Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 308,970
Positions
109,122 59,716 72,781 16,966 19,366 181 53,087 106,401 10,139 19,307 1,688 19 27,368 38,679
Changes from: March 12, 2013 Total Change is: 59,820
5,702 -2,565 48,451 -1,170 -369 -51 5,993 14,750 910 -933 733 -353 1,271 -1,686
Percent of Open Interest Represented by Each Category of Trader
35.3 19.3 23.6 5.5 6.3 0.1 17.2 34.4 3.3 6.2 0.5 0.0 8.9 12.5
Number of Traders in Each Category Total Traders: 95
13 8 10 5 4 . 16 34 8 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 50,580
Positions
29,305 8,806 3 0 2,274 0 11,623 19,178 285 1,528 0 0 7,836 20,034
Changes from: March 12, 2013 Total Change is: -18,828
-3,885 -8,688 -2,473 0 378 0 -3,872 1,653 -6,491 0 -611 0 -2,107 -2,596
Percent of Open Interest Represented by Each Category of Trader
57.9 17.4 0.0 0.0 4.5 0.0 23.0 37.9 0.6 3.0 0.0 0.0 15.5 39.6
Number of Traders in Each Category Total Traders: 42
7 5 . 0 4 0 10 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 212,517
Positions
105,250 4,520 139 21,232 28,116 768 35,073 117,759 4,303 31,201 10,239 0 14,551 46,673
Changes from: March 12, 2013 Total Change is: -84,613
-48,646 -21,668 -31,467 438 463 -114 11,702 23,073 -20,246 27,397 -10,415 -18,664 -5,013 -5,575
Percent of Open Interest Represented by Each Category of Trader
49.5 2.1 0.1 10.0 13.2 0.4 16.5 55.4 2.0 14.7 4.8 0.0 6.8 22.0
Number of Traders in Each Category Total Traders: 112
11 5 . 8 14 5 14 41 9 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 216,674
Positions
98,355 14,504 505 20,506 13,589 1,523 41,097 116,075 1,291 36,897 13,718 11 16,489 55,458
Changes from: March 12, 2013 Total Change is: -71,800
-39,467 -2,588 -13,543 31 364 -121 8,828 -26,134 -23,677 2,081 964 -2,624 -3,308 -4,441
Percent of Open Interest Represented by Each Category of Trader
45.4 6.7 0.2 9.5 6.3 0.7 19.0 53.6 0.6 17.0 6.3 0.0 7.6 25.6
Number of Traders in Each Category Total Traders: 126
10 9 . 5 9 . 21 44 9 6 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 195,073
Positions
53,922 10,254 1,310 30,547 33,381 8,042 35,843 72,519 2,581 23,468 14,348 1,126 38,234 51,512
Changes from: March 12, 2013 Total Change is: -18,040
7,188 -13,423 -8,275 -6,868 2,800 4,052 -8,457 3,973 -2,846 5,781 2,149 -3,819 -4,796 -2,651
Percent of Open Interest Represented by Each Category of Trader
27.6 5.3 0.7 15.7 17.1 4.1 18.4 37.2 1.3 12.0 7.4 0.6 19.6 26.4
Number of Traders in Each Category Total Traders: 168
19 12 7 16 22 12 13 50 10 13 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 158,807
Positions
16,405 46,091 0 1,232 41,547 890 105,678 45,006 560 2,366 2,992 0 31,676 21,721
Changes from: March 12, 2013 Total Change is: -24,288
-17,770 17,994 -26,924 512 -1,650 -395 18,784 -3,503 -1,247 -1,318 -2,723 -687 4,757 -5,153
Percent of Open Interest Represented by Each Category of Trader
10.3 29.0 0.0 0.8 26.2 0.6 66.5 28.3 0.4 1.5 1.9 0.0 19.9 13.7
Number of Traders in Each Category Total Traders: 85
5 11 0 . 7 . 21 29 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,357
Positions
21,535 30,307 19,877 4,273 0 0 2,877 104 4,335 1,369 215 3,333 758 186
Changes from: March 12, 2013 Total Change is: -4,485
205 -2,208 -1,814 667 0 0 -1,928 104 -309 -1,400 5 0 94 -263
Percent of Open Interest Represented by Each Category of Trader
36.9 51.9 34.1 7.3 0.0 0.0 4.9 0.2 7.4 2.3 0.4 5.7 1.3 0.3
Number of Traders in Each Category Total Traders: 26
6 10 11 . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 156,281
Positions
3,957 72,156 0 11,750 653 0 117,668 77,179 228 11,065 3,897 9 11,604 2,159
Changes from: March 12, 2013 Total Change is: -36,483
-6,972 -23,531 -568 1,241 150 0 13,485 10,998 -24,060 -19,536 1,077 -175 102 -374
Percent of Open Interest Represented by Each Category of Trader
2.5 46.2 0.0 7.5 0.4 0.0 75.3 49.4 0.1 7.1 2.5 0.0 7.4 1.4
Number of Traders in Each Category Total Traders: 142
7 10 0 11 . 0 74 14 . 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,835
Positions
11,468 27,278 290 3,192 603 308 7,789 1,584 834 14,631 8,387 172 1,151 379
Changes from: March 12, 2013 Total Change is: 3,891
2,976 3,073 16 -1,090 503 0 68 350 -60 1,955 0 0 26 9
Percent of Open Interest Represented by Each Category of Trader
28.8 68.5 0.7 8.0 1.5 0.8 19.6 4.0 2.1 36.7 21.1 0.4 2.9 1.0
Number of Traders in Each Category Total Traders: 36
5 6 . . . . 13 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,933
Positions
3,290 13,860 0 722 108 0 21,132 11,742 112 509 586 0 3,168 2,525
Changes from: March 12, 2013 Total Change is: -3,880
-316 -3,104 -1,015 -22 0 -24 -776 4,112 -1,097 34 -2,526 0 -664 -226
Percent of Open Interest Represented by Each Category of Trader
11.4 47.9 0.0 2.5 0.4 0.0 73.0 40.6 0.4 1.8 2.0 0.0 10.9 8.7
Number of Traders in Each Category Total Traders: 52
6 4 0 . . 0 13 19 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,674
Positions
6,799 32,158 190 5,279 208 471 29,148 9,644 295 3,055 2,227 0 8,439 8,483
Changes from: March 12, 2013 Total Change is: -49,027
-6,814 -10 -36,366 -1,629 195 10 1,764 -3,675 -2,659 609 147 -371 -3,571 -6,298
Percent of Open Interest Represented by Each Category of Trader
12.7 59.9 0.4 9.8 0.4 0.9 54.3 18.0 0.5 5.7 4.1 0.0 15.7 15.8
Number of Traders in Each Category Total Traders: 107
15 17 . 5 . . 34 12 5 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 107,348
Positions
13,597 64,316 379 10,557 415 942 58,296 19,288 590 6,109 4,453 0 16,878 16,965
Changes from: March 12, 2013 Total Change is: -56,361
-19,825 -7,215 -33,686 -258 389 20 649 -9,508 -254 1,217 294 -241 -3,983 -6,160
Percent of Open Interest Represented by Each Category of Trader
12.7 59.9 0.4 9.8 0.4 0.9 54.3 18.0 0.5 5.7 4.1 0.0 15.7 15.8
Number of Traders in Each Category Total Traders: 107
15 17 . 5 . . 34 12 5 9 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 724,003
Positions
37,436 208,517 21,569 335,604 130,731 58,398 106,324 174,319 19,532 43,589 30,783 4,193 97,358 75,959
Changes from: March 12, 2013 Total Change is: -293,097
-14,377 11,861 -160,395 15,581 2,239 -14,481 -19,760 -31,802 -39,107 -4,445 -3,449 -10,876 -45,238 -47,087
Percent of Open Interest Represented by Each Category of Trader
5.2 28.8 3.0 46.4 18.1 8.1 14.7 24.1 2.7 6.0 4.3 0.6 13.4 10.5
Number of Traders in Each Category Total Traders: 535
30 42 15 121 51 57 89 107 62 48 47 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 155,000
Positions
10,467 60,342 1,614 63,474 28,596 9,727 9,839 13,532 660 9,531 9,304 2,233 47,455 28,992
Changes from: March 12, 2013 Total Change is: -102,778
-47,032 -13,791 -24,938 -1,791 -633 -2,033 -8,958 -19,600 -2,297 -2,229 -2,244 -2,838 -10,662 -34,404
Percent of Open Interest Represented by Each Category of Trader
6.8 38.9 1.0 41.0 18.4 6.3 6.3 8.7 0.4 6.1 6.0 1.4 30.6 18.7
Number of Traders in Each Category Total Traders: 86
5 12 . 19 9 11 16 15 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,845,013
Positions
199,344 805,377 35,275 1,390,430 540,455 213,577 506,631 828,143 70,152 170,289 107,396 9,802 249,513 234,836
Changes from: March 12, 2013 Total Change is: -951,596
-95,018 -130,035 -418,990 82,935 10,432 -58,312 -124,574 -131,572 -113,486 -44,859 -39,807 -6,410 -172,882 -63,416
Percent of Open Interest Represented by Each Category of Trader
7.0 28.3 1.2 48.9 19.0 7.5 17.8 29.1 2.5 6.0 3.8 0.3 8.8 8.3
Number of Traders in Each Category Total Traders: 507
27 41 14 111 47 51 89 103 56 43 46 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 114,585
Positions
3,099 54,944 0 58,664 48,272 1,624 37,581 4,575 282 589 2,239 0 12,746 2,649
Changes from: March 12, 2013 Total Change is: -23,894
-884 -1,416 -16,178 -763 1,034 -426 -3,126 -3,398 -2,409 -271 0 0 163 -1,101
Percent of Open Interest Represented by Each Category of Trader
2.7 48.0 0.0 51.2 42.1 1.4 32.8 4.0 0.2 0.5 2.0 0.0 11.1 2.3
Number of Traders in Each Category Total Traders: 97
5 15 0 37 15 11 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,041
Positions
1,567 47,996 267 31,744 6,957 585 25,241 7,295 339 2,915 1,777 55 5,329 2,769
Changes from: March 12, 2013 Total Change is: -23,282
-1,203 6,939 -16,837 2,248 593 -1,101 -4,113 -7,346 -891 78 -2,111 -148 -1,316 -2,381
Percent of Open Interest Represented by Each Category of Trader
2.3 70.5 0.4 46.7 10.2 0.9 37.1 10.7 0.5 4.3 2.6 0.1 7.8 4.1
Number of Traders in Each Category Total Traders: 209
15 22 . 28 19 9 63 31 12 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 340,205
Positions
7,834 239,980 1,333 158,718 34,787 2,925 126,204 36,475 1,697 14,575 8,887 274 26,645 13,847
Changes from: March 12, 2013 Total Change is: -116,411
-6,016 34,695 -84,183 11,241 2,967 -5,503 -20,564 -36,728 -4,456 390 -10,556 -742 -6,578 -11,905
Percent of Open Interest Represented by Each Category of Trader
2.3 70.5 0.4 46.7 10.2 0.9 37.1 10.7 0.5 4.3 2.6 0.1 7.8 4.1
Number of Traders in Each Category Total Traders: 209
15 22 . 28 19 9 63 31 12 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 374,294
Positions
65,437 63,690 7,885 148,428 153,744 19,057 94,666 100,061 7,912 5,173 9,203 0 25,736 12,742
Changes from: March 12, 2013 Total Change is: -47,391
-733 -3,933 -25,155 -937 -3,683 139 -13,678 2,342 -5,426 -207 -4,416 -455 -939 -6,804
Percent of Open Interest Represented by Each Category of Trader
17.5 17.0 2.1 39.7 41.1 5.1 25.3 26.7 2.1 1.4 2.5 0.0 6.9 3.4
Number of Traders in Each Category Total Traders: 251
18 15 . 55 37 24 58 43 12 11 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 63,673
Positions
7,315 26,931 160 22,297 0 129 12,396 12,755 0 11,948 4,492 0 9,428 19,206
Changes from: March 12, 2013 Total Change is: -3,792
-852 -895 46 215 0 107 -2,306 -1,970 -201 1,084 245 0 -1,885 -1,124
Percent of Open Interest Represented by Each Category of Trader
11.5 42.3 0.3 35.0 0.0 0.2 19.5 20.0 0.0 18.8 7.1 0.0 14.8 30.2
Number of Traders in Each Category Total Traders: 66
5 11 . 14 0 . 14 9 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 69,920
Positions
23,022 11,537 1,301 7,895 5,277 1,535 25,068 5,759 2 2,963 1,205 0 8,134 43,304
Changes from: March 12, 2013 Total Change is: -4,962
-3,988 2,563 1,018 994 -77 81 -1,595 -656 0 -1,347 418 0 -125 -8,309
Percent of Open Interest Represented by Each Category of Trader
32.9 16.5 1.9 11.3 7.5 2.2 35.9 8.2 0.0 4.2 1.7 0.0 11.6 61.9
Number of Traders in Each Category Total Traders: 81
18 11 4 8 . . 24 7 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 85,452
Positions
10,813 40,342 4,802 34,102 17,010 4,145 25,656 15,991 581 212 0 0 5,141 2,581
Changes from: March 12, 2013 Total Change is: -22,255
-1,341 -9,080 -11,985 687 117 -145 -2,188 5,919 -6,545 212 0 0 -950 -536
Percent of Open Interest Represented by Each Category of Trader
12.7 47.2 5.6 39.9 19.9 4.9 30.0 18.7 0.7 0.2 0.0 0.0 6.0 3.0
Number of Traders in Each Category Total Traders: 69
4 6 . 24 18 11 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 191,044
Positions
7,175 97,551 2,418 105,176 17,112 9,064 40,594 56,437 400 10,203 3,625 552 15,462 3,885
Changes from: March 12, 2013 Total Change is: -38,489
-3,943 6,354 -27,540 8,887 494 -880 -892 -1,502 -3,002 303 -1,219 -569 -10,853 -10,625
Percent of Open Interest Represented by Each Category of Trader
3.8 51.1 1.3 55.1 9.0 4.7 21.2 29.5 0.2 5.3 1.9 0.3 8.1 2.0
Number of Traders in Each Category Total Traders: 142
11 20 . 44 15 20 24 9 5 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 612,710
Positions
8,983 86,362 4,955 262,242 187,456 66,726 123,649 72,639 8,783 12,566 26,784 18 124,788 158,987
Changes from: March 12, 2013 Total Change is: -29,275
-8,527 22,107 -5,099 -1,838 -7,275 953 4,694 -19,869 -4,339 -12,464 -115 0 -2,655 -15,638
Percent of Open Interest Represented by Each Category of Trader
1.5 14.1 0.8 42.8 30.6 10.9 20.2 11.9 1.4 2.1 4.4 0.0 20.4 25.9
Number of Traders in Each Category Total Traders: 160
6 18 . 38 27 33 27 32 10 . 9 .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 381,333
Positions
3,545 110,656 424 247,408 47,239 34,049 5,497 112,560 4,922 12,234 14,460 0 73,254 57,023
Changes from: March 12, 2013 Total Change is: -5,762
0 3,709 -4,921 584 -3,508 2,273 -266 3,589 413 -1,679 1,967 0 -2,166 -9,284
Percent of Open Interest Represented by Each Category of Trader
0.9 29.0 0.1 64.9 12.4 8.9 1.4 29.5 1.3 3.2 3.8 0.0 19.2 15.0
Number of Traders in Each Category Total Traders: 68
. 11 4 29 9 17 . 12 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 937,169
Positions
48,906 134,120 3,687 195,118 222,343 59,268 321,682 331,083 39,617 121,793 47,655 20,390 126,708 79,006
Changes from: March 12, 2013 Total Change is: -86,682
-40,516 9,201 -13,590 -7,365 27,128 -3,305 -7,230 -95,151 -6,516 -5,753 -2,500 1,636 -4,043 -3,585
Percent of Open Interest Represented by Each Category of Trader
5.2 14.3 0.4 20.8 23.7 6.3 34.3 35.3 4.2 13.0 5.1 2.2 13.5 8.4
Number of Traders in Each Category Total Traders: 206
14 23 6 31 26 29 43 31 23 21 17 4
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 52,619
Positions
15,250 22,313 8,268 0 335 115 23,268 15,791 3,596 51 0 299 1,772 1,902
Changes from: March 12, 2013 Total Change is: 445
1,786 -538 586 0 0 0 -2,842 -493 604 -19 0 -45 375 331
Percent of Open Interest Represented by Each Category of Trader
29.0 42.4 15.7 0.0 0.6 0.2 44.2 30.0 6.8 0.1 0.0 0.6 3.4 3.6
Number of Traders in Each Category Total Traders: 43
10 8 10 0 . . 8 14 11 . 0 .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,108,233
Positions
107,750 210,400 35,645 549,760 865,807 202,535 786,427 283,586 66,513 52,668 98,049 11,935 295,000 333,763
Changes from: March 12, 2013 Total Change is: 6,807
-36,400 29,802 4,678 48,376 -54,019 16,038 -9,184 28,372 -47,658 2,988 6,641 2,933 25,036 20,020
Percent of Open Interest Represented by Each Category of Trader
5.1 10.0 1.7 26.1 41.1 9.6 37.3 13.5 3.2 2.5 4.7 0.6 14.0 15.8
Number of Traders in Each Category Total Traders: 300
24 37 12 28 64 54 56 58 38 10 22 7
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,690,194
Positions
386,919 146,817 21,908 526,085 496,536 104,646 306,215 534,576 33,139 80,090 99,692 10,753 220,439 242,127
Changes from: March 12, 2013 Total Change is: 29,872
18,705 11,523 3,867 -2,127 7,643 -823 20,532 16,209 -13,161 -4,794 7,233 1,101 6,572 -3,720
Percent of Open Interest Represented by Each Category of Trader
22.9 8.7 1.3 31.1 29.4 6.2 18.1 31.6 2.0 4.7 5.9 0.6 13.0 14.3
Number of Traders in Each Category Total Traders: 204
13 26 7 30 38 35 33 45 21 5 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 350,306
Positions
116,872 118,618 102,546 1,274 2,991 3,310 46,477 25,039 45,350 290 7,770 10,743 23,444 33,939
Changes from: March 12, 2013 Total Change is: 20,962
-2,651 12,667 10,439 0 0 0 11,006 -1,726 -417 20 0 253 2,312 -254
Percent of Open Interest Represented by Each Category of Trader
33.4 33.9 29.3 0.4 0.9 0.9 13.3 7.1 12.9 0.1 2.2 3.1 6.7 9.7
Number of Traders in Each Category Total Traders: 69
16 20 26 . . . 17 7 19 . . .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,949,610
Positions
1,681,405 2,459,757 1,620,802 961,077 747,829 198,068 1,250,761 499,305 1,891,587 152,527 153,226 275,177 918,206 1,103,859
Changes from: March 12, 2013 Total Change is: -654,425
34,975 -285,103 -275,287 48,750 104,374 257 -231,646 -59,031 -86,948 -96,744 -41,289 726 -48,508 -12,124
Percent of Open Interest Represented by Each Category of Trader
18.8 27.5 18.1 10.7 8.4 2.2 14.0 5.6 21.1 1.7 1.7 3.1 10.3 12.3
Number of Traders in Each Category Total Traders: 233
28 42 63 8 8 18 53 42 76 11 19 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,647
Positions
7,053 2,103 0 38 802 1 1,356 4,748 17 140 866 0 42 110
Changes from: March 12, 2013 Total Change is: -2,614
-703 -489 0 -2 0 0 -769 -976 -1,127 -20 0 0 7 -22
Percent of Open Interest Represented by Each Category of Trader
81.6 24.3 0.0 0.4 9.3 0.0 15.7 54.9 0.2 1.6 10.0 0.0 0.5 1.3
Number of Traders in Each Category Total Traders: 22
. . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 14,071
Positions
9,227 1,202 0 526 3,608 36 4,255 6,862 0 0 2,323 0 27 40
Changes from: March 12, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.6 8.5 0.0 3.7 25.6 0.3 30.2 48.8 0.0 0.0 16.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 23
5 . 0 . . . . 4 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 85,693
Positions
9,340 32,082 1,201 5,729 119 272 54,502 49,225 809 6,855 817 0 6,985 1,168
Changes from: March 12, 2013 Total Change is: 5,745
605 16,042 -73 -483 119 0 8,846 -8,751 -782 -1,334 245 -248 -786 -807
Percent of Open Interest Represented by Each Category of Trader
10.9 37.4 1.4 6.7 0.1 0.3 63.6 57.4 0.9 8.0 1.0 0.0 8.2 1.4
Number of Traders in Each Category Total Traders: 124
5 . . 12 . . 56 12 4 28 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 463,432
Positions
124,046 57,793 46,819 59,368 16,005 12,758 63,145 164,029 54,448 6,430 11,925 64,902 31,516 34,753
Changes from: March 12, 2013 Total Change is: 28,682
1,938 6,548 7,032 -1,202 -140 -3,116 -4,250 -12,522 9,453 141 1,104 386 18,300 19,937
Percent of Open Interest Represented by Each Category of Trader
26.8 12.5 10.1 12.8 3.5 2.8 13.6 35.4 11.7 1.4 2.6 14.0 6.8 7.5
Number of Traders in Each Category Total Traders: 182
22 11 23 8 9 8 34 51 51 18 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,615
Positions
145 7,945 0 2,802 416 260 7,840 3,082 908 369 0 0 291 4
Changes from: March 12, 2013 Total Change is: 86
-356 4,835 0 -185 -60 95 721 -4,267 -374 54 -122 -18 149 -3
Percent of Open Interest Represented by Each Category of Trader
1.1 63.0 0.0 22.2 3.3 2.1 62.1 24.4 7.2 2.9 0.0 0.0 2.3 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . 0 0
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Updated March 22, 2013