Traders in Financial Futures - Futures Only Positions as of July 30, 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 111,005
Positions
40,601 13,206 1,648 16,327 19,485 214 16,801 32,095 6,155 7,482 5,477 1,007 20,770 31,718
Changes from: July 23, 2013 Total Change is: -8,592
-9,277 937 -27 -4 -1,759 86 -781 -7,460 943 1,110 29 -13 -629 -1,328
Percent of Open Interest Represented by Each Category of Trader
36.6 11.9 1.5 14.7 17.6 0.2 15.1 28.9 5.5 6.7 4.9 0.9 18.7 28.6
Number of Traders in Each Category Total Traders: 83
7 7 6 6 4 . 16 26 9 11 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 34,099
Positions
10,584 9,242 62 0 1,781 0 13,466 8,886 318 0 1,621 0 9,669 12,189
Changes from: July 23, 2013 Total Change is: -807
-3,922 771 56 0 4 0 2,865 -927 29 0 0 0 165 -740
Percent of Open Interest Represented by Each Category of Trader
31.0 27.1 0.2 0.0 5.2 0.0 39.5 26.1 0.9 0.0 4.8 0.0 28.4 35.7
Number of Traders in Each Category Total Traders: 32
6 7 . 0 . 0 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 146,335
Positions
79,880 5,145 1,076 13,505 28,713 376 19,874 67,826 4,352 9,800 8,468 486 16,986 29,893
Changes from: July 23, 2013 Total Change is: -1,730
-4,919 -492 488 961 1,347 195 1,142 1,227 544 152 -950 100 -393 -4,189
Percent of Open Interest Represented by Each Category of Trader
54.6 3.5 0.7 9.2 19.6 0.3 13.6 46.3 3.0 6.7 5.8 0.3 11.6 20.4
Number of Traders in Each Category Total Traders: 106
12 8 . 7 16 4 19 31 10 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 174,872
Positions
101,437 10,256 552 25,477 18,827 1,752 23,304 86,876 2,189 3,149 11,546 272 16,740 42,602
Changes from: July 23, 2013 Total Change is: -12,378
-10,407 4,983 21 1,338 -2,617 -15 -5,401 -8,462 171 -221 -1,612 77 2,059 -4,924
Percent of Open Interest Represented by Each Category of Trader
58.0 5.9 0.3 14.6 10.8 1.0 13.3 49.7 1.3 1.8 6.6 0.2 9.6 24.4
Number of Traders in Each Category Total Traders: 125
13 11 . 7 17 . 20 38 10 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 222,957
Positions
45,943 16,770 3,227 38,388 59,074 4,808 58,362 63,919 3,054 23,341 11,320 2,662 43,172 58,123
Changes from: July 23, 2013 Total Change is: 3,528
-10,943 3,927 110 489 1,322 195 10,729 -4,377 -77 1,187 -1,429 -244 2,082 4,101
Percent of Open Interest Represented by Each Category of Trader
20.6 7.5 1.4 17.2 26.5 2.2 26.2 28.7 1.4 10.5 5.1 1.2 19.4 26.1
Number of Traders in Each Category Total Traders: 167
18 13 8 16 20 12 24 37 13 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 198,272
Positions
121,674 10,213 1,975 619 40,840 985 45,708 91,740 873 7,533 11,433 417 18,488 39,796
Changes from: July 23, 2013 Total Change is: 12,923
9,812 -2,067 1,100 -30 -1,517 29 2,886 11,241 159 -639 258 192 -586 3,528
Percent of Open Interest Represented by Each Category of Trader
61.4 5.2 1.0 0.3 20.6 0.5 23.1 46.3 0.4 3.8 5.8 0.2 9.3 20.1
Number of Traders in Each Category Total Traders: 108
11 7 8 . 10 4 25 36 8 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 42,899
Positions
15,597 20,599 12,704 0 1,479 0 6,718 1,354 3,328 1,379 0 2,855 318 580
Changes from: July 23, 2013 Total Change is: 294
32 281 5 0 58 0 370 -64 0 0 0 0 -113 14
Percent of Open Interest Represented by Each Category of Trader
36.4 48.0 29.6 0.0 3.4 0.0 15.7 3.2 7.8 3.2 0.0 6.7 0.7 1.4
Number of Traders in Each Category Total Traders: 24
6 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 97,135
Positions
23,345 24,569 690 3,414 804 0 52,424 62,791 830 9,122 5,741 0 7,310 1,710
Changes from: July 23, 2013 Total Change is: 3,378
-2,243 1,115 17 308 279 0 5,632 1,442 76 -160 540 0 -252 -91
Percent of Open Interest Represented by Each Category of Trader
24.0 25.3 0.7 3.5 0.8 0.0 54.0 64.6 0.9 9.4 5.9 0.0 7.5 1.8
Number of Traders in Each Category Total Traders: 101
6 10 . 5 . 0 41 20 6 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 26,510
Positions
8,603 15,116 3,762 909 1,707 0 2,877 1,494 209 9,347 3,162 0 803 1,060
Changes from: July 23, 2013 Total Change is: -728
-1,242 427 507 165 -1,400 0 -5 -237 -17 -184 1 0 48 -9
Percent of Open Interest Represented by Each Category of Trader
32.5 57.0 14.2 3.4 6.4 0.0 10.9 5.6 0.8 35.3 11.9 0.0 3.0 4.0
Number of Traders in Each Category Total Traders: 25
4 5 . . . 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 12,153
Positions
4,098 1,501 92 253 346 0 3,945 6,279 327 977 498 0 2,461 3,110
Changes from: July 23, 2013 Total Change is: -460
-2,296 788 63 -51 -196 0 1,050 -605 198 86 189 0 490 -897
Percent of Open Interest Represented by Each Category of Trader
33.7 12.4 0.8 2.1 2.8 0.0 32.5 51.7 2.7 8.0 4.1 0.0 20.3 25.6
Number of Traders in Each Category Total Traders: 42
5 5 . . . 0 9 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 61,227
Positions
9,192 46,574 200 5,801 427 388 32,061 5,465 194 4,919 474 84 8,388 7,422
Changes from: July 23, 2013 Total Change is: 1,190
-1,454 1,193 -18 167 138 -25 2,554 -393 8 323 -405 6 -371 687
Percent of Open Interest Represented by Each Category of Trader
15.0 76.1 0.3 9.5 0.7 0.6 52.4 8.9 0.3 8.0 0.8 0.1 13.7 12.1
Number of Traders in Each Category Total Traders: 106
16 16 . 9 . . 36 13 6 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 122,453
Positions
18,384 93,147 400 11,602 853 776 64,122 10,930 388 9,838 947 168 16,775 14,844
Changes from: July 23, 2013 Total Change is: 2,380
-2,907 2,386 -35 334 275 -50 5,108 -786 16 645 -810 11 -742 1,373
Percent of Open Interest Represented by Each Category of Trader
15.0 76.1 0.3 9.5 0.7 0.6 52.4 8.9 0.3 8.0 0.8 0.1 13.7 12.1
Number of Traders in Each Category Total Traders: 106
16 16 . 9 . . 36 13 6 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 730,838
Positions
21,402 211,105 18,388 345,706 129,018 41,200 106,551 173,357 24,078 54,835 41,571 4,889 113,789 87,232
Changes from: July 23, 2013 Total Change is: 3,575
396 5,059 244 1,813 -234 991 4,146 -706 -765 -2,122 -1,471 480 -1,608 -22
Percent of Open Interest Represented by Each Category of Trader
2.9 28.9 2.5 47.3 17.7 5.6 14.6 23.7 3.3 7.5 5.7 0.7 15.6 11.9
Number of Traders in Each Category Total Traders: 546
29 41 22 117 58 61 93 105 71 47 54 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 162,690
Positions
8,448 58,082 1,581 73,740 29,767 1,467 10,754 19,029 462 11,477 10,283 1,714 53,047 40,305
Changes from: July 23, 2013 Total Change is: -1,927
-1,825 -1,376 -477 69 707 -43 -1,275 350 -4 -94 803 113 1,609 -2,000
Percent of Open Interest Represented by Each Category of Trader
5.2 35.7 1.0 45.3 18.3 0.9 6.6 11.7 0.3 7.1 6.3 1.1 32.6 24.8
Number of Traders in Each Category Total Traders: 91
5 12 6 16 8 9 18 17 . 6 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,840,740
Positions
103,082 803,424 45,726 1,377,587 514,013 180,907 523,448 816,102 73,616 219,643 159,297 13,020 303,711 234,635
Changes from: July 23, 2013 Total Change is: 27,511
8,305 29,375 6,406 9,518 -3,911 4,373 23,390 -8,995 -94 -9,099 -10,330 797 -16,085 9,890
Percent of Open Interest Represented by Each Category of Trader
3.6 28.3 1.6 48.5 18.1 6.4 18.4 28.7 2.6 7.7 5.6 0.5 10.7 8.3
Number of Traders in Each Category Total Traders: 524
29 40 18 113 53 56 88 105 60 46 49 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 121,463
Positions
3,556 65,677 147 66,948 42,064 1,764 36,664 5,177 567 1,441 1,793 0 10,376 4,274
Changes from: July 23, 2013 Total Change is: 1,175
140 2,191 -13 -925 712 10 2,294 -680 -1,296 511 -7 0 454 258
Percent of Open Interest Represented by Each Category of Trader
2.9 54.1 0.1 55.1 34.6 1.5 30.2 4.3 0.5 1.2 1.5 0.0 8.5 3.5
Number of Traders in Each Category Total Traders: 101
5 16 . 35 12 12 20 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 79,783
Positions
1,356 56,373 513 35,273 4,438 625 33,622 7,875 462 2,072 4,897 53 5,807 4,547
Changes from: July 23, 2013 Total Change is: 540
-194 304 17 -101 -453 -114 1,317 -398 -159 -57 420 0 -170 925
Percent of Open Interest Represented by Each Category of Trader
1.7 70.7 0.6 44.2 5.6 0.8 42.1 9.9 0.6 2.6 6.1 0.1 7.3 5.7
Number of Traders in Each Category Total Traders: 222
16 28 5 33 17 7 74 24 10 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 398,917
Positions
6,781 281,865 2,567 176,365 22,191 3,126 168,109 39,375 2,309 10,360 24,485 263 29,037 22,736
Changes from: July 23, 2013 Total Change is: 2,700
-968 1,518 84 -504 -2,266 -572 6,585 -1,992 -794 -283 2,099 0 -848 4,623
Percent of Open Interest Represented by Each Category of Trader
1.7 70.7 0.6 44.2 5.6 0.8 42.1 9.9 0.6 2.6 6.1 0.1 7.3 5.7
Number of Traders in Each Category Total Traders: 222
16 28 5 33 17 7 74 24 10 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 362,047
Positions
59,137 99,878 10,017 146,293 133,064 20,815 88,501 68,764 7,245 6,056 6,746 231 23,752 15,287
Changes from: July 23, 2013 Total Change is: 5,247
-7,792 10,909 2,441 697 -917 847 5,204 -9,780 717 -50 -106 -69 3,252 1,205
Percent of Open Interest Represented by Each Category of Trader
16.3 27.6 2.8 40.4 36.8 5.7 24.4 19.0 2.0 1.7 1.9 0.1 6.6 4.2
Number of Traders in Each Category Total Traders: 253
13 17 . 55 34 23 56 51 8 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 58,093
Positions
4,525 41,884 137 24,071 0 265 13,260 11,759 102 4,410 230 0 11,323 3,716
Changes from: July 23, 2013 Total Change is: -7,216
-2,713 -2,210 -305 -970 0 0 -1,777 -3,192 102 -1,704 0 0 151 -1,611
Percent of Open Interest Represented by Each Category of Trader
7.8 72.1 0.2 41.4 0.0 0.5 22.8 20.2 0.2 7.6 0.4 0.0 19.5 6.4
Number of Traders in Each Category Total Traders: 64
5 8 . 18 0 . 19 7 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 68,518
Positions
20,731 10,695 782 14,906 1,920 165 14,079 3,266 3,156 4,464 1,128 0 10,235 47,406
Changes from: July 23, 2013 Total Change is: -2,881
-2,243 -5,187 273 1,979 -399 -310 -5,236 1,335 941 897 224 0 818 242
Percent of Open Interest Represented by Each Category of Trader
30.3 15.6 1.1 21.8 2.8 0.2 20.5 4.8 4.6 6.5 1.6 0.0 14.9 69.2
Number of Traders in Each Category Total Traders: 81
18 12 4 10 . . 20 9 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 80,310
Positions
1,883 33,773 2,280 35,655 24,422 4,144 26,569 9,559 3,040 282 891 0 6,457 2,201
Changes from: July 23, 2013 Total Change is: 426
-229 732 102 688 -96 13 -489 -171 51 40 -322 0 250 117
Percent of Open Interest Represented by Each Category of Trader
2.3 42.1 2.8 44.4 30.4 5.2 33.1 11.9 3.8 0.4 1.1 0.0 8.0 2.7
Number of Traders in Each Category Total Traders: 79
. 10 . 27 20 11 12 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 221,702
Positions
13,833 109,126 3,343 98,251 28,981 32,863 44,686 23,748 2,341 12,220 14,898 522 13,643 5,880
Changes from: July 23, 2013 Total Change is: -357
-1,305 1,327 -479 1,718 -165 583 -577 1,977 181 1,026 -248 -475 -1,029 -3,058
Percent of Open Interest Represented by Each Category of Trader
6.2 49.2 1.5 44.3 13.1 14.8 20.2 10.7 1.1 5.5 6.7 0.2 6.2 2.7
Number of Traders in Each Category Total Traders: 157
12 22 5 42 20 19 20 21 12 14 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 569,972
Positions
6,231 69,509 5,188 248,042 93,588 87,093 68,868 78,740 7,842 14,631 53,689 1,184 130,893 173,139
Changes from: July 23, 2013 Total Change is: -4,007
-4,951 6,989 583 -8,738 2,220 289 4,754 -17,094 483 -2,865 -715 876 5,562 2,362
Percent of Open Interest Represented by Each Category of Trader
1.1 12.2 0.9 43.5 16.4 15.3 12.1 13.8 1.4 2.6 9.4 0.2 23.0 30.4
Number of Traders in Each Category Total Traders: 155
5 19 6 33 29 30 22 31 17 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 376,121
Positions
1,878 100,403 42 244,596 37,233 37,466 13,990 122,487 1,293 8,566 4,625 0 68,290 72,572
Changes from: July 23, 2013 Total Change is: -281
5 1,171 -24 -187 2,692 -887 567 915 -118 -466 -1,519 0 829 -2,511
Percent of Open Interest Represented by Each Category of Trader
0.5 26.7 0.0 65.0 9.9 10.0 3.7 32.6 0.3 2.3 1.2 0.0 18.2 19.3
Number of Traders in Each Category Total Traders: 68
. 9 . 32 11 19 . 9 6 . . 0
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Traders in Financial Futures - Futures Only Positions as of July 30, 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 824,928
Positions
99,545 86,657 6,971 214,813 274,534 67,722 200,877 207,222 13,740 91,472 52,320 30,426 99,362 85,336
Changes from: July 23, 2013 Total Change is: 14,579
2,640 -3,098 4,889 579 35,438 5,561 16,221 -9,901 2,365 -13,435 -2,153 -6 -4,235 -18,516
Percent of Open Interest Represented by Each Category of Trader
12.1 10.5 0.8 26.0 33.3 8.2 24.4 25.1 1.7 11.1 6.3 3.7 12.0 10.3
Number of Traders in Each Category Total Traders: 204
13 25 5 33 29 30 33 34 23 17 20 4
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Traders in Financial Futures - Futures Only Positions as of July 30, 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 34,904
Positions
12,104 16,277 5,548 1,509 0 0 10,515 7,831 4,412 1 0 807 8 29
Changes from: July 23, 2013 Total Change is: 142
457 2,135 -1,143 400 0 0 726 -591 -8 0 0 -64 -226 -187
Percent of Open Interest Represented by Each Category of Trader
34.7 46.6 15.9 4.3 0.0 0.0 30.1 22.4 12.6 0.0 0.0 2.3 0.0 0.1
Number of Traders in Each Category Total Traders: 42
8 10 9 . 0 0 9 12 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,312,031
Positions
172,958 187,017 59,919 617,712 878,913 311,671 772,407 185,677 51,608 61,981 168,022 33,898 229,877 435,306
Changes from: July 23, 2013 Total Change is: 100,150
-3,877 -3,098 26,034 -5,662 73,558 3,031 62,443 -5,900 10,007 -530 -3,602 3,625 5,079 -3,505
Percent of Open Interest Represented by Each Category of Trader
7.5 8.1 2.6 26.7 38.0 13.5 33.4 8.0 2.2 2.7 7.3 1.5 9.9 18.8
Number of Traders in Each Category Total Traders: 305
27 35 24 23 72 49 58 45 45 15 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 1,617,332
Positions
272,329 89,540 16,833 416,147 506,325 146,739 389,935 352,487 50,558 130,565 149,846 12,295 181,931 292,709
Changes from: July 23, 2013 Total Change is: 3,418
5,882 -19,105 4,573 20,970 -6,710 -15,268 -9,491 25,802 16,992 -13,834 7,898 2,798 -9,204 -13,562
Percent of Open Interest Represented by Each Category of Trader
16.8 5.5 1.0 25.7 31.3 9.1 24.1 21.8 3.1 8.1 9.3 0.8 11.2 18.1
Number of Traders in Each Category Total Traders: 220
19 21 12 32 43 35 36 41 31 9 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 310,357
Positions
82,243 85,118 108,478 1,029 745 2,013 43,678 21,283 40,143 332 7,283 9,237 23,204 36,057
Changes from: July 23, 2013 Total Change is: 1,775
576 3,094 2,580 0 0 0 1,903 -2,219 1,310 93 623 -991 -3,696 -2,622
Percent of Open Interest Represented by Each Category of Trader
26.5 27.4 35.0 0.3 0.2 0.6 14.1 6.9 12.9 0.1 2.3 3.0 7.5 11.6
Number of Traders in Each Category Total Traders: 65
12 22 23 . . . 12 10 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 8,888,297
Positions
1,963,226 2,384,240 1,557,524 1,060,281 827,758 195,155 1,050,434 593,815 1,687,110 296,108 263,404 276,403 802,056 1,102,888
Changes from: July 23, 2013 Total Change is: 208,956
23,496 12,816 18,703 43,614 18,435 -8,044 53,894 55,101 78,768 -40,257 -8,720 10,984 27,798 30,913
Percent of Open Interest Represented by Each Category of Trader
22.1 26.8 17.5 11.9 9.3 2.2 11.8 6.7 19.0 3.3 3.0 3.1 9.0 12.4
Number of Traders in Each Category Total Traders: 231
26 44 68 14 8 17 57 35 83 19 10 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 29,589
Positions
26,349 590 0 14 7,978 33 2,324 12,558 16 820 8,382 0 33 32
Changes from: July 23, 2013 Total Change is: 2,521
2,004 -391 0 -981 951 -55 1,534 -679 0 0 2,695 0 19 0
Percent of Open Interest Represented by Each Category of Trader
89.0 2.0 0.0 0.0 27.0 0.1 7.9 42.4 0.1 2.8 28.3 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 37
7 . 0 . 6 . . 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 15,548
Positions
14,116 4,900 4 0 3,702 0 166 3,744 0 1,246 3,176 0 16 22
Changes from: July 23, 2013 Total Change is: 1,957
1,819 1,178 0 0 132 0 128 -728 0 0 1,390 0 10 -15
Percent of Open Interest Represented by Each Category of Trader
90.8 31.5 0.0 0.0 23.8 0.0 1.1 24.1 0.0 8.0 20.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 26
. . . 0 6 0 . 7 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 63,511
Positions
11,522 29,211 874 6,861 637 208 15,404 28,585 661 18,282 990 10 9,689 2,335
Changes from: July 23, 2013 Total Change is: 2,730
8 -184 0 -607 -37 2 -3,156 2,432 -56 3,805 -192 10 2,724 755
Percent of Open Interest Represented by Each Category of Trader
18.1 46.0 1.4 10.8 1.0 0.3 24.3 45.0 1.0 28.8 1.6 0.0 15.3 3.7
Number of Traders in Each Category Total Traders: 141
6 . . 13 . . 29 15 . 64 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 362,693
Positions
111,439 14,116 35,279 53,980 22,798 11,796 42,075 156,231 49,593 3,722 14,741 33,850 20,959 24,289
Changes from: July 23, 2013 Total Change is: 3,264
7,896 340 -855 -3,713 -2,283 183 6,324 12,948 2,433 -2,993 -2,824 -6,320 309 -358
Percent of Open Interest Represented by Each Category of Trader
30.7 3.9 9.7 14.9 6.3 3.3 11.6 43.1 13.7 1.0 4.1 9.3 5.8 6.7
Number of Traders in Each Category Total Traders: 168
22 8 19 5 15 12 35 45 50 12 19 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,687
Positions
1,049 603 0 1,720 0 820 2,091 4,374 782 0 73 0 225 35
Changes from: July 23, 2013 Total Change is: 246
173 54 0 119 -61 194 -40 98 -52 0 0 0 -148 13
Percent of Open Interest Represented by Each Category of Trader
15.7 9.0 0.0 25.7 0.0 12.3 31.3 65.4 11.7 0.0 1.1 0.0 3.4 0.5
Number of Traders in Each Category Total Traders: 21
. . 0 6 0 . 6 4 . 0 . 0
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Updated August 2, 2013