Traders in Financial Futures - Futures Only Positions as of May 28, 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 144,725 Positions 66,093 11,623 1,764 16,379 20,400 149 19,773 59,290 6,650 7,987 3,212 483 25,447 41,154 Changes from: May 21, 2013 Total Change is: 3,194 3,344 -2,203 707 -501 1,183 -7 -2,860 -4,035 1,173 1,195 802 -3 146 5,577 Percent of Open Interest Represented by Each Category of Trader 45.7 8.0 1.2 11.3 14.1 0.1 13.7 41.0 4.6 5.5 2.2 0.3 17.6 28.4 Number of Traders in Each Category Total Traders: 88 9 7 7 5 4 4 16 33 11 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 70,015 Positions 44,684 10,847 1,895 0 1,530 0 10,666 30,428 717 4,338 1,621 0 7,715 22,977 Changes from: May 21, 2013 Total Change is: 4,869 2,458 -992 1,134 0 -14 0 615 5,076 397 28 0 0 237 -732 Percent of Open Interest Represented by Each Category of Trader 63.8 15.5 2.7 0.0 2.2 0.0 15.2 43.5 1.0 6.2 2.3 0.0 11.0 32.8 Number of Traders in Each Category Total Traders: 51 9 6 4 0 . 0 12 18 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 221,612 Positions 114,103 10,451 3,090 17,276 30,280 187 37,150 119,000 4,344 28,710 10,670 67 16,685 43,523 Changes from: May 21, 2013 Total Change is: 10,514 6,385 373 64 -713 111 7 2,491 8,593 713 632 -98 34 901 717 Percent of Open Interest Represented by Each Category of Trader 51.5 4.7 1.4 7.8 13.7 0.1 16.8 53.7 2.0 13.0 4.8 0.0 7.5 19.6 Number of Traders in Each Category Total Traders: 114 12 6 6 5 17 . 19 38 11 5 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 231,012 Positions 127,534 24,995 2,276 22,083 18,967 2,183 38,455 102,992 4,022 14,509 14,850 3,376 16,574 57,351 Changes from: May 21, 2013 Total Change is: 3,186 -563 -726 1,076 3,679 397 -37 -1,599 3,952 280 238 801 55 57 -2,612 Percent of Open Interest Represented by Each Category of Trader 55.2 10.8 1.0 9.6 8.2 0.9 16.6 44.6 1.7 6.3 6.4 1.5 7.2 24.8 Number of Traders in Each Category Total Traders: 150 10 13 4 7 21 4 18 57 15 4 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 264,212 Positions 94,917 13,980 2,111 37,023 52,838 4,275 37,181 106,382 3,862 43,622 13,609 1,242 39,979 65,913 Changes from: May 21, 2013 Total Change is: -982 2,847 -250 -1,330 -59 3,683 -145 -4,420 -3,995 38 -224 -31 659 1,652 389 Percent of Open Interest Represented by Each Category of Trader 35.9 5.3 0.8 14.0 20.0 1.6 14.1 40.3 1.5 16.5 5.2 0.5 15.1 24.9 Number of Traders in Each Category Total Traders: 177 20 13 9 15 21 10 15 57 20 17 19 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 209,027 Positions 115,632 28,752 1,909 0 44,171 1,043 52,671 72,888 4,052 13,689 11,294 5 20,026 44,913 Changes from: May 21, 2013 Total Change is: 3,726 8,873 535 -178 0 1,633 -51 -6,970 138 -297 1,666 1,084 -3 686 865 Percent of Open Interest Represented by Each Category of Trader 55.3 13.8 0.9 0.0 21.1 0.5 25.2 34.9 1.9 6.5 5.4 0.0 9.6 21.5 Number of Traders in Each Category Total Traders: 121 14 8 . 0 9 . 26 41 16 11 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 52,031 Positions 19,381 23,673 17,602 1,713 0 0 4,105 2,733 4,315 1,201 0 3,211 503 497 Changes from: May 21, 2013 Total Change is: -3,222 -3,129 -3,348 -1,795 -114 0 0 1,920 2,093 -149 0 0 0 45 -23 Percent of Open Interest Represented by Each Category of Trader 37.2 45.5 33.8 3.3 0.0 0.0 7.9 5.3 8.3 2.3 0.0 6.2 1.0 1.0 Number of Traders in Each Category Total Traders: 27 6 10 11 . 0 0 5 . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 150,465 Positions 6,623 100,386 1,470 4,985 870 12 114,051 40,420 1,481 12,546 3,513 0 9,297 2,313 Changes from: May 21, 2013 Total Change is: -12,324 680 -9,262 150 -685 209 -13 -12,470 -3,287 52 1,207 69 0 -1,245 -242 Percent of Open Interest Represented by Each Category of Trader 4.4 66.7 1.0 3.3 0.6 0.0 75.8 26.9 1.0 8.3 2.3 0.0 6.2 1.5 Number of Traders in Each Category Total Traders: 126 9 11 . 8 . . 58 16 10 15 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 43,754 Positions 16,455 23,510 1,422 1,799 2,344 0 7,621 1,734 975 12,986 11,442 1,857 639 470 Changes from: May 21, 2013 Total Change is: 1,783 239 92 1,148 0 226 0 421 -116 231 -249 0 169 -176 33 Percent of Open Interest Represented by Each Category of Trader 37.6 53.7 3.2 4.1 5.4 0.0 17.4 4.0 2.2 29.7 26.2 4.2 1.5 1.1 Number of Traders in Each Category Total Traders: 39 6 8 4 . . 0 12 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 29,377 Positions 7,217 17,265 367 0 419 0 18,459 6,012 64 1,025 1,375 0 2,245 3,875 Changes from: May 21, 2013 Total Change is: -3,456 1,441 35 -39 -116 0 0 -4,046 -752 51 -72 102 0 -675 -2,853 Percent of Open Interest Represented by Each Category of Trader 24.6 58.8 1.2 0.0 1.4 0.0 62.8 20.5 0.2 3.5 4.7 0.0 7.6 13.2 Number of Traders in Each Category Total Traders: 56 7 8 4 0 . 0 13 17 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 57,916 Positions 8,457 34,690 871 4,957 169 85 29,675 10,309 157 3,359 775 0 10,357 10,862 Changes from: May 21, 2013 Total Change is: 386 161 2,107 79 -455 77 -103 747 -1,439 -368 -18 -45 0 343 79 Percent of Open Interest Represented by Each Category of Trader 14.6 59.9 1.5 8.6 0.3 0.1 51.2 17.8 0.3 5.8 1.3 0.0 17.9 18.8 Number of Traders in Each Category Total Traders: 98 17 19 5 6 . . 30 12 7 8 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 115,832 Positions 16,914 69,379 1,741 9,913 338 169 59,350 20,617 314 6,717 1,550 0 20,714 21,724 Changes from: May 21, 2013 Total Change is: 771 322 4,213 157 -910 153 -205 1,493 -2,878 -736 -35 -90 0 685 157 Percent of Open Interest Represented by Each Category of Trader 14.6 59.9 1.5 8.6 0.3 0.1 51.2 17.8 0.3 5.8 1.3 0.0 17.9 18.8 Number of Traders in Each Category Total Traders: 98 17 19 5 6 . . 30 12 7 8 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 876,502 Positions 48,729 246,878 59,308 368,767 128,818 56,068 113,073 211,033 47,767 59,078 38,216 8,978 114,733 79,436 Changes from: May 21, 2013 Total Change is: 16,048 1,699 3,862 6,448 5,375 2,254 -644 -3,942 5,097 4,704 -1,220 -2,226 140 3,488 -3,587 Percent of Open Interest Represented by Each Category of Trader 5.6 28.2 6.8 42.1 14.7 6.4 12.9 24.1 5.4 6.7 4.4 1.0 13.1 9.1 Number of Traders in Each Category Total Traders: 573 36 41 28 122 56 64 97 118 79 54 47 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 199,578 Positions 34,517 78,390 4,268 61,477 36,126 8,572 15,133 21,275 2,320 13,255 11,902 1,905 58,131 34,820 Changes from: May 21, 2013 Total Change is: 7,145 5,744 3,192 -96 756 2,134 -22 -1,187 2,836 370 -1,645 -619 390 2,835 -1,040 Percent of Open Interest Represented by Each Category of Trader 17.3 39.3 2.1 30.8 18.1 4.3 7.6 10.7 1.2 6.6 6.0 1.0 29.1 17.4 Number of Traders in Each Category Total Traders: 99 10 10 . 18 13 12 17 18 11 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 3,384,621 Positions 254,819 1,026,197 91,442 1,560,238 487,247 213,694 542,299 1,001,385 174,638 247,310 149,764 17,172 283,009 223,082 Changes from: May 21, 2013 Total Change is: 44,517 1,048 24,626 11,448 25,712 3,218 -5,724 -14,148 10,931 22,041 4,240 -5,920 -3,366 3,266 -12,737 Percent of Open Interest Represented by Each Category of Trader 7.5 30.3 2.7 46.1 14.4 6.3 16.0 29.6 5.2 7.3 4.4 0.5 8.4 6.6 Number of Traders in Each Category Total Traders: 550 38 39 24 115 50 56 93 118 70 50 45 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 109,064 Positions 3,368 53,413 39 56,478 42,055 2,470 31,681 5,307 529 911 2,179 0 13,588 3,072 Changes from: May 21, 2013 Total Change is: -3,653 576 -2,343 1 -3,333 490 -620 -382 -362 41 209 -32 0 -145 -828 Percent of Open Interest Represented by Each Category of Trader 3.1 49.0 0.0 51.8 38.6 2.3 29.0 4.9 0.5 0.8 2.0 0.0 12.5 2.8 Number of Traders in Each Category Total Traders: 97 5 15 . 35 15 13 16 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 87,214 Positions 3,888 63,569 706 38,949 6,052 564 33,446 6,907 247 2,607 3,604 179 6,628 5,387 Changes from: May 21, 2013 Total Change is: 3,549 -280 5,391 9 3,973 33 -270 1,060 -537 -246 -496 -166 37 -239 -703 Percent of Open Interest Represented by Each Category of Trader 4.5 72.9 0.8 44.7 6.9 0.6 38.3 7.9 0.3 3.0 4.1 0.2 7.6 6.2 Number of Traders in Each Category Total Traders: 227 21 24 10 31 19 7 78 24 13 19 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 436,070 Positions 19,442 317,844 3,528 194,746 30,258 2,820 167,229 34,535 1,233 13,034 18,022 897 33,141 26,933 Changes from: May 21, 2013 Total Change is: 17,745 -1,398 26,953 47 19,864 166 -1,348 5,300 -2,684 -1,229 -2,482 -832 187 -1,196 -3,515 Percent of Open Interest Represented by Each Category of Trader 4.5 72.9 0.8 44.7 6.9 0.6 38.3 7.9 0.3 3.0 4.1 0.2 7.6 6.2 Number of Traders in Each Category Total Traders: 227 21 24 10 31 19 7 78 24 13 19 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 364,802 Positions 64,039 59,859 8,419 133,100 139,760 25,079 92,839 97,979 6,813 7,189 6,674 16 27,308 20,203 Changes from: May 21, 2013 Total Change is: -4,086 -3,482 5,913 1,420 -4,915 -1,811 565 2,097 -9,606 -194 -53 904 -2 478 -1,275 Percent of Open Interest Represented by Each Category of Trader 17.6 16.4 2.3 36.5 38.3 6.9 25.4 26.9 1.9 2.0 1.8 0.0 7.5 5.5 Number of Traders in Each Category Total Traders: 261 20 18 5 54 34 25 58 46 15 15 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 77,917 Positions 7,221 32,825 77 25,551 867 448 21,019 14,923 797 9,876 4,007 0 12,928 23,973 Changes from: May 21, 2013 Total Change is: -4,073 -739 1,247 30 -1,465 847 -44 418 -4,878 532 -3,987 -1,050 0 1,182 -757 Percent of Open Interest Represented by Each Category of Trader 9.3 42.1 0.1 32.8 1.1 0.6 27.0 19.2 1.0 12.7 5.1 0.0 16.6 30.8 Number of Traders in Each Category Total Traders: 73 4 9 . 17 . . 18 8 4 12 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 93,321 Positions 31,200 16,169 3,010 12,793 5,689 348 24,489 10,289 2,876 6,038 1,705 0 12,567 53,235 Changes from: May 21, 2013 Total Change is: -2,268 2,274 -6,136 90 -3,302 1,392 206 -9,062 -3,112 1,457 2,844 -890 -53 3,278 4,778 Percent of Open Interest Represented by Each Category of Trader 33.4 17.3 3.2 13.7 6.1 0.4 26.2 11.0 3.1 6.5 1.8 0.0 13.5 57.0 Number of Traders in Each Category Total Traders: 100 22 13 7 11 4 . 23 13 6 10 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 90,465 Positions 15,147 40,146 2,360 35,801 20,562 3,640 25,317 19,406 2,335 0 0 0 5,865 2,016 Changes from: May 21, 2013 Total Change is: 980 38 975 0 908 -1,009 -92 297 1,643 9 0 0 0 -180 -546 Percent of Open Interest Represented by Each Category of Trader 16.7 44.4 2.6 39.6 22.7 4.0 28.0 21.5 2.6 0.0 0.0 0.0 6.5 2.2 Number of Traders in Each Category Total Traders: 79 5 8 . 29 19 11 11 7 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 216,492 Positions 11,619 108,083 8,013 115,620 22,198 7,183 43,627 55,547 5,980 7,821 1,841 394 16,235 7,253 Changes from: May 21, 2013 Total Change is: 6,102 1,332 5,666 1,148 2,929 -443 -26 -1,003 -3,652 2,790 -22 -332 88 -1,134 863 Percent of Open Interest Represented by Each Category of Trader 5.4 49.9 3.7 53.4 10.3 3.3 20.2 25.7 2.8 3.6 0.9 0.2 7.5 3.4 Number of Traders in Each Category Total Traders: 150 17 17 6 46 19 23 25 11 11 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 710,940 Positions 4,677 76,731 54,187 240,719 104,354 92,072 68,810 105,593 76,643 9,684 26,048 6,768 157,380 168,544 Changes from: May 21, 2013 Total Change is: 75,958 -2,168 -21,464 41,359 -31,472 -25,583 7,722 -9,839 19,429 52,101 -3,727 -7,729 6,597 15,385 3,526 Percent of Open Interest Represented by Each Category of Trader 0.7 10.8 7.6 33.9 14.7 13.0 9.7 14.9 10.8 1.4 3.7 1.0 22.1 23.7 Number of Traders in Each Category Total Traders: 156 . 20 11 34 25 31 30 33 24 . 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 402,340 Positions 12,696 88,689 5,633 237,602 31,306 37,436 8,155 124,517 9,068 7,975 23,671 0 83,775 82,020 Changes from: May 21, 2013 Total Change is: 15,281 -1,359 -4,204 1,055 -1,946 -12,607 -311 -2,505 -682 5,849 4,400 1,034 0 10,098 25,147 Percent of Open Interest Represented by Each Category of Trader 3.2 22.0 1.4 59.1 7.8 9.3 2.0 30.9 2.3 2.0 5.9 0.0 20.8 20.4 Number of Traders in Each Category Total Traders: 69 4 10 7 28 7 16 . 10 6 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,085,288 Positions 58,895 90,066 29,964 179,054 205,771 61,564 225,069 260,540 232,280 96,726 62,238 43,555 158,181 99,310 Changes from: May 21, 2013 Total Change is: 180,155 -838 -2,636 -6,245 -23,546 18,018 6,997 -3,155 -25,063 158,269 -1,872 3,080 18,880 31,665 8,855 Percent of Open Interest Represented by Each Category of Trader 5.4 8.3 2.8 16.5 19.0 5.7 20.7 24.0 21.4 8.9 5.7 4.0 14.6 9.2 Number of Traders in Each Category Total Traders: 194 13 19 12 33 26 28 34 30 37 17 21 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 55,502 Positions 19,733 26,250 10,330 0 400 668 17,859 10,762 5,927 0 186 930 55 49 Changes from: May 21, 2013 Total Change is: 683 -2,118 -1,124 405 0 0 0 526 -511 1,599 0 161 291 -20 -138 Percent of Open Interest Represented by Each Category of Trader 35.6 47.3 18.6 0.0 0.7 1.2 32.2 19.4 10.7 0.0 0.3 1.7 0.1 0.1 Number of Traders in Each Category Total Traders: 46 8 13 14 0 . . 8 12 11 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,493,026 Positions 145,044 229,891 52,854 490,111 802,083 283,449 870,466 335,635 164,244 109,249 144,478 31,533 346,076 448,859 Changes from: May 21, 2013 Total Change is: 139,725 1,920 9,347 -805 409 -32,402 31,464 3,344 32,865 18,796 39,131 18,962 -3,702 49,168 65,200 Percent of Open Interest Represented by Each Category of Trader 5.8 9.2 2.1 19.7 32.2 11.4 34.9 13.5 6.6 4.4 5.8 1.3 13.9 18.0 Number of Traders in Each Category Total Traders: 314 22 42 34 27 64 49 49 70 57 10 29 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,880,190 Positions 423,656 122,467 84,754 426,403 563,578 119,032 407,657 468,690 80,375 59,182 115,744 21,925 257,206 303,625 Changes from: May 21, 2013 Total Change is: 66,620 25,072 -18,561 3,199 -14,926 20,699 -18,411 8,528 11,511 39,326 8,181 -6,936 3,001 12,650 32,792 Percent of Open Interest Represented by Each Category of Trader 22.5 6.5 4.5 22.7 30.0 6.3 21.7 24.9 4.3 3.1 6.2 1.2 13.7 16.1 Number of Traders in Each Category Total Traders: 219 23 24 22 28 44 39 34 44 35 8 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 365,000 Positions 121,828 133,211 98,942 0 2,015 3,041 51,829 23,751 50,197 7,306 8,987 9,653 22,204 35,203 Changes from: May 21, 2013 Total Change is: 21,984 -945 23,261 3,503 0 0 -146 11,078 -2,112 -1,948 7,306 432 782 2,354 -1,788 Percent of Open Interest Represented by Each Category of Trader 33.4 36.5 27.1 0.0 0.6 0.8 14.2 6.5 13.8 2.0 2.5 2.6 6.1 9.6 Number of Traders in Each Category Total Traders: 73 15 23 24 0 . . 15 10 18 . . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,720,360 Positions 1,580,127 2,616,437 1,925,162 937,823 706,049 223,160 1,399,936 473,407 2,184,929 201,871 173,418 396,653 870,699 1,021,145 Changes from: May 21, 2013 Total Change is: -32,458 157,203 -8,168 22,751 -66,460 -10,776 -691 -130,037 -51,032 46,035 -9,424 -4,720 37,481 -89,316 -63,338 Percent of Open Interest Represented by Each Category of Trader 16.3 26.9 19.8 9.6 7.3 2.3 14.4 4.9 22.5 2.1 1.8 4.1 9.0 10.5 Number of Traders in Each Category Total Traders: 246 27 51 75 11 8 19 55 42 81 13 13 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 13,701 Positions 7,768 3,281 0 42 793 1 5,655 3,150 29 128 3,827 0 78 2,620 Changes from: May 21, 2013 Total Change is: 2,961 34 48 0 -4 45 1 2,953 499 -15 0 -100 0 -8 2,483 Percent of Open Interest Represented by Each Category of Trader 56.7 23.9 0.0 0.3 5.8 0.0 41.3 23.0 0.2 0.9 27.9 0.0 0.6 19.1 Number of Traders in Each Category Total Traders: 24 . . 0 . . . 5 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 23,320 Positions 16,340 606 12 1,524 5,245 56 1,524 12,510 2,962 895 1,823 0 7 106 Changes from: May 21, 2013 Total Change is: 1,756 1,025 -179 -38 55 6 37 0 1,224 712 0 0 0 -35 -6 Percent of Open Interest Represented by Each Category of Trader 70.1 2.6 0.1 6.5 22.5 0.2 6.5 53.6 12.7 3.8 7.8 0.0 0.0 0.5 Number of Traders in Each Category Total Traders: 27 6 . . . . . . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 4,264 Positions 2,920 1,978 0 42 727 31 1,183 995 0 0 487 0 88 46 Changes from: May 21, 2013 Total Change is: 830 492 370 0 42 5 -5 374 458 0 0 9 0 -73 -7 Percent of Open Interest Represented by Each Category of Trader 68.5 46.4 0.0 1.0 17.0 0.7 27.7 23.3 0.0 0.0 11.4 0.0 2.1 1.1 Number of Traders in Each Category Total Traders: 20 . . 0 . . . . 5 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 92,698 Positions 8,769 37,229 1,073 7,353 149 78 45,267 50,798 537 15,806 456 749 13,066 1,629 Changes from: May 21, 2013 Total Change is: -2,067 -221 -232 1 177 16 -1 -865 -2,749 -186 -1,986 -82 741 273 425 Percent of Open Interest Represented by Each Category of Trader 9.5 40.2 1.2 7.9 0.2 0.1 48.8 54.8 0.6 17.1 0.5 0.8 14.1 1.8 Number of Traders in Each Category Total Traders: 162 7 . . 12 . . 60 11 4 64 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 389,387 Positions 81,690 23,153 41,619 63,636 17,638 10,315 36,027 127,101 70,346 6,227 17,801 47,057 32,470 34,357 Changes from: May 21, 2013 Total Change is: -45,601 -9,490 -9,911 -7,396 -705 -286 -706 -7,535 -7,133 -8,346 387 3,185 -14,112 2,302 -896 Percent of Open Interest Represented by Each Category of Trader 21.0 5.9 10.7 16.3 4.5 2.6 9.3 32.6 18.1 1.6 4.6 12.1 8.3 8.8 Number of Traders in Each Category Total Traders: 164 18 12 21 7 8 9 28 49 43 15 18 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 9,995 Positions 45 3,059 0 2,100 148 426 5,862 5,357 934 455 69 0 173 2 Changes from: May 21, 2013 Total Change is: -153 2 0 0 18 -61 170 -351 -242 0 0 0 0 8 -20 Percent of Open Interest Represented by Each Category of Trader 0.5 30.6 0.0 21.0 1.5 4.3 58.6 53.6 9.3 4.6 0.7 0.0 1.7 0.0 Number of Traders in Each Category Total Traders: 21 . . 0 5 . . 6 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 28, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,649 Positions 1,314 6,842 0 6,741 0 0 1,833 2,934 117 0 0 0 644 756 Changes from: May 21, 2013 Total Change is: 1,088 1 0 0 -23 0 0 1,112 898 117 -150 0 0 31 73 Percent of Open Interest Represented by Each Category of Trader 12.3 64.3 0.0 63.3 0.0 0.0 17.2 27.6 1.1 0.0 0.0 0.0 6.0 7.1 Number of Traders in Each Category Total Traders: 20 . . 0 9 0 0 . 4 . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 31, 2013