Traders in Financial Futures - Futures Only Positions as of February 12, 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 140,109
Positions
36,203 73,316 2,086 18,444 19,165 1,122 34,290 12,066 3,211 11,923 1,210 31 32,799 27,902
Changes from: February 5, 2013 Total Change is: -1,698
1,626 420 690 177 -665 20 -4,172 -3,688 -92 -1,348 10 28 1,373 1,579
Percent of Open Interest Represented by Each Category of Trader
25.8 52.3 1.5 13.2 13.7 0.8 24.5 8.6 2.3 8.5 0.9 0.0 23.4 19.9
Number of Traders in Each Category Total Traders: 81
10 7 6 7 4 4 25 14 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,850
Positions
5,042 23,222 1,090 919 2,385 374 12,292 6,355 1 0 792 0 22,132 7,631
Changes from: February 5, 2013 Total Change is: -1,735
444 349 34 0 0 0 -914 -1,356 0 0 -160 0 -1,299 -602
Percent of Open Interest Represented by Each Category of Trader
12.0 55.5 2.6 2.2 5.7 0.9 29.4 15.2 0.0 0.0 1.9 0.0 52.9 18.2
Number of Traders in Each Category Total Traders: 38
5 9 . . 4 . 12 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 167,100
Positions
79,292 26,106 1,120 23,184 28,633 2,734 37,367 49,736 2,680 3,077 22,138 125 17,521 33,828
Changes from: February 5, 2013 Total Change is: 1,731
14,647 -644 361 910 -1,303 41 -13,095 7,878 -1,099 -628 -2,682 125 469 -946
Percent of Open Interest Represented by Each Category of Trader
47.5 15.6 0.7 13.9 17.1 1.6 22.4 29.8 1.6 1.8 13.2 0.1 10.5 20.2
Number of Traders in Each Category Total Traders: 99
14 9 5 7 12 5 19 29 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 215,036
Positions
103,825 14,188 1,580 23,256 10,037 2,916 29,517 104,585 1,268 34,024 18,908 979 17,671 60,575
Changes from: February 5, 2013 Total Change is: -2,673
4,245 1,511 316 -9,386 1,272 -2,493 3,592 -3,410 -261 858 3,162 112 344 -2,882
Percent of Open Interest Represented by Each Category of Trader
48.3 6.6 0.7 10.8 4.7 1.4 13.7 48.6 0.6 15.8 8.8 0.5 8.2 28.2
Number of Traders in Each Category Total Traders: 134
13 10 . 8 7 4 23 41 9 8 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 239,566
Positions
30,560 86,284 3,157 49,934 30,635 5,561 73,116 51,671 1,944 18,026 12,094 1,942 55,326 46,278
Changes from: February 5, 2013 Total Change is: -11,670
3,237 -6,244 402 -2,829 147 103 -9,481 2,047 -812 677 -56 762 -3,729 -8,019
Percent of Open Interest Represented by Each Category of Trader
12.8 36.0 1.3 20.8 12.8 2.3 30.5 21.6 0.8 7.5 5.0 0.8 23.1 19.3
Number of Traders in Each Category Total Traders: 172
19 15 8 23 15 16 29 35 13 16 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 163,745
Positions
29,324 49,735 584 2,116 43,707 1,610 98,957 40,262 433 3,397 4,125 0 27,324 23,289
Changes from: February 5, 2013 Total Change is: -17,036
12,468 -24,408 -876 -757 671 -169 -19,070 2,291 197 -1,290 304 -260 -7,279 5,214
Percent of Open Interest Represented by Each Category of Trader
17.9 30.4 0.4 1.3 26.7 1.0 60.4 24.6 0.3 2.1 2.5 0.0 16.7 14.2
Number of Traders in Each Category Total Traders: 102
13 9 . . 9 . 31 23 8 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 75,261
Positions
36,457 48,781 17,436 2,489 0 0 7,878 1,364 4,416 2,865 0 2,860 860 404
Changes from: February 5, 2013 Total Change is: 448
0 384 0 242 0 0 184 33 0 -5 0 0 27 31
Percent of Open Interest Represented by Each Category of Trader
48.4 64.8 23.2 3.3 0.0 0.0 10.5 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 12, 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 169,726
Positions
12,429 109,047 298 11,310 1,093 0 118,927 50,557 3,104 13,071 3,048 109 10,478 2,470
Changes from: February 5, 2013 Total Change is: -11,405
882 -6,287 298 -381 0 0 -16,069 -4,693 2,752 1,585 -3,723 -97 -375 345
Percent of Open Interest Represented by Each Category of Trader
7.3 64.2 0.2 6.7 0.6 0.0 70.1 29.8 1.8 7.7 1.8 0.1 6.2 1.5
Number of Traders in Each Category Total Traders: 134
6 12 . 8 . 0 68 15 6 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 37,767
Positions
9,037 23,776 274 7,729 0 0 6,721 1,353 81 9,471 8,387 3,514 940 382
Changes from: February 5, 2013 Total Change is: 1,131
118 1,189 0 866 -116 0 25 104 2 50 0 0 70 -48
Percent of Open Interest Represented by Each Category of Trader
23.9 63.0 0.7 20.5 0.0 0.0 17.8 3.6 0.2 25.1 22.2 9.3 2.5 1.0
Number of Traders in Each Category Total Traders: 29
5 5 . . 0 0 9 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 35,107
Positions
3,463 22,814 0 838 0 0 23,170 4,441 1,636 330 3,891 115 5,555 2,210
Changes from: February 5, 2013 Total Change is: -1,951
273 -2,287 0 72 0 0 -1,531 -241 228 -410 213 115 -698 21
Percent of Open Interest Represented by Each Category of Trader
9.9 65.0 0.0 2.4 0.0 0.0 66.0 12.6 4.7 0.9 11.1 0.3 15.8 6.3
Number of Traders in Each Category Total Traders: 59
6 8 0 4 0 0 25 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 61,689
Positions
14,706 38,745 651 6,456 268 508 26,882 12,241 187 2,408 2,274 0 9,893 6,816
Changes from: February 5, 2013 Total Change is: 3,080
1,389 600 229 13 183 21 1,221 910 143 202 545 0 -137 451
Percent of Open Interest Represented by Each Category of Trader
23.8 62.8 1.1 10.5 0.4 0.8 43.6 19.8 0.3 3.9 3.7 0.0 16.0 11.0
Number of Traders in Each Category Total Traders: 115
21 18 4 6 . . 33 15 4 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 123,377
Positions
29,411 77,490 1,302 12,911 536 1,016 53,764 24,481 373 4,815 4,547 0 19,785 13,632
Changes from: February 5, 2013 Total Change is: 6,159
2,778 1,199 458 25 365 41 2,442 1,820 285 403 1,089 0 -273 902
Percent of Open Interest Represented by Each Category of Trader
23.8 62.8 1.1 10.5 0.4 0.8 43.6 19.8 0.3 3.9 3.7 0.0 16.0 11.0
Number of Traders in Each Category Total Traders: 115
21 18 4 6 . . 33 15 4 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 830,577
Positions
94,496 231,375 37,821 352,318 133,101 62,282 85,280 190,193 36,679 39,344 35,064 9,213 113,144 94,849
Changes from: February 5, 2013 Total Change is: 22,653
8,211 -16,404 8,701 -7,252 -652 3,030 -3,052 4,880 2,255 205 3,697 190 10,365 16,956
Percent of Open Interest Represented by Each Category of Trader
11.4 27.9 4.6 42.4 16.0 7.5 10.3 22.9 4.4 4.7 4.2 1.1 13.6 11.4
Number of Traders in Each Category Total Traders: 556
38 37 25 119 48 61 95 113 66 52 53 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 213,129
Positions
49,669 80,465 4,701 65,151 27,940 8,376 12,404 30,837 1,037 11,489 11,289 3,701 56,601 44,783
Changes from: February 5, 2013 Total Change is: 5,497
7,176 -10,944 -932 -1,153 -207 108 -476 2,450 144 287 -170 453 -110 14,595
Percent of Open Interest Represented by Each Category of Trader
23.3 37.8 2.2 30.6 13.1 3.9 5.8 14.5 0.5 5.4 5.3 1.7 26.6 21.0
Number of Traders in Each Category Total Traders: 100
12 12 6 20 8 11 14 20 8 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 3,087,242
Positions
357,647 888,061 32,092 1,463,970 553,938 241,397 473,602 906,002 68,986 161,707 141,306 5,128 282,713 250,332
Changes from: February 5, 2013 Total Change is: 85,779
52,242 19,767 1,096 -30,466 -2,198 14,580 2,799 27,832 -5,126 1,297 21,041 -3,020 52,377 11,807
Percent of Open Interest Represented by Each Category of Trader
11.6 28.8 1.0 47.4 17.9 7.8 15.3 29.3 2.2 5.2 4.6 0.2 9.2 8.1
Number of Traders in Each Category Total Traders: 530
36 38 19 109 43 54 98 109 54 47 49 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 122,566
Positions
3,517 55,396 703 64,098 48,598 3,258 36,738 8,968 646 1,446 2,296 0 12,160 2,701
Changes from: February 5, 2013 Total Change is: 1,467
-516 345 703 -573 -369 586 164 -538 646 -270 0 0 727 94
Percent of Open Interest Represented by Each Category of Trader
2.9 45.2 0.6 52.3 39.7 2.7 30.0 7.3 0.5 1.2 1.9 0.0 9.9 2.2
Number of Traders in Each Category Total Traders: 104
5 15 . 41 13 12 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 66,913
Positions
2,913 39,994 437 31,447 5,536 791 23,018 12,532 320 2,271 3,243 18 5,699 4,042
Changes from: February 5, 2013 Total Change is: -225
609 -457 154 153 -177 -95 -1,761 1,190 124 193 -181 -70 468 -714
Percent of Open Interest Represented by Each Category of Trader
4.4 59.8 0.7 47.0 8.3 1.2 34.4 18.7 0.5 3.4 4.8 0.0 8.5 6.0
Number of Traders in Each Category Total Traders: 215
22 27 4 33 18 11 54 32 11 19 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 334,566
Positions
14,564 199,968 2,184 157,235 27,682 3,955 115,089 62,662 1,599 11,354 16,215 91 28,495 20,210
Changes from: February 5, 2013 Total Change is: -1,126
3,044 -2,283 769 767 -883 -473 -8,807 5,952 621 964 -906 -352 2,341 -3,571
Percent of Open Interest Represented by Each Category of Trader
4.4 59.8 0.7 47.0 8.3 1.2 34.4 18.7 0.5 3.4 4.8 0.0 8.5 6.0
Number of Traders in Each Category Total Traders: 215
22 27 4 33 18 11 54 32 11 19 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 359,961
Positions
60,200 62,636 10,506 150,332 160,507 22,644 85,771 75,097 2,264 5,339 13,757 0 22,905 12,550
Changes from: February 5, 2013 Total Change is: -1,941
-1,749 -284 -304 3,205 -1,628 -542 -3,088 -1,096 679 499 431 0 -641 803
Percent of Open Interest Represented by Each Category of Trader
16.7 17.4 2.9 41.8 44.6 6.3 23.8 20.9 0.6 1.5 3.8 0.0 6.4 3.5
Number of Traders in Each Category Total Traders: 251
20 15 . 57 33 25 57 42 12 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 78,532
Positions
5,313 13,453 3,397 22,057 368 230 16,846 20,554 108 8,816 1,717 4,002 17,763 34,703
Changes from: February 5, 2013 Total Change is: 14,362
1,145 778 2,282 -584 139 230 -178 -664 88 1,363 482 3,999 6,017 7,028
Percent of Open Interest Represented by Each Category of Trader
6.8 17.1 4.3 28.1 0.5 0.3 21.5 26.2 0.1 11.2 2.2 5.1 22.6 44.2
Number of Traders in Each Category Total Traders: 67
5 6 . 12 . . 19 10 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 83,185
Positions
17,895 15,716 5,426 8,612 3,907 0 34,126 11,708 1,374 4,046 1,269 0 11,706 43,785
Changes from: February 5, 2013 Total Change is: 6,173
-294 -316 619 408 -230 0 3,441 3,924 108 352 448 0 1,539 1,620
Percent of Open Interest Represented by Each Category of Trader
21.5 18.9 6.5 10.4 4.7 0.0 41.0 14.1 1.7 4.9 1.5 0.0 14.1 52.6
Number of Traders in Each Category Total Traders: 91
19 14 7 8 . 0 26 12 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 87,960
Positions
14,004 49,467 144 54,234 18,480 4,021 9,583 13,246 150 222 0 0 5,602 2,452
Changes from: February 5, 2013 Total Change is: -48
141 492 60 1,550 -510 61 -1,406 152 0 0 -232 0 -454 -71
Percent of Open Interest Represented by Each Category of Trader
15.9 56.2 0.2 61.7 21.0 4.6 10.9 15.1 0.2 0.3 0.0 0.0 6.4 2.8
Number of Traders in Each Category Total Traders: 72
. 7 . 25 19 11 11 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 180,791
Positions
12,832 94,132 2,208 106,502 14,982 10,170 26,799 50,683 58 6,810 4,204 977 14,435 3,377
Changes from: February 5, 2013 Total Change is: -393
-1,117 1,406 -211 1,712 366 1,841 -1,312 -3,214 -658 -445 332 0 -203 -255
Percent of Open Interest Represented by Each Category of Trader
7.1 52.1 1.2 58.9 8.3 5.6 14.8 28.0 0.0 3.8 2.3 0.5 8.0 1.9
Number of Traders in Each Category Total Traders: 138
16 16 4 44 12 15 26 8 . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 609,123
Positions
23,922 52,613 3,379 254,389 171,196 70,960 90,422 84,727 12,432 20,905 34,149 148 132,566 179,519
Changes from: February 5, 2013 Total Change is: 22,672
5,663 -33 -677 3,985 20,909 -2,126 11,457 -452 2,117 3,426 1,509 76 -1,249 1,349
Percent of Open Interest Represented by Each Category of Trader
3.9 8.6 0.6 41.8 28.1 11.6 14.8 13.9 2.0 3.4 5.6 0.0 21.8 29.5
Number of Traders in Each Category Total Traders: 162
5 21 . 39 29 38 22 31 22 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 366,255
Positions
0 129,808 1,222 245,205 43,571 39,453 0 71,574 889 9,726 15,274 0 69,760 64,464
Changes from: February 5, 2013 Total Change is: -5,689
0 -12,237 1,116 -4,594 4,466 -1,673 0 1,594 788 0 -2,124 0 -1,326 2,381
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.3 66.9 11.9 10.8 0.0 19.5 0.2 2.7 4.2 0.0 19.0 17.6
Number of Traders in Each Category Total Traders: 65
0 13 . 28 10 16 0 7 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of February 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,033,502
Positions
65,995 120,466 32,473 239,467 182,494 65,735 243,492 427,257 75,649 174,021 39,419 11,952 124,718 78,057
Changes from: February 5, 2013 Total Change is: -23,732
-78,853 17,203 5,454 27,398 10,599 -2,015 16,912 -47,577 6,328 -4,749 -11,859 1,478 4,315 -3,343
Percent of Open Interest Represented by Each Category of Trader
6.4 11.7 3.1 23.2 17.7 6.4 23.6 41.3 7.3 16.8 3.8 1.2 12.1 7.6
Number of Traders in Each Category Total Traders: 221
17 28 12 36 25 30 36 38 29 19 21 9
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Traders in Financial Futures - Futures Only Positions as of February 12, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 48,476
Positions
15,941 17,849 8,240 105 302 10 18,135 16,079 4,634 0 0 351 1,060 1,011
Changes from: February 5, 2013 Total Change is: 6,678
-2,385 5,033 2,595 -360 302 0 6,456 -1,422 680 0 -4 182 -490 -688
Percent of Open Interest Represented by Each Category of Trader
32.9 36.8 17.0 0.2 0.6 0.0 37.4 33.2 9.6 0.0 0.0 0.7 2.2 2.1
Number of Traders in Each Category Total Traders: 42
5 12 10 . . . 10 12 13 0 0 .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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 2,030,814
Positions
232,824 218,495 96,556 452,402 762,293 193,264 645,579 197,815 75,793 82,336 91,543 8,279 243,781 386,776
Changes from: February 5, 2013 Total Change is: -1,413
8,541 -1,530 11,337 7,979 -14,257 -1,850 -23,575 -6,871 11,249 -9,710 -5,967 1,501 -6,885 4,975
Percent of Open Interest Represented by Each Category of Trader
11.5 10.8 4.8 22.3 37.5 9.5 31.8 9.7 3.7 4.1 4.5 0.4 12.0 19.0
Number of Traders in Each Category Total Traders: 305
23 42 18 21 68 48 62 55 46 13 20 9
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Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,594,441
Positions
350,596 142,350 27,499 484,307 514,478 134,134 243,763 353,194 45,437 89,275 101,907 10,011 209,419 265,431
Changes from: February 5, 2013 Total Change is: 27,972
14,510 -6,446 1,312 16,566 11,046 -4,410 -3,547 15,974 6,256 -11,046 12,060 806 7,525 -8,626
Percent of Open Interest Represented by Each Category of Trader
22.0 8.9 1.7 30.4 32.3 8.4 15.3 22.2 2.8 5.6 6.4 0.6 13.1 16.6
Number of Traders in Each Category Total Traders: 209
13 31 15 32 39 35 27 44 23 10 13 .
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Traders in Financial Futures - Futures Only Positions as of February 12, 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 327,622
Positions
124,198 120,644 98,261 1,173 2,777 3,639 31,585 13,045 45,184 960 10,980 5,333 17,289 27,759
Changes from: February 5, 2013 Total Change is: 5,951
-665 -1,673 2,762 401 -11 0 -745 1,431 7,171 50 305 -1,133 -1,890 -2,901
Percent of Open Interest Represented by Each Category of Trader
37.9 36.8 30.0 0.4 0.8 1.1 9.6 4.0 13.8 0.3 3.4 1.6 5.3 8.5
Number of Traders in Each Category Total Traders: 75
14 25 27 . . . 14 11 20 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 8,820,076
Positions
1,714,398 2,512,108 1,818,004 846,636 578,815 176,438 1,108,604 452,933 1,826,699 243,962 192,610 263,459 821,876 999,010
Changes from: February 5, 2013 Total Change is: 131,909
-84,352 13,896 23,542 5,569 83,783 -836 155,016 14,780 32,212 10,840 -200 -15,618 5,536 -19,650
Percent of Open Interest Represented by Each Category of Trader
19.4 28.5 20.6 9.6 6.6 2.0 12.6 5.1 20.7 2.8 2.2 3.0 9.3 11.3
Number of Traders in Each Category Total Traders: 231
29 46 68 10 8 19 54 42 78 9 17 23
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Traders in Financial Futures - Futures Only Positions as of February 12, 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 11,221
Positions
7,988 1,251 0 37 855 4 2,921 7,968 15 210 1,036 0 46 92
Changes from: February 5, 2013 Total Change is: 798
243 161 0 0 0 0 615 646 0 -20 0 0 -40 -9
Percent of Open Interest Represented by Each Category of Trader
71.2 11.1 0.0 0.3 7.6 0.0 26.0 71.0 0.1 1.9 9.2 0.0 0.4 0.8
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 6,563
Positions
5,902 1,557 0 0 827 43 482 3,849 0 0 261 0 136 26
Changes from: February 5, 2013 Total Change is: -29
-34 -5 0 0 -4 0 -3 -11 0 0 0 0 8 -9
Percent of Open Interest Represented by Each Category of Trader
89.9 23.7 0.0 0.0 12.6 0.7 7.3 58.6 0.0 0.0 4.0 0.0 2.1 0.4
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 12, 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 46,236
Positions
7,483 13,706 1,737 1,075 3,604 298 25,146 21,396 1,214 5,162 1,920 0 4,121 2,361
Changes from: February 5, 2013 Total Change is: -8,857
-620 -164 0 50 -1,727 -43 -7,995 -6,439 573 -1,885 -128 -7 1,070 -922
Percent of Open Interest Represented by Each Category of Trader
16.2 29.6 3.8 2.3 7.8 0.6 54.4 46.3 2.6 11.2 4.2 0.0 8.9 5.1
Number of Traders in Each Category Total Traders: 102
4 . . 5 5 . 21 33 6 24 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 445,319
Positions
105,877 21,662 53,956 41,750 16,695 11,910 59,968 167,672 52,362 8,529 13,399 73,855 37,112 33,808
Changes from: February 5, 2013 Total Change is: 15,499
-3,919 -117 2,019 1,883 1,640 -1,581 5,809 -1,614 -754 101 4,819 4,587 7,354 6,500
Percent of Open Interest Represented by Each Category of Trader
23.8 4.9 12.1 9.4 3.7 2.7 13.5 37.7 11.8 1.9 3.0 16.6 8.3 7.6
Number of Traders in Each Category Total Traders: 175
15 10 22 7 11 9 35 48 46 19 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,326
Positions
909 4,128 0 2,645 447 320 5,052 4,544 887 343 0 0 170 0
Changes from: February 5, 2013 Total Change is: 2,867
-158 -23 0 122 -2 30 2,827 2,862 0 0 0 0 46 0
Percent of Open Interest Represented by Each Category of Trader
8.8 40.0 0.0 25.6 4.3 3.1 48.9 44.0 8.6 3.3 0.0 0.0 1.6 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 4 . . 5 4 . . 0 0
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Updated February 15, 2013