Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 171,881
Positions
83,269 4,632 3,955 16,924 20,292 466 16,127 90,531 10,749 9,640 2,553 528 30,223 38,175
Changes from: March 19, 2013 Total Change is: -149,607
-25,010 -56,311 -72,678 -42 1,060 26 -36,548 -16,139 -4,042 -10,186 765 41 -1,167 -2,327
Percent of Open Interest Represented by Each Category of Trader
48.4 2.7 2.3 9.8 11.8 0.3 9.4 52.7 6.3 5.6 1.5 0.3 17.6 22.2
Number of Traders in Each Category Total Traders: 88
8 5 8 5 5 4 16 31 17 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,812
Positions
31,352 8,751 378 0 1,874 0 8,440 18,490 1,807 1,630 0 1 8,204 20,511
Changes from: March 19, 2013 Total Change is: -810
1,764 24 40 0 -400 0 -2,796 -688 134 102 0 1 -55 79
Percent of Open Interest Represented by Each Category of Trader
60.5 16.9 0.7 0.0 3.6 0.0 16.3 35.7 3.5 3.1 0.0 0.0 15.8 39.6
Number of Traders in Each Category Total Traders: 41
8 5 . 0 . 0 9 14 6 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 236,806
Positions
106,661 4,774 6,184 20,699 27,465 1,379 34,992 122,368 16,640 31,112 9,805 1,139 18,000 47,051
Changes from: March 19, 2013 Total Change is: 965
2,229 167 -665 -356 -783 80 -829 4,990 1,406 27 -344 -442 -486 -3,444
Percent of Open Interest Represented by Each Category of Trader
45.0 2.0 2.6 8.7 11.6 0.6 14.8 51.7 7.0 13.1 4.1 0.5 7.6 19.9
Number of Traders in Each Category Total Traders: 118
11 6 8 7 13 7 15 45 22 9 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 264,623
Positions
104,209 16,625 11,277 20,234 12,338 1,693 41,890 112,900 21,847 36,793 18,725 6,664 20,016 62,555
Changes from: March 19, 2013 Total Change is: 4,609
5,597 3,963 316 -413 -1,264 -15 -1,930 -2,480 133 2,819 4,010 -548 -1,350 494
Percent of Open Interest Represented by Each Category of Trader
39.4 6.3 4.3 7.6 4.7 0.6 15.8 42.7 8.3 13.9 7.1 2.5 7.6 23.6
Number of Traders in Each Category Total Traders: 148
11 12 7 6 9 . 29 48 28 10 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 266,689
Positions
67,869 13,009 11,861 29,866 40,312 9,093 29,002 70,567 37,775 25,964 16,277 8,524 46,735 59,272
Changes from: March 19, 2013 Total Change is: 15,572
14,057 2,312 696 -768 5,906 189 -7,444 -727 4,410 1,635 -427 1,403 1,394 1,811
Percent of Open Interest Represented by Each Category of Trader
25.4 4.9 4.4 11.2 15.1 3.4 10.9 26.5 14.2 9.7 6.1 3.2 17.5 22.2
Number of Traders in Each Category Total Traders: 189
20 14 14 17 20 15 23 48 39 29 18 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 219,193
Positions
16,148 81,760 4,622 2,323 40,233 1,990 146,051 51,600 9,415 885 2,097 1,652 36,105 25,823
Changes from: March 19, 2013 Total Change is: 46,444
-306 36,065 223 1,436 -1,314 604 40,583 7,376 2,060 -1,463 -660 599 2,710 1,492
Percent of Open Interest Represented by Each Category of Trader
7.4 37.3 2.1 1.1 18.4 0.9 66.6 23.5 4.3 0.4 1.0 0.8 16.5 11.8
Number of Traders in Each Category Total Traders: 102
6 14 9 . 7 . 28 30 20 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 57,799
Positions
21,439 29,790 19,874 3,513 0 0 2,930 0 4,336 1,697 205 3,333 677 261
Changes from: March 19, 2013 Total Change is: -880
-96 -839 -3 -760 0 0 53 -104 1 6 -10 0 -81 75
Percent of Open Interest Represented by Each Category of Trader
37.1 51.5 34.4 6.1 0.0 0.0 5.1 0.0 7.5 2.9 0.4 5.8 1.2 0.5
Number of Traders in Each Category Total Traders: 28
6 11 11 . 0 0 6 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 172,985
Positions
3,981 93,250 12 10,094 503 0 133,951 72,519 949 11,629 3,471 132 12,238 2,149
Changes from: March 19, 2013 Total Change is: 16,545
24 21,063 -8 -1,656 -150 0 16,283 -4,615 661 564 -450 106 571 -62
Percent of Open Interest Represented by Each Category of Trader
2.3 53.9 0.0 5.8 0.3 0.0 77.4 41.9 0.5 6.7 2.0 0.1 7.1 1.2
Number of Traders in Each Category Total Traders: 151
7 14 . 11 . 0 79 14 6 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,555
Positions
11,939 26,887 274 2,694 952 52 7,800 1,837 732 14,966 8,387 37 1,061 397
Changes from: March 19, 2013 Total Change is: -280
471 -391 -16 -498 349 -256 11 253 -102 335 0 -135 -90 18
Percent of Open Interest Represented by Each Category of Trader
30.2 68.0 0.7 6.8 2.4 0.1 19.7 4.6 1.9 37.8 21.2 0.1 2.7 1.0
Number of Traders in Each Category Total Traders: 36
5 6 . . . . 12 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,922
Positions
2,885 19,408 213 752 108 0 25,258 12,062 110 781 723 0 4,923 2,298
Changes from: March 19, 2013 Total Change is: 5,989
-405 5,548 213 30 0 0 4,126 320 -2 272 137 0 1,755 -227
Percent of Open Interest Represented by Each Category of Trader
8.3 55.6 0.6 2.2 0.3 0.0 72.3 34.5 0.3 2.2 2.1 0.0 14.1 6.6
Number of Traders in Each Category Total Traders: 64
5 9 . . . 0 21 18 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,374
Positions
8,926 32,919 228 4,879 275 342 29,951 11,288 1,134 2,883 2,540 867 9,164 8,781
Changes from: March 19, 2013 Total Change is: 2,347
2,082 763 21 -400 67 -129 225 1,166 120 -185 300 31 582 8
Percent of Open Interest Represented by Each Category of Trader
15.3 56.4 0.4 8.4 0.5 0.6 51.3 19.3 1.9 4.9 4.4 1.5 15.7 15.0
Number of Traders in Each Category Total Traders: 108
16 17 . 4 . . 36 13 10 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 116,748
Positions
17,852 65,838 457 9,758 549 684 59,902 22,576 2,267 5,766 5,081 1,734 18,328 17,562
Changes from: March 19, 2013 Total Change is: 4,694
4,163 1,526 42 -799 134 -258 450 2,331 240 -370 599 62 1,163 17
Percent of Open Interest Represented by Each Category of Trader
15.3 56.4 0.4 8.4 0.5 0.6 51.3 19.3 1.9 4.9 4.4 1.5 15.7 15.0
Number of Traders in Each Category Total Traders: 108
16 17 . 4 . . 36 13 10 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 928,190
Positions
41,341 207,868 38,338 344,011 129,239 60,810 117,268 188,883 143,318 44,485 35,798 23,132 115,488 100,804
Changes from: March 19, 2013 Total Change is: 31,753
3,632 1,205 5,077 8,684 -1,707 1 3,308 10,266 4,763 350 1,615 429 5,510 10,105
Percent of Open Interest Represented by Each Category of Trader
4.5 22.4 4.1 37.1 13.9 6.6 12.6 20.3 15.4 4.8 3.9 2.5 12.4 10.9
Number of Traders in Each Category Total Traders: 605
34 42 36 125 50 64 91 133 109 61 69 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 222,933
Positions
14,771 55,492 4,255 61,832 28,898 11,911 11,251 14,083 44,384 9,427 8,752 9,341 55,761 45,818
Changes from: March 19, 2013 Total Change is: 8,325
4,020 -4,127 59 -1,605 1,078 444 755 -736 2,871 -75 -848 287 1,570 9,299
Percent of Open Interest Represented by Each Category of Trader
6.6 24.9 1.9 27.7 13.0 5.3 5.0 6.3 19.9 4.2 3.9 4.2 25.0 20.6
Number of Traders in Each Category Total Traders: 108
7 11 5 19 9 12 18 24 38 10 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,526,282
Positions
216,683 845,709 86,586 1,438,415 529,225 216,973 571,036 914,956 453,713 175,405 135,350 68,837 298,636 274,934
Changes from: March 19, 2013 Total Change is: 117,136
15,971 44,574 7,173 49,055 -16,311 176 4,659 46,902 17,565 2,245 12,436 591 19,702 4,031
Percent of Open Interest Represented by Each Category of Trader
6.1 24.0 2.5 40.8 15.0 6.2 16.2 25.9 12.9 5.0 3.8 2.0 8.5 7.8
Number of Traders in Each Category Total Traders: 563
32 41 33 117 45 58 90 123 99 52 63 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 117,756
Positions
3,857 57,618 1 57,893 47,609 1,639 39,240 5,157 986 1,589 2,235 0 12,552 2,512
Changes from: March 19, 2013 Total Change is: 3,130
758 2,674 1 -771 -663 15 1,659 562 693 1,000 -4 0 -225 -148
Percent of Open Interest Represented by Each Category of Trader
3.3 48.9 0.0 49.2 40.4 1.4 33.3 4.4 0.8 1.3 1.9 0.0 10.7 2.1
Number of Traders in Each Category Total Traders: 101
5 16 . 35 15 11 18 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 71,515
Positions
1,600 49,173 649 30,035 6,832 857 28,975 7,811 528 2,380 1,179 814 5,676 3,672
Changes from: March 19, 2013 Total Change is: 1,916
90 1,171 109 -1,708 -126 272 3,808 234 -259 -555 -186 -16 174 716
Percent of Open Interest Represented by Each Category of Trader
2.2 68.8 0.9 42.0 9.6 1.2 40.5 10.9 0.7 3.3 1.6 1.1 7.9 5.1
Number of Traders in Each Category Total Traders: 212
13 23 4 27 19 11 66 29 12 25 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 357,576
Positions
8,001 245,866 3,244 150,177 34,159 4,286 144,877 39,055 2,642 11,899 5,895 4,071 28,379 18,358
Changes from: March 19, 2013 Total Change is: 9,579
451 5,854 547 -8,541 -628 1,361 19,041 1,171 -1,295 -2,775 -930 -79 870 3,578
Percent of Open Interest Represented by Each Category of Trader
2.2 68.8 0.9 42.0 9.6 1.2 40.5 10.9 0.7 3.3 1.6 1.1 7.9 5.1
Number of Traders in Each Category Total Traders: 212
13 23 4 27 19 11 66 29 12 25 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 380,424
Positions
66,495 63,404 9,499 145,203 153,316 19,198 96,162 99,574 9,975 5,263 10,566 911 27,719 13,982
Changes from: March 19, 2013 Total Change is: 3,853
1,058 -282 1,596 -3,225 -428 141 1,552 -455 783 124 1,495 66 1,758 938
Percent of Open Interest Represented by Each Category of Trader
17.5 16.7 2.5 38.2 40.3 5.0 25.3 26.2 2.6 1.4 2.8 0.2 7.3 3.7
Number of Traders in Each Category Total Traders: 254
17 18 . 53 37 23 56 45 18 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 67,841
Positions
7,053 27,752 127 24,204 0 129 14,020 14,210 0 12,485 4,508 0 9,823 21,115
Changes from: March 19, 2013 Total Change is: 4,168
-262 821 -33 1,907 0 0 1,624 1,455 0 537 16 0 395 1,909
Percent of Open Interest Represented by Each Category of Trader
10.4 40.9 0.2 35.7 0.0 0.2 20.7 20.9 0.0 18.4 6.6 0.0 14.5 31.1
Number of Traders in Each Category Total Traders: 69
4 12 . 14 0 . 15 11 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 70,516
Positions
24,299 12,182 1,328 8,394 5,618 1,538 24,495 3,841 34 2,890 2,717 0 7,538 43,258
Changes from: March 19, 2013 Total Change is: 596
1,277 645 27 499 341 3 -573 -1,918 32 -73 1,512 0 -596 -46
Percent of Open Interest Represented by Each Category of Trader
34.5 17.3 1.9 11.9 8.0 2.2 34.7 5.4 0.0 4.1 3.9 0.0 10.7 61.3
Number of Traders in Each Category Total Traders: 79
17 12 4 10 . . 23 . . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 89,869
Positions
12,860 41,421 4,802 33,746 16,647 4,337 26,962 18,636 663 212 0 0 6,287 3,363
Changes from: March 19, 2013 Total Change is: 4,417
2,047 1,079 0 -356 -363 192 1,306 2,645 82 0 0 0 1,146 782
Percent of Open Interest Represented by Each Category of Trader
14.3 46.1 5.3 37.6 18.5 4.8 30.0 20.7 0.7 0.2 0.0 0.0 7.0 3.7
Number of Traders in Each Category Total Traders: 73
4 7 . 24 18 11 12 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 194,620
Positions
8,193 97,669 2,410 108,044 16,511 9,014 41,083 58,913 394 10,197 4,737 644 14,641 4,328
Changes from: March 19, 2013 Total Change is: 3,576
1,018 118 -8 2,868 -601 -50 489 2,476 -6 -6 1,112 92 -821 443
Percent of Open Interest Represented by Each Category of Trader
4.2 50.2 1.2 55.5 8.5 4.6 21.1 30.3 0.2 5.2 2.4 0.3 7.5 2.2
Number of Traders in Each Category Total Traders: 143
13 20 5 45 15 22 24 7 4 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 697,842
Positions
3,764 93,825 22,442 273,109 202,035 70,702 119,503 50,148 48,206 15,128 30,903 5,168 139,820 174,413
Changes from: March 19, 2013 Total Change is: -27,459
-1,397 13,012 -14,145 9,480 12,068 -3,104 671 -13,933 -16,586 -717 5,363 -947 -714 -9,187
Percent of Open Interest Represented by Each Category of Trader
0.5 13.4 3.2 39.1 29.0 10.1 17.1 7.2 6.9 2.2 4.4 0.7 20.0 25.0
Number of Traders in Each Category Total Traders: 166
4 20 17 34 29 35 36 25 35 7 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 378,242
Positions
3,546 99,367 566 243,433 45,084 31,395 5,522 119,082 5,403 14,624 14,450 0 73,753 62,894
Changes from: March 19, 2013 Total Change is: -3,945
1 -11,289 142 -3,975 -2,155 -2,654 25 6,491 171 2,390 -10 0 -45 5,360
Percent of Open Interest Represented by Each Category of Trader
0.9 26.3 0.1 64.4 11.9 8.3 1.5 31.5 1.4 3.9 3.8 0.0 19.5 16.6
Number of Traders in Each Category Total Traders: 68
. 11 5 28 9 16 . 13 8 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,011,207
Positions
54,212 141,411 11,721 171,366 257,736 73,463 306,542 281,498 91,198 146,683 52,651 23,641 132,381 77,888
Changes from: March 19, 2013 Total Change is: 1,662
5,404 7,756 -797 -23,752 34,539 14,195 -8,247 -42,337 -11,206 24,860 4,720 -3,624 4,828 -1,585
Percent of Open Interest Represented by Each Category of Trader
5.4 14.0 1.2 16.9 25.5 7.3 30.3 27.8 9.0 14.5 5.2 2.3 13.1 7.7
Number of Traders in Each Category Total Traders: 205
10 23 10 30 29 29 43 32 31 20 18 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 53,878
Positions
14,936 22,529 9,176 0 334 115 23,732 15,696 4,089 35 0 304 1,491 1,635
Changes from: March 19, 2013 Total Change is: 1,259
-314 216 908 0 -1 0 464 -95 493 -16 0 5 -281 -267
Percent of Open Interest Represented by Each Category of Trader
27.7 41.8 17.0 0.0 0.6 0.2 44.0 29.1 7.6 0.1 0.0 0.6 2.8 3.0
Number of Traders in Each Category Total Traders: 45
8 10 12 0 . . 9 15 12 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 2,554,984
Positions
109,104 271,832 168,163 536,628 864,019 235,457 800,315 232,385 274,356 76,932 89,009 46,338 307,691 373,423
Changes from: March 19, 2013 Total Change is: -98,540
16,790 37,431 -39,058 -13,460 1,381 -1,349 9,916 -30,804 -54,427 10,774 -5,739 -11,444 -16,282 5,469
Percent of Open Interest Represented by Each Category of Trader
4.3 10.6 6.6 21.0 33.8 9.2 31.3 9.1 10.7 3.0 3.5 1.8 12.0 14.6
Number of Traders in Each Category Total Traders: 301
16 46 45 24 67 55 62 51 75 11 24 16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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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 1,968,029
Positions
275,927 165,999 129,780 625,465 518,413 115,650 332,474 485,544 149,856 79,939 121,505 23,432 235,506 257,850
Changes from: March 19, 2013 Total Change is: 49,454
-52,600 22,161 -10,307 100,923 21,511 3,931 20,811 1,970 -18,086 -1,178 21,959 -964 6,924 7,280
Percent of Open Interest Represented by Each Category of Trader
14.0 8.4 6.6 31.8 26.3 5.9 16.9 24.7 7.6 4.1 6.2 1.2 12.0 13.1
Number of Traders in Each Category Total Traders: 217
15 28 19 29 40 35 44 39 39 8 14 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 377,185
Positions
112,880 129,246 113,736 0 2,991 3,310 59,666 24,628 49,609 4,519 8,284 11,857 21,608 33,524
Changes from: March 19, 2013 Total Change is: 24,036
-4,003 10,628 10,916 -1,274 0 0 13,412 -501 2,673 3,983 514 1,114 -2,787 -1,309
Percent of Open Interest Represented by Each Category of Trader
29.9 34.3 30.2 0.0 0.8 0.9 15.8 6.5 13.2 1.2 2.2 3.1 5.7 8.9
Number of Traders in Each Category Total Traders: 77
17 21 28 0 . . 19 9 20 4 . 4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,792,653
Positions
1,859,621 2,563,801 2,392,134 940,808 834,792 263,437 1,022,442 374,620 3,636,754 216,022 182,212 456,481 1,004,953 1,088,422
Changes from: March 19, 2013 Total Change is: 284,618
184,262 49,858 89,549 -16,407 81,595 36,094 -197,979 -15,144 145,879 41,745 12,612 -25,438 26,913 -90,388
Percent of Open Interest Represented by Each Category of Trader
15.8 21.7 20.3 8.0 7.1 2.2 8.7 3.2 30.8 1.8 1.5 3.9 8.5 9.2
Number of Traders in Each Category Total Traders: 245
32 43 74 15 10 20 54 45 89 13 18 20
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,614
Positions
7,058 2,085 0 38 782 1 1,325 4,698 21 140 866 0 31 161
Changes from: March 19, 2013 Total Change is: -33
5 -18 0 0 -20 0 -31 -50 4 0 0 0 -11 51
Percent of Open Interest Represented by Each Category of Trader
81.9 24.2 0.0 0.4 9.1 0.0 15.4 54.5 0.2 1.6 10.1 0.0 0.4 1.9
Number of Traders in Each Category Total Traders: 21
. . 0 . . . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 16,453
Positions
11,046 1,202 0 589 4,230 86 4,684 9,051 0 0 1,853 0 48 31
Changes from: March 19, 2013 Total Change is: 2,382
1,819 0 0 63 622 50 429 2,189 0 0 -470 0 21 -9
Percent of Open Interest Represented by Each Category of Trader
67.1 7.3 0.0 3.6 25.7 0.5 28.5 55.0 0.0 0.0 11.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 24
4 . 0 . . . . 6 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 3,100
Positions
2,661 1,145 0 0 975 39 324 621 0 0 300 0 76 20
Changes from: March 19, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
85.8 36.9 0.0 0.0 31.5 1.3 10.5 20.0 0.0 0.0 9.7 0.0 2.5 0.6
Number of Traders in Each Category Total Traders: 21
. . 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 83,531
Positions
9,398 31,825 1,300 6,012 100 281 52,502 45,755 1,431 6,288 1,583 35 6,283 1,221
Changes from: March 19, 2013 Total Change is: -2,627
58 -245 -6 283 -19 9 -2,052 -3,528 425 -549 758 -18 -777 -3
Percent of Open Interest Represented by Each Category of Trader
11.3 38.1 1.6 7.2 0.1 0.3 62.9 54.8 1.7 7.5 1.9 0.0 7.5 1.5
Number of Traders in Each Category Total Traders: 125
5 4 . 12 . . 54 12 7 29 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 409,747
Positions
105,544 41,309 35,628 67,185 15,080 14,414 61,509 163,934 39,642 5,867 15,883 53,570 26,388 30,287
Changes from: March 19, 2013 Total Change is: -53,685
-18,502 -16,484 -11,191 7,817 -925 1,656 -1,636 -95 -14,806 -563 3,958 -11,332 -5,128 -4,466
Percent of Open Interest Represented by Each Category of Trader
25.8 10.1 8.7 16.4 3.7 3.5 15.0 40.0 9.7 1.4 3.9 13.1 6.4 7.4
Number of Traders in Each Category Total Traders: 172
17 12 19 8 7 11 36 43 44 17 19 24
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,689
Positions
168 3,550 0 2,602 456 233 1,865 1,538 908 315 0 0 598 4
Changes from: March 19, 2013 Total Change is: -5,926
23 -4,395 0 -200 40 -27 -5,975 -1,544 0 -54 0 0 307 0
Percent of Open Interest Represented by Each Category of Trader
2.5 53.1 0.0 38.9 6.8 3.5 27.9 23.0 13.6 4.7 0.0 0.0 8.9 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 . . . 5 . . 0 0
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Updated March 29, 2013