Traders in Financial Futures - Futures Only Positions as of August 27, 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 133,392
Positions
49,121 6,760 3,702 15,561 18,950 126 30,357 55,203 4,911 8,513 6,411 735 20,366 36,594
Changes from: August 20, 2013 Total Change is: 25,110
12,724 -5,557 1,910 -195 -62 -1 7,204 22,896 786 2,216 -161 89 377 5,210
Percent of Open Interest Represented by Each Category of Trader
36.8 5.1 2.8 11.7 14.2 0.1 22.8 41.4 3.7 6.4 4.8 0.6 15.3 27.4
Number of Traders in Each Category Total Traders: 98
12 5 5 5 8 . 24 26 12 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 41,682
Positions
10,865 17,365 165 0 2,352 0 15,012 9,166 467 0 1,621 0 15,173 10,546
Changes from: August 20, 2013 Total Change is: 544
645 1,648 69 0 62 0 -583 43 -41 0 -565 0 454 -672
Percent of Open Interest Represented by Each Category of Trader
26.1 41.7 0.4 0.0 5.6 0.0 36.0 22.0 1.1 0.0 3.9 0.0 36.4 25.3
Number of Traders in Each Category Total Traders: 38
6 7 4 0 4 0 12 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 149,328
Positions
56,375 17,390 1,758 15,096 27,391 1,327 37,613 57,926 4,426 7,575 8,416 505 24,653 30,189
Changes from: August 20, 2013 Total Change is: 10,823
574 7,035 301 -126 810 40 11,371 1,183 -348 -479 -1,815 0 -510 3,617
Percent of Open Interest Represented by Each Category of Trader
37.8 11.6 1.2 10.1 18.3 0.9 25.2 38.8 3.0 5.1 5.6 0.3 16.5 20.2
Number of Traders in Each Category Total Traders: 104
8 12 6 5 17 5 26 23 14 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 175,588
Positions
91,184 13,982 788 25,637 15,047 1,774 26,962 86,054 3,023 3,348 12,649 486 22,386 41,785
Changes from: August 20, 2013 Total Change is: 13,420
5,602 754 488 -350 -9 -879 2,939 8,906 -10 -96 1,285 -98 5,824 2,983
Percent of Open Interest Represented by Each Category of Trader
51.9 8.0 0.4 14.6 8.6 1.0 15.4 49.0 1.7 1.9 7.2 0.3 12.7 23.8
Number of Traders in Each Category Total Traders: 127
14 10 . 7 16 . 25 37 10 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 248,672
Positions
27,609 49,639 4,791 35,734 65,796 4,738 93,380 50,844 4,736 25,186 11,417 1,622 50,876 55,089
Changes from: August 20, 2013 Total Change is: -988
-649 5,192 307 -941 1,482 -103 323 -3,125 189 1,663 -1,801 -134 -1,643 -2,995
Percent of Open Interest Represented by Each Category of Trader
11.1 20.0 1.9 14.4 26.5 1.9 37.6 20.4 1.9 10.1 4.6 0.7 20.5 22.2
Number of Traders in Each Category Total Traders: 171
13 15 9 14 24 11 33 38 15 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 186,664
Positions
123,452 20,037 934 619 37,594 1,058 36,571 78,020 1,474 6,218 12,075 1,682 14,656 33,790
Changes from: August 20, 2013 Total Change is: 2,486
2,077 881 405 30 -2,496 -36 -1,582 2,722 -77 1,058 708 67 544 312
Percent of Open Interest Represented by Each Category of Trader
66.1 10.7 0.5 0.3 20.1 0.6 19.6 41.8 0.8 3.3 6.5 0.9 7.9 18.1
Number of Traders in Each Category Total Traders: 99
13 7 9 . 9 4 17 32 10 6 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 44,198
Positions
15,984 21,707 12,854 0 1,355 0 7,594 1,318 3,308 1,379 0 2,855 224 801
Changes from: August 20, 2013 Total Change is: 575
155 778 150 0 -79 0 277 -473 2 0 0 0 -9 197
Percent of Open Interest Represented by Each Category of Trader
36.2 49.1 29.1 0.0 3.1 0.0 17.2 3.0 7.5 3.1 0.0 6.5 0.5 1.8
Number of Traders in Each Category Total Traders: 25
7 11 12 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 109,461
Positions
25,878 33,280 706 31,432 927 0 34,599 59,189 2,203 8,589 9,432 540 5,514 3,184
Changes from: August 20, 2013 Total Change is: 14,976
4,301 778 0 29,478 540 0 -18,987 10,462 975 -909 1,285 540 -422 396
Percent of Open Interest Represented by Each Category of Trader
23.6 30.4 0.6 28.7 0.8 0.0 31.6 54.1 2.0 7.8 8.6 0.5 5.0 2.9
Number of Traders in Each Category Total Traders: 91
4 9 . 5 . 0 26 28 8 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 26,942
Positions
11,128 13,070 4,425 0 2,959 0 957 2,433 137 9,232 3,055 0 1,063 863
Changes from: August 20, 2013 Total Change is: 2,436
813 -19 1,338 0 1,214 0 -5 -91 96 0 0 0 194 -102
Percent of Open Interest Represented by Each Category of Trader
41.3 48.5 16.4 0.0 11.0 0.0 3.6 9.0 0.5 34.3 11.3 0.0 3.9 3.2
Number of Traders in Each Category Total Traders: 24
6 5 4 0 . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 12,193
Positions
2,505 1,309 17 378 316 0 5,715 7,268 367 912 565 0 2,299 2,351
Changes from: August 20, 2013 Total Change is: -1,307
1,015 -1,365 16 112 -20 0 -2,484 -19 -29 153 -8 0 -90 118
Percent of Open Interest Represented by Each Category of Trader
20.5 10.7 0.1 3.1 2.6 0.0 46.9 59.6 3.0 7.5 4.6 0.0 18.9 19.3
Number of Traders in Each Category Total Traders: 54
5 5 . . . 0 10 21 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 51,533
Positions
13,814 37,496 142 5,986 1,132 290 17,693 5,029 496 4,959 274 9 8,146 6,667
Changes from: August 20, 2013 Total Change is: -2,873
3,300 -3,421 27 180 116 -152 -4,492 -194 -10 -459 -1 -76 -1,192 837
Percent of Open Interest Represented by Each Category of Trader
26.8 72.8 0.3 11.6 2.2 0.6 34.3 9.8 1.0 9.6 0.5 0.0 15.8 12.9
Number of Traders in Each Category Total Traders: 91
18 13 . 6 . . 23 14 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 103,065
Positions
27,628 74,992 283 11,971 2,264 579 35,386 10,058 991 9,918 547 17 16,292 13,334
Changes from: August 20, 2013 Total Change is: -5,745
6,599 -6,841 54 360 232 -303 -8,984 -388 -19 -917 -2 -151 -2,384 1,673
Percent of Open Interest Represented by Each Category of Trader
26.8 72.8 0.3 11.6 2.2 0.6 34.3 9.8 1.0 9.6 0.5 0.0 15.8 12.9
Number of Traders in Each Category Total Traders: 91
18 13 . 6 . . 23 14 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 780,789
Positions
25,042 166,988 39,737 321,529 136,921 48,552 88,339 168,434 58,327 58,060 45,853 5,653 135,551 110,323
Changes from: August 20, 2013 Total Change is: 25,792
-347 -21,400 10,574 -6,079 1,448 611 -4,501 3,335 14,701 967 3,225 -163 10,030 13,462
Percent of Open Interest Represented by Each Category of Trader
3.2 21.4 5.1 41.2 17.5 6.2 11.3 21.6 7.5 7.4 5.9 0.7 17.4 14.1
Number of Traders in Each Category Total Traders: 554
33 42 25 108 57 59 84 118 78 52 59 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 181,394
Positions
27,721 36,921 1,295 70,989 28,342 1,020 14,266 34,822 1,194 11,162 11,513 2,347 51,400 63,940
Changes from: August 20, 2013 Total Change is: 12,330
9,474 -9,504 -1,278 344 -94 33 3,630 12,135 -189 -105 -29 205 216 11,051
Percent of Open Interest Represented by Each Category of Trader
15.3 20.4 0.7 39.1 15.6 0.6 7.9 19.2 0.7 6.2 6.3 1.3 28.3 35.2
Number of Traders in Each Category Total Traders: 88
8 10 6 16 7 7 15 18 10 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 2,996,973
Positions
119,528 783,260 59,287 1,271,977 562,171 218,383 535,998 833,694 120,031 237,918 175,132 13,098 420,753 231,917
Changes from: August 20, 2013 Total Change is: 67,312
3,624 -6,754 6,531 -31,673 8,153 2,449 42,262 38,919 -8,469 3,758 14,668 -238 49,068 12,053
Percent of Open Interest Represented by Each Category of Trader
4.0 26.1 2.0 42.4 18.8 7.3 17.9 27.8 4.0 7.9 5.8 0.4 14.0 7.7
Number of Traders in Each Category Total Traders: 534
32 41 22 101 56 53 81 117 68 51 54 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 116,709
Positions
3,937 58,595 191 68,586 43,794 2,343 26,862 5,741 788 3,052 1,768 0 10,950 3,489
Changes from: August 20, 2013 Total Change is: -3,249
636 -4,181 -5 -2,031 1,227 -32 -4,316 -215 5 2,115 0 0 379 -48
Percent of Open Interest Represented by Each Category of Trader
3.4 50.2 0.2 58.8 37.5 2.0 23.0 4.9 0.7 2.6 1.5 0.0 9.4 3.0
Number of Traders in Each Category Total Traders: 98
5 16 . 35 12 12 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 83,843
Positions
2,493 57,818 2,833 35,038 4,691 801 28,696 5,239 2,019 2,881 4,776 48 9,034 5,618
Changes from: August 20, 2013 Total Change is: 6,305
761 1,781 2,303 -1,288 57 134 -636 -1,001 1,338 661 -46 -1 3,033 1,740
Percent of Open Interest Represented by Each Category of Trader
3.0 69.0 3.4 41.8 5.6 1.0 34.2 6.2 2.4 3.4 5.7 0.1 10.8 6.7
Number of Traders in Each Category Total Traders: 226
19 27 8 32 17 8 65 33 14 18 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 10,200
Positions
2,959 8,929 0 1,274 0 0 1,502 283 0 633 0 0 3,832 988
Changes from: August 20, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
29.0 87.5 0.0 12.5 0.0 0.0 14.7 2.8 0.0 6.2 0.0 0.0 37.6 9.7
Number of Traders in Each Category Total Traders: 20
6 7 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 368,216
Positions
9,401 256,173 2,435 168,822 23,455 4,004 144,546 33,354 1,521 11,238 23,882 240 26,009 23,152
Changes from: August 20, 2013 Total Change is: -19,477
738 -24,008 -217 -12,808 283 671 -2,114 2,156 -1,885 138 -232 -6 -3,994 3,761
Percent of Open Interest Represented by Each Category of Trader
2.6 69.6 0.7 45.8 6.4 1.1 39.3 9.1 0.4 3.1 6.5 0.1 7.1 6.3
Number of Traders in Each Category Total Traders: 223
18 26 . 32 17 8 65 33 11 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 353,746
Positions
60,406 83,588 15,297 138,361 132,751 23,107 80,990 66,270 8,017 5,703 7,134 339 21,526 17,243
Changes from: August 20, 2013 Total Change is: -5,820
-2,122 -10,126 3,885 -4,431 1,590 259 -1,875 -265 727 -447 -168 39 -1,855 -1,761
Percent of Open Interest Represented by Each Category of Trader
17.1 23.6 4.3 39.1 37.5 6.5 22.9 18.7 2.3 1.6 2.0 0.1 6.1 4.9
Number of Traders in Each Category Total Traders: 242
20 15 . 53 32 21 47 47 12 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 53,779
Positions
3,390 40,135 197 22,529 0 265 9,160 7,974 606 4,851 651 330 12,451 3,621
Changes from: August 20, 2013 Total Change is: -974
274 -366 197 -778 0 -56 -1,382 -2,317 601 144 423 330 -304 214
Percent of Open Interest Represented by Each Category of Trader
6.3 74.6 0.4 41.9 0.0 0.5 17.0 14.8 1.1 9.0 1.2 0.6 23.2 6.7
Number of Traders in Each Category Total Traders: 59
5 8 . 16 0 . 11 8 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 59,673
Positions
20,072 11,656 730 11,447 11,059 731 10,273 3,186 1,892 3,060 1,594 0 11,468 28,825
Changes from: August 20, 2013 Total Change is: -3,550
543 2,549 221 -113 38 -12 -4,308 -798 494 -1,110 -148 0 735 -5,894
Percent of Open Interest Represented by Each Category of Trader
33.6 19.5 1.2 19.2 18.5 1.2 17.2 5.3 3.2 5.1 2.7 0.0 19.2 48.3
Number of Traders in Each Category Total Traders: 74
18 12 4 8 4 . 16 7 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 82,380
Positions
568 40,166 2,430 38,292 22,185 3,310 26,768 6,660 3,788 298 1,472 0 6,926 2,369
Changes from: August 20, 2013 Total Change is: -570
-221 263 0 856 -362 -111 -665 -443 32 0 -227 0 -461 278
Percent of Open Interest Represented by Each Category of Trader
0.7 48.8 2.9 46.5 26.9 4.0 32.5 8.1 4.6 0.4 1.8 0.0 8.4 2.9
Number of Traders in Each Category Total Traders: 82
. 12 . 30 17 11 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 237,497
Positions
19,667 96,784 4,664 103,631 38,161 31,053 39,905 31,130 10,366 12,021 13,377 511 15,679 11,451
Changes from: August 20, 2013 Total Change is: 13,421
923 -10,099 1,158 779 4,377 912 864 2,269 8,005 -224 2,706 -6 1,010 4,099
Percent of Open Interest Represented by Each Category of Trader
8.3 40.8 2.0 43.6 16.1 13.1 16.8 13.1 4.4 5.1 5.6 0.2 6.6 4.8
Number of Traders in Each Category Total Traders: 169
14 23 4 42 23 21 19 26 13 16 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 686,657
Positions
2,384 80,082 20,493 273,371 82,022 88,729 59,208 109,624 63,288 37,774 45,858 5,932 135,478 190,629
Changes from: August 20, 2013 Total Change is: 60,740
-8,835 -2,769 11,239 -4,373 -3,387 328 -22,228 9,447 52,057 23,606 -463 3,943 5,003 -9,655
Percent of Open Interest Represented by Each Category of Trader
0.3 11.7 3.0 39.8 11.9 12.9 8.6 16.0 9.2 5.5 6.7 0.9 19.7 27.8
Number of Traders in Each Category Total Traders: 146
. 18 7 37 27 33 15 30 23 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 400,368
Positions
2,032 102,673 6,772 243,340 16,856 36,086 16,222 140,542 10,860 8,415 9,203 0 76,641 77,376
Changes from: August 20, 2013 Total Change is: 11,712
-1,544 -14,384 5,959 -520 -5,703 -1,561 2,263 13,826 9,707 -3,564 2,636 0 972 1,232
Percent of Open Interest Represented by Each Category of Trader
0.5 25.6 1.7 60.8 4.2 9.0 4.1 35.1 2.7 2.1 2.3 0.0 19.1 19.3
Number of Traders in Each Category Total Traders: 66
. 10 5 29 7 14 . 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 891,667
Positions
99,459 69,977 23,169 218,686 319,442 62,505 202,183 132,015 83,590 67,738 49,774 28,483 105,854 122,712
Changes from: August 20, 2013 Total Change is: 10,681
-12,962 -11,952 13,738 -9,777 -8,362 -5,262 -29,168 -45,277 58,084 -5,495 -5,696 -3,298 4,821 18,706
Percent of Open Interest Represented by Each Category of Trader
11.2 7.8 2.6 24.5 35.8 7.0 22.7 14.8 9.4 7.6 5.6 3.2 11.9 13.8
Number of Traders in Each Category Total Traders: 198
15 21 14 33 32 30 31 32 28 15 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 39,840
Positions
17,290 11,931 8,294 1,175 0 0 3,404 9,838 9,177 3 25 418 79 157
Changes from: August 20, 2013 Total Change is: 642
-59 405 106 405 0 0 -278 -351 492 3 -14 -22 -5 26
Percent of Open Interest Represented by Each Category of Trader
43.4 29.9 20.8 2.9 0.0 0.0 8.5 24.7 23.0 0.0 0.1 1.0 0.2 0.4
Number of Traders in Each Category Total Traders: 38
10 7 8 . 0 0 8 10 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 2,261,608
Positions
157,585 152,629 122,666 612,029 827,991 231,916 702,605 238,000 77,712 67,863 126,997 30,613 258,619 453,084
Changes from: August 20, 2013 Total Change is: -46,099
-8,732 -3,031 53,330 73,695 -111,741 -28,183 -142,222 38,029 -13,324 -13,874 -3,133 2,332 30,879 19,622
Percent of Open Interest Represented by Each Category of Trader
7.0 6.7 5.4 27.1 36.6 10.3 31.1 10.5 3.4 3.0 5.6 1.4 11.4 20.0
Number of Traders in Each Category Total Traders: 290
26 33 29 19 68 56 40 62 52 14 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 1,650,868
Positions
248,812 89,663 63,652 376,814 445,976 175,382 422,753 292,314 77,076 81,758 152,678 15,330 189,291 338,797
Changes from: August 20, 2013 Total Change is: -29,640
-4,878 14,164 1,856 -73,482 -33,880 13,451 -100 -45,146 14,198 4,630 -9,506 -4,026 18,711 19,249
Percent of Open Interest Represented by Each Category of Trader
15.1 5.4 3.9 22.8 27.0 10.6 25.6 17.7 4.7 5.0 9.2 0.9 11.5 20.5
Number of Traders in Each Category Total Traders: 208
17 16 15 31 43 36 34 42 37 6 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 303,473
Positions
67,388 88,171 107,790 1,004 0 2,043 49,326 16,792 36,665 2,510 5,017 11,867 24,880 35,128
Changes from: August 20, 2013 Total Change is: 12,726
-1,117 10,906 7,159 0 0 0 10,081 578 1,962 2,505 0 1,037 -8,901 -8,916
Percent of Open Interest Represented by Each Category of Trader
22.2 29.1 35.5 0.3 0.0 0.7 16.3 5.5 12.1 0.8 1.7 3.9 8.2 11.6
Number of Traders in Each Category Total Traders: 68
15 19 23 . 0 . 17 7 17 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 9,513,056
Positions
1,973,329 2,214,155 1,756,523 1,106,143 817,723 267,117 961,536 676,428 2,032,660 364,468 314,615 273,990 777,290 1,159,845
Changes from: August 20, 2013 Total Change is: 180,503
-64,043 -4,907 56,255 5,385 -46,321 26,767 29,587 -32,425 150,828 -7,846 -8,197 -5,298 -11,132 43,801
Percent of Open Interest Represented by Each Category of Trader
20.7 23.3 18.5 11.6 8.6 2.8 10.1 7.1 21.4 3.8 3.3 2.9 8.2 12.2
Number of Traders in Each Category Total Traders: 242
28 44 69 13 10 15 56 43 88 20 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 38,898
Positions
35,144 920 421 0 14,298 27 3,260 15,114 16 0 8,088 0 30 14
Changes from: August 20, 2013 Total Change is: 373
-478 -102 -279 0 921 0 1,130 809 0 0 -916 0 0 -60
Percent of Open Interest Represented by Each Category of Trader
90.3 2.4 1.1 0.0 36.8 0.1 8.4 38.9 0.0 0.0 20.8 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 36
7 . . 0 9 . . 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 20,303
Positions
19,762 578 356 0 6,534 0 166 4,167 0 0 8,609 0 19 59
Changes from: August 20, 2013 Total Change is: 247
309 -202 356 0 -73 0 0 215 -88 -308 25 0 -22 14
Percent of Open Interest Represented by Each Category of Trader
97.3 2.8 1.8 0.0 32.2 0.0 0.8 20.5 0.0 0.0 42.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 25
. 4 . 0 6 0 . 6 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 73,930
Positions
12,173 28,783 842 5,149 3,779 325 26,361 34,428 1,998 18,550 1,231 197 8,335 2,347
Changes from: August 20, 2013 Total Change is: -1,294
-6 0 30 -2 145 0 -564 -1,514 199 -902 -25 11 -60 -140
Percent of Open Interest Represented by Each Category of Trader
16.5 38.9 1.1 7.0 5.1 0.4 35.7 46.6 2.7 25.1 1.7 0.3 11.3 3.2
Number of Traders in Each Category Total Traders: 152
7 . . 8 5 . 28 24 10 71 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 382,955
Positions
139,338 5,901 33,758 49,103 22,549 9,631 32,262 190,330 50,613 9,116 8,559 36,177 22,957 25,437
Changes from: August 20, 2013 Total Change is: -61,677
-10,793 -769 -17,477 -2,007 -2,263 -1,700 -15,977 -24,230 1,157 2,578 533 -15,521 -1,937 -1,407
Percent of Open Interest Represented by Each Category of Trader
36.4 1.5 8.8 12.8 5.9 2.5 8.4 49.7 13.2 2.4 2.2 9.4 6.0 6.6
Number of Traders in Each Category Total Traders: 164
21 8 21 5 14 10 33 41 42 18 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 6,752
Positions
1,410 588 0 1,800 264 123 2,610 4,940 782 0 0 0 27 55
Changes from: August 20, 2013 Total Change is: 301
5 -65 0 202 112 -402 699 636 0 -202 0 0 -1 20
Percent of Open Interest Represented by Each Category of Trader
20.9 8.7 0.0 26.7 3.9 1.8 38.7 73.2 11.6 0.0 0.0 0.0 0.4 0.8
Number of Traders in Each Category Total Traders: 20
. . 0 6 . . 5 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 10,045
Positions
1,150 7,299 91 6,468 0 0 1,414 2,256 38 0 0 0 884 361
Changes from: August 20, 2013 Total Change is: 183
0 0 -42 59 0 0 105 227 0 0 0 0 61 -2
Percent of Open Interest Represented by Each Category of Trader
11.4 72.7 0.9 64.4 0.0 0.0 14.1 22.5 0.4 0.0 0.0 0.0 8.8 3.6
Number of Traders in Each Category Total Traders: 22
. . . 10 0 0 6 . . 0 0 0
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Updated August 30, 2013