Traders in Financial Futures - Futures Only Positions as of August 13, 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 105,303
Positions
36,869 12,781 1,661 15,801 19,334 129 17,683 28,257 4,503 6,316 6,750 972 21,369 30,916
Changes from: August 6, 2013 Total Change is: -1,484
-1,358 -267 306 -122 241 -8 96 -2,679 8 -1,468 734 132 930 49
Percent of Open Interest Represented by Each Category of Trader
35.0 12.1 1.6 15.0 18.4 0.1 16.8 26.8 4.3 6.0 6.4 0.9 20.3 29.4
Number of Traders in Each Category Total Traders: 80
9 6 . 5 7 . 16 19 8 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 37,584
Positions
9,716 14,341 541 0 2,291 0 14,196 6,640 485 505 1,621 0 12,141 11,665
Changes from: August 6, 2013 Total Change is: 2,642
-1,316 1,531 487 0 114 0 1,692 68 6 505 0 0 1,268 436
Percent of Open Interest Represented by Each Category of Trader
25.9 38.2 1.4 0.0 6.1 0.0 37.8 17.7 1.3 1.3 4.3 0.0 32.3 31.0
Number of Traders in Each Category Total Traders: 37
6 8 4 0 4 0 11 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 145,126
Positions
71,587 5,865 1,421 14,992 28,437 531 21,921 63,443 5,887 8,552 10,008 616 19,619 28,918
Changes from: August 6, 2013 Total Change is: -261
-1,835 -404 177 454 -175 42 -66 -266 411 148 410 111 297 -567
Percent of Open Interest Represented by Each Category of Trader
49.3 4.0 1.0 10.3 19.6 0.4 15.1 43.7 4.1 5.9 6.9 0.4 13.5 19.9
Number of Traders in Each Category Total Traders: 103
10 8 . 8 15 5 21 27 10 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 159,496
Positions
85,433 8,808 64 25,383 15,087 2,608 22,560 76,572 2,899 4,033 11,365 593 15,923 41,500
Changes from: August 6, 2013 Total Change is: -12,563
-11,897 -877 -342 -171 -1,227 596 -1,993 -9,312 61 349 -248 442 392 -1,656
Percent of Open Interest Represented by Each Category of Trader
53.6 5.5 0.0 15.9 9.5 1.6 14.1 48.0 1.8 2.5 7.1 0.4 10.0 26.0
Number of Traders in Each Category Total Traders: 116
12 10 . 7 14 . 22 35 12 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 225,665
Positions
34,945 25,316 4,007 36,530 62,900 4,822 71,187 49,934 4,111 23,185 13,564 1,738 45,140 59,273
Changes from: August 6, 2013 Total Change is: -3,061
-6,454 -1,747 885 -1,180 3,228 22 5,897 -6,787 70 304 103 -418 -2,187 1,583
Percent of Open Interest Represented by Each Category of Trader
15.5 11.2 1.8 16.2 27.9 2.1 31.5 22.1 1.8 10.3 6.0 0.8 20.0 26.3
Number of Traders in Each Category Total Traders: 171
18 12 9 14 23 12 30 39 11 16 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 184,822
Positions
119,960 19,586 261 589 39,638 1,042 38,724 74,130 1,515 5,316 11,179 1,485 15,930 35,986
Changes from: August 6, 2013 Total Change is: -17,063
-10,832 7,792 -1,223 -30 -711 27 -4,718 -16,459 432 -103 -904 517 -1,133 -6,534
Percent of Open Interest Represented by Each Category of Trader
64.9 10.6 0.1 0.3 21.4 0.6 21.0 40.1 0.8 2.9 6.0 0.8 8.6 19.5
Number of Traders in Each Category Total Traders: 92
11 9 7 . 9 . 21 27 9 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 42,097
Positions
15,826 20,356 12,704 0 1,471 0 5,653 841 3,328 1,379 0 2,855 352 542
Changes from: August 6, 2013 Total Change is: -772
-143 -224 0 0 -144 0 -665 -389 0 0 0 0 36 -15
Percent of Open Interest Represented by Each Category of Trader
37.6 48.4 30.2 0.0 3.5 0.0 13.4 2.0 7.9 3.3 0.0 6.8 0.8 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 13, 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 99,846
Positions
21,222 32,541 706 1,920 827 0 59,177 54,776 977 9,298 8,087 0 6,546 1,932
Changes from: August 6, 2013 Total Change is: 5,571
385 4,327 -140 -851 0 0 6,186 1,288 18 -54 -114 0 27 192
Percent of Open Interest Represented by Each Category of Trader
21.3 32.6 0.7 1.9 0.8 0.0 59.3 54.9 1.0 9.3 8.1 0.0 6.6 1.9
Number of Traders in Each Category Total Traders: 96
7 9 . . . 0 38 18 5 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 22,890
Positions
8,734 12,907 3,060 154 1,575 0 749 1,127 61 9,347 3,055 0 785 1,105
Changes from: August 6, 2013 Total Change is: -854
-12 -731 0 -755 -9 0 -2 66 -20 0 -116 0 -65 -44
Percent of Open Interest Represented by Each Category of Trader
38.2 56.4 13.4 0.7 6.9 0.0 3.3 4.9 0.3 40.8 13.3 0.0 3.4 4.8
Number of Traders in Each Category Total Traders: 21
5 4 . . . 0 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 11,976
Positions
3,024 1,812 0 146 365 0 5,457 6,553 183 730 312 0 2,436 2,751
Changes from: August 6, 2013 Total Change is: 404
-1,910 1,062 0 0 -7 0 2,234 212 -21 -229 -258 0 330 -584
Percent of Open Interest Represented by Each Category of Trader
25.3 15.1 0.0 1.2 3.0 0.0 45.6 54.7 1.5 6.1 2.6 0.0 20.3 23.0
Number of Traders in Each Category Total Traders: 51
4 7 0 . . 0 12 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 63,624
Positions
9,023 49,416 219 5,837 552 444 32,610 5,034 233 4,837 843 84 10,339 6,800
Changes from: August 6, 2013 Total Change is: 2,283
-500 3,312 -9 -55 111 21 1,127 -962 -59 29 380 0 1,730 -510
Percent of Open Interest Represented by Each Category of Trader
14.2 77.7 0.3 9.2 0.9 0.7 51.3 7.9 0.4 7.6 1.3 0.1 16.2 10.7
Number of Traders in Each Category Total Traders: 100
15 15 . 7 . . 35 9 6 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 127,247
Positions
18,045 98,832 437 11,673 1,103 888 65,219 10,068 466 9,674 1,685 168 20,677 13,600
Changes from: August 6, 2013 Total Change is: 4,566
-1,000 6,624 -18 -110 221 41 2,254 -1,924 -118 58 759 0 3,459 -1,019
Percent of Open Interest Represented by Each Category of Trader
14.2 77.7 0.3 9.2 0.9 0.7 51.3 7.9 0.4 7.6 1.3 0.1 16.2 10.7
Number of Traders in Each Category Total Traders: 100
15 15 . 7 . . 35 9 6 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 738,273
Positions
22,800 191,335 22,052 336,626 129,284 44,359 95,409 175,715 33,999 57,845 45,832 5,374 119,809 90,323
Changes from: August 6, 2013 Total Change is: 6,131
968 -13,791 4,180 -6,982 582 675 173 4,012 2,890 490 3,230 -548 4,285 4,899
Percent of Open Interest Represented by Each Category of Trader
3.1 25.9 3.0 45.6 17.5 6.0 12.9 23.8 4.6 7.8 6.2 0.7 16.2 12.2
Number of Traders in Each Category Total Traders: 558
29 44 21 110 58 60 93 109 68 53 60 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 162,988
Positions
13,068 51,212 2,232 70,903 28,513 936 10,113 23,021 679 11,661 10,023 1,448 51,948 44,924
Changes from: August 6, 2013 Total Change is: -187
5,068 -5,943 852 -2,751 -1,771 -149 -629 1,186 163 18 -262 -10 -2,749 5,747
Percent of Open Interest Represented by Each Category of Trader
8.0 31.4 1.4 43.5 17.5 0.6 6.2 14.1 0.4 7.2 6.1 0.9 31.9 27.6
Number of Traders in Each Category Total Traders: 93
9 10 8 16 7 7 18 19 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,876,427
Positions
103,128 755,084 44,630 1,348,028 523,267 197,706 481,953 818,942 111,125 236,911 185,037 13,641 339,305 226,995
Changes from: August 6, 2013 Total Change is: 31,591
-1,005 -19,744 -2,855 -20,839 12,084 3,805 1,859 11,981 15,788 1,908 17,010 -2,238 35,168 -4,240
Percent of Open Interest Represented by Each Category of Trader
3.6 26.3 1.6 46.9 18.2 6.9 16.8 28.5 3.9 8.2 6.4 0.5 11.8 7.9
Number of Traders in Each Category Total Traders: 539
28 43 18 103 57 55 88 110 59 53 56 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 122,050
Positions
3,003 66,135 151 72,010 41,594 2,242 31,883 6,154 787 1,000 1,778 0 10,974 3,209
Changes from: August 6, 2013 Total Change is: 164
13 1,494 3 -771 538 -304 692 -988 -429 -67 -5 0 1,027 -145
Percent of Open Interest Represented by Each Category of Trader
2.5 54.2 0.1 59.0 34.1 1.8 26.1 5.0 0.6 0.8 1.5 0.0 9.0 2.6
Number of Traders in Each Category Total Traders: 101
4 17 . 39 12 14 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 83,801
Positions
1,786 60,885 400 38,181 4,273 617 33,672 8,398 267 2,472 4,491 49 6,355 4,420
Changes from: August 6, 2013 Total Change is: 2,631
355 2,868 -23 2,787 2 -264 -891 490 186 97 -34 -6 391 -586
Percent of Open Interest Represented by Each Category of Trader
2.1 72.7 0.5 45.6 5.1 0.7 40.2 10.0 0.3 3.0 5.4 0.1 7.6 5.3
Number of Traders in Each Category Total Traders: 231
17 27 4 32 17 8 79 26 8 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 419,004
Positions
8,932 304,425 2,002 190,907 21,365 3,083 168,362 41,991 1,336 12,361 22,457 246 31,775 22,099
Changes from: August 6, 2013 Total Change is: 13,153
1,775 14,338 -116 13,934 8 -1,321 -4,454 2,448 928 485 -169 -31 1,953 -2,932
Percent of Open Interest Represented by Each Category of Trader
2.1 72.7 0.5 45.6 5.1 0.7 40.2 10.0 0.3 3.0 5.4 0.1 7.6 5.3
Number of Traders in Each Category Total Traders: 231
17 27 4 32 17 8 79 26 8 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 359,201
Positions
59,291 101,682 10,442 143,902 129,728 22,806 83,850 63,256 7,804 6,591 7,186 0 24,515 16,297
Changes from: August 6, 2013 Total Change is: 1,287
-953 1,589 17 -4,443 -640 1,641 3,237 -2,068 452 -184 1,531 -228 1,748 -1,007
Percent of Open Interest Represented by Each Category of Trader
16.5 28.3 2.9 40.1 36.1 6.3 23.3 17.6 2.2 1.8 2.0 0.0 6.8 4.5
Number of Traders in Each Category Total Traders: 245
15 19 . 58 30 22 52 45 13 15 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 59,180
Positions
3,545 40,811 0 24,562 0 471 12,836 12,518 0 4,809 228 0 12,957 5,152
Changes from: August 6, 2013 Total Change is: 508
-1,913 -535 -203 577 -60 -114 -1,184 699 0 805 -172 -150 2,690 1,043
Percent of Open Interest Represented by Each Category of Trader
6.0 69.0 0.0 41.5 0.0 0.8 21.7 21.2 0.0 8.1 0.4 0.0 21.9 8.7
Number of Traders in Each Category Total Traders: 63
. 8 0 20 0 . 15 10 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 68,464
Positions
18,710 10,010 996 13,144 10,871 762 15,719 2,509 2,351 4,146 2,321 0 12,636 38,644
Changes from: August 6, 2013 Total Change is: 3,999
-2,052 409 179 -719 9,266 439 1,826 -1,320 676 377 661 0 3,273 -6,311
Percent of Open Interest Represented by Each Category of Trader
27.3 14.6 1.5 19.2 15.9 1.1 23.0 3.7 3.4 6.1 3.4 0.0 18.5 56.4
Number of Traders in Each Category Total Traders: 79
18 9 . 9 4 . 20 8 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 83,948
Positions
1,619 40,542 2,248 36,781 22,324 3,827 27,821 7,242 3,754 289 1,211 0 7,609 2,800
Changes from: August 6, 2013 Total Change is: 2,186
-15 2,151 0 1,464 864 -495 1,403 -1,378 143 -416 320 0 102 581
Percent of Open Interest Represented by Each Category of Trader
1.9 48.3 2.7 43.8 26.6 4.6 33.1 8.6 4.5 0.3 1.4 0.0 9.1 3.3
Number of Traders in Each Category Total Traders: 80
. 10 . 28 18 11 13 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 226,281
Positions
17,716 109,505 3,317 100,304 31,164 30,959 42,531 28,683 2,034 13,094 12,247 952 15,374 7,420
Changes from: August 6, 2013 Total Change is: 3,141
1,320 5,137 -637 335 1,949 -1,675 2,068 -273 -173 -95 -2,315 344 1,654 784
Percent of Open Interest Represented by Each Category of Trader
7.8 48.4 1.5 44.3 13.8 13.7 18.8 12.7 0.9 5.8 5.4 0.4 6.8 3.3
Number of Traders in Each Category Total Traders: 159
13 23 5 41 21 20 21 17 10 16 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 592,893
Positions
10,402 82,594 3,614 260,286 91,018 88,293 74,997 79,789 10,731 17,734 51,219 314 126,522 185,321
Changes from: August 6, 2013 Total Change is: 9,560
-3,309 16,390 -3,080 11,531 -11,535 -3,595 5,460 4,794 3,681 -513 -1,834 0 -615 4,739
Percent of Open Interest Represented by Each Category of Trader
1.8 13.9 0.6 43.9 15.4 14.9 12.6 13.5 1.8 3.0 8.6 0.1 21.3 31.3
Number of Traders in Each Category Total Traders: 163
4 25 5 33 31 31 20 35 22 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 385,131
Positions
3,582 102,604 505 248,029 23,911 37,770 13,922 136,215 1,135 8,456 8,068 0 71,732 74,923
Changes from: August 6, 2013 Total Change is: 1,498
1,550 5,404 456 -239 -16,530 -1,099 66 14,392 -72 0 3,443 0 836 -4,496
Percent of Open Interest Represented by Each Category of Trader
0.9 26.6 0.1 64.4 6.2 9.8 3.6 35.4 0.3 2.2 2.1 0.0 18.6 19.5
Number of Traders in Each Category Total Traders: 72
. 10 4 32 11 18 . 10 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of August 13, 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 865,723
Positions
102,409 83,458 4,357 244,553 308,988 61,096 253,047 199,258 22,235 45,070 53,670 30,398 102,558 102,263
Changes from: August 6, 2013 Total Change is: 19,611
5,143 -8,150 -1,517 7,352 8,794 -2,128 -1,813 5,959 7,358 3,976 3,550 73 1,167 5,672
Percent of Open Interest Represented by Each Category of Trader
11.8 9.6 0.5 28.2 35.7 7.1 29.2 23.0 2.6 5.2 6.2 3.5 11.8 11.8
Number of Traders in Each Category Total Traders: 202
12 21 6 34 28 32 37 33 28 16 21 6
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Traders in Financial Futures - Futures Only Positions as of August 13, 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 40,863
Positions
13,541 14,978 7,733 770 0 0 7,967 7,227 10,309 0 26 519 24 71
Changes from: August 6, 2013 Total Change is: 9,632
2,889 1,907 1,710 0 0 0 -1,101 -167 6,337 0 26 -186 -17 5
Percent of Open Interest Represented by Each Category of Trader
33.1 36.7 18.9 1.9 0.0 0.0 19.5 17.7 25.2 0.0 0.1 1.3 0.1 0.2
Number of Traders in Each Category Total Traders: 40
10 8 8 . 0 0 10 9 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,332,731
Positions
197,872 140,560 63,061 554,330 961,079 269,444 845,678 224,547 72,617 87,107 133,399 32,598 210,024 435,426
Changes from: August 6, 2013 Total Change is: -10,344
34,900 -30,554 -9,558 -60,551 43,217 -34,947 41,230 20,722 17,189 23,412 -17,707 -3,614 -18,405 4,908
Percent of Open Interest Represented by Each Category of Trader
8.5 6.0 2.7 23.8 41.2 11.6 36.3 9.6 3.1 3.7 5.7 1.4 9.0 18.7
Number of Traders in Each Category Total Traders: 319
27 34 25 20 77 54 60 52 59 22 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,632,710
Positions
205,761 83,170 27,407 452,020 478,951 152,146 440,546 330,233 65,884 103,034 158,029 18,114 167,798 318,776
Changes from: August 6, 2013 Total Change is: 858
-54,509 5,675 11,898 19,220 -26,440 3,512 46,929 -23,595 11,143 -26,474 -7,751 530 -11,391 25,886
Percent of Open Interest Represented by Each Category of Trader
12.6 5.1 1.7 27.7 29.3 9.3 27.0 20.2 4.0 6.3 9.7 1.1 10.3 19.5
Number of Traders in Each Category Total Traders: 225
21 15 11 32 42 35 40 45 33 10 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 283,056
Positions
66,240 75,728 99,254 1,029 0 2,043 38,864 15,862 32,460 76 5,268 10,552 32,538 41,889
Changes from: August 6, 2013 Total Change is: 10,315
66 7,260 4,672 0 0 0 3,761 -1,034 131 76 -122 17 1,592 -609
Percent of Open Interest Represented by Each Category of Trader
23.4 26.8 35.1 0.4 0.0 0.7 13.7 5.6 11.5 0.0 1.9 3.7 11.5 14.8
Number of Traders in Each Category Total Traders: 56
12 18 20 . 0 . 9 9 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 9,222,942
Positions
2,021,851 2,286,706 1,620,192 1,099,834 869,287 205,104 1,006,185 720,240 1,835,003 346,217 296,084 284,633 803,923 1,105,693
Changes from: August 6, 2013 Total Change is: 149,003
104,240 -34,305 -2,595 28,427 3,902 7,494 -71,366 69,198 91,921 23,453 25,653 -1,477 -31,094 -10,788
Percent of Open Interest Represented by Each Category of Trader
21.9 24.8 17.6 11.9 9.4 2.2 10.9 7.8 19.9 3.8 3.2 3.1 8.7 12.0
Number of Traders in Each Category Total Traders: 241
27 43 68 12 9 17 51 45 85 19 14 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 34,358
Positions
32,395 865 0 130 10,300 15 1,704 14,351 16 49 8,748 0 49 63
Changes from: August 6, 2013 Total Change is: 1,625
2,229 0 0 60 1,375 -2 -652 259 0 0 3 0 -10 -10
Percent of Open Interest Represented by Each Category of Trader
94.3 2.5 0.0 0.4 30.0 0.0 5.0 41.8 0.0 0.1 25.5 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
8 . 0 . 6 . . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 17,448
Positions
15,919 283 0 0 5,801 0 444 3,311 0 995 7,998 0 90 55
Changes from: August 6, 2013 Total Change is: 67
79 -2,109 -12 0 2,106 0 -80 62 0 0 0 0 80 20
Percent of Open Interest Represented by Each Category of Trader
91.2 1.6 0.0 0.0 33.2 0.0 2.5 19.0 0.0 5.7 45.8 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 24
. . 0 0 6 0 . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 74,194
Positions
12,061 28,783 807 5,036 3,106 309 27,515 35,739 1,482 18,333 1,535 118 8,533 2,315
Changes from: August 6, 2013 Total Change is: 6,853
-11 54 0 -1,252 2,469 92 6,941 2,695 699 175 569 36 173 239
Percent of Open Interest Represented by Each Category of Trader
16.3 38.8 1.1 6.8 4.2 0.4 37.1 48.2 2.0 24.7 2.1 0.2 11.5 3.1
Number of Traders in Each Category Total Traders: 139
7 . . 8 4 . 29 15 6 64 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 441,586
Positions
150,593 6,403 41,009 49,683 21,123 12,480 56,027 224,048 49,114 6,861 11,350 48,331 27,488 27,728
Changes from: August 6, 2013 Total Change is: 39,041
15,944 -690 3,773 -3,627 -1,815 15 6,062 27,182 1,690 3,118 -2,522 8,610 3,456 2,798
Percent of Open Interest Represented by Each Category of Trader
34.1 1.5 9.3 11.3 4.8 2.8 12.7 50.7 11.1 1.6 2.6 10.9 6.2 6.3
Number of Traders in Each Category Total Traders: 182
24 9 23 7 13 11 35 50 49 15 20 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 6,615
Positions
1,548 465 0 1,633 99 486 1,932 4,773 782 202 0 0 32 10
Changes from: August 6, 2013 Total Change is: 8
208 -132 0 -43 99 -208 68 328 0 2 -73 0 -19 -6
Percent of Open Interest Represented by Each Category of Trader
23.4 7.0 0.0 24.7 1.5 7.3 29.2 72.2 11.8 3.1 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,054
Positions
1,152 7,645 0 6,416 0 0 1,040 1,308 633 0 0 0 813 468
Changes from: August 6, 2013 Total Change is: -167
1 0 0 15 0 0 -633 -876 566 0 0 0 -116 143
Percent of Open Interest Represented by Each Category of Trader
11.5 76.0 0.0 63.8 0.0 0.0 10.3 13.0 6.3 0.0 0.0 0.0 8.1 4.7
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 5 . . 0 0 0
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Updated August 16, 2013