Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 170,004
Positions
41,331 71,169 7,374 18,527 19,179 1,570 41,356 25,421 8,093 13,472 1,910 192 38,090 35,096
Changes from: February 12, 2013 Total Change is: 18,713
6,166 -2,533 1,013 83 126 235 7,642 13,533 666 1,120 700 71 1,718 4,903
Percent of Open Interest Represented by Each Category of Trader
24.3 41.9 4.3 10.9 11.3 0.9 24.3 15.0 4.8 7.9 1.1 0.1 22.4 20.6
Number of Traders in Each Category Total Traders: 88
8 9 8 7 4 4 23 18 14 16 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 44,678
Positions
7,831 19,142 1,153 919 1,929 374 11,973 10,600 1,355 1,588 744 0 19,484 9,380
Changes from: February 12, 2013 Total Change is: 979
2,817 -4,081 -34 0 -456 0 -248 4,290 413 1,588 -48 0 -3,557 894
Percent of Open Interest Represented by Each Category of Trader
17.5 42.8 2.6 2.1 4.3 0.8 26.8 23.7 3.0 3.6 1.7 0.0 43.6 21.0
Number of Traders in Each Category Total Traders: 39
8 7 4 . . . 11 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 207,444
Positions
95,637 26,741 6,592 23,596 30,495 3,570 36,433 61,698 13,149 5,808 22,102 1,483 21,176 41,615
Changes from: February 12, 2013 Total Change is: 24,388
18,856 228 -175 412 1,867 718 -1,017 13,677 2,165 2,489 -494 925 15 5,477
Percent of Open Interest Represented by Each Category of Trader
46.1 12.9 3.2 11.4 14.7 1.7 17.6 29.7 6.3 2.8 10.7 0.7 10.2 20.1
Number of Traders in Each Category Total Traders: 110
12 11 8 7 15 6 16 34 16 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 281,981
Positions
104,210 15,503 18,515 23,706 10,448 3,285 30,712 103,508 35,325 33,799 16,993 9,129 23,299 69,274
Changes from: February 12, 2013 Total Change is: 4,727
1,120 -920 3,625 388 125 304 -206 2,113 714 725 -2,410 -700 -1,245 1,875
Percent of Open Interest Represented by Each Category of Trader
37.0 5.5 6.6 8.4 3.7 1.2 10.9 36.7 12.5 12.0 6.0 3.2 8.3 24.6
Number of Traders in Each Category Total Traders: 150
11 14 8 9 9 6 26 45 25 10 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 282,781
Positions
30,717 76,690 13,886 49,553 29,162 7,377 66,384 51,362 29,045 17,205 12,248 6,172 62,442 56,839
Changes from: February 12, 2013 Total Change is: -4,073
-2,212 -9,697 1,891 -109 -273 -226 -5,654 -391 1,900 -1,013 332 -151 1,501 2,541
Percent of Open Interest Represented by Each Category of Trader
10.9 27.1 4.9 17.5 10.3 2.6 23.5 18.2 10.3 6.1 4.3 2.2 22.1 20.1
Number of Traders in Each Category Total Traders: 185
18 15 15 24 15 19 29 38 28 18 28 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 171,913
Positions
34,456 43,453 5,452 2,063 43,526 1,814 86,255 40,292 5,825 4,918 3,518 1,139 29,991 26,894
Changes from: February 12, 2013 Total Change is: -5,352
5,414 -5,672 340 -192 -181 61 -11,595 -165 -1,138 735 -715 519 504 1,598
Percent of Open Interest Represented by Each Category of Trader
20.0 25.3 3.2 1.2 25.3 1.1 50.2 23.4 3.4 2.9 2.0 0.7 17.4 15.6
Number of Traders in Each Category Total Traders: 105
12 9 7 . 8 . 29 27 16 9 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 76,099
Positions
36,457 49,620 17,436 2,952 0 0 7,952 1,257 4,416 3,222 0 2,860 804 510
Changes from: February 12, 2013 Total Change is: 492
0 493 0 463 0 0 74 -107 0 11 0 0 -56 106
Percent of Open Interest Represented by Each Category of Trader
47.9 65.2 22.9 3.9 0.0 0.0 10.4 1.7 5.8 4.2 0.0 3.8 1.1 0.7
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 19, 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 173,220
Positions
12,295 111,387 763 11,222 1,093 0 108,595 50,895 4,126 26,146 3,173 117 9,956 1,666
Changes from: February 12, 2013 Total Change is: 3,479
-134 2,340 465 -88 0 0 -10,346 338 1,022 13,075 125 8 -523 -819
Percent of Open Interest Represented by Each Category of Trader
7.1 64.3 0.4 6.5 0.6 0.0 62.7 29.4 2.4 15.1 1.8 0.1 5.7 1.0
Number of Traders in Each Category Total Traders: 138
6 14 . 9 . 0 67 16 6 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 40,040
Positions
8,884 25,666 274 7,745 12 308 8,389 1,363 270 9,571 8,387 3,514 1,085 246
Changes from: February 12, 2013 Total Change is: 2,273
-153 1,890 0 16 12 308 1,668 10 189 100 0 0 145 -136
Percent of Open Interest Represented by Each Category of Trader
22.2 64.1 0.7 19.3 0.0 0.8 21.0 3.4 0.7 23.9 20.9 8.8 2.7 0.6
Number of Traders in Each Category Total Traders: 34
4 7 . . . . 13 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 37,558
Positions
3,319 25,866 345 995 0 0 25,695 4,290 773 867 3,960 115 5,449 2,209
Changes from: February 12, 2013 Total Change is: 2,449
-144 3,054 343 157 0 0 2,525 -151 -863 537 69 0 -106 -3
Percent of Open Interest Represented by Each Category of Trader
8.8 68.9 0.9 2.6 0.0 0.0 68.4 11.4 2.1 2.3 10.5 0.3 14.5 5.9
Number of Traders in Each Category Total Traders: 64
6 9 4 5 0 0 26 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 63,383
Positions
14,339 39,545 819 6,484 190 545 26,545 11,559 745 2,702 1,490 561 10,643 7,930
Changes from: February 12, 2013 Total Change is: -9
-367 833 105 28 -79 37 -413 -1,267 50 104 -332 -191 637 833
Percent of Open Interest Represented by Each Category of Trader
22.6 62.4 1.3 10.2 0.3 0.9 41.9 18.2 1.2 4.3 2.4 0.9 16.8 12.5
Number of Traders in Each Category Total Traders: 111
20 19 6 5 . . 33 16 9 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 126,765
Positions
28,678 79,089 1,638 12,967 379 1,090 53,090 23,118 1,490 5,404 2,979 1,122 21,287 15,860
Changes from: February 12, 2013 Total Change is: -17
-733 1,667 211 56 -157 74 -827 -2,534 101 209 -663 -382 1,274 1,667
Percent of Open Interest Represented by Each Category of Trader
22.6 62.4 1.3 10.2 0.3 0.9 41.9 18.2 1.2 4.3 2.4 0.9 16.8 12.5
Number of Traders in Each Category Total Traders: 111
20 19 6 5 . . 33 16 9 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 1,008,527
Positions
73,644 204,466 87,851 345,887 134,984 64,461 106,156 198,829 142,444 36,990 39,550 28,939 122,156 107,004
Changes from: February 12, 2013 Total Change is: -3,770
-20,991 -25,770 39,246 -6,023 2,078 -380 15,330 10,326 -24,695 -2,439 -157 269 -4,089 -4,687
Percent of Open Interest Represented by Each Category of Trader
7.3 20.3 8.7 34.3 13.4 6.4 10.5 19.7 14.1 3.7 3.9 2.9 12.1 10.6
Number of Traders in Each Category Total Traders: 581
42 37 37 115 52 65 99 122 110 54 60 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 287,202
Positions
52,153 82,482 13,682 62,567 31,161 9,448 15,567 36,502 40,864 11,650 10,892 10,541 70,728 51,629
Changes from: February 12, 2013 Total Change is: 3
2,229 2,017 5,465 -2,401 3,561 -634 2,334 4,931 -11,873 -121 -657 -1,198 6,203 -1,608
Percent of Open Interest Represented by Each Category of Trader
18.2 28.7 4.8 21.8 10.8 3.3 5.4 12.7 14.2 4.1 3.8 3.7 24.6 18.0
Number of Traders in Each Category Total Traders: 113
15 13 10 20 11 12 18 19 33 10 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 3,606,627
Positions
381,965 884,431 96,331 1,450,131 552,648 241,527 578,052 936,745 382,795 158,235 174,824 60,449 257,143 276,878
Changes from: February 12, 2013 Total Change is: -18,867
23,742 901 29,069 -12,709 -2,015 -4,129 71,617 33,612 -70,747 -4,989 9,104 735 -51,457 -15,398
Percent of Open Interest Represented by Each Category of Trader
10.6 24.5 2.7 40.2 15.3 6.7 16.0 26.0 10.6 4.4 4.8 1.7 7.1 7.7
Number of Traders in Each Category Total Traders: 544
37 40 30 106 45 58 96 117 101 46 57 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 123,834
Positions
3,304 57,551 754 65,684 47,851 3,131 37,192 8,886 469 1,120 2,294 0 12,180 2,898
Changes from: February 12, 2013 Total Change is: 1,250
-213 2,155 51 1,586 -747 -127 454 -96 -179 -326 -2 0 4 195
Percent of Open Interest Represented by Each Category of Trader
2.7 46.5 0.6 53.0 38.6 2.5 30.0 7.2 0.4 0.9 1.9 0.0 9.8 2.3
Number of Traders in Each Category Total Traders: 101
4 15 . 40 13 12 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 71,292
Positions
2,817 41,632 685 31,985 5,534 666 25,618 13,658 777 2,096 2,486 892 5,757 4,964
Changes from: February 12, 2013 Total Change is: 2,459
-96 1,464 65 538 -2 -125 2,560 810 -178 -137 -202 -95 -73 722
Percent of Open Interest Represented by Each Category of Trader
4.0 58.4 1.0 44.9 7.8 0.9 35.9 19.2 1.1 2.9 3.5 1.3 8.1 7.0
Number of Traders in Each Category Total Traders: 215
18 25 6 32 19 10 62 30 14 20 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 356,461
Positions
14,085 208,158 3,423 159,927 27,671 3,328 128,091 68,288 3,884 10,478 12,432 4,459 28,785 24,818
Changes from: February 12, 2013 Total Change is: 12,294
-479 7,322 324 2,692 -11 -627 12,800 4,052 -892 -683 -1,008 -476 -365 3,610
Percent of Open Interest Represented by Each Category of Trader
4.0 58.4 1.0 44.9 7.8 0.9 35.9 19.2 1.1 2.9 3.5 1.3 8.1 7.0
Number of Traders in Each Category Total Traders: 215
18 25 6 32 19 10 62 30 14 20 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 372,559
Positions
60,463 63,298 8,801 155,025 160,368 22,027 92,455 80,672 4,102 3,664 14,812 631 25,391 17,848
Changes from: February 12, 2013 Total Change is: 10,523
263 655 -1,716 4,693 -139 -617 6,288 5,662 1,048 -1,598 857 -69 2,231 4,841
Percent of Open Interest Represented by Each Category of Trader
16.2 17.0 2.4 41.6 43.0 5.9 24.8 21.7 1.1 1.0 4.0 0.2 6.8 4.8
Number of Traders in Each Category Total Traders: 258
22 15 . 59 33 24 61 43 23 9 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 75,179
Positions
6,790 12,853 2,893 22,625 0 0 16,230 22,087 505 8,597 636 4,002 13,537 32,203
Changes from: February 12, 2013 Total Change is: -3,353
1,477 -600 -504 568 -368 -230 -616 1,533 397 -219 -1,081 0 -4,226 -2,500
Percent of Open Interest Represented by Each Category of Trader
9.0 17.1 3.8 30.1 0.0 0.0 21.6 29.4 0.7 11.4 0.8 5.3 18.0 42.8
Number of Traders in Each Category Total Traders: 64
6 6 . 12 0 0 18 12 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 80,939
Positions
16,869 15,196 7,161 9,006 4,416 0 33,627 7,136 1,806 3,996 1,655 0 8,474 43,569
Changes from: February 12, 2013 Total Change is: -2,246
-1,026 -520 1,735 394 509 0 -499 -4,572 432 -50 386 0 -3,232 -216
Percent of Open Interest Represented by Each Category of Trader
20.8 18.8 8.8 11.1 5.5 0.0 41.5 8.8 2.2 4.9 2.0 0.0 10.5 53.8
Number of Traders in Each Category Total Traders: 88
19 14 8 8 4 0 26 9 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 88,917
Positions
13,685 50,310 144 54,760 18,746 4,249 9,934 12,869 194 222 0 0 5,729 2,405
Changes from: February 12, 2013 Total Change is: 957
-319 843 0 526 266 228 351 -377 44 0 0 0 127 -47
Percent of Open Interest Represented by Each Category of Trader
15.4 56.6 0.2 61.6 21.1 4.8 11.2 14.5 0.2 0.2 0.0 0.0 6.4 2.7
Number of Traders in Each Category Total Traders: 71
. 7 . 24 20 11 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 186,850
Positions
14,369 94,769 2,258 109,570 15,456 9,514 27,786 56,045 29 7,100 4,608 893 15,331 3,278
Changes from: February 12, 2013 Total Change is: 6,059
1,537 637 50 3,068 474 -656 987 5,362 -29 290 404 -84 896 -99
Percent of Open Interest Represented by Each Category of Trader
7.7 50.7 1.2 58.6 8.3 5.1 14.9 30.0 0.0 3.8 2.5 0.5 8.2 1.8
Number of Traders in Each Category Total Traders: 144
16 17 4 46 12 15 28 8 . 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 726,459
Positions
24,406 49,818 34,779 253,023 182,053 73,104 103,299 88,620 61,971 15,980 29,197 4,496 155,402 202,421
Changes from: February 12, 2013 Total Change is: 7,780
-586 3,282 1,034 -2,242 11,041 -3,156 17,845 -186 -3,874 -6,010 -4,761 1,466 3,302 2,934
Percent of Open Interest Represented by Each Category of Trader
3.4 6.9 4.8 34.8 25.1 10.1 14.2 12.2 8.5 2.2 4.0 0.6 21.4 27.9
Number of Traders in Each Category Total Traders: 168
9 17 18 34 31 42 28 33 41 9 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 374,153
Positions
0 130,580 2,137 246,990 40,969 39,318 0 76,153 87 9,831 16,809 0 75,790 68,100
Changes from: February 12, 2013 Total Change is: 7,063
0 772 915 1,785 -2,602 -135 0 4,579 -802 105 1,535 0 5,195 2,801
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.6 66.0 10.9 10.5 0.0 20.4 0.0 2.6 4.5 0.0 20.3 18.2
Number of Traders in Each Category Total Traders: 63
0 12 . 28 10 16 0 6 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 1,073,457
Positions
92,013 122,064 30,930 223,510 193,009 65,861 223,212 402,239 114,691 180,544 44,108 16,571 126,124 83,984
Changes from: February 12, 2013 Total Change is: -21,662
27,435 5,016 -15,990 -17,425 9,337 126 -14,303 -24,692 -5,432 3,349 4,606 574 4 4,791
Percent of Open Interest Represented by Each Category of Trader
8.6 11.4 2.9 20.8 18.0 6.1 20.8 37.5 10.7 16.8 4.1 1.5 11.7 7.8
Number of Traders in Each Category Total Traders: 223
13 29 20 37 26 31 32 42 37 23 20 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 50,274
Positions
16,348 20,496 7,844 105 182 10 20,293 16,022 4,188 0 0 403 1,083 1,129
Changes from: February 12, 2013 Total Change is: 1,798
407 2,647 -396 0 -120 0 2,158 -57 -446 0 0 52 23 118
Percent of Open Interest Represented by Each Category of Trader
32.5 40.8 15.6 0.2 0.4 0.0 40.4 31.9 8.3 0.0 0.0 0.8 2.2 2.2
Number of Traders in Each Category Total Traders: 43
6 10 9 . . . 12 12 14 0 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 2,629,025
Positions
197,976 192,887 313,297 477,879 809,641 216,963 661,226 219,995 335,979 109,850 88,810 35,132 280,723 416,320
Changes from: February 12, 2013 Total Change is: 76,005
-43,300 -30,954 36,136 24,765 41,645 3,304 12,751 25,025 17,274 20,329 -6,611 -4,318 9,064 -5,496
Percent of Open Interest Represented by Each Category of Trader
7.5 7.3 11.9 18.2 30.8 8.3 25.2 8.4 12.8 4.2 3.4 1.3 10.7 15.8
Number of Traders in Each Category Total Traders: 315
22 44 56 25 65 53 59 62 83 14 24 16
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,898,578
Positions
327,623 138,860 136,065 479,774 517,098 139,476 291,757 351,958 198,354 95,184 100,942 23,958 206,387 291,868
Changes from: February 12, 2013 Total Change is: 29,344
9,854 -2,534 6,501 -5,319 -1,396 2,022 32,758 16,641 -6,891 3,169 366 72 -12,822 14,563
Percent of Open Interest Represented by Each Category of Trader
17.3 7.3 7.2 25.3 27.2 7.3 15.4 18.5 10.4 5.0 5.3 1.3 10.9 15.4
Number of Traders in Each Category Total Traders: 212
19 25 31 31 40 35 34 41 42 10 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 340,964
Positions
127,811 124,079 98,942 1,274 2,771 3,652 32,628 12,345 51,427 1,405 10,580 6,679 17,148 30,490
Changes from: February 12, 2013 Total Change is: 7,531
3,472 2,964 269 101 -6 13 1,569 -292 2,418 190 -400 554 -1,056 2,009
Percent of Open Interest Represented by Each Category of Trader
37.5 36.4 29.0 0.4 0.8 1.1 9.6 3.6 15.1 0.4 3.1 2.0 5.0 8.9
Number of Traders in Each Category Total Traders: 78
17 24 28 . . . 15 11 22 . . 4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 is12,245,415
Positions
1,715,762 2,513,858 2,776,828 836,225 586,640 262,924 1,033,274 360,967 3,792,439 276,570 187,526 635,823 915,570 1,128,409
Changes from: February 12, 2013 Total Change is: -29,911
36,305 15,233 8,948 5,728 1,498 -1,423 -32,237 2,929 -113,224 22,026 -1,741 2,500 41,467 55,369
Percent of Open Interest Represented by Each Category of Trader
14.0 20.5 22.7 6.8 4.8 2.1 8.4 2.9 31.0 2.3 1.5 5.2 7.5 9.2
Number of Traders in Each Category Total Traders: 252
32 46 75 9 12 20 62 45 90 15 18 26
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 11,882
Positions
7,979 1,365 0 35 855 5 3,601 8,499 15 210 1,036 0 37 107
Changes from: February 12, 2013 Total Change is: 661
-9 114 0 -2 0 1 680 531 0 0 0 0 -9 15
Percent of Open Interest Represented by Each Category of Trader
67.2 11.5 0.0 0.3 7.2 0.0 30.3 71.5 0.1 1.8 8.7 0.0 0.3 0.9
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 6,526
Positions
6,051 1,570 0 0 903 43 322 3,694 0 0 261 0 110 55
Changes from: February 12, 2013 Total Change is: -37
149 13 0 0 76 0 -160 -155 0 0 0 0 -26 29
Percent of Open Interest Represented by Each Category of Trader
92.7 24.1 0.0 0.0 13.8 0.7 4.9 56.6 0.0 0.0 4.0 0.0 1.7 0.8
Number of Traders in Each Category Total Traders: 21
. . 0 0 4 . 4 5 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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 51,118
Positions
7,261 14,228 1,971 1,108 1,213 393 26,920 28,215 1,764 6,114 1,120 24 5,563 2,191
Changes from: February 12, 2013 Total Change is: 3,887
-72 522 -118 -24 -2,391 95 1,814 7,048 -169 952 -814 3 1,407 -288
Percent of Open Interest Represented by Each Category of Trader
14.2 27.8 3.9 2.2 2.4 0.8 52.7 55.2 3.4 12.0 2.2 0.0 10.9 4.3
Number of Traders in Each Category Total Traders: 101
. . . 6 6 . 26 22 10 27 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 425,770
Positions
114,354 27,832 37,727 52,905 17,809 11,752 59,780 183,514 41,014 8,589 10,327 67,579 32,070 28,216
Changes from: February 12, 2013 Total Change is: -19,549
8,477 6,170 -16,229 11,155 1,114 -158 -188 15,842 -11,348 60 -3,072 -6,276 -5,042 -5,592
Percent of Open Interest Represented by Each Category of Trader
26.9 6.5 8.9 12.4 4.2 2.8 14.0 43.1 9.6 2.0 2.4 15.9 7.5 6.6
Number of Traders in Each Category Total Traders: 174
17 11 17 8 10 9 36 47 45 25 11 24
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Traders in Financial Futures - Options and Futures Combined Positions as of February 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,378
Positions
1,014 4,128 0 2,445 544 328 5,222 4,465 908 343 0 0 118 5
Changes from: February 12, 2013 Total Change is: 52
105 0 0 -200 97 8 170 -79 21 0 0 0 -52 5
Percent of Open Interest Represented by Each Category of Trader
9.8 39.8 0.0 23.6 5.2 3.2 50.3 43.0 8.7 3.3 0.0 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 . . . 5 4 . . 0 0
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Updated February 22, 2013