Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 156,451 Positions 33,181 73,014 7,303 18,267 19,190 1,820 38,224 15,256 8,900 13,260 1,111 746 34,748 29,110 Changes from: January 29, 2013 Total Change is: -3,038 7,978 -1,702 -287 -638 350 -379 -8,544 -1,724 600 185 153 -459 -1,494 409 Percent of Open Interest Represented by Each Category of Trader 21.2 46.7 4.7 11.7 12.3 1.2 24.4 9.8 5.7 8.5 0.7 0.5 22.2 18.6 Number of Traders in Each Category Total Traders: 92 9 8 8 7 4 4 22 22 18 17 . 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 46,405 Positions 4,575 22,983 1,124 919 2,385 374 13,309 7,653 1,697 0 904 48 24,360 9,237 Changes from: January 29, 2013 Total Change is: 5,915 -5,041 4,820 95 -84 395 12 1,269 2,413 379 0 314 48 9,238 -2,560 Percent of Open Interest Represented by Each Category of Trader 9.9 49.5 2.4 2.0 5.1 0.8 28.7 16.5 3.7 0.0 1.9 0.1 52.5 19.9 Number of Traders in Each Category Total Traders: 43 6 9 4 . 4 . 15 7 4 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 186,207 Positions 61,191 27,027 7,381 22,452 28,529 4,139 49,840 41,303 14,679 4,138 25,027 814 21,571 37,307 Changes from: January 29, 2013 Total Change is: 3,024 13,113 -4,232 1,821 51 -1,317 580 -12,293 1,318 2,699 -297 -1,735 -559 -2,090 4,450 Percent of Open Interest Represented by Each Category of Trader 32.9 14.5 4.0 12.1 15.3 2.2 26.8 22.2 7.9 2.2 13.4 0.4 11.6 20.0 Number of Traders in Each Category Total Traders: 101 12 10 6 7 12 6 22 24 18 8 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 301,625 Positions 95,404 15,733 20,809 31,432 7,367 8,551 27,372 103,660 45,849 31,367 16,252 12,654 28,186 70,750 Changes from: January 29, 2013 Total Change is: 16,146 11,688 3,341 2,505 -19,948 559 771 329 -5,255 11,137 422 606 4,696 4,546 -2,215 Percent of Open Interest Represented by Each Category of Trader 31.6 5.2 6.9 10.4 2.4 2.8 9.1 34.4 15.2 10.4 5.4 4.2 9.3 23.5 Number of Traders in Each Category Total Traders: 148 9 14 7 9 8 5 25 47 28 11 25 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 325,352 Positions 34,219 91,231 16,081 52,004 29,906 7,540 77,135 49,107 44,400 20,575 12,605 7,528 65,871 66,954 Changes from: January 29, 2013 Total Change is: 31,080 2,853 14,785 4,979 2,807 -821 1,628 3,647 -7,401 9,406 224 419 3,019 2,517 5,066 Percent of Open Interest Represented by Each Category of Trader 10.5 28.0 4.9 16.0 9.2 2.3 23.7 15.1 13.6 6.3 3.9 2.3 20.2 20.6 Number of Traders in Each Category Total Traders: 205 18 18 16 22 18 21 36 40 31 20 33 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 194,626 Positions 16,474 73,390 6,203 3,037 43,036 1,872 116,669 38,128 7,099 5,159 3,876 1,024 37,089 19,998 Changes from: January 29, 2013 Total Change is: -1,898 -2 -5,296 727 127 94 -95 -3,799 2,019 382 551 107 -6 216 170 Percent of Open Interest Represented by Each Category of Trader 8.5 37.7 3.2 1.6 22.1 1.0 59.9 19.6 3.6 2.7 2.0 0.5 19.1 10.3 Number of Traders in Each Category Total Traders: 113 10 10 6 . 9 4 36 25 16 10 10 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 75,162 Positions 36,457 48,746 17,436 2,247 0 0 7,694 1,331 4,416 3,219 0 2,860 833 373 Changes from: January 29, 2013 Total Change is: 108 0 -363 0 -436 0 0 444 360 0 138 0 5 -43 106 Percent of Open Interest Represented by Each Category of Trader 48.5 64.9 23.2 3.0 0.0 0.0 10.2 1.8 5.9 4.3 0.0 3.8 1.1 0.5 Number of Traders in Each Category Total Traders: 29 5 14 10 . 0 0 . . . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 181,153 Positions 11,547 115,327 7 11,691 1,093 0 135,011 55,250 352 11,486 6,771 206 10,854 2,147 Changes from: January 29, 2013 Total Change is: -5,946 -568 438 -540 10 180 0 -4,636 310 -209 -650 -6,882 19 628 738 Percent of Open Interest Represented by Each Category of Trader 6.4 63.7 0.0 6.5 0.6 0.0 74.5 30.5 0.2 6.3 3.7 0.1 6.0 1.2 Number of Traders in Each Category Total Traders: 138 5 14 . 9 . 0 68 15 . 21 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 36,636 Positions 8,919 22,587 274 6,863 116 0 6,696 1,249 79 9,421 8,387 3,514 870 430 Changes from: January 29, 2013 Total Change is: -2,348 -784 -3,169 -184 632 16 -370 -1,427 -1,090 -97 -2,758 0 2,472 168 74 Percent of Open Interest Represented by Each Category of Trader 24.3 61.7 0.7 18.7 0.3 0.0 18.3 3.4 0.2 25.7 22.9 9.6 2.4 1.2 Number of Traders in Each Category Total Traders: 29 4 5 . . . 0 9 . . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 37,061 Positions 3,190 25,098 3 766 0 0 24,701 4,682 1,408 740 3,678 0 6,253 2,192 Changes from: January 29, 2013 Total Change is: 1,580 -159 1,775 -262 58 0 0 -349 -1,379 835 11 -31 0 1,446 642 Percent of Open Interest Represented by Each Category of Trader 8.6 67.7 0.0 2.1 0.0 0.0 66.7 12.6 3.8 2.0 9.9 0.0 16.9 5.9 Number of Traders in Each Category Total Traders: 62 5 9 . 4 0 0 29 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 60,247 Positions 13,317 38,128 467 6,443 86 488 25,707 11,954 525 2,320 1,193 805 10,176 6,601 Changes from: January 29, 2013 Total Change is: 968 -2,169 4,136 208 164 -7 196 2,136 -2,337 -112 -59 -359 208 396 -965 Percent of Open Interest Represented by Each Category of Trader 22.1 63.3 0.8 10.7 0.1 0.8 42.7 19.8 0.9 3.9 2.0 1.3 16.9 11.0 Number of Traders in Each Category Total Traders: 109 19 19 6 7 . . 34 15 9 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 120,494 Positions 26,633 76,255 934 12,886 171 975 51,414 23,907 1,050 4,639 2,387 1,611 20,351 13,203 Changes from: January 29, 2013 Total Change is: 1,937 -4,338 8,272 416 328 -14 391 4,272 -4,675 -224 -118 -717 417 793 -1,929 Percent of Open Interest Represented by Each Category of Trader 22.1 63.3 0.8 10.7 0.1 0.8 42.7 19.8 0.9 3.9 2.0 1.3 16.9 11.0 Number of Traders in Each Category Total Traders: 109 19 19 6 7 . . 34 15 9 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 975,378 Positions 86,427 246,607 38,849 359,208 133,636 61,593 91,727 182,597 154,851 39,160 35,412 27,973 115,591 93,859 Changes from: January 29, 2013 Total Change is: 1,068 -2,527 -6,117 5,090 -14,517 5,222 4,682 -2,898 -7,397 8,073 1,521 -2,200 -556 2,200 -5,729 Percent of Open Interest Represented by Each Category of Trader 8.9 25.3 4.0 36.8 13.7 6.3 9.4 18.7 15.9 4.0 3.6 2.9 11.9 9.6 Number of Traders in Each Category Total Traders: 597 41 37 35 116 49 64 103 123 121 59 69 56 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 275,496 Positions 43,094 91,409 8,443 66,148 27,853 9,906 12,703 28,501 48,431 11,231 11,654 11,022 64,518 38,276 Changes from: January 29, 2013 Total Change is: -1,548 1,882 -5,947 1,329 -3,787 -37 950 -1,525 4,427 310 198 306 53 -957 -2,939 Percent of Open Interest Represented by Each Category of Trader 15.6 33.2 3.1 24.0 10.1 3.6 4.6 10.3 17.6 4.1 4.2 4.0 23.4 13.9 Number of Traders in Each Category Total Traders: 120 10 14 6 21 9 12 21 24 41 10 11 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 3,499,407 Positions 306,111 865,437 62,584 1,493,404 557,020 230,331 496,481 871,845 430,734 161,034 140,175 63,367 255,361 277,915 Changes from: January 29, 2013 Total Change is: 13,080 -5,708 15,485 2,470 -50,956 28,986 15,971 14,490 -37,764 17,462 6,085 -13,058 -2,521 15,787 -13,950 Percent of Open Interest Represented by Each Category of Trader 8.7 24.7 1.8 42.7 15.9 6.6 14.2 24.9 12.3 4.6 4.0 1.8 7.3 7.9 Number of Traders in Each Category Total Traders: 556 41 36 31 106 43 56 98 119 110 52 61 45 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 121,109 Positions 4,033 55,051 0 64,671 48,967 2,672 36,574 9,513 2 1,716 2,296 0 11,442 2,609 Changes from: January 29, 2013 Total Change is: -1,289 115 562 -47 -572 -1,245 114 -1,682 390 -141 727 0 0 197 -922 Percent of Open Interest Represented by Each Category of Trader 3.3 45.5 0.0 53.4 40.4 2.2 30.2 7.9 0.0 1.4 1.9 0.0 9.4 2.2 Number of Traders in Each Category Total Traders: 104 6 14 0 40 13 10 17 8 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 68,986 Positions 2,304 40,582 491 31,294 5,713 886 24,816 11,767 750 2,049 2,835 1,040 5,356 4,922 Changes from: January 29, 2013 Total Change is: 1,294 -503 500 17 2,210 -131 -664 968 48 -250 -165 254 80 -399 1,439 Percent of Open Interest Represented by Each Category of Trader 3.3 58.8 0.7 45.4 8.3 1.3 36.0 17.1 1.1 3.0 4.1 1.5 7.8 7.1 Number of Traders in Each Category Total Traders: 223 16 26 4 34 19 11 61 36 14 20 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 344,928 Positions 11,520 202,910 2,455 156,468 28,565 4,428 124,079 58,833 3,751 10,247 14,175 5,202 26,778 24,609 Changes from: January 29, 2013 Total Change is: 6,470 -2,513 2,501 85 11,050 -656 -3,320 4,838 241 -1,248 -827 1,270 400 -1,995 7,197 Percent of Open Interest Represented by Each Category of Trader 3.3 58.8 0.7 45.4 8.3 1.3 36.0 17.1 1.1 3.0 4.1 1.5 7.8 7.1 Number of Traders in Each Category Total Traders: 223 16 26 4 34 19 11 61 36 14 20 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 363,716 Positions 61,949 62,925 10,821 147,127 162,135 23,186 89,174 76,153 2,254 4,815 13,483 626 23,764 12,133 Changes from: January 29, 2013 Total Change is: -6,719 1,251 1 -998 -6,813 -13,482 683 -5,968 7,344 365 1,352 -196 100 3,310 -535 Percent of Open Interest Represented by Each Category of Trader 17.0 17.3 3.0 40.5 44.6 6.4 24.5 20.9 0.6 1.3 3.7 0.2 6.5 3.3 Number of Traders in Each Category Total Traders: 250 20 14 . 55 36 23 56 42 15 11 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 64,170 Positions 4,168 12,675 1,115 22,641 229 0 17,024 21,218 20 7,453 1,235 3 11,746 27,675 Changes from: January 29, 2013 Total Change is: 1,313 1,512 -158 91 74 0 -39 -1,492 -103 -7 1,236 -52 0 -62 1,581 Percent of Open Interest Represented by Each Category of Trader 6.5 19.8 1.7 35.3 0.4 0.0 26.5 33.1 0.0 11.6 1.9 0.0 18.3 43.1 Number of Traders in Each Category Total Traders: 63 4 6 . 12 . 0 19 12 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 77,012 Positions 18,189 16,032 4,807 8,204 4,137 0 30,685 7,784 1,266 3,694 821 0 10,167 42,165 Changes from: January 29, 2013 Total Change is: 5,753 -2,233 2,249 1,488 737 454 -10 4,303 -18 -922 414 219 0 1,976 2,293 Percent of Open Interest Represented by Each Category of Trader 23.6 20.8 6.2 10.7 5.4 0.0 39.8 10.1 1.6 4.8 1.1 0.0 13.2 54.8 Number of Traders in Each Category Total Traders: 84 19 13 8 7 . 0 24 10 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 88,008 Positions 13,863 48,975 84 52,684 18,990 3,960 10,989 13,094 150 222 232 0 6,056 2,523 Changes from: January 29, 2013 Total Change is: -1,361 -288 2,128 0 -2,567 792 -1,760 2,073 -2,320 0 0 -123 0 1,181 -78 Percent of Open Interest Represented by Each Category of Trader 15.8 55.6 0.1 59.9 21.6 4.5 12.5 14.9 0.2 0.3 0.3 0.0 6.9 2.9 Number of Traders in Each Category Total Traders: 73 . 7 . 24 19 10 13 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 181,184 Positions 13,949 92,726 2,419 104,790 14,616 8,329 28,111 53,897 716 7,255 3,872 977 14,638 3,632 Changes from: January 29, 2013 Total Change is: 10,309 19 5,128 163 8,949 1,179 123 1,776 3,451 -16 284 327 -32 -957 -14 Percent of Open Interest Represented by Each Category of Trader 7.7 51.2 1.3 57.8 8.1 4.6 15.5 29.7 0.4 4.0 2.1 0.5 8.1 2.0 Number of Traders in Each Category Total Traders: 136 17 16 5 43 11 15 27 6 . 12 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 702,706 Positions 19,229 45,200 33,312 252,095 151,073 77,208 77,774 95,584 60,515 19,104 32,166 2,984 160,485 204,665 Changes from: January 29, 2013 Total Change is: 46,985 1,822 2,131 10,684 11,954 -8,588 5,324 3,331 7,595 13,004 -1,026 -237 728 1,165 16,344 Percent of Open Interest Represented by Each Category of Trader 2.7 6.4 4.7 35.9 21.5 11.0 11.1 13.6 8.6 2.7 4.6 0.4 22.8 29.1 Number of Traders in Each Category Total Traders: 157 8 15 14 37 27 41 23 32 36 8 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 372,811 Positions 0 142,045 106 249,799 39,105 41,126 0 69,940 147 9,726 17,398 0 71,907 62,944 Changes from: January 29, 2013 Total Change is: 6,914 0 4,920 100 4,000 688 3,840 -1,683 1,073 -23 -2,353 -135 0 3,033 -3,549 Percent of Open Interest Represented by Each Category of Trader 0.0 38.1 0.0 67.0 10.5 11.0 0.0 18.8 0.0 2.6 4.7 0.0 19.3 16.9 Number of Traders in Each Category Total Traders: 65 0 12 . 30 10 17 0 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,117,989 Positions 149,362 103,706 37,468 214,215 173,093 67,750 218,638 474,466 112,895 182,080 52,525 13,456 122,125 82,630 Changes from: January 29, 2013 Total Change is: 100,316 61,232 -4,068 8,118 -7,382 21,781 -4,191 7,803 37,456 38,259 -15,888 11,455 418 11,947 -8,911 Percent of Open Interest Represented by Each Category of Trader 13.4 9.3 3.4 19.2 15.5 6.1 19.6 42.4 10.1 16.3 4.7 1.2 10.9 7.4 Number of Traders in Each Category Total Traders: 221 16 23 17 35 26 30 34 43 39 22 22 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 41,798 Positions 18,326 12,816 5,645 465 0 10 11,679 17,501 3,954 0 4 169 1,550 1,699 Changes from: January 29, 2013 Total Change is: -4,298 -2,930 66 -3,076 -25 0 -355 1,362 -1,556 -4 -1 4 -29 760 652 Percent of Open Interest Represented by Each Category of Trader 43.8 30.7 13.5 1.1 0.0 0.0 27.9 41.9 9.5 0.0 0.0 0.4 3.7 4.1 Number of Traders in Each Category Total Traders: 41 7 10 9 . 0 . 10 12 10 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 2,608,243 Positions 242,288 232,442 273,110 442,734 782,329 222,010 690,189 212,603 312,357 96,385 103,258 50,694 278,476 419,440 Changes from: January 29, 2013 Total Change is: 96,546 26,356 18,339 31,926 20,615 2,103 11,522 -15,105 21,100 122 14,539 48 -5,038 11,611 16,425 Percent of Open Interest Represented by Each Category of Trader 9.3 8.9 10.5 17.0 30.0 8.5 26.5 8.2 12.0 3.7 4.0 1.9 10.7 16.1 Number of Traders in Each Category Total Traders: 316 19 45 52 21 70 58 63 59 83 15 24 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,867,810 Positions 303,228 146,590 146,313 468,438 506,471 142,788 270,016 328,500 199,582 103,563 88,993 22,181 211,701 286,391 Changes from: January 29, 2013 Total Change is: 103,055 19,767 19,842 43,902 -26,455 -5,068 3,786 2,877 14,564 35,772 13,225 -5,424 3,394 6,788 -7,712 Percent of Open Interest Represented by Each Category of Trader 16.2 7.8 7.8 25.1 27.1 7.6 14.5 17.6 10.7 5.5 4.8 1.2 11.3 15.3 Number of Traders in Each Category Total Traders: 212 16 31 34 30 39 36 38 36 45 12 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 327,452 Positions 124,985 123,037 96,168 772 2,788 3,639 31,640 10,599 42,261 1,100 10,675 7,340 19,546 30,944 Changes from: January 29, 2013 Total Change is: -44,560 -33,369 -31,863 -2,335 0 -194 78 -4,741 -2,327 -6,484 -1,587 -1,326 -175 4,052 66 Percent of Open Interest Represented by Each Category of Trader 38.2 37.6 29.4 0.2 0.9 1.1 9.7 3.2 12.9 0.3 3.3 2.2 6.0 9.5 Number of Traders in Each Category Total Traders: 75 14 26 30 . . . 13 10 20 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 is12,150,562 Positions 1,768,983 2,461,493 2,737,998 828,615 511,424 262,917 927,048 384,488 3,872,965 251,759 194,991 628,978 871,300 1,095,309 Changes from: January 29, 2013 Total Change is: 396,197 123,284 83,944 85,188 -34,459 97,532 7,478 42,646 -14,792 81,247 61,280 -7,240 47,458 -17,926 15,382 Percent of Open Interest Represented by Each Category of Trader 14.6 20.3 22.5 6.8 4.2 2.2 7.6 3.2 31.9 2.1 1.6 5.2 7.2 9.0 Number of Traders in Each Category Total Traders: 250 31 47 76 8 13 19 61 47 91 15 16 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 10,423 Positions 7,745 1,090 0 37 855 4 2,306 7,322 15 230 1,036 0 86 101 Changes from: January 29, 2013 Total Change is: 823 -101 754 0 -4 -88 2 893 159 15 20 0 0 -2 -19 Percent of Open Interest Represented by Each Category of Trader 74.3 10.5 0.0 0.4 8.2 0.0 22.1 70.2 0.1 2.2 9.9 0.0 0.8 1.0 Number of Traders in Each Category Total Traders: 23 . 4 0 . . . . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 6,592 Positions 5,936 1,562 0 0 831 43 485 3,860 0 0 261 0 128 35 Changes from: January 29, 2013 Total Change is: 30 -208 -6 0 0 23 0 247 48 0 0 -28 0 -9 -7 Percent of Open Interest Represented by Each Category of Trader 90.0 23.7 0.0 0.0 12.6 0.7 7.4 58.6 0.0 0.0 4.0 0.0 1.9 0.5 Number of Traders in Each Category Total Traders: 21 . . 0 0 4 . . 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 56,206 Positions 7,644 13,870 2,362 1,108 5,331 341 33,540 27,827 1,019 7,054 2,049 60 3,079 3,348 Changes from: January 29, 2013 Total Change is: 11,760 313 -1,717 301 82 732 -31 14,923 11,779 -277 -2,817 784 44 -778 145 Percent of Open Interest Represented by Each Category of Trader 13.6 24.7 4.2 2.0 9.5 0.6 59.7 49.5 1.8 12.5 3.6 0.1 5.5 6.0 Number of Traders in Each Category Total Traders: 117 4 . . 6 5 . 21 36 8 30 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 429,820 Positions 109,796 21,779 51,937 39,867 15,055 13,491 54,159 169,286 53,116 8,428 8,580 69,268 29,758 27,308 Changes from: January 29, 2013 Total Change is: 5,650 -1,766 771 -2,604 1,208 -840 -1,188 -6,257 -4,126 11,797 -1,995 -4,831 7,448 -993 -777 Percent of Open Interest Represented by Each Category of Trader 25.5 5.1 12.1 9.3 3.5 3.1 12.6 39.4 12.4 2.0 2.0 16.1 6.9 6.4 Number of Traders in Each Category Total Traders: 176 17 12 23 9 8 7 34 50 52 17 19 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 7,459 Positions 1,067 4,151 0 2,523 449 290 2,225 1,682 887 343 0 0 124 0 Changes from: January 29, 2013 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 14.3 55.7 0.0 33.8 6.0 3.9 29.8 22.5 11.9 4.6 0.0 0.0 1.7 0.0 Number of Traders in Each Category Total Traders: 22 4 . 0 4 . . 4 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 8, 2013