Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 218,795 Positions 70,426 65,680 11,228 18,590 19,282 2,064 49,463 64,814 13,920 17,158 988 935 35,011 39,885 Changes from: February 19, 2013 Total Change is: 48,791 29,095 -5,489 3,853 63 102 494 8,107 39,393 5,828 3,686 -922 743 -3,078 4,789 Percent of Open Interest Represented by Each Category of Trader 32.2 30.0 5.1 8.5 8.8 0.9 22.6 29.6 6.4 7.8 0.5 0.4 16.0 18.2 Number of Traders in Each Category Total Traders: 97 12 9 9 6 4 4 18 29 18 16 . 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 49,935 Positions 15,273 18,614 1,024 919 1,915 374 12,798 14,092 1,833 1,553 0 0 16,161 12,083 Changes from: February 19, 2013 Total Change is: 5,257 7,441 -528 -129 0 -14 0 825 3,492 477 -35 -744 0 -3,323 2,703 Percent of Open Interest Represented by Each Category of Trader 30.6 37.3 2.1 1.8 3.8 0.7 25.6 28.2 3.7 3.1 0.0 0.0 32.4 24.2 Number of Traders in Each Category Total Traders: 38 7 7 4 . . . 8 11 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 235,359 Positions 121,832 25,868 9,025 22,830 30,445 6,017 27,354 72,382 18,745 5,230 21,612 1,575 22,751 49,689 Changes from: February 19, 2013 Total Change is: 27,915 26,195 -872 2,434 -766 -51 2,447 -9,079 10,684 5,596 -578 -490 92 1,575 8,075 Percent of Open Interest Represented by Each Category of Trader 51.8 11.0 3.8 9.7 12.9 2.6 11.6 30.8 8.0 2.2 9.2 0.7 9.7 21.1 Number of Traders in Each Category Total Traders: 113 13 10 9 6 15 6 16 37 16 8 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 281,295 Positions 101,835 13,889 20,943 22,729 8,482 3,094 28,954 110,993 37,495 33,420 12,741 8,321 24,504 65,338 Changes from: February 19, 2013 Total Change is: -686 -2,375 -1,614 2,427 -977 -1,967 -191 -1,758 7,485 2,170 -378 -4,252 -808 1,205 -3,937 Percent of Open Interest Represented by Each Category of Trader 36.2 4.9 7.4 8.1 3.0 1.1 10.3 39.5 13.3 11.9 4.5 3.0 8.7 23.2 Number of Traders in Each Category Total Traders: 141 13 14 10 8 9 6 24 43 23 8 22 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 300,988 Positions 37,224 58,098 17,416 43,621 31,681 10,007 65,173 66,824 40,798 18,808 12,769 9,117 58,823 54,278 Changes from: February 19, 2013 Total Change is: 18,207 6,507 -18,592 3,530 -5,931 2,520 2,629 -1,211 15,463 11,753 1,603 521 2,945 -3,619 -2,561 Percent of Open Interest Represented by Each Category of Trader 12.4 19.3 5.8 14.5 10.5 3.3 21.7 22.2 13.6 6.2 4.2 3.0 19.5 18.0 Number of Traders in Each Category Total Traders: 191 19 16 17 20 18 20 29 40 30 27 22 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 178,361 Positions 42,881 28,004 6,933 2,128 44,407 2,045 81,635 48,561 10,573 6,819 6,214 1,666 23,681 29,959 Changes from: February 19, 2013 Total Change is: 6,448 8,425 -15,449 1,481 64 881 231 -4,620 8,269 4,748 1,901 2,695 527 -6,310 3,065 Percent of Open Interest Represented by Each Category of Trader 24.0 15.7 3.9 1.2 24.9 1.1 45.8 27.2 5.9 3.8 3.5 0.9 13.3 16.8 Number of Traders in Each Category Total Traders: 115 17 6 9 . 8 . 28 32 22 9 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 71,658 Positions 27,624 41,509 20,886 3,202 0 0 8,917 1,369 4,418 2,986 174 2,864 761 438 Changes from: February 19, 2013 Total Change is: -4,441 -8,833 -8,111 3,450 250 0 0 965 112 2 -236 174 4 -43 -72 Percent of Open Interest Represented by Each Category of Trader 38.5 57.9 29.1 4.5 0.0 0.0 12.4 1.9 6.2 4.2 0.2 4.0 1.1 0.6 Number of Traders in Each Category Total Traders: 30 5 14 11 . 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 173,817 Positions 16,748 106,093 135 10,807 1,093 0 107,212 53,099 4,386 25,912 2,979 121 8,496 5,911 Changes from: February 19, 2013 Total Change is: 598 4,453 -5,294 -628 -415 0 0 -1,383 2,204 260 -234 -194 4 -1,459 4,246 Percent of Open Interest Represented by Each Category of Trader 9.6 61.0 0.1 6.2 0.6 0.0 61.7 30.5 2.5 14.9 1.7 0.1 4.9 3.4 Number of Traders in Each Category Total Traders: 137 8 12 . 10 . 0 60 22 9 16 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 43,124 Positions 9,834 25,960 2,519 7,152 62 308 8,668 1,163 533 9,188 8,387 3,830 1,092 362 Changes from: February 19, 2013 Total Change is: 3,084 950 294 2,245 -593 50 0 279 -200 263 -383 0 316 7 116 Percent of Open Interest Represented by Each Category of Trader 22.8 60.2 5.8 16.6 0.1 0.7 20.1 2.7 1.2 21.3 19.4 8.9 2.5 0.8 Number of Traders in Each Category Total Traders: 35 4 8 4 . . . 13 . . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 32,865 Positions 2,883 20,127 19 680 0 0 22,398 4,220 2,026 570 3,526 8 4,281 2,939 Changes from: February 19, 2013 Total Change is: -4,694 -436 -5,739 -326 -315 0 0 -3,297 -70 1,253 -297 -434 -107 -1,168 729 Percent of Open Interest Represented by Each Category of Trader 8.8 61.2 0.1 2.1 0.0 0.0 68.2 12.8 6.2 1.7 10.7 0.0 13.0 8.9 Number of Traders in Each Category Total Traders: 62 5 9 . . 0 0 23 14 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 64,117 Positions 14,128 38,336 1,156 5,551 302 421 27,342 11,822 1,158 2,768 1,848 567 11,028 8,510 Changes from: February 19, 2013 Total Change is: 735 -212 -1,209 337 -933 112 -125 798 263 412 66 359 6 385 580 Percent of Open Interest Represented by Each Category of Trader 22.0 59.8 1.8 8.7 0.5 0.7 42.6 18.4 1.8 4.3 2.9 0.9 17.2 13.3 Number of Traders in Each Category Total Traders: 115 20 17 6 5 . . 37 16 13 10 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 128,235 Positions 28,255 76,671 2,312 11,101 603 841 54,685 23,643 2,315 5,535 3,696 1,134 22,057 17,019 Changes from: February 19, 2013 Total Change is: 1,470 -423 -2,418 674 -1,866 224 -249 1,595 525 825 131 717 12 770 1,159 Percent of Open Interest Represented by Each Category of Trader 22.0 59.8 1.8 8.7 0.5 0.7 42.6 18.4 1.8 4.3 2.9 0.9 17.2 13.3 Number of Traders in Each Category Total Traders: 115 20 17 6 5 . . 37 16 13 10 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 1,056,088 Positions 58,330 192,280 100,305 340,917 139,337 67,296 103,994 200,997 168,728 40,934 39,043 30,691 144,893 117,411 Changes from: February 19, 2013 Total Change is: 47,560 -15,313 -12,185 12,454 -4,970 4,353 2,835 -2,162 2,168 26,284 3,944 -507 1,752 22,737 10,407 Percent of Open Interest Represented by Each Category of Trader 5.5 18.2 9.5 32.3 13.2 6.4 9.8 19.0 16.0 3.9 3.7 2.9 13.7 11.1 Number of Traders in Each Category Total Traders: 605 42 39 41 115 52 68 105 129 121 66 55 54 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 295,739 Positions 58,369 73,666 13,222 60,232 29,686 10,136 14,537 35,945 50,482 11,554 9,333 11,256 65,950 62,012 Changes from: February 19, 2013 Total Change is: 8,537 6,216 -8,816 -460 -2,336 -1,475 688 -1,030 -557 9,618 -96 -1,560 714 -4,777 10,384 Percent of Open Interest Represented by Each Category of Trader 19.7 24.9 4.5 20.4 10.0 3.4 4.9 12.2 17.1 3.9 3.2 3.8 22.3 21.0 Number of Traders in Each Category Total Traders: 112 15 11 8 20 9 12 18 23 37 9 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 3,801,746 Positions 299,341 892,608 135,877 1,437,135 581,962 252,090 560,491 938,467 478,025 171,120 172,770 72,955 394,712 276,992 Changes from: February 19, 2013 Total Change is: 195,119 -82,623 8,178 39,546 -12,996 29,314 10,563 -17,561 1,721 95,231 12,885 -2,054 12,506 137,568 114 Percent of Open Interest Represented by Each Category of Trader 7.9 23.5 3.6 37.8 15.3 6.6 14.7 24.7 12.6 4.5 4.5 1.9 10.4 7.3 Number of Traders in Each Category Total Traders: 570 38 41 35 106 47 62 101 124 111 59 53 50 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 122,873 Positions 3,705 56,077 754 61,736 50,188 3,206 39,993 7,512 2 978 2,316 0 12,499 2,818 Changes from: February 19, 2013 Total Change is: -961 401 -1,474 0 -3,948 2,337 75 2,801 -1,374 -467 -142 22 0 319 -80 Percent of Open Interest Represented by Each Category of Trader 3.0 45.6 0.6 50.2 40.8 2.6 32.5 6.1 0.0 0.8 1.9 0.0 10.2 2.3 Number of Traders in Each Category Total Traders: 102 5 15 . 40 13 12 19 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 68,349 Positions 2,480 36,697 1,058 30,174 5,753 1,148 23,339 14,195 1,370 2,163 2,639 1,099 5,519 4,391 Changes from: February 19, 2013 Total Change is: -2,943 -337 -4,935 373 -1,811 218 482 -2,279 538 593 67 153 207 -238 -572 Percent of Open Interest Represented by Each Category of Trader 3.6 53.7 1.5 44.1 8.4 1.7 34.1 20.8 2.0 3.2 3.9 1.6 8.1 6.4 Number of Traders in Each Category Total Traders: 222 19 28 11 30 20 9 55 34 13 25 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 341,747 Positions 12,400 183,485 5,288 150,872 28,763 5,738 116,696 70,976 6,851 10,813 13,197 5,493 27,597 21,956 Changes from: February 19, 2013 Total Change is: -14,714 -1,685 -24,673 1,865 -9,055 1,092 2,410 -11,396 2,688 2,967 334 766 1,033 -1,188 -2,862 Percent of Open Interest Represented by Each Category of Trader 3.6 53.7 1.5 44.1 8.4 1.7 34.1 20.8 2.0 3.2 3.9 1.6 8.1 6.4 Number of Traders in Each Category Total Traders: 222 19 28 11 30 20 9 55 34 13 25 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 372,151 Positions 61,963 64,663 8,052 149,620 163,422 22,608 93,722 80,307 4,099 3,645 12,583 749 27,693 15,668 Changes from: February 19, 2013 Total Change is: -408 1,500 1,365 -750 -5,405 3,054 581 1,268 -366 -3 -19 -2,229 118 2,302 -2,179 Percent of Open Interest Represented by Each Category of Trader 16.6 17.4 2.2 40.2 43.9 6.1 25.2 21.6 1.1 1.0 3.4 0.2 7.4 4.2 Number of Traders in Each Category Total Traders: 257 22 14 4 60 34 26 61 41 17 12 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 74,869 Positions 6,637 14,101 2,762 24,673 0 22 13,605 16,534 515 9,090 833 4,050 13,515 36,052 Changes from: February 19, 2013 Total Change is: -310 -153 1,248 -131 2,048 0 22 -2,625 -5,553 10 493 197 48 -22 3,849 Percent of Open Interest Represented by Each Category of Trader 8.9 18.8 3.7 33.0 0.0 0.0 18.2 22.1 0.7 12.1 1.1 5.4 18.1 48.2 Number of Traders in Each Category Total Traders: 66 6 6 . 13 0 . 18 12 4 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 74,575 Positions 16,564 19,750 6,129 9,344 5,115 0 29,638 10,305 2,000 3,391 1,636 0 7,509 29,640 Changes from: February 19, 2013 Total Change is: -6,364 -305 4,554 -1,032 338 699 0 -3,989 3,169 194 -605 -19 0 -965 -13,929 Percent of Open Interest Represented by Each Category of Trader 22.2 26.5 8.2 12.5 6.9 0.0 39.7 13.8 2.7 4.5 2.2 0.0 10.1 39.7 Number of Traders in Each Category Total Traders: 96 19 16 8 10 4 0 26 12 6 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 90,152 Positions 13,555 51,912 274 55,167 19,911 4,255 10,941 11,470 162 222 0 0 5,576 2,168 Changes from: February 19, 2013 Total Change is: 1,235 -130 1,602 130 407 1,165 6 1,007 -1,399 -32 0 0 0 -153 -237 Percent of Open Interest Represented by Each Category of Trader 15.0 57.6 0.3 61.2 22.1 4.7 12.1 12.7 0.2 0.2 0.0 0.0 6.2 2.4 Number of Traders in Each Category Total Traders: 73 . 7 . 25 19 11 13 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 188,307 Positions 13,120 92,904 2,496 109,790 17,102 9,513 26,076 56,818 38 8,988 4,066 898 17,388 4,472 Changes from: February 19, 2013 Total Change is: 1,457 -1,249 -1,865 238 220 1,646 -1 -1,710 773 9 1,888 -542 5 2,057 1,194 Percent of Open Interest Represented by Each Category of Trader 7.0 49.3 1.3 58.3 9.1 5.1 13.8 30.2 0.0 4.8 2.2 0.5 9.2 2.4 Number of Traders in Each Category Total Traders: 142 15 18 4 44 15 17 25 9 . 12 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 852,465 Positions 7,227 63,307 85,884 245,253 196,194 72,048 108,427 64,526 129,558 15,035 31,512 9,330 179,703 200,104 Changes from: February 19, 2013 Total Change is: 126,006 -17,179 13,490 51,106 -7,770 14,141 -1,055 5,128 -24,094 67,588 -945 2,315 4,833 24,301 -2,317 Percent of Open Interest Represented by Each Category of Trader 0.8 7.4 10.1 28.8 23.0 8.5 12.7 7.6 15.2 1.8 3.7 1.1 21.1 23.5 Number of Traders in Each Category Total Traders: 149 . 16 12 33 28 37 31 24 31 6 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 417,780 Positions 3,542 122,280 5,771 253,025 43,970 38,922 63 87,063 23,148 9,745 15,426 574 82,990 80,626 Changes from: February 19, 2013 Total Change is: 43,627 3,542 -8,300 3,634 6,035 3,001 -396 63 10,910 23,061 -86 -1,383 574 7,200 12,526 Percent of Open Interest Represented by Each Category of Trader 0.8 29.3 1.4 60.6 10.5 9.3 0.0 20.8 5.5 2.3 3.7 0.1 19.9 19.3 Number of Traders in Each Category Total Traders: 65 . 10 5 28 9 19 . 10 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 1,196,223 Positions 108,157 157,070 37,289 212,289 188,480 65,331 301,252 442,815 127,839 155,811 42,188 23,931 164,325 111,281 Changes from: February 19, 2013 Total Change is: 122,767 16,144 35,006 6,359 -11,221 -4,529 -530 78,039 40,576 13,148 -24,733 -1,920 7,360 38,200 27,296 Percent of Open Interest Represented by Each Category of Trader 9.0 13.1 3.1 17.7 15.8 5.5 25.2 37.0 10.7 13.0 3.5 2.0 13.7 9.3 Number of Traders in Each Category Total Traders: 214 15 23 16 37 23 31 36 35 31 25 19 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 52,393 Positions 18,594 22,378 5,683 105 174 10 20,703 17,132 5,627 134 0 370 1,167 1,019 Changes from: February 19, 2013 Total Change is: 2,119 2,246 1,882 -2,161 0 -8 0 410 1,110 1,439 134 0 -33 84 -110 Percent of Open Interest Represented by Each Category of Trader 35.5 42.7 10.8 0.2 0.3 0.0 39.5 32.7 10.7 0.3 0.0 0.7 2.2 1.9 Number of Traders in Each Category Total Traders: 46 7 10 11 . . . 10 15 15 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,616,667 Positions 132,223 225,044 239,010 470,974 833,095 223,258 732,883 214,337 335,098 75,775 81,542 27,693 379,753 437,590 Changes from: February 19, 2013 Total Change is: -12,358 -65,753 32,157 -74,287 -6,905 23,454 6,295 71,658 -5,658 -881 -34,075 -7,268 -7,440 99,030 21,270 Percent of Open Interest Represented by Each Category of Trader 5.1 8.6 9.1 18.0 31.8 8.5 28.0 8.2 12.8 2.9 3.1 1.1 14.5 16.7 Number of Traders in Each Category Total Traders: 287 20 45 52 21 63 54 61 50 74 7 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,038,593 Positions 339,744 188,441 176,443 488,128 472,469 147,580 301,537 447,796 144,064 86,192 113,717 19,337 335,568 328,745 Changes from: February 19, 2013 Total Change is: 140,015 12,121 49,581 40,378 8,354 -44,629 8,105 9,780 95,838 -54,290 -8,992 12,776 -4,621 129,181 36,878 Percent of Open Interest Represented by Each Category of Trader 16.7 9.2 8.7 23.9 23.2 7.2 14.8 22.0 7.1 4.2 5.6 0.9 16.5 16.1 Number of Traders in Each Category Total Traders: 197 14 24 24 29 38 34 32 38 39 9 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 350,135 Positions 131,621 122,357 101,694 1,274 2,758 3,652 31,860 14,806 49,281 1,050 11,083 7,669 22,033 36,834 Changes from: February 19, 2013 Total Change is: 9,171 3,810 -1,722 2,753 0 -13 0 -768 2,461 -2,145 -354 503 991 4,885 6,344 Percent of Open Interest Represented by Each Category of Trader 37.6 34.9 29.0 0.4 0.8 1.0 9.1 4.2 14.1 0.3 3.2 2.2 6.3 10.5 Number of Traders in Each Category Total Traders: 78 17 25 30 . . . 12 13 20 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 is12,427,891 Positions 1,577,087 2,741,883 2,748,615 872,879 611,212 238,143 1,291,958 324,534 3,809,160 236,234 157,686 620,007 1,033,807 1,176,651 Changes from: February 19, 2013 Total Change is: 182,477 -138,675 228,025 -28,212 36,654 24,571 -24,781 258,685 -36,433 16,721 -40,336 -29,841 -15,816 118,237 48,242 Percent of Open Interest Represented by Each Category of Trader 12.7 22.1 22.1 7.0 4.9 1.9 10.4 2.6 30.7 1.9 1.3 5.0 8.3 9.5 Number of Traders in Each Category Total Traders: 256 32 48 77 8 13 20 59 53 91 16 16 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 12,308 Positions 8,040 1,833 0 41 792 3 3,963 8,650 11 210 866 0 40 153 Changes from: February 19, 2013 Total Change is: 426 61 468 0 6 -63 -2 362 151 -4 0 -170 0 3 46 Percent of Open Interest Represented by Each Category of Trader 65.3 14.9 0.0 0.3 6.4 0.0 32.2 70.3 0.1 1.7 7.0 0.0 0.3 1.2 Number of Traders in Each Category Total Traders: 25 . 5 0 . . . . 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 6,865 Positions 6,180 1,587 0 0 810 43 527 4,099 0 0 261 0 115 65 Changes from: February 19, 2013 Total Change is: 339 129 17 0 0 -93 0 205 405 0 0 0 0 5 10 Percent of Open Interest Represented by Each Category of Trader 90.0 23.1 0.0 0.0 11.8 0.6 7.7 59.7 0.0 0.0 3.8 0.0 1.7 0.9 Number of Traders in Each Category Total Traders: 22 . . 0 0 4 . 4 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 71,020 Positions 7,623 14,749 2,048 3,593 421 326 41,916 47,955 2,529 6,037 1,131 250 6,699 1,612 Changes from: February 19, 2013 Total Change is: 19,902 362 521 76 2,485 -792 -67 14,996 19,739 765 -77 12 226 1,136 -579 Percent of Open Interest Represented by Each Category of Trader 10.7 20.8 2.9 5.1 0.6 0.5 59.0 67.5 3.6 8.5 1.6 0.4 9.4 2.3 Number of Traders in Each Category Total Traders: 118 5 . . 8 . . 43 16 8 32 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 409,106 Positions 125,179 35,691 41,248 48,623 15,212 12,103 46,681 176,017 48,113 8,619 2,658 48,011 30,529 30,053 Changes from: February 19, 2013 Total Change is: -16,664 10,825 7,859 3,521 -4,282 -2,597 351 -13,099 -7,497 7,099 30 -7,669 -19,568 -1,541 1,837 Percent of Open Interest Represented by Each Category of Trader 30.6 8.7 10.1 11.9 3.7 3.0 11.4 43.0 11.8 2.1 0.6 11.7 7.5 7.3 Number of Traders in Each Category Total Traders: 158 16 10 20 9 9 8 31 49 50 16 8 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 12,837 Positions 1,082 3,391 0 1,999 546 298 8,089 7,689 908 343 0 0 118 5 Changes from: February 19, 2013 Total Change is: 2,459 68 -737 0 -446 2 -30 2,867 3,224 0 0 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 8.4 26.4 0.0 15.6 4.3 2.3 63.0 59.9 7.1 2.7 0.0 0.0 0.9 0.0 Number of Traders in Each Category Total Traders: 23 4 . 0 . . . 5 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 1, 2013