Traders in Financial Futures - Futures Only Positions as of May 21, 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 141,531
Positions
62,749 13,826 1,057 16,880 19,217 156 22,633 63,325 5,477 6,792 2,410 486 25,301 35,577
Changes from: May 14, 2013 Total Change is: -951
3,639 -715 152 -718 108 -51 1,636 -9,815 1,037 822 222 460 -7,928 7,651
Percent of Open Interest Represented by Each Category of Trader
44.3 9.8 0.7 11.9 13.6 0.1 16.0 44.7 3.9 4.8 1.7 0.3 17.9 25.1
Number of Traders in Each Category Total Traders: 79
8 8 6 6 . 4 15 28 9 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 65,146
Positions
42,226 11,839 761 0 1,544 0 10,051 25,352 320 4,310 1,621 0 7,478 23,709
Changes from: May 14, 2013 Total Change is: 7,062
6,744 -39 282 0 232 0 -729 3,192 28 1,031 0 0 -294 3,367
Percent of Open Interest Represented by Each Category of Trader
64.8 18.2 1.2 0.0 2.4 0.0 15.4 38.9 0.5 6.6 2.5 0.0 11.5 36.4
Number of Traders in Each Category Total Traders: 48
8 7 . 0 . 0 11 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 211,098
Positions
107,718 10,078 3,026 17,989 30,169 180 34,659 110,407 3,631 28,078 10,768 33 15,784 42,806
Changes from: May 14, 2013 Total Change is: 13,030
17,516 -8,839 1,610 -45 1,034 14 -3,839 19,600 -798 1,117 -4,254 23 -2,568 4,640
Percent of Open Interest Represented by Each Category of Trader
51.0 4.8 1.4 8.5 14.3 0.1 16.4 52.3 1.7 13.3 5.1 0.0 7.5 20.3
Number of Traders in Each Category Total Traders: 108
11 7 7 6 18 . 17 34 11 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 227,826
Positions
128,097 25,721 1,200 18,404 18,570 2,220 40,054 99,040 3,742 14,271 14,049 3,321 16,517 59,963
Changes from: May 14, 2013 Total Change is: -1,920
7,567 -633 636 67 1,538 26 -8,783 -1,805 397 -874 859 0 -956 -2,938
Percent of Open Interest Represented by Each Category of Trader
56.2 11.3 0.5 8.1 8.2 1.0 17.6 43.5 1.6 6.3 6.2 1.5 7.2 26.3
Number of Traders in Each Category Total Traders: 150
10 15 . 6 21 . 22 49 14 5 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 265,194
Positions
92,070 14,230 3,441 37,082 49,155 4,420 41,601 110,377 3,824 43,846 13,640 583 38,327 65,524
Changes from: May 14, 2013 Total Change is: 32,777
24,315 -376 990 8,514 369 -416 -4,764 27,236 -450 6,532 96 -93 -1,851 5,421
Percent of Open Interest Represented by Each Category of Trader
34.7 5.4 1.3 14.0 18.5 1.7 15.7 41.6 1.4 16.5 5.1 0.2 14.5 24.7
Number of Traders in Each Category Total Traders: 176
19 14 8 16 19 11 18 55 17 16 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 205,301
Positions
106,759 28,217 2,087 0 42,538 1,094 59,641 72,750 4,349 12,023 10,210 8 19,340 44,048
Changes from: May 14, 2013 Total Change is: 14,417
26,478 -2,216 350 0 940 -165 -13,814 3,767 908 3,148 4,471 -6 -2,482 6,368
Percent of Open Interest Represented by Each Category of Trader
52.0 13.7 1.0 0.0 20.7 0.5 29.1 35.4 2.1 5.9 5.0 0.0 9.4 21.5
Number of Traders in Each Category Total Traders: 122
14 9 4 0 9 . 22 47 18 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 55,253
Positions
22,510 27,021 19,397 1,827 0 0 2,185 640 4,464 1,201 0 3,211 458 520
Changes from: May 14, 2013 Total Change is: -1,380
-576 -419 -3 -419 0 0 -591 -952 160 0 0 0 49 -166
Percent of Open Interest Represented by Each Category of Trader
40.7 48.9 35.1 3.3 0.0 0.0 4.0 1.2 8.1 2.2 0.0 5.8 0.8 0.9
Number of Traders in Each Category Total Traders: 27
6 10 11 . 0 0 6 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 162,789
Positions
5,943 109,648 1,320 5,670 661 25 126,521 43,707 1,429 11,339 3,444 0 10,542 2,555
Changes from: May 14, 2013 Total Change is: -5,251
327 -4,714 521 -2,378 0 6 -3,829 -974 242 659 -250 0 -799 -82
Percent of Open Interest Represented by Each Category of Trader
3.7 67.4 0.8 3.5 0.4 0.0 77.7 26.8 0.9 7.0 2.1 0.0 6.5 1.6
Number of Traders in Each Category Total Traders: 130
8 12 . 9 . . 69 12 10 12 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 41,971
Positions
16,216 23,418 274 1,799 2,118 0 7,200 1,850 744 13,235 11,442 1,688 815 437
Changes from: May 14, 2013 Total Change is: 79
35 -146 0 35 -9 0 183 251 -19 61 0 -61 -155 63
Percent of Open Interest Represented by Each Category of Trader
38.6 55.8 0.7 4.3 5.0 0.0 17.2 4.4 1.8 31.5 27.3 4.0 1.9 1.0
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 21, 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 32,833
Positions
5,776 17,230 406 116 419 0 22,505 6,764 13 1,097 1,273 0 2,920 6,728
Changes from: May 14, 2013 Total Change is: -4,487
2,387 -5,576 90 -405 12 0 -5,103 -1,432 -76 -938 -355 0 -442 2,850
Percent of Open Interest Represented by Each Category of Trader
17.6 52.5 1.2 0.4 1.3 0.0 68.5 20.6 0.0 3.3 3.9 0.0 8.9 20.5
Number of Traders in Each Category Total Traders: 57
7 8 4 . . 0 16 16 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 57,531
Positions
8,296 32,583 792 5,412 93 187 28,929 11,748 525 3,376 820 0 10,015 10,784
Changes from: May 14, 2013 Total Change is: -2,349
-444 -999 129 -170 -109 -361 -2,584 -1,034 230 189 -806 0 663 601
Percent of Open Interest Represented by Each Category of Trader
14.4 56.6 1.4 9.4 0.2 0.3 50.3 20.4 0.9 5.9 1.4 0.0 17.4 18.7
Number of Traders in Each Category Total Traders: 103
15 19 5 7 . . 33 14 7 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 115,061
Positions
16,592 65,166 1,584 10,823 185 374 57,857 23,495 1,050 6,752 1,640 0 20,029 21,567
Changes from: May 14, 2013 Total Change is: -4,697
-888 -1,998 257 -339 -218 -721 -5,168 -2,067 459 377 -1,611 0 1,326 1,202
Percent of Open Interest Represented by Each Category of Trader
14.4 56.6 1.4 9.4 0.2 0.3 50.3 20.4 0.9 5.9 1.4 0.0 17.4 18.7
Number of Traders in Each Category Total Traders: 103
15 19 5 7 . . 33 14 7 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 860,454
Positions
47,030 243,015 52,860 363,392 126,564 56,712 117,016 205,936 43,063 60,299 40,442 8,838 111,245 83,024
Changes from: May 14, 2013 Total Change is: 14,206
7,733 12,715 2,953 17,622 2,370 -167 -12,427 -1,676 4,944 1,263 2,034 -1,020 -6,696 -7,946
Percent of Open Interest Represented by Each Category of Trader
5.5 28.2 6.1 42.2 14.7 6.6 13.6 23.9 5.0 7.0 4.7 1.0 12.9 9.6
Number of Traders in Each Category Total Traders: 577
35 44 25 122 57 65 97 110 81 59 51 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 192,433
Positions
28,773 75,198 4,364 60,721 33,992 8,594 16,320 18,439 1,950 14,900 12,521 1,515 55,296 35,860
Changes from: May 14, 2013 Total Change is: 3,738
3,077 1,591 2,206 746 3,450 -105 858 1,159 359 -24 444 300 -3,679 -5,666
Percent of Open Interest Represented by Each Category of Trader
15.0 39.1 2.3 31.6 17.7 4.5 8.5 9.6 1.0 7.7 6.5 0.8 28.7 18.6
Number of Traders in Each Category Total Traders: 103
12 13 4 17 12 10 19 15 9 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 3,340,104
Positions
253,771 1,001,571 79,994 1,534,526 484,029 219,418 556,447 990,454 152,597 243,070 155,684 20,538 279,743 235,819
Changes from: May 14, 2013 Total Change is: 52,341
28,920 61,261 -1,903 80,205 -9,578 3,868 -71,782 -19,536 28,282 6,579 8,091 -6,743 -15,085 -11,401
Percent of Open Interest Represented by Each Category of Trader
7.6 30.0 2.4 45.9 14.5 6.6 16.7 29.7 4.6 7.3 4.7 0.6 8.4 7.1
Number of Traders in Each Category Total Traders: 553
35 42 20 115 52 59 93 111 71 56 47 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 112,717
Positions
2,792 55,756 38 59,811 41,565 3,090 32,063 5,669 488 702 2,211 0 13,733 3,900
Changes from: May 14, 2013 Total Change is: 339
20 2,681 -6 -242 -1,591 19 496 -1,044 -14 -27 -2 0 93 296
Percent of Open Interest Represented by Each Category of Trader
2.5 49.5 0.0 53.1 36.9 2.7 28.4 5.0 0.4 0.6 2.0 0.0 12.2 3.5
Number of Traders in Each Category Total Traders: 97
4 16 . 37 14 12 15 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 83,665
Positions
4,168 58,178 696 34,976 6,018 834 32,386 7,444 492 3,103 3,771 142 6,867 6,090
Changes from: May 14, 2013 Total Change is: 970
398 1,577 69 167 -226 -122 -362 -779 56 378 192 -365 749 566
Percent of Open Interest Represented by Each Category of Trader
5.0 69.5 0.8 41.8 7.2 1.0 38.7 8.9 0.6 3.7 4.5 0.2 8.2 7.3
Number of Traders in Each Category Total Traders: 228
21 24 8 31 19 9 77 24 14 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 418,325
Positions
20,840 290,891 3,481 174,882 30,092 4,168 161,929 37,219 2,462 15,516 18,854 710 34,337 30,448
Changes from: May 14, 2013 Total Change is: 4,850
1,992 7,884 347 836 -1,130 -608 -1,810 -3,894 282 1,891 962 -1,825 3,745 2,832
Percent of Open Interest Represented by Each Category of Trader
5.0 69.5 0.8 41.8 7.2 1.0 38.7 8.9 0.6 3.7 4.5 0.2 8.2 7.3
Number of Traders in Each Category Total Traders: 228
21 24 8 31 19 9 77 24 14 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 368,888
Positions
67,521 53,946 6,999 138,015 141,571 24,514 90,742 107,585 7,007 7,242 5,770 18 26,830 21,478
Changes from: May 14, 2013 Total Change is: -3,794
-4,566 3,802 1,957 189 -1,350 177 -2,825 -5,989 -913 491 -2,660 -14 1,710 1,196
Percent of Open Interest Represented by Each Category of Trader
18.3 14.6 1.9 37.4 38.4 6.6 24.6 29.2 1.9 2.0 1.6 0.0 7.3 5.8
Number of Traders in Each Category Total Traders: 260
20 18 5 56 35 24 56 47 20 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 81,990
Positions
7,960 31,578 47 27,016 20 492 20,601 19,801 265 13,863 5,057 0 11,746 24,730
Changes from: May 14, 2013 Total Change is: -340
-4 244 47 377 -9 9 226 187 15 -1,294 -313 0 284 -520
Percent of Open Interest Represented by Each Category of Trader
9.7 38.5 0.1 33.0 0.0 0.6 25.1 24.2 0.3 16.9 6.2 0.0 14.3 30.2
Number of Traders in Each Category Total Traders: 74
6 8 . 16 . . 19 10 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 95,589
Positions
28,926 22,305 2,920 16,095 4,297 142 33,551 13,401 1,419 3,194 2,595 53 9,289 48,457
Changes from: May 14, 2013 Total Change is: -5,723
-165 -227 1,315 1,058 157 44 -4,173 -3,197 779 -2,684 636 53 -1,950 -5,283
Percent of Open Interest Represented by Each Category of Trader
30.3 23.3 3.1 16.8 4.5 0.1 35.1 14.0 1.5 3.3 2.7 0.1 9.7 50.7
Number of Traders in Each Category Total Traders: 103
19 17 8 13 . . 23 14 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 89,485
Positions
15,109 39,171 2,360 34,893 21,571 3,732 25,020 17,763 2,326 0 0 0 6,045 2,562
Changes from: May 14, 2013 Total Change is: 2,257
-6 1,330 25 2,844 -2,018 -168 -867 2,167 250 -212 0 0 391 671
Percent of Open Interest Represented by Each Category of Trader
16.9 43.8 2.6 39.0 24.1 4.2 28.0 19.9 2.6 0.0 0.0 0.0 6.8 2.9
Number of Traders in Each Category Total Traders: 80
5 7 . 30 19 10 12 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 210,390
Positions
10,287 102,417 6,865 112,691 22,641 7,209 44,630 59,199 3,190 7,843 2,173 306 17,369 6,390
Changes from: May 14, 2013 Total Change is: 9,515
2,534 1,529 3,883 2,832 1,004 -1,168 -293 3,819 1,494 -493 -1,749 0 726 703
Percent of Open Interest Represented by Each Category of Trader
4.9 48.7 3.3 53.6 10.8 3.4 21.2 28.1 1.5 3.7 1.0 0.1 8.3 3.0
Number of Traders in Each Category Total Traders: 148
14 18 6 44 19 22 27 11 8 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 634,982
Positions
6,845 98,195 12,828 272,191 129,937 84,350 78,649 86,164 24,542 13,411 33,777 171 141,995 165,018
Changes from: May 14, 2013 Total Change is: -27,496
1,442 -7,087 1,389 -8,014 -30,825 4,120 -28,748 201 2,941 -116 3,695 83 -593 -2,013
Percent of Open Interest Represented by Each Category of Trader
1.1 15.5 2.0 42.9 20.5 13.3 12.4 13.6 3.9 2.1 5.3 0.0 22.4 26.0
Number of Traders in Each Category Total Traders: 170
6 20 13 33 30 33 30 34 23 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 387,059
Positions
14,055 92,893 4,578 239,548 43,913 37,747 10,660 125,199 3,219 3,575 22,637 0 73,677 56,873
Changes from: May 14, 2013 Total Change is: -9,630
-7,626 -4,789 652 -4,162 -3,992 595 847 -8,224 410 -1,406 2,151 0 1,060 3,567
Percent of Open Interest Represented by Each Category of Trader
3.6 24.0 1.2 61.9 11.3 9.8 2.8 32.3 0.8 0.9 5.8 0.0 19.0 14.7
Number of Traders in Each Category Total Traders: 74
4 11 8 27 11 16 4 10 6 . 5 0
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Traders in Financial Futures - Futures Only Positions as of May 21, 2013
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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 905,133
Positions
59,733 92,702 36,209 202,600 187,753 54,567 228,224 285,603 74,011 98,598 59,158 24,675 126,516 90,455
Changes from: May 14, 2013 Total Change is: -22,457
1,082 -16,363 -3,597 -7,162 -2,343 -4,225 -8,897 -13,203 8,919 -2,005 3,380 -1,371 -5,201 6,346
Percent of Open Interest Represented by Each Category of Trader
6.6 10.2 4.0 22.4 20.7 6.0 25.2 31.6 8.2 10.9 6.5 2.7 14.0 10.0
Number of Traders in Each Category Total Traders: 201
12 21 9 33 27 27 38 37 37 14 19 6
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 54,819
Positions
21,851 27,374 9,925 0 400 668 17,333 11,273 4,328 0 25 639 75 187
Changes from: May 14, 2013 Total Change is: 634
2,011 133 170 0 0 0 -2,567 -698 776 0 -56 264 -20 45
Percent of Open Interest Represented by Each Category of Trader
39.9 49.9 18.1 0.0 0.7 1.2 31.6 20.6 7.9 0.0 0.0 1.2 0.1 0.3
Number of Traders in Each Category Total Traders: 43
7 12 13 0 . . 8 12 11 0 . .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,353,301
Positions
143,124 220,544 53,659 489,702 834,485 251,985 867,122 302,770 145,448 70,118 125,516 35,235 296,908 383,659
Changes from: May 14, 2013 Total Change is: 21,778
-12,814 -18,973 -6,812 -233 12,881 -6,141 6,266 8,160 39,584 15,963 -1,103 4,372 -18,407 -10,190
Percent of Open Interest Represented by Each Category of Trader
6.1 9.4 2.3 20.8 35.5 10.7 36.8 12.9 6.2 3.0 5.3 1.5 12.6 16.3
Number of Traders in Each Category Total Traders: 324
26 41 23 22 72 50 56 69 53 13 25 15
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,813,570
Positions
398,584 141,028 81,555 441,329 542,879 137,443 399,129 457,179 41,049 51,001 122,680 18,924 244,556 270,833
Changes from: May 14, 2013 Total Change is: 18,735
-14,266 2,560 22,509 -20,319 -7,960 10,827 10,819 -18,106 2,676 2,567 369 637 3,285 5,223
Percent of Open Interest Represented by Each Category of Trader
22.0 7.8 4.5 24.3 29.9 7.6 22.0 25.2 2.3 2.8 6.8 1.0 13.5 14.9
Number of Traders in Each Category Total Traders: 211
17 28 15 25 42 34 42 34 32 6 17 5
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 343,016
Positions
122,773 109,950 95,439 0 2,015 3,187 40,751 25,863 52,145 0 8,555 8,871 19,850 36,991
Changes from: May 14, 2013 Total Change is: 15,107
6,536 11,041 -1,613 0 -726 0 5,872 -997 7,009 0 375 -1,677 -1,020 1,695
Percent of Open Interest Represented by Each Category of Trader
35.8 32.1 27.8 0.0 0.6 0.9 11.9 7.5 15.2 0.0 2.5 2.6 5.8 10.8
Number of Traders in Each Category Total Traders: 68
16 23 25 0 . . 11 11 16 0 4 .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 9,752,818
Positions
1,422,924 2,624,605 1,902,411 1,004,283 716,825 223,851 1,529,973 524,439 2,138,894 211,295 178,138 359,172 960,015 1,084,483
Changes from: May 14, 2013 Total Change is: -1,261
148,703 -79,649 -15,981 -52,015 97,889 -42,397 -96,532 -24,875 61,874 4,615 -8,138 -3,140 -6,388 13,156
Percent of Open Interest Represented by Each Category of Trader
14.6 26.9 19.5 10.3 7.3 2.3 15.7 5.4 21.9 2.2 1.8 3.7 9.8 11.1
Number of Traders in Each Category Total Traders: 255
27 48 69 11 9 20 58 47 85 14 13 21
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 10,740
Positions
7,734 3,233 0 46 748 0 2,702 2,651 44 128 3,927 0 86 137
Changes from: May 14, 2013 Total Change is: 1,980
74 244 0 0 0 0 1,941 14 0 0 1,711 0 -35 11
Percent of Open Interest Represented by Each Category of Trader
72.0 30.1 0.0 0.4 7.0 0.0 25.2 24.7 0.4 1.2 36.6 0.0 0.8 1.3
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 21,564
Positions
15,315 785 50 1,469 5,239 19 1,524 11,286 2,250 895 1,823 0 42 112
Changes from: May 14, 2013 Total Change is: 3,060
3,323 -41 0 -285 0 -8 -190 2,912 185 0 0 0 35 12
Percent of Open Interest Represented by Each Category of Trader
71.0 3.6 0.2 6.8 24.3 0.1 7.1 52.3 10.4 4.2 8.5 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 26
5 . . . . . . 7 . . . 0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 12,036
Positions
10,814 1,462 0 1,127 2,900 0 0 6,306 76 0 1,204 0 19 88
Changes from: May 14, 2013 Total Change is: -113
939 -84 0 0 -102 0 -629 497 -424 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
89.8 12.1 0.0 9.4 24.1 0.0 0.0 52.4 0.6 0.0 10.0 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 20
4 . 0 . . 0 0 8 . 0 . 0
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 94,765
Positions
8,990 37,461 1,072 7,176 133 79 46,132 53,547 723 17,792 538 8 12,793 1,204
Changes from: May 14, 2013 Total Change is: 14,698
732 6,608 0 1,557 -9 -4 6,551 8,732 -207 4,268 -68 7 1,794 -361
Percent of Open Interest Represented by Each Category of Trader
9.5 39.5 1.1 7.6 0.1 0.1 48.7 56.5 0.8 18.8 0.6 0.0 13.5 1.3
Number of Traders in Each Category Total Traders: 145
6 . . 12 . . 56 13 . 50 5 .
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 434,988
Positions
91,180 33,064 49,015 64,341 17,924 11,021 43,562 134,234 78,692 5,840 14,616 61,169 30,168 35,253
Changes from: May 14, 2013 Total Change is: 14,945
-3,905 -4,586 6,257 -2,682 747 -3,775 84 -4,355 9,292 -312 1,436 6,801 3,185 3,128
Percent of Open Interest Represented by Each Category of Trader
21.0 7.6 11.3 14.8 4.1 2.5 10.0 30.9 18.1 1.3 3.4 14.1 6.9 8.1
Number of Traders in Each Category Total Traders: 188
18 16 24 6 10 9 33 58 55 19 16 26
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Traders in Financial Futures - Futures Only Positions as of May 21, 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 10,148
Positions
43 3,059 0 2,082 209 256 6,213 5,599 934 455 69 0 165 22
Changes from: May 14, 2013 Total Change is: 33
-36 -54 0 0 -51 79 127 -36 26 -198 69 0 35 0
Percent of Open Interest Represented by Each Category of Trader
0.4 30.1 0.0 20.5 2.1 2.5 61.2 55.2 9.2 4.5 0.7 0.0 1.6 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,561
Positions
1,313 6,842 0 6,764 0 0 721 2,036 0 150 0 0 613 683
Changes from: May 14, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.7 71.6 0.0 70.7 0.0 0.0 7.5 21.3 0.0 1.6 0.0 0.0 6.4 7.1
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 0 . 0 0
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Updated May 24, 2013