Traders in Financial Futures - Futures Only Positions as of May 7, 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 149,014
Positions
71,381 12,672 925 17,773 19,022 168 17,054 79,652 6,028 7,035 2,122 32 28,618 28,393
Changes from: April 30, 2013 Total Change is: -12,459
-16,115 5,550 -184 -417 -377 -204 1,750 -14,243 769 -553 -1 -18 2,513 -3,751
Percent of Open Interest Represented by Each Category of Trader
47.9 8.5 0.6 11.9 12.8 0.1 11.4 53.5 4.0 4.7 1.4 0.0 19.2 19.1
Number of Traders in Each Category Total Traders: 77
8 5 6 6 . 4 19 24 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 49,245
Positions
27,883 19,508 273 0 1,811 0 8,399 11,675 256 3,035 1,621 0 9,399 14,101
Changes from: April 30, 2013 Total Change is: -1,627
281 204 170 0 -33 0 -906 -1,860 2 34 -1,388 0 -1,208 1,278
Percent of Open Interest Represented by Each Category of Trader
56.6 39.6 0.6 0.0 3.7 0.0 17.1 23.7 0.5 6.2 3.3 0.0 19.1 28.6
Number of Traders in Each Category Total Traders: 40
8 7 . 0 . 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 190,781
Positions
88,976 18,090 839 17,805 27,464 233 33,571 82,984 4,596 26,683 16,154 10 18,068 40,411
Changes from: April 30, 2013 Total Change is: 1,697
2,094 6,488 -149 194 -1,697 -729 2,091 -6,226 151 822 -682 0 -2,777 4,541
Percent of Open Interest Represented by Each Category of Trader
46.6 9.5 0.4 9.3 14.4 0.1 17.6 43.5 2.4 14.0 8.5 0.0 9.5 21.2
Number of Traders in Each Category Total Traders: 104
8 10 6 6 14 . 19 31 10 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 209,370
Positions
110,698 26,088 337 19,154 14,244 1,845 42,176 90,208 2,703 11,391 13,969 2,736 18,330 57,240
Changes from: April 30, 2013 Total Change is: 11,264
6,632 -734 -284 179 208 38 3,381 9,464 -28 -594 1,693 222 1,718 685
Percent of Open Interest Represented by Each Category of Trader
52.9 12.5 0.2 9.1 6.8 0.9 20.1 43.1 1.3 5.4 6.7 1.3 8.8 27.3
Number of Traders in Each Category Total Traders: 141
9 14 . 6 13 . 24 51 11 5 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 214,597
Positions
50,458 18,078 2,257 28,836 45,410 7,717 44,483 70,879 3,777 35,410 12,237 619 41,040 53,623
Changes from: April 30, 2013 Total Change is: -8,021
-5,792 -2,370 329 -59 -1,539 -1,063 -1,351 -898 778 4,819 -4,137 -23 -5,659 902
Percent of Open Interest Represented by Each Category of Trader
23.5 8.4 1.1 13.4 21.2 3.6 20.7 33.0 1.8 16.5 5.7 0.3 19.1 25.0
Number of Traders in Each Category Total Traders: 164
18 15 6 14 17 9 19 48 18 17 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 157,170
Positions
47,759 28,544 716 1,572 41,366 991 71,495 51,670 2,383 5,404 3,381 0 26,850 28,119
Changes from: April 30, 2013 Total Change is: -1,784
14,360 -12,733 396 -357 433 -95 -19,322 5,153 285 2,815 -75 0 134 4,852
Percent of Open Interest Represented by Each Category of Trader
30.4 18.2 0.5 1.0 26.3 0.6 45.5 32.9 1.5 3.4 2.2 0.0 17.1 17.9
Number of Traders in Each Category Total Traders: 107
11 11 4 . 8 . 25 38 10 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 57,493
Positions
22,391 27,440 19,397 2,246 0 0 4,340 2,501 4,275 1,078 0 3,334 432 546
Changes from: April 30, 2013 Total Change is: -7
42 -1 0 -2 0 0 -44 -99 0 0 0 0 -3 93
Percent of Open Interest Represented by Each Category of Trader
38.9 47.7 33.7 3.9 0.0 0.0 7.5 4.4 7.4 1.9 0.0 5.8 0.8 0.9
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 May 7, 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 167,659
Positions
3,105 113,175 409 8,339 661 15 131,288 45,446 914 11,682 4,203 100 11,807 2,736
Changes from: April 30, 2013 Total Change is: -2,947
-244 1,372 157 -528 -51 7 -2,040 -4,213 -264 204 517 0 -239 -472
Percent of Open Interest Represented by Each Category of Trader
1.9 67.5 0.2 5.0 0.4 0.0 78.3 27.1 0.5 7.0 2.5 0.1 7.0 1.6
Number of Traders in Each Category Total Traders: 144
7 13 . 11 . . 73 13 6 18 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,392
Positions
15,392 22,587 274 1,694 2,004 0 5,501 1,446 739 13,085 10,142 1,858 849 342
Changes from: April 30, 2013 Total Change is: -4,794
427 -4,112 0 -2,191 427 0 -704 -650 -130 -1,689 0 -341 -166 12
Percent of Open Interest Represented by Each Category of Trader
39.1 57.3 0.7 4.3 5.1 0.0 14.0 3.7 1.9 33.2 25.7 4.7 2.2 0.9
Number of Traders in Each Category Total Traders: 37
5 8 . . . 0 11 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 46,005
Positions
3,528 28,961 312 516 407 0 34,718 11,269 125 1,774 1,364 0 5,032 3,567
Changes from: April 30, 2013 Total Change is: -566
282 -1,640 -4 -8 22 0 -380 106 3 24 300 0 -483 647
Percent of Open Interest Represented by Each Category of Trader
7.7 63.0 0.7 1.1 0.9 0.0 75.5 24.5 0.3 3.9 3.0 0.0 10.9 7.8
Number of Traders in Each Category Total Traders: 63
5 10 . . . 0 21 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 60,180
Positions
8,967 34,568 431 4,807 211 691 33,159 13,064 32 3,198 1,841 0 8,898 9,344
Changes from: April 30, 2013 Total Change is: -551
-411 -2,639 111 248 4 77 -387 1,898 7 77 -59 0 -272 52
Percent of Open Interest Represented by Each Category of Trader
14.9 57.4 0.7 8.0 0.3 1.1 55.1 21.7 0.1 5.3 3.1 0.0 14.8 15.5
Number of Traders in Each Category Total Traders: 108
17 17 . 7 . . 38 12 . 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 120,360
Positions
17,933 69,136 861 9,614 421 1,381 66,317 26,128 63 6,396 3,682 0 17,795 18,688
Changes from: April 30, 2013 Total Change is: -1,102
-821 -5,277 221 496 8 153 -774 3,795 13 154 -118 0 -544 103
Percent of Open Interest Represented by Each Category of Trader
14.9 57.4 0.7 8.0 0.3 1.1 55.1 21.7 0.1 5.3 3.1 0.0 14.8 15.5
Number of Traders in Each Category Total Traders: 108
17 17 . 7 . . 38 12 . 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 816,274
Positions
35,924 225,603 42,026 339,607 128,628 58,393 129,585 195,931 30,095 56,551 38,369 7,419 116,674 89,810
Changes from: April 30, 2013 Total Change is: 24,933
3,582 -457 7,238 686 -1,017 1,241 3,979 13,019 -2,577 7,018 2,338 72 3,694 5,076
Percent of Open Interest Represented by Each Category of Trader
4.4 27.6 5.1 41.6 15.8 7.2 15.9 24.0 3.7 6.9 4.7 0.9 14.3 11.0
Number of Traders in Each Category Total Traders: 579
28 42 21 122 54 61 105 113 69 63 49 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 178,306
Positions
20,770 68,599 536 57,863 31,301 8,673 13,087 15,943 728 13,928 11,968 1,210 61,511 39,348
Changes from: April 30, 2013 Total Change is: 4,510
2,521 480 0 -735 1,994 153 -935 -946 -78 581 1,044 -352 3,355 2,215
Percent of Open Interest Represented by Each Category of Trader
11.6 38.5 0.3 32.5 17.6 4.9 7.3 8.9 0.4 7.8 6.7 0.7 34.5 22.1
Number of Traders in Each Category Total Traders: 94
6 9 . 17 11 10 20 16 7 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 3,189,841
Positions
208,853 918,105 74,365 1,438,419 516,334 218,902 634,830 952,278 94,498 223,327 142,217 20,832 275,815 252,310
Changes from: April 30, 2013 Total Change is: 102,113
35,001 25,009 6,495 14,182 -7,981 -1,635 14,969 60,223 -2,895 32,340 6,629 1,962 1,694 14,306
Percent of Open Interest Represented by Each Category of Trader
6.5 28.8 2.3 45.1 16.2 6.9 19.9 29.9 3.0 7.0 4.5 0.7 8.6 7.9
Number of Traders in Each Category Total Traders: 556
29 41 18 114 51 54 101 112 61 60 45 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 112,142
Positions
2,805 50,163 51 59,613 44,948 3,063 31,788 7,060 763 703 2,203 0 13,356 3,891
Changes from: April 30, 2013 Total Change is: -2,850
-2,220 -2,899 -9 -160 -1,985 834 -1,808 250 438 -295 -5 0 370 526
Percent of Open Interest Represented by Each Category of Trader
2.5 44.7 0.0 53.2 40.1 2.7 28.3 6.3 0.7 0.6 2.0 0.0 11.9 3.5
Number of Traders in Each Category Total Traders: 97
4 16 . 35 14 11 17 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 81,815
Positions
3,410 56,302 477 33,729 6,190 1,068 33,247 8,343 443 2,648 3,050 358 6,436 5,585
Changes from: April 30, 2013 Total Change is: 3,690
134 538 62 2,133 977 331 -88 593 129 559 815 208 222 38
Percent of Open Interest Represented by Each Category of Trader
4.2 68.8 0.6 41.2 7.6 1.3 40.6 10.2 0.5 3.2 3.7 0.4 7.9 6.8
Number of Traders in Each Category Total Traders: 229
18 24 4 30 18 9 74 29 13 23 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 409,077
Positions
17,048 281,509 2,386 168,647 30,951 5,339 166,233 41,713 2,215 13,241 15,250 1,790 32,178 27,924
Changes from: April 30, 2013 Total Change is: 18,452
672 2,692 308 10,664 4,885 1,654 -438 2,964 644 2,797 4,073 1,041 1,110 191
Percent of Open Interest Represented by Each Category of Trader
4.2 68.8 0.6 41.2 7.6 1.3 40.6 10.2 0.5 3.2 3.7 0.4 7.9 6.8
Number of Traders in Each Category Total Traders: 229
18 24 4 30 18 9 74 29 13 23 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 371,698
Positions
78,224 45,940 6,026 133,416 145,333 24,062 91,382 116,587 7,613 7,119 9,718 36 23,820 16,383
Changes from: April 30, 2013 Total Change is: -4,815
-6,560 -96 -1,942 1,907 -6,080 482 -1,770 -1,352 1,253 -679 1,776 36 2,458 1,108
Percent of Open Interest Represented by Each Category of Trader
21.0 12.4 1.6 35.9 39.1 6.5 24.6 31.4 2.0 1.9 2.6 0.0 6.4 4.4
Number of Traders in Each Category Total Traders: 260
20 15 . 56 36 22 54 46 14 16 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 79,230
Positions
7,769 30,068 0 26,771 0 88 20,314 19,614 0 12,613 4,998 0 11,675 24,462
Changes from: April 30, 2013 Total Change is: 2,470
605 -1,042 -250 595 0 88 1,536 1,623 -195 -377 428 0 468 1,818
Percent of Open Interest Represented by Each Category of Trader
9.8 38.0 0.0 33.8 0.0 0.1 25.6 24.8 0.0 15.9 6.3 0.0 14.7 30.9
Number of Traders in Each Category Total Traders: 68
7 7 0 17 0 . 16 9 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 94,333
Positions
28,888 22,227 1,390 11,516 3,099 96 37,119 14,830 1,815 3,073 2,321 70 10,366 48,485
Changes from: April 30, 2013 Total Change is: 7,035
-1,496 4,519 -19 79 735 23 5,339 3,186 1,376 -147 -7,958 70 1,810 5,103
Percent of Open Interest Represented by Each Category of Trader
30.6 23.6 1.5 12.2 3.3 0.1 39.3 15.7 1.9 3.3 2.5 0.1 11.0 51.4
Number of Traders in Each Category Total Traders: 95
19 17 5 12 . . 21 14 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 87,848
Positions
15,434 38,509 2,308 32,464 23,526 3,963 25,848 15,554 2,097 212 0 0 5,522 1,891
Changes from: April 30, 2013 Total Change is: 1,973
843 348 -190 2,267 608 -11 -48 1,607 10 0 0 0 -898 -399
Percent of Open Interest Represented by Each Category of Trader
17.6 43.8 2.6 37.0 26.8 4.5 29.4 17.7 2.4 0.2 0.0 0.0 6.3 2.2
Number of Traders in Each Category Total Traders: 82
6 7 . 28 21 10 12 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 201,042
Positions
7,477 103,059 2,820 110,102 21,790 8,047 44,232 53,962 1,232 10,697 4,454 306 16,129 5,372
Changes from: April 30, 2013 Total Change is: 328
377 6,731 -1,035 -602 1,264 -237 2,066 -5,201 -302 -1,393 100 9 1,445 -1,001
Percent of Open Interest Represented by Each Category of Trader
3.7 51.3 1.4 54.8 10.8 4.0 22.0 26.8 0.6 5.3 2.2 0.2 8.0 2.7
Number of Traders in Each Category Total Traders: 141
12 18 5 45 18 22 23 9 7 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 684,138
Positions
5,343 105,136 10,373 278,400 182,851 78,256 120,812 97,143 17,206 15,469 33,129 0 158,279 160,044
Changes from: April 30, 2013 Total Change is: -33,240
-9,970 -22,701 6,734 -6,855 -9,851 3,436 -28,450 -2,162 1,494 415 -16,239 -223 179 6,272
Percent of Open Interest Represented by Each Category of Trader
0.8 15.4 1.5 40.7 26.7 11.4 17.7 14.2 2.5 2.3 4.8 0.0 23.1 23.4
Number of Traders in Each Category Total Traders: 178
6 20 11 35 33 37 34 38 18 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 400,089
Positions
22,829 100,415 2,451 244,899 44,626 33,251 11,513 142,017 2,282 5,051 19,777 0 77,813 55,270
Changes from: April 30, 2013 Total Change is: 3,232
4,592 -3,575 1,239 74 9,092 187 53 3 62 -980 -368 0 -1,995 -3,408
Percent of Open Interest Represented by Each Category of Trader
5.7 25.1 0.6 61.2 11.2 8.3 2.9 35.5 0.6 1.3 4.9 0.0 19.4 13.8
Number of Traders in Each Category Total Traders: 73
4 10 6 29 9 16 4 11 4 . 4 0
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Traders in Financial Futures - Futures Only Positions as of May 7, 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 947,214
Positions
58,841 128,260 33,039 201,671 171,690 59,627 270,626 341,590 53,280 110,723 42,449 23,580 135,827 93,699
Changes from: April 30, 2013 Total Change is: -5,230
6,043 2,522 51 -5,571 994 5,296 -20,235 -10,842 2,971 2,836 -14,726 20 3,359 8,484
Percent of Open Interest Represented by Each Category of Trader
6.2 13.5 3.5 21.3 18.1 6.3 28.6 36.1 5.6 11.7 4.5 2.5 14.3 9.9
Number of Traders in Each Category Total Traders: 210
11 26 9 35 27 29 42 34 26 16 19 6
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Traders in Financial Futures - Futures Only Positions as of May 7, 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 51,220
Positions
20,228 26,095 6,450 0 535 668 19,756 13,151 3,341 0 231 735 42 14
Changes from: April 30, 2013 Total Change is: -7,814
-362 -1,686 -3,895 0 135 0 -2,443 -1,587 -723 -276 214 -128 13 -144
Percent of Open Interest Represented by Each Category of Trader
39.5 50.9 12.6 0.0 1.0 1.3 38.6 25.7 6.5 0.0 0.5 1.4 0.1 0.0
Number of Traders in Each Category Total Traders: 43
6 13 9 0 . . 7 13 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 2,271,506
Positions
149,999 214,283 43,766 475,530 862,948 236,722 914,770 304,116 74,113 49,345 147,345 18,006 309,255 370,207
Changes from: April 30, 2013 Total Change is: 63,043
18,057 -10,529 -8,287 14,921 50,090 -7,468 55,871 22,003 11,081 -1,406 8,898 -7,192 -12,534 4,447
Percent of Open Interest Represented by Each Category of Trader
6.6 9.4 1.9 20.9 38.0 10.4 40.3 13.4 3.3 2.2 6.5 0.8 13.6 16.3
Number of Traders in Each Category Total Traders: 329
21 43 22 24 70 52 66 64 45 8 33 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 1,877,284
Positions
371,878 172,853 38,281 539,359 540,021 123,756 427,135 572,272 41,112 52,734 126,230 15,836 267,193 246,923
Changes from: April 30, 2013 Total Change is: -32,343
37,934 -43,319 6,280 -37,243 27,616 3,152 -30,712 -17,343 4,051 -1,918 -1,578 1,475 -15,362 -12,677
Percent of Open Interest Represented by Each Category of Trader
19.8 9.2 2.0 28.7 28.8 6.6 22.8 30.5 2.2 2.8 6.7 0.8 14.2 13.2
Number of Traders in Each Category Total Traders: 222
18 27 12 30 37 32 45 41 26 7 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 325,584
Positions
123,779 93,655 92,733 0 2,741 3,187 29,798 29,983 46,214 0 8,820 10,675 19,198 37,576
Changes from: April 30, 2013 Total Change is: -46,576
-13,106 -30,454 -17,520 0 -500 0 -3,345 5,459 -5,347 -3,114 1,268 -2,101 -2,043 2,619
Percent of Open Interest Represented by Each Category of Trader
38.0 28.8 28.5 0.0 0.8 1.0 9.2 9.2 14.2 0.0 2.7 3.3 5.9 11.5
Number of Traders in Each Category Total Traders: 63
15 21 26 0 . . 5 14 15 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 9,586,564
Positions
1,195,707 2,753,083 1,903,495 1,070,014 509,293 263,700 1,732,751 661,645 1,874,976 200,459 207,770 353,313 992,149 1,059,289
Changes from: April 30, 2013 Total Change is: 109,705
-10,090 -54,163 27,731 11,694 24,449 11,651 -68,597 15,019 81,657 27,821 -10,496 3,422 24,416 10,435
Percent of Open Interest Represented by Each Category of Trader
12.5 28.7 19.9 11.2 5.3 2.8 18.1 6.9 19.6 2.1 2.2 3.7 10.3 11.0
Number of Traders in Each Category Total Traders: 262
28 50 72 11 12 23 59 49 85 11 14 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 8,767
Positions
7,941 2,107 0 52 748 0 472 3,901 44 128 1,816 0 130 151
Changes from: April 30, 2013 Total Change is: 26
-26 246 0 -3 0 0 38 -343 7 0 100 0 10 16
Percent of Open Interest Represented by Each Category of Trader
90.6 24.0 0.0 0.6 8.5 0.0 5.4 44.5 0.5 1.5 20.7 0.0 1.5 1.7
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 19,597
Positions
12,441 4,050 50 1,545 5,220 33 4,579 8,311 0 895 1,823 0 54 110
Changes from: April 30, 2013 Total Change is: 1,051
741 2,113 0 13 968 -4 -152 -1,978 0 430 0 0 23 -48
Percent of Open Interest Represented by Each Category of Trader
63.5 20.7 0.3 7.9 26.6 0.2 23.4 42.4 0.0 4.6 9.3 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 27
6 . . . . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 69,141
Positions
9,645 29,592 1,136 6,070 194 96 29,334 35,105 1,072 13,267 824 1 8,520 1,121
Changes from: April 30, 2013 Total Change is: -1,635
511 -77 0 -995 -49 30 -6,252 -928 220 5,102 -233 -108 -143 -490
Percent of Open Interest Represented by Each Category of Trader
13.9 42.8 1.6 8.8 0.3 0.1 42.4 50.8 1.6 19.2 1.2 0.0 12.3 1.6
Number of Traders in Each Category Total Traders: 118
8 . . 11 . . 39 15 6 37 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 405,092
Positions
100,705 40,693 35,297 64,672 15,595 14,759 45,114 147,557 63,593 7,898 11,673 47,164 25,890 28,761
Changes from: April 30, 2013 Total Change is: 17,009
-3,720 -145 -17 10,536 -577 -457 4,067 11,056 7,703 629 2,471 -3,025 1,293 0
Percent of Open Interest Represented by Each Category of Trader
24.9 10.0 8.7 16.0 3.8 3.6 11.1 36.4 15.7 1.9 2.9 11.6 6.4 7.1
Number of Traders in Each Category Total Traders: 168
20 12 24 6 9 9 29 48 46 20 13 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 10,133
Positions
215 3,113 0 2,282 296 44 5,895 5,750 908 653 0 0 136 22
Changes from: April 30, 2013 Total Change is: 31
-10 -2 0 -51 7 -50 103 56 0 40 0 0 -1 20
Percent of Open Interest Represented by Each Category of Trader
2.1 30.7 0.0 22.5 2.9 0.4 58.2 56.7 9.0 6.4 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 23
. . 0 6 . . 4 4 . . 0 0
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Updated May 10, 2013