Traders in Financial Futures - Futures Only Positions as of April 2, 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 163,150
Positions
83,572 4,506 903 16,931 20,193 359 16,266 93,606 7,981 9,857 1,740 19 27,262 33,843
Changes from: March 26, 2013 Total Change is: 2,303
380 -8 23 7 204 78 -378 3,209 1,534 350 -756 -73 382 -1,908
Percent of Open Interest Represented by Each Category of Trader
51.2 2.8 0.6 10.4 12.4 0.2 10.0 57.4 4.9 6.0 1.1 0.0 16.7 20.7
Number of Traders in Each Category Total Traders: 88
9 5 5 5 5 . 20 30 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 51,473
Positions
32,105 8,813 37 0 1,904 0 9,809 19,487 248 1,938 0 0 7,336 20,984
Changes from: March 26, 2013 Total Change is: 1,898
1,061 -4 -10 0 30 0 981 1,084 -38 307 0 0 -403 836
Percent of Open Interest Represented by Each Category of Trader
62.4 17.1 0.1 0.0 3.7 0.0 19.1 37.9 0.5 3.8 0.0 0.0 14.3 40.8
Number of Traders in Each Category Total Traders: 40
8 4 . 0 . 0 9 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 208,425
Positions
105,358 3,496 724 19,908 28,285 785 29,218 111,460 4,248 32,065 10,465 0 16,119 48,962
Changes from: March 26, 2013 Total Change is: -6,211
-2,437 -572 493 -1,117 852 22 -4,744 -12,592 -188 779 836 0 981 4,938
Percent of Open Interest Represented by Each Category of Trader
50.5 1.7 0.3 9.6 13.6 0.4 14.0 53.5 2.0 15.4 5.0 0.0 7.7 23.5
Number of Traders in Each Category Total Traders: 114
13 4 4 6 13 5 13 47 7 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 213,997
Positions
99,836 25,297 834 20,290 12,387 1,592 39,944 103,518 1,699 36,180 16,778 14 13,608 51,878
Changes from: March 26, 2013 Total Change is: -6,899
-3,311 6,515 311 176 -33 99 139 -9,415 170 -2,526 -269 -16 -1,941 -4,261
Percent of Open Interest Represented by Each Category of Trader
46.7 11.8 0.4 9.5 5.8 0.7 18.7 48.4 0.8 16.9 7.8 0.0 6.4 24.2
Number of Traders in Each Category Total Traders: 141
9 13 5 6 11 . 28 47 13 6 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 235,871
Positions
92,230 11,348 1,780 29,744 48,480 8,421 33,814 88,557 3,144 28,261 17,146 998 37,479 55,997
Changes from: March 26, 2013 Total Change is: 31,614
25,477 -377 157 -406 8,623 569 5,633 16,569 -203 2,653 3,412 -497 -1,769 3,361
Percent of Open Interest Represented by Each Category of Trader
39.1 4.8 0.8 12.6 20.6 3.6 14.3 37.5 1.3 12.0 7.3 0.4 15.9 23.7
Number of Traders in Each Category Total Traders: 178
21 12 5 17 18 11 14 55 10 17 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 197,264
Positions
15,831 78,517 246 3,355 39,764 878 139,223 50,686 789 492 2,842 256 36,194 23,286
Changes from: March 26, 2013 Total Change is: -4,886
-7 -3,088 33 18 -473 -12 -6,677 -3,135 -25 0 694 0 1,784 1,120
Percent of Open Interest Represented by Each Category of Trader
8.0 39.8 0.1 1.7 20.2 0.4 70.6 25.7 0.4 0.2 1.4 0.1 18.3 11.8
Number of Traders in Each Category Total Traders: 95
5 13 . . 7 . 31 27 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 57,444
Positions
21,236 29,255 19,838 3,422 0 0 3,389 0 4,290 1,368 210 3,334 567 517
Changes from: March 26, 2013 Total Change is: -27
-203 -207 -36 -91 0 0 459 0 -46 -1 5 1 -110 256
Percent of Open Interest Represented by Each Category of Trader
37.0 50.9 34.5 6.0 0.0 0.0 5.9 0.0 7.5 2.4 0.4 5.8 1.0 0.9
Number of Traders in Each Category Total Traders: 26
5 11 11 . 0 0 6 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 182,880
Positions
2,482 104,391 0 9,466 932 0 143,812 70,361 1,267 12,916 3,523 109 12,828 2,297
Changes from: March 26, 2013 Total Change is: 10,075
-1,499 11,191 0 -628 429 0 9,861 -2,206 387 1,287 77 0 667 197
Percent of Open Interest Represented by Each Category of Trader
1.4 57.1 0.0 5.2 0.5 0.0 78.6 38.5 0.7 7.1 1.9 0.1 7.0 1.3
Number of Traders in Each Category Total Traders: 157
4 16 0 12 . 0 80 16 7 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 36,811
Positions
13,311 23,824 274 955 1,209 0 5,330 1,970 750 15,353 8,387 0 838 397
Changes from: March 26, 2013 Total Change is: -2,744
1,372 -3,063 0 -1,739 257 -52 -2,470 133 18 387 0 -37 -223 0
Percent of Open Interest Represented by Each Category of Trader
36.2 64.7 0.7 2.6 3.3 0.0 14.5 5.4 2.0 41.7 22.8 0.0 2.3 1.1
Number of Traders in Each Category Total Traders: 36
7 5 . . . 0 10 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 39,229
Positions
3,514 21,226 221 697 225 0 28,988 13,967 110 823 992 0 4,876 2,488
Changes from: March 26, 2013 Total Change is: 4,307
629 1,818 8 -55 117 0 3,730 1,905 0 42 269 0 -47 190
Percent of Open Interest Represented by Each Category of Trader
9.0 54.1 0.6 1.8 0.6 0.0 73.9 35.6 0.3 2.1 2.5 0.0 12.4 6.3
Number of Traders in Each Category Total Traders: 71
6 10 . . . 0 24 19 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 56,703
Positions
8,755 30,937 215 5,233 137 506 30,733 11,583 176 2,819 2,711 0 8,268 10,440
Changes from: March 26, 2013 Total Change is: 845
-121 -1,984 3 354 -138 164 1,374 834 -169 -51 163 0 -709 1,972
Percent of Open Interest Represented by Each Category of Trader
15.4 54.6 0.4 9.2 0.2 0.9 54.2 20.4 0.3 5.0 4.8 0.0 14.6 18.4
Number of Traders in Each Category Total Traders: 110
15 20 . 6 . . 35 14 . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 113,406
Positions
17,509 61,874 430 10,465 274 1,011 61,465 23,165 352 5,638 5,421 0 16,536 20,879
Changes from: March 26, 2013 Total Change is: 1,689
-242 -3,968 5 707 -275 327 2,747 1,667 -337 -101 326 0 -1,417 3,944
Percent of Open Interest Represented by Each Category of Trader
15.4 54.6 0.4 9.2 0.2 0.9 54.2 20.4 0.3 5.0 4.8 0.0 14.6 18.4
Number of Traders in Each Category Total Traders: 110
15 20 . 6 . . 35 14 . 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 763,804
Positions
35,057 207,015 27,996 347,261 129,715 60,293 108,734 190,654 21,383 48,372 32,762 3,470 111,237 90,516
Changes from: March 26, 2013 Total Change is: 18,280
-5,866 -3,098 2,162 3,447 -210 1,756 584 6,001 6,182 3,558 1,554 -1,207 7,665 5,141
Percent of Open Interest Represented by Each Category of Trader
4.6 27.1 3.7 45.5 17.0 7.9 14.2 25.0 2.8 6.3 4.3 0.5 14.6 11.9
Number of Traders in Each Category Total Traders: 564
27 45 19 121 48 56 100 117 73 51 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 161,667
Positions
10,385 57,693 1,485 62,627 29,827 8,983 11,806 15,446 494 13,373 7,714 679 51,835 39,346
Changes from: March 26, 2013 Total Change is: 2,055
-3,909 1,450 -204 777 155 -1,104 1,371 2,217 110 3,841 -540 -1,554 2,727 1,525
Percent of Open Interest Represented by Each Category of Trader
6.4 35.7 0.9 38.7 18.4 5.6 7.3 9.6 0.3 8.3 4.8 0.4 32.1 24.3
Number of Traders in Each Category Total Traders: 93
4 12 . 19 9 10 18 18 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,010,683
Positions
214,223 837,470 41,695 1,449,993 526,261 229,727 510,897 902,297 78,190 177,263 127,508 11,684 297,011 255,851
Changes from: March 26, 2013 Total Change is: 81,125
-371 -13,325 2,416 12,652 -2,523 14,995 7,465 30,318 18,958 854 12,738 -533 24,689 18,081
Percent of Open Interest Represented by Each Category of Trader
7.1 27.8 1.4 48.2 17.5 7.6 17.0 30.0 2.6 5.9 4.2 0.4 9.9 8.5
Number of Traders in Each Category Total Traders: 539
28 43 15 114 43 52 100 113 63 45 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 119,888
Positions
3,865 59,067 70 57,869 47,042 2,106 39,411 5,037 990 3,205 2,223 0 12,372 3,353
Changes from: March 26, 2013 Total Change is: 2,172
8 1,449 69 -24 -567 467 171 -103 16 1,616 -12 0 -151 853
Percent of Open Interest Represented by Each Category of Trader
3.2 49.3 0.1 48.3 39.2 1.8 32.9 4.2 0.8 2.7 1.9 0.0 10.3 2.8
Number of Traders in Each Category Total Traders: 99
6 15 . 36 14 10 16 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 75,524
Positions
1,614 54,037 264 31,586 5,572 1,121 32,867 9,370 34 2,458 1,435 56 5,523 3,635
Changes from: March 26, 2013 Total Change is: 5,857
-28 4,908 -5 1,550 -1,260 264 3,895 1,850 -31 184 -53 1 26 183
Percent of Open Interest Represented by Each Category of Trader
2.1 71.6 0.3 41.8 7.4 1.5 43.5 12.4 0.0 3.3 1.9 0.1 7.3 4.8
Number of Traders in Each Category Total Traders: 216
16 22 . 28 19 12 70 28 10 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 377,618
Positions
8,072 270,186 1,321 157,929 27,858 5,605 164,336 46,848 170 12,289 7,173 280 27,616 18,177
Changes from: March 26, 2013 Total Change is: 29,284
-139 24,540 -24 7,752 -6,301 1,319 19,474 9,249 -153 919 -267 4 132 917
Percent of Open Interest Represented by Each Category of Trader
2.1 71.6 0.3 41.8 7.4 1.5 43.5 12.4 0.0 3.3 1.9 0.1 7.3 4.8
Number of Traders in Each Category Total Traders: 216
16 22 . 28 19 12 70 28 10 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 381,081
Positions
72,881 52,978 10,061 138,713 152,459 20,025 95,189 106,721 8,489 5,220 9,474 0 30,503 20,874
Changes from: March 26, 2013 Total Change is: 2,970
6,386 -10,428 581 -6,490 -857 827 -1,060 6,983 -75 -134 -1,266 0 2,935 7,205
Percent of Open Interest Represented by Each Category of Trader
19.1 13.9 2.6 36.4 40.0 5.3 25.0 28.0 2.2 1.4 2.5 0.0 8.0 5.5
Number of Traders in Each Category Total Traders: 254
22 15 . 54 35 26 61 39 10 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 67,164
Positions
7,347 27,778 158 24,004 0 129 13,276 13,583 0 12,065 4,511 0 10,185 21,005
Changes from: March 26, 2013 Total Change is: -677
294 26 31 -200 0 0 -744 -627 0 -420 3 0 362 -110
Percent of Open Interest Represented by Each Category of Trader
10.9 41.4 0.2 35.7 0.0 0.2 19.8 20.2 0.0 18.0 6.7 0.0 15.2 31.3
Number of Traders in Each Category Total Traders: 64
4 13 . 13 0 . 12 10 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 77,502
Positions
28,433 11,555 1,258 8,980 5,412 1,454 24,505 6,330 43 2,531 3,082 0 10,298 48,368
Changes from: March 26, 2013 Total Change is: 6,986
4,134 -627 -70 586 -206 -84 10 2,489 9 -359 365 0 2,760 5,110
Percent of Open Interest Represented by Each Category of Trader
36.7 14.9 1.6 11.6 7.0 1.9 31.6 8.2 0.1 3.3 4.0 0.0 13.3 62.4
Number of Traders in Each Category Total Traders: 81
20 9 5 10 . . 21 7 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 86,424
Positions
12,205 39,798 5,053 28,875 20,092 4,345 28,442 14,079 1,021 212 0 0 6,271 2,036
Changes from: March 26, 2013 Total Change is: -3,445
-655 -1,623 251 -4,871 3,445 8 1,480 -4,557 358 0 0 0 -16 -1,327
Percent of Open Interest Represented by Each Category of Trader
14.1 46.0 5.8 33.4 23.2 5.0 32.9 16.3 1.2 0.2 0.0 0.0 7.3 2.4
Number of Traders in Each Category Total Traders: 76
4 6 . 24 21 12 15 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 197,161
Positions
6,571 101,204 1,961 108,242 19,075 8,352 45,475 55,077 415 11,152 5,740 644 14,349 4,693
Changes from: March 26, 2013 Total Change is: 2,541
-1,622 3,535 -449 198 2,564 -662 4,392 -3,836 21 955 1,003 0 -292 365
Percent of Open Interest Represented by Each Category of Trader
3.3 51.3 1.0 54.9 9.7 4.2 23.1 27.9 0.2 5.7 2.9 0.3 7.3 2.4
Number of Traders in Each Category Total Traders: 140
10 19 5 44 16 20 24 7 5 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 630,799
Positions
2,186 100,630 5,293 279,021 194,728 68,043 112,949 64,082 10,340 14,858 39,677 0 138,109 148,006
Changes from: March 26, 2013 Total Change is: 10,452
-1,471 7,755 258 7,373 -5,981 2,319 -7,490 10,415 -352 185 6,729 -18 9,648 -10,673
Percent of Open Interest Represented by Each Category of Trader
0.3 16.0 0.8 44.2 30.9 10.8 17.9 10.2 1.6 2.4 6.3 0.0 21.9 23.5
Number of Traders in Each Category Total Traders: 158
. 21 4 33 27 29 33 26 12 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 370,136
Positions
3,546 96,290 818 244,476 49,045 29,505 6,477 114,550 3,423 6,892 14,297 0 74,999 62,208
Changes from: March 26, 2013 Total Change is: -7,400
0 -3,077 252 1,043 3,961 -1,890 955 -4,554 -1,791 -7,732 -153 0 1,763 -148
Percent of Open Interest Represented by Each Category of Trader
1.0 26.0 0.2 66.1 13.3 8.0 1.7 30.9 0.9 1.9 3.9 0.0 20.3 16.8
Number of Traders in Each Category Total Traders: 68
. 11 . 28 8 14 . 13 7 . . 0
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 911,422
Positions
64,008 136,971 6,803 175,324 244,505 71,761 275,331 277,016 47,792 110,714 42,473 20,571 139,118 63,530
Changes from: March 26, 2013 Total Change is: -31,439
9,974 -4,565 2,150 3,958 -12,397 -1,702 -35,872 -7,194 11,682 -29,375 -6,055 289 7,457 -13,647
Percent of Open Interest Represented by Each Category of Trader
7.0 15.0 0.7 19.2 26.8 7.9 30.2 30.4 5.2 12.1 4.7 2.3 15.3 7.0
Number of Traders in Each Category Total Traders: 202
11 22 6 30 28 27 45 29 20 20 17 4
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 42,218
Positions
14,376 18,283 4,062 0 449 0 18,588 13,833 3,262 0 92 204 1,726 2,033
Changes from: March 26, 2013 Total Change is: -11,660
-560 -4,246 -5,114 0 115 -115 -5,144 -1,863 -827 -35 92 -100 235 398
Percent of Open Interest Represented by Each Category of Trader
34.1 43.3 9.6 0.0 1.1 0.0 44.0 32.8 7.7 0.0 0.2 0.5 4.1 4.8
Number of Traders in Each Category Total Traders: 44
8 10 10 0 . 0 9 14 10 0 . .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 2,213,520
Positions
99,593 274,443 50,545 488,617 855,581 226,695 891,487 288,295 56,632 71,341 103,659 12,660 315,950 345,010
Changes from: March 26, 2013 Total Change is: 36,875
-15,614 9,870 1,723 -49,658 -8,591 16,628 75,423 28,460 -18,545 -4,246 11,246 1,376 29,788 -5,292
Percent of Open Interest Represented by Each Category of Trader
4.5 12.4 2.3 22.1 38.7 10.2 40.3 13.0 2.6 3.2 4.7 0.6 14.3 15.6
Number of Traders in Each Category Total Traders: 311
20 46 14 25 67 55 55 61 35 11 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,817,572
Positions
231,234 152,844 22,638 684,835 480,862 108,115 401,265 593,326 27,847 72,343 175,808 13,581 255,714 242,551
Changes from: March 26, 2013 Total Change is: 35,964
-103,295 -19,574 -4,307 58,818 -36,528 -2,838 72,347 58,156 -5,155 -6,982 52,662 725 26,651 -7,177
Percent of Open Interest Represented by Each Category of Trader
12.7 8.4 1.2 37.7 26.5 5.9 22.1 32.6 1.5 4.0 9.7 0.7 14.1 13.3
Number of Traders in Each Category Total Traders: 217
16 24 7 29 38 34 42 46 17 7 15 4
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 330,504
Positions
115,002 104,975 94,587 0 2,515 3,060 42,039 26,688 43,906 0 7,085 11,955 19,955 35,733
Changes from: March 26, 2013 Total Change is: -43,567
2,095 -24,647 -18,515 0 -476 -250 -18,198 2,143 -3,808 -4,286 -1,199 98 -703 3,087
Percent of Open Interest Represented by Each Category of Trader
34.8 31.8 28.6 0.0 0.8 0.9 12.7 8.1 13.3 0.0 2.1 3.6 6.0 10.8
Number of Traders in Each Category Total Traders: 63
16 17 25 0 . . 14 9 17 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,113,448
Positions
1,796,067 2,575,056 1,656,630 941,444 771,751 229,159 1,144,876 524,213 1,922,477 211,730 165,648 244,412 966,653 1,024,102
Changes from: March 26, 2013 Total Change is: 40,996
-64,393 73,977 -26,363 -3,580 -55,760 -1,990 100,837 50,244 -2,925 18,557 -7,358 5,274 15,579 5,897
Percent of Open Interest Represented by Each Category of Trader
19.7 28.3 18.2 10.3 8.5 2.5 12.6 5.8 21.1 2.3 1.8 2.7 10.6 11.2
Number of Traders in Each Category Total Traders: 232
30 44 66 12 8 17 49 43 81 8 19 19
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 9,367
Positions
7,116 1,993 0 40 782 0 1,990 4,698 21 140 1,716 0 60 157
Changes from: March 26, 2013 Total Change is: 753
58 -92 0 2 0 -1 665 0 0 0 850 0 29 -4
Percent of Open Interest Represented by Each Category of Trader
76.0 21.3 0.0 0.4 8.3 0.0 21.2 50.2 0.2 1.5 18.3 0.0 0.6 1.7
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 17,662
Positions
12,416 1,352 0 540 5,169 22 4,520 9,110 0 106 1,853 21 37 135
Changes from: March 26, 2013 Total Change is: 1,209
1,370 150 0 -49 939 -64 -164 59 0 106 0 21 -11 104
Percent of Open Interest Represented by Each Category of Trader
70.3 7.7 0.0 3.1 29.3 0.1 25.6 51.6 0.0 0.6 10.5 0.1 0.2 0.8
Number of Traders in Each Category Total Traders: 26
4 4 0 . 4 . . 6 0 . . .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 89,895
Positions
9,661 32,110 1,201 6,843 50 246 54,348 51,912 1,334 9,558 1,628 0 6,704 1,414
Changes from: March 26, 2013 Total Change is: 6,832
263 287 0 831 -50 -35 1,906 6,206 100 3,270 70 -1 498 255
Percent of Open Interest Represented by Each Category of Trader
10.7 35.7 1.3 7.6 0.1 0.3 60.5 57.7 1.5 10.6 1.8 0.0 7.5 1.6
Number of Traders in Each Category Total Traders: 130
5 5 . 13 . . 54 13 5 32 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 419,124
Positions
109,497 38,912 40,980 68,783 15,261 13,732 60,682 172,207 37,749 6,712 15,125 54,593 26,396 30,565
Changes from: March 26, 2013 Total Change is: 9,377
3,953 -2,397 5,352 1,598 181 -682 -827 8,273 -1,893 845 -758 1,023 8 278
Percent of Open Interest Represented by Each Category of Trader
26.1 9.3 9.8 16.4 3.6 3.3 14.5 41.1 9.0 1.6 3.6 13.0 6.3 7.3
Number of Traders in Each Category Total Traders: 174
20 12 21 8 6 11 35 44 43 16 17 26
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Traders in Financial Futures - Futures Only Positions as of April 2, 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 9,115
Positions
159 3,113 0 2,303 345 280 4,537 4,463 908 315 0 0 613 6
Changes from: March 26, 2013 Total Change is: 2,426
-9 -437 0 -299 -111 47 2,672 2,925 0 0 0 0 15 2
Percent of Open Interest Represented by Each Category of Trader
1.7 34.2 0.0 25.3 3.8 3.1 49.8 49.0 10.0 3.5 0.0 0.0 6.7 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 6 . . 5 4 . . 0 0
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Updated April 5, 2013