Traders in Financial Futures - Futures Only Positions as of January 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 144,927
Positions
27,456 74,236 1,320 18,905 19,948 1,004 47,197 16,916 3,216 12,804 1,039 509 32,516 26,739
Changes from: January 22, 2013 Total Change is: 3,217
20,333 -19,878 1,320 -900 653 -277 -11,106 9,403 2,427 4,504 -455 291 -13,375 9,733
Percent of Open Interest Represented by Each Category of Trader
18.9 51.2 0.9 13.0 13.8 0.7 32.6 11.7 2.2 8.8 0.7 0.4 22.4 18.4
Number of Traders in Each Category Total Traders: 91
11 8 5 7 4 4 26 18 10 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 38,618
Positions
9,696 18,153 860 1,003 1,990 362 12,005 5,354 276 0 590 0 14,416 11,033
Changes from: January 22, 2013 Total Change is: -865
3,456 0 -15 -9 -26 11 -2,684 -952 101 0 -82 0 -1,725 98
Percent of Open Interest Represented by Each Category of Trader
25.1 47.0 2.2 2.6 5.2 0.9 31.1 13.9 0.7 0.0 1.5 0.0 37.3 28.6
Number of Traders in Each Category Total Traders: 34
8 6 . . . . 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 166,060
Positions
50,932 31,364 237 22,401 30,977 2,186 61,314 39,362 4,134 4,280 26,462 869 19,707 30,469
Changes from: January 22, 2013 Total Change is: 5,240
23,660 -3,184 -812 344 454 60 -11,975 2,252 1,733 631 -3,075 459 -8,860 7,353
Percent of Open Interest Represented by Each Category of Trader
30.7 18.9 0.1 13.5 18.7 1.3 36.9 23.7 2.5 2.6 15.9 0.5 11.9 18.3
Number of Traders in Each Category Total Traders: 98
11 8 . 6 15 4 23 24 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 219,635
Positions
88,636 12,537 827 51,946 7,212 5,572 25,435 109,944 892 31,250 15,508 656 14,421 66,487
Changes from: January 22, 2013 Total Change is: 17,410
11,399 407 -1 2,111 918 -58 2,373 8,901 -119 4,902 4,406 -1,423 -1,774 4,379
Percent of Open Interest Represented by Each Category of Trader
40.4 5.7 0.4 23.7 3.3 2.5 11.6 50.1 0.4 14.2 7.1 0.3 6.6 30.3
Number of Traders in Each Category Total Traders: 133
10 10 . 9 5 4 23 49 13 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 237,856
Positions
25,132 76,748 2,341 49,721 30,555 5,340 74,861 57,466 3,118 18,606 11,522 762 57,975 50,004
Changes from: January 22, 2013 Total Change is: 21,797
3,175 13,263 -26 4,754 -180 -3 8,417 5,274 1,062 397 90 -250 4,271 2,567
Percent of Open Interest Represented by Each Category of Trader
10.6 32.3 1.0 20.9 12.8 2.2 31.5 24.2 1.3 7.8 4.8 0.3 24.4 21.0
Number of Traders in Each Category Total Traders: 178
17 17 7 21 14 16 38 33 13 19 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 183,507
Positions
16,622 79,279 1,517 2,808 42,942 1,687 121,116 36,152 436 4,275 3,752 260 34,786 17,482
Changes from: January 22, 2013 Total Change is: -25,269
2,006 -15,014 445 -374 506 284 -19,642 -7,071 -209 526 -1,909 0 -8,305 -2,301
Percent of Open Interest Represented by Each Category of Trader
9.1 43.2 0.8 1.5 23.4 0.9 66.0 19.7 0.2 2.3 2.0 0.1 19.0 9.5
Number of Traders in Each Category Total Traders: 102
8 12 . . 9 4 39 20 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 74,712
Positions
36,457 48,767 17,436 2,683 0 0 7,250 971 4,416 2,739 0 2,855 876 267
Changes from: January 22, 2013 Total Change is: -279
0 -327 0 -466 0 0 -68 72 -62 9 0 0 308 38
Percent of Open Interest Represented by Each Category of Trader
48.8 65.3 23.3 3.6 0.0 0.0 9.7 1.3 5.9 3.7 0.0 3.8 1.2 0.4
Number of Traders in Each Category Total Traders: 26
5 13 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 187,078
Positions
12,115 114,894 542 11,681 913 0 139,630 54,940 561 12,136 13,653 187 10,226 1,388
Changes from: January 22, 2013 Total Change is: -2,874
279 757 542 803 -2 0 -4,109 -1,967 -87 485 -1,055 -361 -426 -701
Percent of Open Interest Represented by Each Category of Trader
6.5 61.4 0.3 6.2 0.5 0.0 74.6 29.4 0.3 6.5 7.3 0.1 5.5 0.7
Number of Traders in Each Category Total Traders: 148
7 13 . 11 . 0 74 13 4 24 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 38,984
Positions
9,703 25,756 458 6,231 100 370 8,123 2,339 176 12,179 8,387 1,042 702 356
Changes from: January 22, 2013 Total Change is: 3,200
1,239 1,850 -55 117 100 370 1,508 166 -72 -989 0 1,004 78 -163
Percent of Open Interest Represented by Each Category of Trader
24.9 66.1 1.2 16.0 0.3 0.9 20.8 6.0 0.5 31.2 21.5 2.7 1.8 0.9
Number of Traders in Each Category Total Traders: 34
4 6 . . . . 8 5 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 35,480
Positions
3,349 23,323 265 708 0 0 25,050 6,061 573 729 3,709 0 4,806 1,549
Changes from: January 22, 2013 Total Change is: -1,699
353 -2,068 265 -123 0 0 -1,982 153 210 40 58 0 -462 -317
Percent of Open Interest Represented by Each Category of Trader
9.4 65.7 0.7 2.0 0.0 0.0 70.6 17.1 1.6 2.1 10.5 0.0 13.5 4.4
Number of Traders in Each Category Total Traders: 64
5 9 . 4 0 0 28 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 57,873
Positions
15,486 34,007 217 6,279 93 292 23,529 13,810 211 2,173 1,899 0 9,687 7,346
Changes from: January 22, 2013 Total Change is: 2,734
-318 -790 46 177 67 -28 1,308 2,110 186 -70 693 0 1,433 451
Percent of Open Interest Represented by Each Category of Trader
26.8 58.8 0.4 10.8 0.2 0.5 40.7 23.9 0.4 3.8 3.3 0.0 16.7 12.7
Number of Traders in Each Category Total Traders: 105
21 18 4 7 . . 28 19 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 115,746
Positions
30,971 68,013 434 12,558 185 584 47,058 27,620 422 4,346 3,797 0 19,373 14,691
Changes from: January 22, 2013 Total Change is: 5,468
-636 -1,580 92 354 134 -56 2,616 4,220 371 -139 1,386 0 2,866 901
Percent of Open Interest Represented by Each Category of Trader
26.8 58.8 0.4 10.8 0.2 0.5 40.7 23.9 0.4 3.8 3.3 0.0 16.7 12.7
Number of Traders in Each Category Total Traders: 105
21 18 4 7 . . 28 19 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 805,010
Positions
88,559 254,986 23,408 374,121 128,694 54,822 90,249 190,385 27,906 37,844 34,384 8,602 99,500 81,824
Changes from: January 22, 2013 Total Change is: 16,964
17,451 27,065 2,624 12,016 -41 314 4,759 1,293 -11,164 788 1,516 1,786 -11,609 -6,428
Percent of Open Interest Represented by Each Category of Trader
11.0 31.7 2.9 46.5 16.0 6.8 11.2 23.6 3.5 4.7 4.3 1.1 12.4 10.2
Number of Traders in Each Category Total Traders: 561
40 42 23 121 46 62 95 115 65 53 49 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 207,160
Positions
40,238 97,356 4,626 70,079 28,184 7,400 13,231 22,048 942 10,945 11,351 3,134 56,565 32,119
Changes from: January 22, 2013 Total Change is: 8,337
18,576 16,889 20 -629 -46 408 822 -9,640 106 345 435 100 -11,411 65
Percent of Open Interest Represented by Each Category of Trader
19.4 47.0 2.2 33.8 13.6 3.6 6.4 10.6 0.5 5.3 5.5 1.5 27.3 15.5
Number of Traders in Each Category Total Traders: 99
9 14 5 22 8 12 14 18 6 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,989,252
Positions
309,847 856,393 25,667 1,545,624 527,961 211,697 454,759 911,351 65,150 155,502 136,173 6,333 214,673 248,527
Changes from: January 22, 2013 Total Change is: 43,136
3,660 60,164 3,734 60,161 -3,042 2,594 -33,645 1,338 -3,021 7,870 11,059 2,774 -991 -32,464
Percent of Open Interest Represented by Each Category of Trader
10.4 28.6 0.9 51.7 17.7 7.1 15.2 30.5 2.2 5.2 4.6 0.2 7.2 8.3
Number of Traders in Each Category Total Traders: 533
40 41 16 109 42 54 98 111 54 48 44 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 122,395
Positions
3,918 54,489 47 65,243 50,212 2,558 38,256 9,123 141 989 2,296 0 11,243 3,529
Changes from: January 22, 2013 Total Change is: 3,995
544 4,297 34 3,101 -2,071 -350 1,319 1,479 141 -120 -20 0 -674 485
Percent of Open Interest Represented by Each Category of Trader
3.2 44.5 0.0 53.3 41.0 2.1 31.3 7.5 0.1 0.8 1.9 0.0 9.2 2.9
Number of Traders in Each Category Total Traders: 105
6 15 . 40 14 9 17 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 66,046
Positions
2,807 39,949 284 29,084 5,844 1,550 23,860 11,402 505 2,224 3,078 87 5,647 3,348
Changes from: January 22, 2013 Total Change is: 2,880
540 2,683 -76 1,539 -361 131 1,189 -76 223 -294 405 25 -397 -74
Percent of Open Interest Represented by Each Category of Trader
4.2 60.5 0.4 44.0 8.8 2.3 36.1 17.3 0.8 3.4 4.7 0.1 8.6 5.1
Number of Traders in Each Category Total Traders: 217
19 27 . 35 18 12 55 32 13 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 330,228
Positions
14,033 199,744 1,418 145,418 29,221 7,748 119,298 57,011 2,524 11,119 15,388 435 28,235 16,739
Changes from: January 22, 2013 Total Change is: 14,398
2,699 13,415 -382 7,695 -1,804 657 5,944 -381 1,113 -1,468 2,024 125 -1,985 -369
Percent of Open Interest Represented by Each Category of Trader
4.2 60.5 0.4 44.0 8.8 2.3 36.1 17.3 0.8 3.4 4.7 0.1 8.6 5.1
Number of Traders in Each Category Total Traders: 217
19 27 . 35 18 12 55 32 13 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 368,784
Positions
60,698 62,934 11,808 153,940 175,617 22,503 94,727 68,788 1,377 3,463 13,496 0 20,268 12,261
Changes from: January 22, 2013 Total Change is: 4,548
-8,138 16,443 337 5,806 -9,467 26 8,123 -3,909 -708 -6 316 0 -892 1,510
Percent of Open Interest Represented by Each Category of Trader
16.5 17.1 3.2 41.7 47.6 6.1 25.7 18.7 0.4 0.9 3.7 0.0 5.5 3.3
Number of Traders in Each Category Total Traders: 255
20 16 . 56 37 24 60 42 12 7 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 62,857
Positions
2,656 12,833 1,024 22,567 229 39 18,516 21,321 27 6,217 1,287 3 11,808 26,094
Changes from: January 22, 2013 Total Change is: 1,572
-169 831 0 -31 229 0 1,403 1,454 27 1,087 6 0 -745 -975
Percent of Open Interest Represented by Each Category of Trader
4.2 20.4 1.6 35.9 0.4 0.1 29.5 33.9 0.0 9.9 2.0 0.0 18.8 41.5
Number of Traders in Each Category Total Traders: 58
. 6 . 13 . . 17 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 71,259
Positions
20,422 13,783 3,319 7,467 3,683 10 26,382 7,802 2,188 3,280 602 0 8,191 39,872
Changes from: January 22, 2013 Total Change is: -4,585
-5,636 1,778 -918 -487 262 10 1,415 876 797 -493 402 0 727 -7,792
Percent of Open Interest Represented by Each Category of Trader
28.7 19.3 4.7 10.5 5.2 0.0 37.0 10.9 3.1 4.6 0.8 0.0 11.5 56.0
Number of Traders in Each Category Total Traders: 83
19 13 6 7 . . 22 12 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 89,369
Positions
14,151 46,847 84 55,251 18,198 5,720 8,916 15,414 150 222 355 0 4,875 2,601
Changes from: January 22, 2013 Total Change is: 4,436
-1,999 2,422 -3 6,667 -934 123 86 2,535 -64 0 355 0 -374 2
Percent of Open Interest Represented by Each Category of Trader
15.8 52.4 0.1 61.8 20.4 6.4 10.0 17.2 0.2 0.2 0.4 0.0 5.5 2.9
Number of Traders in Each Category Total Traders: 77
. 7 . 26 19 11 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 170,875
Positions
13,930 87,598 2,256 95,841 13,437 8,206 26,335 50,446 732 6,971 3,545 1,009 15,595 3,646
Changes from: January 22, 2013 Total Change is: 2,087
-682 5,219 30 3,930 319 391 -790 -3,323 0 -540 -260 -73 -179 -216
Percent of Open Interest Represented by Each Category of Trader
8.2 51.3 1.3 56.1 7.9 4.8 15.4 29.5 0.4 4.1 2.1 0.6 9.1 2.1
Number of Traders in Each Category Total Traders: 133
16 16 4 40 12 15 28 7 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 564,575
Positions
14,016 47,267 3,744 239,747 158,978 68,413 75,730 80,868 8,080 18,595 32,566 0 136,250 164,659
Changes from: January 22, 2013 Total Change is: 14,819
9,006 -14,777 -113 5,832 -6,569 -3,559 358 30,588 1,146 548 1,733 0 1,601 6,370
Percent of Open Interest Represented by Each Category of Trader
2.5 8.4 0.7 42.5 28.2 12.1 13.4 14.3 1.4 3.3 5.8 0.0 24.1 29.2
Number of Traders in Each Category Total Traders: 149
6 15 4 38 30 37 19 28 16 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 365,171
Positions
0 137,125 6 245,799 38,417 37,286 1,683 68,913 120 12,079 17,533 0 68,198 65,771
Changes from: January 22, 2013 Total Change is: 7,714
0 6,482 -14 9,295 -2,467 -1,387 -267 -5,115 23 2,172 1,782 0 -2,108 8,410
Percent of Open Interest Represented by Each Category of Trader
0.0 37.6 0.0 67.3 10.5 10.2 0.5 18.9 0.0 3.3 4.8 0.0 18.7 18.0
Number of Traders in Each Category Total Traders: 64
0 12 . 28 9 17 . 6 . 4 4 0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 979,644
Positions
82,175 108,812 19,890 219,439 150,241 71,941 220,092 436,511 50,945 194,988 39,674 11,438 108,736 90,192
Changes from: January 22, 2013 Total Change is: -13,290
634 -45,700 10,656 -55,982 14,527 17,124 -3,397 -42,394 10,777 20,503 3,291 1,609 -15,214 16,820
Percent of Open Interest Represented by Each Category of Trader
8.4 11.1 2.0 22.4 15.3 7.3 22.5 44.6 5.2 19.9 4.0 1.2 11.1 9.2
Number of Traders in Each Category Total Traders: 224
16 26 13 39 25 32 35 38 25 25 20 9
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 46,096
Positions
21,256 12,750 8,721 490 0 365 10,317 19,057 3,958 1 0 198 790 1,047
Changes from: January 22, 2013 Total Change is: -2,196
-1,536 1,741 1,311 0 0 0 -3,163 -6,756 942 1 -25 67 182 524
Percent of Open Interest Represented by Each Category of Trader
46.1 27.7 18.9 1.1 0.0 0.8 22.4 41.3 8.6 0.0 0.0 0.4 1.7 2.3
Number of Traders in Each Category Total Traders: 40
10 6 11 . 0 . 7 15 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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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 1,983,650
Positions
210,292 189,341 70,835 421,078 776,010 186,219 681,687 207,181 78,607 86,423 98,944 7,676 240,833 368,837
Changes from: January 22, 2013 Total Change is: 97,086
26,018 -8,945 34,882 43,959 4,496 3,785 -42,351 31,784 24,728 11,506 -3,346 2,892 -8,333 6,810
Percent of Open Interest Represented by Each Category of Trader
10.6 9.5 3.6 21.2 39.1 9.4 34.4 10.4 4.0 4.4 5.0 0.4 12.1 18.6
Number of Traders in Each Category Total Traders: 293
23 44 22 23 63 49 49 58 47 14 19 9
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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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 1,518,520
Positions
305,630 125,899 16,701 494,010 510,111 135,060 241,414 312,053 33,687 90,003 94,836 8,360 193,655 281,813
Changes from: January 22, 2013 Total Change is: -19,236
-6,312 -20,211 4,046 22,674 35,680 -11,297 10,868 -42,126 -3,157 -8,385 -14,477 160 -27,833 32,146
Percent of Open Interest Represented by Each Category of Trader
20.1 8.3 1.1 32.5 33.6 8.9 15.9 20.5 2.2 5.9 6.2 0.6 12.8 18.6
Number of Traders in Each Category Total Traders: 205
15 27 12 30 38 34 37 38 24 8 12 .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 365,782
Positions
158,528 154,629 97,333 772 2,982 3,561 36,990 13,967 43,976 2,718 12,001 6,520 15,384 30,813
Changes from: January 22, 2013 Total Change is: -7,485
-2,623 421 1,156 772 24 14 584 -892 -1,049 6 1,035 -2,133 -4,212 -6,061
Percent of Open Interest Represented by Each Category of Trader
43.3 42.3 26.6 0.2 0.8 1.0 10.1 3.8 12.0 0.7 3.3 1.8 4.2 8.4
Number of Traders in Each Category Total Traders: 81
19 24 29 . . . 16 11 22 . 4 .
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,542,733
Positions
1,680,564 2,418,037 1,785,728 869,364 396,628 178,899 891,755 430,779 1,843,860 176,856 202,764 284,281 831,426 1,001,757
Changes from: January 22, 2013 Total Change is: 60,543
188,186 -123,344 15,623 -51,035 69,082 4,583 -106,390 -17,403 67,611 -4,392 19,135 13,539 -67,182 11,717
Percent of Open Interest Represented by Each Category of Trader
19.7 28.3 20.9 10.2 4.6 2.1 10.4 5.0 21.6 2.1 2.4 3.3 9.7 11.7
Number of Traders in Each Category Total Traders: 226
32 44 72 9 7 17 49 37 77 8 18 26
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,600
Positions
7,846 336 0 41 943 2 1,413 7,163 0 210 1,036 0 88 120
Changes from: January 22, 2013 Total Change is: 774
-284 215 0 -2 -59 1 1,079 571 0 -20 0 0 0 46
Percent of Open Interest Represented by Each Category of Trader
81.7 3.5 0.0 0.4 9.8 0.0 14.7 74.6 0.0 2.2 10.8 0.0 0.9 1.3
Number of Traders in Each Category Total Traders: 23
. . 0 . . . 4 6 0 . . 0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 6,562
Positions
6,144 1,568 0 0 808 43 238 3,812 0 0 289 0 137 42
Changes from: January 22, 2013 Total Change is: -470
-452 -50 0 0 -40 0 38 -409 0 0 28 0 -56 1
Percent of Open Interest Represented by Each Category of Trader
93.6 23.9 0.0 0.0 12.3 0.7 3.6 58.1 0.0 0.0 4.4 0.0 2.1 0.6
Number of Traders in Each Category Total Traders: 23
4 . 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,634
Positions
7,648 15,460 1,668 934 4,599 372 18,453 16,263 869 9,856 1,261 3 3,831 3,139
Changes from: January 22, 2013 Total Change is: 906
-1,258 2 0 -12 494 -13 1,870 -1,917 31 -728 467 0 1,016 1,842
Percent of Open Interest Represented by Each Category of Trader
17.5 35.4 3.8 2.1 10.5 0.9 42.3 37.3 2.0 22.6 2.9 0.0 8.8 7.2
Number of Traders in Each Category Total Traders: 103
. . . 4 6 . 20 34 6 25 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 424,170
Positions
111,562 21,008 54,541 38,659 15,895 14,679 60,416 173,412 41,319 10,423 13,411 61,820 30,751 28,085
Changes from: January 22, 2013 Total Change is: -1,180
4,709 2,946 725 -4,601 -2,002 902 -7,253 -2,612 5,789 748 831 -1,527 -672 -6,232
Percent of Open Interest Represented by Each Category of Trader
26.3 5.0 12.9 9.1 3.7 3.5 14.2 40.9 9.7 2.5 3.2 14.6 7.2 6.6
Number of Traders in Each Category Total Traders: 188
20 10 22 8 9 10 47 41 49 23 16 26
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Updated February 1, 2013