Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 221,062 Positions 94,576 61,464 3,440 18,178 21,264 187 51,558 86,252 5,393 18,495 1,319 1,791 27,444 39,952 Changes from: February 26, 2013 Total Change is: 25,169 21,476 -1,934 382 -412 1,007 -869 1,283 21,775 46 3,220 317 1,768 -1,725 2,677 Percent of Open Interest Represented by Each Category of Trader 42.8 27.8 1.6 8.2 9.6 0.1 23.3 39.0 2.4 8.4 0.6 0.8 12.4 18.1 Number of Traders in Each Category Total Traders: 103 13 8 7 6 6 4 17 36 11 13 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 55,311 Positions 23,849 17,957 894 0 1,894 0 17,433 16,507 323 1,528 0 0 11,284 17,736 Changes from: February 26, 2013 Total Change is: 7,709 8,510 -657 5 -919 -21 -374 4,382 2,426 -15 -25 0 0 -3,855 6,345 Percent of Open Interest Represented by Each Category of Trader 43.1 32.5 1.6 0.0 3.4 0.0 31.5 29.8 0.6 2.8 0.0 0.0 20.4 32.1 Number of Traders in Each Category Total Traders: 43 8 7 . 0 . 0 9 15 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 236,181 Positions 145,032 22,963 8,286 20,350 33,446 673 32,854 89,525 5,930 5,009 19,612 1,451 16,596 54,295 Changes from: February 26, 2013 Total Change is: 30,998 19,702 702 6,555 -2,480 1 -2,133 5,553 15,281 3,400 23 -1,319 972 -594 7,539 Percent of Open Interest Represented by Each Category of Trader 61.4 9.7 3.5 8.6 14.2 0.3 13.9 37.9 2.5 2.1 8.3 0.6 7.0 23.0 Number of Traders in Each Category Total Traders: 115 14 10 9 6 15 4 16 38 13 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 241,938 Positions 114,351 15,027 14,824 20,919 10,311 1,749 30,704 119,455 5,523 33,415 14,967 4,216 16,237 55,866 Changes from: February 26, 2013 Total Change is: 25,615 9,449 454 11,055 -1,810 1,945 -914 1,612 3,159 4,128 -38 3,508 3,116 -983 -836 Percent of Open Interest Represented by Each Category of Trader 47.3 6.2 6.1 8.6 4.3 0.7 12.7 49.4 2.3 13.8 6.2 1.7 6.7 23.1 Number of Traders in Each Category Total Traders: 127 15 9 8 6 8 . 23 39 15 6 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 218,469 Positions 53,287 31,129 5,229 38,719 32,709 3,618 47,395 73,062 5,320 22,625 12,626 1,728 40,548 53,048 Changes from: February 26, 2013 Total Change is: -12,098 14,852 -24,147 1,633 -5,157 -595 -2,204 -17,267 6,260 642 2,944 -9 532 -8,073 5,790 Percent of Open Interest Represented by Each Category of Trader 24.4 14.2 2.4 17.7 15.0 1.7 21.7 33.4 2.4 10.4 5.8 0.8 18.6 24.3 Number of Traders in Each Category Total Traders: 173 23 14 11 18 17 13 18 48 13 15 20 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 157,595 Positions 51,913 26,571 2,369 354 43,436 1,258 71,134 49,062 2,000 5,942 5,299 7 22,618 27,593 Changes from: February 26, 2013 Total Change is: 232 8,699 -3,144 2,175 -1,303 -971 -653 -10,753 2,947 765 -318 -965 7 1,613 71 Percent of Open Interest Represented by Each Category of Trader 32.9 16.9 1.5 0.2 27.6 0.8 45.1 31.1 1.3 3.8 3.4 0.0 14.4 17.5 Number of Traders in Each Category Total Traders: 106 15 8 4 . 7 . 26 33 12 5 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 68,906 Positions 27,624 39,653 20,858 3,574 0 0 5,826 0 4,360 2,861 195 3,333 470 507 Changes from: February 26, 2013 Total Change is: -2,427 0 -1,531 -28 372 0 0 -3,091 -1,369 -58 200 21 469 -291 69 Percent of Open Interest Represented by Each Category of Trader 40.1 57.5 30.3 5.2 0.0 0.0 8.5 0.0 6.3 4.2 0.3 4.8 0.7 0.7 Number of Traders in Each Category Total Traders: 27 5 13 12 . 0 0 5 0 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 160,919 Positions 16,067 100,685 591 10,912 713 0 88,853 48,277 4,935 30,064 2,748 123 9,374 2,847 Changes from: February 26, 2013 Total Change is: -12,887 -681 -5,408 456 105 -380 0 -18,359 -4,822 549 4,152 -231 2 889 -3,053 Percent of Open Interest Represented by Each Category of Trader 10.0 62.6 0.4 6.8 0.4 0.0 55.2 30.0 3.1 18.7 1.7 0.1 5.8 1.8 Number of Traders in Each Category Total Traders: 140 9 11 . 11 . 0 63 22 11 15 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 35,104 Positions 8,458 23,544 274 3,570 97 308 7,840 1,633 479 13,125 8,387 0 1,050 382 Changes from: February 26, 2013 Total Change is: -8,020 -1,376 -2,416 -2,245 -3,582 35 0 -828 470 -54 3,937 0 -3,830 -42 20 Percent of Open Interest Represented by Each Category of Trader 24.1 67.1 0.8 10.2 0.3 0.9 22.3 4.7 1.4 37.4 23.9 0.0 3.0 1.1 Number of Traders in Each Category Total Traders: 32 . 6 . . . . 11 4 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 31,547 Positions 3,977 17,419 28 665 108 0 22,061 7,813 341 466 3,135 0 4,009 2,703 Changes from: February 26, 2013 Total Change is: -1,317 1,094 -2,709 10 -15 108 0 -337 3,593 -1,685 -104 -391 -8 -272 -235 Percent of Open Interest Represented by Each Category of Trader 12.6 55.2 0.1 2.1 0.3 0.0 69.9 24.8 1.1 1.5 9.9 0.0 12.7 8.6 Number of Traders in Each Category Total Traders: 63 7 9 . . . 0 20 17 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 69,220 Positions 16,288 37,836 2,618 6,142 363 461 30,182 14,914 517 2,583 2,602 0 10,429 9,909 Changes from: February 26, 2013 Total Change is: 7,084 2,161 -541 1,520 592 62 41 3,095 3,647 -52 42 754 0 -313 1,654 Percent of Open Interest Represented by Each Category of Trader 23.5 54.7 3.8 8.9 0.5 0.7 43.6 21.5 0.7 3.7 3.8 0.0 15.1 14.3 Number of Traders in Each Category Total Traders: 116 20 16 6 6 . . 37 17 5 8 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 138,439 Positions 32,576 75,671 5,236 12,284 726 922 60,364 29,828 1,034 5,165 5,204 0 20,858 19,818 Changes from: February 26, 2013 Total Change is: 14,168 4,321 -1,082 3,040 1,183 123 81 6,189 7,293 -103 83 1,508 0 -626 3,308 Percent of Open Interest Represented by Each Category of Trader 23.5 54.7 3.8 8.9 0.5 0.7 43.6 21.5 0.7 3.7 3.8 0.0 15.1 14.3 Number of Traders in Each Category Total Traders: 116 20 16 6 6 . . 37 17 5 8 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 892,367 Positions 60,970 186,828 100,247 309,481 130,210 67,857 120,526 198,974 42,645 41,761 35,507 12,163 136,715 117,935 Changes from: February 26, 2013 Total Change is: 17,106 2,610 -5,228 11,531 -31,465 -9,076 2,077 21,283 2,248 -2,364 1,724 -2,421 2,912 8,798 17,427 Percent of Open Interest Represented by Each Category of Trader 6.8 20.9 11.2 34.7 14.6 7.6 13.5 22.3 4.8 4.7 4.0 1.4 15.3 13.2 Number of Traders in Each Category Total Traders: 569 40 42 37 117 50 65 105 111 81 51 52 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 237,188 Positions 63,160 70,346 14,106 59,245 29,451 8,584 15,363 32,885 2,075 11,820 11,253 4,155 58,680 64,333 Changes from: February 26, 2013 Total Change is: 9,277 4,577 -3,320 3,613 -1,088 -298 -580 -1,231 -4,497 695 486 2,019 300 2,505 11,345 Percent of Open Interest Represented by Each Category of Trader 26.6 29.7 5.9 25.0 12.4 3.6 6.5 13.9 0.9 5.0 4.7 1.8 24.7 27.1 Number of Traders in Each Category Total Traders: 100 15 11 9 19 9 12 13 20 10 7 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,275,893 Positions 307,955 901,311 111,804 1,289,261 541,873 258,285 612,160 916,791 116,506 183,846 155,411 5,901 390,175 268,011 Changes from: February 26, 2013 Total Change is: 39,147 8,462 8,757 21,293 -147,518 -39,522 8,918 82,738 3,894 14,536 17,970 -10,418 1,281 31,467 30,408 Percent of Open Interest Represented by Each Category of Trader 9.4 27.5 3.4 39.4 16.5 7.9 18.7 28.0 3.6 5.6 4.7 0.2 11.9 8.2 Number of Traders in Each Category Total Traders: 542 38 42 31 106 46 57 106 107 72 47 49 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 118,002 Positions 3,993 51,945 67 55,205 49,498 2,625 42,344 8,574 525 986 2,249 0 12,257 2,519 Changes from: February 26, 2013 Total Change is: -4,829 288 -4,132 -687 -6,531 -690 -581 2,351 1,100 525 8 -67 0 -202 -297 Percent of Open Interest Represented by Each Category of Trader 3.4 44.0 0.1 46.8 41.9 2.2 35.9 7.3 0.4 0.8 1.9 0.0 10.4 2.1 Number of Traders in Each Category Total Traders: 104 6 14 . 37 15 13 19 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 70,816 Positions 2,529 38,777 1,829 28,370 6,592 759 27,522 14,546 609 2,774 3,318 109 6,315 4,277 Changes from: February 26, 2013 Total Change is: 4,465 49 2,186 1,045 -1,805 840 -388 3,744 466 205 621 69 8 986 35 Percent of Open Interest Represented by Each Category of Trader 3.6 54.8 2.6 40.1 9.3 1.1 38.9 20.5 0.9 3.9 4.7 0.2 8.9 6.0 Number of Traders in Each Category Total Traders: 211 15 27 11 28 20 8 60 30 12 22 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 354,078 Positions 12,645 193,885 9,143 141,848 32,962 3,796 137,611 72,728 3,043 13,872 16,591 543 31,577 21,387 Changes from: February 26, 2013 Total Change is: 22,324 245 10,932 5,224 -9,024 4,199 -1,942 18,722 2,328 1,024 3,107 344 38 4,930 177 Percent of Open Interest Represented by Each Category of Trader 3.6 54.8 2.6 40.1 9.3 1.1 38.9 20.5 0.9 3.9 4.7 0.2 8.9 6.0 Number of Traders in Each Category Total Traders: 211 15 27 11 28 20 8 60 30 12 22 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 378,750 Positions 70,157 62,915 8,834 139,376 161,109 20,179 99,624 90,912 7,137 6,248 12,690 310 26,885 14,664 Changes from: February 26, 2013 Total Change is: 8,642 8,194 -1,751 790 -10,244 -2,313 -2,429 6,208 10,851 3,723 2,654 247 239 -493 -715 Percent of Open Interest Represented by Each Category of Trader 18.5 16.6 2.3 36.8 42.5 5.3 26.3 24.0 1.9 1.6 3.4 0.1 7.1 3.9 Number of Traders in Each Category Total Traders: 257 20 15 5 57 36 27 58 45 14 11 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 90,992 Positions 8,224 15,281 10,970 21,733 0 358 18,646 18,588 6,024 9,881 341 4,254 10,902 35,176 Changes from: February 26, 2013 Total Change is: 16,123 1,587 1,180 8,208 -2,940 0 336 5,041 2,054 5,509 791 -492 204 -2,613 -876 Percent of Open Interest Represented by Each Category of Trader 9.0 16.8 12.1 23.9 0.0 0.4 20.5 20.4 6.6 10.9 0.4 4.7 12.0 38.7 Number of Traders in Each Category Total Traders: 74 7 7 6 14 0 . 19 15 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 95,807 Positions 15,593 21,804 8,964 8,771 4,729 446 27,384 9,459 3,574 3,139 3,587 0 27,936 43,244 Changes from: February 26, 2013 Total Change is: 21,232 -971 2,054 2,835 -573 -386 446 -2,254 -846 1,574 -252 1,951 0 20,427 13,604 Percent of Open Interest Represented by Each Category of Trader 16.3 22.8 9.4 9.2 4.9 0.5 28.6 9.9 3.7 3.3 3.7 0.0 29.2 45.1 Number of Traders in Each Category Total Traders: 93 17 18 16 8 4 . 25 12 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 90,052 Positions 13,340 50,056 2,238 36,250 19,288 3,958 28,010 11,193 1,161 222 0 0 4,873 2,158 Changes from: February 26, 2013 Total Change is: -100 -215 -1,856 1,964 -18,917 -623 -297 17,069 -277 999 0 0 0 -703 -10 Percent of Open Interest Represented by Each Category of Trader 14.8 55.6 2.5 40.3 21.4 4.4 31.1 12.4 1.3 0.2 0.0 0.0 5.4 2.4 Number of Traders in Each Category Total Traders: 72 . 7 . 24 19 11 12 6 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 193,856 Positions 16,694 90,691 4,581 88,347 16,722 8,982 42,942 58,269 3,880 9,069 4,743 754 18,607 5,234 Changes from: February 26, 2013 Total Change is: 5,549 3,574 -2,213 2,085 -21,443 -380 -531 16,866 1,451 3,842 81 677 -144 1,219 762 Percent of Open Interest Represented by Each Category of Trader 8.6 46.8 2.4 45.6 8.6 4.6 22.2 30.1 2.0 4.7 2.4 0.4 9.6 2.7 Number of Traders in Each Category Total Traders: 144 15 19 5 43 14 17 24 12 8 12 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 641,634 Positions 7,048 68,444 25,213 272,612 198,796 61,609 112,502 85,826 18,470 13,152 28,453 0 131,028 154,823 Changes from: February 26, 2013 Total Change is: -137,517 -1,989 4,382 -43,708 29,498 4,993 -7,951 3,292 18,189 -79,804 -708 -5,502 -4,265 -31,882 -23,851 Percent of Open Interest Represented by Each Category of Trader 1.1 10.7 3.9 42.5 31.0 9.6 17.5 13.4 2.9 2.0 4.4 0.0 20.4 24.1 Number of Traders in Each Category Total Traders: 153 5 17 10 36 27 33 23 32 13 4 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 406,899 Positions 3,540 113,814 15,412 243,946 46,801 34,228 5,534 95,637 19,106 10,548 10,308 0 74,585 71,593 Changes from: February 26, 2013 Total Change is: -10,275 -2 -8,466 9,641 -9,079 2,831 -4,694 5,471 8,574 -4,042 803 -5,118 -574 -7,799 -8,427 Percent of Open Interest Represented by Each Category of Trader 0.9 28.0 3.8 60.0 11.5 8.4 1.4 23.5 4.7 2.6 2.5 0.0 18.3 17.6 Number of Traders in Each Category Total Traders: 65 . 9 6 30 8 17 . 11 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,076,495 Positions 100,022 149,487 46,451 200,123 179,586 58,758 321,677 439,863 62,864 120,218 42,218 22,240 144,142 75,028 Changes from: February 26, 2013 Total Change is: -70,528 -7,822 -7,723 16,972 -12,166 -7,983 -6,573 20,574 -3,852 -30,626 -34,711 1,557 3,017 -19,193 -35,317 Percent of Open Interest Represented by Each Category of Trader 9.3 13.9 4.3 18.6 16.7 5.5 29.9 40.9 5.8 11.2 3.9 2.1 13.4 7.0 Number of Traders in Each Category Total Traders: 216 13 26 14 32 24 29 43 36 24 22 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 51,036 Positions 14,830 19,558 7,585 115 50 0 23,800 18,931 3,075 35 0 219 1,377 1,618 Changes from: February 26, 2013 Total Change is: -1,357 -3,764 -2,820 1,902 10 -124 -10 3,097 1,799 -2,552 -99 0 -151 210 599 Percent of Open Interest Represented by Each Category of Trader 29.1 38.3 14.9 0.2 0.1 0.0 46.6 37.1 6.0 0.1 0.0 0.4 2.7 3.2 Number of Traders in Each Category Total Traders: 44 8 9 10 . . 0 10 13 14 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,122,625 Positions 112,568 238,467 65,486 479,752 835,757 185,921 800,202 238,145 128,187 34,724 75,213 10,288 305,497 345,161 Changes from: February 26, 2013 Total Change is: -53,257 -27,225 17,073 -27,850 27,259 3,647 -17,228 31,781 22,253 6,331 -17,000 -7,975 6,338 -35,663 -55,846 Percent of Open Interest Represented by Each Category of Trader 5.3 11.2 3.1 22.6 39.4 8.8 37.7 11.2 6.0 1.6 3.5 0.5 14.4 16.3 Number of Traders in Each Category Total Traders: 292 21 43 20 21 67 53 50 65 38 6 18 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,783,542 Positions 381,459 173,109 36,431 503,158 474,672 111,684 355,052 583,304 55,277 81,046 101,604 10,138 249,297 237,323 Changes from: February 26, 2013 Total Change is: -73,091 -5,781 -19,735 -29,007 13,558 3,012 -30,862 57,437 96,128 4,992 -3,196 -14,028 30 -80,262 -83,621 Percent of Open Interest Represented by Each Category of Trader 21.4 9.7 2.0 28.2 26.6 6.3 19.9 32.7 3.1 4.5 5.7 0.6 14.0 13.3 Number of Traders in Each Category Total Traders: 218 16 28 14 29 38 35 41 47 23 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 326,795 Positions 117,406 96,788 90,720 1,274 2,991 3,310 33,522 32,109 45,894 129 7,770 10,622 23,918 36,591 Changes from: February 26, 2013 Total Change is: -17,944 -14,337 -25,377 -10,387 0 233 -342 1,287 17,030 92 -830 -3,313 3,725 2,848 395 Percent of Open Interest Represented by Each Category of Trader 35.9 29.6 27.8 0.4 0.9 1.0 10.3 9.8 14.0 0.0 2.4 3.3 7.3 11.2 Number of Traders in Each Category Total Traders: 69 14 22 25 . . . 13 11 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,469,337 Positions 1,585,296 2,793,768 1,851,645 890,993 582,917 192,919 1,526,216 522,341 1,942,301 218,955 185,046 281,444 979,568 1,116,956 Changes from: February 26, 2013 Total Change is: 277,136 -13,285 68,950 4,825 7,116 -41,198 14,644 160,132 92,194 102,071 9,264 28,210 -5,792 -1,839 13,232 Percent of Open Interest Represented by Each Category of Trader 16.7 29.5 19.6 9.4 6.2 2.0 16.1 5.5 20.5 2.3 2.0 3.0 10.3 11.8 Number of Traders in Each Category Total Traders: 243 34 41 68 6 11 16 60 46 77 11 17 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,672 Positions 7,971 2,643 0 42 807 1 4,409 8,228 12 185 866 0 52 115 Changes from: February 26, 2013 Total Change is: 364 -69 810 0 1 15 -2 446 -422 1 -25 0 0 12 -38 Percent of Open Interest Represented by Each Category of Trader 62.9 20.9 0.0 0.3 6.4 0.0 34.8 64.9 0.1 1.5 6.8 0.0 0.4 0.9 Number of Traders in Each Category Total Traders: 24 . 5 0 . . . . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 6,976 Positions 6,249 1,677 0 0 854 39 539 4,069 0 35 261 0 114 76 Changes from: February 26, 2013 Total Change is: 111 69 90 0 0 44 -4 12 -30 0 35 0 0 -1 11 Percent of Open Interest Represented by Each Category of Trader 89.6 24.0 0.0 0.0 12.2 0.6 7.7 58.3 0.0 0.5 3.7 0.0 1.6 1.1 Number of Traders in Each Category Total Traders: 24 . 4 0 0 4 . 4 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 78,061 Positions 8,323 14,755 1,668 4,911 55 259 48,094 58,102 1,032 6,751 606 2 7,021 1,582 Changes from: February 26, 2013 Total Change is: 8,478 700 16 0 1,318 -366 -67 6,021 9,979 -415 714 -528 -198 405 57 Percent of Open Interest Represented by Each Category of Trader 10.7 18.9 2.1 6.3 0.1 0.3 61.6 74.4 1.3 8.6 0.8 0.0 9.0 2.0 Number of Traders in Each Category Total Traders: 134 7 . . 12 . . 54 15 9 37 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 413,877 Positions 124,942 45,623 34,935 52,485 14,086 13,009 58,143 175,152 39,609 6,618 5,399 57,729 26,407 28,335 Changes from: February 26, 2013 Total Change is: 4,771 -237 9,932 -6,313 3,862 -1,126 906 11,462 -865 -8,504 -2,001 2,741 9,718 -4,122 -1,718 Percent of Open Interest Represented by Each Category of Trader 30.2 11.0 8.4 12.7 3.4 3.1 14.0 42.3 9.6 1.6 1.3 13.9 6.4 6.8 Number of Traders in Each Category Total Traders: 167 20 9 19 9 9 9 32 50 49 19 10 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 12,893 Positions 359 3,359 0 3,067 525 298 7,436 7,441 1,259 315 0 0 159 11 Changes from: February 26, 2013 Total Change is: 56 -723 -32 0 1,068 -21 0 -653 -248 351 -28 0 0 41 6 Percent of Open Interest Represented by Each Category of Trader 2.8 26.1 0.0 23.8 4.1 2.3 57.7 57.7 9.8 2.4 0.0 0.0 1.2 0.1 Number of Traders in Each Category Total Traders: 23 . . 0 5 . . 5 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 8, 2013