Traders in Financial Futures - Futures Only Positions as of February 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 141,807 Positions 34,577 72,896 1,396 18,267 19,830 1,102 38,462 15,754 3,303 13,271 1,200 3 31,426 26,323 Changes from: January 29, 2013 Total Change is: -3,120 7,121 -1,340 76 -638 -118 98 -8,735 -1,162 87 467 161 -506 -1,090 -416 Percent of Open Interest Represented by Each Category of Trader 24.4 51.4 1.0 12.9 14.0 0.8 27.1 11.1 2.3 9.4 0.8 0.0 22.2 18.6 Number of Traders in Each Category Total Traders: 87 10 7 5 7 4 4 23 20 9 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 43,585 Positions 4,598 22,873 1,056 919 2,385 374 13,206 7,711 1 0 952 0 23,431 8,233 Changes from: January 29, 2013 Total Change is: 4,967 -5,098 4,720 196 -84 395 12 1,201 2,357 -275 0 362 0 9,015 -2,800 Percent of Open Interest Represented by Each Category of Trader 10.5 52.5 2.4 2.1 5.5 0.9 30.3 17.7 0.0 0.0 2.2 0.0 53.8 18.9 Number of Traders in Each Category Total Traders: 43 6 9 . . 4 . 13 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 165,369 Positions 64,645 26,750 759 22,274 29,936 2,693 50,462 41,858 3,779 3,705 24,820 0 17,052 34,774 Changes from: January 29, 2013 Total Change is: -691 13,713 -4,614 522 -127 -1,041 507 -10,852 2,496 -355 -575 -1,642 -869 -2,655 4,305 Percent of Open Interest Represented by Each Category of Trader 39.1 16.2 0.5 13.5 18.1 1.6 30.5 25.3 2.3 2.2 15.0 0.0 10.3 21.0 Number of Traders in Each Category Total Traders: 97 13 9 4 6 13 5 21 24 10 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 217,709 Positions 99,580 12,677 1,264 32,642 8,765 5,409 25,925 107,995 1,529 33,166 15,746 867 17,327 63,457 Changes from: January 29, 2013 Total Change is: -1,926 10,944 140 437 -19,304 1,553 -163 490 -1,949 637 1,916 238 211 2,906 -3,030 Percent of Open Interest Represented by Each Category of Trader 45.7 5.8 0.6 15.0 4.0 2.5 11.9 49.6 0.7 15.2 7.2 0.4 8.0 29.1 Number of Traders in Each Category Total Traders: 141 12 11 . 10 6 4 19 50 13 9 24 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 251,236 Positions 27,323 92,528 2,755 52,763 30,488 5,458 82,597 49,624 2,756 17,349 12,150 1,180 59,055 54,297 Changes from: January 29, 2013 Total Change is: 13,380 2,191 15,780 414 3,042 -67 118 7,736 -7,842 -362 -1,257 628 418 1,080 4,293 Percent of Open Interest Represented by Each Category of Trader 10.9 36.8 1.1 21.0 12.1 2.2 32.9 19.8 1.1 6.9 4.8 0.5 23.5 21.6 Number of Traders in Each Category Total Traders: 183 19 16 9 22 15 16 43 30 16 19 19 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 180,781 Positions 16,856 74,143 1,460 2,873 43,036 1,779 118,027 37,971 236 4,687 3,821 260 34,603 18,075 Changes from: January 29, 2013 Total Change is: -2,726 234 -5,136 -57 65 94 92 -3,089 1,819 -200 412 69 0 -183 593 Percent of Open Interest Represented by Each Category of Trader 9.3 41.0 0.8 1.6 23.8 1.0 65.3 21.0 0.1 2.6 2.1 0.1 19.1 10.0 Number of Traders in Each Category Total Traders: 107 9 11 . . 9 4 37 23 9 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 74,813 Positions 36,457 48,397 17,436 2,247 0 0 7,694 1,331 4,416 2,870 0 2,860 833 373 Changes from: January 29, 2013 Total Change is: 101 0 -370 0 -436 0 0 444 360 0 131 0 5 -43 106 Percent of Open Interest Represented by Each Category of Trader 48.7 64.7 23.3 3.0 0.0 0.0 10.3 1.8 5.9 3.8 0.0 3.8 1.1 0.5 Number of Traders in Each Category Total Traders: 27 5 13 10 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 181,131 Positions 11,547 115,334 0 11,691 1,093 0 134,996 55,250 352 11,486 6,771 206 10,853 2,125 Changes from: January 29, 2013 Total Change is: -5,947 -568 440 -542 10 180 0 -4,634 310 -209 -650 -6,882 19 627 737 Percent of Open Interest Represented by Each Category of Trader 6.4 63.7 0.0 6.5 0.6 0.0 74.5 30.5 0.2 6.3 3.7 0.1 6.0 1.2 Number of Traders in Each Category Total Traders: 138 5 14 0 9 . 0 68 15 . 21 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 36,636 Positions 8,919 22,587 274 6,863 116 0 6,696 1,249 79 9,421 8,387 3,514 870 430 Changes from: January 29, 2013 Total Change is: -2,348 -784 -3,169 -184 632 16 -370 -1,427 -1,090 -97 -2,758 0 2,472 168 74 Percent of Open Interest Represented by Each Category of Trader 24.3 61.7 0.7 18.7 0.3 0.0 18.3 3.4 0.2 25.7 22.9 9.6 2.4 1.2 Number of Traders in Each Category Total Traders: 29 4 5 . . . 0 9 . . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 37,058 Positions 3,190 25,101 0 766 0 0 24,701 4,682 1,408 740 3,678 0 6,253 2,189 Changes from: January 29, 2013 Total Change is: 1,578 -159 1,778 -265 58 0 0 -349 -1,379 835 11 -31 0 1,447 640 Percent of Open Interest Represented by Each Category of Trader 8.6 67.7 0.0 2.1 0.0 0.0 66.7 12.6 3.8 2.0 9.9 0.0 16.9 5.9 Number of Traders in Each Category Total Traders: 62 5 9 0 4 0 0 29 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 58,609 Positions 13,317 38,146 422 6,443 86 488 25,661 11,331 44 2,206 1,729 0 10,029 6,365 Changes from: January 29, 2013 Total Change is: 736 -2,169 4,139 205 164 -7 196 2,132 -2,480 -167 33 -170 0 343 -981 Percent of Open Interest Represented by Each Category of Trader 22.7 65.1 0.7 11.0 0.1 0.8 43.8 19.3 0.1 3.8 3.0 0.0 17.1 10.9 Number of Traders in Each Category Total Traders: 108 19 19 4 7 . . 34 15 . 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 117,218 Positions 26,633 76,291 844 12,886 171 975 51,322 22,661 88 4,412 3,458 0 20,058 12,730 Changes from: January 29, 2013 Total Change is: 1,472 -4,338 8,278 410 328 -14 391 4,264 -4,959 -334 66 -339 0 685 -1,961 Percent of Open Interest Represented by Each Category of Trader 22.7 65.1 0.7 11.0 0.1 0.8 43.8 19.3 0.1 3.8 3.0 0.0 17.1 10.9 Number of Traders in Each Category Total Traders: 108 19 19 4 7 . . 34 15 . 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 807,925 Positions 86,286 247,779 29,121 359,570 133,753 59,252 88,332 185,313 34,424 39,139 31,367 9,023 102,778 77,893 Changes from: January 29, 2013 Total Change is: 2,914 -2,274 -7,207 5,713 -14,551 5,060 4,430 -1,917 -5,072 6,518 1,295 -3,017 421 3,279 -3,931 Percent of Open Interest Represented by Each Category of Trader 10.7 30.7 3.6 44.5 16.6 7.3 10.9 22.9 4.3 4.8 3.9 1.1 12.7 9.6 Number of Traders in Each Category Total Traders: 552 40 38 24 116 46 59 96 114 75 52 49 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 207,632 Positions 42,493 91,409 5,633 66,304 28,147 8,268 12,880 28,387 893 11,202 11,459 3,248 56,711 30,188 Changes from: January 29, 2013 Total Change is: 472 2,255 -5,947 1,007 -3,775 -37 868 -351 6,339 -49 257 108 114 146 -1,931 Percent of Open Interest Represented by Each Category of Trader 20.5 44.0 2.7 31.9 13.6 4.0 6.2 13.7 0.4 5.4 5.5 1.6 27.3 14.5 Number of Traders in Each Category Total Traders: 102 10 14 5 21 8 11 14 21 7 7 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 3,001,463 Positions 305,405 868,294 30,996 1,494,436 556,136 226,817 470,803 878,170 74,112 160,410 120,265 8,148 230,336 238,525 Changes from: January 29, 2013 Total Change is: 12,211 -4,442 11,901 5,329 -51,188 28,175 15,120 16,044 -33,181 8,962 4,908 -15,908 1,815 15,663 -10,002 Percent of Open Interest Represented by Each Category of Trader 10.2 28.9 1.0 49.8 18.5 7.6 15.7 29.3 2.5 5.3 4.0 0.3 7.7 7.9 Number of Traders in Each Category Total Traders: 526 40 37 19 106 41 52 99 110 62 47 45 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 121,099 Positions 4,033 55,051 0 64,671 48,967 2,672 36,574 9,506 0 1,716 2,296 0 11,433 2,607 Changes from: January 29, 2013 Total Change is: -1,296 115 562 -47 -572 -1,245 114 -1,682 383 -141 727 0 0 190 -922 Percent of Open Interest Represented by Each Category of Trader 3.3 45.5 0.0 53.4 40.4 2.2 30.2 7.8 0.0 1.4 1.9 0.0 9.4 2.2 Number of Traders in Each Category Total Traders: 104 6 14 0 40 13 10 17 8 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 67,138 Positions 2,304 40,450 283 31,294 5,713 886 24,779 11,342 196 2,078 3,424 89 5,231 4,756 Changes from: January 29, 2013 Total Change is: 1,093 -503 501 -1 2,210 -131 -664 920 -60 -309 -146 347 2 -416 1,408 Percent of Open Interest Represented by Each Category of Trader 3.4 60.2 0.4 46.6 8.5 1.3 36.9 16.9 0.3 3.1 5.1 0.1 7.8 7.1 Number of Traders in Each Category Total Traders: 221 16 26 . 34 19 11 61 36 9 19 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 335,692 Positions 11,520 202,251 1,415 156,468 28,565 4,428 123,896 56,710 978 10,390 17,121 443 26,154 23,781 Changes from: January 29, 2013 Total Change is: 5,464 -2,513 2,507 -3 11,050 -656 -3,320 4,598 -301 -1,546 -729 1,733 8 -2,081 7,042 Percent of Open Interest Represented by Each Category of Trader 3.4 60.2 0.4 46.6 8.5 1.3 36.9 16.9 0.3 3.1 5.1 0.1 7.8 7.1 Number of Traders in Each Category Total Traders: 221 16 26 . 34 19 11 61 36 9 19 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 361,902 Positions 61,949 62,920 10,810 147,127 162,135 23,186 88,859 76,193 1,585 4,840 13,326 0 23,546 11,747 Changes from: January 29, 2013 Total Change is: -6,882 1,251 -14 -998 -6,813 -13,482 683 -5,868 7,405 208 1,377 -170 0 3,278 -514 Percent of Open Interest Represented by Each Category of Trader 17.1 17.4 3.0 40.7 44.8 6.4 24.6 21.1 0.4 1.3 3.7 0.0 6.5 3.2 Number of Traders in Each Category Total Traders: 249 20 14 . 55 36 23 56 42 12 11 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 64,170 Positions 4,168 12,675 1,115 22,641 229 0 17,024 21,218 20 7,453 1,235 3 11,746 27,675 Changes from: January 29, 2013 Total Change is: 1,313 1,512 -158 91 74 0 -39 -1,492 -103 -7 1,236 -52 0 -62 1,581 Percent of Open Interest Represented by Each Category of Trader 6.5 19.8 1.7 35.3 0.4 0.0 26.5 33.1 0.0 11.6 1.9 0.0 18.3 43.1 Number of Traders in Each Category Total Traders: 63 4 6 . 12 . 0 19 12 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 77,012 Positions 18,189 16,032 4,807 8,204 4,137 0 30,685 7,784 1,266 3,694 821 0 10,167 42,165 Changes from: January 29, 2013 Total Change is: 5,753 -2,233 2,249 1,488 737 454 -10 4,303 -18 -922 414 219 0 1,976 2,293 Percent of Open Interest Represented by Each Category of Trader 23.6 20.8 6.2 10.7 5.4 0.0 39.8 10.1 1.6 4.8 1.1 0.0 13.2 54.8 Number of Traders in Each Category Total Traders: 84 19 13 8 7 . 0 24 10 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 88,008 Positions 13,863 48,975 84 52,684 18,990 3,960 10,989 13,094 150 222 232 0 6,056 2,523 Changes from: January 29, 2013 Total Change is: -1,361 -288 2,128 0 -2,567 792 -1,760 2,073 -2,320 0 0 -123 0 1,181 -78 Percent of Open Interest Represented by Each Category of Trader 15.8 55.6 0.1 59.9 21.6 4.5 12.5 14.9 0.2 0.3 0.3 0.0 6.9 2.9 Number of Traders in Each Category Total Traders: 73 . 7 . 24 19 10 13 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 181,184 Positions 13,949 92,726 2,419 104,790 14,616 8,329 28,111 53,897 716 7,255 3,872 977 14,638 3,632 Changes from: January 29, 2013 Total Change is: 10,309 19 5,128 163 8,949 1,179 123 1,776 3,451 -16 284 327 -32 -957 -14 Percent of Open Interest Represented by Each Category of Trader 7.7 51.2 1.3 57.8 8.1 4.6 15.5 29.7 0.4 4.0 2.1 0.5 8.1 2.0 Number of Traders in Each Category Total Traders: 136 17 16 5 43 11 15 27 6 . 12 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 586,451 Positions 18,259 52,646 4,056 250,404 150,287 73,086 78,965 85,179 10,315 17,479 32,640 72 133,815 178,170 Changes from: January 29, 2013 Total Change is: 21,876 4,243 5,379 312 10,657 -8,691 4,673 3,235 4,311 2,235 -1,116 74 72 -2,435 13,511 Percent of Open Interest Represented by Each Category of Trader 3.1 9.0 0.7 42.7 25.6 12.5 13.5 14.5 1.8 3.0 5.6 0.0 22.8 30.4 Number of Traders in Each Category Total Traders: 149 6 17 . 38 26 37 23 26 18 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 371,944 Positions 0 142,045 106 249,799 39,105 41,126 0 69,980 101 9,726 17,398 0 71,086 62,083 Changes from: January 29, 2013 Total Change is: 6,773 0 4,920 100 4,000 688 3,840 -1,683 1,067 -19 -2,353 -135 0 2,888 -3,688 Percent of Open Interest Represented by Each Category of Trader 0.0 38.2 0.0 67.2 10.5 11.1 0.0 18.8 0.0 2.6 4.7 0.0 19.1 16.7 Number of Traders in Each Category Total Traders: 65 0 12 . 30 10 17 0 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,057,234 Positions 144,848 103,263 27,019 212,069 171,895 67,750 226,580 474,834 69,321 178,770 51,278 10,474 120,403 81,400 Changes from: January 29, 2013 Total Change is: 77,590 62,673 -5,549 7,129 -7,370 21,654 -4,191 6,488 38,323 18,376 -16,218 11,604 -964 11,667 -8,792 Percent of Open Interest Represented by Each Category of Trader 13.7 9.8 2.6 20.1 16.3 6.4 21.4 44.9 6.6 16.9 4.9 1.0 11.4 7.7 Number of Traders in Each Category Total Traders: 218 15 24 12 35 26 30 36 39 28 20 23 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 41,798 Positions 18,326 12,816 5,645 465 0 10 11,679 17,501 3,954 0 4 169 1,550 1,699 Changes from: January 29, 2013 Total Change is: -4,298 -2,930 66 -3,076 -25 0 -355 1,362 -1,556 -4 -1 4 -29 760 652 Percent of Open Interest Represented by Each Category of Trader 43.8 30.7 13.5 1.1 0.0 0.0 27.9 41.9 9.5 0.0 0.0 0.4 3.7 4.1 Number of Traders in Each Category Total Traders: 41 7 10 9 . 0 . 10 12 10 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 2,032,227 Positions 224,283 220,025 85,219 444,423 776,550 195,114 669,154 204,686 64,544 92,046 97,510 6,778 250,666 381,801 Changes from: January 29, 2013 Total Change is: 48,577 13,991 30,684 14,384 23,345 540 8,895 -12,533 -2,495 -14,063 5,623 -1,434 -898 9,833 12,964 Percent of Open Interest Represented by Each Category of Trader 11.0 10.8 4.2 21.9 38.2 9.6 32.9 10.1 3.2 4.5 4.8 0.3 12.3 18.8 Number of Traders in Each Category Total Traders: 302 19 44 20 21 70 51 57 57 45 12 21 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,566,469 Positions 336,086 148,796 26,187 467,741 503,432 138,544 247,310 337,220 39,181 100,321 89,847 9,205 201,894 274,057 Changes from: January 29, 2013 Total Change is: 47,949 30,456 22,897 9,486 -26,269 -6,679 3,484 5,896 25,167 5,494 10,318 -4,989 845 8,239 -7,756 Percent of Open Interest Represented by Each Category of Trader 21.5 9.5 1.7 29.9 32.1 8.8 15.8 21.5 2.5 6.4 5.7 0.6 12.9 17.5 Number of Traders in Each Category Total Traders: 210 14 33 15 30 39 34 30 42 29 12 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 321,671 Positions 124,863 122,317 95,499 772 2,788 3,639 32,330 11,614 38,013 910 10,675 6,466 19,179 30,660 Changes from: January 29, 2013 Total Change is: -44,111 -33,665 -32,312 -1,834 0 -194 78 -4,660 -2,353 -5,963 -1,808 -1,326 -54 3,795 -153 Percent of Open Interest Represented by Each Category of Trader 38.8 38.0 29.7 0.2 0.9 1.1 10.1 3.6 11.8 0.3 3.3 2.0 6.0 9.5 Number of Traders in Each Category Total Traders: 73 14 25 28 . . . 11 11 19 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 8,688,167 Positions 1,798,750 2,498,212 1,794,462 841,067 495,032 177,274 953,588 438,153 1,794,487 233,122 192,810 279,077 816,340 1,018,660 Changes from: January 29, 2013 Total Change is: 145,434 118,186 80,175 8,734 -28,297 98,404 -1,625 61,833 7,374 -49,373 56,266 -9,954 -5,204 -15,086 16,903 Percent of Open Interest Represented by Each Category of Trader 20.7 28.8 20.7 9.7 5.7 2.0 11.0 5.0 20.7 2.7 2.2 3.2 9.4 11.7 Number of Traders in Each Category Total Traders: 230 30 45 69 10 8 18 56 39 77 11 15 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 10,423 Positions 7,745 1,090 0 37 855 4 2,306 7,322 15 230 1,036 0 86 101 Changes from: January 29, 2013 Total Change is: 823 -101 754 0 -4 -88 2 893 159 15 20 0 0 -2 -19 Percent of Open Interest Represented by Each Category of Trader 74.3 10.5 0.0 0.4 8.2 0.0 22.1 70.2 0.1 2.2 9.9 0.0 0.8 1.0 Number of Traders in Each Category Total Traders: 23 . 4 0 . . . . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 6,592 Positions 5,936 1,562 0 0 831 43 485 3,860 0 0 261 0 128 35 Changes from: January 29, 2013 Total Change is: 30 -208 -6 0 0 23 0 247 48 0 0 -28 0 -9 -7 Percent of Open Interest Represented by Each Category of Trader 90.0 23.7 0.0 0.0 12.6 0.7 7.4 58.6 0.0 0.0 4.0 0.0 1.9 0.5 Number of Traders in Each Category Total Traders: 21 . . 0 0 4 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 55,093 Positions 8,103 13,870 1,737 1,025 5,331 341 33,141 27,835 641 7,047 2,048 7 3,051 3,283 Changes from: January 29, 2013 Total Change is: 11,459 455 -1,590 69 91 732 -31 14,688 11,572 -228 -2,809 787 4 -780 144 Percent of Open Interest Represented by Each Category of Trader 14.7 25.2 3.2 1.9 9.7 0.6 60.2 50.5 1.2 12.8 3.7 0.0 5.5 6.0 Number of Traders in Each Category Total Traders: 115 4 . . 5 5 . 21 36 5 30 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 429,820 Positions 109,796 21,779 51,937 39,867 15,055 13,491 54,159 169,286 53,116 8,428 8,580 69,268 29,758 27,308 Changes from: January 29, 2013 Total Change is: 5,650 -1,766 771 -2,604 1,208 -840 -1,188 -6,257 -4,126 11,797 -1,995 -4,831 7,448 -993 -777 Percent of Open Interest Represented by Each Category of Trader 25.5 5.1 12.1 9.3 3.5 3.1 12.6 39.4 12.4 2.0 2.0 16.1 6.9 6.4 Number of Traders in Each Category Total Traders: 176 17 12 23 9 8 7 34 50 52 17 19 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 5, 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 7,459 Positions 1,067 4,151 0 2,523 449 290 2,225 1,682 887 343 0 0 124 0 Changes from: January 29, 2013 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 14.3 55.7 0.0 33.8 6.0 3.9 29.8 22.5 11.9 4.6 0.0 0.0 1.7 0.0 Number of Traders in Each Category Total Traders: 22 4 . 0 4 . . 4 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 8, 2013