Traders in Financial Futures - Futures Only Positions as of June 25, 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 109,819
Positions
38,252 7,578 726 17,389 22,378 161 17,980 38,330 4,384 10,388 2,006 12 20,527 34,244
Changes from: June 18, 2013 Total Change is: -35,665
-23,776 -8,483 -18,372 202 2,022 1 10,575 -4,088 -9,695 4,553 -2,481 -402 1,249 5,833
Percent of Open Interest Represented by Each Category of Trader
34.8 6.9 0.7 15.8 20.4 0.1 16.4 34.9 4.0 9.5 1.8 0.0 18.7 31.2
Number of Traders in Each Category Total Traders: 89
5 6 4 6 6 4 17 31 9 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 31,477
Positions
7,199 11,197 109 0 1,390 0 13,167 5,995 309 407 1,621 0 10,286 10,856
Changes from: June 18, 2013 Total Change is: -2,369
-31 786 54 0 75 0 -1,637 -1,437 -5 0 0 0 -750 -1,842
Percent of Open Interest Represented by Each Category of Trader
22.9 35.6 0.3 0.0 4.4 0.0 41.8 19.0 1.0 1.3 5.1 0.0 32.7 34.5
Number of Traders in Each Category Total Traders: 31
4 6 . 0 . 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 123,602
Positions
39,846 12,500 911 14,589 31,245 307 34,051 40,807 4,631 5,881 7,463 11 23,375 25,727
Changes from: June 18, 2013 Total Change is: -16,948
-874 -483 120 -1,273 2,837 39 -14,051 -19,928 846 -832 401 11 -934 -791
Percent of Open Interest Represented by Each Category of Trader
32.2 10.1 0.7 11.8 25.3 0.2 27.5 33.0 3.7 4.8 6.0 0.0 18.9 20.8
Number of Traders in Each Category Total Traders: 106
8 8 4 . 20 . 26 27 11 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 161,160
Positions
80,784 5,601 236 25,648 23,241 1,747 31,899 72,542 2,589 1,701 12,441 206 16,350 42,557
Changes from: June 18, 2013 Total Change is: -2,761
-6,963 812 236 179 2,155 7 1,524 351 303 -878 165 61 2,770 -6,851
Percent of Open Interest Represented by Each Category of Trader
50.1 3.5 0.1 15.9 14.4 1.1 19.8 45.0 1.6 1.1 7.7 0.1 10.1 26.4
Number of Traders in Each Category Total Traders: 139
10 9 . 6 21 . 25 42 9 . 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 211,651
Positions
26,597 31,093 2,051 32,381 56,653 4,478 76,065 51,019 3,190 17,213 12,284 917 48,759 49,966
Changes from: June 18, 2013 Total Change is: -1,680
581 1,684 813 -1,272 4,661 -253 -776 -1,957 1,134 2,077 -801 -185 -3,799 -6,776
Percent of Open Interest Represented by Each Category of Trader
12.6 14.7 1.0 15.3 26.8 2.1 35.9 24.1 1.5 8.1 5.8 0.4 23.0 23.6
Number of Traders in Each Category Total Traders: 175
18 14 9 14 21 10 33 40 9 18 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 174,012
Positions
99,601 1,311 117 632 44,819 985 50,697 75,367 699 5,530 7,479 0 15,751 43,235
Changes from: June 18, 2013 Total Change is: -6,883
871 1,311 97 632 -135 107 -8,332 -8,902 18 -1,455 -663 0 1,179 1,284
Percent of Open Interest Represented by Each Category of Trader
57.2 0.8 0.1 0.4 25.8 0.6 29.1 43.3 0.4 3.2 4.3 0.0 9.1 24.8
Number of Traders in Each Category Total Traders: 91
12 . 4 . 9 . 22 29 . 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 41,549
Positions
14,778 19,786 12,084 0 89 212 5,131 1,343 3,328 1,379 0 2,855 1,782 1,852
Changes from: June 18, 2013 Total Change is: 431
0 -500 -150 -426 89 212 793 1,081 0 0 0 0 2 -301
Percent of Open Interest Represented by Each Category of Trader
35.6 47.6 29.1 0.0 0.2 0.5 12.3 3.2 8.0 3.3 0.0 6.9 4.3 4.5
Number of Traders in Each Category Total Traders: 25
5 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 67,796
Positions
24,470 16,490 537 3,575 941 0 23,774 42,789 660 9,374 2,661 0 5,406 3,718
Changes from: June 18, 2013 Total Change is: 3,901
15,463 -4,383 -112 -311 -116 0 -9,394 7,651 -285 -743 -234 0 -717 1,380
Percent of Open Interest Represented by Each Category of Trader
36.1 24.3 0.8 5.3 1.4 0.0 35.1 63.1 1.0 13.8 3.9 0.0 8.0 5.5
Number of Traders in Each Category Total Traders: 93
7 6 . 5 4 0 25 31 4 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 32,142
Positions
10,105 17,121 3,060 1,806 3,091 0 5,355 1,426 1,515 8,196 3,202 1,335 770 1,392
Changes from: June 18, 2013 Total Change is: -5,217
-1,050 -4,446 -366 0 346 0 1,234 -1,576 847 -6,104 147 0 222 -169
Percent of Open Interest Represented by Each Category of Trader
31.4 53.3 9.5 5.6 9.6 0.0 16.7 4.4 4.7 25.5 10.0 4.2 2.4 4.3
Number of Traders in Each Category Total Traders: 37
6 7 . . . 0 9 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 11,632
Positions
4,877 0 21 146 488 0 4,117 6,563 231 663 203 0 1,577 4,126
Changes from: June 18, 2013 Total Change is: -110
2,544 -255 21 0 30 0 -2,804 -285 107 205 0 0 -183 272
Percent of Open Interest Represented by Each Category of Trader
41.9 0.0 0.2 1.3 4.2 0.0 35.4 56.4 2.0 5.7 1.7 0.0 13.6 35.5
Number of Traders in Each Category Total Traders: 36
7 0 . . . 0 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 45,296
Positions
10,264 33,197 128 4,733 616 230 18,014 4,482 274 4,698 237 74 6,882 6,059
Changes from: June 18, 2013 Total Change is: -31,197
2,147 -3,291 -16,143 -521 362 152 -12,964 -5,160 -2,169 1,151 -702 -736 -2,115 -3,510
Percent of Open Interest Represented by Each Category of Trader
22.7 73.3 0.3 10.4 1.4 0.5 39.8 9.9 0.6 10.4 0.5 0.2 15.2 13.4
Number of Traders in Each Category Total Traders: 95
16 14 . 7 . . 30 14 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 90,591
Positions
20,528 66,394 255 9,466 1,231 460 36,028 8,964 547 9,396 474 148 13,763 12,118
Changes from: June 18, 2013 Total Change is: -62,393
4,294 -6,582 -32,285 -1,041 723 304 -25,927 -10,320 -4,338 2,301 -1,404 -1,471 -4,230 -7,020
Percent of Open Interest Represented by Each Category of Trader
22.7 73.3 0.3 10.4 1.4 0.5 39.8 9.9 0.6 10.4 0.5 0.2 15.2 13.4
Number of Traders in Each Category Total Traders: 95
16 14 . 7 . . 30 14 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 703,009
Positions
22,855 196,807 7,359 332,368 153,015 45,420 100,211 143,027 17,723 51,706 45,211 3,945 121,422 90,501
Changes from: June 18, 2013 Total Change is: -288,381
-15,579 2,715 -132,296 -26,478 18,411 -18,375 -9,105 -55,520 -43,215 -10,622 -1,095 -6,209 -26,502 -52,796
Percent of Open Interest Represented by Each Category of Trader
3.3 28.0 1.0 47.3 21.8 6.5 14.3 20.3 2.5 7.4 6.4 0.6 17.3 12.9
Number of Traders in Each Category Total Traders: 543
29 38 19 106 66 58 88 116 76 46 54 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 157,168
Positions
4,070 62,460 36 71,094 25,450 2,001 13,172 8,209 529 12,641 11,184 545 53,080 46,754
Changes from: June 18, 2013 Total Change is: -84,920
-39,391 -4,354 -21,000 10,282 -6,163 -10,707 -7,860 -6,530 -2,209 -1,703 -2,301 -1,732 -10,600 -29,924
Percent of Open Interest Represented by Each Category of Trader
2.6 39.7 0.0 45.2 16.2 1.3 8.4 5.2 0.3 8.0 7.1 0.3 33.8 29.7
Number of Traders in Each Category Total Traders: 82
4 11 . 14 8 8 18 15 7 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 2,729,204
Positions
109,099 686,912 21,440 1,320,813 652,266 202,655 452,291 691,189 68,874 202,332 177,144 9,991 341,709 218,733
Changes from: June 18, 2013 Total Change is:-1,017,303
-104,576 -188,292 -332,842 -191,764 114,906 -30,376 -44,322 -283,051 -166,933 -43,103 7,523 -23,876 -79,511 -114,362
Percent of Open Interest Represented by Each Category of Trader
4.0 25.2 0.8 48.4 23.9 7.4 16.6 25.3 2.5 7.4 6.5 0.4 12.5 8.0
Number of Traders in Each Category Total Traders: 518
28 37 19 101 61 54 82 114 65 44 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 100,649
Positions
4,953 39,222 158 55,837 47,732 2,177 24,908 4,637 1,845 840 1,830 0 9,931 3,048
Changes from: June 18, 2013 Total Change is: -23,763
2,391 -12,594 -11,968 -2,581 3,530 -189 -8,227 -1,251 275 198 -354 0 -3,662 -1,212
Percent of Open Interest Represented by Each Category of Trader
4.9 39.0 0.2 55.5 47.4 2.2 24.7 4.6 1.8 0.8 1.8 0.0 9.9 3.0
Number of Traders in Each Category Total Traders: 91
6 13 . 32 13 10 18 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 60,029
Positions
2,012 41,166 575 30,415 5,073 1,283 18,155 5,384 538 1,836 3,241 51 5,165 2,717
Changes from: June 18, 2013 Total Change is: -45,038
-3,519 -13,761 -17,585 -1,367 -60 -3,001 -9,265 -1,223 -2,739 -604 -2,112 -1,436 -5,521 -3,121
Percent of Open Interest Represented by Each Category of Trader
3.4 68.6 1.0 50.7 8.5 2.1 30.2 9.0 0.9 3.1 5.4 0.1 8.6 4.5
Number of Traders in Each Category Total Traders: 186
17 25 4 27 20 8 46 27 7 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 300,143
Positions
10,058 205,831 2,875 152,073 25,365 6,414 90,773 26,922 2,688 9,179 16,206 257 25,826 13,585
Changes from: June 18, 2013 Total Change is: -157,054
-16,661 -65,644 -54,112 -16,836 -302 995 -47,391 -11,752 -5,256 -1,955 -4,031 -6,351 -9,487 -10,601
Percent of Open Interest Represented by Each Category of Trader
3.4 68.6 1.0 50.7 8.5 2.1 30.2 9.0 0.9 3.1 5.4 0.1 8.6 4.5
Number of Traders in Each Category Total Traders: 186
17 25 4 27 20 8 46 27 7 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 341,531
Positions
74,713 57,083 11,006 129,330 144,124 20,802 64,655 78,616 9,647 5,399 5,788 0 25,979 14,465
Changes from: June 18, 2013 Total Change is: -63,348
6,751 1,943 -24,634 897 1,100 -390 -23,539 -17,952 -1,231 -1,070 -1,028 -1,746 -18,386 -19,410
Percent of Open Interest Represented by Each Category of Trader
21.9 16.7 3.2 37.9 42.2 6.1 18.9 23.0 2.8 1.6 1.7 0.0 7.6 4.2
Number of Traders in Each Category Total Traders: 233
18 14 . 48 32 19 50 46 9 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 55,221
Positions
4,706 34,287 85 23,689 262 458 9,942 11,054 0 5,130 1,115 0 11,211 7,960
Changes from: June 18, 2013 Total Change is: 520
746 184 -183 -33 262 -39 -194 -356 -175 -104 30 0 502 797
Percent of Open Interest Represented by Each Category of Trader
8.5 62.1 0.2 42.9 0.5 0.8 18.0 20.0 0.0 9.3 2.0 0.0 20.3 14.4
Number of Traders in Each Category Total Traders: 66
8 6 . 18 . . 14 9 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 61,541
Positions
18,149 10,929 1,570 12,547 3,496 346 14,805 3,705 349 3,172 1,007 0 10,603 40,139
Changes from: June 18, 2013 Total Change is: -1,533
1,228 147 109 -779 1,079 12 -929 278 -168 -188 388 0 -818 -3,378
Percent of Open Interest Represented by Each Category of Trader
29.5 17.8 2.6 20.4 5.7 0.6 24.1 6.0 0.6 5.2 1.6 0.0 17.2 65.2
Number of Traders in Each Category Total Traders: 80
17 12 5 9 5 . 23 6 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 77,294
Positions
4,407 27,920 2,091 34,455 23,990 5,099 24,519 12,547 2,191 0 891 0 4,532 2,565
Changes from: June 18, 2013 Total Change is: -24,022
-12,175 -6,598 -13,483 2,857 2,154 480 881 -3,556 -419 -240 250 0 -1,923 -2,850
Percent of Open Interest Represented by Each Category of Trader
5.7 36.1 2.7 44.6 31.0 6.6 31.7 16.2 2.8 0.0 1.2 0.0 5.9 3.3
Number of Traders in Each Category Total Traders: 76
4 9 . 26 18 12 12 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 217,229
Positions
19,075 90,216 8,217 70,396 44,288 42,156 53,375 8,747 1,590 8,720 13,239 617 13,083 8,159
Changes from: June 18, 2013 Total Change is: -45,763
392 -16,627 -23,755 -11,079 15,779 2,900 3,151 -21,808 -5,030 -376 9,399 241 -12,207 -6,862
Percent of Open Interest Represented by Each Category of Trader
8.8 41.5 3.8 32.4 20.4 19.4 24.6 4.0 0.7 4.0 6.1 0.3 6.0 3.8
Number of Traders in Each Category Total Traders: 159
15 21 5 34 28 20 27 13 6 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 546,939
Positions
9,972 68,247 4,533 240,855 84,450 79,768 52,384 94,376 11,645 13,600 38,313 41 134,141 165,566
Changes from: June 18, 2013 Total Change is: -18,044
-4,156 -6,088 -7,777 -2,504 -3,222 -5,382 -13,221 7,905 -6,891 2,312 12,404 41 19,534 -9,034
Percent of Open Interest Represented by Each Category of Trader
1.8 12.5 0.8 44.0 15.4 14.6 9.6 17.3 2.1 2.5 7.0 0.0 24.5 30.3
Number of Traders in Each Category Total Traders: 156
7 16 5 38 23 31 22 33 15 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 381,970
Positions
6,760 104,785 1,060 239,055 50,335 41,609 12,502 109,253 5,914 6,806 4,625 0 68,264 64,389
Changes from: June 18, 2013 Total Change is: -2,527
-5,291 3,574 -3,462 4,706 -4,353 3,805 2,031 -3,283 -294 -2,546 -3,529 0 -1,476 5,015
Percent of Open Interest Represented by Each Category of Trader
1.8 27.4 0.3 62.6 13.2 10.9 3.3 28.6 1.5 1.8 1.2 0.0 17.9 16.9
Number of Traders in Each Category Total Traders: 70
. 11 5 29 12 18 . 9 7 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 790,523
Positions
93,242 72,578 14,525 194,990 234,086 60,063 161,649 194,546 24,790 122,171 54,634 31,734 87,359 103,567
Changes from: June 18, 2013 Total Change is: -8,628
27,330 792 340 -12,808 30,720 12,224 -27,951 -52,320 -5,890 6,067 -3,143 -933 -7,007 9,582
Percent of Open Interest Represented by Each Category of Trader
11.8 9.2 1.8 24.7 29.6 7.6 20.4 24.6 3.1 15.5 6.9 4.0 11.1 13.1
Number of Traders in Each Category Total Traders: 195
15 24 6 34 26 28 33 31 19 11 21 5
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 51,110
Positions
9,705 27,478 9,322 680 0 0 25,155 7,837 4,959 0 34 1,275 14 205
Changes from: June 18, 2013 Total Change is: 195
-550 1,628 -739 0 0 0 1,769 -525 199 0 -27 -302 -182 -39
Percent of Open Interest Represented by Each Category of Trader
19.0 53.8 18.2 1.3 0.0 0.0 49.2 15.3 9.7 0.0 0.1 2.5 0.0 0.4
Number of Traders in Each Category Total Traders: 45
6 14 13 . 0 0 9 11 11 0 . .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 2,102,828
Positions
132,180 160,760 23,668 566,218 853,463 290,186 711,363 189,847 47,533 52,726 114,695 23,778 255,176 398,898
Changes from: June 18, 2013 Total Change is: 14,995
2,130 -44,615 -20,475 60,148 105,403 14,749 -22,439 -22,902 -16,934 -23,739 -3,649 350 21,205 3,068
Percent of Open Interest Represented by Each Category of Trader
6.3 7.6 1.1 26.9 40.6 13.8 33.8 9.0 2.3 2.5 5.5 1.1 12.1 19.0
Number of Traders in Each Category Total Traders: 298
24 36 13 25 67 49 60 40 34 16 30 8
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,467,944
Positions
249,342 111,884 13,330 352,147 476,327 160,745 317,430 198,977 53,685 129,240 133,393 15,700 176,325 303,903
Changes from: June 18, 2013 Total Change is: 25,856
-16,630 9,074 -3,335 -2,227 7,590 15,014 -24,143 -22,270 16,832 54,547 2,330 -3,738 -10,464 4,359
Percent of Open Interest Represented by Each Category of Trader
17.0 7.6 0.9 24.0 32.4 11.0 21.6 13.6 3.7 8.8 9.1 1.1 12.0 20.7
Number of Traders in Each Category Total Traders: 216
19 21 11 28 44 37 42 30 21 13 19 4
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 340,141
Positions
101,654 103,890 115,030 1,105 2,015 2,013 43,143 19,160 50,360 396 9,689 6,391 20,049 31,593
Changes from: June 18, 2013 Total Change is: 3,876
-7,888 3,664 14,504 0 0 -1,028 1,903 -5,816 2,288 396 -291 -2,487 -3,812 -6,958
Percent of Open Interest Represented by Each Category of Trader
29.9 30.5 33.8 0.3 0.6 0.6 12.7 5.6 14.8 0.1 2.8 1.9 5.9 9.3
Number of Traders in Each Category Total Traders: 68
15 23 25 . . . 16 6 18 . . .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 8,747,346
Positions
1,921,254 2,506,949 1,399,200 921,911 674,516 225,736 976,359 503,288 1,977,050 374,406 155,838 289,201 662,229 1,015,568
Changes from: June 18, 2013 Total Change is: -27,351
-26,058 69,684 15,272 31,120 48,901 -12,985 -9,727 60,506 -120,008 196,125 -46,041 3,776 -104,866 -46,456
Percent of Open Interest Represented by Each Category of Trader
22.0 28.7 16.0 10.5 7.7 2.6 11.2 5.8 22.6 4.3 1.8 3.3 7.6 11.6
Number of Traders in Each Category Total Traders: 228
25 41 61 9 9 16 59 34 80 16 14 22
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 29,075
Positions
23,540 550 0 1,460 7,155 68 3,624 14,446 16 320 6,799 0 47 41
Changes from: June 18, 2013 Total Change is: -723
-247 -292 0 -736 193 -3 814 -935 0 -575 332 0 24 -18
Percent of Open Interest Represented by Each Category of Trader
81.0 1.9 0.0 5.0 24.6 0.2 12.5 49.7 0.1 1.1 23.4 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 31
6 . 0 . 5 . . 6 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 52,740
Positions
9,812 13,659 874 4,039 1,015 193 11,576 30,996 2,338 16,294 1,283 4 7,610 2,378
Changes from: June 18, 2013 Total Change is: 1,704
739 633 0 1,066 -369 -31 -2,679 -411 1,113 1,051 670 4 441 95
Percent of Open Interest Represented by Each Category of Trader
18.6 25.9 1.7 7.7 1.9 0.4 21.9 58.8 4.4 30.9 2.4 0.0 14.4 4.5
Number of Traders in Each Category Total Traders: 131
4 4 . 11 . . 20 21 . 63 7 .
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Traders in Financial Futures - Futures Only Positions as of June 25, 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 293,710
Positions
60,716 29,810 28,121 35,624 14,284 13,909 26,795 76,599 53,956 2,452 10,505 38,295 33,842 28,231
Changes from: June 18, 2013 Total Change is: -73,994
-11,014 2,145 -19,037 -6,611 -2,804 -1,281 -9,560 -24,069 -6,954 -1,928 -1,666 -16,036 -1,573 -4,292
Percent of Open Interest Represented by Each Category of Trader
20.7 10.1 9.6 12.1 4.9 4.7 9.1 26.1 18.4 0.8 3.6 13.0 11.5 9.6
Number of Traders in Each Category Total Traders: 156
18 14 18 7 12 11 30 45 45 10 12 19
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Traders in Financial Futures - Futures Only Positions as of June 25, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,557
Positions
1,299 7,693 0 6,735 0 0 927 1,261 0 0 0 0 596 603
Changes from: June 18, 2013 Total Change is: -738
23 -32 0 -220 0 0 -561 -816 -71 0 0 0 91 181
Percent of Open Interest Represented by Each Category of Trader
13.6 80.5 0.0 70.5 0.0 0.0 9.7 13.2 0.0 0.0 0.0 0.0 6.2 6.3
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 0 . . 0 0 0 0
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Updated June 28, 2013