Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 260,527
Positions
103,108 63,365 27,545 18,136 19,718 361 46,608 91,835 13,530 20,729 1,016 852 29,660 42,306
Changes from: March 5, 2013 Total Change is: 14,632
12,016 197 14,403 -42 -507 -930 -3,732 5,805 -1,689 333 -351 -2,154 -3,573 -141
Percent of Open Interest Represented by Each Category of Trader
39.6 24.3 10.6 7.0 7.6 0.1 17.9 35.2 5.2 8.0 0.4 0.3 11.4 16.2
Number of Traders in Each Category Total Traders: 99
12 7 12 6 5 4 20 29 18 15 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 70,797
Positions
33,284 17,494 2,526 0 1,896 0 15,380 17,594 7,446 1,528 611 0 10,633 23,230
Changes from: March 5, 2013 Total Change is: 12,939
9,502 -463 1,480 0 2 0 -2,010 1,130 5,362 0 611 0 -1,393 4,818
Percent of Open Interest Represented by Each Category of Trader
47.0 24.7 3.6 0.0 2.7 0.0 21.7 24.9 10.5 2.2 0.9 0.0 15.0 32.8
Number of Traders in Each Category Total Traders: 46
9 7 6 0 . 0 10 14 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 318,018
Positions
153,105 28,028 36,604 20,794 27,954 1,166 24,547 95,232 34,010 4,371 20,813 19,358 24,064 54,853
Changes from: March 5, 2013 Total Change is: 49,371
12,299 2,137 19,808 444 -2,199 -3,839 -8,845 7,159 12,279 -825 198 16,859 1,192 -3,031
Percent of Open Interest Represented by Each Category of Trader
48.1 8.8 11.5 6.5 8.8 0.4 7.7 29.9 10.7 1.4 6.5 6.1 7.6 17.2
Number of Traders in Each Category Total Traders: 119
12 10 10 7 14 6 19 41 25 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 329,740
Positions
137,647 15,317 23,698 20,642 13,395 1,717 34,348 141,643 45,347 33,594 14,997 8,056 24,690 65,569
Changes from: March 5, 2013 Total Change is: 22,367
26,863 589 -7,730 -288 2,788 -209 4,144 27,448 2,857 857 -349 -5,525 1,397 2,497
Percent of Open Interest Represented by Each Category of Trader
41.7 4.6 7.2 6.3 4.1 0.5 10.4 43.0 13.8 10.2 4.5 2.4 7.5 19.9
Number of Traders in Each Category Total Traders: 146
11 12 11 6 8 . 27 52 32 5 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 252,511
Positions
47,046 23,956 16,302 37,184 31,084 4,607 44,002 66,338 28,693 18,087 13,963 8,192 48,398 59,375
Changes from: March 5, 2013 Total Change is: -35,535
-5,239 -10,327 -2,419 -1,242 398 -2,936 -4,443 -4,427 -13,279 -1,427 1,366 -2,794 -1,757 -1,118
Percent of Open Interest Represented by Each Category of Trader
18.6 9.5 6.5 14.7 12.3 1.8 17.4 26.3 11.4 7.2 5.5 3.2 19.2 23.5
Number of Traders in Each Category Total Traders: 170
18 16 15 19 16 13 17 43 33 20 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 195,654
Positions
34,201 27,379 30,943 656 43,197 1,478 86,103 48,135 8,404 3,488 5,514 1,576 28,806 29,029
Changes from: March 5, 2013 Total Change is: 18,213
-18,042 1,979 22,259 86 -239 133 16,521 -1,725 -3,748 -2,986 89 336 3,654 -871
Percent of Open Interest Represented by Each Category of Trader
17.5 14.0 15.8 0.3 22.1 0.8 44.0 24.6 4.3 1.8 2.8 0.8 14.7 14.8
Number of Traders in Each Category Total Traders: 104
16 8 10 . 8 . 25 28 22 5 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 63,167
Positions
21,330 32,840 21,691 3,606 0 0 4,805 0 4,644 3,094 210 3,333 664 449
Changes from: March 5, 2013 Total Change is: -6,066
-6,294 -7,140 833 32 0 0 -1,021 0 284 -94 15 0 194 -58
Percent of Open Interest Represented by Each Category of Trader
33.8 52.0 34.3 5.7 0.0 0.0 7.6 0.0 7.4 4.9 0.3 5.3 1.1 0.7
Number of Traders in Each Category Total Traders: 29
6 13 13 . 0 0 5 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 192,867
Positions
10,929 95,667 588 10,509 503 0 104,227 66,180 24,306 30,601 2,820 184 11,522 2,619
Changes from: March 5, 2013 Total Change is: 31,845
-5,138 -4,985 -46 -403 -210 0 15,357 17,904 19,362 537 72 61 2,115 -313
Percent of Open Interest Represented by Each Category of Trader
5.7 49.6 0.3 5.4 0.3 0.0 54.0 34.3 12.6 15.9 1.5 0.1 6.0 1.4
Number of Traders in Each Category Total Traders: 153
9 14 5 10 . 0 75 16 15 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 35,944
Positions
8,492 24,205 274 4,282 100 308 7,721 1,234 894 12,676 8,387 172 1,125 370
Changes from: March 5, 2013 Total Change is: 840
34 661 0 712 3 0 -119 -399 415 -449 0 172 75 -12
Percent of Open Interest Represented by Each Category of Trader
23.6 67.3 0.8 11.9 0.3 0.9 21.5 3.4 2.5 35.3 23.3 0.5 3.1 1.0
Number of Traders in Each Category Total Traders: 33
. 6 . . . . 13 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 32,813
Positions
3,606 16,964 1,015 744 108 24 21,908 7,630 1,209 475 3,112 0 3,832 2,751
Changes from: March 5, 2013 Total Change is: 1,265
-371 -454 986 79 0 24 -153 -183 868 9 -23 0 -177 47
Percent of Open Interest Represented by Each Category of Trader
11.0 51.7 3.1 2.3 0.3 0.1 66.8 23.3 3.7 1.4 9.5 0.0 11.7 8.4
Number of Traders in Each Category Total Traders: 62
6 10 . 4 . . 16 17 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 106,399
Positions
13,613 32,066 36,684 6,908 13 461 28,251 13,976 3,933 2,514 2,080 1,865 12,170 15,322
Changes from: March 5, 2013 Total Change is: 34,644
-2,676 -5,699 33,972 766 -350 0 -2,500 -1,294 2,544 -77 -523 1,008 1,607 4,986
Percent of Open Interest Represented by Each Category of Trader
12.8 30.1 34.5 6.5 0.0 0.4 26.6 13.1 3.7 2.4 2.0 1.8 11.4 14.4
Number of Traders in Each Category Total Traders: 114
21 17 20 7 . . 33 18 15 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 21,412
Positions
12,461 11,962 3,963 1,500 0 0 1,087 1,441 17 4 4 783 1,596 3,241
Changes from: March 5, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
58.2 55.9 18.5 7.0 0.0 0.0 5.1 6.7 0.1 0.0 0.0 3.7 7.5 15.1
Number of Traders in Each Category Total Traders: 20
7 6 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 169,974
Positions
33,422 71,326 34,322 10,815 26 922 59,384 30,126 2,777 5,029 4,159 2,155 21,148 24,161
Changes from: March 5, 2013 Total Change is: 26,465
846 -4,203 28,898 -1,469 -700 0 -2,119 -415 -2 -154 -1,045 442 22 3,489
Percent of Open Interest Represented by Each Category of Trader
19.7 42.0 20.2 6.4 0.0 0.5 34.9 17.7 1.6 3.0 2.4 1.3 12.4 14.2
Number of Traders in Each Category Total Traders: 112
22 16 15 6 . . 33 18 14 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 1,242,886
Positions
52,725 195,752 197,320 319,579 128,876 74,959 136,037 210,597 214,858 48,743 36,779 38,473 160,191 145,271
Changes from: March 5, 2013 Total Change is: 160,456
-8,296 9,838 83,979 10,492 -1,439 4,895 5,694 7,753 43,881 6,139 -1,714 6,005 7,667 7,256
Percent of Open Interest Represented by Each Category of Trader
4.2 15.7 15.9 25.7 10.4 6.0 10.9 16.9 17.3 3.9 3.0 3.1 12.9 11.7
Number of Traders in Each Category Total Traders: 603
38 43 54 119 53 76 96 131 128 67 56 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 346,543
Positions
57,594 74,133 30,334 65,082 28,447 13,030 19,092 33,353 66,489 12,167 11,897 14,124 68,630 74,736
Changes from: March 5, 2013 Total Change is: 38,570
-5,629 3,787 13,161 5,987 -343 3,218 3,878 416 15,401 140 457 2,407 6 64
Percent of Open Interest Represented by Each Category of Trader
16.6 21.4 8.8 18.8 8.2 3.8 5.5 9.6 19.2 3.5 3.4 4.1 19.8 21.6
Number of Traders in Each Category Total Traders: 118
13 12 9 19 9 13 21 22 40 12 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 4,481,719
Positions
298,936 931,375 511,651 1,306,322 535,987 275,807 698,332 999,828 628,240 220,219 161,751 84,405 457,805 352,674
Changes from: March 5, 2013 Total Change is: 609,432
-9,558 34,031 350,315 17,973 -10,029 12,934 23,856 51,462 127,625 31,213 -9,635 16,769 38,306 35,961
Percent of Open Interest Represented by Each Category of Trader
6.7 20.8 11.4 29.1 12.0 6.2 15.6 22.3 14.0 4.9 3.6 1.9 10.2 7.9
Number of Traders in Each Category Total Traders: 561
37 42 52 108 49 69 92 124 118 56 52 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 138,523
Positions
3,983 56,360 16,178 59,427 47,238 2,050 40,707 7,991 2,704 860 2,239 0 12,614 3,763
Changes from: March 5, 2013 Total Change is: 20,480
-10 4,415 16,111 4,222 -2,260 -575 -1,637 -601 2,168 -126 -10 0 327 1,233
Percent of Open Interest Represented by Each Category of Trader
2.9 40.7 11.7 42.9 34.1 1.5 29.4 5.8 2.0 0.6 1.6 0.0 9.1 2.7
Number of Traders in Each Category Total Traders: 100
6 15 8 33 16 12 17 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 93,623
Positions
2,770 41,184 17,358 29,495 6,364 1,686 29,342 15,032 1,960 2,816 3,292 1,321 6,875 5,427
Changes from: March 5, 2013 Total Change is: 20,779
241 2,245 15,313 1,126 -228 926 1,799 143 753 60 515 163 398 949
Percent of Open Interest Represented by Each Category of Trader
3.0 44.0 18.5 31.5 6.8 1.8 31.3 16.1 2.1 3.0 3.5 1.4 7.3 5.8
Number of Traders in Each Category Total Traders: 213
16 25 22 28 18 11 64 32 17 21 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 468,113
Positions
13,850 205,918 86,789 147,477 31,820 8,428 146,708 75,158 9,798 14,081 16,462 6,604 34,377 27,135
Changes from: March 5, 2013 Total Change is: 103,897
1,205 11,226 76,564 5,629 -1,142 4,632 8,994 716 3,763 300 2,576 817 1,992 4,744
Percent of Open Interest Represented by Each Category of Trader
3.0 44.0 18.5 31.5 6.8 1.8 31.3 16.1 2.1 3.0 3.5 1.4 7.3 5.8
Number of Traders in Each Category Total Traders: 213
16 25 22 28 18 11 64 32 17 21 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 425,117
Positions
66,170 67,613 33,063 149,365 157,427 18,918 109,199 97,725 14,759 5,288 14,151 1,380 26,976 20,082
Changes from: March 5, 2013 Total Change is: 44,038
-3,987 4,706 24,211 9,989 -3,682 -1,261 8,993 6,774 6,747 -960 1,087 482 -176 4,973
Percent of Open Interest Represented by Each Category of Trader
15.6 15.9 7.8 35.1 37.0 4.5 25.7 23.0 3.5 1.2 3.3 0.3 6.3 4.7
Number of Traders in Each Category Total Traders: 262
20 15 18 54 37 24 60 46 25 11 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 67,465
Positions
8,167 27,826 114 22,082 0 22 14,702 14,725 201 10,864 4,247 0 11,313 20,330
Changes from: March 5, 2013 Total Change is: -23,527
-57 12,545 -10,856 349 0 -336 -3,944 -3,863 -5,823 983 3,906 -4,254 411 -14,846
Percent of Open Interest Represented by Each Category of Trader
12.1 41.2 0.2 32.7 0.0 0.0 21.8 21.8 0.3 16.1 6.3 0.0 16.8 30.1
Number of Traders in Each Category Total Traders: 68
7 9 . 14 0 . 15 11 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 74,882
Positions
27,010 8,974 283 6,901 5,354 1,454 26,663 6,415 2 4,310 787 0 8,259 51,613
Changes from: March 5, 2013 Total Change is: -20,925
11,417 -12,830 -8,681 -1,870 625 1,008 -721 -3,044 -3,572 1,171 -2,800 0 -19,677 8,369
Percent of Open Interest Represented by Each Category of Trader
36.1 12.0 0.4 9.2 7.1 1.9 35.6 8.6 0.0 5.8 1.1 0.0 11.0 68.9
Number of Traders in Each Category Total Traders: 69
18 7 . 6 . . 22 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 107,707
Positions
12,154 49,422 16,787 33,415 16,893 4,290 27,844 10,072 7,126 0 0 0 6,091 3,117
Changes from: March 5, 2013 Total Change is: 17,655
-1,186 -634 14,549 -2,835 -2,395 332 -166 -1,121 5,965 -222 0 0 1,218 959
Percent of Open Interest Represented by Each Category of Trader
11.3 45.9 15.6 31.0 15.7 4.0 25.9 9.4 6.6 0.0 0.0 0.0 5.7 2.9
Number of Traders in Each Category Total Traders: 70
4 7 4 23 18 11 12 6 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 229,533
Positions
11,118 91,197 29,958 96,289 16,618 9,944 41,486 57,939 3,402 9,900 4,844 1,121 26,315 14,510
Changes from: March 5, 2013 Total Change is: 35,677
-5,576 506 25,377 7,942 -104 962 -1,456 -330 -478 831 101 367 7,708 9,276
Percent of Open Interest Represented by Each Category of Trader
4.8 39.7 13.1 41.9 7.2 4.3 18.1 25.2 1.5 4.3 2.1 0.5 11.5 6.3
Number of Traders in Each Category Total Traders: 145
14 21 10 42 14 20 23 11 7 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 760,676
Positions
13,366 56,688 40,488 264,261 194,225 73,710 117,144 98,382 72,597 25,697 24,470 5,337 148,076 194,779
Changes from: March 5, 2013 Total Change is: 29,383
6,870 -10,699 -4,192 -9,694 -6,143 7,694 5,809 12,954 8,091 11,617 -2,768 805 2,382 23,640
Percent of Open Interest Represented by Each Category of Trader
1.8 7.5 5.3 34.7 25.5 9.7 15.4 12.9 9.5 3.4 3.2 0.7 19.5 25.6
Number of Traders in Each Category Total Traders: 165
5 16 18 36 34 43 24 33 36 9 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 388,144
Positions
3,545 106,947 5,345 246,824 50,747 31,776 5,763 108,973 4,535 13,913 12,493 0 76,443 67,327
Changes from: March 5, 2013 Total Change is: -19,605
5 -6,867 -10,067 2,878 3,946 -2,452 229 13,316 -14,627 3,365 2,185 0 1,064 -5,039
Percent of Open Interest Represented by Each Category of Trader
0.9 27.6 1.4 63.6 13.1 8.2 1.5 28.1 1.2 3.6 3.2 0.0 19.7 17.3
Number of Traders in Each Category Total Traders: 65
. 9 5 29 9 16 . 11 7 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,084,106
Positions
89,093 124,970 24,926 202,483 196,156 62,573 319,191 416,378 101,919 127,564 49,308 24,824 131,534 83,051
Changes from: March 5, 2013 Total Change is: -62,887
-11,915 -25,157 -29,658 2,360 15,648 3,815 4,563 -18,199 -20,940 7,180 8,930 -4,759 -13,532 7,433
Percent of Open Interest Represented by Each Category of Trader
8.2 11.5 2.3 18.7 18.1 5.8 29.4 38.4 9.4 11.8 4.5 2.3 12.1 7.7
Number of Traders in Each Category Total Traders: 206
11 24 13 32 24 29 43 35 31 20 17 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 52,174
Positions
13,464 22,851 7,682 0 335 115 26,110 16,284 2,992 70 0 344 1,397 1,571
Changes from: March 5, 2013 Total Change is: 1,138
-1,366 3,293 97 -115 285 115 2,310 -2,647 -83 35 0 125 20 -47
Percent of Open Interest Represented by Each Category of Trader
25.8 43.8 14.7 0.0 0.6 0.2 50.0 31.2 5.7 0.1 0.0 0.7 2.7 3.0
Number of Traders in Each Category Total Traders: 43
9 9 10 0 . . 8 14 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,602,561
Positions
125,621 188,297 203,860 504,845 916,603 214,543 801,022 240,605 350,802 55,735 92,422 50,243 295,891 345,186
Changes from: March 5, 2013 Total Change is: 23,538
33,420 -62,131 -16,515 25,575 77,617 5,729 -6,749 26,225 -2,807 16,345 19,876 7,579 -39,039 -32,036
Percent of Open Interest Represented by Each Category of Trader
4.8 7.2 7.8 19.4 35.2 8.2 30.8 9.2 13.5 2.1 3.6 1.9 11.4 13.3
Number of Traders in Each Category Total Traders: 308
18 46 47 23 71 62 59 56 77 9 26 18
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,900,310
Positions
324,014 137,223 142,613 529,319 490,698 109,245 290,774 477,595 177,107 86,143 91,129 20,414 220,680 254,284
Changes from: March 5, 2013 Total Change is: -98,076
-3,304 -34,650 -14,239 27,182 15,322 -7,778 -64,064 -53,209 -6,059 4,187 -7,026 -500 -33,502 10,062
Percent of Open Interest Represented by Each Category of Trader
17.1 7.2 7.5 27.9 25.8 5.7 15.3 25.1 9.3 4.5 4.8 1.1 11.6 13.4
Number of Traders in Each Category Total Traders: 206
13 26 21 31 38 35 40 37 41 9 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 332,178
Positions
119,535 105,951 92,389 1,274 2,991 3,310 35,439 27,043 47,220 527 7,770 10,490 21,994 35,014
Changes from: March 5, 2013 Total Change is: 2,506
2,119 9,163 1,385 0 0 0 1,800 -5,423 1 139 0 -132 -2,806 -2,488
Percent of Open Interest Represented by Each Category of Trader
36.0 31.9 27.8 0.4 0.9 1.0 10.7 8.1 14.2 0.2 2.3 3.2 6.6 10.5
Number of Traders in Each Category Total Traders: 72
16 22 26 . . . 13 11 18 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,909,267
Positions
1,613,900 2,784,730 2,809,862 908,333 657,323 228,795 1,401,515 381,411 4,125,395 272,047 198,731 535,196 1,014,225 1,187,825
Changes from: March 5, 2013 Total Change is: 155,617
42,637 -61,464 66,492 28,066 70,018 2,626 -56,797 5,742 116,577 28,777 12,138 -54,361 -18,400 -2,151
Percent of Open Interest Represented by Each Category of Trader
12.5 21.6 21.8 7.0 5.1 1.8 10.9 3.0 32.0 2.1 1.5 4.1 7.9 9.2
Number of Traders in Each Category Total Traders: 267
34 43 74 9 15 18 68 49 94 17 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,261
Positions
7,756 2,592 0 40 802 1 2,125 5,724 1,144 160 866 0 35 132
Changes from: March 5, 2013 Total Change is: -1,411
-215 -51 0 -2 -5 0 -2,284 -2,504 1,132 -25 0 0 -17 17
Percent of Open Interest Represented by Each Category of Trader
68.9 23.0 0.0 0.4 7.1 0.0 18.9 50.8 10.2 1.4 7.7 0.0 0.3 1.2
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 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 80,300
Positions
8,735 16,055 1,334 6,212 0 272 45,656 57,950 1,804 8,190 599 264 7,834 2,023
Changes from: March 5, 2013 Total Change is: 872
412 1,194 -575 1,301 -55 13 -2,467 -46 -114 1,439 -26 219 644 261
Percent of Open Interest Represented by Each Category of Trader
10.9 20.0 1.7 7.7 0.0 0.3 56.9 72.2 2.2 10.2 0.7 0.3 9.8 2.5
Number of Traders in Each Category Total Traders: 139
5 . 4 13 0 . 58 15 14 36 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 434,750
Positions
122,108 51,245 39,787 60,570 16,145 15,874 67,395 176,551 44,995 6,289 10,821 64,516 13,216 14,816
Changes from: March 5, 2013 Total Change is: 20,873
-2,834 5,622 4,852 8,085 2,059 2,865 9,252 1,399 5,386 -329 5,422 6,787 -13,191 -13,519
Percent of Open Interest Represented by Each Category of Trader
28.1 11.8 9.2 13.9 3.7 3.7 15.5 40.6 10.3 1.4 2.5 14.8 3.0 3.4
Number of Traders in Each Category Total Traders: 180
20 11 24 8 10 12 32 51 50 21 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,529
Positions
501 3,110 0 2,987 476 165 7,119 7,349 1,282 315 122 18 142 7
Changes from: March 5, 2013 Total Change is: -364
142 -249 0 -80 -49 -133 -317 -92 23 0 122 18 -17 -4
Percent of Open Interest Represented by Each Category of Trader
4.0 24.8 0.0 23.8 3.8 1.3 56.8 58.7 10.2 2.5 1.0 0.1 1.1 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 5 . . 5 4 . . . .
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Updated March 15, 2013