Traders in Financial Futures - Futures Only Positions as of June 18, 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 145,484
Positions
62,028 16,061 19,098 17,187 20,356 160 7,405 42,418 14,079 5,835 4,487 414 19,278 28,411
Changes from: June 11, 2013 Total Change is: -245
-6,276 5,721 6,406 -157 163 -259 -1,869 -10,038 4,653 146 -353 -18 -2,871 -6,520
Percent of Open Interest Represented by Each Category of Trader
42.6 11.0 13.1 11.8 14.0 0.1 5.1 29.2 9.7 4.0 3.1 0.3 13.3 19.5
Number of Traders in Each Category Total Traders: 80
7 10 8 6 4 . 14 27 12 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 33,846
Positions
7,230 10,411 55 0 1,315 0 14,804 7,432 314 407 1,621 0 11,036 12,698
Changes from: June 11, 2013 Total Change is: -31,398
-30,519 -6,596 -1,609 0 -15 0 7,930 -14,800 -6,675 -1,651 -425 0 1,126 -1,278
Percent of Open Interest Represented by Each Category of Trader
21.4 30.8 0.2 0.0 3.9 0.0 43.7 22.0 0.9 1.2 4.8 0.0 32.6 37.5
Number of Traders in Each Category Total Traders: 29
. 6 . 0 . 0 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 140,550
Positions
40,720 12,983 791 15,862 28,408 268 48,102 60,735 3,785 6,713 7,062 0 24,309 26,518
Changes from: June 11, 2013 Total Change is: -78,626
-51,372 -6,747 -4,705 -358 810 -204 13,752 -35,566 -22,567 -15,986 -2,311 -129 2,943 -7,207
Percent of Open Interest Represented by Each Category of Trader
29.0 9.2 0.6 11.3 20.2 0.2 34.2 43.2 2.7 4.8 5.0 0.0 17.3 18.9
Number of Traders in Each Category Total Traders: 104
6 10 . 5 17 . 27 27 6 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 163,921
Positions
87,747 4,789 0 25,469 21,086 1,740 30,375 72,191 2,286 2,579 12,276 145 13,580 49,408
Changes from: June 11, 2013 Total Change is: -79,723
-22,317 -31,883 -10,552 371 2,789 -145 -12,868 -8,865 -23,019 -4,576 -366 -3,210 -3,407 -4,472
Percent of Open Interest Represented by Each Category of Trader
53.5 2.9 0.0 15.5 12.9 1.1 18.5 44.0 1.4 1.6 7.5 0.1 8.3 30.1
Number of Traders in Each Category Total Traders: 127
11 7 0 6 17 . 24 40 8 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 213,331
Positions
26,016 29,409 1,238 33,653 51,992 4,731 76,841 52,976 2,056 15,136 13,085 1,102 52,558 56,742
Changes from: June 11, 2013 Total Change is: -47,087
-14,040 -3,247 -18,698 -2,074 -399 -786 17,280 -8,730 -12,039 -20,658 3,075 -729 4,657 -5,534
Percent of Open Interest Represented by Each Category of Trader
12.2 13.8 0.6 15.8 24.4 2.2 36.0 24.8 1.0 7.1 6.1 0.5 24.6 26.6
Number of Traders in Each Category Total Traders: 165
16 17 9 15 21 10 35 33 8 15 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 180,895
Positions
98,730 0 20 0 44,954 878 59,029 84,269 681 6,985 8,142 0 14,572 41,951
Changes from: June 11, 2013 Total Change is: -59,172
-32,665 -24,651 -19,770 -666 1,692 -497 19,722 4,391 -15,879 -3,637 -1,130 -1,375 -4,405 -1,953
Percent of Open Interest Represented by Each Category of Trader
54.6 0.0 0.0 0.0 24.9 0.5 32.6 46.6 0.4 3.9 4.5 0.0 8.1 23.2
Number of Traders in Each Category Total Traders: 93
14 0 . 0 7 . 24 33 . 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 41,118
Positions
14,778 20,286 12,234 426 0 0 4,338 262 3,328 1,379 0 2,855 1,780 2,153
Changes from: June 11, 2013 Total Change is: -8,033
-979 3,516 -6,230 -435 0 0 812 -1,323 -1,037 178 0 -356 14 -2,603
Percent of Open Interest Represented by Each Category of Trader
35.9 49.3 29.8 1.0 0.0 0.0 10.6 0.6 8.1 3.4 0.0 6.9 4.3 5.2
Number of Traders in Each Category Total Traders: 26
5 11 8 . 0 0 6 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 63,895
Positions
9,007 20,873 649 3,886 1,057 0 33,168 35,138 945 10,117 2,895 0 6,123 2,338
Changes from: June 11, 2013 Total Change is: -55,862
-5,603 -40,998 -4,783 188 -515 -33 -26,501 8,974 -17,727 -1,452 45 0 49 -825
Percent of Open Interest Represented by Each Category of Trader
14.1 32.7 1.0 6.1 1.7 0.0 51.9 55.0 1.5 15.8 4.5 0.0 9.6 3.7
Number of Traders in Each Category Total Traders: 96
6 8 . 6 4 0 34 23 7 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 37,359
Positions
11,155 21,567 3,426 1,806 2,745 0 4,121 3,002 668 14,300 3,055 1,335 548 1,561
Changes from: June 11, 2013 Total Change is: -2,493
123 798 0 0 261 0 -721 -1,981 -701 -91 0 -1,196 93 326
Percent of Open Interest Represented by Each Category of Trader
29.9 57.7 9.2 4.8 7.3 0.0 11.0 8.0 1.8 38.3 8.2 3.6 1.5 4.2
Number of Traders in Each Category Total Traders: 41
7 8 . . . 0 8 7 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 11,742
Positions
2,333 255 0 146 458 0 6,921 6,848 124 458 203 0 1,760 3,854
Changes from: June 11, 2013 Total Change is: -14,551
-11,288 -11,191 -1,850 0 132 -59 -1,247 -525 74 28 -598 0 -209 -534
Percent of Open Interest Represented by Each Category of Trader
19.9 2.2 0.0 1.2 3.9 0.0 58.9 58.3 1.1 3.9 1.7 0.0 15.0 32.8
Number of Traders in Each Category Total Traders: 34
5 . 0 . . 0 6 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 76,492
Positions
8,117 36,488 16,270 5,254 254 78 30,978 9,642 2,443 3,548 939 810 8,997 9,569
Changes from: June 11, 2013 Total Change is: 21,066
-153 2,555 14,301 858 -230 -98 2,869 987 2,372 -144 173 776 285 231
Percent of Open Interest Represented by Each Category of Trader
10.6 47.7 21.3 6.9 0.3 0.1 40.5 12.6 3.2 4.6 1.2 1.1 11.8 12.5
Number of Traders in Each Category Total Traders: 102
16 19 14 8 . . 31 11 14 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 152,984
Positions
16,234 72,976 32,540 10,507 508 156 61,955 19,284 4,885 7,095 1,878 1,619 17,993 19,138
Changes from: June 11, 2013 Total Change is: 42,132
-306 5,109 28,602 1,715 -460 -196 5,738 1,974 4,744 -287 346 1,552 570 461
Percent of Open Interest Represented by Each Category of Trader
10.6 47.7 21.3 6.9 0.3 0.1 40.5 12.6 3.2 4.6 1.2 1.1 11.8 12.5
Number of Traders in Each Category Total Traders: 102
16 19 14 8 . . 31 11 14 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 991,389
Positions
38,434 194,092 139,655 358,846 134,604 63,796 109,315 198,548 60,939 62,328 46,306 10,154 147,924 143,297
Changes from: June 11, 2013 Total Change is: 96,787
-3,455 3,567 60,006 6,986 -3,845 -470 6,787 3,451 8,671 1,949 4,699 1,566 14,746 19,142
Percent of Open Interest Represented by Each Category of Trader
3.9 19.6 14.1 36.2 13.6 6.4 11.0 20.0 6.1 6.3 4.7 1.0 14.9 14.5
Number of Traders in Each Category Total Traders: 569
29 39 44 111 60 73 94 123 96 56 56 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 242,088
Positions
43,461 66,814 21,036 60,812 31,613 12,708 21,032 14,739 2,738 14,344 13,485 2,277 63,680 76,678
Changes from: June 11, 2013 Total Change is: 26,967
-299 -365 14,474 3,435 -270 3,339 7,655 -10,672 570 3 1,007 494 -2,704 18,390
Percent of Open Interest Represented by Each Category of Trader
18.0 27.6 8.7 25.1 13.1 5.2 8.7 6.1 1.1 5.9 5.6 0.9 26.3 31.7
Number of Traders in Each Category Total Traders: 99
10 10 8 16 10 12 19 19 20 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 3,746,507
Positions
213,675 875,204 354,282 1,512,577 537,360 233,031 496,613 974,240 235,807 245,435 169,621 33,867 421,220 333,095
Changes from: June 11, 2013 Total Change is: 349,100
-9,916 25,523 221,798 8,300 -27,331 -9,589 -21,688 53,264 57,857 -1,598 7,129 16,688 87,248 3,761
Percent of Open Interest Represented by Each Category of Trader
5.7 23.4 9.5 40.4 14.3 6.2 13.3 26.0 6.3 6.6 4.5 0.9 11.2 8.9
Number of Traders in Each Category Total Traders: 545
32 36 40 105 54 67 89 123 88 52 52 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 124,412
Positions
2,562 51,816 12,126 58,418 44,202 2,366 33,135 5,888 1,570 642 2,184 0 13,593 4,260
Changes from: June 11, 2013 Total Change is: 15,112
-321 1,249 11,565 942 -369 196 746 1,214 1,010 83 0 0 891 247
Percent of Open Interest Represented by Each Category of Trader
2.1 41.6 9.7 47.0 35.5 1.9 26.6 4.7 1.3 0.5 1.8 0.0 10.9 3.4
Number of Traders in Each Category Total Traders: 98
4 16 9 36 12 12 19 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 105,066
Positions
5,530 54,928 18,160 31,782 5,133 4,284 27,420 6,607 3,277 2,440 5,353 1,487 10,687 5,838
Changes from: June 11, 2013 Total Change is: 27,217
70 1,286 17,325 -3,029 -5 3,333 1,639 -288 1,917 127 2,008 1,332 4,503 308
Percent of Open Interest Represented by Each Category of Trader
5.3 52.3 17.3 30.2 4.9 4.1 26.1 6.3 3.1 2.3 5.1 1.4 10.2 5.6
Number of Traders in Each Category Total Traders: 212
19 24 21 30 20 11 66 21 23 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,627
Positions
4,854 5,300 2,095 0 2,000 1,200 1,475 560 0 379 1,471 0 3,624 1,001
Changes from: June 11, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.6 38.9 15.4 0.0 14.7 8.8 10.8 4.1 0.0 2.8 10.8 0.0 26.6 7.3
Number of Traders in Each Category Total Traders: 20
5 8 . 0 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 457,197
Positions
26,719 271,475 56,987 168,909 25,667 5,419 138,164 38,674 7,944 11,134 20,237 6,608 35,313 24,186
Changes from: June 11, 2013 Total Change is: 67,952
-585 3,269 52,814 -5,143 -23 663 9,260 4,200 1,146 -430 3,514 5,833 4,394 -3,464
Percent of Open Interest Represented by Each Category of Trader
5.8 59.4 12.5 36.9 5.6 1.2 30.2 8.5 1.7 2.4 4.4 1.4 7.7 5.3
Number of Traders in Each Category Total Traders: 211
20 23 19 30 20 10 65 22 20 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 404,879
Positions
67,962 55,140 35,640 128,433 143,024 21,192 88,194 96,568 10,878 6,469 6,816 1,746 44,365 33,875
Changes from: June 11, 2013 Total Change is: 34,319
-8,216 1,128 26,863 -1,556 -2,178 -237 5,808 -5,159 3,096 -590 -7 1,746 7,405 9,067
Percent of Open Interest Represented by Each Category of Trader
16.8 13.6 8.8 31.7 35.3 5.2 21.8 23.9 2.7 1.6 1.7 0.4 11.0 8.4
Number of Traders in Each Category Total Traders: 254
18 16 14 45 36 22 59 49 24 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 54,701
Positions
3,960 34,103 268 23,722 0 497 10,136 11,410 175 5,234 1,085 0 10,709 7,163
Changes from: June 11, 2013 Total Change is: -42,877
-1,044 5,726 -25,257 561 -262 -43 -8,123 -976 -4,916 -1,776 -1,637 -390 -1,889 -15,122
Percent of Open Interest Represented by Each Category of Trader
7.2 62.3 0.5 43.4 0.0 0.9 18.5 20.9 0.3 9.6 2.0 0.0 19.6 13.1
Number of Traders in Each Category Total Traders: 58
5 5 . 18 0 . 14 7 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 63,074
Positions
16,921 10,782 1,461 13,326 2,417 334 15,734 3,427 517 3,360 619 0 11,421 43,517
Changes from: June 11, 2013 Total Change is: -26,132
-16,064 -5,802 -3,605 2,494 -2,164 285 -586 -9,046 -4,762 229 -1,303 -139 -3,984 404
Percent of Open Interest Represented by Each Category of Trader
26.8 17.1 2.3 21.1 3.8 0.5 24.9 5.4 0.8 5.3 1.0 0.0 18.1 69.0
Number of Traders in Each Category Total Traders: 71
15 11 5 9 . . 21 5 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 101,316
Positions
16,582 34,518 15,574 31,598 21,836 4,619 23,638 16,103 2,610 240 641 0 6,455 5,415
Changes from: June 11, 2013 Total Change is: 12,045
-259 -915 13,271 -1,626 -1,153 196 -303 -1,088 208 0 0 0 558 1,526
Percent of Open Interest Represented by Each Category of Trader
16.4 34.1 15.4 31.2 21.6 4.6 23.3 15.9 2.6 0.2 0.6 0.0 6.4 5.3
Number of Traders in Each Category Total Traders: 77
7 6 6 25 20 12 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 262,992
Positions
18,683 106,843 31,972 81,475 28,509 39,256 50,224 30,555 6,620 9,096 3,840 376 25,290 15,021
Changes from: June 11, 2013 Total Change is: 20,876
1,528 -2,820 18,898 -4,914 -1,408 10,186 -3,172 -3,832 -5,020 -492 1,725 33 3,829 3,114
Percent of Open Interest Represented by Each Category of Trader
7.1 40.6 12.2 31.0 10.8 14.9 19.1 11.6 2.5 3.5 1.5 0.1 9.6 5.7
Number of Traders in Each Category Total Traders: 157
15 21 11 37 26 23 26 13 11 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 564,983
Positions
14,128 74,335 12,310 243,359 87,672 85,150 65,605 86,471 18,536 11,288 25,909 0 114,607 174,600
Changes from: June 11, 2013 Total Change is: -15,670
-11,941 12,123 -4,623 14,425 -2,072 -936 1,015 -6,913 -8,189 -68 -5,127 0 -5,353 67
Percent of Open Interest Represented by Each Category of Trader
2.5 13.2 2.2 43.1 15.5 15.1 11.6 15.3 3.3 2.0 4.6 0.0 20.3 30.9
Number of Traders in Each Category Total Traders: 166
7 19 4 43 23 27 28 31 18 5 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 384,497
Positions
12,051 101,211 4,522 234,349 54,688 37,804 10,471 112,536 6,208 9,352 8,154 0 69,740 59,374
Changes from: June 11, 2013 Total Change is: -13,710
-1,668 -3,130 -131 -4,218 3,260 -110 222 13,619 -7,014 25 -20,965 0 -816 761
Percent of Open Interest Represented by Each Category of Trader
3.1 26.3 1.2 60.9 14.2 9.8 2.7 29.3 1.6 2.4 2.1 0.0 18.1 15.4
Number of Traders in Each Category Total Traders: 72
. 12 7 28 11 17 . 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 799,151
Positions
65,912 71,786 14,185 207,798 203,366 47,839 189,600 246,866 30,680 116,104 57,777 32,667 94,366 93,985
Changes from: June 11, 2013 Total Change is: -19,736
-30,367 9,088 -2,686 1,501 -3,020 -2,153 18,082 22,738 -30,401 30,859 -5,666 -70 -4,501 -7,566
Percent of Open Interest Represented by Each Category of Trader
8.2 9.0 1.8 26.0 25.4 6.0 23.7 30.9 3.8 14.5 7.2 4.1 11.8 11.8
Number of Traders in Each Category Total Traders: 189
11 23 5 32 25 26 33 34 23 11 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 50,915
Positions
10,255 25,850 10,061 680 0 0 23,386 8,362 4,760 0 61 1,577 196 244
Changes from: June 11, 2013 Total Change is: 398
-4,079 -227 874 0 0 0 3,845 -66 -228 -1 61 -73 60 57
Percent of Open Interest Represented by Each Category of Trader
20.1 50.8 19.8 1.3 0.0 0.0 45.9 16.4 9.3 0.0 0.1 3.1 0.4 0.5
Number of Traders in Each Category Total Traders: 46
7 13 14 . 0 0 10 11 11 0 . .
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Traders in Financial Futures - Futures Only Positions as of June 18, 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 2,087,833
Positions
130,050 205,375 44,143 506,070 748,060 275,437 733,802 212,749 64,467 76,465 118,344 23,428 233,971 395,830
Changes from: June 11, 2013 Total Change is: -73,163
-24,067 -20,958 -5,795 42,438 22,603 -8,798 -17,247 -36,190 -7,109 -42,219 5,178 -172 -10,194 -21,922
Percent of Open Interest Represented by Each Category of Trader
6.2 9.8 2.1 24.2 35.8 13.2 35.1 10.2 3.1 3.7 5.7 1.1 11.2 19.0
Number of Traders in Each Category Total Traders: 316
29 39 15 25 67 47 59 55 38 14 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 1,442,088
Positions
265,972 102,810 16,665 354,374 468,737 145,731 341,573 221,247 36,853 74,693 131,063 19,438 186,789 299,544
Changes from: June 11, 2013 Total Change is: -87,879
-9,815 -22,795 -19,377 -9,291 -22,103 23,579 -44,842 -41,324 -9,089 -20,205 -810 1,833 -672 2,207
Percent of Open Interest Represented by Each Category of Trader
18.4 7.1 1.2 24.6 32.5 10.1 23.7 15.3 2.6 5.2 9.1 1.3 13.0 20.8
Number of Traders in Each Category Total Traders: 218
25 22 13 25 40 34 42 39 22 8 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 336,265
Positions
109,542 100,226 100,526 1,105 2,015 3,041 41,240 24,976 48,072 0 9,980 8,878 23,861 38,551
Changes from: June 11, 2013 Total Change is: 12,234
-2,547 3,033 9,741 -3 0 0 5,038 -546 994 -237 1,069 102 -854 -2,159
Percent of Open Interest Represented by Each Category of Trader
32.6 29.8 29.9 0.3 0.6 0.9 12.3 7.4 14.3 0.0 3.0 2.6 7.1 11.5
Number of Traders in Each Category Total Traders: 62
13 19 18 . . . 12 10 18 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 8,774,697
Positions
1,947,312 2,437,265 1,383,928 890,791 625,615 238,721 986,086 442,782 2,097,058 178,281 201,879 285,425 767,095 1,062,024
Changes from: June 11, 2013 Total Change is: -569,228
67,027 -69,274 -389,346 64,261 30,029 -12,369 68,887 126,677 -160,808 -45,643 43,538 -113,670 -47,567 -24,005
Percent of Open Interest Represented by Each Category of Trader
22.2 27.8 15.8 10.2 7.1 2.7 11.2 5.0 23.9 2.0 2.3 3.3 8.7 12.1
Number of Traders in Each Category Total Traders: 231
25 42 58 10 10 17 55 37 81 12 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 29,798
Positions
23,787 842 0 2,196 6,962 71 2,810 15,381 16 895 6,467 0 23 59
Changes from: June 11, 2013 Total Change is: 461
2,516 0 -1,050 -31 1,031 -32 63 259 -999 0 1,224 0 -6 28
Percent of Open Interest Represented by Each Category of Trader
79.8 2.8 0.0 7.4 23.4 0.2 9.4 51.6 0.1 3.0 21.7 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 31
5 . 0 . 5 . . 6 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 51,036
Positions
9,073 13,026 874 2,973 1,384 224 14,255 31,407 1,225 15,243 613 0 7,169 2,283
Changes from: June 11, 2013 Total Change is: -28,279
25 -24,439 -125 -1,111 1,070 113 -23,645 -1,185 -3,845 1,385 -192 -255 -821 579
Percent of Open Interest Represented by Each Category of Trader
17.8 25.5 1.7 5.8 2.7 0.4 27.9 61.5 2.4 29.9 1.2 0.0 14.0 4.5
Number of Traders in Each Category Total Traders: 126
4 . . 8 . . 22 23 . 59 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 367,704
Positions
71,730 27,665 47,158 42,235 17,088 15,190 36,355 100,668 60,910 4,380 12,171 54,331 35,415 32,523
Changes from: June 11, 2013 Total Change is: -98
-15,163 8,473 10,789 -5,457 -3,937 428 4,918 -22,583 -661 -215 821 6,584 -1,321 -12
Percent of Open Interest Represented by Each Category of Trader
19.5 7.5 12.8 11.5 4.6 4.1 9.9 27.4 16.6 1.2 3.3 14.8 9.6 8.8
Number of Traders in Each Category Total Traders: 172
18 14 22 7 12 12 30 53 46 13 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 8,597
Positions
402 2,813 464 1,969 205 333 4,078 3,476 1,227 0 69 0 124 10
Changes from: June 11, 2013 Total Change is: -890
249 -308 370 -7 -148 -115 -669 -428 192 -455 0 0 -455 -453
Percent of Open Interest Represented by Each Category of Trader
4.7 32.7 5.4 22.9 2.4 3.9 47.4 40.4 14.3 0.0 0.8 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 22
. 4 . 4 . . 6 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 10,295
Positions
1,276 7,725 0 6,955 0 0 1,488 2,077 71 0 0 0 505 422
Changes from: June 11, 2013 Total Change is: -288
6 883 0 234 0 0 -417 -893 -64 0 0 0 -47 -214
Percent of Open Interest Represented by Each Category of Trader
12.4 75.0 0.0 67.6 0.0 0.0 14.5 20.2 0.7 0.0 0.0 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . 4 . 0 0 0
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Updated June 21, 2013