Traders in Financial Futures - Futures Only Positions as of July 2, 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 126,754
Positions
46,121 6,863 1,069 16,520 22,897 127 27,164 51,405 4,875 11,245 1,965 14 19,619 37,539
Changes from: June 25, 2013 Total Change is: 16,935
7,869 -715 343 -869 519 -34 9,184 13,075 491 857 -41 2 -908 3,295
Percent of Open Interest Represented by Each Category of Trader
36.4 5.4 0.8 13.0 18.1 0.1 21.4 40.6 3.8 8.9 1.6 0.0 15.5 29.6
Number of Traders in Each Category Total Traders: 95
8 5 4 5 6 . 15 38 8 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 31,795
Positions
10,096 8,469 104 0 1,385 0 11,516 7,207 282 408 2,502 0 9,389 11,846
Changes from: June 25, 2013 Total Change is: 318
2,897 -2,728 -5 0 -5 0 -1,651 1,212 -27 1 881 0 -897 990
Percent of Open Interest Represented by Each Category of Trader
31.8 26.6 0.3 0.0 4.4 0.0 36.2 22.7 0.9 1.3 7.9 0.0 29.5 37.3
Number of Traders in Each Category Total Traders: 35
9 4 . 0 . 0 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 131,817
Positions
53,567 2,975 536 14,718 30,840 166 32,054 55,342 3,879 9,913 5,866 16 16,968 32,197
Changes from: June 25, 2013 Total Change is: 8,215
13,721 -9,525 -375 129 -405 -141 -1,997 14,535 -752 4,032 -1,597 5 -6,407 6,470
Percent of Open Interest Represented by Each Category of Trader
40.6 2.3 0.4 11.2 23.4 0.1 24.3 42.0 2.9 7.5 4.5 0.0 12.9 24.4
Number of Traders in Each Category Total Traders: 101
11 6 . 5 18 . 24 26 10 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 178,926
Positions
95,104 4,118 192 25,233 24,410 1,754 34,274 84,398 2,295 4,771 13,447 237 15,066 48,075
Changes from: June 25, 2013 Total Change is: 17,766
14,320 -1,483 -44 -415 1,169 7 2,375 11,856 -294 3,070 1,006 31 -1,284 5,518
Percent of Open Interest Represented by Each Category of Trader
53.2 2.3 0.1 14.1 13.6 1.0 19.2 47.2 1.3 2.7 7.5 0.1 8.4 26.9
Number of Traders in Each Category Total Traders: 139
12 8 . 6 21 . 21 46 6 5 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 196,064
Positions
43,772 10,197 1,986 32,855 55,504 4,172 47,669 53,155 3,618 18,175 12,664 1,086 42,731 53,682
Changes from: June 25, 2013 Total Change is: -15,587
17,175 -20,896 -65 474 -1,149 -306 -28,396 2,136 428 962 380 169 -6,028 3,716
Percent of Open Interest Represented by Each Category of Trader
22.3 5.2 1.0 16.8 28.3 2.1 24.3 27.1 1.8 9.3 6.5 0.6 21.8 27.4
Number of Traders in Each Category Total Traders: 165
20 10 8 13 21 9 23 44 11 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 182,925
Positions
106,952 2,187 229 632 43,869 968 48,379 84,220 1,082 7,506 9,000 78 17,099 41,292
Changes from: June 25, 2013 Total Change is: 8,913
7,351 876 112 0 -950 -17 -2,318 8,853 383 1,976 1,521 78 1,348 -1,943
Percent of Open Interest Represented by Each Category of Trader
58.5 1.2 0.1 0.3 24.0 0.5 26.4 46.0 0.6 4.1 4.9 0.0 9.3 22.6
Number of Traders in Each Category Total Traders: 97
13 . 5 . 11 4 21 30 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 41,277
Positions
15,245 19,570 12,960 0 720 52 5,012 995 3,328 1,379 0 2,855 446 797
Changes from: June 25, 2013 Total Change is: -272
467 -216 876 0 631 -160 -119 -348 0 0 0 0 -1,336 -1,055
Percent of Open Interest Represented by Each Category of Trader
36.9 47.4 31.4 0.0 1.7 0.1 12.1 2.4 8.1 3.3 0.0 6.9 1.1 1.9
Number of Traders in Each Category Total Traders: 26
6 10 10 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 64,863
Positions
26,637 15,834 0 3,285 944 0 20,416 40,087 578 8,495 3,840 0 5,452 3,580
Changes from: June 25, 2013 Total Change is: -2,933
2,167 -656 -537 -290 3 0 -3,358 -2,702 -82 -879 1,179 0 46 -138
Percent of Open Interest Represented by Each Category of Trader
41.1 24.4 0.0 5.1 1.5 0.0 31.5 61.8 0.9 13.1 5.9 0.0 8.4 5.5
Number of Traders in Each Category Total Traders: 92
7 6 0 4 . 0 25 28 6 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 27,642
Positions
10,389 14,382 3,348 744 3,123 0 2,619 1,706 342 9,531 3,231 0 669 1,510
Changes from: June 25, 2013 Total Change is: -4,500
284 -2,739 288 -1,062 32 0 -2,736 280 -1,173 1,335 29 -1,335 -101 118
Percent of Open Interest Represented by Each Category of Trader
37.6 52.0 12.1 2.7 11.3 0.0 9.5 6.2 1.2 34.5 11.7 0.0 2.4 5.5
Number of Traders in Each Category Total Traders: 28
7 4 . . . 0 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 12,384
Positions
5,954 126 31 146 508 0 3,907 6,964 161 290 203 0 1,895 4,391
Changes from: June 25, 2013 Total Change is: 752
1,077 126 10 0 20 0 -210 401 -70 -373 0 0 318 265
Percent of Open Interest Represented by Each Category of Trader
48.1 1.0 0.3 1.2 4.1 0.0 31.5 56.2 1.3 2.3 1.6 0.0 15.3 35.5
Number of Traders in Each Category Total Traders: 36
8 . . . . 0 8 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 47,054
Positions
9,476 36,373 137 4,996 515 305 20,133 3,209 183 4,815 347 76 6,936 5,911
Changes from: June 25, 2013 Total Change is: 1,758
-789 3,176 9 263 -101 75 2,119 -1,274 -91 117 110 2 55 -149
Percent of Open Interest Represented by Each Category of Trader
20.1 77.3 0.3 10.6 1.1 0.6 42.8 6.8 0.4 10.2 0.7 0.2 14.7 12.6
Number of Traders in Each Category Total Traders: 89
17 13 . 7 . . 27 10 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 94,107
Positions
18,951 72,746 273 9,991 1,030 609 40,265 6,417 365 9,629 694 152 13,872 11,821
Changes from: June 25, 2013 Total Change is: 3,516
-1,577 6,352 18 525 -201 149 4,237 -2,547 -182 233 220 4 109 -297
Percent of Open Interest Represented by Each Category of Trader
20.1 77.3 0.3 10.6 1.1 0.6 42.8 6.8 0.4 10.2 0.7 0.2 14.7 12.6
Number of Traders in Each Category Total Traders: 89
17 13 . 7 . . 27 10 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 703,729
Positions
21,202 183,865 18,283 323,720 143,924 43,883 98,887 149,599 26,643 49,195 43,784 4,871 117,047 88,877
Changes from: June 25, 2013 Total Change is: 721
-1,653 -12,942 10,924 -8,648 -9,091 -1,537 -1,324 6,572 8,919 -2,511 -1,427 926 -4,375 -1,623
Percent of Open Interest Represented by Each Category of Trader
3.0 26.1 2.6 46.0 20.5 6.2 14.1 21.3 3.8 7.0 6.2 0.7 16.6 12.6
Number of Traders in Each Category Total Traders: 544
28 37 18 114 63 59 89 109 72 45 59 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 162,285
Positions
9,969 61,802 36 72,957 27,406 1,643 10,758 14,276 521 14,383 11,082 414 51,604 45,105
Changes from: June 25, 2013 Total Change is: 5,117
5,899 -658 0 1,863 1,956 -358 -2,414 6,067 -8 1,742 -102 -131 -1,476 -1,649
Percent of Open Interest Represented by Each Category of Trader
6.1 38.1 0.0 45.0 16.9 1.0 6.6 8.8 0.3 8.9 6.8 0.3 31.8 27.8
Number of Traders in Each Category Total Traders: 88
4 12 . 15 8 8 20 14 7 9 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,707,222
Positions
118,645 672,799 28,754 1,268,769 597,541 196,246 493,046 729,018 78,205 189,694 179,147 6,650 327,213 218,862
Changes from: June 25, 2013 Total Change is: -21,982
9,546 -14,113 7,314 -52,044 -54,725 -6,409 40,755 37,829 9,331 -12,638 2,003 -3,341 -14,496 129
Percent of Open Interest Represented by Each Category of Trader
4.4 24.9 1.1 46.9 22.1 7.2 18.2 26.9 2.9 7.0 6.6 0.2 12.1 8.1
Number of Traders in Each Category Total Traders: 520
28 35 17 109 58 55 85 107 59 40 58 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 105,516
Positions
3,279 45,685 113 61,034 46,300 2,131 28,540 5,953 374 888 1,815 0 9,157 3,145
Changes from: June 25, 2013 Total Change is: 4,867
-1,674 6,463 -45 5,197 -1,432 -46 3,632 1,316 -1,471 48 -15 0 -774 97
Percent of Open Interest Represented by Each Category of Trader
3.1 43.3 0.1 57.8 43.9 2.0 27.0 5.6 0.4 0.8 1.7 0.0 8.7 3.0
Number of Traders in Each Category Total Traders: 93
5 15 . 32 13 10 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 61,504
Positions
2,261 41,672 492 31,867 5,090 786 19,276 6,385 15 1,978 4,234 51 4,778 2,780
Changes from: June 25, 2013 Total Change is: 1,475
250 505 -83 1,453 17 -497 1,122 1,001 -523 142 993 -0 -387 63
Percent of Open Interest Represented by Each Category of Trader
3.7 67.8 0.8 51.8 8.3 1.3 31.3 10.4 0.0 3.2 6.9 0.1 7.8 4.5
Number of Traders in Each Category Total Traders: 195
19 25 . 28 18 9 46 32 6 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 307,520
Positions
11,306 208,358 2,460 159,336 25,449 3,929 96,382 31,927 74 9,889 21,170 255 23,889 13,898
Changes from: June 25, 2013 Total Change is: 7,377
1,248 2,527 -415 7,263 84 -2,485 5,609 5,005 -2,614 710 4,964 -2 -1,937 313
Percent of Open Interest Represented by Each Category of Trader
3.7 67.8 0.8 51.8 8.3 1.3 31.3 10.4 0.0 3.2 6.9 0.1 7.8 4.5
Number of Traders in Each Category Total Traders: 195
19 25 . 28 18 9 46 32 6 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 344,325
Positions
77,810 58,422 10,411 129,629 143,070 20,945 71,060 82,260 5,877 5,296 5,862 228 23,069 17,250
Changes from: June 25, 2013 Total Change is: 2,794
3,097 1,339 -595 299 -1,054 143 6,405 3,644 -3,770 -103 74 228 -2,910 2,785
Percent of Open Interest Represented by Each Category of Trader
22.6 17.0 3.0 37.6 41.6 6.1 20.6 23.9 1.7 1.5 1.7 0.1 6.7 5.0
Number of Traders in Each Category Total Traders: 243
20 14 . 49 36 21 47 52 9 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 58,865
Positions
7,200 37,766 47 23,859 92 423 11,109 12,233 0 5,344 640 200 10,683 7,464
Changes from: June 25, 2013 Total Change is: 3,644
2,494 3,479 -38 170 -170 -35 1,167 1,179 0 214 -475 200 -528 -496
Percent of Open Interest Represented by Each Category of Trader
12.2 64.2 0.1 40.5 0.2 0.7 18.9 20.8 0.0 9.1 1.1 0.3 18.1 12.7
Number of Traders in Each Category Total Traders: 69
8 8 . 17 . . 15 10 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 72,269
Positions
21,529 17,160 1,230 11,637 3,138 372 23,002 3,346 1,323 2,763 966 0 10,413 44,734
Changes from: June 25, 2013 Total Change is: 10,728
3,380 6,231 -340 -910 -358 26 8,197 -359 974 -409 -41 0 -190 4,595
Percent of Open Interest Represented by Each Category of Trader
29.8 23.7 1.7 16.1 4.3 0.5 31.8 4.6 1.8 3.8 1.3 0.0 14.4 61.9
Number of Traders in Each Category Total Traders: 85
19 13 5 8 4 . 30 6 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 80,533
Positions
4,090 29,484 2,096 37,016 22,642 4,172 25,079 15,670 2,202 0 891 0 5,878 3,376
Changes from: June 25, 2013 Total Change is: 3,239
-317 1,564 5 2,561 -1,348 -927 560 3,123 11 0 0 0 1,346 811
Percent of Open Interest Represented by Each Category of Trader
5.1 36.6 2.6 46.0 28.1 5.2 31.1 19.5 2.7 0.0 1.1 0.0 7.3 4.2
Number of Traders in Each Category Total Traders: 73
. 9 . 26 17 12 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 237,837
Positions
11,802 97,724 9,119 74,341 38,801 44,944 35,924 23,001 1,418 48,318 13,586 664 11,307 8,580
Changes from: June 25, 2013 Total Change is: 20,608
-7,273 7,508 902 3,945 -5,487 2,788 -17,451 14,254 -172 39,598 347 47 -1,776 421
Percent of Open Interest Represented by Each Category of Trader
5.0 41.1 3.8 31.3 16.3 18.9 15.1 9.7 0.6 20.3 5.7 0.3 4.8 3.6
Number of Traders in Each Category Total Traders: 153
11 26 5 33 26 20 19 19 7 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 560,247
Positions
10,071 67,132 895 258,420 89,203 79,575 56,066 88,875 8,675 12,234 55,926 165 134,146 169,801
Changes from: June 25, 2013 Total Change is: 13,308
99 -1,115 -3,638 17,565 4,753 -193 3,682 -5,501 -2,970 -1,366 17,613 124 5 4,235
Percent of Open Interest Represented by Each Category of Trader
1.8 12.0 0.2 46.1 15.9 14.2 10.0 15.9 1.5 2.2 10.0 0.0 23.9 30.3
Number of Traders in Each Category Total Traders: 162
6 21 5 38 26 29 22 33 17 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 377,324
Positions
3,419 97,889 78 242,057 34,758 42,107 13,221 124,109 1,482 9,161 6,323 0 65,799 70,578
Changes from: June 25, 2013 Total Change is: -4,646
-3,341 -6,896 -982 3,002 -15,577 498 719 14,856 -4,432 2,355 1,698 0 -2,465 6,189
Percent of Open Interest Represented by Each Category of Trader
0.9 25.9 0.0 64.2 9.2 11.2 3.5 32.9 0.4 2.4 1.7 0.0 17.4 18.7
Number of Traders in Each Category Total Traders: 69
. 11 . 31 9 19 . 9 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 769,295
Positions
99,395 55,183 13,236 180,483 256,169 65,266 182,204 186,309 14,707 122,346 62,246 30,619 61,039 85,560
Changes from: June 25, 2013 Total Change is: -21,228
6,153 -17,395 -1,289 -14,507 22,083 5,203 20,555 -8,237 -10,083 175 7,612 -1,115 -26,320 -18,007
Percent of Open Interest Represented by Each Category of Trader
12.9 7.2 1.7 23.5 33.3 8.5 23.7 24.2 1.9 15.9 8.1 4.0 7.9 11.1
Number of Traders in Each Category Total Traders: 200
16 21 4 32 29 30 37 29 20 13 23 7
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 34,058
Positions
12,030 14,869 6,384 500 0 0 9,270 6,887 4,833 16 0 1,018 7 67
Changes from: June 25, 2013 Total Change is: -17,052
2,325 -12,609 -2,938 -180 0 0 -15,885 -950 -126 16 -34 -257 -7 -138
Percent of Open Interest Represented by Each Category of Trader
35.3 43.7 18.7 1.5 0.0 0.0 27.2 20.2 14.2 0.0 0.0 3.0 0.0 0.2
Number of Traders in Each Category Total Traders: 38
7 10 10 . 0 0 9 9 9 . 0 .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,154,516
Positions
151,755 174,192 21,214 589,025 806,852 302,145 732,795 213,766 55,087 46,815 158,312 26,019 229,661 396,929
Changes from: June 25, 2013 Total Change is: 51,688
19,575 13,432 -2,454 22,807 -46,611 11,959 21,432 23,919 7,554 -5,911 43,617 2,241 -25,515 -1,969
Percent of Open Interest Represented by Each Category of Trader
7.0 8.1 1.0 27.3 37.4 14.0 34.0 9.9 2.6 2.2 7.3 1.2 10.7 18.4
Number of Traders in Each Category Total Traders: 309
28 32 13 27 65 50 56 55 33 15 31 8
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 1,535,489
Positions
264,898 98,166 14,423 376,118 477,214 159,345 312,481 293,171 54,921 176,705 121,279 11,117 165,481 305,853
Changes from: June 25, 2013 Total Change is: 67,545
15,556 -13,718 1,093 23,971 887 -1,400 -4,949 94,194 1,236 47,465 -12,114 -4,583 -10,844 1,950
Percent of Open Interest Represented by Each Category of Trader
17.3 6.4 0.9 24.5 31.1 10.4 20.4 19.1 3.6 11.5 7.9 0.7 10.8 19.9
Number of Traders in Each Category Total Traders: 217
19 21 7 31 42 39 42 33 26 14 15 5
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 302,643
Positions
81,839 74,767 107,711 1,015 745 2,013 37,683 23,487 44,940 199 6,660 5,579 21,664 36,741
Changes from: June 25, 2013 Total Change is: -37,498
-19,815 -29,123 -7,319 -90 -1,270 0 -5,460 4,327 -5,420 -197 -3,029 -812 1,615 5,148
Percent of Open Interest Represented by Each Category of Trader
27.0 24.7 35.6 0.3 0.2 0.7 12.5 7.8 14.8 0.1 2.2 1.8 7.2 12.1
Number of Traders in Each Category Total Traders: 63
16 18 22 . . . 11 10 16 . . .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 8,590,139
Positions
1,884,387 2,374,968 1,469,642 939,427 720,013 212,200 904,998 442,930 1,851,794 341,793 201,747 302,229 683,669 1,014,616
Changes from: June 25, 2013 Total Change is: -157,207
-36,867 -131,981 70,442 17,516 45,497 -13,536 -71,361 -60,358 -125,256 -32,613 45,909 13,028 21,440 -952
Percent of Open Interest Represented by Each Category of Trader
21.9 27.6 17.1 10.9 8.4 2.5 10.5 5.2 21.6 4.0 2.3 3.5 8.0 11.8
Number of Traders in Each Category Total Traders: 232
27 44 65 12 9 16 60 33 83 13 16 21
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 30,289
Positions
24,206 604 0 1,689 7,153 83 3,946 14,549 16 320 7,840 0 29 44
Changes from: June 25, 2013 Total Change is: 1,214
666 54 0 229 -2 15 322 103 0 0 1,041 0 -18 3
Percent of Open Interest Represented by Each Category of Trader
79.9 2.0 0.0 5.6 23.6 0.3 13.0 48.0 0.1 1.1 25.9 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 34
6 . 0 . 5 . . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,419
Positions
9,399 430 18 0 3,448 0 0 4,421 0 0 1,097 0 2 5
Changes from: June 25, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
99.8 4.6 0.2 0.0 36.6 0.0 0.0 46.9 0.0 0.0 11.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 0 7 0 0 4 0
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Traders in Financial Futures - Futures Only Positions as of July 2, 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 55,430
Positions
11,054 16,104 874 3,500 709 338 13,898 32,539 1,395 15,995 966 400 7,976 2,105
Changes from: June 25, 2013 Total Change is: 2,690
1,242 2,445 0 -539 -306 145 2,322 1,543 -943 -299 -317 396 366 -273
Percent of Open Interest Represented by Each Category of Trader
19.9 29.1 1.6 6.3 1.3 0.6 25.1 58.7 2.5 28.9 1.7 0.7 14.4 3.8
Number of Traders in Each Category Total Traders: 125
4 . . 10 . . 26 16 5 58 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 301,348
Positions
72,420 25,849 31,451 46,345 19,967 10,949 27,265 91,327 56,097 3,294 13,993 30,422 23,105 21,293
Changes from: June 25, 2013 Total Change is: 7,638
11,704 -3,961 3,330 10,721 5,683 -2,960 470 14,728 2,141 842 3,488 -7,873 -10,737 -6,938
Percent of Open Interest Represented by Each Category of Trader
24.0 8.6 10.4 15.4 6.6 3.6 9.0 30.3 18.6 1.1 4.6 10.1 7.7 7.1
Number of Traders in Each Category Total Traders: 159
19 12 20 8 12 12 31 47 48 11 14 16
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Updated July 8, 2013