Traders in Financial Futures - Futures Only Positions as of August 6, 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 106,787 Positions 38,227 13,048 1,355 15,923 19,093 137 17,587 30,936 4,495 7,784 6,016 840 20,439 30,867 Changes from: July 30, 2013 Total Change is: -4,218 -2,374 -158 -293 -404 -392 -77 786 -1,159 -1,660 302 539 -167 -331 -851 Percent of Open Interest Represented by Each Category of Trader 35.8 12.2 1.3 14.9 17.9 0.1 16.5 29.0 4.2 7.3 5.6 0.8 19.1 28.9 Number of Traders in Each Category Total Traders: 85 7 7 . 6 5 . 17 26 6 10 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 34,942 Positions 11,032 12,810 54 0 2,177 0 12,504 6,572 479 0 1,621 0 10,873 11,229 Changes from: July 30, 2013 Total Change is: 843 448 3,568 -8 0 396 0 -962 -2,314 161 0 0 0 1,204 -960 Percent of Open Interest Represented by Each Category of Trader 31.6 36.7 0.2 0.0 6.2 0.0 35.8 18.8 1.4 0.0 4.6 0.0 31.1 32.1 Number of Traders in Each Category Total Traders: 37 6 8 . 0 4 0 13 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 145,387 Positions 73,422 6,269 1,244 14,538 28,612 489 21,987 63,709 5,476 8,404 9,598 505 19,322 29,485 Changes from: July 30, 2013 Total Change is: -948 -6,458 1,124 168 1,033 -101 113 2,113 -4,117 1,124 -1,396 1,130 19 2,336 -408 Percent of Open Interest Represented by Each Category of Trader 50.5 4.3 0.9 10.0 19.7 0.3 15.1 43.8 3.8 5.8 6.6 0.3 13.3 20.3 Number of Traders in Each Category Total Traders: 112 12 10 . 8 16 5 25 30 11 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 172,059 Positions 97,330 9,685 406 25,554 16,314 2,012 24,553 85,884 2,838 3,684 11,613 151 15,531 43,156 Changes from: July 30, 2013 Total Change is: -2,813 -4,107 -571 -146 77 -2,513 260 1,249 -992 649 535 67 -121 -1,209 554 Percent of Open Interest Represented by Each Category of Trader 56.6 5.6 0.2 14.9 9.5 1.2 14.3 49.9 1.6 2.1 6.7 0.1 9.0 25.1 Number of Traders in Each Category Total Traders: 131 12 11 . 8 17 . 19 45 12 4 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 228,726 Positions 41,399 27,063 3,122 37,710 59,672 4,800 65,290 56,721 4,041 22,881 13,461 2,156 47,327 57,690 Changes from: July 30, 2013 Total Change is: 5,769 -4,544 10,293 -105 -678 598 -8 6,928 -7,198 987 -460 2,141 -506 4,155 -433 Percent of Open Interest Represented by Each Category of Trader 18.1 11.8 1.4 16.5 26.1 2.1 28.5 24.8 1.8 10.0 5.9 0.9 20.7 25.2 Number of Traders in Each Category Total Traders: 179 19 13 8 15 22 13 33 37 17 18 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 201,885 Positions 130,792 11,794 1,484 619 40,349 1,015 43,442 90,589 1,083 5,419 12,083 968 17,063 42,520 Changes from: July 30, 2013 Total Change is: 3,613 9,118 1,581 -491 0 -491 30 -2,266 -1,151 210 -2,114 650 551 -1,425 2,724 Percent of Open Interest Represented by Each Category of Trader 64.8 5.8 0.7 0.3 20.0 0.5 21.5 44.9 0.5 2.7 6.0 0.5 8.5 21.1 Number of Traders in Each Category Total Traders: 104 14 6 10 . 12 4 23 31 8 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 42,869 Positions 15,969 20,580 12,704 0 1,615 0 6,318 1,230 3,328 1,379 0 2,855 316 557 Changes from: July 30, 2013 Total Change is: -30 372 -19 0 0 136 0 -400 -124 0 0 0 0 -2 -23 Percent of Open Interest Represented by Each Category of Trader 37.3 48.0 29.6 0.0 3.8 0.0 14.7 2.9 7.8 3.2 0.0 6.7 0.7 1.3 Number of Traders in Each Category Total Traders: 25 7 11 11 0 . 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 94,275 Positions 20,837 28,214 846 2,771 827 0 52,991 53,488 959 9,352 8,201 0 6,519 1,740 Changes from: July 30, 2013 Total Change is: -2,860 -2,508 3,645 156 -643 23 0 567 -9,303 129 230 2,460 0 -791 30 Percent of Open Interest Represented by Each Category of Trader 22.1 29.9 0.9 2.9 0.9 0.0 56.2 56.7 1.0 9.9 8.7 0.0 6.9 1.8 Number of Traders in Each Category Total Traders: 97 5 11 . 5 . 0 36 18 6 12 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 23,744 Positions 8,746 13,638 3,060 909 1,584 0 751 1,061 81 9,347 3,171 0 850 1,149 Changes from: July 30, 2013 Total Change is: -2,766 143 -1,478 -702 0 -123 0 -2,126 -433 -128 0 9 0 47 89 Percent of Open Interest Represented by Each Category of Trader 36.8 57.4 12.9 3.8 6.7 0.0 3.2 4.5 0.3 39.4 13.4 0.0 3.6 4.8 Number of Traders in Each Category Total Traders: 23 5 5 . . . 0 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 11,572 Positions 4,934 750 0 146 372 0 3,223 6,341 204 959 570 0 2,106 3,335 Changes from: July 30, 2013 Total Change is: -581 836 -751 -92 -107 26 0 -722 62 -123 -18 72 0 -355 225 Percent of Open Interest Represented by Each Category of Trader 42.6 6.5 0.0 1.3 3.2 0.0 27.9 54.8 1.8 8.3 4.9 0.0 18.2 28.8 Number of Traders in Each Category Total Traders: 45 4 5 0 . . 0 8 16 . 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 61,341 Positions 9,523 46,104 228 5,892 441 424 31,483 5,996 292 4,808 463 84 8,609 7,310 Changes from: July 30, 2013 Total Change is: 114 331 -470 28 91 15 36 -579 531 98 -111 -11 0 222 -113 Percent of Open Interest Represented by Each Category of Trader 15.5 75.2 0.4 9.6 0.7 0.7 51.3 9.8 0.5 7.8 0.8 0.1 14.0 11.9 Number of Traders in Each Category Total Traders: 102 17 16 . 8 . . 32 13 7 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 122,681 Positions 19,045 92,208 455 11,783 882 847 62,965 11,992 584 9,616 926 168 17,218 14,619 Changes from: July 30, 2013 Total Change is: 228 661 -939 55 181 29 71 -1,157 1,062 196 -222 -21 0 443 -225 Percent of Open Interest Represented by Each Category of Trader 15.5 75.2 0.4 9.6 0.7 0.7 51.3 9.8 0.5 7.8 0.8 0.1 14.0 11.9 Number of Traders in Each Category Total Traders: 102 17 16 . 8 . . 32 13 7 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 732,142 Positions 21,832 205,126 17,872 343,609 128,702 43,684 95,236 171,702 31,108 57,356 42,602 5,922 115,524 85,424 Changes from: July 30, 2013 Total Change is: 1,304 429 -5,979 -516 -2,097 -316 2,484 -11,315 -1,654 7,030 2,521 1,031 1,033 1,735 -1,808 Percent of Open Interest Represented by Each Category of Trader 3.0 28.0 2.4 46.9 17.6 6.0 13.0 23.5 4.2 7.8 5.8 0.8 15.8 11.7 Number of Traders in Each Category Total Traders: 560 29 44 22 114 58 64 97 107 77 52 57 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 163,175 Positions 8,000 57,155 1,380 73,654 30,284 1,085 10,742 21,835 516 11,643 10,285 1,458 54,697 39,177 Changes from: July 30, 2013 Total Change is: 485 -448 -927 -201 -86 517 -382 -12 2,806 54 166 2 -256 1,650 -1,128 Percent of Open Interest Represented by Each Category of Trader 4.9 35.0 0.8 45.1 18.6 0.7 6.6 13.4 0.3 7.1 6.3 0.9 33.5 24.0 Number of Traders in Each Category Total Traders: 93 5 12 6 16 8 9 20 17 6 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 2,844,836 Positions 104,133 774,828 47,485 1,368,867 511,183 193,901 480,094 806,961 95,337 235,003 168,027 15,879 304,137 231,235 Changes from: July 30, 2013 Total Change is: 4,096 1,051 -28,596 1,759 -8,720 -2,830 12,994 -43,354 -9,141 21,721 15,360 8,730 2,859 426 -3,400 Percent of Open Interest Represented by Each Category of Trader 3.7 27.2 1.7 48.1 18.0 6.8 16.9 28.4 3.4 8.3 5.9 0.6 10.7 8.1 Number of Traders in Each Category Total Traders: 538 29 43 20 108 54 59 93 107 66 51 52 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 121,886 Positions 2,990 64,641 148 72,781 41,056 2,546 31,191 7,142 1,216 1,067 1,783 0 9,947 3,354 Changes from: July 30, 2013 Total Change is: 423 -566 -1,036 1 5,833 -1,008 782 -5,473 1,965 649 -374 -10 0 -429 -920 Percent of Open Interest Represented by Each Category of Trader 2.5 53.0 0.1 59.7 33.7 2.1 25.6 5.9 1.0 0.9 1.5 0.0 8.2 2.8 Number of Traders in Each Category Total Traders: 103 4 17 . 37 12 14 18 11 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 81,170 Positions 1,431 58,017 424 35,395 4,271 881 34,563 7,909 82 2,375 4,525 55 5,964 5,006 Changes from: July 30, 2013 Total Change is: 1,387 75 1,644 -90 122 -167 256 941 34 -380 303 -372 3 157 459 Percent of Open Interest Represented by Each Category of Trader 1.8 71.5 0.5 43.6 5.3 1.1 42.6 9.7 0.1 2.9 5.6 0.1 7.3 6.2 Number of Traders in Each Category Total Traders: 223 15 29 4 33 17 8 73 23 6 19 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 405,851 Positions 7,157 290,087 2,118 176,973 21,357 4,404 172,816 39,543 408 11,876 22,626 277 29,822 25,031 Changes from: July 30, 2013 Total Change is: 6,934 376 8,222 -449 608 -834 1,278 4,707 168 -1,901 1,516 -1,859 14 785 2,295 Percent of Open Interest Represented by Each Category of Trader 1.8 71.5 0.5 43.6 5.3 1.1 42.6 9.7 0.1 2.9 5.6 0.1 7.3 6.2 Number of Traders in Each Category Total Traders: 223 15 29 4 33 17 8 73 23 6 19 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 357,914 Positions 60,244 100,093 10,425 148,345 130,368 21,165 80,613 65,324 7,352 6,775 5,655 228 22,767 17,304 Changes from: July 30, 2013 Total Change is: -4,133 1,107 215 408 2,052 -2,696 350 -7,888 -3,440 107 719 -1,091 -3 -985 2,017 Percent of Open Interest Represented by Each Category of Trader 16.8 28.0 2.9 41.4 36.4 5.9 22.5 18.3 2.1 1.9 1.6 0.1 6.4 4.8 Number of Traders in Each Category Total Traders: 254 14 18 . 60 30 23 54 51 10 16 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 58,672 Positions 5,458 41,346 203 23,985 60 585 14,020 11,819 0 4,004 400 150 10,267 4,109 Changes from: July 30, 2013 Total Change is: 579 933 -538 66 -86 60 320 760 60 -102 -406 170 150 -1,056 393 Percent of Open Interest Represented by Each Category of Trader 9.3 70.5 0.3 40.9 0.1 1.0 23.9 20.1 0.0 6.8 0.7 0.3 17.5 7.0 Number of Traders in Each Category Total Traders: 68 4 8 . 20 . . 18 9 0 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 64,465 Positions 20,762 9,601 817 13,863 1,605 323 13,893 3,829 1,675 3,769 1,660 0 9,363 44,955 Changes from: July 30, 2013 Total Change is: -4,053 31 -1,094 35 -1,043 -315 158 -186 563 -1,481 -695 532 0 -872 -2,451 Percent of Open Interest Represented by Each Category of Trader 32.2 14.9 1.3 21.5 2.5 0.5 21.6 5.9 2.6 5.8 2.6 0.0 14.5 69.7 Number of Traders in Each Category Total Traders: 77 21 10 . 10 . . 17 7 6 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 81,762 Positions 1,634 38,391 2,248 35,317 21,460 4,322 26,418 8,620 3,611 705 891 0 7,507 2,219 Changes from: July 30, 2013 Total Change is: 1,452 -249 4,618 -32 -338 -2,962 178 -151 -939 571 423 0 0 1,050 18 Percent of Open Interest Represented by Each Category of Trader 2.0 47.0 2.7 43.2 26.2 5.3 32.3 10.5 4.4 0.9 1.1 0.0 9.2 2.7 Number of Traders in Each Category Total Traders: 79 . 10 . 29 16 11 12 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 223,140 Positions 16,396 104,368 3,954 99,969 29,215 32,634 40,463 28,956 2,207 13,189 14,562 608 13,720 6,636 Changes from: July 30, 2013 Total Change is: 1,438 2,563 -4,758 611 1,718 234 -229 -4,223 5,208 -134 969 -336 86 77 756 Percent of Open Interest Represented by Each Category of Trader 7.3 46.8 1.8 44.8 13.1 14.6 18.1 13.0 1.0 5.9 6.5 0.3 6.1 3.0 Number of Traders in Each Category Total Traders: 164 13 22 5 44 19 19 20 22 12 16 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 583,333 Positions 13,711 66,204 6,694 248,755 102,553 91,888 69,537 74,995 7,050 18,247 53,053 314 127,137 180,582 Changes from: July 30, 2013 Total Change is: 13,361 7,480 -3,305 1,506 713 8,965 4,795 669 -3,745 -792 3,616 -636 -870 -3,756 7,443 Percent of Open Interest Represented by Each Category of Trader 2.4 11.3 1.1 42.6 17.6 15.8 11.9 12.9 1.2 3.1 9.1 0.1 21.8 31.0 Number of Traders in Each Category Total Traders: 160 5 20 7 34 31 33 22 33 22 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 383,633 Positions 2,032 97,200 49 248,268 40,441 38,869 13,856 121,823 1,207 8,456 4,625 0 70,896 79,419 Changes from: July 30, 2013 Total Change is: 7,512 154 -3,203 7 3,672 3,208 1,403 -134 -664 -86 -110 0 0 2,606 6,847 Percent of Open Interest Represented by Each Category of Trader 0.5 25.3 0.0 64.7 10.5 10.1 3.6 31.8 0.3 2.2 1.2 0.0 18.5 20.7 Number of Traders in Each Category Total Traders: 68 . 9 . 31 13 19 . 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 846,112 Positions 97,266 91,608 5,874 237,201 300,194 63,224 254,860 193,299 14,877 41,094 50,120 30,325 101,391 96,591 Changes from: July 30, 2013 Total Change is: 21,184 -2,279 4,951 -1,097 22,388 25,660 -4,498 53,983 -13,923 1,137 -50,378 -2,200 -101 2,029 11,255 Percent of Open Interest Represented by Each Category of Trader 11.5 10.8 0.7 28.0 35.5 7.5 30.1 22.8 1.8 4.9 5.9 3.6 12.0 11.4 Number of Traders in Each Category Total Traders: 200 11 26 8 34 29 30 35 33 24 14 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 31,231 Positions 10,652 13,071 6,023 770 0 0 9,068 7,394 3,972 0 0 705 41 66 Changes from: July 30, 2013 Total Change is: -3,673 -1,452 -3,206 475 -739 0 0 -1,447 -437 -440 -1 0 -102 33 37 Percent of Open Interest Represented by Each Category of Trader 34.1 41.9 19.3 2.5 0.0 0.0 29.0 23.7 12.7 0.0 0.0 2.3 0.1 0.2 Number of Traders in Each Category Total Traders: 37 9 7 8 . 0 0 9 9 10 0 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,343,075 Positions 162,972 171,114 72,619 614,881 917,862 304,391 804,448 203,825 55,428 63,695 151,106 36,212 228,429 430,518 Changes from: July 30, 2013 Total Change is: 31,044 -9,986 -15,903 12,700 -2,831 38,949 -7,280 32,041 18,148 3,820 1,714 -16,916 2,314 -1,448 -4,788 Percent of Open Interest Represented by Each Category of Trader 7.0 7.3 3.1 26.2 39.2 13.0 34.3 8.7 2.4 2.7 6.4 1.5 9.7 18.4 Number of Traders in Each Category Total Traders: 304 22 35 23 22 76 51 57 49 49 17 26 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,631,852 Positions 260,270 77,495 15,509 432,800 505,391 148,634 393,617 353,828 54,741 129,508 165,780 17,584 179,189 292,890 Changes from: July 30, 2013 Total Change is: 14,520 -12,059 -12,045 -1,324 16,653 -934 1,895 3,682 1,341 4,183 -1,057 15,934 5,289 -2,742 181 Percent of Open Interest Represented by Each Category of Trader 15.9 4.7 1.0 26.5 31.0 9.1 24.1 21.7 3.4 7.9 10.2 1.1 11.0 17.9 Number of Traders in Each Category Total Traders: 221 23 15 12 32 40 34 36 46 35 9 20 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 272,741 Positions 66,174 68,468 94,582 1,029 0 2,043 35,103 16,896 32,329 0 5,390 10,535 30,946 42,498 Changes from: July 30, 2013 Total Change is: -37,616 -16,069 -16,650 -13,896 0 -745 30 -8,575 -4,387 -7,814 -332 -1,893 1,298 7,742 6,441 Percent of Open Interest Represented by Each Category of Trader 24.3 25.1 34.7 0.4 0.0 0.7 12.9 6.2 11.9 0.0 2.0 3.9 11.3 15.6 Number of Traders in Each Category Total Traders: 53 11 18 19 . 0 . 7 9 12 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,073,939 Positions 1,917,611 2,321,011 1,622,787 1,071,407 865,385 197,610 1,077,551 651,042 1,743,082 322,764 270,431 286,110 835,017 1,116,481 Changes from: July 30, 2013 Total Change is: 185,642 -45,615 -63,229 65,263 11,126 37,627 2,455 27,117 57,227 55,972 26,656 7,027 9,707 32,961 13,593 Percent of Open Interest Represented by Each Category of Trader 21.1 25.6 17.9 11.8 9.5 2.2 11.9 7.2 19.2 3.6 3.0 3.2 9.2 12.3 Number of Traders in Each Category Total Traders: 236 27 44 68 12 9 17 51 43 81 18 13 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 32,733 Positions 30,166 865 0 70 8,925 17 2,356 14,092 16 49 8,745 0 59 73 Changes from: July 30, 2013 Total Change is: 3,144 3,817 275 0 56 947 -16 32 1,534 0 -771 363 0 26 41 Percent of Open Interest Represented by Each Category of Trader 92.2 2.6 0.0 0.2 27.3 0.1 7.2 43.1 0.0 0.1 26.7 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 33 6 . 0 . 6 . . 8 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 17,381 Positions 15,840 2,392 12 0 3,695 0 524 3,249 0 995 7,998 0 10 35 Changes from: July 30, 2013 Total Change is: 1,833 1,724 -2,508 8 0 -7 0 358 -495 0 -251 4,822 0 -6 13 Percent of Open Interest Represented by Each Category of Trader 91.1 13.8 0.1 0.0 21.3 0.0 3.0 18.7 0.0 5.7 46.0 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 25 5 . . 0 6 0 . 5 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 67,341 Positions 12,072 28,729 807 6,288 637 217 20,574 33,044 783 18,158 966 82 8,360 2,076 Changes from: July 30, 2013 Total Change is: 3,830 550 -482 -67 -573 0 9 5,170 4,459 122 -124 -24 72 -1,329 -259 Percent of Open Interest Represented by Each Category of Trader 17.9 42.7 1.2 9.3 0.9 0.3 30.6 49.1 1.2 27.0 1.4 0.1 12.4 3.1 Number of Traders in Each Category Total Traders: 137 8 . . 10 . . 28 14 5 64 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 402,545 Positions 134,649 7,093 37,236 53,310 22,938 12,465 49,965 196,866 47,424 3,743 13,872 39,721 24,032 24,930 Changes from: July 30, 2013 Total Change is: 39,852 23,210 -7,023 1,957 -670 140 669 7,890 40,635 -2,169 21 -869 5,871 3,073 641 Percent of Open Interest Represented by Each Category of Trader 33.4 1.8 9.3 13.2 5.7 3.1 12.4 48.9 11.8 0.9 3.4 9.9 6.0 6.2 Number of Traders in Each Category Total Traders: 173 24 7 22 6 14 12 34 50 50 14 17 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 6,607 Positions 1,340 597 0 1,676 0 694 1,864 4,445 782 200 73 0 51 16 Changes from: July 30, 2013 Total Change is: -80 291 -6 0 -44 0 -126 -227 71 0 200 0 0 -174 -19 Percent of Open Interest Represented by Each Category of Trader 20.3 9.0 0.0 25.4 0.0 10.5 28.2 67.3 11.8 3.0 1.1 0.0 0.8 0.2 Number of Traders in Each Category Total Traders: 21 . . 0 6 0 . 4 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 6, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 10,221 Positions 1,151 7,645 0 6,401 0 0 1,673 2,184 67 0 0 0 929 325 Changes from: July 30, 2013 Total Change is: -218 -144 0 0 -370 0 0 140 -109 0 0 0 0 156 -109 Percent of Open Interest Represented by Each Category of Trader 11.3 74.8 0.0 62.6 0.0 0.0 16.4 21.4 0.7 0.0 0.0 0.0 9.1 3.2 Number of Traders in Each Category Total Traders: 20 . . 0 10 0 0 4 . . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 9, 2013