 188
17 17 13 21 16 17 35 34 27 21 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 220,754
Positions
14,692 93,716 4,286 2,884 42,436 1,873 140,825 42,249 6,278 3,748 5,857 925 45,243 23,134
Changes from: January 15, 2013 Total Change is: 7,481
-125 5,122 874 -648 -257 78 7,148 860 1,595 -400 -1,947 87 -1,128 1,070
Percent of Open Interest Represented by Each Category of Trader
6.7 42.5 1.9 1.3 19.2 0.8 63.8 19.1 2.8 1.7 2.7 0.4 20.5 10.5
Number of Traders in Each Category Total Traders: 110
7 13 5 . 9 4 39 24 16 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 75,323
Positions
36,457 49,426 17,436 3,149 0 0 7,318 899 4,478 3,062 0 2,855 568 229
Changes from: January 15, 2013 Total Change is: -360
0 -340 0 -314 0 0 49 -18 0 -10 0 0 -85 -2
Percent of Open Interest Represented by Each Category of Trader
48.4 65.6 23.1 4.2 0.0 0.0 9.7 1.2 5.9 4.1 0.0 3.8 0.8 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 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 189,967
Positions
11,836 114,137 0 10,878 915 0 143,739 56,892 663 11,651 14,708 548 10,652 2,104
Changes from: January 15, 2013 Total Change is: -935
-916 -338 0 -2,015 0 0 1,466 -1,337 380 -977 -36 440 687 -44
Percent of Open Interest Represented by Each Category of Trader
6.2 60.1 0.0 5.7 0.5 0.0 75.7 29.9 0.3 6.1 7.7 0.3 5.6 1.1
Number of Traders in Each Category Total Traders: 148
6 13 0 10 . 0 73 16 4 22 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,784
Positions
8,464 23,906 513 6,114 0 0 6,615 2,173 248 13,168 8,387 38 624 519
Changes from: January 15, 2013 Total Change is: 86
20 130 -58 74 0 0 109 1 6 -17 0 0 -48 7
Percent of Open Interest Represented by Each Category of Trader
23.7 66.8 1.4 17.1 0.0 0.0 18.5 6.1 0.7 36.8 23.4 0.1 1.7 1.5
Number of Traders in Each Category Total Traders: 31
. 6 . . 0 0 8 4 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 37,180
Positions
2,996 25,391 0 831 0 0 27,032 5,908 363 689 3,651 0 5,269 1,867
Changes from: January 15, 2013 Total Change is: -1,474
-220 681 0 227 0 0 -1,581 -2,268 1 0 38 0 99 74
Percent of Open Interest Represented by Each Category of Trader
8.1 68.3 0.0 2.2 0.0 0.0 72.7 15.9 1.0 1.9 9.8 0.0 14.2 5.0
Number of Traders in Each Category Total Traders: 60
4 9 0 5 0 0 25 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 56,248
Positions
15,804 34,792 199 6,102 26 320 22,228 12,118 328 2,449 922 483 8,335 7,061
Changes from: January 15, 2013 Total Change is: 3,715
872 1,256 15 -55 26 74 2,864 746 -154 63 177 19 17 1,558
Percent of Open Interest Represented by Each Category of Trader
28.1 61.9 0.4 10.8 0.0 0.6 39.5 21.5 0.6 4.4 1.6 0.9 14.8 12.6
Number of Traders in Each Category Total Traders: 103
22 17 6 5 . . 32 15 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 112,495
Positions
31,607 69,584 397 12,204 51 640 44,456 24,236 656 4,899 1,843 966 16,669 14,121
Changes from: January 15, 2013 Total Change is: 7,430
1,744 2,511 30 -109 51 148 5,729 1,492 -308 126 353 37 34 3,115
Percent of Open Interest Represented by Each Category of Trader
28.1 61.9 0.4 10.8 0.0 0.6 39.5 21.5 0.6 4.4 1.6 0.9 14.8 12.6
Number of Traders in Each Category Total Traders: 103
22 17 6 5 . . 32 15 10 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 919,111
Positions
71,019 226,786 28,939 361,776 127,896 56,377 88,592 187,510 128,951 36,611 35,681 23,514 123,332 103,457
Changes from: January 15, 2013 Total Change is: 20,534
10,502 4,445 165 7,084 -2,724 -2,042 2,838 12,772 -1,556 224 -40 -1,104 4,423 10,620
Percent of Open Interest Represented by Each Category of Trader
7.7 24.7 3.1 39.4 13.9 6.1 9.6 20.4 14.0 4.0 3.9 2.6 13.4 11.3
Number of Traders in Each Category Total Traders: 566
38 39 30 123 44 63 88 123 97 53 58 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 251,721
Positions
22,227 80,467 6,600 70,530 27,339 8,513 12,684 32,993 34,357 10,567 11,017 10,060 76,183 40,374
Changes from: January 15, 2013 Total Change is: 15,145
966 6,495 358 -2,322 -324 -565 263 11,477 346 729 142 1,066 14,302 -3,852
Percent of Open Interest Represented by Each Category of Trader
8.8 32.0 2.6 28.0 10.9 3.4 5.0 13.1 13.6 4.2 4.4 4.0 30.3 16.0
Number of Traders in Each Category Total Traders: 110
10 13 6 23 8 11 19 18 32 10 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,336,948
Positions
305,742 793,380 49,910 1,484,454 531,005 211,099 511,035 904,079 341,475 145,977 139,073 51,512 235,745 315,416
Changes from: January 15, 2013 Total Change is: 26,945
47,875 -10,061 -1,159 46,557 -12,473 -6,914 67,811 61,410 -64,451 -1,853 -242 -11,525 -49,396 72,361
Percent of Open Interest Represented by Each Category of Trader
9.2 23.8 1.5 44.5 15.9 6.3 15.3 27.1 10.2 4.4 4.2 1.5 7.1 9.5
Number of Traders in Each Category Total Traders: 527
38 38 24 110 41 55 86 117 88 46 51 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 118,402
Positions
3,374 50,192 13 62,142 52,283 2,908 36,937 7,643 2 1,109 2,316 0 11,917 3,046
Changes from: January 15, 2013 Total Change is: 1,055
-182 1,882 0 186 -1,222 52 1,146 358 -51 222 -299 0 -318 335
Percent of Open Interest Represented by Each Category of Trader
2.8 42.4 0.0 52.5 44.2 2.5 31.2 6.5 0.0 0.9 2.0 0.0 10.1 2.6
Number of Traders in Each Category Total Traders: 100
4 14 . 38 14 9 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 64,664
Positions
2,267 37,436 491 27,545 6,205 1,418 22,693 11,755 712 2,497 2,194 891 6,150 3,561
Changes from: January 15, 2013 Total Change is: 643
-216 1,879 -20 -348 -48 77 1,704 -909 -530 340 -131 -227 -136 553
Percent of Open Interest Represented by Each Category of Trader
3.5 57.9 0.8 42.6 9.6 2.2 35.1 18.2 1.1 3.9 3.4 1.4 9.5 5.5
Number of Traders in Each Category Total Traders: 216
14 29 6 33 20 14 55 32 12 24 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 323,321
Positions
11,334 187,179 2,456 137,723 31,025 7,091 113,467 58,777 3,560 12,483 10,970 4,457 30,751 17,806
Changes from: January 15, 2013 Total Change is: 3,216
-1,080 9,393 -99 -1,742 -241 385 8,522 -4,545 -2,651 1,698 -653 -1,136 -681 2,764
Percent of Open Interest Represented by Each Category of Trader
3.5 57.9 0.8 42.6 9.6 2.2 35.1 18.2 1.1 3.9 3.4 1.4 9.5 5.5
Number of Traders in Each Category Total Traders: 216
14 29 6 33 20 14 55 32 12 24 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 365,732
Positions
68,836 46,488 11,474 148,134 185,084 22,477 86,941 72,682 2,578 3,469 13,348 523 21,300 11,078
Changes from: January 15, 2013 Total Change is: 4,567
-1,376 3,532 1,179 1,750 -1,505 215 1,943 -1,236 246 680 1,522 40 -110 574
Percent of Open Interest Represented by Each Category of Trader
18.8 12.7 3.1 40.5 50.6 6.1 23.8 19.9 0.7 0.9 3.6 0.1 5.8 3.0
Number of Traders in Each Category Total Traders: 252
20 16 . 53 38 24 54 48 17 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,285
Positions
2,825 12,002 1,024 22,598 0 39 17,113 19,867 0 5,130 1,281 3 12,553 27,069
Changes from: January 15, 2013 Total Change is: 7,379
200 -729 50 2,332 0 -95 4,183 3,783 0 -375 337 1 1,083 4,032
Percent of Open Interest Represented by Each Category of Trader
4.6 19.6 1.7 36.9 0.0 0.1 27.9 32.4 0.0 8.4 2.1 0.0 20.5 44.2
Number of Traders in Each Category Total Traders: 56
. 5 . 15 0 . 17 11 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 75,844
Positions
26,058 12,005 4,237 7,954 3,421 0 24,967 6,926 1,391 3,773 200 0 7,464 47,664
Changes from: January 15, 2013 Total Change is: 15,137
8,358 -2,533 1,001 930 -435 0 4,560 433 372 88 0 0 -172 16,299
Percent of Open Interest Represented by Each Category of Trader
34.4 15.8 5.6 10.5 4.5 0.0 32.9 9.1 1.8 5.0 0.3 0.0 9.8 62.8
Number of Traders in Each Category Total Traders: 80
21 11 6 8 . 0 20 11 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 84,933
Positions
16,150 44,425 87 48,584 19,132 5,597 8,830 12,879 214 222 0 0 5,249 2,599
Changes from: January 15, 2013 Total Change is: 1,350
-302 5,441 -1 1,926 -529 13 247 -3,139 80 0 0 0 -613 -515
Percent of Open Interest Represented by Each Category of Trader
19.0 52.3 0.1 57.2 22.5 6.6 10.4 15.2 0.3 0.3 0.0 0.0 6.2 3.1
Number of Traders in Each Category Total Traders: 72
. 6 . 26 18 11 11 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 168,788
Positions
14,612 82,379 2,226 91,911 13,118 7,815 27,125 53,769 732 7,511 3,805 1,082 15,774 3,862
Changes from: January 15, 2013 Total Change is: 4,343
736 3,248 -253 2,600 -71 -384 1,346 807 -37 232 316 -3 106 720
Percent of Open Interest Represented by Each Category of Trader
8.7 48.8 1.3 54.5 7.8 4.6 16.1 31.9 0.4 4.4 2.3 0.6 9.3 2.3
Number of Traders in Each Category Total Traders: 140
16 16 4 42 12 14 30 7 . 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 636,737
Positions
5,861 55,429 25,774 233,621 165,636 78,672 70,165 49,650 50,072 19,307 31,230 1,989 151,276 178,284
Changes from: January 15, 2013 Total Change is: 7,799
3,132 6,145 4,410 3,703 -2,970 606 -529 -149 1,060 -4,143 -2,203 -411 -29 1,310
Percent of Open Interest Represented by Each Category of Trader
0.9 8.7 4.0 36.7 26.0 12.4 11.0 7.8 7.9 3.0 4.9 0.3 23.8 28.0
Number of Traders in Each Category Total Traders: 161
5 17 16 36 31 42 29 27 41 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 358,027
Positions
0 130,643 20 236,504 40,884 38,673 1,950 73,948 187 9,907 15,751 0 70,786 57,921
Changes from: January 15, 2013 Total Change is: -320
0 -1,189 20 -2,580 -154 182 0 934 -11 0 0 0 2,069 -102
Percent of Open Interest Represented by Each Category of Trader
0.0 36.5 0.0 66.1 11.4 10.8 0.5 20.7 0.1 2.8 4.4 0.0 19.8 16.2
Number of Traders in Each Category Total Traders: 64
0 12 . 28 10 18 . 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,050,884
Positions
79,312 145,369 30,079 278,765 137,057 54,817 215,635 481,351 76,662 177,631 38,782 12,499 125,484 74,267
Changes from: January 15, 2013 Total Change is: -26,014
-7,310 -16,113 -2,636 -2,229 12,643 -506 -19,159 -25,805 7,599 -1,693 382 2,696 -2,776 -4,273
Percent of Open Interest Represented by Each Category of Trader
7.5 13.8 2.9 26.5 13.0 5.2 20.5 45.8 7.3 16.9 3.7 1.2 11.9 7.1
Number of Traders in Each Category Total Traders: 219
19 22 16 41 23 31 36 36 32 25 17 10
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 48,292
Positions
22,792 11,009 7,410 490 0 365 13,480 25,813 3,016 0 25 131 608 523
Changes from: January 15, 2013 Total Change is: -7,171
953 3,562 -2,266 -300 0 200 -2,070 -4,710 -3,353 -8 25 -191 -136 -438
Percent of Open Interest Represented by Each Category of Trader
47.2 22.8 15.3 1.0 0.0 0.8 27.9 53.5 6.2 0.0 0.1 0.3 1.3 1.1
Number of Traders in Each Category Total Traders: 44
12 5 11 . 0 . 9 15 9 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,325,892
Positions
160,562 196,519 216,170 377,487 771,441 208,985 727,740 155,102 253,009 77,347 100,380 35,539 269,053 388,747
Changes from: January 15, 2013 Total Change is: 127,400
-2,169 40,127 14,534 62,873 17,137 6,000 77,953 12,242 19,234 -42,123 23,729 -182 -8,720 -5,421
Percent of Open Interest Represented by Each Category of Trader
6.9 8.4 9.3 16.2 33.2 9.0 31.3 6.7 10.9 3.3 4.3 1.5 11.6 16.7
Number of Traders in Each Category Total Traders: 309
19 46 50 21 67 54 61 56 83 17 22 17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,731,382
Positions
298,807 145,098 57,480 471,579 476,570 148,863 235,912 344,763 173,210 98,752 108,420 17,744 229,035 259,234
Changes from: January 15, 2013 Total Change is: 3,419
-28,117 7,253 3,541 -7,780 -9,822 11,177 42,521 -33,670 13,895 -39,406 8,882 1,009 6,579 1,154
Percent of Open Interest Represented by Each Category of Trader
17.3 8.4 3.3 27.2 27.5 8.6 13.6 19.9 10.0 5.7 6.3 1.0 13.2 15.0
Number of Traders in Each Category Total Traders: 208
15 26 30 29 36 37 35 44 46 9 14 7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 379,501
Positions
160,923 154,464 97,574 0 2,958 3,547 35,801 13,811 49,565 2,722 10,966 9,662 19,708 36,954
Changes from: January 15, 2013 Total Change is: 1,025
9,302 -1,290 4,925 0 19 0 -2,464 -2,969 -6,791 -108 1,473 -1,004 -2,836 6,661
Percent of Open Interest Represented by Each Category of Trader
42.4 40.7 25.7 0.0 0.8 0.9 9.4 3.6 13.1 0.7 2.9 2.5 5.2 9.7
Number of Traders in Each Category Total Traders: 81
19 25 33 0 . . 9 17 21 4 4 4
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,344,684
Positions
1,473,299 2,584,560 2,513,767 928,407 339,419 211,049 951,032 371,232 3,549,602 208,332 160,482 565,018 944,180 1,049,555
Changes from: January 15, 2013 Total Change is: 125,762
125,792 -82,112 75,065 -1,720 91,102 30,657 -95,591 4,667 49,775 -30,028 -8,180 -9,063 -19,124 -26,149
Percent of Open Interest Represented by Each Category of Trader
13.0 22.8 22.2 8.2 3.0 1.9 8.4 3.3 31.3 1.8 1.4 5.0 8.3 9.3
Number of Traders in Each Category Total Traders: 245
25 53 76 10 8 15 59 50 90 11 17 25
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,826
Positions
8,130 121 0 43 1,002 1 334 6,592 0 230 1,036 0 88 74
Changes from: January 15, 2013 Total Change is: -123
-72 -30 0 0 0 0 -26 -95 0 -2 0 0 -23 2
Percent of Open Interest Represented by Each Category of Trader
92.1 1.4 0.0 0.5 11.4 0.0 3.8 74.7 0.0 2.6 11.7 0.0 1.0 0.8
Number of Traders in Each Category Total Traders: 24
. . 0 . . . . 8 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 7,032
Positions
6,596 1,618 0 0 848 43 200 4,221 0 0 261 0 193 41
Changes from: January 15, 2013 Total Change is: -647
-637 -55 0 0 0 0 -65 -605 0 0 0 0 55 13
Percent of Open Interest Represented by Each Category of Trader
93.8 23.0 0.0 0.0 12.1 0.6 2.8 60.0 0.0 0.0 3.7 0.0 2.7 0.6
Number of Traders in Each Category Total Traders: 20
. 4 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,534
Positions
8,536 15,458 2,143 1,060 4,105 385 16,610 17,917 1,344 10,590 794 17 2,847 1,369
Changes from: January 15, 2013 Total Change is: -3,814
116 -7 5 -23 -5 10 -4,455 -3,037 494 1,774 -399 -1 -1,733 -873
Percent of Open Interest Represented by Each Category of Trader
19.6 35.5 4.9 2.4 9.4 0.9 38.2 41.2 3.1 24.3 1.8 0.0 6.5 3.1
Number of Traders in Each Category Total Traders: 106
. . . 6 4 . 23 30 8 30 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2013
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 425,350
Positions
106,853 18,062 53,816 43,260 17,897 13,777 67,669 176,024 35,530 9,675 12,580 63,347 31,423 34,317
Changes from: January 15, 2013 Total Change is: -36,820
-12,650 -12,565 -8,331 2,736 301 -1,987 6,532 3,609 -13,211 -4,853 -3,103 -6,983 1,927 5,450
Percent of Open Interest Represented by Each Category of Trader
25.1 4.2 12.7 10.2 4.2 3.2 15.9 41.4 8.4 2.3 3.0 14.9 7.4 8.1
Number of Traders in Each Category Total Traders: 189
20 11 21 8 9 12 49 43 49 21 15 25
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Updated January 25, 2013