Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 159,489
Positions
25,204 74,716 7,590 18,905 18,839 2,200 46,768 16,980 8,300 13,076 958 1,205 36,242 28,701
Changes from: January 22, 2013 Total Change is: 7,863
18,821 -19,886 3,812 -1,367 -456 738 -11,424 9,462 4,279 4,571 -536 647 -12,215 9,803
Percent of Open Interest Represented by Each Category of Trader
15.8 46.8 4.8 11.9 11.8 1.4 29.3 10.6 5.2 8.2 0.6 0.8 22.7 18.0
Number of Traders in Each Category Total Traders: 97
9 10 8 7 4 4 30 16 18 17 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 40,490
Positions
9,616 18,163 1,029 1,003 1,990 362 12,039 5,241 1,318 0 590 0 15,122 11,797
Changes from: January 22, 2013 Total Change is: -723
3,442 -87 15 -9 -26 11 -2,615 -1,124 454 0 -82 0 -2,022 115
Percent of Open Interest Represented by Each Category of Trader
23.7 44.9 2.5 2.5 4.9 0.9 29.7 12.9 3.3 0.0 1.5 0.0 37.3 29.1
Number of Traders in Each Category Total Traders: 34
7 7 4 . . . 9 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 183,182
Positions
48,079 31,259 5,559 22,401 29,846 3,560 62,134 39,985 11,981 4,436 26,762 1,373 23,660 32,857
Changes from: January 22, 2013 Total Change is: 8,178
21,166 -4,441 1,626 256 139 517 -11,307 2,010 2,785 494 -2,987 621 -7,980 7,908
Percent of Open Interest Represented by Each Category of Trader
26.2 17.1 3.0 12.2 16.3 1.9 33.9 21.8 6.5 2.4 14.6 0.7 12.9 17.9
Number of Traders in Each Category Total Traders: 100
11 8 6 6 15 6 22 25 16 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 285,479
Positions
83,716 12,391 18,304 51,380 6,808 7,781 27,044 108,915 34,712 30,945 15,645 7,958 23,640 72,965
Changes from: January 22, 2013 Total Change is: 30,381
10,452 1,901 2,727 1,745 193 943 3,425 9,444 6,194 4,956 4,717 -405 343 4,668
Percent of Open Interest Represented by Each Category of Trader
29.3 4.3 6.4 18.0 2.4 2.7 9.5 38.2 12.2 10.8 5.5 2.8 8.3 25.6
Number of Traders in Each Category Total Traders: 142
8 12 6 8 7 5 19 56 25 10 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 294,272
Positions
31,366 76,446 11,102 49,197 30,727 5,912 73,487 56,508 34,994 20,351 12,186 4,509 63,354 61,889
Changes from: January 22, 2013 Total Change is: 33,455
6,204 13,071 1,158 4,639 -1,186 78 7,116 6,046 8,136 1,557 372 253 4,315 5,529
Percent of Open Interest Represented by Each Category of Trader
10.7 26.0 3.8 16.7 10.4 2.0 25.0 19.2 11.9 6.9 4.1 1.5 21.5 21.0
Number of Traders in Each Category Total Traders: 197
16 19 14 21 16 18 38 37 30 21 29 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 196,524
Positions
16,476 78,686 5,476 2,911 42,942 1,967 120,468 36,109 6,717 4,607 3,769 1,030 36,873 19,829
Changes from: January 22, 2013 Total Change is: -24,230
1,783 -15,030 1,189 26 506 94 -20,357 -6,140 439 860 -2,088 105 -8,370 -3,306
Percent of Open Interest Represented by Each Category of Trader
8.4 40.0 2.8 1.5 21.9 1.0 61.3 18.4 3.4 2.3 1.9 0.5 18.8 10.1
Number of Traders in Each Category Total Traders: 109
9 11 6 . 9 4 37 24 16 8 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 75,054
Positions
36,457 49,109 17,436 2,683 0 0 7,250 971 4,416 3,081 0 2,855 876 267
Changes from: January 22, 2013 Total Change is: -269
0 -317 0 -466 0 0 -68 72 -62 19 0 0 308 38
Percent of Open Interest Represented by Each Category of Trader
48.6 65.4 23.2 3.6 0.0 0.0 9.7 1.3 5.9 4.1 0.0 3.8 1.2 0.4
Number of Traders in Each Category Total Traders: 28
5 14 10 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 187,099
Positions
12,115 114,890 546 11,681 913 0 139,647 54,940 561 12,136 13,653 187 10,226 1,409
Changes from: January 22, 2013 Total Change is: -2,868
279 753 546 803 -2 0 -4,092 -1,952 -102 485 -1,055 -361 -426 -695
Percent of Open Interest Represented by Each Category of Trader
6.5 61.4 0.3 6.2 0.5 0.0 74.6 29.4 0.3 6.5 7.3 0.1 5.5 0.8
Number of Traders in Each Category Total Traders: 148
7 13 . 11 . 0 74 13 4 24 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 38,984
Positions
9,703 25,756 458 6,231 100 370 8,123 2,339 176 12,179 8,387 1,042 702 356
Changes from: January 22, 2013 Total Change is: 3,200
1,239 1,850 -55 117 100 370 1,508 166 -72 -989 0 1,004 78 -163
Percent of Open Interest Represented by Each Category of Trader
24.9 66.1 1.2 16.0 0.3 0.9 20.8 6.0 0.5 31.2 21.5 2.7 1.8 0.9
Number of Traders in Each Category Total Traders: 34
4 6 . . . . 8 5 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 35,481
Positions
3,349 23,323 265 708 0 0 25,050 6,061 573 729 3,709 0 4,807 1,550
Changes from: January 22, 2013 Total Change is: -1,699
353 -2,068 265 -123 0 0 -1,982 153 210 40 58 0 -462 -317
Percent of Open Interest Represented by Each Category of Trader
9.4 65.7 0.7 2.0 0.0 0.0 70.6 17.1 1.6 2.1 10.5 0.0 13.5 4.4
Number of Traders in Each Category Total Traders: 64
5 9 . 4 0 0 28 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 59,278
Positions
15,486 33,992 259 6,279 93 292 23,571 14,291 637 2,379 1,552 597 9,779 7,566
Changes from: January 22, 2013 Total Change is: 3,031
-318 -800 60 177 67 -28 1,343 2,173 309 -71 631 114 1,445 505
Percent of Open Interest Represented by Each Category of Trader
26.1 57.3 0.4 10.6 0.2 0.5 39.8 24.1 1.1 4.0 2.6 1.0 16.5 12.8
Number of Traders in Each Category Total Traders: 106
21 18 6 7 . . 28 19 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 118,557
Positions
30,971 67,983 517 12,558 185 584 47,142 28,582 1,274 4,757 3,104 1,194 19,559 15,132
Changes from: January 22, 2013 Total Change is: 6,062
-636 -1,601 120 354 134 -56 2,686 4,346 618 -142 1,261 228 2,889 1,011
Percent of Open Interest Represented by Each Category of Trader
26.1 57.3 0.4 10.6 0.2 0.5 39.8 24.1 1.1 4.0 2.6 1.0 16.5 12.8
Number of Traders in Each Category Total Traders: 106
21 18 6 7 . . 28 19 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 974,310
Positions
88,954 252,724 33,759 373,725 128,414 56,911 94,625 189,994 146,778 37,639 37,612 28,529 113,391 99,588
Changes from: January 22, 2013 Total Change is: 55,199
17,935 25,938 4,820 11,948 518 534 6,033 2,485 17,827 1,028 1,932 5,015 -9,941 -3,869
Percent of Open Interest Represented by Each Category of Trader
9.1 25.9 3.5 38.4 13.2 5.8 9.7 19.5 15.1 3.9 3.9 2.9 11.6 10.2
Number of Traders in Each Category Total Traders: 601
39 44 34 121 48 65 100 123 109 59 67 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 277,044
Positions
41,212 97,356 7,114 69,935 27,890 8,956 14,229 24,074 48,122 11,032 11,349 10,968 65,476 41,215
Changes from: January 22, 2013 Total Change is: 25,324
18,985 16,889 514 -595 551 443 1,545 -8,919 13,765 465 331 908 -10,707 841
Percent of Open Interest Represented by Each Category of Trader
14.9 35.1 2.6 25.2 10.1 3.2 5.1 8.7 17.4 4.0 4.1 4.0 23.6 14.9
Number of Traders in Each Category Total Traders: 117
9 14 6 22 9 12 22 20 38 10 11 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 3,486,327
Positions
311,819 849,952 60,114 1,544,360 528,034 214,360 481,991 909,609 413,273 154,949 153,233 65,888 239,573 291,864
Changes from: January 22, 2013 Total Change is: 149,379
6,077 56,572 10,204 59,906 -2,971 3,261 -29,044 5,530 71,798 8,973 14,161 14,376 3,828 -23,552
Percent of Open Interest Represented by Each Category of Trader
8.9 24.4 1.7 44.3 15.1 6.1 13.8 26.1 11.9 4.4 4.4 1.9 6.9 8.4
Number of Traders in Each Category Total Traders: 558
39 43 28 109 43 57 97 117 98 51 59 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 122,398
Positions
3,918 54,489 47 65,243 50,212 2,558 38,256 9,122 143 989 2,296 0 11,244 3,531
Changes from: January 22, 2013 Total Change is: 3,996
544 4,297 34 3,101 -2,071 -350 1,319 1,480 141 -120 -20 0 -673 485
Percent of Open Interest Represented by Each Category of Trader
3.2 44.5 0.0 53.3 41.0 2.1 31.3 7.5 0.1 0.8 1.9 0.0 9.2 2.9
Number of Traders in Each Category Total Traders: 105
6 15 . 40 14 9 17 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 67,692
Positions
2,807 40,082 474 29,084 5,844 1,550 23,848 11,718 1,000 2,215 2,581 960 5,754 3,483
Changes from: January 22, 2013 Total Change is: 3,028
540 2,646 -17 1,539 -361 131 1,155 -37 288 -282 387 69 -396 -79
Percent of Open Interest Represented by Each Category of Trader
4.1 59.2 0.7 43.0 8.6 2.3 35.2 17.3 1.5 3.3 3.8 1.4 8.5 5.1
Number of Traders in Each Category Total Traders: 219
19 27 4 35 18 12 55 32 17 24 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 338,458
Positions
14,033 200,409 2,370 145,418 29,221 7,748 119,242 58,592 4,999 11,074 12,905 4,802 28,772 17,413
Changes from: January 22, 2013 Total Change is: 15,138
2,699 13,230 -86 7,695 -1,804 657 5,775 -185 1,439 -1,409 1,935 346 -1,979 -394
Percent of Open Interest Represented by Each Category of Trader
4.1 59.2 0.7 43.0 8.6 2.3 35.2 17.3 1.5 3.3 3.8 1.4 8.5 5.1
Number of Traders in Each Category Total Traders: 219
19 27 4 35 18 12 55 32 17 24 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 370,435
Positions
60,698 62,923 11,819 153,940 175,617 22,503 95,142 68,809 1,889 3,463 13,679 527 20,454 12,668
Changes from: January 22, 2013 Total Change is: 4,703
-8,138 16,435 345 5,806 -9,467 26 8,201 -3,873 -688 -6 332 3 -845 1,590
Percent of Open Interest Represented by Each Category of Trader
16.4 17.0 3.2 41.6 47.4 6.1 25.7 18.6 0.5 0.9 3.7 0.1 5.5 3.4
Number of Traders in Each Category Total Traders: 256
20 16 . 56 37 24 59 43 15 7 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 62,857
Positions
2,656 12,833 1,024 22,567 229 39 18,516 21,321 27 6,217 1,287 3 11,808 26,094
Changes from: January 22, 2013 Total Change is: 1,572
-169 831 0 -31 229 0 1,403 1,454 27 1,087 6 0 -745 -975
Percent of Open Interest Represented by Each Category of Trader
4.2 20.4 1.6 35.9 0.4 0.1 29.5 33.9 0.0 9.9 2.0 0.0 18.8 41.5
Number of Traders in Each Category Total Traders: 58
. 6 . 13 . . 17 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 71,259
Positions
20,422 13,783 3,319 7,467 3,683 10 26,382 7,802 2,188 3,280 602 0 8,191 39,872
Changes from: January 22, 2013 Total Change is: -4,585
-5,636 1,778 -918 -487 262 10 1,415 876 797 -493 402 0 727 -7,792
Percent of Open Interest Represented by Each Category of Trader
28.7 19.3 4.7 10.5 5.2 0.0 37.0 10.9 3.1 4.6 0.8 0.0 11.5 56.0
Number of Traders in Each Category Total Traders: 83
19 13 6 7 . . 22 12 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 89,369
Positions
14,151 46,847 84 55,251 18,198 5,720 8,916 15,414 150 222 355 0 4,875 2,601
Changes from: January 22, 2013 Total Change is: 4,436
-1,999 2,422 -3 6,667 -934 123 86 2,535 -64 0 355 0 -374 2
Percent of Open Interest Represented by Each Category of Trader
15.8 52.4 0.1 61.8 20.4 6.4 10.0 17.2 0.2 0.2 0.4 0.0 5.5 2.9
Number of Traders in Each Category Total Traders: 77
. 7 . 26 19 11 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 170,875
Positions
13,930 87,598 2,256 95,841 13,437 8,206 26,335 50,446 732 6,971 3,545 1,009 15,595 3,646
Changes from: January 22, 2013 Total Change is: 2,087
-682 5,219 30 3,930 319 391 -790 -3,323 0 -540 -260 -73 -179 -216
Percent of Open Interest Represented by Each Category of Trader
8.2 51.3 1.3 56.1 7.9 4.8 15.4 29.5 0.4 4.1 2.1 0.6 9.1 2.1
Number of Traders in Each Category Total Traders: 133
16 16 4 40 12 15 28 7 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 655,720
Positions
17,407 43,069 22,628 240,140 159,661 71,884 74,443 87,988 47,511 20,131 32,403 2,256 159,321 188,321
Changes from: January 22, 2013 Total Change is: 18,984
11,546 -12,361 -3,146 6,519 -5,976 -6,788 4,278 38,339 -2,561 824 1,173 267 8,044 10,037
Percent of Open Interest Represented by Each Category of Trader
2.7 6.6 3.5 36.6 24.3 11.0 11.4 13.4 7.2 3.1 4.9 0.3 24.3 28.7
Number of Traders in Each Category Total Traders: 155
9 12 13 37 31 40 24 27 31 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 365,897
Positions
0 137,125 6 245,799 38,417 37,286 1,683 68,867 170 12,079 17,533 0 68,874 66,492
Changes from: January 22, 2013 Total Change is: 7,870
0 6,482 -14 9,295 -2,467 -1,387 -267 -5,081 -17 2,172 1,782 0 -1,912 8,571
Percent of Open Interest Represented by Each Category of Trader
0.0 37.5 0.0 67.2 10.5 10.2 0.5 18.8 0.0 3.3 4.8 0.0 18.8 18.2
Number of Traders in Each Category Total Traders: 64
0 12 . 28 9 17 . 6 . 4 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013
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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 1,017,673
Positions
88,130 107,774 29,350 221,597 151,312 71,941 210,835 437,009 74,637 197,967 41,070 13,039 110,178 91,542
Changes from: January 22, 2013 Total Change is: -33,211
8,818 -37,595 -729 -57,169 14,255 17,124 -4,800 -44,342 -2,025 20,336 2,288 539 -15,307 17,274
Percent of Open Interest Represented by Each Category of Trader
8.7 10.6 2.9 21.8 14.9 7.1 20.7 42.9 7.3 19.5 4.0 1.3 10.8 9.0
Number of Traders in Each Category Total Traders: 226
18 24 18 39 25 32 34 41 34 26 19 11
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013
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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 46,096
Positions
21,256 12,750 8,721 490 0 365 10,317 19,057 3,958 1 0 198 790 1,047
Changes from: January 22, 2013 Total Change is: -2,196
-1,536 1,741 1,311 0 0 0 -3,163 -6,756 942 1 -25 67 182 524
Percent of Open Interest Represented by Each Category of Trader
46.1 27.7 18.9 1.1 0.0 0.8 22.4 41.3 8.6 0.0 0.0 0.4 1.7 2.3
Number of Traders in Each Category Total Traders: 40
10 6 11 . 0 . 7 15 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 2,511,697
Positions
215,933 214,103 241,184 422,119 780,226 210,489 705,294 191,503 312,234 81,846 103,210 55,733 266,865 403,014
Changes from: January 22, 2013 Total Change is: 185,805
55,371 17,583 25,014 44,631 8,786 1,504 -22,446 36,401 59,225 4,499 2,830 20,193 -2,188 14,268
Percent of Open Interest Represented by Each Category of Trader
8.6 8.5 9.6 16.8 31.1 8.4 28.1 7.6 12.4 3.3 4.1 2.2 10.6 16.0
Number of Traders in Each Category Total Traders: 308
20 47 48 22 65 55 61 54 81 15 24 17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013
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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 1,764,755
Positions
283,460 126,747 102,411 494,893 511,539 139,002 267,139 313,936 163,811 90,338 94,417 18,788 204,914 294,104
Changes from: January 22, 2013 Total Change is: 33,373
-15,346 -18,350 44,932 23,314 34,969 -9,861 31,227 -30,827 -9,400 -8,414 -14,002 1,044 -24,121 34,869
Percent of Open Interest Represented by Each Category of Trader
16.1 7.2 5.8 28.0 29.0 7.9 15.1 17.8 9.3 5.1 5.4 1.1 11.6 16.7
Number of Traders in Each Category Total Traders: 207
17 25 28 30 38 36 32 45 44 9 11 6
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013
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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 372,012
Positions
158,354 154,900 98,504 772 2,982 3,561 36,381 12,926 48,745 2,687 12,001 7,515 15,494 30,879
Changes from: January 22, 2013 Total Change is: -7,489
-2,569 436 929 772 24 14 580 -885 -820 -35 1,035 -2,147 -4,214 -6,075
Percent of Open Interest Represented by Each Category of Trader
42.6 41.6 26.5 0.2 0.8 1.0 9.8 3.5 13.1 0.7 3.2 2.0 4.2 8.3
Number of Traders in Each Category Total Traders: 83
19 25 31 . . . 17 11 23 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 is11,754,365
Positions
1,645,699 2,377,550 2,652,810 863,074 413,892 255,438 884,402 399,280 3,791,718 190,479 202,231 581,520 889,226 1,079,927
Changes from: January 22, 2013 Total Change is: 409,681
172,400 -207,011 139,043 -65,333 74,473 44,390 -66,630 28,047 242,116 -17,853 41,749 16,503 -54,954 30,371
Percent of Open Interest Represented by Each Category of Trader
14.0 20.2 22.6 7.3 3.5 2.2 7.5 3.4 32.3 1.6 1.7 4.9 7.6 9.2
Number of Traders in Each Category Total Traders: 243
31 47 76 9 11 18 57 43 88 13 17 29
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2013
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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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,600
Positions
7,846 336 0 41 943 2 1,413 7,163 0 210 1,036 0 88 120
Changes from: January 22, 2013 Total Change is: 774
-284 215 0 -2 -59 1 1,079 571 0 -20 0 0 0 46
Percent of Open Interest Represented by Each Category of Trader
81.7 3.5 0.0 0.4 9.8 0.0 14.7 74.6 0.0 2.2 10.8 0.0 0.9 1.3
Number of Traders in Each Category Total Traders: 23
. . 0 . . . 4 6 0 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 6,562
Positions
6,144 1,568 0 0 808 43 238 3,812 0 0 289 0 137 42
Changes from: January 22, 2013 Total Change is: -470
-452 -50 0 0 -40 0 38 -409 0 0 28 0 -56 1
Percent of Open Interest Represented by Each Category of Trader
93.6 23.9 0.0 0.0 12.3 0.7 3.6 58.1 0.0 0.0 4.4 0.0 2.1 0.6
Number of Traders in Each Category Total Traders: 23
4 . 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 44,446
Positions
7,331 15,587 2,061 1,026 4,599 372 18,616 16,048 1,296 9,871 1,264 16 3,857 3,203
Changes from: January 22, 2013 Total Change is: 913
-1,205 129 -83 -34 494 -13 2,006 -1,869 -49 -719 470 -1 1,009 1,834
Percent of Open Interest Represented by Each Category of Trader
16.5 35.1 4.6 2.3 10.3 0.8 41.9 36.1 2.9 22.2 2.8 0.0 8.7 7.2
Number of Traders in Each Category Total Traders: 105
. . . 5 6 . 20 34 8 26 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 424,170
Positions
111,562 21,008 54,541 38,659 15,895 14,679 60,416 173,412 41,319 10,423 13,411 61,820 30,751 28,085
Changes from: January 22, 2013 Total Change is: -1,180
4,709 2,946 725 -4,601 -2,002 902 -7,253 -2,612 5,789 748 831 -1,527 -672 -6,232
Percent of Open Interest Represented by Each Category of Trader
26.3 5.0 12.9 9.1 3.7 3.5 14.2 40.9 9.7 2.5 3.2 14.6 7.2 6.6
Number of Traders in Each Category Total Traders: 188
20 10 22 8 9 10 47 41 49 23 16 26
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Updated February 1, 2013