Traders in Financial Futures - Futures Only Positions as of April 30, 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 161,473
Positions
87,496 7,122 1,109 18,190 19,399 372 15,304 93,895 5,259 7,588 2,123 50 26,105 32,144
Changes from: April 23, 2013 Total Change is: -10,331
-5,408 2,667 111 -264 -1,297 138 -3,218 -7,797 -602 -2,177 810 14 1,075 -4,375
Percent of Open Interest Represented by Each Category of Trader
54.2 4.4 0.7 11.3 12.0 0.2 9.5 58.1 3.3 4.7 1.3 0.0 16.2 19.9
Number of Traders in Each Category Total Traders: 85
9 6 6 6 4 4 19 28 7 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 50,872
Positions
27,602 19,304 103 0 1,844 0 9,305 13,535 254 3,001 3,009 0 10,607 12,823
Changes from: April 23, 2013 Total Change is: 771
4,803 -4,812 103 0 -100 0 -5,087 4,020 -77 2,593 877 0 -1,564 760
Percent of Open Interest Represented by Each Category of Trader
54.3 37.9 0.2 0.0 3.6 0.0 18.3 26.6 0.5 5.9 5.9 0.0 20.9 25.2
Number of Traders in Each Category Total Traders: 42
6 6 . 0 . 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 189,084
Positions
86,882 11,602 988 17,611 29,161 962 31,480 89,210 4,445 25,861 16,836 10 20,845 35,870
Changes from: April 23, 2013 Total Change is: -10,381
-12,635 4,403 28 -1,070 -1,659 418 -1,871 -11,961 918 -2,345 5,072 0 6,176 -7,600
Percent of Open Interest Represented by Each Category of Trader
45.9 6.1 0.5 9.3 15.4 0.5 16.6 47.2 2.4 13.7 8.9 0.0 11.0 19.0
Number of Traders in Each Category Total Traders: 103
10 8 5 6 13 . 18 29 10 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 198,106
Positions
104,066 26,822 621 18,975 14,036 1,807 38,795 80,744 2,731 11,985 12,276 2,514 16,612 56,555
Changes from: April 23, 2013 Total Change is: -6,044
-3,728 4,528 83 -1,004 -185 137 -987 -9,307 289 -1,233 -588 0 399 -1,001
Percent of Open Interest Represented by Each Category of Trader
52.5 13.5 0.3 9.6 7.1 0.9 19.6 40.8 1.4 6.0 6.2 1.3 8.4 28.5
Number of Traders in Each Category Total Traders: 138
9 15 . 6 13 . 33 41 14 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 222,618
Positions
56,250 20,448 1,928 28,895 46,949 8,780 45,834 71,777 2,999 30,591 16,374 642 46,699 52,721
Changes from: April 23, 2013 Total Change is: 2,567
-12,049 2,913 -1,125 209 -3,045 -300 7,515 4,162 370 352 1,333 -243 7,838 -1,498
Percent of Open Interest Represented by Each Category of Trader
25.3 9.2 0.9 13.0 21.1 3.9 20.6 32.2 1.3 13.7 7.4 0.3 21.0 23.7
Number of Traders in Each Category Total Traders: 179
19 15 6 17 17 13 31 44 19 16 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 158,954
Positions
33,399 41,277 320 1,929 40,933 1,086 90,817 46,517 2,098 2,589 3,456 0 26,716 23,267
Changes from: April 23, 2013 Total Change is: -2,798
-815 2,315 -566 644 497 -526 -2,428 196 330 -447 -1,058 0 1,010 -3,986
Percent of Open Interest Represented by Each Category of Trader
21.0 26.0 0.2 1.2 25.8 0.7 57.1 29.3 1.3 1.6 2.2 0.0 16.8 14.6
Number of Traders in Each Category Total Traders: 105
10 14 5 . 7 . 29 32 11 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 57,500
Positions
22,349 27,441 19,397 2,248 0 0 4,384 2,600 4,275 1,078 0 3,334 435 453
Changes from: April 23, 2013 Total Change is: 199
-528 -41 37 110 0 0 429 456 -13 0 0 0 164 -240
Percent of Open Interest Represented by Each Category of Trader
38.9 47.7 33.7 3.9 0.0 0.0 7.6 4.5 7.4 1.9 0.0 5.8 0.8 0.8
Number of Traders in Each Category Total Traders: 26
7 10 11 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 170,606
Positions
3,349 111,803 252 8,867 712 8 133,328 49,659 1,178 11,478 3,686 100 12,046 3,208
Changes from: April 23, 2013 Total Change is: -6,896
-46 -3,377 225 913 0 -1 -2,887 -2,089 -3 -2,147 848 0 -2,950 -2,499
Percent of Open Interest Represented by Each Category of Trader
2.0 65.5 0.1 5.2 0.4 0.0 78.1 29.1 0.7 6.7 2.2 0.1 7.1 1.9
Number of Traders in Each Category Total Traders: 144
7 12 . 11 . . 74 11 6 20 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 44,186
Positions
14,965 26,699 274 3,885 1,577 0 6,205 2,096 869 14,774 10,142 2,199 1,015 330
Changes from: April 23, 2013 Total Change is: 2,796
-182 112 0 0 25 0 637 181 356 -360 0 2,199 146 -77
Percent of Open Interest Represented by Each Category of Trader
33.9 60.4 0.6 8.8 3.6 0.0 14.0 4.7 2.0 33.4 23.0 5.0 2.3 0.7
Number of Traders in Each Category Total Traders: 37
5 8 . . . 0 11 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 46,571
Positions
3,246 30,601 316 524 385 0 35,098 11,163 122 1,750 1,064 0 5,515 2,920
Changes from: April 23, 2013 Total Change is: 1,444
500 2,022 138 3 -48 0 -1,078 -383 8 966 -229 0 907 -64
Percent of Open Interest Represented by Each Category of Trader
7.0 65.7 0.7 1.1 0.8 0.0 75.4 24.0 0.3 3.8 2.3 0.0 11.8 6.3
Number of Traders in Each Category Total Traders: 63
5 10 . . . 0 22 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 60,731
Positions
9,377 37,207 320 4,559 207 614 33,546 11,167 25 3,121 1,900 0 9,170 9,293
Changes from: April 23, 2013 Total Change is: 1,257
-160 -668 61 669 -92 -5 73 1,823 -22 204 -466 -6 443 632
Percent of Open Interest Represented by Each Category of Trader
15.4 61.3 0.5 7.5 0.3 1.0 55.2 18.4 0.0 5.1 3.1 0.0 15.1 15.3
Number of Traders in Each Category Total Traders: 109
16 19 . 6 . . 38 11 . 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 121,462
Positions
18,754 74,413 640 9,118 413 1,228 67,091 22,333 50 6,242 3,800 0 18,339 18,585
Changes from: April 23, 2013 Total Change is: 2,513
-319 -1,335 121 1,338 -183 -10 146 3,645 -44 407 -932 -12 886 1,263
Percent of Open Interest Represented by Each Category of Trader
15.4 61.3 0.5 7.5 0.3 1.0 55.2 18.4 0.0 5.1 3.1 0.0 15.1 15.3
Number of Traders in Each Category Total Traders: 109
16 19 . 6 . . 38 11 . 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 791,342
Positions
32,341 226,060 34,788 338,920 129,645 57,152 125,606 182,912 32,673 49,533 36,030 7,347 112,980 84,734
Changes from: April 23, 2013 Total Change is: 9,040
-721 12,629 2,116 515 -1,918 -1,915 14,523 3,854 -1,020 -841 -904 1,151 -4,767 -4,951
Percent of Open Interest Represented by Each Category of Trader
4.1 28.6 4.4 42.8 16.4 7.2 15.9 23.1 4.1 6.3 4.6 0.9 14.3 10.7
Number of Traders in Each Category Total Traders: 566
28 44 22 121 52 59 107 108 70 52 53 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 173,796
Positions
18,249 68,119 536 58,598 29,307 8,520 14,022 16,889 806 13,347 10,924 1,562 58,156 37,133
Changes from: April 23, 2013 Total Change is: -2,870
2,105 4,584 -1,697 -2,139 383 -363 -2,496 237 -128 -777 -28 479 2,146 -6,337
Percent of Open Interest Represented by Each Category of Trader
10.5 39.2 0.3 33.7 16.9 4.9 8.1 9.7 0.5 7.7 6.3 0.9 33.5 21.4
Number of Traders in Each Category Total Traders: 94
7 10 . 18 9 9 19 18 9 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 3,087,728
Positions
173,852 893,096 67,870 1,424,237 524,315 220,537 619,861 892,055 97,393 190,987 135,588 18,870 274,121 238,004
Changes from: April 23, 2013 Total Change is: 59,549
-7,153 47,199 12,088 5,873 -18,901 -366 77,897 10,885 2,739 3,149 -910 -113 -34,565 6,928
Percent of Open Interest Represented by Each Category of Trader
5.6 28.9 2.2 46.1 17.0 7.1 20.1 28.9 3.2 6.2 4.4 0.6 8.9 7.7
Number of Traders in Each Category Total Traders: 544
29 42 18 113 49 55 105 107 58 48 50 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 114,992
Positions
5,025 53,062 60 59,773 46,933 2,229 33,596 6,810 325 998 2,208 0 12,986 3,365
Changes from: April 23, 2013 Total Change is: 5,983
2,261 7,629 -14 2,838 -1,629 301 1,203 698 -912 100 -7 0 206 -83
Percent of Open Interest Represented by Each Category of Trader
4.4 46.1 0.1 52.0 40.8 1.9 29.2 5.9 0.3 0.9 1.9 0.0 11.3 2.9
Number of Traders in Each Category Total Traders: 102
5 16 . 36 14 10 20 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 78,125
Positions
3,275 55,763 416 31,597 5,213 737 33,334 7,750 314 2,089 2,235 150 6,214 5,547
Changes from: April 23, 2013 Total Change is: 7,393
-500 6,869 -68 245 -341 -499 7,664 -117 -341 245 -300 -181 828 2,370
Percent of Open Interest Represented by Each Category of Trader
4.2 71.4 0.5 40.4 6.7 0.9 42.7 9.9 0.4 2.7 2.9 0.2 8.0 7.1
Number of Traders in Each Category Total Traders: 213
17 23 . 28 17 10 71 27 9 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 390,625
Positions
16,376 278,817 2,078 157,983 26,066 3,685 166,671 38,749 1,571 10,444 11,177 749 31,068 27,733
Changes from: April 23, 2013 Total Change is: 36,963
-2,500 34,346 -340 1,225 -1,704 -2,496 38,319 -583 -1,706 1,227 -1,498 -906 4,140 11,850
Percent of Open Interest Represented by Each Category of Trader
4.2 71.4 0.5 40.4 6.7 0.9 42.7 9.9 0.4 2.7 2.9 0.2 8.0 7.1
Number of Traders in Each Category Total Traders: 213
17 23 . 28 17 10 71 27 9 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 376,513
Positions
84,784 46,036 7,968 131,509 151,413 23,580 93,152 117,939 6,360 7,798 7,942 0 21,362 15,275
Changes from: April 23, 2013 Total Change is: 9,273
-7,174 7,667 3,774 6,097 -3,969 609 6,468 2,532 -1,671 762 618 0 408 -287
Percent of Open Interest Represented by Each Category of Trader
22.5 12.2 2.1 34.9 40.2 6.3 24.7 31.3 1.7 2.1 2.1 0.0 5.7 4.1
Number of Traders in Each Category Total Traders: 255
24 11 4 56 36 22 56 38 12 17 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 76,760
Positions
7,164 31,110 250 26,176 0 0 18,778 17,991 195 12,990 4,570 0 11,207 22,644
Changes from: April 23, 2013 Total Change is: 1,426
-828 -207 250 564 0 -37 -87 2,284 186 1,090 -50 0 288 -1,000
Percent of Open Interest Represented by Each Category of Trader
9.3 40.5 0.3 34.1 0.0 0.0 24.5 23.4 0.3 16.9 6.0 0.0 14.6 29.5
Number of Traders in Each Category Total Traders: 68
5 11 . 16 0 0 15 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 87,298
Positions
30,384 17,708 1,409 11,437 2,364 73 31,780 11,644 439 3,220 10,279 0 8,556 43,382
Changes from: April 23, 2013 Total Change is: 217
-689 -1,342 -4 -3,104 -4,453 73 5,247 1,579 56 -327 6,266 0 -1,035 -1,958
Percent of Open Interest Represented by Each Category of Trader
34.8 20.3 1.6 13.1 2.7 0.1 36.4 13.3 0.5 3.7 11.8 0.0 9.8 49.7
Number of Traders in Each Category Total Traders: 94
24 14 5 11 . . 21 12 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 85,875
Positions
14,591 38,161 2,498 30,197 22,918 3,974 25,896 13,947 2,087 212 0 0 6,420 2,290
Changes from: April 23, 2013 Total Change is: 529
-977 325 182 -902 -302 -14 929 -114 260 0 0 0 1,051 192
Percent of Open Interest Represented by Each Category of Trader
17.0 44.4 2.9 35.2 26.7 4.6 30.2 16.2 2.4 0.2 0.0 0.0 7.5 2.7
Number of Traders in Each Category Total Traders: 76
4 6 . 26 21 11 13 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 200,714
Positions
7,100 96,328 3,855 110,704 20,526 8,284 42,166 59,163 1,534 12,090 4,354 297 14,684 6,373
Changes from: April 23, 2013 Total Change is: 1,584
723 -171 156 2,732 -5,944 307 -1,289 7,779 224 -84 -341 0 -1,185 -426
Percent of Open Interest Represented by Each Category of Trader
3.5 48.0 1.9 55.2 10.2 4.1 21.0 29.5 0.8 6.0 2.2 0.1 7.3 3.2
Number of Traders in Each Category Total Traders: 146
13 18 5 44 19 21 21 12 8 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 717,378
Positions
15,313 127,837 3,639 285,255 192,702 74,820 149,262 99,305 15,712 15,054 49,368 223 158,100 153,772
Changes from: April 23, 2013 Total Change is: 12,242
-2,728 -2,829 2,313 -8,847 3,142 2,178 19,998 3,577 989 606 1,652 214 -2,481 1,006
Percent of Open Interest Represented by Each Category of Trader
2.1 17.8 0.5 39.8 26.9 10.4 20.8 13.8 2.2 2.1 6.9 0.0 22.0 21.4
Number of Traders in Each Category Total Traders: 180
7 21 7 35 34 33 37 29 19 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 396,857
Positions
18,237 103,990 1,212 244,825 35,534 33,064 11,460 142,014 2,220 6,031 20,145 0 79,808 58,678
Changes from: April 23, 2013 Total Change is: 904
13 -3,514 117 -2,823 -12,210 823 2,464 5,731 -9 -539 8,014 -25 883 1,977
Percent of Open Interest Represented by Each Category of Trader
4.6 26.2 0.3 61.7 9.0 8.3 2.9 35.8 0.6 1.5 5.1 0.0 20.1 14.8
Number of Traders in Each Category Total Traders: 69
. 10 5 29 8 16 4 9 4 . 4 0
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Traders in Financial Futures - Futures Only Positions as of April 30, 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 952,444
Positions
52,798 125,738 32,988 207,242 170,696 54,331 290,861 352,432 50,309 107,887 57,175 23,560 132,468 85,215
Changes from: April 23, 2013 Total Change is: 45,430
-2,307 7,829 10,781 13,392 -23,532 -580 -4,348 47,568 1,851 32,811 1,511 758 -6,928 -756
Percent of Open Interest Represented by Each Category of Trader
5.5 13.2 3.5 21.8 17.9 5.7 30.5 37.0 5.3 11.3 6.0 2.5 13.9 8.9
Number of Traders in Each Category Total Traders: 211
11 27 10 33 26 26 43 31 24 19 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 59,034
Positions
20,590 27,781 10,345 0 400 668 22,199 14,738 4,064 276 17 863 29 158
Changes from: April 23, 2013 Total Change is: 3,597
1,843 3,326 221 0 0 0 3,204 -728 985 76 0 8 -2,740 -215
Percent of Open Interest Represented by Each Category of Trader
34.9 47.1 17.5 0.0 0.7 1.1 37.6 25.0 6.9 0.5 0.0 1.5 0.0 0.3
Number of Traders in Each Category Total Traders: 43
8 11 11 0 . . 8 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 2,208,463
Positions
131,942 224,812 52,053 460,609 812,858 244,190 858,899 282,113 63,032 50,751 138,447 25,198 321,789 365,760
Changes from: April 23, 2013 Total Change is: -56,166
10,595 -47,314 -7,997 -83,162 670 18,632 -8,902 -19,760 -2,819 17,041 1,205 83 363 1,134
Percent of Open Interest Represented by Each Category of Trader
6.0 10.2 2.4 20.9 36.8 11.1 38.9 12.8 2.9 2.3 6.3 1.1 14.6 16.6
Number of Traders in Each Category Total Traders: 318
23 39 21 22 70 52 63 60 38 8 33 11
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Traders in Financial Futures - Futures Only Positions as of April 30, 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 1,909,627
Positions
333,944 216,172 32,001 576,602 512,405 120,604 457,847 589,615 37,061 54,652 127,808 14,361 282,555 259,600
Changes from: April 23, 2013 Total Change is: 72,871
41,685 -5,517 -1,405 46,726 29,009 -20,523 -12,027 63,963 5,816 -2,909 2,644 -2,924 18,432 1,808
Percent of Open Interest Represented by Each Category of Trader
17.5 11.3 1.7 30.2 26.8 6.3 24.0 30.9 1.9 2.9 6.7 0.8 14.8 13.6
Number of Traders in Each Category Total Traders: 216
13 27 12 27 39 31 44 43 24 6 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 372,160
Positions
136,885 124,109 110,253 0 3,241 3,187 33,143 24,524 51,561 3,114 7,552 12,776 21,241 34,957
Changes from: April 23, 2013 Total Change is: 10,203
3,676 2,424 3,464 0 0 0 -2,573 389 3,785 2,815 694 1,838 -2,802 -2,391
Percent of Open Interest Represented by Each Category of Trader
36.8 33.3 29.6 0.0 0.9 0.9 8.9 6.6 13.9 0.8 2.0 3.4 5.7 9.4
Number of Traders in Each Category Total Traders: 68
19 20 27 0 . . 9 11 15 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 9,476,859
Positions
1,205,797 2,807,246 1,875,764 1,058,320 484,844 252,049 1,801,348 646,626 1,793,319 172,638 218,266 349,891 967,733 1,048,854
Changes from: April 23, 2013 Total Change is: 78,100
-21,189 27,371 22,437 45,089 -91,454 2,392 -2,774 73,346 -4,093 23,734 28,332 -2,318 14,822 22,087
Percent of Open Interest Represented by Each Category of Trader
12.7 29.6 19.8 11.2 5.1 2.7 19.0 6.8 18.9 1.8 2.3 3.7 10.2 11.1
Number of Traders in Each Category Total Traders: 259
28 51 71 10 12 22 58 50 80 12 13 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,741
Positions
7,967 1,861 0 55 748 0 434 4,244 37 128 1,716 0 120 135
Changes from: April 23, 2013 Total Change is: 21
-13 -425 0 3 0 0 30 448 0 0 0 0 1 -2
Percent of Open Interest Represented by Each Category of Trader
91.1 21.3 0.0 0.6 8.6 0.0 5.0 48.6 0.4 1.5 19.6 0.0 1.4 1.5
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 18,546
Positions
11,700 1,937 50 1,532 4,252 37 4,731 10,289 0 465 1,823 0 31 158
Changes from: April 23, 2013 Total Change is: 173
-842 10 0 488 50 -28 541 116 0 0 0 0 14 25
Percent of Open Interest Represented by Each Category of Trader
63.1 10.4 0.3 8.3 22.9 0.2 25.5 55.5 0.0 2.5 9.8 0.0 0.2 0.9
Number of Traders in Each Category Total Traders: 27
4 5 . . . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 12,291
Positions
9,946 1,615 104 1,127 3,005 0 598 5,473 502 0 1,204 0 14 388
Changes from: April 23, 2013 Total Change is: -383
-268 -44 86 -47 0 0 -157 -427 2 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
80.9 13.1 0.8 9.2 24.4 0.0 4.9 44.5 4.1 0.0 9.8 0.0 0.1 3.2
Number of Traders in Each Category Total Traders: 20
4 4 . . . 0 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 3,495
Positions
2,732 1,055 0 0 722 36 616 1,304 0 0 318 0 111 60
Changes from: April 23, 2013 Total Change is: -208
-53 14 -2 -93 -96 0 -44 -135 0 0 0 0 -16 11
Percent of Open Interest Represented by Each Category of Trader
78.2 30.2 0.0 0.0 20.7 1.0 17.6 37.3 0.0 0.0 9.1 0.0 3.2 1.7
Number of Traders in Each Category Total Traders: 20
5 . 0 0 . . 4 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 70,776
Positions
9,134 29,669 1,136 7,065 243 66 35,586 36,033 852 8,165 1,057 109 8,663 1,611
Changes from: April 23, 2013 Total Change is: -7,490
192 -297 0 377 25 -3 -4,499 -7,319 -196 -2,111 422 108 -1,358 -230
Percent of Open Interest Represented by Each Category of Trader
12.9 41.9 1.6 10.0 0.3 0.1 50.3 50.9 1.2 11.5 1.5 0.2 12.2 2.3
Number of Traders in Each Category Total Traders: 121
8 . . 11 . . 39 18 7 35 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 388,083
Positions
104,425 40,838 35,314 54,136 16,172 15,216 41,047 136,501 55,890 7,269 9,202 50,189 24,597 28,761
Changes from: April 23, 2013 Total Change is: 6,492
343 -2,994 -1,193 6,489 -1,848 -547 -4,471 6,181 14,214 1,512 898 -10,495 640 2,276
Percent of Open Interest Represented by Each Category of Trader
26.9 10.5 9.1 13.9 4.2 3.9 10.6 35.2 14.4 1.9 2.4 12.9 6.3 7.4
Number of Traders in Each Category Total Traders: 165
21 10 25 5 11 10 27 46 50 21 13 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 10,102
Positions
225 3,115 0 2,333 289 94 5,792 5,694 908 613 0 0 137 2
Changes from: April 23, 2013 Total Change is: -382
-83 22 0 60 -2 -43 -318 -336 0 0 0 0 2 -23
Percent of Open Interest Represented by Each Category of Trader
2.2 30.8 0.0 23.1 2.9 0.9 57.3 56.4 9.0 6.1 0.0 0.0 1.4 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 6 . . 5 4 . . 0 0
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Updated May 3, 2013