Traders in Financial Futures - Futures Only Positions as of May 14, 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 142,482
Positions
59,110 14,541 905 17,598 19,109 207 20,997 73,140 4,440 5,970 2,188 26 33,229 27,926
Changes from: May 7, 2013 Total Change is: -6,532
-12,271 1,869 -20 -175 87 39 3,943 -6,512 -1,588 -1,065 66 -6 4,611 -467
Percent of Open Interest Represented by Each Category of Trader
41.5 10.2 0.6 12.4 13.4 0.1 14.7 51.3 3.1 4.2 1.5 0.0 23.3 19.6
Number of Traders in Each Category Total Traders: 76
8 6 5 7 . 6 22 19 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 58,084
Positions
35,482 11,878 479 0 1,312 0 10,780 22,160 292 3,279 1,621 0 7,772 20,342
Changes from: May 7, 2013 Total Change is: 8,839
7,599 -7,630 206 0 -499 0 2,381 10,485 36 244 0 0 -1,627 6,241
Percent of Open Interest Represented by Each Category of Trader
61.1 20.4 0.8 0.0 2.3 0.0 18.6 38.2 0.5 5.6 2.8 0.0 13.4 35.0
Number of Traders in Each Category Total Traders: 49
7 8 . 0 . 0 11 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 198,068
Positions
90,202 18,917 1,416 18,034 29,135 166 38,498 90,807 4,429 26,961 15,022 10 18,352 38,166
Changes from: May 7, 2013 Total Change is: 7,287
1,226 827 577 229 1,671 -67 4,927 7,823 -167 278 -1,132 0 284 -2,245
Percent of Open Interest Represented by Each Category of Trader
45.5 9.6 0.7 9.1 14.7 0.1 19.4 45.8 2.2 13.6 7.6 0.0 9.3 19.3
Number of Traders in Each Category Total Traders: 110
8 10 5 6 17 . 20 32 10 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 229,746
Positions
120,530 26,354 564 18,337 17,032 2,194 48,837 100,845 3,345 15,145 13,190 3,321 17,473 62,901
Changes from: May 7, 2013 Total Change is: 20,376
9,832 266 227 -817 2,788 349 6,661 10,637 642 3,754 -779 585 -857 5,661
Percent of Open Interest Represented by Each Category of Trader
52.5 11.5 0.2 8.0 7.4 1.0 21.3 43.9 1.5 6.6 5.7 1.4 7.6 27.4
Number of Traders in Each Category Total Traders: 148
9 14 . 6 18 . 24 48 9 7 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 232,417
Positions
67,755 14,606 2,451 28,568 48,786 4,836 46,365 83,141 4,274 37,314 13,544 676 40,178 60,103
Changes from: May 7, 2013 Total Change is: 17,820
17,297 -3,472 194 -268 3,376 -2,881 1,882 12,262 497 1,904 1,307 57 -862 6,480
Percent of Open Interest Represented by Each Category of Trader
29.2 6.3 1.1 12.3 21.0 2.1 19.9 35.8 1.8 16.1 5.8 0.3 17.3 25.9
Number of Traders in Each Category Total Traders: 171
20 14 6 13 18 9 19 50 20 15 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 190,884
Positions
80,281 30,433 1,737 0 41,598 1,259 73,455 68,983 3,441 8,875 5,739 14 21,822 37,680
Changes from: May 7, 2013 Total Change is: 33,714
32,522 1,889 1,021 -1,572 232 268 1,960 17,313 1,058 3,471 2,358 14 -5,028 9,561
Percent of Open Interest Represented by Each Category of Trader
42.1 15.9 0.9 0.0 21.8 0.7 38.5 36.1 1.8 4.6 3.0 0.0 11.4 19.7
Number of Traders in Each Category Total Traders: 115
12 10 4 0 8 . 26 42 15 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 56,633
Positions
23,086 27,440 19,400 2,246 0 0 2,776 1,592 4,304 1,201 0 3,211 409 686
Changes from: May 7, 2013 Total Change is: -860
695 0 3 0 0 0 -1,564 -909 29 123 0 -123 -23 140
Percent of Open Interest Represented by Each Category of Trader
40.8 48.5 34.3 4.0 0.0 0.0 4.9 2.8 7.6 2.1 0.0 5.7 0.7 1.2
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 14, 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 168,040
Positions
5,616 114,362 799 8,048 661 19 130,350 44,681 1,187 10,680 3,694 0 11,341 2,637
Changes from: May 7, 2013 Total Change is: 381
2,511 1,187 390 -291 0 4 -938 -765 273 -1,002 -509 -100 -466 -99
Percent of Open Interest Represented by Each Category of Trader
3.3 68.1 0.5 4.8 0.4 0.0 77.6 26.6 0.7 6.4 2.2 0.0 6.7 1.6
Number of Traders in Each Category Total Traders: 141
8 12 . 10 . . 72 13 8 17 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 41,892
Positions
16,181 23,564 274 1,764 2,127 0 7,017 1,599 763 13,174 11,442 1,749 970 374
Changes from: May 7, 2013 Total Change is: 2,500
789 977 0 70 123 0 1,516 153 24 89 1,300 -109 121 32
Percent of Open Interest Represented by Each Category of Trader
38.6 56.2 0.7 4.2 5.1 0.0 16.8 3.8 1.8 31.4 27.3 4.2 2.3 0.9
Number of Traders in Each Category Total Traders: 36
5 8 . . . 0 11 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 37,320
Positions
3,389 22,806 316 521 407 0 27,608 8,196 89 2,035 1,628 0 3,362 3,878
Changes from: May 7, 2013 Total Change is: -8,685
-139 -6,155 4 5 0 0 -7,110 -3,073 -36 261 264 0 -1,670 311
Percent of Open Interest Represented by Each Category of Trader
9.1 61.1 0.8 1.4 1.1 0.0 74.0 22.0 0.2 5.5 4.4 0.0 9.0 10.4
Number of Traders in Each Category Total Traders: 61
4 9 . . . 0 17 17 . 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 59,879
Positions
8,740 33,582 664 5,581 202 548 31,513 12,781 296 3,188 1,626 0 9,352 10,183
Changes from: May 7, 2013 Total Change is: -301
-227 -986 233 774 -9 -143 -1,646 -283 264 -11 -216 0 454 839
Percent of Open Interest Represented by Each Category of Trader
14.6 56.1 1.1 9.3 0.3 0.9 52.6 21.3 0.5 5.3 2.7 0.0 15.6 17.0
Number of Traders in Each Category Total Traders: 110
15 21 4 7 . . 36 13 6 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 119,758
Positions
17,480 67,164 1,327 11,162 403 1,095 63,025 25,562 591 6,375 3,251 0 18,703 20,365
Changes from: May 7, 2013 Total Change is: -602
-453 -1,972 466 1,548 -18 -286 -3,292 -566 528 -21 -431 0 908 1,677
Percent of Open Interest Represented by Each Category of Trader
14.6 56.1 1.1 9.3 0.3 0.9 52.6 21.3 0.5 5.3 2.7 0.0 15.6 17.0
Number of Traders in Each Category Total Traders: 110
15 21 4 7 . . 36 13 6 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 846,248
Positions
39,297 230,300 49,907 345,770 124,194 56,878 129,442 207,612 38,120 59,035 38,409 9,858 117,941 90,970
Changes from: May 7, 2013 Total Change is: 29,973
3,373 4,697 7,881 6,163 -4,434 -1,515 -143 11,682 8,024 2,484 40 2,439 1,267 1,160
Percent of Open Interest Represented by Each Category of Trader
4.6 27.2 5.9 40.9 14.7 6.7 15.3 24.5 4.5 7.0 4.5 1.2 13.9 10.7
Number of Traders in Each Category Total Traders: 585
31 41 26 123 53 61 105 119 82 58 54 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 188,695
Positions
25,696 73,607 2,158 59,975 30,542 8,699 15,462 17,280 1,591 14,924 12,077 1,215 58,975 41,526
Changes from: May 7, 2013 Total Change is: 10,389
4,926 5,008 1,622 2,112 -759 26 2,375 1,337 863 996 109 5 -2,536 2,178
Percent of Open Interest Represented by Each Category of Trader
13.6 39.0 1.1 31.8 16.2 4.6 8.2 9.2 0.8 7.9 6.4 0.6 31.3 22.0
Number of Traders in Each Category Total Traders: 102
9 12 . 17 11 10 20 18 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 3,287,763
Positions
224,851 940,310 81,897 1,454,321 493,607 215,550 628,229 1,009,990 124,315 236,491 147,593 27,281 294,828 247,220
Changes from: May 7, 2013 Total Change is: 97,922
15,998 22,205 7,532 15,902 -22,727 -3,352 -6,601 57,712 29,817 13,164 5,376 6,449 19,013 -5,090
Percent of Open Interest Represented by Each Category of Trader
6.8 28.6 2.5 44.2 15.0 6.6 19.1 30.7 3.8 7.2 4.5 0.8 9.0 7.5
Number of Traders in Each Category Total Traders: 560
29 41 21 115 50 55 102 117 69 55 50 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 112,378
Positions
2,772 53,075 44 60,053 43,156 3,071 31,567 6,713 502 729 2,213 0 13,640 3,604
Changes from: May 7, 2013 Total Change is: 236
-33 2,912 -7 440 -1,792 8 -221 -347 -261 26 10 0 284 -287
Percent of Open Interest Represented by Each Category of Trader
2.5 47.2 0.0 53.4 38.4 2.7 28.1 6.0 0.4 0.6 2.0 0.0 12.1 3.2
Number of Traders in Each Category Total Traders: 100
4 16 . 36 14 10 17 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 82,695
Positions
3,770 56,601 627 34,809 6,244 955 32,748 8,223 436 2,725 3,578 507 6,118 5,523
Changes from: May 7, 2013 Total Change is: 880
360 300 150 1,080 54 -113 -499 -120 -7 77 528 149 -317 -62
Percent of Open Interest Represented by Each Category of Trader
4.6 68.4 0.8 42.1 7.6 1.2 39.6 9.9 0.5 3.3 4.3 0.6 7.4 6.7
Number of Traders in Each Category Total Traders: 234
19 23 7 31 18 9 79 26 16 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 413,475
Positions
18,848 283,007 3,134 174,046 31,222 4,776 163,739 41,113 2,180 13,625 17,892 2,535 30,592 27,616
Changes from: May 7, 2013 Total Change is: 4,398
1,800 1,498 748 5,399 271 -563 -2,494 -600 -35 384 2,642 745 -1,586 -308
Percent of Open Interest Represented by Each Category of Trader
4.6 68.4 0.8 42.1 7.6 1.2 39.6 9.9 0.5 3.3 4.3 0.6 7.4 6.7
Number of Traders in Each Category Total Traders: 234
19 23 7 31 18 9 79 26 16 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 372,682
Positions
72,087 50,144 5,042 137,826 142,921 24,337 93,567 113,574 7,920 6,751 8,430 32 25,120 20,282
Changes from: May 7, 2013 Total Change is: 984
-6,137 4,204 -984 4,410 -2,412 275 2,185 -3,013 307 -368 -1,288 -4 1,300 3,899
Percent of Open Interest Represented by Each Category of Trader
19.3 13.5 1.4 37.0 38.3 6.5 25.1 30.5 2.1 1.8 2.3 0.0 6.7 5.4
Number of Traders in Each Category Total Traders: 264
18 17 4 57 35 23 59 46 17 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 82,330
Positions
7,964 31,334 0 26,639 29 483 20,375 19,614 250 15,157 5,370 0 11,462 25,250
Changes from: May 7, 2013 Total Change is: 3,100
195 1,266 0 -132 29 395 61 0 250 2,544 372 0 -213 788
Percent of Open Interest Represented by Each Category of Trader
9.7 38.1 0.0 32.4 0.0 0.6 24.7 23.8 0.3 18.4 6.5 0.0 13.9 30.7
Number of Traders in Each Category Total Traders: 76
6 8 0 16 . . 19 9 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 101,312
Positions
29,091 22,532 1,605 15,037 4,140 98 37,724 16,598 640 5,878 1,959 0 11,239 53,740
Changes from: May 7, 2013 Total Change is: 6,979
203 305 215 3,521 1,041 2 605 1,768 -1,175 2,805 -362 -70 873 5,255
Percent of Open Interest Represented by Each Category of Trader
28.7 22.2 1.6 14.8 4.1 0.1 37.2 16.4 0.6 5.8 1.9 0.0 11.1 53.0
Number of Traders in Each Category Total Traders: 105
21 19 6 13 . . 21 15 7 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 87,228
Positions
15,115 37,841 2,335 32,049 23,589 3,900 25,887 15,596 2,076 212 0 0 5,654 1,891
Changes from: May 7, 2013 Total Change is: -620
-319 -668 27 -415 63 -63 39 42 -21 0 0 0 132 0
Percent of Open Interest Represented by Each Category of Trader
17.3 43.4 2.7 36.7 27.0 4.5 29.7 17.9 2.4 0.2 0.0 0.0 6.5 2.2
Number of Traders in Each Category Total Traders: 80
5 7 . 29 20 10 12 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 200,875
Positions
7,753 100,888 2,982 109,859 21,637 8,377 44,923 55,380 1,696 8,336 3,922 306 16,643 5,687
Changes from: May 7, 2013 Total Change is: -167
276 -2,171 162 -243 -153 330 691 1,418 464 -2,361 -532 0 514 315
Percent of Open Interest Represented by Each Category of Trader
3.9 50.2 1.5 54.7 10.8 4.2 22.4 27.6 0.8 4.1 2.0 0.2 8.3 2.8
Number of Traders in Each Category Total Traders: 145
12 18 6 44 18 22 27 11 6 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 662,478
Positions
5,403 105,282 11,439 280,205 160,762 80,230 107,397 85,963 21,601 13,527 30,082 88 142,588 167,031
Changes from: May 7, 2013 Total Change is: -21,660
60 146 1,066 1,805 -22,089 1,974 -13,415 -11,180 4,395 -1,942 -3,047 88 -15,691 6,987
Percent of Open Interest Represented by Each Category of Trader
0.8 15.9 1.7 42.3 24.3 12.1 16.2 13.0 3.3 2.0 4.5 0.0 21.5 25.2
Number of Traders in Each Category Total Traders: 176
5 22 12 34 34 38 32 35 22 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 396,689
Positions
21,681 97,682 3,926 243,710 47,905 37,152 9,813 133,423 2,809 4,981 20,486 0 72,617 53,306
Changes from: May 7, 2013 Total Change is: -3,400
-1,148 -2,733 1,475 -1,189 3,279 3,901 -1,700 -8,594 527 -70 709 0 -5,196 -1,964
Percent of Open Interest Represented by Each Category of Trader
5.5 24.6 1.0 61.4 12.1 9.4 2.5 33.6 0.7 1.3 5.2 0.0 18.3 13.4
Number of Traders in Each Category Total Traders: 74
5 10 8 27 11 18 4 11 7 . 4 0
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Traders in Financial Futures - Futures Only Positions as of May 14, 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 927,590
Positions
58,651 109,065 39,806 209,762 190,096 58,792 237,121 298,806 65,092 100,603 55,778 26,046 131,717 84,109
Changes from: May 7, 2013 Total Change is: -19,624
-190 -19,195 6,767 8,091 18,406 -835 -33,505 -42,784 11,812 -10,120 13,329 2,466 -4,110 -9,590
Percent of Open Interest Represented by Each Category of Trader
6.3 11.8 4.3 22.6 20.5 6.3 25.6 32.2 7.0 10.8 6.0 2.8 14.2 9.1
Number of Traders in Each Category Total Traders: 205
11 22 9 34 28 29 40 33 31 16 20 7
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Traders in Financial Futures - Futures Only Positions as of May 14, 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 54,185
Positions
19,840 27,241 9,755 0 400 668 19,900 11,971 3,552 0 81 375 95 142
Changes from: May 7, 2013 Total Change is: 2,965
-388 1,146 3,305 0 -135 0 144 -1,180 211 0 -150 -360 53 128
Percent of Open Interest Represented by Each Category of Trader
36.6 50.3 18.0 0.0 0.7 1.2 36.7 22.1 6.6 0.0 0.1 0.7 0.2 0.3
Number of Traders in Each Category Total Traders: 44
9 12 14 0 . . 7 13 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 2,331,523
Positions
155,938 239,517 60,471 489,935 821,604 258,126 860,856 294,610 105,864 54,155 126,619 30,863 315,315 393,849
Changes from: May 7, 2013 Total Change is: 60,017
5,939 25,234 16,705 14,405 -41,344 21,404 -53,914 -9,506 31,751 4,810 -20,726 12,857 6,060 23,642
Percent of Open Interest Represented by Each Category of Trader
6.7 10.3 2.6 21.0 35.2 11.1 36.9 12.6 4.5 2.3 5.4 1.3 13.5 16.9
Number of Traders in Each Category Total Traders: 314
24 40 25 20 69 49 56 64 47 12 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 1,794,835
Positions
412,850 138,468 59,046 461,648 550,839 126,616 388,310 475,285 38,373 48,434 122,311 18,287 241,271 265,610
Changes from: May 7, 2013 Total Change is: -82,449
40,972 -34,385 20,765 -77,711 10,818 2,860 -38,825 -96,987 -2,739 -4,300 -3,919 2,451 -25,922 18,687
Percent of Open Interest Represented by Each Category of Trader
23.0 7.7 3.3 25.7 30.7 7.1 21.6 26.5 2.1 2.7 6.8 1.0 13.4 14.8
Number of Traders in Each Category Total Traders: 217
20 25 20 28 40 34 42 39 27 7 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 327,909
Positions
116,237 98,909 97,052 0 2,741 3,187 34,879 26,860 45,136 0 8,180 10,548 20,870 35,296
Changes from: May 7, 2013 Total Change is: 2,325
-7,542 5,254 4,319 0 0 0 5,081 -3,123 -1,078 0 -640 -127 1,672 -2,280
Percent of Open Interest Represented by Each Category of Trader
35.4 30.2 29.6 0.0 0.8 1.0 10.6 8.2 13.8 0.0 2.5 3.2 6.4 10.8
Number of Traders in Each Category Total Traders: 67
15 23 26 0 . . 10 11 15 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 9,754,079
Positions
1,274,221 2,704,254 1,918,392 1,056,298 618,936 266,248 1,626,505 549,314 2,077,020 206,680 186,276 362,312 966,403 1,071,327
Changes from: May 7, 2013 Total Change is: 167,515
78,514 -48,829 14,897 -13,716 109,643 2,548 -106,246 -112,331 202,044 6,221 -21,494 8,999 -25,746 12,038
Percent of Open Interest Represented by Each Category of Trader
13.1 27.7 19.7 10.8 6.3 2.7 16.7 5.6 21.3 2.1 1.9 3.7 9.9 11.0
Number of Traders in Each Category Total Traders: 258
27 47 67 12 10 21 58 48 86 15 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 8,760
Positions
7,660 2,989 0 46 748 0 761 2,637 44 128 2,216 0 121 126
Changes from: May 7, 2013 Total Change is: -7
-281 882 0 -6 0 0 289 -1,264 0 0 400 0 -9 -25
Percent of Open Interest Represented by Each Category of Trader
87.4 34.1 0.0 0.5 8.5 0.0 8.7 30.1 0.5 1.5 25.3 0.0 1.4 1.4
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 18,504
Positions
11,992 826 50 1,754 5,239 27 1,714 8,374 2,065 895 1,823 0 7 100
Changes from: May 7, 2013 Total Change is: -1,093
-449 -3,224 0 209 19 -6 -2,865 63 2,065 0 0 0 -47 -10
Percent of Open Interest Represented by Each Category of Trader
64.8 4.5 0.3 9.5 28.3 0.1 9.3 45.3 11.2 4.8 9.9 0.0 0.0 0.5
Number of Traders in Each Category Total Traders: 29
7 . . . . . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 12,149
Positions
9,875 1,546 0 1,127 3,002 0 629 5,809 500 0 1,204 0 18 88
Changes from: May 7, 2013 Total Change is: -142
-71 -69 -104 0 -3 0 31 336 -2 0 0 0 4 -300
Percent of Open Interest Represented by Each Category of Trader
81.3 12.7 0.0 9.3 24.7 0.0 5.2 47.8 4.1 0.0 9.9 0.0 0.1 0.7
Number of Traders in Each Category Total Traders: 20
. 4 0 . . 0 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 3,434
Positions
2,428 1,608 0 0 722 36 809 537 0 0 478 0 161 53
Changes from: May 7, 2013 Total Change is: -61
-304 553 0 0 0 0 193 -767 0 0 160 0 50 -7
Percent of Open Interest Represented by Each Category of Trader
70.7 46.8 0.0 0.0 21.0 1.0 23.6 15.6 0.0 0.0 13.9 0.0 4.7 1.5
Number of Traders in Each Category Total Traders: 20
. . 0 0 . . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 80,067
Positions
8,258 30,853 1,072 5,619 142 83 39,581 44,815 930 13,524 606 1 10,999 1,565
Changes from: May 7, 2013 Total Change is: 10,926
-1,387 1,261 -64 -451 -52 -13 10,247 9,710 -142 257 -218 0 2,479 444
Percent of Open Interest Represented by Each Category of Trader
10.3 38.5 1.3 7.0 0.2 0.1 49.4 56.0 1.2 16.9 0.8 0.0 13.7 2.0
Number of Traders in Each Category Total Traders: 128
6 . . 11 . . 51 12 5 41 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 420,043
Positions
95,085 37,650 42,758 67,023 17,177 14,796 43,478 138,589 69,400 6,152 13,180 54,368 26,983 32,125
Changes from: May 7, 2013 Total Change is: 14,951
-5,620 -3,043 7,461 2,351 1,582 37 -1,636 -8,968 5,807 -1,746 1,507 7,204 1,093 3,364
Percent of Open Interest Represented by Each Category of Trader
22.6 9.0 10.2 16.0 4.1 3.5 10.4 33.0 16.5 1.5 3.1 12.9 6.4 7.6
Number of Traders in Each Category Total Traders: 173
18 14 23 6 10 10 30 52 45 15 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 10,115
Positions
79 3,113 0 2,082 260 177 6,086 5,635 908 653 0 0 130 22
Changes from: May 7, 2013 Total Change is: -18
-136 0 0 -200 -36 133 191 -115 0 0 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
0.8 30.8 0.0 20.6 2.6 1.7 60.2 55.7 9.0 6.5 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 4 4 . . 0 0
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Updated May 17, 2013