Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 160,847
Positions
83,192 4,514 880 16,924 19,989 281 16,644 90,397 6,447 9,507 2,496 92 26,880 35,751
Changes from: March 19, 2013 Total Change is: -148,123
-25,930 -55,202 -71,901 -42 623 100 -36,443 -16,004 -3,692 -9,800 808 73 -488 -2,928
Percent of Open Interest Represented by Each Category of Trader
51.7 2.8 0.5 10.5 12.4 0.2 10.3 56.2 4.0 5.9 1.6 0.1 16.7 22.2
Number of Traders in Each Category Total Traders: 84
8 5 4 5 5 4 17 29 6 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 49,575
Positions
31,044 8,817 47 0 1,874 0 8,828 18,403 286 1,631 0 0 7,739 20,148
Changes from: March 19, 2013 Total Change is: -1,005
1,739 11 44 0 -400 0 -2,795 -775 1 103 0 0 -97 114
Percent of Open Interest Represented by Each Category of Trader
62.6 17.8 0.1 0.0 3.8 0.0 17.8 37.1 0.6 3.3 0.0 0.0 15.6 40.6
Number of Traders in Each Category Total Traders: 41
8 5 . 0 . 0 9 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 214,636
Positions
107,795 4,068 231 21,025 27,433 763 33,962 124,052 4,436 31,286 9,629 0 15,138 44,024
Changes from: March 19, 2013 Total Change is: 2,119
2,545 -452 92 -207 -683 -5 -1,111 6,293 133 85 -610 0 587 -2,649
Percent of Open Interest Represented by Each Category of Trader
50.2 1.9 0.1 9.8 12.8 0.4 15.8 57.8 2.1 14.6 4.5 0.0 7.1 20.5
Number of Traders in Each Category Total Traders: 112
12 5 4 7 13 5 15 42 8 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 220,896
Positions
103,147 18,782 523 20,114 12,420 1,493 39,805 112,933 1,529 38,706 17,047 30 15,549 56,139
Changes from: March 19, 2013 Total Change is: 4,222
4,792 4,278 18 -392 -1,169 -30 -1,292 -3,142 238 1,809 3,329 19 -940 681
Percent of Open Interest Represented by Each Category of Trader
46.7 8.5 0.2 9.1 5.6 0.7 18.0 51.1 0.7 17.5 7.7 0.0 7.0 25.4
Number of Traders in Each Category Total Traders: 137
10 12 4 5 9 . 26 46 12 6 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 204,257
Positions
66,753 11,725 1,623 30,150 39,857 7,852 28,181 71,988 3,347 25,608 13,734 1,495 39,248 52,636
Changes from: March 19, 2013 Total Change is: 9,184
12,831 1,471 313 -397 6,476 -190 -7,662 -531 766 2,140 -614 369 1,014 1,124
Percent of Open Interest Represented by Each Category of Trader
32.7 5.7 0.8 14.8 19.5 3.8 13.8 35.2 1.6 12.5 6.7 0.7 19.2 25.8
Number of Traders in Each Category Total Traders: 166
21 13 6 16 20 11 13 49 12 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 202,150
Positions
15,838 81,605 213 3,337 40,237 890 145,900 53,821 814 492 2,148 256 34,410 22,166
Changes from: March 19, 2013 Total Change is: 43,343
-567 35,514 213 2,105 -1,310 0 40,222 8,815 254 -1,874 -844 256 2,734 445
Percent of Open Interest Represented by Each Category of Trader
7.8 40.4 0.1 1.7 19.9 0.4 72.2 26.6 0.4 0.2 1.1 0.1 17.0 11.0
Number of Traders in Each Category Total Traders: 96
5 15 . . 7 . 28 29 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 57,471
Positions
21,439 29,462 19,874 3,513 0 0 2,930 0 4,336 1,369 205 3,333 677 261
Changes from: March 19, 2013 Total Change is: -886
-96 -845 -3 -760 0 0 53 -104 1 0 -10 0 -81 75
Percent of Open Interest Represented by Each Category of Trader
37.3 51.3 34.6 6.1 0.0 0.0 5.1 0.0 7.5 2.4 0.4 5.8 1.2 0.5
Number of Traders in Each Category Total Traders: 26
6 10 11 . 0 0 6 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 172,805
Positions
3,981 93,200 0 10,094 503 0 133,951 72,567 880 11,629 3,446 109 12,161 2,100
Changes from: March 19, 2013 Total Change is: 16,524
24 21,044 0 -1,656 -150 0 16,283 -4,612 652 564 -451 100 557 -59
Percent of Open Interest Represented by Each Category of Trader
2.3 53.9 0.0 5.8 0.3 0.0 77.5 42.0 0.5 6.7 2.0 0.1 7.0 1.2
Number of Traders in Each Category Total Traders: 151
7 14 0 11 . 0 79 14 5 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,555
Positions
11,939 26,887 274 2,694 952 52 7,800 1,837 732 14,966 8,387 37 1,061 397
Changes from: March 19, 2013 Total Change is: -280
471 -391 -16 -498 349 -256 11 253 -102 335 0 -135 -90 18
Percent of Open Interest Represented by Each Category of Trader
30.2 68.0 0.7 6.8 2.4 0.1 19.7 4.6 1.9 37.8 21.2 0.1 2.7 1.0
Number of Traders in Each Category Total Traders: 36
5 6 . . . . 12 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,922
Positions
2,885 19,408 213 752 108 0 25,258 12,062 110 781 723 0 4,923 2,298
Changes from: March 19, 2013 Total Change is: 5,989
-405 5,548 213 30 0 0 4,126 320 -2 272 137 0 1,755 -227
Percent of Open Interest Represented by Each Category of Trader
8.3 55.6 0.6 2.2 0.3 0.0 72.3 34.5 0.3 2.2 2.1 0.0 14.1 6.6
Number of Traders in Each Category Total Traders: 64
5 9 . . . 0 21 18 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,859
Positions
8,876 32,921 213 4,879 275 342 29,359 10,749 345 2,870 2,548 0 8,977 8,468
Changes from: March 19, 2013 Total Change is: 2,185
2,077 763 23 -400 67 -129 211 1,105 50 -185 321 0 538 -15
Percent of Open Interest Represented by Each Category of Trader
15.9 58.9 0.4 8.7 0.5 0.6 52.6 19.2 0.6 5.1 4.6 0.0 16.1 15.2
Number of Traders in Each Category Total Traders: 107
16 17 . 4 . . 36 13 4 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 111,717
Positions
17,751 65,842 425 9,758 549 684 58,718 21,498 689 5,739 5,095 0 17,953 16,935
Changes from: March 19, 2013 Total Change is: 4,369
4,154 1,526 46 -799 134 -258 422 2,210 99 -370 642 0 1,075 -30
Percent of Open Interest Represented by Each Category of Trader
15.9 58.9 0.4 8.7 0.5 0.6 52.6 19.2 0.6 5.1 4.6 0.0 16.1 15.2
Number of Traders in Each Category Total Traders: 107
16 17 . 4 . . 36 13 4 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 745,524
Positions
40,923 210,112 25,834 343,814 129,925 58,537 108,150 184,654 15,202 44,814 31,208 4,676 103,572 85,375
Changes from: March 19, 2013 Total Change is: 21,521
3,487 1,595 4,265 8,210 -807 139 1,827 10,335 -4,330 1,225 425 483 6,215 9,416
Percent of Open Interest Represented by Each Category of Trader
5.5 28.2 3.5 46.1 17.4 7.9 14.5 24.8 2.0 6.0 4.2 0.6 13.9 11.5
Number of Traders in Each Category Total Traders: 562
34 42 21 125 49 57 99 111 67 52 50 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 159,612
Positions
14,294 56,243 1,689 61,850 29,672 10,087 10,435 13,229 384 9,532 8,254 2,233 49,108 37,821
Changes from: March 19, 2013 Total Change is: 4,612
3,827 -4,099 75 -1,624 1,076 360 596 -303 -276 1 -1,050 0 1,653 8,829
Percent of Open Interest Represented by Each Category of Trader
9.0 35.2 1.1 38.8 18.6 6.3 6.5 8.3 0.2 6.0 5.2 1.4 30.8 23.7
Number of Traders in Each Category Total Traders: 91
6 12 . 19 9 11 18 15 6 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,929,558
Positions
214,594 850,795 39,279 1,437,341 528,784 214,732 503,432 871,979 59,232 176,409 114,770 12,217 272,322 237,770
Changes from: March 19, 2013 Total Change is: 84,545
15,250 45,418 4,004 46,911 -11,671 1,155 -3,199 43,836 -10,920 6,120 7,374 2,415 22,809 2,934
Percent of Open Interest Represented by Each Category of Trader
7.3 29.0 1.3 49.1 18.0 7.3 17.2 29.8 2.0 6.0 3.9 0.4 9.3 8.1
Number of Traders in Each Category Total Traders: 533
32 41 18 117 44 52 97 108 61 46 48 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,716
Positions
3,857 57,618 1 57,893 47,609 1,639 39,240 5,140 974 1,589 2,235 0 12,523 2,500
Changes from: March 19, 2013 Total Change is: 3,131
758 2,674 1 -771 -663 15 1,659 565 692 1,000 -4 0 -223 -149
Percent of Open Interest Represented by Each Category of Trader
3.3 48.9 0.0 49.2 40.4 1.4 33.3 4.4 0.8 1.3 1.9 0.0 10.6 2.1
Number of Traders in Each Category Total Traders: 101
5 16 . 35 15 11 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 69,667
Positions
1,642 49,129 269 30,035 6,832 857 28,972 7,520 65 2,274 1,488 55 5,497 3,452
Changes from: March 19, 2013 Total Change is: 1,626
75 1,133 2 -1,708 -126 272 3,732 225 -275 -641 -289 0 168 683
Percent of Open Interest Represented by Each Category of Trader
2.4 70.5 0.4 43.1 9.8 1.2 41.6 10.8 0.1 3.3 2.1 0.1 7.9 5.0
Number of Traders in Each Category Total Traders: 208
13 23 . 27 19 11 66 29 8 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 348,334
Positions
8,211 245,646 1,345 150,177 34,159 4,286 144,862 37,599 323 11,370 7,440 276 27,484 17,260
Changes from: March 19, 2013 Total Change is: 8,129
377 5,666 12 -8,541 -628 1,361 18,658 1,124 -1,374 -3,205 -1,447 2 839 3,413
Percent of Open Interest Represented by Each Category of Trader
2.4 70.5 0.4 43.1 9.8 1.2 41.6 10.8 0.1 3.3 2.1 0.1 7.9 5.0
Number of Traders in Each Category Total Traders: 208
13 23 . 27 19 11 66 29 8 21 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 378,111
Positions
66,495 63,406 9,480 145,203 153,316 19,198 96,249 99,738 8,564 5,354 10,740 0 27,568 13,669
Changes from: March 19, 2013 Total Change is: 3,817
1,058 -284 1,595 -3,225 -428 141 1,583 -323 652 181 1,537 0 1,832 927
Percent of Open Interest Represented by Each Category of Trader
17.6 16.8 2.5 38.4 40.5 5.1 25.5 26.4 2.3 1.4 2.8 0.0 7.3 3.6
Number of Traders in Each Category Total Traders: 254
17 18 . 53 37 23 56 45 13 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 67,841
Positions
7,053 27,752 127 24,204 0 129 14,020 14,210 0 12,485 4,508 0 9,823 21,115
Changes from: March 19, 2013 Total Change is: 4,168
-262 821 -33 1,907 0 0 1,624 1,455 0 537 16 0 395 1,909
Percent of Open Interest Represented by Each Category of Trader
10.4 40.9 0.2 35.7 0.0 0.2 20.7 20.9 0.0 18.4 6.6 0.0 14.5 31.1
Number of Traders in Each Category Total Traders: 69
4 12 . 14 0 . 15 11 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 70,516
Positions
24,299 12,182 1,328 8,394 5,618 1,538 24,495 3,841 34 2,890 2,717 0 7,538 43,258
Changes from: March 19, 2013 Total Change is: 596
1,277 645 27 499 341 3 -573 -1,918 32 -73 1,512 0 -596 -46
Percent of Open Interest Represented by Each Category of Trader
34.5 17.3 1.9 11.9 8.0 2.2 34.7 5.4 0.0 4.1 3.9 0.0 10.7 61.3
Number of Traders in Each Category Total Traders: 79
17 12 4 10 . . 23 . . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 89,869
Positions
12,860 41,421 4,802 33,746 16,647 4,337 26,962 18,636 663 212 0 0 6,287 3,363
Changes from: March 19, 2013 Total Change is: 4,417
2,047 1,079 0 -356 -363 192 1,306 2,645 82 0 0 0 1,146 782
Percent of Open Interest Represented by Each Category of Trader
14.3 46.1 5.3 37.6 18.5 4.8 30.0 20.7 0.7 0.2 0.0 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 73
4 7 . 24 18 11 12 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 194,620
Positions
8,193 97,669 2,410 108,044 16,511 9,014 41,083 58,913 394 10,197 4,737 644 14,641 4,328
Changes from: March 19, 2013 Total Change is: 3,576
1,018 118 -8 2,868 -601 -50 489 2,476 -6 -6 1,112 92 -821 443
Percent of Open Interest Represented by Each Category of Trader
4.2 50.2 1.2 55.5 8.5 4.6 21.1 30.3 0.2 5.2 2.4 0.3 7.5 2.2
Number of Traders in Each Category Total Traders: 143
13 20 5 45 15 22 24 7 4 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 620,347
Positions
3,657 92,875 5,035 271,648 200,709 65,724 120,439 53,667 10,692 14,673 32,948 18 128,461 158,679
Changes from: March 19, 2013 Total Change is: 7,637
-5,326 6,513 80 9,406 13,253 -1,002 -3,210 -18,972 1,909 2,107 6,164 0 3,673 -308
Percent of Open Interest Represented by Each Category of Trader
0.6 15.0 0.8 43.8 32.4 10.6 19.4 8.7 1.7 2.4 5.3 0.0 20.7 25.6
Number of Traders in Each Category Total Traders: 157
4 20 4 35 27 30 30 26 11 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 377,536
Positions
3,546 99,367 566 243,433 45,084 31,395 5,522 119,104 5,214 14,624 14,450 0 73,236 62,356
Changes from: March 19, 2013 Total Change is: -3,797
1 -11,289 142 -3,975 -2,155 -2,654 25 6,544 292 2,390 -10 0 -18 5,333
Percent of Open Interest Represented by Each Category of Trader
0.9 26.3 0.1 64.5 11.9 8.3 1.5 31.5 1.4 3.9 3.8 0.0 19.4 16.5
Number of Traders in Each Category Total Traders: 68
. 11 5 28 9 16 . 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 942,861
Positions
54,034 141,536 4,653 171,366 256,902 73,463 311,203 284,210 36,110 140,089 48,528 20,282 131,661 77,177
Changes from: March 19, 2013 Total Change is: 5,692
5,128 7,416 966 -23,752 34,559 14,195 -10,479 -46,873 -3,507 18,296 873 -108 4,953 -1,829
Percent of Open Interest Represented by Each Category of Trader
5.7 15.0 0.5 18.2 27.2 7.8 33.0 30.1 3.8 14.9 5.1 2.2 14.0 8.2
Number of Traders in Each Category Total Traders: 205
9 24 7 30 29 29 44 31 21 20 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 53,878
Positions
14,936 22,529 9,176 0 334 115 23,732 15,696 4,089 35 0 304 1,491 1,635
Changes from: March 19, 2013 Total Change is: 1,259
-314 216 908 0 -1 0 464 -95 493 -16 0 5 -281 -267
Percent of Open Interest Represented by Each Category of Trader
27.7 41.8 17.0 0.0 0.6 0.2 44.0 29.1 7.6 0.1 0.0 0.6 2.8 3.0
Number of Traders in Each Category Total Traders: 45
8 10 12 0 . . 9 15 12 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,176,645
Positions
115,207 264,573 48,822 538,275 864,172 210,067 816,064 259,835 75,177 75,587 92,413 11,284 286,162 350,302
Changes from: March 19, 2013 Total Change is: 68,412
7,457 54,173 13,177 -11,485 -1,635 7,532 29,637 -23,751 8,664 22,919 -5,636 -651 -8,838 16,539
Percent of Open Interest Represented by Each Category of Trader
5.3 12.2 2.2 24.7 39.7 9.7 37.5 11.9 3.5 3.5 4.2 0.5 13.1 16.1
Number of Traders in Each Category Total Traders: 295
17 45 15 25 66 52 59 53 36 9 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,781,608
Positions
334,529 172,418 26,945 626,017 517,390 110,953 328,918 535,170 33,002 79,325 123,146 12,856 229,063 249,728
Changes from: March 19, 2013 Total Change is: 91,414
-52,390 25,601 5,037 99,932 20,854 6,307 22,703 594 -137 -765 23,454 2,103 8,624 7,601
Percent of Open Interest Represented by Each Category of Trader
18.8 9.7 1.5 35.1 29.0 6.2 18.5 30.0 1.9 4.5 6.9 0.7 12.9 14.0
Number of Traders in Each Category Total Traders: 215
14 28 8 29 40 34 37 46 19 6 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 374,071
Positions
112,907 129,622 113,102 0 2,991 3,310 60,237 24,545 47,714 4,286 8,284 11,857 20,658 32,646
Changes from: March 19, 2013 Total Change is: 23,765
-3,965 11,004 10,556 -1,274 0 0 13,760 -494 2,364 3,996 514 1,114 -2,786 -1,293
Percent of Open Interest Represented by Each Category of Trader
30.2 34.7 30.2 0.0 0.8 0.9 16.1 6.6 12.8 1.1 2.2 3.2 5.5 8.7
Number of Traders in Each Category Total Traders: 75
16 21 27 0 . . 20 8 20 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,072,452
Positions
1,860,460 2,501,079 1,682,993 945,024 827,511 231,149 1,044,039 473,969 1,925,402 193,173 173,006 239,138 951,074 1,018,205
Changes from: March 19, 2013 Total Change is: 122,842
179,055 41,322 62,191 -16,053 79,682 33,081 -206,722 -25,336 33,815 40,646 19,780 -36,039 32,868 -85,654
Percent of Open Interest Represented by Each Category of Trader
20.5 27.6 18.6 10.4 9.1 2.5 11.5 5.2 21.2 2.1 1.9 2.6 10.5 11.2
Number of Traders in Each Category Total Traders: 228
30 43 65 12 7 19 52 37 74 7 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,614
Positions
7,058 2,085 0 38 782 1 1,325 4,698 21 140 866 0 31 161
Changes from: March 19, 2013 Total Change is: -33
5 -18 0 0 -20 0 -31 -50 4 0 0 0 -11 51
Percent of Open Interest Represented by Each Category of Trader
81.9 24.2 0.0 0.4 9.1 0.0 15.4 54.5 0.2 1.6 10.1 0.0 0.4 1.9
Number of Traders in Each Category Total Traders: 21
. . 0 . . . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 16,453
Positions
11,046 1,202 0 589 4,230 86 4,684 9,051 0 0 1,853 0 48 31
Changes from: March 19, 2013 Total Change is: 2,382
1,819 0 0 63 622 50 429 2,189 0 0 -470 0 21 -9
Percent of Open Interest Represented by Each Category of Trader
67.1 7.3 0.0 3.6 25.7 0.5 28.5 55.0 0.0 0.0 11.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 24
4 . 0 . . . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 3,100
Positions
2,661 1,145 0 0 975 39 324 621 0 0 300 0 76 20
Changes from: March 19, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
85.8 36.9 0.0 0.0 31.5 1.3 10.5 20.0 0.0 0.0 9.7 0.0 2.5 0.6
Number of Traders in Each Category Total Traders: 21
. . 0 0 4 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 83,063
Positions
9,398 31,823 1,201 6,012 100 281 52,442 45,706 1,234 6,288 1,558 1 6,206 1,159
Changes from: March 19, 2013 Total Change is: -2,630
58 -259 0 283 -19 9 -2,060 -3,519 425 -567 741 1 -779 -9
Percent of Open Interest Represented by Each Category of Trader
11.3 38.3 1.4 7.2 0.1 0.3 63.1 55.0 1.5 7.6 1.9 0.0 7.5 1.4
Number of Traders in Each Category Total Traders: 122
5 4 . 12 . . 54 12 5 28 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 409,747
Positions
105,544 41,309 35,628 67,185 15,080 14,414 61,509 163,934 39,642 5,867 15,883 53,570 26,388 30,287
Changes from: March 19, 2013 Total Change is: -53,685
-18,502 -16,484 -11,191 7,817 -925 1,656 -1,636 -95 -14,806 -563 3,958 -11,332 -5,128 -4,466
Percent of Open Interest Represented by Each Category of Trader
25.8 10.1 8.7 16.4 3.7 3.5 15.0 40.0 9.7 1.4 3.9 13.1 6.4 7.4
Number of Traders in Each Category Total Traders: 172
17 12 19 8 7 11 36 43 44 17 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,689
Positions
168 3,550 0 2,602 456 233 1,865 1,538 908 315 0 0 598 4
Changes from: March 19, 2013 Total Change is: -5,926
23 -4,395 0 -200 40 -27 -5,975 -1,544 0 -54 0 0 307 0
Percent of Open Interest Represented by Each Category of Trader
2.5 53.1 0.0 38.9 6.8 3.5 27.9 23.0 13.6 4.7 0.0 0.0 8.9 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 . . . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 29, 2013