Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 160,408
Positions
70,733 10,682 8,930 16,799 19,642 654 13,622 59,897 11,777 8,284 3,676 2,855 26,753 42,294
Changes from: May 28, 2013 Total Change is: -2,466
7,659 -1,584 -61 420 37 -379 -5,281 940 -517 278 -159 1,361 -5,948 -2,105
Percent of Open Interest Represented by Each Category of Trader
44.1 6.7 5.6 10.5 12.2 0.4 8.5 37.3 7.3 5.2 2.3 1.8 16.7 26.4
Number of Traders in Each Category Total Traders: 89
8 8 9 5 4 4 15 32 17 11 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 69,313
Positions
42,820 10,982 2,962 0 1,440 0 6,761 26,386 5,626 3,188 1,621 72 7,885 20,225
Changes from: May 28, 2013 Total Change is: -5,207
-2,462 237 415 0 -495 0 -3,252 -3,799 2,196 -1,149 0 71 -1,025 -3,832
Percent of Open Interest Represented by Each Category of Trader
61.8 15.8 4.3 0.0 2.1 0.0 9.8 38.1 8.1 4.6 2.3 0.1 11.4 29.2
Number of Traders in Each Category Total Traders: 46
10 6 7 0 . 0 9 15 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 230,129
Positions
114,422 12,613 6,767 17,173 29,595 600 27,040 110,135 17,296 27,532 9,609 911 18,388 42,603
Changes from: May 28, 2013 Total Change is: -14,165
-119 412 -127 -103 -436 -675 -8,641 -8,010 -810 -1,015 -690 -177 -2,498 -3,651
Percent of Open Interest Represented by Each Category of Trader
49.7 5.5 2.9 7.5 12.9 0.3 11.7 47.9 7.5 12.0 4.2 0.4 8.0 18.5
Number of Traders in Each Category Total Traders: 112
11 6 9 6 18 . 19 36 21 6 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 281,395
Positions
114,998 31,407 14,305 24,039 16,861 2,646 40,241 88,484 40,768 10,839 10,397 11,160 22,398 65,368
Changes from: May 28, 2013 Total Change is: -14,846
-12,135 5,055 1,093 1,666 -3,024 -1 -3,347 -15,071 2,506 -1,763 -2,899 -1,950 -915 -556
Percent of Open Interest Represented by Each Category of Trader
40.9 11.2 5.1 8.5 6.0 0.9 14.3 31.4 14.5 3.9 3.7 4.0 8.0 23.2
Number of Traders in Each Category Total Traders: 147
10 13 9 7 16 6 24 49 30 8 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 306,937
Positions
71,688 15,790 16,453 35,514 53,888 5,084 35,068 74,277 49,825 39,983 16,339 7,288 46,032 67,992
Changes from: May 28, 2013 Total Change is: -25,932
-22,711 3,018 2,046 -1,508 1,007 -353 -2,082 -27,849 3,090 -527 1,563 -2,925 -961 -5,529
Percent of Open Interest Represented by Each Category of Trader
23.4 5.1 5.4 11.6 17.6 1.7 11.4 24.2 16.2 13.0 5.3 2.4 15.0 22.2
Number of Traders in Each Category Total Traders: 194
23 15 16 14 22 14 17 54 44 18 31 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 260,547
Positions
127,441 20,831 16,614 56 44,628 3,751 43,299 77,837 27,109 10,722 10,972 6,856 24,699 51,948
Changes from: May 28, 2013 Total Change is: 7,113
12,759 -7,713 4,179 -85 253 311 -10,476 6,426 973 -491 -541 1,172 -1,229 2,053
Percent of Open Interest Represented by Each Category of Trader
48.9 8.0 6.4 0.0 17.1 1.4 16.6 29.9 10.4 4.1 4.2 2.6 9.5 19.9
Number of Traders in Each Category Total Traders: 127
13 8 13 . 9 4 24 51 29 8 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 49,839
Positions
17,538 17,807 16,787 1,252 0 0 3,680 1,919 4,317 1,258 0 3,211 1,796 5,798
Changes from: May 28, 2013 Total Change is: -2,255
-1,843 -5,911 -833 -461 0 0 -425 -814 2 12 0 0 1,293 5,301
Percent of Open Interest Represented by Each Category of Trader
35.2 35.7 33.7 2.5 0.0 0.0 7.4 3.9 8.7 2.5 0.0 6.4 3.6 11.6
Number of Traders in Each Category Total Traders: 28
6 10 12 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 126,837
Positions
13,069 74,703 1,869 3,952 870 116 80,873 36,732 6,523 13,262 2,945 234 6,938 2,844
Changes from: May 28, 2013 Total Change is: -24,098
6,462 -25,730 340 -1,033 0 104 -32,957 -3,714 4,745 716 -365 24 -2,498 498
Percent of Open Interest Represented by Each Category of Trader
10.3 58.9 1.5 3.1 0.7 0.1 63.8 29.0 5.1 10.5 2.3 0.2 5.5 2.2
Number of Traders in Each Category Total Traders: 115
9 10 . 7 . . 44 23 15 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 38,940
Positions
10,821 20,920 3,602 1,806 2,044 0 4,620 6,073 834 14,935 3,055 1,646 676 766
Changes from: May 28, 2013 Total Change is: -4,814
-5,634 -2,590 2,180 7 -300 0 -3,001 4,339 -141 1,949 -8,387 -211 37 296
Percent of Open Interest Represented by Each Category of Trader
27.8 53.7 9.3 4.6 5.2 0.0 11.9 15.6 2.1 38.4 7.8 4.2 1.7 2.0
Number of Traders in Each Category Total Traders: 39
6 8 . . . 0 7 8 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 25,530
Positions
11,736 13,210 232 146 327 0 10,609 6,618 25 877 958 0 1,905 4,160
Changes from: May 28, 2013 Total Change is: -3,847
4,519 -4,055 -135 146 -92 0 -7,850 606 -39 -148 -417 0 -340 285
Percent of Open Interest Represented by Each Category of Trader
46.0 51.7 0.9 0.6 1.3 0.0 41.6 25.9 0.1 3.4 3.8 0.0 7.5 16.3
Number of Traders in Each Category Total Traders: 53
8 7 . . . 0 11 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 62,059
Positions
7,866 36,305 1,186 4,821 549 120 31,699 9,127 1,625 3,321 404 1,711 9,712 11,032
Changes from: May 28, 2013 Total Change is: 626
-592 1,783 133 -136 380 36 1,632 -1,481 69 151 -228 185 -851 -249
Percent of Open Interest Represented by Each Category of Trader
12.7 58.5 1.9 7.8 0.9 0.2 51.1 14.7 2.6 5.4 0.7 2.8 15.6 17.8
Number of Traders in Each Category Total Traders: 96
14 18 7 6 . . 32 10 9 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 124,118
Positions
15,731 72,611 2,372 9,641 1,098 240 63,398 18,254 3,250 6,642 808 3,421 19,423 22,064
Changes from: May 28, 2013 Total Change is: 1,252
-1,183 3,565 265 -272 760 71 3,264 -2,963 138 301 -456 369 -1,701 -498
Percent of Open Interest Represented by Each Category of Trader
12.7 58.5 1.9 7.8 0.9 0.2 51.1 14.7 2.6 5.4 0.7 2.8 15.6 17.8
Number of Traders in Each Category Total Traders: 96
14 18 7 6 . . 32 10 9 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,113,661
Positions
44,921 206,085 78,931 361,618 132,218 63,660 112,395 204,439 229,329 56,068 40,138 38,169 128,570 120,691
Changes from: May 28, 2013 Total Change is: -12,455
-3,724 -41,208 3,673 -7,563 6,236 2,266 -7,519 -9,044 4,956 -2,464 -1,019 928 -3,008 20,757
Percent of Open Interest Represented by Each Category of Trader
4.0 18.5 7.1 32.5 11.9 5.7 10.1 18.4 20.6 5.0 3.6 3.4 11.5 10.8
Number of Traders in Each Category Total Traders: 604
35 39 41 120 60 71 103 114 115 71 60 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 299,918
Positions
37,301 73,043 9,980 61,627 33,549 11,646 13,940 27,501 68,066 13,710 12,486 13,057 70,590 50,589
Changes from: May 28, 2013 Total Change is: 2,784
2,160 -5,347 1,784 59 314 -1,390 34 5,947 -2,789 650 -192 149 2,127 4,308
Percent of Open Interest Represented by Each Category of Trader
12.4 24.4 3.3 20.5 11.2 3.9 4.6 9.2 22.7 4.6 4.2 4.4 23.5 16.9
Number of Traders in Each Category Total Traders: 115
10 9 5 18 13 14 17 25 37 15 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,068,714
Positions
234,316 861,426 148,538 1,525,659 519,047 234,366 597,219 989,630 701,373 220,700 147,177 116,645 289,898 350,512
Changes from: May 28, 2013 Total Change is: -76,197
-20,095 -169,980 122 -36,194 31,527 16,362 -5,714 -42,905 6,671 -19,508 -8,071 7,833 -25,675 82,245
Percent of Open Interest Represented by Each Category of Trader
5.8 21.2 3.7 37.5 12.8 5.8 14.7 24.3 17.2 5.4 3.6 2.9 7.1 8.6
Number of Traders in Each Category Total Traders: 565
36 37 39 112 54 61 95 113 107 60 56 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 109,029
Positions
3,537 52,922 65 58,309 42,710 1,698 31,173 4,593 659 603 2,179 0 12,985 4,203
Changes from: May 28, 2013 Total Change is: -71
169 -491 26 1,831 655 -772 -508 -719 114 -308 0 0 -623 1,115
Percent of Open Interest Represented by Each Category of Trader
3.2 48.5 0.1 53.5 39.2 1.6 28.6 4.2 0.6 0.6 2.0 0.0 11.9 3.9
Number of Traders in Each Category Total Traders: 92
5 15 . 35 12 11 17 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 89,235
Positions
4,250 61,728 1,202 38,917 5,253 875 30,906 7,347 1,893 3,110 3,358 1,008 7,076 6,571
Changes from: May 28, 2013 Total Change is: -1,081
508 -1,901 -106 -33 -799 311 -2,545 47 740 -102 -251 -58 204 936
Percent of Open Interest Represented by Each Category of Trader
4.8 69.2 1.3 43.6 5.9 1.0 34.6 8.2 2.1 3.5 3.8 1.1 7.9 7.4
Number of Traders in Each Category Total Traders: 226
18 25 11 33 20 8 69 29 21 20 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 446,175
Positions
21,248 308,642 6,010 194,583 26,264 4,373 154,530 36,736 9,467 15,549 16,792 5,038 35,378 32,854
Changes from: May 28, 2013 Total Change is: -5,405
2,539 -9,507 -528 -163 -3,994 1,553 -12,727 237 3,698 -511 -1,255 -288 1,022 4,680
Percent of Open Interest Represented by Each Category of Trader
4.8 69.2 1.3 43.6 5.9 1.0 34.6 8.2 2.1 3.5 3.8 1.1 7.9 7.4
Number of Traders in Each Category Total Traders: 226
18 25 11 33 20 8 69 29 21 20 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 378,165
Positions
78,156 53,436 7,006 128,232 143,541 25,069 86,667 104,645 9,878 7,849 6,881 1,276 34,031 26,433
Changes from: May 28, 2013 Total Change is: 9,904
14,117 -6,428 -1,447 -4,868 3,781 -10 -6,321 6,890 1,100 949 434 -96 6,479 5,679
Percent of Open Interest Represented by Each Category of Trader
20.7 14.1 1.9 33.9 38.0 6.6 22.9 27.7 2.6 2.1 1.8 0.3 9.0 7.0
Number of Traders in Each Category Total Traders: 251
17 15 5 46 35 21 59 45 21 16 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 69,667
Positions
4,293 28,957 230 23,034 867 448 17,747 10,990 202 9,389 4,057 0 14,324 23,916
Changes from: May 28, 2013 Total Change is: -8,250
-2,928 -3,868 153 -2,517 0 0 -3,272 -3,933 -595 -487 50 0 1,396 -57
Percent of Open Interest Represented by Each Category of Trader
6.2 41.6 0.3 33.1 1.2 0.6 25.5 15.8 0.3 13.5 5.8 0.0 20.6 34.3
Number of Traders in Each Category Total Traders: 69
5 9 . 15 . . 17 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 86,161
Positions
33,010 15,606 2,255 11,673 4,095 152 18,071 12,496 2,331 3,955 1,797 0 14,714 47,429
Changes from: May 28, 2013 Total Change is: -7,160
1,810 -563 -755 -1,120 -1,594 -196 -6,418 2,207 -545 -2,083 92 0 2,147 -5,806
Percent of Open Interest Represented by Each Category of Trader
38.3 18.1 2.6 13.5 4.8 0.2 21.0 14.5 2.7 4.6 2.1 0.0 17.1 55.0
Number of Traders in Each Category Total Traders: 102
21 16 9 8 4 . 24 17 8 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 89,301
Positions
16,125 37,232 2,365 34,095 20,285 4,388 24,149 19,597 2,356 0 0 0 5,823 3,078
Changes from: May 28, 2013 Total Change is: -1,164
978 -2,914 5 -1,706 -277 748 -1,168 191 21 0 0 0 -42 1,062
Percent of Open Interest Represented by Each Category of Trader
18.1 41.7 2.6 38.2 22.7 4.9 27.0 21.9 2.6 0.0 0.0 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 74
5 7 . 24 20 11 11 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 224,281
Positions
14,154 110,655 9,668 98,803 24,976 21,293 48,214 42,623 7,704 7,960 2,168 388 16,097 4,806
Changes from: May 28, 2013 Total Change is: 7,789
2,535 2,572 1,655 -16,817 2,778 14,110 4,587 -12,924 1,724 139 327 -6 -138 -2,447
Percent of Open Interest Represented by Each Category of Trader
6.3 49.3 4.3 44.1 11.1 9.5 21.5 19.0 3.4 3.5 1.0 0.2 7.2 2.1
Number of Traders in Each Category Total Traders: 153
20 17 7 40 23 20 27 9 10 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 723,138
Positions
13,092 70,350 38,510 241,738 95,979 90,511 44,118 77,236 125,200 10,309 27,954 13,379 146,280 184,019
Changes from: May 28, 2013 Total Change is: -105,890
5,883 -7,912 -39,304 1,999 -6,360 -12,409 -22,219 -28,778 -6,434 1,194 767 -1,601 -32,999 -3,859
Percent of Open Interest Represented by Each Category of Trader
1.8 9.7 5.3 33.4 13.3 12.5 6.1 10.7 17.3 1.4 3.9 1.9 20.2 25.4
Number of Traders in Each Category Total Traders: 168
6 22 19 38 25 34 30 30 50 5 12 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 406,636
Positions
9,826 91,806 7,206 232,383 51,649 38,261 10,218 97,556 20,294 9,445 29,154 441 78,562 70,269
Changes from: May 28, 2013 Total Change is: 2,978
-2,870 3,117 1,573 -5,219 20,343 825 2,063 -26,668 10,894 1,470 5,483 441 -6,200 -13,031
Percent of Open Interest Represented by Each Category of Trader
2.4 22.6 1.8 57.1 12.7 9.4 2.5 24.0 5.0 2.3 7.2 0.1 19.3 17.3
Number of Traders in Each Category Total Traders: 69
4 9 8 27 10 17 . 9 8 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 965,748
Positions
65,044 82,108 36,821 193,657 208,735 54,659 198,301 219,671 138,469 105,443 61,275 70,058 103,297 93,953
Changes from: May 28, 2013 Total Change is: -141,071
6,058 -7,222 2,182 14,603 2,760 -6,905 -26,666 -40,229 -106,236 8,717 -524 23,305 -56,130 -8,201
Percent of Open Interest Represented by Each Category of Trader
6.7 8.5 3.8 20.1 21.6 5.7 20.5 22.7 14.3 10.9 6.3 7.3 10.7 9.7
Number of Traders in Each Category Total Traders: 183
12 20 17 31 25 26 38 25 37 12 20 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 48,606
Positions
16,334 26,052 8,434 668 0 0 16,369 7,328 5,389 0 5 1,372 40 26
Changes from: May 28, 2013 Total Change is: -6,896
-3,399 -198 -1,896 668 -400 -668 -1,490 -3,434 -538 0 -181 442 -15 -23
Percent of Open Interest Represented by Each Category of Trader
33.6 53.6 17.4 1.4 0.0 0.0 33.7 15.1 11.1 0.0 0.0 2.8 0.1 0.1
Number of Traders in Each Category Total Traders: 45
8 11 13 . 0 0 8 13 8 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 2,942,218
Positions
99,167 289,453 269,112 507,213 694,098 338,235 793,146 236,152 452,966 113,249 125,613 92,916 276,214 443,673
Changes from: May 28, 2013 Total Change is: -176,611
-30,393 24,159 31,264 -10,476 -101,650 17,487 -107,892 -91,699 -10,912 13,502 -20,411 14,661 -93,851 -39,509
Percent of Open Interest Represented by Each Category of Trader
3.4 9.8 9.1 17.2 23.6 11.5 27.0 8.0 15.4 3.8 4.3 3.2 9.4 15.1
Number of Traders in Each Category Total Traders: 312
21 46 53 24 65 54 59 54 80 13 30 20
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 2,014,267
Positions
362,924 91,577 170,399 390,171 526,339 129,900 404,168 271,439 246,674 64,249 239,419 36,892 208,888 301,627
Changes from: May 28, 2013 Total Change is: -153,520
-21,833 -24,834 -19,894 -39,023 -37,680 6,096 -11,669 -178,594 -12,959 -3,612 121,532 3,999 -54,626 -11,188
Percent of Open Interest Represented by Each Category of Trader
18.0 4.5 8.5 19.4 26.1 6.4 20.1 13.5 12.2 3.2 11.9 1.8 10.4 15.0
Number of Traders in Each Category Total Traders: 226
26 25 33 26 43 39 49 32 46 9 16 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 314,372
Positions
111,146 95,851 84,540 0 2,015 3,041 35,468 22,105 46,909 0 9,688 7,077 26,191 43,146
Changes from: May 28, 2013 Total Change is: -53,070
-11,352 -36,578 -15,255 0 0 0 -15,488 -1,855 -4,625 -7,306 701 -2,576 3,532 7,118
Percent of Open Interest Represented by Each Category of Trader
35.4 30.5 26.9 0.0 0.6 1.0 11.3 7.0 14.9 0.0 3.1 2.3 8.3 13.7
Number of Traders in Each Category Total Traders: 57
13 17 19 0 . . 11 9 15 0 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 is14,921,935
Positions
1,856,802 2,582,993 2,865,808 833,747 663,806 308,150 1,100,961 408,717 5,276,725 256,450 161,586 1,501,272 922,021 1,152,878
Changes from: May 28, 2013 Total Change is: 16,466
321,708 -51,407 -120,419 -106,620 -57,332 36,119 -348,854 -98,701 256,936 -465 1,090 33,155 -55,095 17,025
Percent of Open Interest Represented by Each Category of Trader
12.4 17.3 19.2 5.6 4.4 2.1 7.4 2.7 35.4 1.7 1.1 10.1 6.2 7.7
Number of Traders in Each Category Total Traders: 261
23 53 73 11 14 23 60 54 93 17 17 26
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,254
Positions
7,811 3,449 0 32 813 1 3,178 2,927 93 62 3,827 0 77 144
Changes from: May 28, 2013 Total Change is: -2,447
43 168 0 -10 20 0 -2,477 -223 64 -66 0 0 -1 -2,476
Percent of Open Interest Represented by Each Category of Trader
69.4 30.6 0.0 0.3 7.2 0.0 28.2 26.0 0.8 0.6 34.0 0.0 0.7 1.3
Number of Traders in Each Category Total Traders: 20
. . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 25,364
Positions
18,356 880 0 2,303 5,159 89 990 14,564 2,228 895 1,823 0 503 621
Changes from: May 28, 2013 Total Change is: 2,044
2,016 274 -12 779 -86 33 -534 2,054 -734 0 0 0 496 515
Percent of Open Interest Represented by Each Category of Trader
72.4 3.5 0.0 9.1 20.3 0.4 3.9 57.4 8.8 3.5 7.2 0.0 2.0 2.4
Number of Traders in Each Category Total Traders: 27
5 . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 81,293
Positions
9,130 36,674 1,173 7,209 121 85 37,390 39,579 1,199 12,795 791 286 12,026 1,386
Changes from: May 28, 2013 Total Change is: -11,902
361 -521 -33 -144 -28 7 -7,877 -11,190 461 -2,850 328 -653 -1,175 -274
Percent of Open Interest Represented by Each Category of Trader
11.2 45.1 1.4 8.9 0.1 0.1 46.0 48.7 1.5 15.7 1.0 0.4 14.8 1.7
Number of Traders in Each Category Total Traders: 140
5 . . 12 . . 52 11 8 52 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 372,793
Positions
84,725 15,794 39,604 54,584 21,066 12,593 32,109 133,768 65,546 5,518 13,418 40,661 37,453 30,343
Changes from: May 28, 2013 Total Change is: -16,594
3,035 -7,359 -2,015 -9,052 3,428 2,278 -3,918 6,667 -4,800 -709 -4,383 -6,396 4,983 -4,014
Percent of Open Interest Represented by Each Category of Trader
22.7 4.2 10.6 14.6 5.7 3.4 8.6 35.9 17.6 1.5 3.6 10.9 10.0 8.1
Number of Traders in Each Category Total Traders: 167
19 11 21 6 12 10 32 45 46 15 18 22
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 9,588
Positions
12 3,170 69 2,087 326 550 5,320 4,449 934 455 69 0 161 21
Changes from: May 28, 2013 Total Change is: -407
-33 111 69 -13 178 124 -542 -908 0 0 0 0 -12 19
Percent of Open Interest Represented by Each Category of Trader
0.1 33.1 0.7 21.8 3.4 5.7 55.5 46.4 9.7 4.7 0.7 0.0 1.7 0.2
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 6 4 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,583
Positions
1,270 6,842 0 6,721 0 0 1,905 2,970 135 0 0 0 552 636
Changes from: May 28, 2013 Total Change is: -66
-44 0 0 -20 0 0 72 36 18 0 0 0 -92 -120
Percent of Open Interest Represented by Each Category of Trader
12.0 64.7 0.0 63.5 0.0 0.0 18.0 28.1 1.3 0.0 0.0 0.0 5.2 6.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 4 . 0 0 0
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Updated June 7, 2013