Traders in Financial Futures - Futures Only Positions as of April 16, 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 171,111
Positions
94,160 3,594 1,510 18,024 20,464 190 17,061 103,402 5,757 10,055 1,910 40 24,314 34,244
Changes from: April 9, 2013 Total Change is: 9,250
7,562 1,723 -219 -229 104 -19 3,315 6,002 17 -381 207 21 -817 1,414
Percent of Open Interest Represented by Each Category of Trader
55.0 2.1 0.9 10.5 12.0 0.1 10.0 60.4 3.4 5.9 1.1 0.0 14.2 20.0
Number of Traders in Each Category Total Traders: 88
10 5 6 6 5 5 19 28 6 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 53,769
Positions
23,140 23,223 39 0 1,939 0 16,095 14,207 331 408 2,499 0 13,756 11,531
Changes from: April 9, 2013 Total Change is: 11,018
-2,110 13,608 39 0 -21 0 8,324 1,157 81 0 878 0 4,684 -4,724
Percent of Open Interest Represented by Each Category of Trader
43.0 43.2 0.1 0.0 3.6 0.0 29.9 26.4 0.6 0.8 4.6 0.0 25.6 21.4
Number of Traders in Each Category Total Traders: 38
4 8 . 0 . 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 200,884
Positions
100,762 6,514 862 18,764 29,998 1,100 34,093 108,023 3,758 25,777 10,035 43 15,725 40,551
Changes from: April 9, 2013 Total Change is: -3,943
-2,939 2,078 -341 -800 1,173 45 6,002 -4,694 -302 -4,909 -768 -87 -612 -1,047
Percent of Open Interest Represented by Each Category of Trader
50.2 3.2 0.4 9.3 14.9 0.5 17.0 53.8 1.9 12.8 5.0 0.0 7.8 20.2
Number of Traders in Each Category Total Traders: 105
11 7 5 6 15 4 19 33 7 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 214,577
Positions
118,477 20,350 760 20,911 13,609 1,592 35,689 105,765 2,365 18,811 10,084 2,187 13,785 57,865
Changes from: April 9, 2013 Total Change is: -6,049
9,989 -3,280 194 920 -2,205 2 -6,904 1,755 928 -6,046 -3,335 0 -5,132 -108
Percent of Open Interest Represented by Each Category of Trader
55.2 9.5 0.4 9.7 6.3 0.7 16.6 49.3 1.1 8.8 4.7 1.0 6.4 27.0
Number of Traders in Each Category Total Traders: 136
12 11 . 6 13 . 25 47 13 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 215,657
Positions
64,145 15,288 2,642 29,519 51,094 9,071 37,447 63,934 3,097 29,903 15,948 627 39,206 53,956
Changes from: April 9, 2013 Total Change is: -4,696
-20,545 3,128 -489 -309 594 204 14,513 -8,961 546 36 2,532 -75 1,423 -2,175
Percent of Open Interest Represented by Each Category of Trader
29.7 7.1 1.2 13.7 23.7 4.2 17.4 29.6 1.4 13.9 7.4 0.3 18.2 25.0
Number of Traders in Each Category Total Traders: 178
22 13 7 18 18 13 21 49 17 20 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 169,445
Positions
24,415 58,636 1,143 2,482 39,999 1,138 107,012 41,637 750 925 3,339 181 31,399 22,622
Changes from: April 9, 2013 Total Change is: -17,466
6,982 -21,061 233 -53 618 260 -17,564 3,247 13 263 448 -75 -7,525 -1,149
Percent of Open Interest Represented by Each Category of Trader
14.4 34.6 0.7 1.5 23.6 0.7 63.2 24.6 0.4 0.5 2.0 0.1 18.5 13.4
Number of Traders in Each Category Total Traders: 104
8 16 . . 7 . 31 27 6 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 57,029
Positions
22,042 28,306 19,079 2,333 0 0 4,524 1,285 4,288 1,078 0 3,334 351 737
Changes from: April 9, 2013 Total Change is: -530
-69 -202 31 -439 0 0 -4 -211 0 0 -170 0 -49 22
Percent of Open Interest Represented by Each Category of Trader
38.7 49.6 33.5 4.1 0.0 0.0 7.9 2.3 7.5 1.9 0.0 5.8 0.6 1.3
Number of Traders in Each Category Total Traders: 26
6 11 11 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 179,491
Positions
2,863 115,489 26 8,804 862 1 142,149 55,503 1,491 11,834 3,671 100 12,223 2,348
Changes from: April 9, 2013 Total Change is: 6,845
-263 5,584 16 169 -100 1 7,833 558 360 -1,259 423 -136 124 139
Percent of Open Interest Represented by Each Category of Trader
1.6 64.3 0.0 4.9 0.5 0.0 79.2 30.9 0.8 6.6 2.0 0.1 6.8 1.3
Number of Traders in Each Category Total Traders: 151
6 13 . 11 . . 75 16 7 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 38,974
Positions
15,119 24,054 274 1,757 1,458 0 4,811 1,989 598 15,467 10,142 0 948 459
Changes from: April 9, 2013 Total Change is: 834
580 965 0 794 20 0 -220 73 -127 -172 0 0 -21 -97
Percent of Open Interest Represented by Each Category of Trader
38.8 61.7 0.7 4.5 3.7 0.0 12.3 5.1 1.5 39.7 26.0 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 37
6 7 . . . 0 10 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 46,640
Positions
2,438 31,843 186 323 258 0 37,919 10,300 115 1,156 1,158 0 4,503 2,780
Changes from: April 9, 2013 Total Change is: 4,091
-307 5,644 16 -163 -14 0 4,758 -1,172 5 126 139 0 -344 -527
Percent of Open Interest Represented by Each Category of Trader
5.2 68.3 0.4 0.7 0.6 0.0 81.3 22.1 0.2 2.5 2.5 0.0 9.7 6.0
Number of Traders in Each Category Total Traders: 66
. 12 4 . . 0 24 14 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 57,360
Positions
8,934 34,231 243 3,800 95 625 31,854 10,460 343 2,889 1,759 1 8,674 9,605
Changes from: April 9, 2013 Total Change is: 1,897
210 4,522 15 -358 -10 77 1,776 -1,427 215 45 -1,128 1 -82 -368
Percent of Open Interest Represented by Each Category of Trader
15.6 59.7 0.4 6.6 0.2 1.1 55.5 18.2 0.6 5.0 3.1 0.0 15.1 16.7
Number of Traders in Each Category Total Traders: 111
15 20 . 6 . . 34 16 4 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 114,719
Positions
17,867 68,461 486 7,599 189 1,250 63,707 20,920 685 5,777 3,518 1 17,347 19,209
Changes from: April 9, 2013 Total Change is: 3,793
420 9,044 29 -716 -19 153 3,552 -2,853 429 89 -2,256 1 -164 -735
Percent of Open Interest Represented by Each Category of Trader
15.6 59.7 0.4 6.6 0.2 1.1 55.5 18.2 0.6 5.0 3.1 0.0 15.1 16.7
Number of Traders in Each Category Total Traders: 111
15 20 . 6 . . 34 16 4 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 772,200
Positions
35,388 224,864 27,573 348,994 129,986 58,837 116,275 185,851 23,657 47,964 34,171 6,571 106,942 80,691
Changes from: April 9, 2013 Total Change is: -3,566
-1,996 3,551 1,953 -113 -8,693 -334 -1,795 4,324 4,291 1,674 3,055 1,237 -8,483 -12,950
Percent of Open Interest Represented by Each Category of Trader
4.6 29.1 3.6 45.2 16.8 7.6 15.1 24.1 3.1 6.2 4.4 0.9 13.8 10.4
Number of Traders in Each Category Total Traders: 565
25 47 19 127 47 60 103 104 69 53 59 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 165,625
Positions
13,876 65,102 1,541 61,635 29,480 8,891 11,312 15,136 762 12,964 9,569 1,083 53,561 34,061
Changes from: April 9, 2013 Total Change is: -1,879
2,425 2,752 56 -1,948 19 -17 -2,154 4,440 40 -605 628 387 -63 -10,184
Percent of Open Interest Represented by Each Category of Trader
8.4 39.3 0.9 37.2 17.8 5.4 6.8 9.1 0.5 7.8 5.8 0.7 32.3 20.6
Number of Traders in Each Category Total Traders: 95
5 12 . 19 9 10 20 17 7 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 3,032,875
Positions
182,007 873,257 55,713 1,467,930 533,666 218,591 553,239 882,002 86,050 181,757 129,764 20,683 266,905 233,149
Changes from: April 9, 2013 Total Change is: -8,436
-19,062 7,039 6,443 10,699 -42,036 -3,111 10,750 8,377 12,297 9,668 10,405 5,981 -42,101 -13,831
Percent of Open Interest Represented by Each Category of Trader
6.0 28.8 1.8 48.4 17.6 7.2 18.2 29.1 2.8 6.0 4.3 0.7 8.8 7.7
Number of Traders in Each Category Total Traders: 541
26 45 16 119 42 55 100 104 61 49 56 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 112,337
Positions
3,692 49,381 71 57,888 48,535 1,925 33,718 5,739 1,476 841 2,215 0 12,726 2,995
Changes from: April 9, 2013 Total Change is: -742
-74 -3,023 0 1,780 344 -96 -3,137 1,132 1,013 -5 -6 0 -223 -106
Percent of Open Interest Represented by Each Category of Trader
3.3 44.0 0.1 51.5 43.2 1.7 30.0 5.1 1.3 0.7 2.0 0.0 11.3 2.7
Number of Traders in Each Category Total Traders: 102
5 15 . 38 14 10 19 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 73,712
Positions
3,074 51,764 439 32,114 5,594 1,062 28,925 8,794 244 2,253 1,321 65 5,536 4,428
Changes from: April 9, 2013 Total Change is: 3,372
1,177 3,792 -41 1,774 -35 -281 960 266 -666 -2 -61 11 438 388
Percent of Open Interest Represented by Each Category of Trader
4.2 70.2 0.6 43.6 7.6 1.4 39.2 11.9 0.3 3.1 1.8 0.1 7.5 6.0
Number of Traders in Each Category Total Traders: 215
18 21 . 31 18 12 69 27 9 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 368,562
Positions
15,371 258,822 2,197 160,570 27,971 5,311 144,623 43,972 1,222 11,266 6,604 323 27,679 22,140
Changes from: April 9, 2013 Total Change is: 16,860
5,887 18,958 -205 8,872 -176 -1,403 4,802 1,328 -3,328 -10 -305 53 2,192 1,938
Percent of Open Interest Represented by Each Category of Trader
4.2 70.2 0.6 43.6 7.6 1.4 39.2 11.9 0.3 3.1 1.8 0.1 7.5 6.0
Number of Traders in Each Category Total Traders: 215
18 21 . 31 18 12 69 27 9 20 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 362,993
Positions
85,967 36,640 4,242 130,219 152,901 20,825 85,280 115,013 8,530 7,235 8,294 0 20,695 16,548
Changes from: April 9, 2013 Total Change is: -7,986
9,522 -11,765 -3,873 -9,871 -233 58 -6,753 4,623 1,139 2,126 -987 -12 -322 3,064
Percent of Open Interest Represented by Each Category of Trader
23.7 10.1 1.2 35.9 42.1 5.7 23.5 31.7 2.3 2.0 2.3 0.0 5.7 4.6
Number of Traders in Each Category Total Traders: 265
23 11 4 59 37 24 58 46 12 15 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 76,492
Positions
8,235 31,084 14 25,571 0 36 17,491 16,580 18 12,767 4,670 0 12,360 24,090
Changes from: April 9, 2013 Total Change is: 462
672 3,846 -88 78 0 0 -2,162 -2,224 -22 267 120 0 1,717 -1,170
Percent of Open Interest Represented by Each Category of Trader
10.8 40.6 0.0 33.4 0.0 0.0 22.9 21.7 0.0 16.7 6.1 0.0 16.2 31.5
Number of Traders in Each Category Total Traders: 69
6 10 . 15 0 . 16 9 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 89,800
Positions
31,970 19,332 1,633 14,672 6,657 0 25,749 12,653 394 3,074 4,530 50 12,258 44,551
Changes from: April 9, 2013 Total Change is: 5,853
6,821 4,460 -248 -118 220 -79 -2,056 1,253 -168 76 3,431 50 1,575 -3,066
Percent of Open Interest Represented by Each Category of Trader
35.6 21.5 1.8 16.3 7.4 0.0 28.7 14.1 0.4 3.4 5.0 0.1 13.7 49.6
Number of Traders in Each Category Total Traders: 90
22 15 4 9 . 0 17 14 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 84,588
Positions
15,733 38,130 2,208 29,595 22,285 4,268 24,853 13,298 2,009 212 0 0 5,710 2,390
Changes from: April 9, 2013 Total Change is: 561
749 431 -234 511 907 -44 -1,142 -1,486 1,189 0 0 0 -468 -202
Percent of Open Interest Represented by Each Category of Trader
18.6 45.1 2.6 35.0 26.3 5.0 29.4 15.7 2.4 0.3 0.0 0.0 6.8 2.8
Number of Traders in Each Category Total Traders: 76
5 7 . 27 19 10 12 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 202,956
Positions
6,308 100,824 2,616 110,384 25,063 7,270 45,638 52,107 1,349 11,193 6,020 472 17,726 7,235
Changes from: April 9, 2013 Total Change is: 4,360
-368 2,805 -1,160 3,952 2,803 -1,647 22 -582 -38 615 -267 -30 3,014 2,476
Percent of Open Interest Represented by Each Category of Trader
3.1 49.7 1.3 54.4 12.3 3.6 22.5 25.7 0.7 5.5 3.0 0.2 8.7 3.6
Number of Traders in Each Category Total Traders: 142
10 19 5 42 20 21 24 10 7 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 674,700
Positions
10,770 131,675 1,808 293,812 179,347 70,410 121,689 90,101 9,678 14,051 42,724 0 152,482 148,957
Changes from: April 9, 2013 Total Change is: 22,199
4,927 8,531 471 9,994 -6,636 1,147 8,832 17,920 -2,707 -1,905 1,478 0 1,440 1,995
Percent of Open Interest Represented by Each Category of Trader
1.6 19.5 0.3 43.5 26.6 10.4 18.0 13.4 1.4 2.1 6.3 0.0 22.6 22.1
Number of Traders in Each Category Total Traders: 179
7 26 7 36 29 30 27 37 14 4 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 384,772
Positions
4,727 109,531 962 250,977 49,887 32,056 8,803 122,213 3,092 6,892 12,246 0 77,263 54,785
Changes from: April 9, 2013 Total Change is: 2,061
1,168 3,462 173 -2,647 4,145 1,444 439 -1,413 140 0 63 0 1,344 -5,953
Percent of Open Interest Represented by Each Category of Trader
1.2 28.5 0.3 65.2 13.0 8.3 2.3 31.8 0.8 1.8 3.2 0.0 20.1 14.2
Number of Traders in Each Category Total Traders: 71
. 12 4 31 8 16 . 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 896,362
Positions
43,805 123,721 16,939 191,050 207,558 55,347 305,159 290,085 37,123 87,427 54,724 21,040 138,472 89,825
Changes from: April 9, 2013 Total Change is: -19,673
-6,962 -20,843 4,962 19,079 -16,884 -19,380 -5,383 32,389 -8,147 -2,477 475 182 -1,547 7,573
Percent of Open Interest Represented by Each Category of Trader
4.9 13.8 1.9 21.3 23.2 6.2 34.0 32.4 4.1 9.8 6.1 2.3 15.4 10.0
Number of Traders in Each Category Total Traders: 198
9 25 10 33 25 26 38 32 25 18 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 53,478
Positions
17,183 25,624 8,458 0 400 717 22,993 14,447 2,746 204 0 717 460 369
Changes from: April 9, 2013 Total Change is: 1,751
812 2,569 816 0 -49 49 1,330 75 -202 4 -123 490 -1,548 -1,874
Percent of Open Interest Represented by Each Category of Trader
32.1 47.9 15.8 0.0 0.7 1.3 43.0 27.0 5.1 0.4 0.0 1.3 0.9 0.7
Number of Traders in Each Category Total Traders: 44
8 11 10 0 . . 9 12 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 2,213,803
Positions
106,222 289,596 47,000 524,314 780,474 242,087 860,432 299,731 59,427 46,424 120,573 16,150 311,747 358,765
Changes from: April 9, 2013 Total Change is: -13,187
4,502 -5,137 -6,323 -5,038 -13,492 7,772 -2,050 -7,196 158 2,963 -4,160 1,478 -16,649 13,713
Percent of Open Interest Represented by Each Category of Trader
4.8 13.1 2.1 23.7 35.3 10.9 38.9 13.5 2.7 2.1 5.4 0.7 14.1 16.2
Number of Traders in Each Category Total Traders: 335
25 44 15 27 70 55 66 64 41 10 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 1,865,104
Positions
262,026 223,535 24,507 656,288 469,256 126,144 432,659 596,173 30,000 61,439 123,931 15,340 256,701 256,218
Changes from: April 9, 2013 Total Change is: 46,983
59,628 18,973 2,688 -54,170 -20,376 18,544 29,139 23,984 1,046 -7,694 -5,581 1,141 -3,339 6,564
Percent of Open Interest Represented by Each Category of Trader
14.0 12.0 1.3 35.2 25.2 6.8 23.2 32.0 1.6 3.3 6.6 0.8 13.8 13.7
Number of Traders in Each Category Total Traders: 223
13 30 8 27 38 34 52 39 18 7 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 348,654
Positions
124,236 108,314 103,874 0 3,241 3,187 35,819 27,171 45,961 73 6,825 11,274 24,230 38,807
Changes from: April 9, 2013 Total Change is: 10,104
3,048 -19 7,706 0 726 0 -2,567 -57 1,439 73 -361 -1,065 1,470 1,735
Percent of Open Interest Represented by Each Category of Trader
35.6 31.1 29.8 0.0 0.9 0.9 10.3 7.8 13.2 0.0 2.0 3.2 6.9 11.1
Number of Traders in Each Category Total Traders: 65
17 19 25 0 . . 11 10 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 9,382,858
Positions
1,374,627 2,766,995 1,807,367 1,001,186 677,162 249,755 1,696,593 577,472 1,824,442 175,679 182,939 309,949 943,260 986,777
Changes from: April 9, 2013 Total Change is: 85,628
-175,722 -50,146 73,350 15,231 -18,011 9,461 217,432 70,522 -34,320 -17,836 20,346 9,396 -11,364 5,030
Percent of Open Interest Represented by Each Category of Trader
14.7 29.5 19.3 10.7 7.2 2.7 18.1 6.2 19.4 1.9 1.9 3.3 10.1 10.5
Number of Traders in Each Category Total Traders: 249
25 52 70 13 10 21 53 46 80 12 17 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 8,436
Positions
7,764 2,308 0 50 748 0 367 3,494 37 128 1,716 0 90 133
Changes from: April 9, 2013 Total Change is: -189
-36 289 0 1 0 0 -175 -484 11 -16 0 0 26 -5
Percent of Open Interest Represented by Each Category of Trader
92.0 27.4 0.0 0.6 8.9 0.0 4.4 41.4 0.4 1.5 20.3 0.0 1.1 1.6
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 17,956
Positions
12,336 1,949 50 907 4,229 81 4,305 9,687 0 250 1,823 0 27 137
Changes from: April 9, 2013 Total Change is: -642
-1,507 330 50 225 -933 38 302 -69 0 250 0 0 0 -58
Percent of Open Interest Represented by Each Category of Trader
68.7 10.9 0.3 5.1 23.6 0.5 24.0 53.9 0.0 1.4 10.2 0.0 0.2 0.8
Number of Traders in Each Category Total Traders: 26
. 5 . . . . . 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,052
Positions
10,879 2,133 0 1,174 3,005 0 465 5,821 501 0 1,204 0 33 388
Changes from: April 9, 2013 Total Change is: 163
-591 26 0 0 0 0 465 -302 289 0 0 0 0 150
Percent of Open Interest Represented by Each Category of Trader
83.4 16.3 0.0 9.0 23.0 0.0 3.6 44.6 3.8 0.0 9.2 0.0 0.3 3.0
Number of Traders in Each Category Total Traders: 20
4 4 0 . . 0 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 3,470
Positions
2,791 1,068 0 32 847 36 455 1,134 0 0 318 0 156 67
Changes from: April 9, 2013 Total Change is: 168
51 29 0 2 -12 0 88 145 0 0 0 0 27 6
Percent of Open Interest Represented by Each Category of Trader
80.4 30.8 0.0 0.9 24.4 1.0 13.1 32.7 0.0 0.0 9.2 0.0 4.5 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 . 4 . 4 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 77,787
Positions
9,320 29,701 1,136 6,158 203 204 43,159 40,026 711 9,287 4,224 0 7,812 1,582
Changes from: April 9, 2013 Total Change is: -9,721
-294 -1,469 0 -601 20 7 -9,855 -10,492 -336 866 2,524 0 492 25
Percent of Open Interest Represented by Each Category of Trader
12.0 38.2 1.5 7.9 0.3 0.3 55.5 51.5 0.9 11.9 5.4 0.0 10.0 2.0
Number of Traders in Each Category Total Traders: 131
7 . . 10 . . 50 15 9 39 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 455,094
Positions
123,796 43,765 60,162 58,132 17,321 14,971 51,484 161,788 39,489 5,684 12,121 71,671 29,705 33,806
Changes from: April 9, 2013 Total Change is: 16,379
8,553 1,901 12,188 -13,074 421 1,544 -4,824 -11,165 -22 264 -1,199 9,509 2,241 3,202
Percent of Open Interest Represented by Each Category of Trader
27.2 9.6 13.2 12.8 3.8 3.3 11.3 35.6 8.7 1.2 2.7 15.7 6.5 7.4
Number of Traders in Each Category Total Traders: 178
23 13 26 7 11 12 32 51 53 17 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 10,335
Positions
206 3,088 0 2,173 260 287 5,997 5,771 908 602 0 0 162 21
Changes from: April 9, 2013 Total Change is: 822
61 -6 0 -30 -47 86 772 788 0 -58 0 0 -9 1
Percent of Open Interest Represented by Each Category of Trader
2.0 29.9 0.0 21.0 2.5 2.8 58.0 55.8 8.8 5.8 0.0 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 22
. . 0 6 . . 5 4 . . 0 0
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Updated April 19, 2013