Traders in Financial Futures - Futures Only Positions as of February 19, 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 156,182
Positions
43,050 69,780 2,219 18,527 19,624 1,034 41,633 25,156 3,591 12,635 1,910 23 33,470 32,845
Changes from: February 12, 2013 Total Change is: 16,073
6,847 -3,536 133 83 459 -88 7,343 13,090 380 712 700 -8 671 4,943
Percent of Open Interest Represented by Each Category of Trader
27.6 44.7 1.4 11.9 12.6 0.7 26.7 16.1 2.3 8.1 1.2 0.0 21.4 21.0
Number of Traders in Each Category Total Traders: 81
10 7 6 7 4 4 18 20 6 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 42,833
Positions
7,980 19,142 948 919 1,929 374 11,963 10,730 136 1,588 744 0 18,925 8,830
Changes from: February 12, 2013 Total Change is: 983
2,938 -4,080 -142 0 -456 0 -329 4,375 135 1,588 -48 0 -3,207 1,199
Percent of Open Interest Represented by Each Category of Trader
18.6 44.7 2.2 2.1 4.5 0.9 27.9 25.1 0.3 3.7 1.7 0.0 44.2 20.6
Number of Traders in Each Category Total Traders: 39
8 7 . . . . 10 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 187,027
Positions
98,303 24,518 915 23,596 30,994 2,717 35,753 63,476 2,842 5,423 21,410 1,216 16,262 38,939
Changes from: February 12, 2013 Total Change is: 19,927
19,011 -1,588 -205 412 2,361 -17 -1,614 13,740 162 2,346 -728 1,091 -1,259 5,111
Percent of Open Interest Represented by Each Category of Trader
52.6 13.1 0.5 12.6 16.6 1.5 19.1 33.9 1.5 2.9 11.4 0.7 8.7 20.8
Number of Traders in Each Category Total Traders: 108
13 10 6 7 15 5 17 32 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 218,241
Positions
106,818 15,051 2,371 23,697 10,178 2,959 28,909 106,661 1,812 34,744 16,011 1,102 15,829 62,096
Changes from: February 12, 2013 Total Change is: 3,205
2,993 863 791 441 141 43 -608 2,076 544 720 -2,897 123 -1,842 1,521
Percent of Open Interest Represented by Each Category of Trader
48.9 6.9 1.1 10.9 4.7 1.4 13.2 48.9 0.8 15.9 7.3 0.5 7.3 28.5
Number of Traders in Each Category Total Traders: 139
14 10 4 8 9 4 25 43 17 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 234,039
Positions
29,739 77,151 3,533 49,615 30,356 5,228 67,440 51,723 3,041 16,988 11,747 2,064 56,391 49,196
Changes from: February 12, 2013 Total Change is: -5,527
-821 -9,133 376 -319 -279 -333 -5,676 52 1,097 -1,038 -347 122 1,065 2,918
Percent of Open Interest Represented by Each Category of Trader
12.7 33.0 1.5 21.2 13.0 2.2 28.8 22.1 1.3 7.3 5.0 0.9 24.1 21.0
Number of Traders in Each Category Total Traders: 167
18 14 8 23 14 16 26 38 15 14 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 159,346
Positions
34,256 44,145 1,215 2,145 43,526 1,487 86,651 39,926 489 4,506 3,457 547 28,050 24,554
Changes from: February 12, 2013 Total Change is: -4,399
4,932 -5,590 631 29 -181 -123 -12,306 -336 56 1,109 -668 547 726 1,265
Percent of Open Interest Represented by Each Category of Trader
21.5 27.7 0.8 1.3 27.3 0.9 54.4 25.1 0.3 2.8 2.2 0.3 17.6 15.4
Number of Traders in Each Category Total Traders: 100
11 10 . . 8 . 33 21 8 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 75,752
Positions
36,457 49,273 17,436 2,952 0 0 7,952 1,257 4,416 2,875 0 2,860 804 510
Changes from: February 12, 2013 Total Change is: 491
0 492 0 463 0 0 74 -107 0 10 0 0 -56 106
Percent of Open Interest Represented by Each Category of Trader
48.1 65.0 23.0 3.9 0.0 0.0 10.5 1.7 5.8 3.8 0.0 3.8 1.1 0.7
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 19, 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 173,204
Positions
12,295 111,387 763 11,222 1,093 0 108,595 50,895 4,126 26,146 3,173 117 9,940 1,650
Changes from: February 12, 2013 Total Change is: 3,478
-134 2,340 465 -88 0 0 -10,332 338 1,022 13,075 125 8 -538 -820
Percent of Open Interest Represented by Each Category of Trader
7.1 64.3 0.4 6.5 0.6 0.0 62.7 29.4 2.4 15.1 1.8 0.1 5.7 1.0
Number of Traders in Each Category Total Traders: 138
6 14 . 9 . 0 67 16 6 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 40,040
Positions
8,884 25,666 274 7,745 12 308 8,389 1,363 270 9,571 8,387 3,514 1,085 246
Changes from: February 12, 2013 Total Change is: 2,273
-153 1,890 0 16 12 308 1,668 10 189 100 0 0 145 -136
Percent of Open Interest Represented by Each Category of Trader
22.2 64.1 0.7 19.3 0.0 0.8 21.0 3.4 0.7 23.9 20.9 8.8 2.7 0.6
Number of Traders in Each Category Total Traders: 34
4 7 . . . . 13 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 37,555
Positions
3,319 25,869 342 995 0 0 25,695 4,290 773 867 3,960 115 5,449 2,206
Changes from: February 12, 2013 Total Change is: 2,448
-144 3,055 342 157 0 0 2,525 -151 -863 537 69 0 -106 -4
Percent of Open Interest Represented by Each Category of Trader
8.8 68.9 0.9 2.6 0.0 0.0 68.4 11.4 2.1 2.3 10.5 0.3 14.5 5.9
Number of Traders in Each Category Total Traders: 64
6 9 . 5 0 0 26 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 61,804
Positions
14,339 39,587 762 6,484 190 545 26,493 10,981 259 2,422 1,794 0 10,501 7,687
Changes from: February 12, 2013 Total Change is: 115
-367 842 111 28 -79 37 -389 -1,260 73 14 -480 0 609 871
Percent of Open Interest Represented by Each Category of Trader
23.2 64.1 1.2 10.5 0.3 0.9 42.9 17.8 0.4 3.9 2.9 0.0 17.0 12.4
Number of Traders in Each Category Total Traders: 110
20 19 4 5 . . 33 16 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 123,607
Positions
28,678 79,173 1,523 12,967 379 1,090 52,986 21,962 518 4,843 3,588 0 21,002 15,374
Changes from: February 12, 2013 Total Change is: 230
-733 1,683 221 56 -157 74 -778 -2,519 145 28 -959 0 1,217 1,742
Percent of Open Interest Represented by Each Category of Trader
23.2 64.1 1.2 10.5 0.3 0.9 42.9 17.8 0.4 3.9 2.9 0.0 17.0 12.4
Number of Traders in Each Category Total Traders: 110
20 19 4 5 . . 33 16 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 856,539
Positions
73,052 205,366 78,834 346,110 134,602 62,748 101,427 199,301 39,790 36,197 35,697 11,062 107,319 89,138
Changes from: February 12, 2013 Total Change is: 25,961
-21,445 -26,009 41,012 -6,208 1,501 466 16,147 9,108 3,112 -3,147 633 1,849 -5,825 -5,711
Percent of Open Interest Represented by Each Category of Trader
8.5 24.0 9.2 40.4 15.7 7.3 11.8 23.3 4.6 4.2 4.2 1.3 12.5 10.4
Number of Traders in Each Category Total Traders: 545
43 36 28 115 48 59 100 109 71 44 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 227,085
Positions
52,080 82,482 11,203 62,697 30,962 8,266 16,112 36,856 917 11,222 10,835 3,715 60,873 41,849
Changes from: February 12, 2013 Total Change is: 13,956
2,411 2,017 6,502 -2,454 3,022 -110 3,708 6,019 -120 -267 -454 14 4,272 -2,934
Percent of Open Interest Represented by Each Category of Trader
22.9 36.3 4.9 27.6 13.6 3.6 7.1 16.2 0.4 4.9 4.8 1.6 26.8 18.4
Number of Traders in Each Category Total Traders: 100
14 13 8 20 10 11 13 17 7 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 3,147,268
Positions
378,942 888,504 64,070 1,450,599 551,734 238,877 538,702 924,354 82,239 153,661 153,095 7,948 232,230 236,447
Changes from: February 12, 2013 Total Change is: 60,026
21,295 443 31,978 -13,371 -2,204 -2,520 65,100 18,352 13,253 -8,046 11,789 2,820 -50,483 -13,885
Percent of Open Interest Represented by Each Category of Trader
12.0 28.2 2.0 46.1 17.5 7.6 17.1 29.4 2.6 4.9 4.9 0.3 7.4 7.5
Number of Traders in Each Category Total Traders: 518
39 38 20 106 42 52 100 107 60 38 47 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 123,811
Positions
3,304 57,551 754 65,684 47,851 3,131 37,192 8,867 467 1,120 2,294 0 12,159 2,896
Changes from: February 12, 2013 Total Change is: 1,245
-213 2,155 51 1,586 -747 -127 454 -101 -179 -326 -2 0 -1 195
Percent of Open Interest Represented by Each Category of Trader
2.7 46.5 0.6 53.1 38.6 2.5 30.0 7.2 0.4 0.9 1.9 0.0 9.8 2.3
Number of Traders in Each Category Total Traders: 101
4 15 . 40 13 12 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 69,693
Positions
2,817 41,545 531 31,985 5,534 666 25,601 13,297 330 2,109 2,949 54 5,598 4,787
Changes from: February 12, 2013 Total Change is: 2,780
-96 1,552 95 538 -2 -125 2,584 764 10 -161 -294 36 -101 745
Percent of Open Interest Represented by Each Category of Trader
4.0 59.6 0.8 45.9 7.9 1.0 36.7 19.1 0.5 3.0 4.2 0.1 8.0 6.9
Number of Traders in Each Category Total Traders: 213
18 25 4 32 19 10 62 29 11 19 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 348,464
Positions
14,085 207,726 2,657 159,927 27,671 3,328 128,007 66,484 1,650 10,547 14,743 272 27,991 23,933
Changes from: February 12, 2013 Total Change is: 13,898
-479 7,758 473 2,692 -11 -627 12,918 3,822 51 -807 -1,472 181 -504 3,723
Percent of Open Interest Represented by Each Category of Trader
4.0 59.6 0.8 45.9 7.9 1.0 36.7 19.1 0.5 3.0 4.2 0.1 8.0 6.9
Number of Traders in Each Category Total Traders: 213
18 25 4 32 19 10 62 29 11 19 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 370,418
Positions
60,463 63,300 8,789 155,025 160,368 22,027 91,819 80,633 3,395 3,742 14,441 6 25,152 17,459
Changes from: February 12, 2013 Total Change is: 10,457
263 664 -1,717 4,693 -139 -617 6,048 5,536 1,131 -1,597 684 6 2,247 4,909
Percent of Open Interest Represented by Each Category of Trader
16.3 17.1 2.4 41.9 43.3 5.9 24.8 21.8 0.9 1.0 3.9 0.0 6.8 4.7
Number of Traders in Each Category Total Traders: 257
22 15 . 59 33 24 61 43 19 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 75,179
Positions
6,790 12,853 2,893 22,625 0 0 16,230 22,087 505 8,597 636 4,002 13,537 32,203
Changes from: February 12, 2013 Total Change is: -3,353
1,477 -600 -504 568 -368 -230 -616 1,533 397 -219 -1,081 0 -4,226 -2,500
Percent of Open Interest Represented by Each Category of Trader
9.0 17.1 3.8 30.1 0.0 0.0 21.6 29.4 0.7 11.4 0.8 5.3 18.0 42.8
Number of Traders in Each Category Total Traders: 64
6 6 . 12 0 0 18 12 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 80,939
Positions
16,869 15,196 7,161 9,006 4,416 0 33,627 7,136 1,806 3,996 1,655 0 8,474 43,569
Changes from: February 12, 2013 Total Change is: -2,246
-1,026 -520 1,735 394 509 0 -499 -4,572 432 -50 386 0 -3,232 -216
Percent of Open Interest Represented by Each Category of Trader
20.8 18.8 8.8 11.1 5.5 0.0 41.5 8.8 2.2 4.9 2.0 0.0 10.5 53.8
Number of Traders in Each Category Total Traders: 88
19 14 8 8 4 0 26 9 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 88,917
Positions
13,685 50,310 144 54,760 18,746 4,249 9,934 12,869 194 222 0 0 5,729 2,405
Changes from: February 12, 2013 Total Change is: 957
-319 843 0 526 266 228 351 -377 44 0 0 0 127 -47
Percent of Open Interest Represented by Each Category of Trader
15.4 56.6 0.2 61.6 21.1 4.8 11.2 14.5 0.2 0.2 0.0 0.0 6.4 2.7
Number of Traders in Each Category Total Traders: 71
. 7 . 24 20 11 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 186,850
Positions
14,369 94,769 2,258 109,570 15,456 9,514 27,786 56,045 29 7,100 4,608 893 15,331 3,278
Changes from: February 12, 2013 Total Change is: 6,059
1,537 637 50 3,068 474 -656 987 5,362 -29 290 404 -84 896 -99
Percent of Open Interest Represented by Each Category of Trader
7.7 50.7 1.2 58.6 8.3 5.1 14.9 30.0 0.0 3.8 2.5 0.5 8.2 1.8
Number of Traders in Each Category Total Traders: 144
16 17 4 46 12 15 28 8 . 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 615,847
Positions
23,921 58,721 6,467 251,431 181,548 67,279 107,182 81,191 10,418 15,081 30,763 98 133,970 179,362
Changes from: February 12, 2013 Total Change is: 6,724
-1 6,108 3,088 -2,958 10,352 -3,681 16,760 -3,536 -2,014 -5,824 -3,386 -50 1,404 -157
Percent of Open Interest Represented by Each Category of Trader
3.9 9.5 1.1 40.8 29.5 10.9 17.4 13.2 1.7 2.4 5.0 0.0 21.8 29.1
Number of Traders in Each Category Total Traders: 159
6 20 4 35 29 38 26 29 27 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 373,189
Positions
0 130,580 2,137 246,990 40,969 39,318 0 76,153 87 9,831 16,809 0 74,826 67,136
Changes from: February 12, 2013 Total Change is: 6,934
0 772 915 1,785 -2,602 -135 0 4,579 -802 105 1,535 0 5,066 2,672
Percent of Open Interest Represented by Each Category of Trader
0.0 35.0 0.6 66.2 11.0 10.5 0.0 20.4 0.0 2.6 4.5 0.0 20.1 18.0
Number of Traders in Each Category Total Traders: 63
0 12 . 28 10 16 0 6 . . 4 0
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,017,032
Positions
89,730 122,049 21,226 222,311 192,250 65,861 225,783 401,244 76,410 178,293 42,744 12,602 124,816 82,646
Changes from: February 12, 2013 Total Change is: -16,470
23,735 1,583 -11,247 -17,156 9,756 126 -17,709 -26,013 761 4,272 3,325 650 98 4,589
Percent of Open Interest Represented by Each Category of Trader
8.8 12.0 2.1 21.9 18.9 6.5 22.2 39.5 7.5 17.5 4.2 1.2 12.3 8.1
Number of Traders in Each Category Total Traders: 221
12 30 14 37 26 31 31 41 26 21 22 9
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 50,274
Positions
16,348 20,496 7,844 105 182 10 20,293 16,022 4,188 0 0 403 1,083 1,129
Changes from: February 12, 2013 Total Change is: 1,798
407 2,647 -396 0 -120 0 2,158 -57 -446 0 0 52 23 118
Percent of Open Interest Represented by Each Category of Trader
32.5 40.8 15.6 0.2 0.4 0.0 40.4 31.9 8.3 0.0 0.0 0.8 2.2 2.2
Number of Traders in Each Category Total Traders: 43
6 10 9 . . . 12 12 14 0 0 .
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 2,087,761
Positions
195,295 197,873 120,265 469,493 807,345 189,683 666,741 221,123 85,244 102,231 82,397 7,120 251,689 376,711
Changes from: February 12, 2013 Total Change is: 56,947
-37,529 -20,622 23,709 17,091 45,052 -3,581 21,162 23,308 9,451 19,895 -9,146 -1,159 7,908 -10,065
Percent of Open Interest Represented by Each Category of Trader
9.4 9.5 5.8 22.5 38.7 9.1 31.9 10.6 4.1 4.9 3.9 0.3 12.1 18.0
Number of Traders in Each Category Total Traders: 303
24 41 18 23 66 48 65 50 42 13 20 7
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,634,321
Positions
366,447 140,383 32,697 478,810 513,526 136,018 266,616 365,997 55,269 93,011 103,245 9,816 195,637 277,370
Changes from: February 12, 2013 Total Change is: 39,880
15,851 -1,967 5,198 -5,497 -952 1,884 22,853 12,803 9,832 3,736 1,338 -195 -13,782 11,939
Percent of Open Interest Represented by Each Category of Trader
22.4 8.6 2.0 29.3 31.4 8.3 16.3 22.4 3.4 5.7 6.3 0.6 12.0 17.0
Number of Traders in Each Category Total Traders: 208
17 27 19 31 40 33 29 42 27 8 14 4
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 335,283
Positions
127,748 123,624 98,537 1,274 2,771 3,652 32,821 12,452 47,962 1,183 10,580 5,900 16,206 29,805
Changes from: February 12, 2013 Total Change is: 7,661
3,550 2,980 276 101 -6 13 1,236 -593 2,778 223 -400 567 -1,083 2,046
Percent of Open Interest Represented by Each Category of Trader
38.1 36.9 29.4 0.4 0.8 1.1 9.8 3.7 14.3 0.4 3.2 1.8 4.8 8.9
Number of Traders in Each Category Total Traders: 76
16 24 27 . . . 15 10 21 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 8,949,521
Positions
1,749,112 2,533,695 1,843,803 846,248 587,393 179,836 1,071,297 425,119 1,859,986 257,826 183,532 281,444 859,969 1,054,713
Changes from: February 12, 2013 Total Change is: 129,445
34,714 21,587 25,799 -388 8,578 3,398 -37,307 -27,814 33,287 13,864 -9,078 17,985 38,093 55,703
Percent of Open Interest Represented by Each Category of Trader
19.5 28.3 20.6 9.5 6.6 2.0 12.0 4.8 20.8 2.9 2.1 3.1 9.6 11.8
Number of Traders in Each Category Total Traders: 230
31 43 66 9 8 18 54 40 77 12 16 23
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Traders in Financial Futures - Futures Only Positions as of February 19, 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 11,882
Positions
7,979 1,365 0 35 855 5 3,601 8,499 15 210 1,036 0 37 107
Changes from: February 12, 2013 Total Change is: 661
-9 114 0 -2 0 1 680 531 0 0 0 0 -9 15
Percent of Open Interest Represented by Each Category of Trader
67.2 11.5 0.0 0.3 7.2 0.0 30.3 71.5 0.1 1.8 8.7 0.0 0.3 0.9
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 6,526
Positions
6,051 1,570 0 0 903 43 322 3,694 0 0 261 0 110 55
Changes from: February 12, 2013 Total Change is: -37
149 13 0 0 76 0 -160 -155 0 0 0 0 -26 29
Percent of Open Interest Represented by Each Category of Trader
92.7 24.1 0.0 0.0 13.8 0.7 4.9 56.6 0.0 0.0 4.0 0.0 1.7 0.8
Number of Traders in Each Category Total Traders: 21
. . 0 0 4 . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 50,051
Positions
7,261 14,106 1,737 1,091 1,213 393 27,026 28,477 909 6,114 1,103 0 5,520 2,113
Changes from: February 12, 2013 Total Change is: 3,815
-222 400 0 16 -2,391 95 1,880 7,081 -305 952 -817 0 1,399 -248
Percent of Open Interest Represented by Each Category of Trader
14.5 28.2 3.5 2.2 2.4 0.8 54.0 56.9 1.8 12.2 2.2 0.0 11.0 4.2
Number of Traders in Each Category Total Traders: 99
. . . 5 6 . 26 22 6 27 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 425,770
Positions
114,354 27,832 37,727 52,905 17,809 11,752 59,780 183,514 41,014 8,589 10,327 67,579 32,070 28,216
Changes from: February 12, 2013 Total Change is: -19,549
8,477 6,170 -16,229 11,155 1,114 -158 -188 15,842 -11,348 60 -3,072 -6,276 -5,042 -5,592
Percent of Open Interest Represented by Each Category of Trader
26.9 6.5 8.9 12.4 4.2 2.8 14.0 43.1 9.6 2.0 2.4 15.9 7.5 6.6
Number of Traders in Each Category Total Traders: 174
17 11 17 8 10 9 36 47 45 25 11 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 10,378
Positions
1,014 4,128 0 2,445 544 328 5,222 4,465 908 343 0 0 118 5
Changes from: February 12, 2013 Total Change is: 52
105 0 0 -200 97 8 170 -79 21 0 0 0 -52 5
Percent of Open Interest Represented by Each Category of Trader
9.8 39.8 0.0 23.6 5.2 3.2 50.3 43.0 8.7 3.3 0.0 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 . . . 5 4 . . 0 0
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Updated February 22, 2013