Traders in Financial Futures - Futures Only Positions as of June 11, 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 145,729
Positions
68,304 10,340 12,692 17,344 20,193 419 9,274 52,456 9,426 5,689 4,840 432 22,149 34,931
Changes from: June 4, 2013 Total Change is: 3,891
-4,771 313 10,478 545 174 267 -5,063 -8,322 3,750 -2,188 1,807 -237 1,110 -4,339
Percent of Open Interest Represented by Each Category of Trader
46.9 7.1 8.7 11.9 13.9 0.3 6.4 36.0 6.5 3.9 3.3 0.3 15.2 24.0
Number of Traders in Each Category Total Traders: 79
6 8 8 5 5 4 13 28 19 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 65,244
Positions
37,749 17,007 1,664 0 1,330 0 6,874 22,232 6,989 2,058 2,046 0 9,910 13,976
Changes from: June 4, 2013 Total Change is: 692
-4,538 5,926 -682 0 0 0 -332 -4,262 4,634 -1,028 425 -55 2,693 -5,294
Percent of Open Interest Represented by Each Category of Trader
57.9 26.1 2.6 0.0 2.0 0.0 10.5 34.1 10.7 3.2 3.1 0.0 15.2 21.4
Number of Traders in Each Category Total Traders: 42
7 8 4 0 . 0 8 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 219,176
Positions
92,092 19,730 5,496 16,220 27,598 472 34,350 96,301 26,352 22,699 9,373 129 21,366 33,725
Changes from: June 4, 2013 Total Change is: 8,677
-22,310 6,785 3,275 -953 -1,849 220 6,280 -14,567 20,667 -4,845 -466 129 6,214 -5,517
Percent of Open Interest Represented by Each Category of Trader
42.0 9.0 2.5 7.4 12.6 0.2 15.7 43.9 12.0 10.4 4.3 0.1 9.7 15.4
Number of Traders in Each Category Total Traders: 110
10 10 9 6 15 4 26 29 18 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 243,644
Positions
110,064 36,672 10,552 25,098 18,297 1,885 43,243 81,056 25,305 7,155 12,642 3,355 16,987 53,880
Changes from: June 4, 2013 Total Change is: 24,509
-5,502 5,148 7,921 1,025 1,685 64 4,972 -9,807 20,881 -5,481 1,584 120 509 -3,087
Percent of Open Interest Represented by Each Category of Trader
45.2 15.1 4.3 10.3 7.5 0.8 17.7 33.3 10.4 2.9 5.2 1.4 7.0 22.1
Number of Traders in Each Category Total Traders: 133
10 14 5 6 16 . 26 41 17 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 260,418
Positions
40,056 32,656 19,936 35,727 52,391 5,517 59,561 61,706 14,095 35,794 10,010 1,831 47,901 62,276
Changes from: June 4, 2013 Total Change is: 19,685
-29,550 15,147 14,403 213 -321 804 22,012 -17,252 7,260 -4,373 -4,714 1,211 7,705 3,147
Percent of Open Interest Represented by Each Category of Trader
15.4 12.5 7.7 13.7 20.1 2.1 22.9 23.7 5.4 13.7 3.8 0.7 18.4 23.9
Number of Traders in Each Category Total Traders: 167
19 16 15 15 21 11 31 37 24 16 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 240,067
Positions
131,395 24,651 19,790 666 43,262 1,375 39,307 79,878 16,560 10,622 9,272 1,375 18,977 43,904
Changes from: June 4, 2013 Total Change is: 27,845
2,969 3,325 14,633 666 -1,175 368 -3,261 -661 13,680 -3,060 -1,459 1,375 475 -2,241
Percent of Open Interest Represented by Each Category of Trader
54.7 10.3 8.2 0.3 18.0 0.6 16.4 33.3 6.9 4.4 3.9 0.6 7.9 18.3
Number of Traders in Each Category Total Traders: 111
14 7 9 . 8 . 22 44 17 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 49,151
Positions
15,757 16,770 18,464 861 0 0 3,526 1,585 4,365 1,201 0 3,211 1,766 4,756
Changes from: June 4, 2013 Total Change is: -623
-1,781 -980 1,685 -391 0 0 -154 -334 48 0 0 0 -30 -1,042
Percent of Open Interest Represented by Each Category of Trader
32.1 34.1 37.6 1.8 0.0 0.0 7.2 3.2 8.9 2.4 0.0 6.5 3.6 9.7
Number of Traders in Each Category Total Traders: 27
6 10 12 . 0 0 5 . 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 119,757
Positions
14,610 61,871 5,432 3,698 1,572 33 59,669 26,164 18,672 11,569 2,850 0 6,074 3,163
Changes from: June 4, 2013 Total Change is: -6,556
1,538 -12,762 3,614 -254 702 -83 -21,450 -10,530 12,472 -1,693 -324 0 -700 355
Percent of Open Interest Represented by Each Category of Trader
12.2 51.7 4.5 3.1 1.3 0.0 49.8 21.8 15.6 9.7 2.4 0.0 5.1 2.6
Number of Traders in Each Category Total Traders: 110
9 11 . 6 4 . 43 16 19 12 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,852
Positions
11,032 20,769 3,426 1,806 2,484 0 4,842 4,983 1,369 14,391 3,055 2,531 455 1,235
Changes from: June 4, 2013 Total Change is: 912
211 -151 -176 0 440 0 222 -1,090 535 -544 0 885 -221 469
Percent of Open Interest Represented by Each Category of Trader
27.7 52.1 8.6 4.5 6.2 0.0 12.1 12.5 3.4 36.1 7.7 6.4 1.1 3.1
Number of Traders in Each Category Total Traders: 45
7 8 . . . 0 9 8 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 26,293
Positions
13,621 11,446 1,850 146 326 59 8,168 7,373 50 430 801 0 1,969 4,388
Changes from: June 4, 2013 Total Change is: 763
1,885 -1,764 1,618 0 -1 59 -2,441 755 25 -447 -157 0 64 228
Percent of Open Interest Represented by Each Category of Trader
51.8 43.5 7.0 0.6 1.2 0.2 31.1 28.0 0.2 1.6 3.0 0.0 7.5 16.7
Number of Traders in Each Category Total Traders: 48
7 6 5 . . . 10 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 55,426
Positions
8,270 33,934 1,969 4,396 484 176 28,109 8,655 71 3,691 766 34 8,712 9,339
Changes from: June 4, 2013 Total Change is: -2,645
405 -2,518 936 -425 -65 56 -3,259 -97 38 154 107 -2 -548 -1,101
Percent of Open Interest Represented by Each Category of Trader
14.9 61.2 3.6 7.9 0.9 0.3 50.7 15.6 0.1 6.7 1.4 0.1 15.7 16.8
Number of Traders in Each Category Total Traders: 97
16 19 8 5 . . 29 12 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 110,852
Positions
16,540 67,867 3,938 8,792 968 352 56,217 17,310 141 7,382 1,532 67 17,423 18,677
Changes from: June 4, 2013 Total Change is: -5,289
809 -5,035 1,872 -849 -130 112 -6,517 -193 76 308 214 -4 -1,096 -2,201
Percent of Open Interest Represented by Each Category of Trader
14.9 61.2 3.6 7.9 0.9 0.3 50.7 15.6 0.1 6.7 1.4 0.1 15.7 16.8
Number of Traders in Each Category Total Traders: 97
16 19 8 5 . . 29 12 4 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 894,602
Positions
41,888 190,525 79,649 351,860 138,449 64,265 102,528 195,097 52,267 60,379 41,607 8,588 133,178 124,155
Changes from: June 4, 2013 Total Change is: 27,116
-3,323 -15,020 16,680 -9,449 3,406 5,596 -4,201 -6,955 -3,629 3,529 3,305 506 21,406 23,226
Percent of Open Interest Represented by Each Category of Trader
4.7 21.3 8.9 39.3 15.5 7.2 11.5 21.8 5.8 6.7 4.7 1.0 14.9 13.9
Number of Traders in Each Category Total Traders: 555
33 37 35 115 61 68 84 122 90 50 50 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 215,121
Positions
43,760 67,179 6,562 57,377 31,883 9,369 13,377 25,411 2,168 14,341 12,478 1,783 66,384 58,288
Changes from: June 4, 2013 Total Change is: 9,205
6,448 -5,864 553 -4,226 -4,630 1,959 -1,459 -1,943 -276 512 757 -122 5,816 18,771
Percent of Open Interest Represented by Each Category of Trader
20.3 31.2 3.1 26.7 14.8 4.4 6.2 11.8 1.0 6.7 5.8 0.8 30.9 27.1
Number of Traders in Each Category Total Traders: 95
9 10 . 16 11 11 16 19 15 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 3,397,407
Positions
223,591 849,681 132,484 1,504,277 564,691 242,620 518,301 920,976 177,950 247,033 162,492 17,179 333,972 329,334
Changes from: June 4, 2013 Total Change is: 89,555
-12,176 -9,101 43,958 -19,624 46,668 11,694 -33,880 -45,229 3,406 18,040 15,695 187 77,950 22,277
Percent of Open Interest Represented by Each Category of Trader
6.6 25.0 3.9 44.3 16.6 7.1 15.3 27.1 5.2 7.3 4.8 0.5 9.8 9.7
Number of Traders in Each Category Total Traders: 534
34 36 33 107 57 61 82 121 81 46 47 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 109,300
Positions
2,883 50,567 561 57,476 44,571 2,170 32,389 4,674 560 559 2,184 0 12,702 4,013
Changes from: June 4, 2013 Total Change is: 312
-654 -2,355 496 -833 1,861 472 1,216 92 -84 -44 5 0 -257 -175
Percent of Open Interest Represented by Each Category of Trader
2.6 46.3 0.5 52.6 40.8 2.0 29.6 4.3 0.5 0.5 2.0 0.0 11.6 3.7
Number of Traders in Each Category Total Traders: 91
4 16 . 33 12 11 18 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 77,849
Positions
5,461 53,641 835 34,810 5,138 951 25,781 6,895 1,360 2,313 3,345 155 6,184 5,530
Changes from: June 4, 2013 Total Change is: -8,158
1,130 -8,031 178 -4,106 -115 77 -5,149 114 369 -54 -9 28 -632 -769
Percent of Open Interest Represented by Each Category of Trader
7.0 68.9 1.1 44.7 6.6 1.2 33.1 8.9 1.7 3.0 4.3 0.2 7.9 7.1
Number of Traders in Each Category Total Traders: 211
19 26 12 31 21 9 61 24 21 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 389,245
Positions
27,304 268,206 4,173 174,052 25,690 4,756 128,904 34,474 6,798 11,564 16,723 775 30,919 27,650
Changes from: June 4, 2013 Total Change is: -40,791
5,650 -40,156 892 -20,531 -574 383 -25,743 572 1,843 -268 -46 142 -3,159 -3,847
Percent of Open Interest Represented by Each Category of Trader
7.0 68.9 1.1 44.7 6.6 1.2 33.1 8.9 1.7 3.0 4.3 0.2 7.9 7.1
Number of Traders in Each Category Total Traders: 211
19 26 12 31 21 9 61 24 21 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 370,560
Positions
76,178 54,012 8,777 129,989 145,202 21,429 82,386 101,727 7,782 7,059 6,823 0 36,960 24,808
Changes from: June 4, 2013 Total Change is: -4,207
-1,978 575 1,804 1,757 1,661 -3,640 -4,175 -3,085 -88 -1,018 -237 -6 3,137 -1,191
Percent of Open Interest Represented by Each Category of Trader
20.6 14.6 2.4 35.1 39.2 5.8 22.2 27.5 2.1 1.9 1.8 0.0 10.0 6.7
Number of Traders in Each Category Total Traders: 243
16 15 7 47 35 22 51 46 15 18 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 97,578
Positions
5,004 28,377 25,525 23,161 262 540 18,259 12,386 5,091 7,010 2,722 390 12,598 22,285
Changes from: June 4, 2013 Total Change is: 27,911
711 -580 25,295 127 -605 92 512 1,396 4,889 -2,379 -1,335 390 -1,726 -1,631
Percent of Open Interest Represented by Each Category of Trader
5.1 29.1 26.2 23.7 0.3 0.6 18.7 12.7 5.2 7.2 2.8 0.4 12.9 22.8
Number of Traders in Each Category Total Traders: 76
5 8 4 16 . . 20 11 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 89,206
Positions
32,985 16,584 5,066 10,832 4,581 49 16,320 12,473 5,279 3,131 1,922 139 15,405 43,113
Changes from: June 4, 2013 Total Change is: 3,045
-25 978 2,811 -841 486 -103 -1,751 -23 2,948 -824 125 139 691 -4,316
Percent of Open Interest Represented by Each Category of Trader
37.0 18.6 5.7 12.1 5.1 0.1 18.3 14.0 5.9 3.5 2.2 0.2 17.3 48.3
Number of Traders in Each Category Total Traders: 99
24 15 15 8 4 . 21 15 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 89,271
Positions
16,841 35,433 2,303 33,224 22,989 4,423 23,941 17,191 2,402 240 641 0 5,897 3,889
Changes from: June 4, 2013 Total Change is: -30
716 -1,799 -62 -871 2,704 35 -208 -2,406 46 240 641 0 74 811
Percent of Open Interest Represented by Each Category of Trader
18.9 39.7 2.6 37.2 25.8 5.0 26.8 19.3 2.7 0.3 0.7 0.0 6.6 4.4
Number of Traders in Each Category Total Traders: 79
7 6 . 26 20 11 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 242,116
Positions
17,155 109,663 13,074 86,389 29,917 29,070 53,396 34,387 11,640 9,588 2,115 343 21,461 11,907
Changes from: June 4, 2013 Total Change is: 17,835
3,001 -992 3,406 -12,414 4,941 7,777 5,182 -8,236 3,936 1,628 -53 -45 5,364 7,101
Percent of Open Interest Represented by Each Category of Trader
7.1 45.3 5.4 35.7 12.4 12.0 22.1 14.2 4.8 4.0 0.9 0.1 8.9 4.9
Number of Traders in Each Category Total Traders: 153
16 17 7 33 27 21 29 12 12 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 580,653
Positions
26,069 62,212 16,933 228,934 89,744 86,086 64,590 93,384 26,725 11,356 31,036 0 119,960 174,533
Changes from: June 4, 2013 Total Change is: 832
13,665 -6,911 7,090 -9,865 -5,356 5,263 11,343 11,590 -23,298 -97 2,180 0 -3,269 10,274
Percent of Open Interest Represented by Each Category of Trader
4.5 10.7 2.9 39.4 15.5 14.8 11.1 16.1 4.6 2.0 5.3 0.0 20.7 30.1
Number of Traders in Each Category Total Traders: 168
6 19 5 42 24 28 29 33 20 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 398,207
Positions
13,719 104,341 4,653 238,567 51,428 37,914 10,249 98,917 13,222 9,327 29,119 0 70,556 58,613
Changes from: June 4, 2013 Total Change is: -5,979
3,893 12,535 -2,553 6,184 -221 -347 31 739 -6,411 -118 -35 -441 -6,217 -9,245
Percent of Open Interest Represented by Each Category of Trader
3.4 26.2 1.2 59.9 12.9 9.5 2.6 24.8 3.3 2.3 7.3 0.0 17.7 14.7
Number of Traders in Each Category Total Traders: 76
4 12 6 29 10 18 . 11 8 . 5 0
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 818,887
Positions
96,279 62,698 16,871 206,297 206,386 49,992 171,518 224,128 61,081 85,245 63,443 32,737 98,867 101,551
Changes from: June 4, 2013 Total Change is: -50,575
31,017 -21,022 -8,013 12,640 -2,140 -4,667 -24,398 2,526 -28,088 -25,638 2,539 732 -4,160 7,558
Percent of Open Interest Represented by Each Category of Trader
11.8 7.7 2.1 25.2 25.2 6.1 20.9 27.4 7.5 10.4 7.7 4.0 12.1 12.4
Number of Traders in Each Category Total Traders: 188
17 18 8 33 24 25 32 30 28 11 23 7
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Traders in Financial Futures - Futures Only Positions as of June 11, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 50,517
Positions
14,334 26,077 9,187 680 0 0 19,541 8,428 4,988 1 0 1,650 136 187
Changes from: June 4, 2013 Total Change is: 1,911
-2,000 25 753 12 0 0 3,172 1,100 -401 1 -5 278 96 161
Percent of Open Interest Represented by Each Category of Trader
28.4 51.6 18.2 1.3 0.0 0.0 38.7 16.7 9.9 0.0 0.0 3.3 0.3 0.4
Number of Traders in Each Category Total Traders: 47
8 13 14 . 0 0 8 13 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 2,160,996
Positions
154,117 226,333 49,938 463,632 725,457 284,235 751,049 248,939 71,576 118,684 113,166 23,600 244,165 417,752
Changes from: June 4, 2013 Total Change is: -37,735
34,970 -37,957 959 -17,366 9,139 -4,254 -10,782 8,149 -29,982 -5,039 -1,288 -452 -5,789 17,951
Percent of Open Interest Represented by Each Category of Trader
7.1 10.5 2.3 21.5 33.6 13.2 34.8 11.5 3.3 5.5 5.2 1.1 11.3 19.3
Number of Traders in Each Category Total Traders: 310
30 42 25 24 65 47 57 52 40 15 25 7
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 1,529,967
Positions
275,787 125,605 36,042 363,665 490,840 122,152 386,415 262,571 45,942 94,898 131,873 17,605 187,461 297,337
Changes from: June 4, 2013 Total Change is: -136,358
-116,854 28,356 -8,659 -23,112 -35,127 618 -22,276 -30,424 9,228 38,479 -104,900 214 -13,996 4,336
Percent of Open Interest Represented by Each Category of Trader
18.0 8.2 2.4 23.8 32.1 8.0 25.3 17.2 3.0 6.2 8.6 1.2 12.3 19.4
Number of Traders in Each Category Total Traders: 222
19 27 17 28 40 35 44 36 25 10 18 5
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 324,031
Positions
112,089 97,193 90,785 1,108 2,015 3,041 36,202 25,522 47,078 237 8,911 8,776 24,715 40,710
Changes from: June 4, 2013 Total Change is: 11,430
1,104 521 7,066 1,108 0 0 15 3,577 1,158 237 -777 1,699 -957 -1,814
Percent of Open Interest Represented by Each Category of Trader
34.6 30.0 28.0 0.3 0.6 0.9 11.2 7.9 14.5 0.1 2.8 2.7 7.6 12.6
Number of Traders in Each Category Total Traders: 59
11 17 16 . . . 13 10 17 . . .
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 9,343,925
Positions
1,880,285 2,506,539 1,773,274 826,530 595,586 251,090 917,199 316,105 2,257,866 223,924 158,341 399,095 814,662 1,086,029
Changes from: June 4, 2013 Total Change is: -109,885
-27,585 -55,041 36,603 -2,991 -59,917 4,802 -133,395 -77,288 6,699 -14,553 -36,456 49,824 -29,289 20,889
Percent of Open Interest Represented by Each Category of Trader
20.1 26.8 19.0 8.8 6.4 2.7 9.8 3.4 24.2 2.4 1.7 4.3 8.7 11.6
Number of Traders in Each Category Total Traders: 236
25 48 65 10 10 18 65 33 79 12 15 23
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 29,337
Positions
21,271 842 1,050 2,227 5,931 103 2,747 15,122 1,015 895 5,243 0 29 31
Changes from: June 4, 2013 Total Change is: 3,973
2,915 -38 1,050 -76 772 14 1,757 558 -1,213 0 3,420 0 -474 -590
Percent of Open Interest Represented by Each Category of Trader
72.5 2.9 3.6 7.6 20.2 0.4 9.4 51.5 3.5 3.1 17.9 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 31
6 . . . 5 . . 6 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 79,315
Positions
9,048 37,465 999 4,084 314 111 37,900 32,592 5,070 13,858 805 255 7,990 1,704
Changes from: June 4, 2013 Total Change is: -1,536
-82 790 -74 -3,125 193 26 655 -6,897 3,930 993 23 39 -3,898 434
Percent of Open Interest Represented by Each Category of Trader
11.4 47.2 1.3 5.1 0.4 0.1 47.8 41.1 6.4 17.5 1.0 0.3 10.1 2.1
Number of Traders in Each Category Total Traders: 127
4 4 . 11 . . 30 15 10 53 4 .
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Traders in Financial Futures - Futures Only Positions as of June 11, 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 367,802
Positions
86,893 19,192 36,369 47,692 21,025 14,762 31,437 123,251 61,571 4,595 11,350 47,747 36,736 32,535
Changes from: June 4, 2013 Total Change is: -4,991
2,168 3,398 -3,235 -6,892 -41 2,169 -672 -10,517 -3,975 -923 -2,068 7,086 -717 2,192
Percent of Open Interest Represented by Each Category of Trader
23.6 5.2 9.9 13.0 5.7 4.0 8.5 33.5 16.7 1.2 3.1 13.0 10.0 8.8
Number of Traders in Each Category Total Traders: 167
20 10 24 7 11 11 24 53 50 15 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 9,487
Positions
153 3,121 94 1,976 353 448 4,747 3,904 1,035 455 69 0 579 463
Changes from: June 4, 2013 Total Change is: -101
141 -49 25 -111 27 -102 -573 -545 101 0 0 0 418 442
Percent of Open Interest Represented by Each Category of Trader
1.6 32.9 1.0 20.8 3.7 4.7 50.0 41.2 10.9 4.8 0.7 0.0 6.1 4.9
Number of Traders in Each Category Total Traders: 23
. . . 4 . . 6 4 . . . 0
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Updated June 14, 2013