Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 245,895 Positions 91,091 63,168 13,141 18,178 20,226 1,291 50,339 86,030 15,218 20,396 1,367 3,006 33,233 42,447 Changes from: February 26, 2013 Total Change is: 27,099 20,665 -2,512 1,914 -412 944 -773 877 21,217 1,298 3,238 379 2,071 -1,778 2,562 Percent of Open Interest Represented by Each Category of Trader 37.0 25.7 5.3 7.4 8.2 0.5 20.5 35.0 6.2 8.3 0.6 1.2 13.5 17.3 Number of Traders in Each Category Total Traders: 109 13 8 9 6 6 4 18 36 20 17 5 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,858 Positions 23,782 17,957 1,046 0 1,894 0 17,390 16,464 2,084 1,528 0 0 12,026 18,412 Changes from: February 26, 2013 Total Change is: 7,923 8,509 -657 22 -919 -21 -374 4,592 2,372 252 -25 0 0 -4,135 6,329 Percent of Open Interest Represented by Each Category of Trader 41.1 31.0 1.8 0.0 3.3 0.0 30.1 28.5 3.6 2.6 0.0 0.0 20.8 31.8 Number of Traders in Each Category Total Traders: 43 8 7 4 0 . 0 9 15 7 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 268,647 Positions 140,806 25,892 16,796 20,350 30,153 5,005 33,392 88,073 21,731 5,196 20,615 2,499 22,873 57,884 Changes from: February 26, 2013 Total Change is: 33,288 18,974 23 7,770 -2,480 -292 -1,012 6,038 15,691 2,986 -33 -996 924 122 8,194 Percent of Open Interest Represented by Each Category of Trader 52.4 9.6 6.3 7.6 11.2 1.9 12.4 32.8 8.1 1.9 7.7 0.9 8.5 21.5 Number of Traders in Each Category Total Traders: 115 13 11 9 6 15 5 14 40 19 7 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 307,373 Positions 110,784 14,728 31,429 20,930 10,608 1,926 30,203 114,195 42,490 32,737 15,345 13,581 23,293 63,071 Changes from: February 26, 2013 Total Change is: 26,078 8,949 838 10,486 -1,799 2,126 -1,168 1,250 3,202 4,995 -683 2,605 5,259 -1,212 -2,266 Percent of Open Interest Represented by Each Category of Trader 36.0 4.8 10.2 6.8 3.5 0.6 9.8 37.2 13.8 10.7 5.0 4.4 7.6 20.5 Number of Traders in Each Category Total Traders: 141 12 13 13 8 10 6 26 40 26 10 22 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 288,046 Positions 52,285 34,283 18,720 38,426 30,686 7,542 48,445 70,765 41,972 19,514 12,598 10,986 50,155 60,493 Changes from: February 26, 2013 Total Change is: -12,942 15,061 -23,815 1,304 -5,195 -996 -2,464 -16,728 3,940 1,174 706 -171 1,869 -8,669 6,216 Percent of Open Interest Represented by Each Category of Trader 18.2 11.9 6.5 13.3 10.7 2.6 16.8 24.6 14.6 6.8 4.4 3.8 17.4 21.0 Number of Traders in Each Category Total Traders: 193 21 17 18 19 18 17 21 50 32 23 24 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 177,441 Positions 52,243 25,400 8,684 570 43,436 1,344 69,582 49,859 12,152 6,474 5,426 1,240 25,152 29,900 Changes from: February 26, 2013 Total Change is: -920 9,362 -2,604 1,750 -1,558 -971 -701 -12,053 1,299 1,578 -346 -788 -425 1,472 -59 Percent of Open Interest Represented by Each Category of Trader 29.4 14.3 4.9 0.3 24.5 0.8 39.2 28.1 6.8 3.6 3.1 0.7 14.2 16.9 Number of Traders in Each Category Total Traders: 112 16 7 8 . 7 . 26 36 24 8 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 69,233 Positions 27,624 39,980 20,858 3,574 0 0 5,826 0 4,360 3,188 195 3,333 470 507 Changes from: February 26, 2013 Total Change is: -2,425 0 -1,529 -28 372 0 0 -3,091 -1,369 -58 202 21 469 -291 69 Percent of Open Interest Represented by Each Category of Trader 39.9 57.7 30.1 5.2 0.0 0.0 8.4 0.0 6.3 4.6 0.3 4.8 0.7 0.7 Number of Traders in Each Category Total Traders: 29 5 14 12 . 0 0 5 0 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 161,022 Positions 16,067 100,652 634 10,912 713 0 88,870 48,276 4,944 30,064 2,748 123 9,407 2,931 Changes from: February 26, 2013 Total Change is: -12,796 -681 -5,441 499 105 -380 0 -18,342 -4,823 558 4,152 -231 2 911 -2,980 Percent of Open Interest Represented by Each Category of Trader 10.0 62.5 0.4 6.8 0.4 0.0 55.2 30.0 3.1 18.7 1.7 0.1 5.8 1.8 Number of Traders in Each Category Total Traders: 140 9 11 . 11 . 0 64 21 11 15 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 35,104 Positions 8,458 23,544 274 3,570 97 308 7,840 1,633 479 13,125 8,387 0 1,050 382 Changes from: February 26, 2013 Total Change is: -8,020 -1,376 -2,416 -2,245 -3,582 35 0 -828 470 -54 3,937 0 -3,830 -42 20 Percent of Open Interest Represented by Each Category of Trader 24.1 67.1 0.8 10.2 0.3 0.9 22.3 4.7 1.4 37.4 23.9 0.0 3.0 1.1 Number of Traders in Each Category Total Traders: 32 . 6 . . . . 11 4 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 31,548 Positions 3,977 17,418 29 665 108 0 22,061 7,813 341 466 3,135 0 4,009 2,704 Changes from: February 26, 2013 Total Change is: -1,317 1,094 -2,709 10 -15 108 0 -337 3,593 -1,685 -104 -391 -8 -272 -235 Percent of Open Interest Represented by Each Category of Trader 12.6 55.2 0.1 2.1 0.3 0.0 69.9 24.8 1.1 1.5 9.9 0.0 12.7 8.6 Number of Traders in Each Category Total Traders: 63 7 9 . . . 0 20 17 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 71,755 Positions 16,288 37,765 2,712 6,142 363 461 30,752 15,270 1,389 2,591 2,602 856 10,563 10,336 Changes from: February 26, 2013 Total Change is: 7,637 2,161 -571 1,556 592 62 41 3,409 3,449 232 -176 754 289 -465 1,826 Percent of Open Interest Represented by Each Category of Trader 22.7 52.6 3.8 8.6 0.5 0.6 42.9 21.3 1.9 3.6 3.6 1.2 14.7 14.4 Number of Traders in Each Category Total Traders: 117 20 16 7 6 . . 37 17 10 9 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 143,510 Positions 32,576 75,529 5,424 12,284 726 922 61,503 30,541 2,779 5,183 5,204 1,712 21,126 20,672 Changes from: February 26, 2013 Total Change is: 15,275 4,321 -1,142 3,112 1,183 123 81 6,819 6,898 464 -353 1,508 579 -931 3,653 Percent of Open Interest Represented by Each Category of Trader 22.7 52.6 3.8 8.6 0.5 0.6 42.9 21.3 1.9 3.6 3.6 1.2 14.7 14.4 Number of Traders in Each Category Total Traders: 117 20 16 7 6 . . 37 17 10 9 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,082,430 Positions 61,021 185,914 113,341 309,087 130,314 70,064 130,344 202,844 170,977 42,604 38,492 32,468 152,524 138,015 Changes from: February 26, 2013 Total Change is: 26,343 2,690 -6,366 13,036 -31,830 -9,022 2,768 26,350 1,847 2,249 1,670 -550 1,778 7,632 20,604 Percent of Open Interest Represented by Each Category of Trader 5.6 17.2 10.5 28.6 12.0 6.5 12.0 18.7 15.8 3.9 3.6 3.0 14.1 12.8 Number of Traders in Each Category Total Traders: 607 40 42 47 117 52 70 104 124 122 65 62 52 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 307,973 Positions 63,223 70,346 17,173 59,095 28,789 9,811 15,214 32,937 51,088 12,027 11,440 11,716 68,624 74,672 Changes from: February 26, 2013 Total Change is: 12,234 4,853 -3,320 3,951 -1,137 -897 -325 678 -3,009 606 473 2,107 460 2,674 12,660 Percent of Open Interest Represented by Each Category of Trader 20.5 22.8 5.6 19.2 9.3 3.2 4.9 10.7 16.6 3.9 3.7 3.8 22.3 24.2 Number of Traders in Each Category Total Traders: 117 15 11 10 19 9 13 19 22 38 11 10 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,872,287 Positions 308,494 897,344 161,337 1,288,349 546,016 262,874 674,476 948,367 500,615 189,006 171,386 67,636 419,500 316,712 Changes from: February 26, 2013 Total Change is: 70,541 9,152 4,736 25,460 -148,786 -35,946 10,784 113,985 9,900 22,590 17,886 -1,384 -5,318 24,788 39,720 Percent of Open Interest Represented by Each Category of Trader 8.0 23.2 4.2 33.3 14.1 6.8 17.4 24.5 12.9 4.9 4.4 1.7 10.8 8.2 Number of Traders in Each Category Total Traders: 566 37 43 43 106 48 62 99 120 114 57 56 43 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 118,043 Positions 3,993 51,945 67 55,205 49,498 2,625 42,344 8,592 536 986 2,249 0 12,287 2,530 Changes from: February 26, 2013 Total Change is: -4,830 288 -4,132 -687 -6,531 -690 -581 2,351 1,081 534 8 -67 0 -212 -288 Percent of Open Interest Represented by Each Category of Trader 3.4 44.0 0.1 46.8 41.9 2.2 35.9 7.3 0.5 0.8 1.9 0.0 10.4 2.1 Number of Traders in Each Category Total Traders: 104 6 14 . 37 15 13 19 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 72,843 Positions 2,529 38,938 2,045 28,370 6,592 759 27,543 14,888 1,207 2,756 2,777 1,157 6,477 4,478 Changes from: February 26, 2013 Total Change is: 4,494 49 2,241 987 -1,805 840 -388 4,204 693 -163 594 138 59 958 87 Percent of Open Interest Represented by Each Category of Trader 3.5 53.5 2.8 38.9 9.1 1.0 37.8 20.4 1.7 3.8 3.8 1.6 8.9 6.1 Number of Traders in Each Category Total Traders: 213 15 27 12 28 20 8 60 30 15 23 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 364,216 Positions 12,645 194,692 10,225 141,848 32,962 3,796 137,714 74,442 6,035 13,782 13,887 5,787 32,385 22,391 Changes from: February 26, 2013 Total Change is: 22,469 245 11,207 4,937 -9,024 4,199 -1,942 21,018 3,466 -816 2,969 689 295 4,788 435 Percent of Open Interest Represented by Each Category of Trader 3.5 53.5 2.8 38.9 9.1 1.0 37.8 20.4 1.7 3.8 3.8 1.6 8.9 6.1 Number of Traders in Each Category Total Traders: 213 15 27 12 28 20 8 60 30 15 23 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 381,079 Positions 70,157 62,907 8,851 139,376 161,109 20,179 100,207 90,951 8,011 6,248 13,064 898 27,152 15,110 Changes from: February 26, 2013 Total Change is: 8,928 8,194 -1,756 799 -10,244 -2,313 -2,429 6,485 10,644 3,912 2,603 481 149 -541 -559 Percent of Open Interest Represented by Each Category of Trader 18.4 16.5 2.3 36.6 42.3 5.3 26.3 23.9 2.1 1.6 3.4 0.2 7.1 4.0 Number of Traders in Each Category Total Traders: 258 20 15 6 57 36 27 58 45 17 11 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 90,992 Positions 8,224 15,281 10,970 21,733 0 358 18,646 18,588 6,024 9,881 341 4,254 10,902 35,176 Changes from: February 26, 2013 Total Change is: 16,123 1,587 1,180 8,208 -2,940 0 336 5,041 2,054 5,509 791 -492 204 -2,613 -876 Percent of Open Interest Represented by Each Category of Trader 9.0 16.8 12.1 23.9 0.0 0.4 20.5 20.4 6.6 10.9 0.4 4.7 12.0 38.7 Number of Traders in Each Category Total Traders: 74 7 7 6 14 0 . 19 15 4 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 95,807 Positions 15,593 21,804 8,964 8,771 4,729 446 27,384 9,459 3,574 3,139 3,587 0 27,936 43,244 Changes from: February 26, 2013 Total Change is: 21,232 -971 2,054 2,835 -573 -386 446 -2,254 -846 1,574 -252 1,951 0 20,427 13,604 Percent of Open Interest Represented by Each Category of Trader 16.3 22.8 9.4 9.2 4.9 0.5 28.6 9.9 3.7 3.3 3.7 0.0 29.2 45.1 Number of Traders in Each Category Total Traders: 93 17 18 16 8 4 . 25 12 7 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 90,052 Positions 13,340 50,056 2,238 36,250 19,288 3,958 28,010 11,193 1,161 222 0 0 4,873 2,158 Changes from: February 26, 2013 Total Change is: -100 -215 -1,856 1,964 -18,917 -623 -297 17,069 -277 999 0 0 0 -703 -10 Percent of Open Interest Represented by Each Category of Trader 14.8 55.6 2.5 40.3 21.4 4.4 31.1 12.4 1.3 0.2 0.0 0.0 5.4 2.4 Number of Traders in Each Category Total Traders: 72 . 7 . 24 19 11 12 6 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 193,856 Positions 16,694 90,691 4,581 88,347 16,722 8,982 42,942 58,269 3,880 9,069 4,743 754 18,607 5,234 Changes from: February 26, 2013 Total Change is: 5,549 3,574 -2,213 2,085 -21,443 -380 -531 16,866 1,451 3,842 81 677 -144 1,219 762 Percent of Open Interest Represented by Each Category of Trader 8.6 46.8 2.4 45.6 8.6 4.6 22.2 30.1 2.0 4.7 2.4 0.4 9.6 2.7 Number of Traders in Each Category Total Traders: 144 15 19 5 43 14 17 24 12 8 12 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 731,294 Positions 6,496 67,387 44,680 273,955 200,368 66,017 111,336 85,429 64,506 14,080 27,238 4,531 145,693 171,138 Changes from: February 26, 2013 Total Change is: -121,171 -731 4,080 -41,205 28,702 4,173 -6,032 2,908 20,902 -65,052 -954 -4,275 -4,798 -34,010 -28,966 Percent of Open Interest Represented by Each Category of Trader 0.9 9.2 6.1 37.5 27.4 9.0 15.2 11.7 8.8 1.9 3.7 0.6 19.9 23.4 Number of Traders in Each Category Total Traders: 156 4 18 17 35 28 38 25 32 36 6 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 407,749 Positions 3,540 113,814 15,412 243,946 46,801 34,228 5,534 95,657 19,163 10,548 10,308 0 75,378 72,366 Changes from: February 26, 2013 Total Change is: -10,031 -2 -8,466 9,641 -9,079 2,831 -4,694 5,471 8,594 -3,985 803 -5,118 -574 -7,612 -8,260 Percent of Open Interest Represented by Each Category of Trader 0.9 27.9 3.8 59.8 11.5 8.4 1.4 23.5 4.7 2.6 2.5 0.0 18.5 17.7 Number of Traders in Each Category Total Traders: 65 . 9 6 30 8 17 . 11 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,146,993 Positions 101,008 150,127 54,584 200,123 180,508 58,758 314,628 434,577 122,858 120,384 40,379 29,583 145,066 75,619 Changes from: February 26, 2013 Total Change is: -49,231 -7,149 -6,943 17,295 -12,166 -7,972 -6,573 13,376 -8,238 -4,981 -35,427 -1,809 5,652 -19,258 -35,662 Percent of Open Interest Represented by Each Category of Trader 8.8 13.1 4.8 17.4 15.7 5.1 27.4 37.9 10.7 10.5 3.5 2.6 12.6 6.6 Number of Traders in Each Category Total Traders: 217 14 25 17 32 24 29 47 33 32 24 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 51,036 Positions 14,830 19,558 7,585 115 50 0 23,800 18,931 3,075 35 0 219 1,377 1,618 Changes from: February 26, 2013 Total Change is: -1,357 -3,764 -2,820 1,902 10 -124 -10 3,097 1,799 -2,552 -99 0 -151 210 599 Percent of Open Interest Represented by Each Category of Trader 29.1 38.3 14.9 0.2 0.1 0.0 46.6 37.1 6.0 0.1 0.0 0.4 2.7 3.2 Number of Traders in Each Category Total Traders: 44 8 9 10 . . 0 10 13 14 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,579,024 Positions 92,202 250,427 220,375 479,270 838,987 208,813 807,771 214,381 353,609 39,390 72,546 42,664 334,930 377,223 Changes from: February 26, 2013 Total Change is: -37,644 -40,021 25,383 -18,634 8,296 5,891 -14,445 74,887 43 18,511 -36,385 -8,996 14,971 -44,822 -60,367 Percent of Open Interest Represented by Each Category of Trader 3.6 9.7 8.5 18.6 32.5 8.1 31.3 8.3 13.7 1.5 2.8 1.7 13.0 14.6 Number of Traders in Each Category Total Traders: 297 16 50 52 21 67 56 64 53 75 10 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,998,386 Positions 327,318 171,873 156,852 502,137 475,376 117,023 354,837 530,804 183,166 81,956 98,155 20,914 254,182 244,222 Changes from: February 26, 2013 Total Change is: -40,207 -12,427 -16,567 -19,591 14,009 2,907 -30,557 53,301 83,007 39,103 -4,235 -15,563 1,577 -81,387 -84,523 Percent of Open Interest Represented by Each Category of Trader 16.4 8.6 7.8 25.1 23.8 5.9 17.8 26.6 9.2 4.1 4.9 1.0 12.7 12.2 Number of Traders in Each Category Total Traders: 220 16 29 27 29 38 36 45 44 47 6 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 329,672 Positions 117,416 96,788 91,003 1,274 2,991 3,310 33,639 32,466 47,219 389 7,770 10,622 24,800 37,502 Changes from: February 26, 2013 Total Change is: -20,464 -14,205 -25,569 -10,691 0 233 -342 1,779 17,660 -2,062 -662 -3,313 2,953 2,767 668 Percent of Open Interest Represented by Each Category of Trader 35.6 29.4 27.6 0.4 0.9 1.0 10.2 9.8 14.3 0.1 2.4 3.2 7.5 11.4 Number of Traders in Each Category Total Traders: 71 15 22 26 . . . 12 12 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,753,650 Positions 1,571,263 2,846,194 2,743,370 880,267 587,304 226,169 1,458,312 375,669 4,008,818 243,270 186,593 589,557 1,032,625 1,189,976 Changes from: February 26, 2013 Total Change is: 325,758 -5,823 104,311 -5,246 7,387 -23,907 -11,974 166,354 51,134 199,658 7,036 28,907 -30,450 -1,182 13,325 Percent of Open Interest Represented by Each Category of Trader 12.3 22.3 21.5 6.9 4.6 1.8 11.4 2.9 31.4 1.9 1.5 4.6 8.1 9.3 Number of Traders in Each Category Total Traders: 265 33 46 76 6 16 18 58 61 92 17 17 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 12,672 Positions 7,971 2,643 0 42 807 1 4,409 8,228 12 185 866 0 52 115 Changes from: February 26, 2013 Total Change is: 364 -69 810 0 1 15 -2 446 -422 1 -25 0 0 12 -38 Percent of Open Interest Represented by Each Category of Trader 62.9 20.9 0.0 0.3 6.4 0.0 34.8 64.9 0.1 1.5 6.8 0.0 0.4 0.9 Number of Traders in Each Category Total Traders: 24 . 5 0 . . . . 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 6,976 Positions 6,249 1,677 0 0 854 39 539 4,069 0 35 261 0 114 76 Changes from: February 26, 2013 Total Change is: 111 69 90 0 0 44 -4 12 -30 0 35 0 0 -1 11 Percent of Open Interest Represented by Each Category of Trader 89.6 24.0 0.0 0.0 12.2 0.6 7.7 58.3 0.0 0.5 3.7 0.0 1.6 1.1 Number of Traders in Each Category Total Traders: 24 . 4 0 0 4 . 4 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 79,429 Positions 8,323 14,861 1,909 4,911 55 259 48,123 57,995 1,917 6,751 625 44 7,191 1,763 Changes from: February 26, 2013 Total Change is: 8,409 700 112 -139 1,318 -366 -67 6,207 10,041 -611 714 -506 -205 492 150 Percent of Open Interest Represented by Each Category of Trader 10.5 18.7 2.4 6.2 0.1 0.3 60.6 73.0 2.4 8.5 0.8 0.1 9.1 2.2 Number of Traders in Each Category Total Traders: 135 7 . . 12 . . 53 16 11 37 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 413,877 Positions 124,942 45,623 34,935 52,485 14,086 13,009 58,143 175,152 39,609 6,618 5,399 57,729 26,407 28,335 Changes from: February 26, 2013 Total Change is: 4,771 -237 9,932 -6,313 3,862 -1,126 906 11,462 -865 -8,504 -2,001 2,741 9,718 -4,122 -1,718 Percent of Open Interest Represented by Each Category of Trader 30.2 11.0 8.4 12.7 3.4 3.1 14.0 42.3 9.6 1.6 1.3 13.9 6.4 6.8 Number of Traders in Each Category Total Traders: 167 20 9 19 9 9 9 32 50 49 19 10 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 12,893 Positions 359 3,359 0 3,067 525 298 7,436 7,441 1,259 315 0 0 159 11 Changes from: February 26, 2013 Total Change is: 56 -723 -32 0 1,068 -21 0 -653 -248 351 -28 0 0 41 6 Percent of Open Interest Represented by Each Category of Trader 2.8 26.1 0.0 23.8 4.1 2.3 57.7 57.7 9.8 2.4 0.0 0.0 1.2 0.1 Number of Traders in Each Category Total Traders: 23 . . 0 5 . . 5 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 8, 2013