Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 155,564
Positions
67,691 9,867 15,947 17,344 20,441 514 9,171 52,560 12,491 5,694 4,299 1,829 24,883 37,616
Changes from: June 4, 2013 Total Change is: -4,845
-3,042 -815 7,017 545 798 -140 -4,451 -7,337 714 -2,590 623 -1,026 -1,870 -4,679
Percent of Open Interest Represented by Each Category of Trader
43.5 6.3 10.3 11.1 13.1 0.3 5.9 33.8 8.0 3.7 2.8 1.2 16.0 24.2
Number of Traders in Each Category Total Traders: 81
6 8 9 5 5 4 14 29 23 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 68,540
Positions
37,935 16,839 2,257 0 1,355 0 6,667 22,078 8,972 2,055 2,046 3 10,652 14,990
Changes from: June 4, 2013 Total Change is: -773
-4,885 5,857 -704 0 -85 0 -94 -4,308 3,346 -1,133 425 -69 2,767 -5,234
Percent of Open Interest Represented by Each Category of Trader
55.3 24.6 3.3 0.0 2.0 0.0 9.7 32.2 13.1 3.0 3.0 0.0 15.5 21.9
Number of Traders in Each Category Total Traders: 43
7 8 5 0 . 0 9 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 229,380
Positions
92,047 18,945 8,148 16,164 27,742 596 34,586 95,648 32,116 22,699 9,366 737 22,288 36,083
Changes from: June 4, 2013 Total Change is: -749
-22,375 6,332 1,381 -1,009 -1,853 -4 7,546 -14,487 14,820 -4,833 -242 -175 3,900 -6,520
Percent of Open Interest Represented by Each Category of Trader
40.1 8.3 3.6 7.0 12.1 0.3 15.1 41.7 14.0 9.9 4.1 0.3 9.7 15.7
Number of Traders in Each Category Total Traders: 113
10 10 11 5 16 4 26 31 28 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 280,853
Positions
110,580 34,591 18,641 25,098 18,548 2,050 43,227 77,724 47,255 6,813 14,091 6,849 20,340 61,104
Changes from: June 4, 2013 Total Change is: -543
-4,418 3,185 4,336 1,059 1,687 -596 2,986 -10,760 6,487 -4,026 3,694 -4,310 -2,058 -4,264
Percent of Open Interest Represented by Each Category of Trader
39.4 12.3 6.6 8.9 6.6 0.7 15.4 27.7 16.8 2.4 5.0 2.4 7.2 21.8
Number of Traders in Each Category Total Traders: 140
10 14 10 6 18 5 25 42 28 4 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 306,795
Positions
41,444 31,369 27,301 35,300 53,877 6,143 60,210 59,188 43,427 36,134 11,211 5,393 51,443 68,886
Changes from: June 4, 2013 Total Change is: -142
-30,244 15,578 10,848 -215 -11 1,059 25,142 -15,089 -6,398 -3,850 -5,128 -1,896 5,411 894
Percent of Open Interest Represented by Each Category of Trader
13.5 10.2 8.9 11.5 17.6 2.0 19.6 19.3 14.2 11.8 3.7 1.8 16.8 22.5
Number of Traders in Each Category Total Traders: 182
18 18 19 15 23 13 30 41 42 16 21 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 270,535
Positions
131,877 24,930 26,887 666 43,440 2,754 38,704 79,016 32,035 10,048 9,093 4,488 23,075 47,891
Changes from: June 4, 2013 Total Change is: 9,988
4,436 4,098 10,273 610 -1,188 -996 -4,595 1,179 4,926 -674 -1,879 -2,368 -1,624 -4,057
Percent of Open Interest Represented by Each Category of Trader
48.7 9.2 9.9 0.2 16.1 1.0 14.3 29.2 11.8 3.7 3.4 1.7 8.5 17.7
Number of Traders in Each Category Total Traders: 116
12 9 11 . 8 . 26 44 32 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 49,280
Positions
15,757 16,893 18,470 861 0 0 3,526 1,585 4,365 1,324 0 3,211 1,766 4,756
Changes from: June 4, 2013 Total Change is: -559
-1,781 -914 1,682 -391 0 0 -154 -334 48 66 0 0 -30 -1,042
Percent of Open Interest Represented by Each Category of Trader
32.0 34.3 37.5 1.7 0.0 0.0 7.2 3.2 8.9 2.7 0.0 6.5 3.6 9.7
Number of Traders in Each Category Total Traders: 29
6 11 13 . 0 0 5 . 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 120,262
Positions
14,610 61,952 5,478 3,698 1,572 33 59,441 26,197 18,978 11,570 2,606 247 6,207 3,199
Changes from: June 4, 2013 Total Change is: -6,575
1,541 -12,751 3,609 -254 702 -83 -21,433 -10,536 12,455 -1,692 -339 13 -731 355
Percent of Open Interest Represented by Each Category of Trader
12.1 51.5 4.6 3.1 1.3 0.0 49.4 21.8 15.8 9.6 2.2 0.2 5.2 2.7
Number of Traders in Each Category Total Traders: 110
9 11 . 6 4 . 42 17 20 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 39,852
Positions
11,032 20,769 3,426 1,806 2,484 0 4,842 4,983 1,369 14,391 3,055 2,531 455 1,235
Changes from: June 4, 2013 Total Change is: 912
211 -151 -176 0 440 0 222 -1,090 535 -544 0 885 -221 469
Percent of Open Interest Represented by Each Category of Trader
27.7 52.1 8.6 4.5 6.2 0.0 12.1 12.5 3.4 36.1 7.7 6.4 1.1 3.1
Number of Traders in Each Category Total Traders: 45
7 8 . . . 0 9 8 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 26,293
Positions
13,621 11,446 1,850 146 326 59 8,168 7,373 50 430 801 0 1,969 4,388
Changes from: June 4, 2013 Total Change is: 763
1,885 -1,764 1,618 0 -1 59 -2,441 755 25 -447 -157 0 64 228
Percent of Open Interest Represented by Each Category of Trader
51.8 43.5 7.0 0.6 1.2 0.2 31.1 28.0 0.2 1.6 3.0 0.0 7.5 16.7
Number of Traders in Each Category Total Traders: 48
7 6 5 . . . 10 18 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 59,524
Positions
8,270 33,784 2,142 4,396 484 176 28,303 8,734 2,031 3,351 582 1,838 9,017 9,753
Changes from: June 4, 2013 Total Change is: -2,535
405 -2,521 956 -425 -65 56 -3,396 -393 406 30 178 128 -694 -1,279
Percent of Open Interest Represented by Each Category of Trader
13.9 56.8 3.6 7.4 0.8 0.3 47.5 14.7 3.4 5.6 1.0 3.1 15.1 16.4
Number of Traders in Each Category Total Traders: 98
16 19 10 5 . . 29 12 9 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 119,048
Positions
16,540 67,568 4,284 8,792 968 352 56,607 17,468 4,061 6,701 1,165 3,677 18,034 19,505
Changes from: June 4, 2013 Total Change is: -5,070
809 -5,043 1,912 -849 -130 112 -6,792 -786 811 60 356 255 -1,389 -2,558
Percent of Open Interest Represented by Each Category of Trader
13.9 56.8 3.6 7.4 0.8 0.3 47.5 14.7 3.4 5.6 1.0 3.1 15.1 16.4
Number of Traders in Each Category Total Traders: 98
16 19 10 5 . . 29 12 9 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,147,016
Positions
41,490 191,174 96,196 352,590 137,982 66,550 108,843 196,765 234,101 59,744 43,818 37,797 149,705 142,634
Changes from: June 4, 2013 Total Change is: 33,356
-3,431 -14,911 17,264 -9,028 5,764 2,890 -3,552 -7,675 4,771 3,676 3,680 -371 21,135 21,943
Percent of Open Interest Represented by Each Category of Trader
3.6 16.7 8.4 30.7 12.0 5.8 9.5 17.2 20.4 5.2 3.8 3.3 13.1 12.4
Number of Traders in Each Category Total Traders: 597
30 41 46 117 61 74 90 127 128 72 56 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 306,769
Positions
43,702 67,179 10,519 57,978 31,386 10,878 13,349 25,179 67,449 14,215 12,901 12,931 75,749 68,347
Changes from: June 4, 2013 Total Change is: 6,851
6,400 -5,864 538 -3,649 -2,163 -768 -591 -2,322 -618 505 415 -126 5,159 17,758
Percent of Open Interest Represented by Each Category of Trader
14.2 21.9 3.4 18.9 10.2 3.5 4.4 8.2 22.0 4.6 4.2 4.2 24.7 22.3
Number of Traders in Each Category Total Traders: 113
9 10 5 17 12 13 20 22 40 14 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 4,201,236
Positions
221,601 852,631 195,730 1,505,251 565,171 246,167 560,680 941,135 750,051 237,171 164,114 114,805 369,780 371,433
Changes from: June 4, 2013 Total Change is: 132,522
-12,715 -8,795 47,192 -20,409 46,123 11,802 -36,539 -48,495 48,678 16,472 16,937 -1,841 79,882 20,921
Percent of Open Interest Represented by Each Category of Trader
5.3 20.3 4.7 35.8 13.5 5.9 13.3 22.4 17.9 5.6 3.9 2.7 8.8 8.8
Number of Traders in Each Category Total Traders: 562
31 40 44 108 57 65 84 125 119 62 51 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 109,345
Positions
2,883 50,567 561 57,476 44,571 2,170 32,389 4,688 575 559 2,184 0 12,732 4,028
Changes from: June 4, 2013 Total Change is: 316
-654 -2,355 496 -833 1,861 472 1,216 95 -84 -44 5 0 -253 -175
Percent of Open Interest Represented by Each Category of Trader
2.6 46.2 0.5 52.6 40.8 2.0 29.6 4.3 0.5 0.5 2.0 0.0 11.6 3.7
Number of Traders in Each Category Total Traders: 91
4 16 . 33 12 11 18 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 81,202
Positions
5,458 53,666 1,393 34,810 5,138 951 25,755 7,475 2,336 2,985 3,348 1,093 6,420 5,801
Changes from: June 4, 2013 Total Change is: -8,033
1,208 -8,062 191 -4,106 -115 77 -5,151 128 443 -125 -10 86 -655 -770
Percent of Open Interest Represented by Each Category of Trader
6.7 66.1 1.7 42.9 6.3 1.2 31.7 9.2 2.9 3.7 4.1 1.3 7.9 7.1
Number of Traders in Each Category Total Traders: 215
19 26 13 31 21 9 63 24 25 18 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 406,008
Positions
27,289 268,331 6,963 174,052 25,690 4,756 128,776 37,376 11,682 14,924 16,741 5,465 32,101 29,004
Changes from: June 4, 2013 Total Change is: -40,167
6,041 -40,311 953 -20,531 -574 383 -25,754 640 2,216 -625 -52 428 -3,277 -3,850
Percent of Open Interest Represented by Each Category of Trader
6.7 66.1 1.7 42.9 6.3 1.2 31.7 9.2 2.9 3.7 4.1 1.3 7.9 7.1
Number of Traders in Each Category Total Traders: 215
19 26 13 31 21 9 63 24 25 18 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 373,948
Positions
76,178 54,012 8,777 129,989 145,202 21,429 82,512 101,560 9,676 6,827 6,594 1,303 37,257 25,395
Changes from: June 4, 2013 Total Change is: -4,217
-1,978 576 1,771 1,757 1,661 -3,640 -4,155 -3,085 -203 -1,022 -287 27 3,225 -1,038
Percent of Open Interest Represented by Each Category of Trader
20.4 14.4 2.3 34.8 38.8 5.7 22.1 27.2 2.6 1.8 1.8 0.3 10.0 6.8
Number of Traders in Each Category Total Traders: 243
16 15 7 47 35 22 51 46 17 17 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 97,578
Positions
5,004 28,377 25,525 23,161 262 540 18,259 12,386 5,091 7,010 2,722 390 12,598 22,285
Changes from: June 4, 2013 Total Change is: 27,911
711 -580 25,295 127 -605 92 512 1,396 4,889 -2,379 -1,335 390 -1,726 -1,631
Percent of Open Interest Represented by Each Category of Trader
5.1 29.1 26.2 23.7 0.3 0.6 18.7 12.7 5.2 7.2 2.8 0.4 12.9 22.8
Number of Traders in Each Category Total Traders: 76
5 8 4 16 . . 20 11 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 89,206
Positions
32,985 16,584 5,066 10,832 4,581 49 16,320 12,473 5,279 3,131 1,922 139 15,405 43,113
Changes from: June 4, 2013 Total Change is: 3,045
-25 978 2,811 -841 486 -103 -1,751 -23 2,948 -824 125 139 691 -4,316
Percent of Open Interest Represented by Each Category of Trader
37.0 18.6 5.7 12.1 5.1 0.1 18.3 14.0 5.9 3.5 2.2 0.2 17.3 48.3
Number of Traders in Each Category Total Traders: 99
24 15 15 8 4 . 21 15 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 89,271
Positions
16,841 35,433 2,303 33,224 22,989 4,423 23,941 17,191 2,402 240 641 0 5,897 3,889
Changes from: June 4, 2013 Total Change is: -30
716 -1,799 -62 -871 2,704 35 -208 -2,406 46 240 641 0 74 811
Percent of Open Interest Represented by Each Category of Trader
18.9 39.7 2.6 37.2 25.8 5.0 26.8 19.3 2.7 0.3 0.7 0.0 6.6 4.4
Number of Traders in Each Category Total Traders: 79
7 6 . 26 20 11 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 242,116
Positions
17,155 109,663 13,074 86,389 29,917 29,070 53,396 34,387 11,640 9,588 2,115 343 21,461 11,907
Changes from: June 4, 2013 Total Change is: 17,835
3,001 -992 3,406 -12,414 4,941 7,777 5,182 -8,236 3,936 1,628 -53 -45 5,364 7,101
Percent of Open Interest Represented by Each Category of Trader
7.1 45.3 5.4 35.7 12.4 12.0 22.1 14.2 4.8 4.0 0.9 0.1 8.9 4.9
Number of Traders in Each Category Total Traders: 153
16 17 7 33 27 21 29 12 12 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 737,126
Positions
22,854 61,938 48,168 235,012 89,730 96,547 50,704 89,020 114,546 11,273 31,281 14,256 143,766 191,640
Changes from: June 4, 2013 Total Change is: 13,988
9,762 -8,412 9,658 -6,726 -6,248 6,037 6,586 11,784 -10,654 964 3,326 876 -2,514 7,622
Percent of Open Interest Represented by Each Category of Trader
3.1 8.4 6.5 31.9 12.2 13.1 6.9 12.1 15.5 1.5 4.2 1.9 19.5 26.0
Number of Traders in Each Category Total Traders: 176
6 19 19 43 23 35 26 40 51 . 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 399,535
Positions
13,719 104,341 4,653 238,567 51,428 37,914 10,249 99,374 13,390 9,327 29,119 0 71,716 59,316
Changes from: June 4, 2013 Total Change is: -7,101
3,893 12,535 -2,553 6,184 -221 -347 31 1,818 -6,904 -118 -35 -441 -6,846 -10,953
Percent of Open Interest Represented by Each Category of Trader
3.4 26.1 1.2 59.7 12.9 9.5 2.6 24.9 3.4 2.3 7.3 0.0 17.9 14.8
Number of Traders in Each Category Total Traders: 76
4 12 6 29 10 18 . 11 9 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 915,422
Positions
98,658 60,185 29,427 206,297 206,504 49,992 182,544 223,994 104,285 69,039 63,431 75,987 99,194 101,617
Changes from: June 4, 2013 Total Change is: -50,326
33,614 -21,923 -7,394 12,640 -2,231 -4,667 -15,757 4,323 -34,184 -36,404 2,157 5,928 -4,103 7,665
Percent of Open Interest Represented by Each Category of Trader
10.8 6.6 3.2 22.5 22.6 5.5 19.9 24.5 11.4 7.5 6.9 8.3 10.8 11.1
Number of Traders in Each Category Total Traders: 190
16 20 18 33 24 25 34 29 35 11 23 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 50,517
Positions
14,334 26,077 9,187 680 0 0 19,541 8,428 4,988 1 0 1,650 136 187
Changes from: June 4, 2013 Total Change is: 1,911
-2,000 25 753 12 0 0 3,172 1,100 -401 1 -5 278 96 161
Percent of Open Interest Represented by Each Category of Trader
28.4 51.6 18.2 1.3 0.0 0.0 38.7 16.7 9.9 0.0 0.0 3.3 0.3 0.4
Number of Traders in Each Category Total Traders: 47
8 13 14 . 0 0 8 13 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 2,945,726
Positions
138,361 241,264 298,446 499,176 709,241 330,853 761,825 245,637 444,522 101,472 120,696 95,347 275,723 459,720
Changes from: June 4, 2013 Total Change is: 3,508
39,195 -48,190 29,334 -8,037 15,143 -7,383 -31,321 9,485 -8,443 -11,776 -4,917 2,431 -491 16,047
Percent of Open Interest Represented by Each Category of Trader
4.7 8.2 10.1 16.9 24.1 11.2 25.9 8.3 15.1 3.4 4.1 3.2 9.4 15.6
Number of Traders in Each Category Total Traders: 322
26 46 57 25 65 55 56 59 82 15 30 23
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,934,397
Positions
258,872 120,834 171,431 368,253 490,443 133,898 380,203 250,547 283,236 98,912 134,073 41,314 198,277 308,621
Changes from: June 4, 2013 Total Change is: -79,869
-104,052 29,257 1,032 -21,918 -35,895 3,998 -23,965 -20,893 36,562 34,664 -105,346 4,422 -10,612 6,994
Percent of Open Interest Represented by Each Category of Trader
13.4 6.2 8.9 19.0 25.4 6.9 19.7 13.0 14.6 5.1 6.9 2.1 10.3 16.0
Number of Traders in Each Category Total Traders: 227
22 26 32 28 40 36 46 36 45 12 17 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 325,873
Positions
112,250 96,346 91,632 1,108 2,015 3,041 35,432 25,662 48,131 237 8,911 8,776 25,266 41,359
Changes from: June 4, 2013 Total Change is: 11,501
1,104 495 7,093 1,108 0 0 -36 3,557 1,222 237 -777 1,699 -925 -1,787
Percent of Open Interest Represented by Each Category of Trader
34.4 29.6 28.1 0.3 0.6 0.9 10.9 7.9 14.8 0.1 2.7 2.7 7.8 12.7
Number of Traders in Each Category Total Traders: 59
11 17 16 . . . 10 13 17 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 is15,410,500
Positions
1,817,083 2,518,789 3,019,991 833,837 602,775 320,727 939,225 353,914 5,613,435 337,131 176,257 1,632,093 896,977 1,172,519
Changes from: June 4, 2013 Total Change is: 488,565
-39,718 -64,203 154,183 90 -61,032 12,577 -161,736 -54,804 336,711 80,682 14,672 130,821 -25,044 19,641
Percent of Open Interest Represented by Each Category of Trader
11.8 16.3 19.6 5.4 3.9 2.1 6.1 2.3 36.4 2.2 1.1 10.6 5.8 7.6
Number of Traders in Each Category Total Traders: 261
25 52 72 11 16 23 71 40 91 16 20 29
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 29,337
Positions
21,271 842 1,050 2,227 5,931 103 2,747 15,122 1,015 895 5,243 0 29 31
Changes from: June 4, 2013 Total Change is: 3,973
2,915 -38 1,050 -76 772 14 1,757 558 -1,213 0 3,420 0 -474 -590
Percent of Open Interest Represented by Each Category of Trader
72.5 2.9 3.6 7.6 20.2 0.4 9.4 51.5 3.5 3.1 17.9 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 31
6 . . . 5 . . 6 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 79,511
Positions
9,048 37,516 1,009 4,084 314 111 37,958 32,596 5,125 13,834 805 279 8,063 1,755
Changes from: June 4, 2013 Total Change is: -1,783
-82 842 -164 -3,125 193 26 567 -6,983 3,925 1,038 14 -6 -3,963 370
Percent of Open Interest Represented by Each Category of Trader
11.4 47.2 1.3 5.1 0.4 0.1 47.7 41.0 6.4 17.4 1.0 0.4 10.1 2.2
Number of Traders in Each Category Total Traders: 127
4 4 . 11 . . 31 16 11 53 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 367,802
Positions
86,893 19,192 36,369 47,692 21,025 14,762 31,437 123,251 61,571 4,595 11,350 47,747 36,736 32,535
Changes from: June 4, 2013 Total Change is: -4,991
2,168 3,398 -3,235 -6,892 -41 2,169 -672 -10,517 -3,975 -923 -2,068 7,086 -717 2,192
Percent of Open Interest Represented by Each Category of Trader
23.6 5.2 9.9 13.0 5.7 4.0 8.5 33.5 16.7 1.2 3.1 13.0 10.0 8.8
Number of Traders in Each Category Total Traders: 167
20 10 24 7 11 11 24 53 50 15 17 22
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Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 9,487
Positions
153 3,121 94 1,976 353 448 4,747 3,904 1,035 455 69 0 579 463
Changes from: June 4, 2013 Total Change is: -101
141 -49 25 -111 27 -102 -573 -545 101 0 0 0 418 442
Percent of Open Interest Represented by Each Category of Trader
1.6 32.9 1.0 20.8 3.7 4.7 50.0 41.2 10.9 4.8 0.7 0.0 6.1 4.9
Number of Traders in Each Category Total Traders: 23
. . . 4 . . 6 4 . . . 0
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Updated June 14, 2013