Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 183,120 Positions 92,481 4,466 4,436 18,454 20,113 896 17,399 102,362 10,318 9,810 1,316 538 28,788 38,674 Changes from: April 16, 2013 Total Change is: 1,462 -1,511 928 26 430 -68 195 1,580 -1,491 174 -310 -594 -26 905 2,318 Percent of Open Interest Represented by Each Category of Trader 50.5 2.4 2.4 10.1 11.0 0.5 9.5 55.9 5.6 5.4 0.7 0.3 15.7 21.1 Number of Traders in Each Category Total Traders: 91 8 5 9 6 5 4 16 35 14 13 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 52,477 Positions 22,799 23,588 565 0 1,944 0 13,632 9,469 2,023 408 2,132 0 13,049 12,755 Changes from: April 16, 2013 Total Change is: -4,122 -341 860 -337 0 5 0 -2,002 -4,582 -201 1 -367 -1 -1,241 501 Percent of Open Interest Represented by Each Category of Trader 43.4 44.9 1.1 0.0 3.7 0.0 26.0 18.0 3.9 0.8 4.1 0.0 24.9 24.3 Number of Traders in Each Category Total Traders: 36 4 7 . 0 . 0 12 7 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 217,005 Positions 99,402 7,694 4,890 18,681 30,977 823 33,359 100,305 14,205 27,993 11,675 771 16,881 45,665 Changes from: April 16, 2013 Total Change is: 30 -1,564 812 706 -83 562 -411 -1,082 -6,878 842 2,259 1,752 214 -850 2,430 Percent of Open Interest Represented by Each Category of Trader 45.8 3.5 2.3 8.6 14.3 0.4 15.4 46.2 6.5 12.9 5.4 0.4 7.8 21.0 Number of Traders in Each Category Total Traders: 114 11 8 10 5 16 . 20 35 20 9 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 261,864 Positions 108,399 23,031 10,276 20,099 14,676 1,863 43,682 89,827 32,705 9,570 11,336 12,908 22,362 65,243 Changes from: April 16, 2013 Total Change is: -2,978 -10,527 3,850 300 -812 777 8 5,120 -15,520 4,105 -6,619 1,384 2,488 2,959 -370 Percent of Open Interest Represented by Each Category of Trader 41.4 8.8 3.9 7.7 5.6 0.7 16.7 34.3 12.5 3.7 4.3 4.9 8.5 24.9 Number of Traders in Each Category Total Traders: 152 11 12 7 6 14 4 31 49 32 9 20 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 277,463 Positions 69,333 16,113 14,268 28,630 51,246 9,747 38,436 64,136 36,993 29,333 17,181 6,689 44,033 61,088 Changes from: April 16, 2013 Total Change is: 13,215 4,058 2,233 1,793 -612 -1,453 239 522 4,225 5,117 -832 -959 2,418 511 -400 Percent of Open Interest Represented by Each Category of Trader 25.0 5.8 5.1 10.3 18.5 3.5 13.9 23.1 13.3 10.6 6.2 2.4 15.9 22.0 Number of Traders in Each Category Total Traders: 194 20 16 12 16 20 14 23 53 43 21 25 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 181,538 Positions 33,580 37,928 6,063 2,058 40,596 1,780 92,854 46,778 11,526 3,441 4,874 1,659 28,576 30,334 Changes from: April 16, 2013 Total Change is: -2,899 8,925 -19,813 1,006 -638 473 359 -13,450 4,577 3,751 2,374 1,685 -58 -5,167 5,121 Percent of Open Interest Represented by Each Category of Trader 18.5 20.9 3.3 1.1 22.4 1.0 51.1 25.8 6.3 1.9 2.7 0.9 15.7 16.7 Number of Traders in Each Category Total Traders: 117 12 12 8 . 8 . 29 33 23 10 11 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 57,551 Positions 22,877 27,732 19,360 2,138 0 0 3,955 2,144 4,288 1,328 0 3,334 271 693 Changes from: April 16, 2013 Total Change is: 220 835 -876 281 -195 0 0 -569 859 0 -52 0 0 -80 -44 Percent of Open Interest Represented by Each Category of Trader 39.8 48.2 33.6 3.7 0.0 0.0 6.9 3.7 7.5 2.3 0.0 5.8 0.5 1.2 Number of Traders in Each Category Total Traders: 29 7 11 11 . 0 0 5 . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 177,827 Positions 3,395 115,294 33 7,954 712 9 136,188 51,748 1,268 13,625 2,757 240 15,114 5,765 Changes from: April 16, 2013 Total Change is: -2,003 532 -306 0 -850 -150 8 -5,935 -3,755 -255 1,791 -832 -2 2,707 3,288 Percent of Open Interest Represented by Each Category of Trader 1.9 64.8 0.0 4.5 0.4 0.0 76.6 29.1 0.7 7.7 1.6 0.1 8.5 3.2 Number of Traders in Each Category Total Traders: 152 9 12 . 11 . . 77 13 9 23 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 41,390 Positions 15,147 26,587 274 3,885 1,552 0 5,568 1,915 513 15,134 10,142 0 869 407 Changes from: April 16, 2013 Total Change is: 2,416 28 2,533 0 2,128 94 0 757 -74 -85 -333 0 0 -79 -52 Percent of Open Interest Represented by Each Category of Trader 36.6 64.2 0.7 9.4 3.7 0.0 13.5 4.6 1.2 36.6 24.5 0.0 2.1 1.0 Number of Traders in Each Category Total Traders: 38 6 7 . . . 0 12 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 45,127 Positions 2,746 28,579 178 521 433 0 36,176 11,546 114 784 1,293 0 4,608 2,984 Changes from: April 16, 2013 Total Change is: -1,513 308 -3,264 -8 198 175 0 -1,743 1,246 -1 -372 135 0 105 204 Percent of Open Interest Represented by Each Category of Trader 6.1 63.3 0.4 1.2 1.0 0.0 80.2 25.6 0.3 1.7 2.9 0.0 10.2 6.6 Number of Traders in Each Category Total Traders: 65 4 10 4 . . 0 23 16 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 61,692 Positions 9,537 37,830 341 3,890 298 619 33,714 10,005 724 2,930 1,900 1,018 8,919 8,956 Changes from: April 16, 2013 Total Change is: 1,279 603 3,666 3 91 204 -6 1,085 -1,227 -558 29 180 7 26 -989 Percent of Open Interest Represented by Each Category of Trader 15.5 61.3 0.6 6.3 0.5 1.0 54.6 16.2 1.2 4.7 3.1 1.7 14.5 14.5 Number of Traders in Each Category Total Traders: 117 17 21 4 5 . . 40 10 9 9 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 123,385 Positions 19,073 75,660 682 7,780 596 1,238 67,427 20,010 1,448 5,860 3,801 2,036 17,839 17,912 Changes from: April 16, 2013 Total Change is: 2,558 1,206 7,332 6 181 407 -12 2,169 -2,454 -1,116 58 360 14 52 -1,978 Percent of Open Interest Represented by Each Category of Trader 15.5 61.3 0.6 6.3 0.5 1.0 54.6 16.2 1.2 4.7 3.1 1.7 14.5 14.5 Number of Traders in Each Category Total Traders: 117 17 21 4 5 . . 40 10 9 9 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 953,095 Positions 33,044 213,877 43,311 338,224 131,667 61,582 120,092 178,824 150,441 49,685 41,701 25,701 131,016 105,991 Changes from: April 16, 2013 Total Change is: -26,745 -2,234 -9,503 1,701 -10,757 1,134 398 -109 -4,061 -26,911 3,429 3,421 -3,913 11,652 10,989 Percent of Open Interest Represented by Each Category of Trader 3.5 22.4 4.5 35.5 13.8 6.5 12.6 18.8 15.8 5.2 4.4 2.7 13.7 11.1 Number of Traders in Each Category Total Traders: 603 27 47 34 123 56 64 93 131 109 55 71 53 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 237,156 Positions 16,433 63,509 4,111 60,666 28,641 10,879 17,520 16,668 41,093 13,987 11,386 8,881 63,587 51,988 Changes from: April 16, 2013 Total Change is: -4,642 1,958 -1,142 -204 -910 -872 157 6,314 2,739 -16,104 1,234 384 -978 3,891 11,378 Percent of Open Interest Represented by Each Category of Trader 6.9 26.8 1.7 25.6 12.1 4.6 7.4 7.0 17.3 5.9 4.8 3.7 26.8 21.9 Number of Traders in Each Category Total Traders: 110 6 10 5 19 9 11 22 23 40 12 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 3,579,695 Positions 180,895 849,682 98,161 1,417,969 545,310 223,334 605,014 902,931 454,590 185,017 158,100 77,573 337,142 270,014 Changes from: April 16, 2013 Total Change is: -110,513 -303 -21,145 -11,132 -50,335 8,932 2,307 13,744 11,858 -99,893 9,535 13,745 -13,238 38,802 -1,948 Percent of Open Interest Represented by Each Category of Trader 5.1 23.7 2.7 39.6 15.2 6.2 16.9 25.2 12.7 5.2 4.4 2.2 9.4 7.5 Number of Traders in Each Category Total Traders: 565 29 45 29 115 51 59 91 121 99 48 65 45 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 109,054 Positions 2,764 45,433 74 56,935 48,562 1,928 32,393 6,133 1,249 898 2,215 0 12,813 3,460 Changes from: April 16, 2013 Total Change is: -3,330 -928 -3,948 3 -953 27 3 -1,325 371 -239 57 0 0 52 453 Percent of Open Interest Represented by Each Category of Trader 2.5 41.7 0.1 52.2 44.5 1.8 29.7 5.6 1.1 0.8 2.0 0.0 11.7 3.2 Number of Traders in Each Category Total Traders: 98 4 16 . 35 14 10 19 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 72,921 Positions 3,602 48,952 968 31,352 5,554 1,236 25,604 7,992 1,505 2,203 2,403 926 5,527 3,386 Changes from: April 16, 2013 Total Change is: -3,272 719 -2,893 -35 -762 -40 174 -3,141 -821 190 -615 1,061 385 -187 -1,293 Percent of Open Interest Represented by Each Category of Trader 4.9 67.1 1.3 43.0 7.6 1.7 35.1 11.0 2.1 3.0 3.3 1.3 7.6 4.6 Number of Traders in Each Category Total Traders: 223 16 26 4 29 20 12 61 32 19 21 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 364,607 Positions 18,009 244,759 4,838 156,758 27,770 6,181 128,018 39,958 7,524 11,014 12,016 4,630 27,635 16,930 Changes from: April 16, 2013 Total Change is: -16,360 3,595 -14,465 -177 -3,812 -201 870 -15,704 -4,104 952 -3,074 5,303 1,926 -936 -6,464 Percent of Open Interest Represented by Each Category of Trader 4.9 67.1 1.3 43.0 7.6 1.7 35.1 11.0 2.1 3.0 3.3 1.3 7.6 4.6 Number of Traders in Each Category Total Traders: 223 16 26 4 29 20 12 61 32 19 21 17 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 369,571 Positions 91,965 38,369 4,202 125,412 155,382 22,971 87,169 115,616 9,016 6,944 7,451 782 21,110 15,783 Changes from: April 16, 2013 Total Change is: 4,141 5,998 1,729 -40 -4,807 2,481 2,146 1,649 515 -757 -223 -991 84 93 -1,025 Percent of Open Interest Represented by Each Category of Trader 24.9 10.4 1.1 33.9 42.0 6.2 23.6 31.3 2.4 1.9 2.0 0.2 5.7 4.3 Number of Traders in Each Category Total Traders: 258 24 9 . 56 38 24 55 46 15 13 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 75,334 Positions 7,992 31,317 0 25,612 0 37 18,865 15,707 9 11,900 4,620 0 10,919 23,644 Changes from: April 16, 2013 Total Change is: -1,158 -243 233 -14 41 0 1 1,374 -873 -9 -867 -50 0 -1,441 -446 Percent of Open Interest Represented by Each Category of Trader 10.6 41.6 0.0 34.0 0.0 0.0 25.0 20.8 0.0 15.8 6.1 0.0 14.5 31.4 Number of Traders in Each Category Total Traders: 69 6 9 0 15 0 . 17 9 . 9 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 87,081 Positions 31,073 19,050 1,413 14,541 6,817 0 26,533 10,065 383 3,547 4,013 0 9,591 45,340 Changes from: April 16, 2013 Total Change is: -2,719 -897 -282 -220 -131 160 0 784 -2,588 -11 473 -517 -50 -2,667 789 Percent of Open Interest Represented by Each Category of Trader 35.7 21.9 1.6 16.7 7.8 0.0 30.5 11.6 0.4 4.1 4.6 0.0 11.0 52.1 Number of Traders in Each Category Total Traders: 86 21 15 5 9 . 0 17 11 . 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 85,346 Positions 15,568 37,836 2,316 31,099 23,220 3,988 24,967 14,061 1,827 212 0 0 5,369 2,098 Changes from: April 16, 2013 Total Change is: 758 -165 -294 108 1,504 935 -280 114 763 -182 0 0 0 -341 -292 Percent of Open Interest Represented by Each Category of Trader 18.2 44.3 2.7 36.4 27.2 4.7 29.3 16.5 2.1 0.2 0.0 0.0 6.3 2.5 Number of Traders in Each Category Total Traders: 75 5 7 . 26 20 11 11 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 199,130 Positions 6,377 96,499 3,699 107,972 26,470 7,977 43,455 51,384 1,310 12,174 4,695 297 15,869 6,799 Changes from: April 16, 2013 Total Change is: -3,826 69 -4,325 1,083 -2,412 1,407 707 -2,183 -723 -39 981 -1,325 -175 -1,857 -436 Percent of Open Interest Represented by Each Category of Trader 3.2 48.5 1.9 54.2 13.3 4.0 21.8 25.8 0.7 6.1 2.4 0.1 8.0 3.4 Number of Traders in Each Category Total Traders: 147 11 19 5 42 22 19 24 9 7 15 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 867,460 Positions 15,195 125,542 46,193 293,015 191,482 86,733 126,135 82,549 99,399 16,844 45,637 8,819 175,127 181,106 Changes from: April 16, 2013 Total Change is: 47,842 7,007 -2,171 4,909 667 9,358 3,971 5,712 4,426 16,220 1,125 4,750 -139 8,371 6,517 Percent of Open Interest Represented by Each Category of Trader 1.8 14.5 5.3 33.8 22.1 10.0 14.5 9.5 11.5 1.9 5.3 1.0 20.2 20.9 Number of Traders in Each Category Total Traders: 193 5 26 23 35 33 38 35 35 48 8 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 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 397,538 Positions 18,224 107,504 1,095 247,648 47,744 32,241 8,996 136,238 2,307 6,570 12,131 25 80,432 58,253 Changes from: April 16, 2013 Total Change is: 11,251 13,497 -2,027 133 -3,329 -2,143 185 193 14,065 -859 -322 -115 25 1,728 1,987 Percent of Open Interest Represented by Each Category of Trader 4.6 27.0 0.3 62.3 12.0 8.1 2.3 34.3 0.6 1.7 3.1 0.0 20.2 14.7 Number of Traders in Each Category Total Traders: 72 . 12 4 29 9 15 . 11 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,011,090 Positions 55,915 124,956 33,095 193,850 194,995 54,911 283,561 293,973 136,652 84,998 58,678 27,306 140,803 86,524 Changes from: April 16, 2013 Total Change is: 16,888 12,700 -4,208 5,006 2,135 -13,804 -436 -9,344 15,954 15,822 -11,048 1,646 1,191 863 -4,282 Percent of Open Interest Represented by Each Category of Trader 5.5 12.4 3.3 19.2 19.3 5.4 28.0 29.1 13.5 8.4 5.8 2.7 13.9 8.6 Number of Traders in Each Category Total Traders: 203 14 21 12 32 25 26 46 27 35 21 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 55,437 Positions 18,747 24,455 10,124 0 400 668 18,995 15,466 3,079 200 17 855 2,769 373 Changes from: April 16, 2013 Total Change is: 1,959 1,564 -1,169 1,666 0 0 -49 -3,998 1,019 333 -4 17 138 2,309 4 Percent of Open Interest Represented by Each Category of Trader 33.8 44.1 18.3 0.0 0.7 1.2 34.3 27.9 5.6 0.4 0.0 1.5 5.0 0.7 Number of Traders in Each Category Total Traders: 41 8 11 11 0 . . 9 10 8 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,911,735 Positions 102,979 288,610 276,594 530,173 809,771 277,972 835,817 225,263 418,401 40,664 136,992 85,690 343,445 392,443 Changes from: April 16, 2013 Total Change is: 122,454 1,432 -25,414 45,494 16,240 27,084 -8,261 5,282 -7,934 48,984 -6,644 24,352 9,445 10,481 8,703 Percent of Open Interest Represented by Each Category of Trader 3.5 9.9 9.5 18.2 27.8 9.5 28.7 7.7 14.4 1.4 4.7 2.9 11.8 13.5 Number of Traders in Each Category Total Traders: 353 25 48 57 29 72 60 78 55 89 10 36 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,087,148 Positions 212,693 231,533 159,704 527,198 481,596 150,579 465,194 436,523 206,017 57,617 119,932 32,922 275,224 268,343 Changes from: April 16, 2013 Total Change is: -25,788 30,625 -4,623 11,961 -126,277 14,024 14,804 35,132 -70,443 4,600 -4,110 878 2,129 5,348 884 Percent of Open Interest Represented by Each Category of Trader 10.2 11.1 7.7 25.3 23.1 7.2 22.3 20.9 9.9 2.8 5.7 1.6 13.2 12.9 Number of Traders in Each Category Total Traders: 228 13 32 25 27 39 33 50 40 44 9 18 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 363,405 Positions 133,374 121,250 107,290 0 3,241 3,187 35,319 24,137 48,379 411 6,858 10,938 24,507 38,126 Changes from: April 16, 2013 Total Change is: 13,199 8,914 13,382 2,901 0 0 0 -132 -3,093 1,841 213 33 -336 -201 -1,529 Percent of Open Interest Represented by Each Category of Trader 36.7 33.4 29.5 0.0 0.9 0.9 9.7 6.6 13.3 0.1 1.9 3.0 6.7 10.5 Number of Traders in Each Category Total Traders: 66 17 20 26 0 . . 10 10 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,593,596 Positions 1,222,913 2,867,908 2,622,153 1,017,443 594,839 276,176 1,768,744 452,832 3,740,252 177,282 182,701 760,703 1,007,930 1,096,033 Changes from: April 16, 2013 Total Change is: 276,761 -133,231 17,315 77,671 13,562 -98,907 5,665 92,169 -2,248 117,669 -23,728 1,774 114,012 12,972 43,810 Percent of Open Interest Represented by Each Category of Trader 9.7 22.8 20.8 8.1 4.7 2.2 14.0 3.6 29.7 1.4 1.5 6.0 8.0 8.7 Number of Traders in Each Category Total Traders: 270 24 56 78 11 17 24 56 57 89 15 20 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #246602 Open Interest is 8,720 Positions 7,980 2,286 0 52 748 0 404 3,796 37 128 1,716 0 119 137 Changes from: April 16, 2013 Total Change is: 284 216 -22 0 2 0 0 37 302 0 0 0 0 29 4 Percent of Open Interest Represented by Each Category of Trader 91.5 26.2 0.0 0.6 8.6 0.0 4.6 43.5 0.4 1.5 19.7 0.0 1.4 1.6 Number of Traders in Each Category Total Traders: 24 . . 0 . . 0 4 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 18,373 Positions 12,542 1,927 50 1,044 4,202 65 4,190 10,173 0 465 1,823 0 17 133 Changes from: April 16, 2013 Total Change is: 417 206 -22 0 137 -27 -16 -115 486 0 215 0 0 -10 -4 Percent of Open Interest Represented by Each Category of Trader 68.3 10.5 0.3 5.7 22.9 0.4 22.8 55.4 0.0 2.5 9.9 0.0 0.1 0.7 Number of Traders in Each Category Total Traders: 27 4 5 . . . . . 6 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 12,674 Positions 10,214 1,659 18 1,174 3,005 0 755 5,900 500 0 1,204 0 13 388 Changes from: April 16, 2013 Total Change is: -378 -665 -474 18 0 0 0 290 79 -1 0 0 0 -20 0 Percent of Open Interest Represented by Each Category of Trader 80.6 13.1 0.1 9.3 23.7 0.0 6.0 46.6 3.9 0.0 9.5 0.0 0.1 3.1 Number of Traders in Each Category Total Traders: 20 4 4 . . . 0 . 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000) CFTC Code #247602 Open Interest is 3,703 Positions 2,785 1,041 2 93 818 36 660 1,439 0 0 318 0 127 49 Changes from: April 16, 2013 Total Change is: 233 -6 -27 2 61 -29 0 205 305 0 0 0 0 -29 -18 Percent of Open Interest Represented by Each Category of Trader 75.2 28.1 0.1 2.5 22.1 1.0 17.8 38.9 0.0 0.0 8.6 0.0 3.4 1.3 Number of Traders in Each Category Total Traders: 22 5 . . . 4 . 4 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 78,650 Positions 8,942 29,968 1,198 6,688 218 69 40,223 43,470 1,116 10,276 670 32 10,106 1,909 Changes from: April 16, 2013 Total Change is: 469 -361 267 -4 530 15 -135 -2,960 3,444 196 972 -3,554 -6 2,236 245 Percent of Open Interest Represented by Each Category of Trader 11.4 38.1 1.5 8.5 0.3 0.1 51.1 55.3 1.4 13.1 0.9 0.0 12.8 2.4 Number of Traders in Each Category Total Traders: 133 6 . . 11 . . 47 16 8 43 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 381,591 Positions 104,082 43,832 36,507 47,647 18,020 15,763 45,518 130,320 41,676 5,757 8,304 60,684 23,957 26,485 Changes from: April 16, 2013 Total Change is: -73,503 -19,714 67 -23,655 -10,485 699 792 -5,966 -31,468 2,187 73 -3,817 -10,987 -5,748 -7,321 Percent of Open Interest Represented by Each Category of Trader 27.3 11.5 9.6 12.5 4.7 4.1 11.9 34.2 10.9 1.5 2.2 15.9 6.3 6.9 Number of Traders in Each Category Total Traders: 161 21 12 22 5 12 10 24 46 45 22 8 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 10,484 Positions 308 3,093 0 2,273 291 137 6,110 6,030 908 613 0 0 135 25 Changes from: April 16, 2013 Total Change is: 149 102 5 0 100 31 -150 113 259 0 11 0 0 -27 4 Percent of Open Interest Represented by Each Category of Trader 2.9 29.5 0.0 21.7 2.8 1.3 58.3 57.5 8.7 5.8 0.0 0.0 1.3 0.2 Number of Traders in Each Category Total Traders: 23 . . 0 6 . . 5 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 26, 2013