Traders in Financial Futures - Futures Only Positions as of February 26, 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 195,893 Positions 73,100 63,398 3,058 18,590 20,257 1,056 50,275 64,477 5,347 15,275 1,002 23 29,169 37,275 Changes from: February 19, 2013 Total Change is: 39,711 30,050 -6,382 839 63 633 22 8,642 39,321 1,756 2,640 -908 0 -4,301 4,430 Percent of Open Interest Represented by Each Category of Trader 37.3 32.4 1.6 9.5 10.3 0.5 25.7 32.9 2.7 7.8 0.5 0.0 14.9 19.0 Number of Traders in Each Category Total Traders: 92 13 8 7 6 4 4 17 29 10 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 47,602 Positions 15,339 18,614 889 919 1,915 374 13,051 14,081 338 1,553 0 0 15,139 11,391 Changes from: February 19, 2013 Total Change is: 4,769 7,359 -528 -59 0 -14 0 1,088 3,351 202 -35 -744 0 -3,786 2,561 Percent of Open Interest Represented by Each Category of Trader 32.2 39.1 1.9 1.9 4.0 0.8 27.4 29.6 0.7 3.3 0.0 0.0 31.8 23.9 Number of Traders in Each Category Total Traders: 38 7 7 . . . . 8 11 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 205,183 Positions 125,330 22,261 1,731 22,830 33,445 2,806 27,301 74,244 2,530 4,986 20,931 479 17,190 46,756 Changes from: February 19, 2013 Total Change is: 18,156 27,027 -2,257 816 -766 2,451 89 -8,452 10,768 -312 -437 -479 -737 928 7,817 Percent of Open Interest Represented by Each Category of Trader 61.1 10.8 0.8 11.1 16.3 1.4 13.3 36.2 1.2 2.4 10.2 0.2 8.4 22.8 Number of Traders in Each Category Total Traders: 113 14 9 8 6 15 5 16 37 12 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 216,323 Positions 104,902 14,573 3,769 22,729 8,366 2,663 29,092 116,296 1,395 33,453 11,459 1,100 17,220 56,702 Changes from: February 19, 2013 Total Change is: -1,918 -1,916 -478 1,398 -968 -1,812 -296 183 9,635 -417 -1,291 -4,552 -2 1,391 -5,394 Percent of Open Interest Represented by Each Category of Trader 48.5 6.7 1.7 10.5 3.9 1.2 13.4 53.8 0.6 15.5 5.3 0.5 8.0 26.2 Number of Traders in Each Category Total Traders: 130 15 11 5 8 7 . 24 40 13 9 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 230,567 Positions 38,435 55,276 3,596 43,876 33,304 5,822 64,662 66,802 4,678 19,681 12,635 1,196 48,621 47,258 Changes from: February 19, 2013 Total Change is: -3,472 8,696 -21,875 63 -5,739 2,948 594 -2,778 15,079 1,637 2,693 888 -868 -7,770 -1,938 Percent of Open Interest Represented by Each Category of Trader 16.7 24.0 1.6 19.0 14.4 2.5 28.0 29.0 2.0 8.5 5.5 0.5 21.1 20.5 Number of Traders in Each Category Total Traders: 170 20 14 10 20 15 16 21 43 13 13 24 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 157,363 Positions 43,214 29,715 194 1,657 44,407 1,911 81,887 46,115 1,235 6,260 6,264 0 21,005 27,522 Changes from: February 19, 2013 Total Change is: -1,983 8,958 -14,430 -1,021 -488 881 424 -4,764 6,189 746 1,754 2,807 -547 -7,045 2,968 Percent of Open Interest Represented by Each Category of Trader 27.5 18.9 0.1 1.1 28.2 1.2 52.0 29.3 0.8 4.0 4.0 0.0 13.3 17.5 Number of Traders in Each Category Total Traders: 110 14 9 4 . 8 . 26 32 8 6 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 71,333 Positions 27,624 41,184 20,886 3,202 0 0 8,917 1,369 4,418 2,661 174 2,864 761 438 Changes from: February 19, 2013 Total Change is: -4,419 -8,833 -8,089 3,450 250 0 0 965 112 2 -214 174 4 -43 -72 Percent of Open Interest Represented by Each Category of Trader 38.7 57.7 29.3 4.5 0.0 0.0 12.5 1.9 6.2 3.7 0.2 4.0 1.1 0.6 Number of Traders in Each Category Total Traders: 28 5 13 11 . 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 173,806 Positions 16,748 106,093 135 10,807 1,093 0 107,212 53,099 4,386 25,912 2,979 121 8,485 5,900 Changes from: February 19, 2013 Total Change is: 602 4,453 -5,294 -628 -415 0 0 -1,383 2,204 260 -234 -194 4 -1,455 4,250 Percent of Open Interest Represented by Each Category of Trader 9.6 61.0 0.1 6.2 0.6 0.0 61.7 30.6 2.5 14.9 1.7 0.1 4.9 3.4 Number of Traders in Each Category Total Traders: 137 8 12 . 10 . 0 60 22 9 16 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 43,124 Positions 9,834 25,960 2,519 7,152 62 308 8,668 1,163 533 9,188 8,387 3,830 1,092 362 Changes from: February 19, 2013 Total Change is: 3,084 950 294 2,245 -593 50 0 279 -200 263 -383 0 316 7 116 Percent of Open Interest Represented by Each Category of Trader 22.8 60.2 5.8 16.6 0.1 0.7 20.1 2.7 1.2 21.3 19.4 8.9 2.5 0.8 Number of Traders in Each Category Total Traders: 35 4 8 4 . . . 13 . . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 32,864 Positions 2,883 20,128 18 680 0 0 22,398 4,220 2,026 570 3,526 8 4,281 2,938 Changes from: February 19, 2013 Total Change is: -4,691 -436 -5,741 -324 -315 0 0 -3,297 -70 1,253 -297 -434 -107 -1,168 732 Percent of Open Interest Represented by Each Category of Trader 8.8 61.2 0.1 2.1 0.0 0.0 68.2 12.8 6.2 1.7 10.7 0.0 13.0 8.9 Number of Traders in Each Category Total Traders: 62 5 9 . . 0 0 23 14 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 62,136 Positions 14,128 38,377 1,098 5,551 302 421 27,088 11,268 569 2,541 1,848 0 10,742 8,255 Changes from: February 19, 2013 Total Change is: 332 -212 -1,210 337 -933 112 -125 595 287 310 120 54 0 241 568 Percent of Open Interest Represented by Each Category of Trader 22.7 61.8 1.8 8.9 0.5 0.7 43.6 18.1 0.9 4.1 3.0 0.0 17.3 13.3 Number of Traders in Each Category Total Traders: 114 20 17 4 5 . . 37 16 8 9 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 124,271 Positions 28,255 76,753 2,196 11,101 603 841 54,175 22,535 1,137 5,082 3,696 0 21,484 16,510 Changes from: February 19, 2013 Total Change is: 664 -423 -2,420 673 -1,866 224 -249 1,189 573 619 239 108 0 482 1,136 Percent of Open Interest Represented by Each Category of Trader 22.7 61.8 1.8 8.9 0.5 0.7 43.6 18.1 0.9 4.1 3.0 0.0 17.3 13.3 Number of Traders in Each Category Total Traders: 114 20 17 4 5 . . 37 16 8 9 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 875,260 Positions 58,361 192,056 88,716 340,947 139,286 65,779 99,243 196,726 45,010 40,037 37,928 9,251 127,917 100,509 Changes from: February 19, 2013 Total Change is: 18,722 -14,691 -13,310 9,882 -5,163 4,684 3,031 -2,184 -2,575 5,219 3,840 2,231 -1,811 20,598 11,370 Percent of Open Interest Represented by Each Category of Trader 6.7 21.9 10.1 39.0 15.9 7.5 11.3 22.5 5.1 4.6 4.3 1.1 14.6 11.5 Number of Traders in Each Category Total Traders: 564 42 39 32 115 49 59 102 117 83 46 52 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 227,911 Positions 58,583 73,666 10,493 60,333 29,749 9,164 16,594 37,382 1,380 11,334 9,234 3,855 56,175 52,988 Changes from: February 19, 2013 Total Change is: 826 6,503 -8,816 -710 -2,364 -1,213 898 482 526 463 112 -1,601 140 -4,698 11,139 Percent of Open Interest Represented by Each Category of Trader 25.7 32.3 4.6 26.5 13.1 4.0 7.3 16.4 0.6 5.0 4.1 1.7 24.6 23.2 Number of Traders in Each Category Total Traders: 99 15 11 7 20 9 11 13 20 9 7 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 3,236,746 Positions 299,493 892,554 90,511 1,436,779 581,395 249,367 529,422 912,897 101,970 165,876 165,829 4,620 358,708 237,603 Changes from: February 19, 2013 Total Change is: 89,478 -79,449 4,050 26,441 -13,820 29,661 10,490 -9,280 -11,457 19,731 12,215 12,734 -3,328 126,478 1,156 Percent of Open Interest Represented by Each Category of Trader 9.3 27.6 2.8 44.4 18.0 7.7 16.4 28.2 3.2 5.1 5.1 0.1 11.1 7.3 Number of Traders in Each Category Total Traders: 539 38 41 24 106 44 53 100 116 73 41 51 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 122,831 Positions 3,705 56,077 754 61,736 50,188 3,206 39,993 7,474 0 978 2,316 0 12,459 2,816 Changes from: February 19, 2013 Total Change is: -980 401 -1,474 0 -3,948 2,337 75 2,801 -1,393 -467 -142 22 0 300 -80 Percent of Open Interest Represented by Each Category of Trader 3.0 45.7 0.6 50.3 40.9 2.6 32.6 6.1 0.0 0.8 1.9 0.0 10.1 2.3 Number of Traders in Each Category Total Traders: 102 5 15 . 40 13 12 19 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 66,351 Positions 2,480 36,591 784 30,174 5,753 1,148 23,778 14,080 404 2,153 3,249 101 5,329 4,242 Changes from: February 19, 2013 Total Change is: -3,342 -337 -4,955 252 -1,811 218 482 -1,824 783 74 44 301 47 -269 -545 Percent of Open Interest Represented by Each Category of Trader 3.7 55.1 1.2 45.5 8.7 1.7 35.8 21.2 0.6 3.2 4.9 0.2 8.0 6.4 Number of Traders in Each Category Total Traders: 220 19 28 9 30 20 9 56 33 12 22 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 331,754 Positions 12,400 182,953 3,919 150,872 28,763 5,738 118,889 70,400 2,019 10,765 16,247 505 26,647 21,210 Changes from: February 19, 2013 Total Change is: -16,710 -1,685 -24,773 1,262 -9,055 1,092 2,410 -9,118 3,916 369 218 1,504 233 -1,344 -2,723 Percent of Open Interest Represented by Each Category of Trader 3.7 55.1 1.2 45.5 8.7 1.7 35.8 21.2 0.6 3.2 4.9 0.2 8.0 6.4 Number of Traders in Each Category Total Traders: 220 19 28 9 30 20 9 56 33 12 22 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 370,108 Positions 61,963 64,666 8,044 149,620 163,422 22,608 93,416 80,061 3,414 3,594 12,443 71 27,378 15,379 Changes from: February 19, 2013 Total Change is: -310 1,500 1,366 -745 -5,405 3,054 581 1,597 -572 19 -148 -1,998 65 2,226 -2,080 Percent of Open Interest Represented by Each Category of Trader 16.7 17.5 2.2 40.4 44.2 6.1 25.2 21.6 0.9 1.0 3.4 0.0 7.4 4.2 Number of Traders in Each Category Total Traders: 256 22 14 . 60 34 26 62 40 15 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 74,869 Positions 6,637 14,101 2,762 24,673 0 22 13,605 16,534 515 9,090 833 4,050 13,515 36,052 Changes from: February 19, 2013 Total Change is: -310 -153 1,248 -131 2,048 0 22 -2,625 -5,553 10 493 197 48 -22 3,849 Percent of Open Interest Represented by Each Category of Trader 8.9 18.8 3.7 33.0 0.0 0.0 18.2 22.1 0.7 12.1 1.1 5.4 18.1 48.2 Number of Traders in Each Category Total Traders: 66 6 6 . 13 0 . 18 12 4 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 74,575 Positions 16,564 19,750 6,129 9,344 5,115 0 29,638 10,305 2,000 3,391 1,636 0 7,509 29,640 Changes from: February 19, 2013 Total Change is: -6,364 -305 4,554 -1,032 338 699 0 -3,989 3,169 194 -605 -19 0 -965 -13,929 Percent of Open Interest Represented by Each Category of Trader 22.2 26.5 8.2 12.5 6.9 0.0 39.7 13.8 2.7 4.5 2.2 0.0 10.1 39.7 Number of Traders in Each Category Total Traders: 96 19 16 8 10 4 0 26 12 6 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 90,152 Positions 13,555 51,912 274 55,167 19,911 4,255 10,941 11,470 162 222 0 0 5,576 2,168 Changes from: February 19, 2013 Total Change is: 1,235 -130 1,602 130 407 1,165 6 1,007 -1,399 -32 0 0 0 -153 -237 Percent of Open Interest Represented by Each Category of Trader 15.0 57.6 0.3 61.2 22.1 4.7 12.1 12.7 0.2 0.2 0.0 0.0 6.2 2.4 Number of Traders in Each Category Total Traders: 73 . 7 . 25 19 11 13 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 188,307 Positions 13,120 92,904 2,496 109,790 17,102 9,513 26,076 56,818 38 8,988 4,066 898 17,388 4,472 Changes from: February 19, 2013 Total Change is: 1,457 -1,249 -1,865 238 220 1,646 -1 -1,710 773 9 1,888 -542 5 2,057 1,194 Percent of Open Interest Represented by Each Category of Trader 7.0 49.3 1.3 58.3 9.1 5.1 13.8 30.2 0.0 4.8 2.2 0.5 9.2 2.4 Number of Traders in Each Category Total Traders: 142 15 18 4 44 15 17 25 9 . 12 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 779,151 Positions 9,037 64,062 68,921 243,114 193,803 69,560 109,210 67,637 98,274 13,860 33,955 4,265 162,910 178,674 Changes from: February 19, 2013 Total Change is: 163,304 -14,884 5,341 62,454 -8,317 12,255 2,281 2,028 -13,554 87,856 -1,221 3,192 4,167 28,940 -688 Percent of Open Interest Represented by Each Category of Trader 1.2 8.2 8.8 31.2 24.9 8.9 14.0 8.7 12.6 1.8 4.4 0.5 20.9 22.9 Number of Traders in Each Category Total Traders: 145 . 15 7 33 28 35 27 25 21 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 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 417,174 Positions 3,542 122,280 5,771 253,025 43,970 38,922 63 87,063 23,148 9,745 15,426 574 82,384 80,020 Changes from: February 19, 2013 Total Change is: 43,985 3,542 -8,300 3,634 6,035 3,001 -396 63 10,910 23,061 -86 -1,383 574 7,558 12,884 Percent of Open Interest Represented by Each Category of Trader 0.8 29.3 1.4 60.7 10.5 9.3 0.0 20.9 5.5 2.3 3.7 0.1 19.7 19.2 Number of Traders in Each Category Total Traders: 65 . 10 5 28 9 19 . 10 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,147,023 Positions 107,844 157,210 29,479 212,289 187,569 65,331 301,103 443,715 93,490 154,929 40,661 19,223 163,335 110,345 Changes from: February 19, 2013 Total Change is: 129,991 18,114 35,161 8,253 -10,022 -4,681 -530 75,320 42,471 17,080 -23,364 -2,083 6,621 38,519 27,699 Percent of Open Interest Represented by Each Category of Trader 9.4 13.7 2.6 18.5 16.4 5.7 26.3 38.7 8.2 13.5 3.5 1.7 14.2 9.6 Number of Traders in Each Category Total Traders: 213 15 23 12 37 23 31 37 33 25 25 19 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 52,393 Positions 18,594 22,378 5,683 105 174 10 20,703 17,132 5,627 134 0 370 1,167 1,019 Changes from: February 19, 2013 Total Change is: 2,119 2,246 1,882 -2,161 0 -8 0 410 1,110 1,439 134 0 -33 84 -110 Percent of Open Interest Represented by Each Category of Trader 35.5 42.7 10.8 0.2 0.3 0.0 39.5 32.7 10.7 0.3 0.0 0.7 2.2 1.9 Number of Traders in Each Category Total Traders: 46 7 10 11 . . . 10 15 15 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,175,882 Positions 139,793 221,394 93,336 452,493 832,110 203,149 768,421 215,892 121,856 51,724 83,188 3,950 341,160 401,007 Changes from: February 19, 2013 Total Change is: 88,121 -55,502 23,521 -26,929 -17,000 24,765 13,466 101,680 -5,231 36,612 -50,507 791 -3,170 89,471 24,296 Percent of Open Interest Represented by Each Category of Trader 6.4 10.2 4.3 20.8 38.2 9.3 35.3 9.9 5.6 2.4 3.8 0.2 15.7 18.4 Number of Traders in Each Category Total Traders: 279 20 42 27 20 63 53 67 42 53 6 18 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,856,633 Positions 387,240 192,844 65,438 489,600 471,660 142,546 297,615 487,176 50,285 84,242 115,632 10,108 329,559 320,944 Changes from: February 19, 2013 Total Change is: 222,312 20,793 52,461 32,741 10,790 -41,866 6,528 30,999 121,179 -4,984 -8,769 12,387 292 133,922 43,574 Percent of Open Interest Represented by Each Category of Trader 20.9 10.4 3.5 26.4 25.4 7.7 16.0 26.2 2.7 4.5 6.2 0.5 17.8 17.3 Number of Traders in Each Category Total Traders: 195 13 24 14 29 38 33 29 41 21 7 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 344,739 Positions 131,743 122,165 101,107 1,274 2,758 3,652 32,235 15,079 45,802 959 11,083 6,897 21,070 36,196 Changes from: February 19, 2013 Total Change is: 9,456 3,995 -1,459 2,570 0 -13 0 -586 2,627 -2,160 -224 503 997 4,864 6,391 Percent of Open Interest Represented by Each Category of Trader 38.2 35.4 29.3 0.4 0.8 1.1 9.4 4.4 13.3 0.3 3.2 2.0 6.1 10.5 Number of Traders in Each Category Total Traders: 76 16 25 29 . . . 11 13 19 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,192,201 Positions 1,598,581 2,724,818 1,846,820 883,877 624,115 178,275 1,366,084 430,147 1,840,230 209,691 156,836 287,236 981,407 1,103,724 Changes from: February 19, 2013 Total Change is: 242,680 -150,531 191,123 3,017 37,629 36,722 -1,561 294,787 5,028 -19,756 -48,135 -26,696 5,792 121,438 49,011 Percent of Open Interest Represented by Each Category of Trader 17.4 29.6 20.1 9.6 6.8 1.9 14.9 4.7 20.0 2.3 1.7 3.1 10.7 12.0 Number of Traders in Each Category Total Traders: 238 32 45 69 6 10 18 63 36 79 13 15 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,308 Positions 8,040 1,833 0 41 792 3 3,963 8,650 11 210 866 0 40 153 Changes from: February 19, 2013 Total Change is: 426 61 468 0 6 -63 -2 362 151 -4 0 -170 0 3 46 Percent of Open Interest Represented by Each Category of Trader 65.3 14.9 0.0 0.3 6.4 0.0 32.2 70.3 0.1 1.7 7.0 0.0 0.3 1.2 Number of Traders in Each Category Total Traders: 25 . 5 0 . . . . 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 6,865 Positions 6,180 1,587 0 0 810 43 527 4,099 0 0 261 0 115 65 Changes from: February 19, 2013 Total Change is: 339 129 17 0 0 -93 0 205 405 0 0 0 0 5 10 Percent of Open Interest Represented by Each Category of Trader 90.0 23.1 0.0 0.0 11.8 0.6 7.7 59.7 0.0 0.0 3.8 0.0 1.7 0.9 Number of Traders in Each Category Total Traders: 22 . . 0 0 4 . 4 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 69,583 Positions 7,623 14,739 1,668 3,593 421 326 42,073 48,123 1,447 6,037 1,134 200 6,616 1,525 Changes from: February 19, 2013 Total Change is: 19,532 362 633 -69 2,502 -792 -67 15,047 19,646 538 -77 31 200 1,096 -588 Percent of Open Interest Represented by Each Category of Trader 11.0 21.2 2.4 5.2 0.6 0.5 60.5 69.2 2.1 8.7 1.6 0.3 9.5 2.2 Number of Traders in Each Category Total Traders: 117 5 . . 8 . . 44 15 5 32 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 409,106 Positions 125,179 35,691 41,248 48,623 15,212 12,103 46,681 176,017 48,113 8,619 2,658 48,011 30,529 30,053 Changes from: February 19, 2013 Total Change is: -16,664 10,825 7,859 3,521 -4,282 -2,597 351 -13,099 -7,497 7,099 30 -7,669 -19,568 -1,541 1,837 Percent of Open Interest Represented by Each Category of Trader 30.6 8.7 10.1 11.9 3.7 3.0 11.4 43.0 11.8 2.1 0.6 11.7 7.5 7.3 Number of Traders in Each Category Total Traders: 158 16 10 20 9 9 8 31 49 50 16 8 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 12,837 Positions 1,082 3,391 0 1,999 546 298 8,089 7,689 908 343 0 0 118 5 Changes from: February 19, 2013 Total Change is: 2,459 68 -737 0 -446 2 -30 2,867 3,224 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 8.4 26.4 0.0 15.6 4.3 2.3 63.0 59.9 7.1 2.7 0.0 0.0 0.9 0.0 Number of Traders in Each Category Total Traders: 23 4 . 0 . . . 5 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 1, 2013