Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 249,150
Positions
103,420 62,281 24,330 18,136 19,735 232 47,094 91,651 9,229 20,240 955 372 26,097 40,365
Changes from: March 5, 2013 Total Change is: 28,088
8,844 817 20,890 -42 -1,529 45 -4,464 5,399 3,836 1,745 -364 -1,419 -1,347 413
Percent of Open Interest Represented by Each Category of Trader
41.5 25.0 9.8 7.3 7.9 0.1 18.9 36.8 3.7 8.1 0.4 0.1 10.5 16.2
Number of Traders in Each Category Total Traders: 95
11 8 11 6 5 4 19 29 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 69,408
Positions
33,190 17,494 2,476 0 1,896 0 15,495 17,525 6,776 1,528 611 0 9,943 22,630
Changes from: March 5, 2013 Total Change is: 14,097
9,341 -463 1,582 0 2 0 -1,938 1,018 6,453 0 611 0 -1,341 4,894
Percent of Open Interest Represented by Each Category of Trader
47.8 25.2 3.6 0.0 2.7 0.0 22.3 25.2 9.8 2.2 0.9 0.0 14.3 32.6
Number of Traders in Each Category Total Traders: 46
9 7 5 0 . 0 10 14 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 297,130
Positions
153,896 26,188 31,606 20,794 27,653 882 23,371 94,686 24,549 3,804 20,654 18,664 19,564 52,248
Changes from: March 5, 2013 Total Change is: 60,949
8,864 3,225 23,320 444 -5,793 209 -9,483 5,161 18,619 -1,205 1,042 17,213 2,968 -2,047
Percent of Open Interest Represented by Each Category of Trader
51.8 8.8 10.6 7.0 9.3 0.3 7.9 31.9 8.3 1.3 7.0 6.3 6.6 17.6
Number of Traders in Each Category Total Traders: 117
12 10 9 7 13 5 19 41 21 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 288,474
Positions
137,822 17,092 14,048 20,475 13,225 1,644 32,269 142,209 24,968 34,816 12,754 2,635 19,797 59,899
Changes from: March 5, 2013 Total Change is: 46,536
23,471 2,065 -776 -444 2,914 -105 1,565 22,754 19,445 1,401 -2,213 -1,581 3,560 4,033
Percent of Open Interest Represented by Each Category of Trader
47.8 5.9 4.9 7.1 4.6 0.6 11.2 49.3 8.7 12.1 4.4 0.9 6.9 20.8
Number of Traders in Each Category Total Traders: 137
12 10 8 5 8 . 26 49 23 4 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 213,113
Positions
46,734 23,677 9,585 37,415 30,581 3,990 44,300 68,546 5,427 17,687 12,199 4,945 43,030 54,163
Changes from: March 5, 2013 Total Change is: -5,356
-6,553 -7,452 4,356 -1,304 -2,128 372 -3,095 -4,516 107 -4,938 -427 3,217 2,482 1,115
Percent of Open Interest Represented by Each Category of Trader
21.9 11.1 4.5 17.6 14.3 1.9 20.8 32.2 2.5 8.3 5.7 2.3 20.2 25.4
Number of Traders in Each Category Total Traders: 159
18 16 11 18 16 12 18 40 17 14 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 183,095
Positions
34,175 28,097 26,924 720 43,197 1,285 86,894 48,509 1,807 3,684 5,715 687 26,919 26,874
Changes from: March 5, 2013 Total Change is: 25,500
-17,738 1,526 24,555 366 -239 27 15,760 -553 -193 -2,258 416 680 4,301 -719
Percent of Open Interest Represented by Each Category of Trader
18.7 15.3 14.7 0.4 23.6 0.7 47.5 26.5 1.0 2.0 3.1 0.4 14.7 14.7
Number of Traders in Each Category Total Traders: 100
16 8 8 . 8 . 23 29 10 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 62,842
Positions
21,330 32,515 21,691 3,606 0 0 4,805 0 4,644 2,769 210 3,333 664 449
Changes from: March 5, 2013 Total Change is: -6,064
-6,294 -7,138 833 32 0 0 -1,021 0 284 -92 15 0 194 -58
Percent of Open Interest Represented by Each Category of Trader
33.9 51.7 34.5 5.7 0.0 0.0 7.6 0.0 7.4 4.4 0.3 5.3 1.1 0.7
Number of Traders in Each Category Total Traders: 27
6 12 13 . 0 0 5 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 192,764
Positions
10,929 95,687 568 10,509 503 0 104,183 66,181 24,288 30,601 2,820 184 11,502 2,533
Changes from: March 5, 2013 Total Change is: 31,845
-5,138 -4,998 -23 -403 -210 0 15,330 17,904 19,353 537 72 61 2,128 -314
Percent of Open Interest Represented by Each Category of Trader
5.7 49.6 0.3 5.5 0.3 0.0 54.0 34.3 12.6 15.9 1.5 0.1 6.0 1.3
Number of Traders in Each Category Total Traders: 153
9 14 4 10 . 0 74 17 15 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,944
Positions
8,492 24,205 274 4,282 100 308 7,721 1,234 894 12,676 8,387 172 1,125 370
Changes from: March 5, 2013 Total Change is: 840
34 661 0 712 3 0 -119 -399 415 -449 0 172 75 -12
Percent of Open Interest Represented by Each Category of Trader
23.6 67.3 0.8 11.9 0.3 0.9 21.5 3.4 2.5 35.3 23.3 0.5 3.1 1.0
Number of Traders in Each Category Total Traders: 33
. 6 . . . . 13 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 32,813
Positions
3,606 16,964 1,015 744 108 24 21,908 7,630 1,209 475 3,112 0 3,832 2,751
Changes from: March 5, 2013 Total Change is: 1,266
-371 -455 987 79 0 24 -153 -183 868 9 -23 0 -177 48
Percent of Open Interest Represented by Each Category of Trader
11.0 51.7 3.1 2.3 0.3 0.1 66.8 23.3 3.7 1.4 9.5 0.0 11.7 8.4
Number of Traders in Each Category Total Traders: 62
6 10 . 4 . . 16 17 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 102,701
Positions
13,613 32,168 36,555 6,908 13 461 27,385 13,319 2,954 2,446 2,080 371 12,010 14,781
Changes from: March 5, 2013 Total Change is: 33,481
-2,676 -5,668 33,937 766 -350 0 -2,798 -1,595 2,437 -137 -523 371 1,581 4,872
Percent of Open Interest Represented by Each Category of Trader
13.3 31.3 35.6 6.7 0.0 0.4 26.7 13.0 2.9 2.4 2.0 0.4 11.7 14.4
Number of Traders in Each Category Total Traders: 112
21 17 19 7 . . 34 17 13 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 163,709
Positions
33,422 71,531 34,065 10,815 26 922 57,647 28,796 844 4,892 4,159 241 20,861 23,125
Changes from: March 5, 2013 Total Change is: 25,270
846 -4,140 28,829 -1,469 -700 0 -2,717 -1,032 -190 -273 -1,045 241 3 3,307
Percent of Open Interest Represented by Each Category of Trader
20.4 43.7 20.8 6.6 0.0 0.6 35.2 17.6 0.5 3.0 2.5 0.1 12.7 14.1
Number of Traders in Each Category Total Traders: 111
22 16 14 6 . . 33 18 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,017,100
Positions
51,812 196,656 181,964 320,023 128,493 72,879 126,084 206,121 58,639 48,034 34,233 15,069 142,596 123,046
Changes from: March 5, 2013 Total Change is: 124,733
-9,158 9,829 81,717 10,542 -1,717 5,022 5,558 7,147 15,994 6,272 -1,275 2,906 5,881 5,111
Percent of Open Interest Represented by Each Category of Trader
5.1 19.3 17.9 31.5 12.6 7.2 12.4 20.3 5.8 4.7 3.4 1.5 14.0 12.1
Number of Traders in Each Category Total Traders: 563
37 44 47 120 50 70 100 110 100 53 47 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 257,778
Positions
57,499 74,133 26,552 65,265 29,229 11,760 18,797 33,132 2,957 11,760 11,548 5,071 58,117 63,396
Changes from: March 5, 2013 Total Change is: 20,590
-5,661 3,787 12,446 6,020 -222 3,176 3,434 247 882 -60 295 916 -563 -937
Percent of Open Interest Represented by Each Category of Trader
22.3 28.8 10.3 25.3 11.3 4.6 7.3 12.9 1.1 4.6 4.5 2.0 22.5 24.6
Number of Traders in Each Category Total Traders: 101
13 12 9 19 9 12 15 19 16 7 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,796,609
Positions
294,362 935,412 454,265 1,307,495 530,023 271,889 631,205 959,715 183,638 215,148 147,203 16,212 422,395 298,252
Changes from: March 5, 2013 Total Change is: 520,716
-13,593 34,101 342,461 18,234 -11,850 13,604 19,045 42,924 67,132 31,302 -8,208 10,311 32,220 30,241
Percent of Open Interest Represented by Each Category of Trader
7.8 24.6 12.0 34.4 14.0 7.2 16.6 25.3 4.8 5.7 3.9 0.4 11.1 7.9
Number of Traders in Each Category Total Traders: 535
36 43 44 109 46 63 100 106 94 48 44 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 138,479
Positions
3,983 56,360 16,178 59,427 47,238 2,050 40,707 7,973 2,691 860 2,239 0 12,583 3,750
Changes from: March 5, 2013 Total Change is: 20,477
-10 4,415 16,111 4,222 -2,260 -575 -1,637 -601 2,166 -126 -10 0 326 1,231
Percent of Open Interest Represented by Each Category of Trader
2.9 40.7 11.7 42.9 34.1 1.5 29.4 5.8 1.9 0.6 1.6 0.0 9.1 2.7
Number of Traders in Each Category Total Traders: 100
6 15 8 33 16 12 17 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 91,323
Positions
2,770 41,057 17,103 29,495 6,364 1,686 29,354 14,641 1,231 2,837 3,889 203 6,645 5,150
Changes from: March 5, 2013 Total Change is: 20,508
241 2,280 15,275 1,126 -228 926 1,831 95 622 63 570 95 329 873
Percent of Open Interest Represented by Each Category of Trader
3.0 45.0 18.7 32.3 7.0 1.8 32.1 16.0 1.3 3.1 4.3 0.2 7.3 5.6
Number of Traders in Each Category Total Traders: 211
16 25 20 28 18 11 64 32 14 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 456,616
Positions
13,850 205,285 85,516 147,477 31,820 8,428 146,768 73,203 6,153 14,185 19,443 1,016 33,223 25,752
Changes from: March 5, 2013 Total Change is: 102,538
1,205 11,400 76,373 5,629 -1,142 4,632 9,157 475 3,110 313 2,852 473 1,646 4,365
Percent of Open Interest Represented by Each Category of Trader
3.0 45.0 18.7 32.3 7.0 1.8 32.1 16.0 1.3 3.1 4.3 0.2 7.3 5.6
Number of Traders in Each Category Total Traders: 211
16 25 20 28 18 11 64 32 14 20 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 421,685
Positions
66,170 67,623 33,040 149,365 157,427 18,918 108,344 97,719 13,338 5,380 13,619 455 26,675 19,546
Changes from: March 5, 2013 Total Change is: 42,935
-3,987 4,708 24,206 9,989 -3,682 -1,261 8,720 6,807 6,201 -868 929 145 -210 4,882
Percent of Open Interest Represented by Each Category of Trader
15.7 16.0 7.8 35.4 37.3 4.5 25.7 23.2 3.2 1.3 3.2 0.1 6.3 4.6
Number of Traders in Each Category Total Traders: 261
20 15 17 54 37 24 60 46 23 11 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 67,465
Positions
8,167 27,826 114 22,082 0 22 14,702 14,725 201 10,864 4,247 0 11,313 20,330
Changes from: March 5, 2013 Total Change is: -23,527
-57 12,545 -10,856 349 0 -336 -3,944 -3,863 -5,823 983 3,906 -4,254 411 -14,846
Percent of Open Interest Represented by Each Category of Trader
12.1 41.2 0.2 32.7 0.0 0.0 21.8 21.8 0.3 16.1 6.3 0.0 16.8 30.1
Number of Traders in Each Category Total Traders: 68
7 9 . 14 0 . 15 11 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 74,882
Positions
27,010 8,974 283 6,901 5,354 1,454 26,663 6,415 2 4,310 787 0 8,259 51,613
Changes from: March 5, 2013 Total Change is: -20,925
11,417 -12,830 -8,681 -1,870 625 1,008 -721 -3,044 -3,572 1,171 -2,800 0 -19,677 8,369
Percent of Open Interest Represented by Each Category of Trader
36.1 12.0 0.4 9.2 7.1 1.9 35.6 8.6 0.0 5.8 1.1 0.0 11.0 68.9
Number of Traders in Each Category Total Traders: 69
18 7 . 6 . . 22 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 107,707
Positions
12,154 49,422 16,787 33,415 16,893 4,290 27,844 10,072 7,126 0 0 0 6,091 3,117
Changes from: March 5, 2013 Total Change is: 17,655
-1,186 -634 14,549 -2,835 -2,395 332 -166 -1,121 5,965 -222 0 0 1,218 959
Percent of Open Interest Represented by Each Category of Trader
11.3 45.9 15.6 31.0 15.7 4.0 25.9 9.4 6.6 0.0 0.0 0.0 5.7 2.9
Number of Traders in Each Category Total Traders: 70
4 7 4 23 18 11 12 6 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 229,533
Positions
11,118 91,197 29,958 96,289 16,618 9,944 41,486 57,939 3,402 9,900 4,844 1,121 26,315 14,510
Changes from: March 5, 2013 Total Change is: 35,677
-5,576 506 25,377 7,942 -104 962 -1,456 -330 -478 831 101 367 7,708 9,276
Percent of Open Interest Represented by Each Category of Trader
4.8 39.7 13.1 41.9 7.2 4.3 18.1 25.2 1.5 4.3 2.1 0.5 11.5 6.3
Number of Traders in Each Category Total Traders: 145
14 21 10 42 14 20 23 11 7 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 641,985
Positions
17,510 64,255 10,054 264,080 194,731 65,773 118,955 92,508 13,122 25,030 26,899 18 127,443 174,625
Changes from: March 5, 2013 Total Change is: 351
10,462 -4,189 -15,159 -8,532 -4,065 4,164 6,453 6,682 -5,348 11,878 -1,554 18 -3,585 19,802
Percent of Open Interest Represented by Each Category of Trader
2.7 10.0 1.6 41.1 30.3 10.2 18.5 14.4 2.0 3.9 4.2 0.0 19.9 27.2
Number of Traders in Each Category Total Traders: 156
6 14 8 36 32 36 18 34 11 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 387,095
Positions
3,545 106,947 5,345 246,824 50,747 31,776 5,763 108,971 4,509 13,913 12,493 0 75,420 66,307
Changes from: March 5, 2013 Total Change is: -19,804
5 -6,867 -10,067 2,878 3,946 -2,452 229 13,334 -14,597 3,365 2,185 0 835 -5,286
Percent of Open Interest Represented by Each Category of Trader
0.9 27.6 1.4 63.8 13.1 8.2 1.5 28.2 1.2 3.6 3.2 0.0 19.5 17.1
Number of Traders in Each Category Total Traders: 65
. 9 5 29 9 16 . 11 6 . . 0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,023,851
Positions
89,422 124,919 17,277 202,483 195,215 62,573 328,912 426,234 46,133 127,546 50,155 18,754 130,751 82,591
Changes from: March 5, 2013 Total Change is: -52,644
-10,600 -24,568 -29,174 2,360 15,629 3,815 7,235 -13,629 -16,731 7,328 7,937 -3,486 -13,391 7,563
Percent of Open Interest Represented by Each Category of Trader
8.7 12.2 1.7 19.8 19.1 6.1 32.1 41.6 4.5 12.5 4.9 1.8 12.8 8.1
Number of Traders in Each Category Total Traders: 205
12 23 9 32 24 29 41 36 23 19 18 .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 52,174
Positions
13,464 22,851 7,682 0 335 115 26,110 16,284 2,992 70 0 344 1,397 1,571
Changes from: March 5, 2013 Total Change is: 1,138
-1,366 3,293 97 -115 285 115 2,310 -2,647 -83 35 0 125 20 -47
Percent of Open Interest Represented by Each Category of Trader
25.8 43.8 14.7 0.0 0.6 0.2 50.0 31.2 5.7 0.1 0.0 0.7 2.7 3.0
Number of Traders in Each Category Total Traders: 43
9 9 10 0 . . 8 14 11 . 0 .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,101,426
Positions
144,150 180,598 30,967 501,384 919,826 186,497 795,611 255,214 114,171 49,680 91,408 9,002 269,964 313,743
Changes from: March 5, 2013 Total Change is: -21,199
31,582 -57,869 -34,519 21,632 84,069 576 -4,591 17,069 -14,016 14,956 16,195 -1,286 -35,533 -31,418
Percent of Open Interest Represented by Each Category of Trader
6.9 8.6 1.5 23.9 43.8 8.9 37.9 12.1 5.4 2.4 4.3 0.4 12.8 14.9
Number of Traders in Each Category Total Traders: 301
22 41 14 24 70 54 50 63 42 7 23 7
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,660,322
Positions
368,214 135,294 18,041 528,212 488,893 105,469 285,683 518,367 46,300 84,884 92,459 9,652 213,867 245,847
Changes from: March 5, 2013 Total Change is: -123,220
-13,245 -37,815 -18,390 25,054 14,221 -6,215 -69,369 -64,937 -8,977 3,838 -9,145 -486 -35,430 8,524
Percent of Open Interest Represented by Each Category of Trader
22.2 8.1 1.1 31.8 29.4 6.4 17.2 31.2 2.8 5.1 5.6 0.6 12.9 14.8
Number of Traders in Each Category Total Traders: 203
13 25 10 31 38 34 35 41 21 7 13 .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 329,344
Positions
119,523 105,951 92,107 1,274 2,991 3,310 35,471 26,765 45,767 270 7,770 10,490 21,132 34,193
Changes from: March 5, 2013 Total Change is: 2,549
2,117 9,163 1,387 0 0 0 1,949 -5,344 -127 141 0 -132 -2,786 -2,398
Percent of Open Interest Represented by Each Category of Trader
36.3 32.2 28.0 0.4 0.9 1.0 10.8 8.1 13.9 0.1 2.4 3.2 6.4 10.4
Number of Traders in Each Category Total Traders: 70
15 22 25 . . . 13 11 18 . . .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,604,035
Positions
1,646,430 2,744,860 1,896,089 912,327 643,455 197,811 1,482,407 558,336 1,978,535 249,271 194,515 274,451 966,714 1,115,983
Changes from: March 5, 2013 Total Change is: 134,698
61,134 -48,908 44,444 21,334 60,538 4,892 -43,809 35,995 36,234 30,316 9,469 -6,993 -12,854 -973
Percent of Open Interest Represented by Each Category of Trader
17.1 28.6 19.7 9.5 6.7 2.1 15.4 5.8 20.6 2.6 2.0 2.9 10.1 11.6
Number of Traders in Each Category Total Traders: 245
35 38 66 8 10 17 64 38 82 12 18 22
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,261
Positions
7,756 2,592 0 40 802 1 2,125 5,724 1,144 160 866 0 35 132
Changes from: March 5, 2013 Total Change is: -1,411
-215 -51 0 -2 -5 0 -2,284 -2,504 1,132 -25 0 0 -17 17
Percent of Open Interest Represented by Each Category of Trader
68.9 23.0 0.0 0.4 7.1 0.0 18.9 50.8 10.2 1.4 7.7 0.0 0.3 1.2
Number of Traders in Each Category Total Traders: 24
. 5 0 . . . . 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 79,948
Positions
8,735 16,040 1,274 6,212 0 272 45,656 57,976 1,591 8,189 572 248 7,771 1,975
Changes from: March 5, 2013 Total Change is: 1,887
412 1,285 -394 1,301 -55 13 -2,438 -126 559 1,438 -34 246 750 393
Percent of Open Interest Represented by Each Category of Trader
10.9 20.1 1.6 7.8 0.0 0.3 57.1 72.5 2.0 10.2 0.7 0.3 9.7 2.5
Number of Traders in Each Category Total Traders: 137
5 . . 13 0 . 58 14 13 35 6 .
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 434,750
Positions
122,108 51,245 39,787 60,570 16,145 15,874 67,395 176,551 44,995 6,289 10,821 64,516 13,216 14,816
Changes from: March 5, 2013 Total Change is: 20,873
-2,834 5,622 4,852 8,085 2,059 2,865 9,252 1,399 5,386 -329 5,422 6,787 -13,191 -13,519
Percent of Open Interest Represented by Each Category of Trader
28.1 11.8 9.2 13.9 3.7 3.7 15.5 40.6 10.3 1.4 2.5 14.8 3.0 3.4
Number of Traders in Each Category Total Traders: 180
20 11 24 8 10 12 32 51 50 21 18 23
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Traders in Financial Futures - Futures Only Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,529
Positions
501 3,110 0 2,987 476 165 7,119 7,349 1,282 315 122 18 142 7
Changes from: March 5, 2013 Total Change is: -364
142 -249 0 -80 -49 -133 -317 -92 23 0 122 18 -17 -4
Percent of Open Interest Represented by Each Category of Trader
4.0 24.8 0.0 23.8 3.8 1.3 56.8 58.7 10.2 2.5 1.0 0.1 1.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 5 . . 5 4 . . . .
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Updated March 15, 2013