Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 146,676
Positions
45,405 8,323 6,381 16,520 21,705 1,337 27,456 52,391 11,290 10,251 1,916 4,010 24,025 39,322
Changes from: June 25, 2013 Total Change is: 17,983
7,336 -1,584 1,500 -920 452 24 9,279 13,088 1,084 586 -98 638 -1,545 2,878
Percent of Open Interest Represented by Each Category of Trader
31.0 5.7 4.4 11.3 14.8 0.9 18.7 35.7 7.7 7.0 1.3 2.7 16.4 26.8
Number of Traders in Each Category Total Traders: 99
9 4 6 5 6 4 18 37 20 14 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 34,972
Positions
10,080 7,950 1,214 0 1,387 0 10,964 6,966 2,338 406 2,563 2 9,969 12,553
Changes from: June 25, 2013 Total Change is: 210
2,805 -2,827 155 0 -16 0 -1,707 1,164 -90 2 942 -1 -954 882
Percent of Open Interest Represented by Each Category of Trader
28.8 22.7 3.5 0.0 4.0 0.0 31.4 19.9 6.7 1.2 7.3 0.0 28.5 35.9
Number of Traders in Each Category Total Traders: 36
8 5 4 0 . 0 9 8 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 151,507
Positions
54,339 3,613 4,555 14,722 30,103 1,870 31,020 55,058 14,448 9,516 5,815 1,710 19,327 34,335
Changes from: June 25, 2013 Total Change is: 11,660
14,331 -8,457 -121 133 -921 446 -2,514 14,966 658 3,957 -1,659 440 -5,671 6,307
Percent of Open Interest Represented by Each Category of Trader
35.9 2.4 3.0 9.7 19.9 1.2 20.5 36.3 9.5 6.3 3.8 1.1 12.8 22.7
Number of Traders in Each Category Total Traders: 108
10 7 7 6 18 . 25 28 21 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 231,026
Positions
95,447 4,243 10,789 25,278 24,241 2,762 34,905 83,424 30,996 4,008 12,765 6,985 19,856 54,820
Changes from: June 25, 2013 Total Change is: 22,416
13,216 -738 1,422 -427 683 557 2,767 12,611 1,110 1,993 -389 1,878 -101 5,282
Percent of Open Interest Represented by Each Category of Trader
41.3 1.8 4.7 10.9 10.5 1.2 15.1 36.1 13.4 1.7 5.5 3.0 8.6 23.7
Number of Traders in Each Category Total Traders: 146
12 9 8 7 20 7 24 45 26 9 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 261,718
Positions
44,175 14,886 11,930 33,013 55,899 5,110 48,803 49,319 44,246 17,124 12,217 8,290 49,028 59,822
Changes from: June 25, 2013 Total Change is: -9,038
16,958 -18,294 1,384 632 -1,112 -329 -27,472 1,170 2,940 1 -662 1,595 -4,746 4,270
Percent of Open Interest Represented by Each Category of Trader
16.9 5.7 4.6 12.6 21.4 2.0 18.6 18.8 16.9 6.5 4.7 3.2 18.7 22.9
Number of Traders in Each Category Total Traders: 184
19 12 12 14 21 12 29 43 40 24 22 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 223,120
Positions
107,535 3,094 10,362 652 43,812 1,600 45,848 80,661 24,208 6,796 9,808 4,836 21,281 44,737
Changes from: June 25, 2013 Total Change is: 10,147
7,749 1,596 441 20 -1,067 -1,079 -3,472 7,069 2,893 2,154 1,734 790 651 -2,230
Percent of Open Interest Represented by Each Category of Trader
48.2 1.4 4.6 0.3 19.6 0.7 20.5 36.2 10.8 3.0 4.4 2.2 9.5 20.1
Number of Traders in Each Category Total Traders: 101
11 5 9 . 10 6 19 34 24 5 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 41,277
Positions
15,245 19,570 12,960 0 720 52 5,012 995 3,328 1,379 0 2,855 446 797
Changes from: June 25, 2013 Total Change is: -272
467 -216 876 0 631 -160 -119 -348 0 0 0 0 -1,336 -1,055
Percent of Open Interest Represented by Each Category of Trader
36.9 47.4 31.4 0.0 1.7 0.1 12.1 2.4 8.1 3.3 0.0 6.9 1.1 1.9
Number of Traders in Each Category Total Traders: 26
6 10 10 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 65,479
Positions
26,499 15,834 188 3,285 944 0 20,174 40,087 928 8,495 3,568 272 5,638 3,658
Changes from: June 25, 2013 Total Change is: -2,934
2,165 -656 -535 -290 3 0 -3,376 -2,721 -62 -936 1,121 58 41 -142
Percent of Open Interest Represented by Each Category of Trader
40.5 24.2 0.3 5.0 1.4 0.0 30.8 61.2 1.4 13.0 5.4 0.4 8.6 5.6
Number of Traders in Each Category Total Traders: 92
7 6 . 4 . 0 25 28 7 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 27,642
Positions
10,389 14,382 3,348 744 3,123 0 2,619 1,706 342 9,531 3,231 0 669 1,510
Changes from: June 25, 2013 Total Change is: -4,500
284 -2,739 288 -1,062 32 0 -2,736 280 -1,173 1,335 29 -1,335 -101 118
Percent of Open Interest Represented by Each Category of Trader
37.6 52.0 12.1 2.7 11.3 0.0 9.5 6.2 1.2 34.5 11.7 0.0 2.4 5.5
Number of Traders in Each Category Total Traders: 28
7 4 . . . 0 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 12,384
Positions
5,954 126 31 146 508 0 3,907 6,964 161 290 203 0 1,895 4,391
Changes from: June 25, 2013 Total Change is: 752
1,077 126 10 0 20 0 -210 401 -70 -373 0 0 318 265
Percent of Open Interest Represented by Each Category of Trader
48.1 1.0 0.3 1.2 4.1 0.0 31.5 56.2 1.3 2.3 1.6 0.0 15.3 35.5
Number of Traders in Each Category Total Traders: 36
8 . . . . 0 8 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 50,075
Positions
9,485 36,373 143 4,996 515 305 20,665 3,518 1,338 4,585 298 1,405 7,154 6,181
Changes from: June 25, 2013 Total Change is: 1,958
-786 3,176 7 263 -101 75 2,223 -1,276 11 106 108 76 -17 -119
Percent of Open Interest Represented by Each Category of Trader
18.9 72.6 0.3 10.0 1.0 0.6 41.3 7.0 2.7 9.2 0.6 2.8 14.3 12.3
Number of Traders in Each Category Total Traders: 91
17 13 . 7 . . 28 9 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 100,151
Positions
18,971 72,746 286 9,991 1,030 609 41,330 7,036 2,677 9,169 596 2,810 14,308 12,362
Changes from: June 25, 2013 Total Change is: 3,916
-1,572 6,352 14 525 -201 149 4,446 -2,551 21 213 216 153 -33 -237
Percent of Open Interest Represented by Each Category of Trader
18.9 72.6 0.3 10.0 1.0 0.6 41.3 7.0 2.7 9.2 0.6 2.8 14.3 12.3
Number of Traders in Each Category Total Traders: 91
17 13 . 7 . . 28 9 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 883,024
Positions
20,492 183,556 30,526 323,999 143,692 45,505 97,791 145,745 158,327 49,009 45,447 27,894 129,480 102,332
Changes from: June 25, 2013 Total Change is: -9,163
-1,951 -14,112 10,949 -8,705 -9,672 -1,393 -3,761 1,615 7,356 -3,812 -853 -400 -7,446 -2,653
Percent of Open Interest Represented by Each Category of Trader
2.3 20.8 3.5 36.7 16.3 5.2 11.1 16.5 17.9 5.6 5.1 3.2 14.7 11.6
Number of Traders in Each Category Total Traders: 576
29 36 25 113 64 64 89 120 105 59 66 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 221,760
Positions
9,969 61,591 2,237 72,884 27,090 2,928 10,152 14,037 40,724 14,424 11,277 9,621 58,821 52,255
Changes from: June 25, 2013 Total Change is: -1,211
6,087 -1,494 -251 1,898 1,417 -195 -3,102 6,373 -4,280 1,712 -308 -228 -2,853 -2,246
Percent of Open Interest Represented by Each Category of Trader
4.5 27.8 1.0 32.9 12.2 1.3 4.6 6.3 18.4 6.5 5.1 4.3 26.5 23.6
Number of Traders in Each Category Total Traders: 105
4 12 . 15 9 10 24 17 38 15 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,306,319
Positions
114,864 672,076 79,197 1,270,527 597,962 197,932 513,144 733,485 513,069 189,161 187,082 75,131 353,294 250,385
Changes from: June 25, 2013 Total Change is: -39,759
7,824 -15,077 7,983 -52,503 -54,929 -6,501 39,447 18,952 15,438 -18,684 6,209 -9,797 -22,965 -2,036
Percent of Open Interest Represented by Each Category of Trader
3.5 20.3 2.4 38.4 18.1 6.0 15.5 22.2 15.5 5.7 5.7 2.3 10.7 7.6
Number of Traders in Each Category Total Traders: 539
28 35 25 108 59 58 83 115 94 51 60 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 105,545
Positions
3,279 45,685 113 61,034 46,300 2,131 28,540 5,969 380 888 1,815 0 9,179 3,151
Changes from: June 25, 2013 Total Change is: 4,866
-1,674 6,463 -45 5,197 -1,432 -46 3,632 1,332 -1,465 48 -15 0 -781 74
Percent of Open Interest Represented by Each Category of Trader
3.1 43.3 0.1 57.8 43.9 2.0 27.0 5.7 0.4 0.8 1.7 0.0 8.7 3.0
Number of Traders in Each Category Total Traders: 93
5 15 . 32 13 10 17 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 63,348
Positions
2,261 41,640 857 31,867 5,090 786 19,276 6,334 804 1,994 4,245 636 4,867 2,956
Changes from: June 25, 2013 Total Change is: 1,729
250 487 -44 1,453 17 -497 1,249 1,025 -443 96 980 104 -437 100
Percent of Open Interest Represented by Each Category of Trader
3.6 65.7 1.4 50.3 8.0 1.2 30.4 10.0 1.3 3.1 6.7 1.0 7.7 4.7
Number of Traders in Each Category Total Traders: 197
19 25 6 28 18 9 46 32 10 17 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 316,738
Positions
11,305 208,200 4,285 159,336 25,449 3,929 96,382 31,670 4,020 9,969 21,225 3,179 24,333 14,779
Changes from: June 25, 2013 Total Change is: 8,645
1,248 2,437 -220 7,263 84 -2,485 6,243 5,124 -2,217 480 4,900 519 -2,186 502
Percent of Open Interest Represented by Each Category of Trader
3.6 65.7 1.4 50.3 8.0 1.2 30.4 10.0 1.3 3.1 6.7 1.0 7.7 4.7
Number of Traders in Each Category Total Traders: 197
19 25 6 28 18 9 46 32 10 17 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 346,032
Positions
77,810 58,419 10,435 129,629 143,070 20,945 71,389 82,246 6,748 5,296 6,074 595 23,184 17,500
Changes from: June 25, 2013 Total Change is: 2,930
3,097 1,343 -590 299 -1,054 143 6,326 3,605 -3,642 -106 -72 292 -2,890 2,905
Percent of Open Interest Represented by Each Category of Trader
22.5 16.9 3.0 37.5 41.3 6.1 20.6 23.8 2.0 1.5 1.8 0.2 6.7 5.1
Number of Traders in Each Category Total Traders: 244
20 14 4 49 36 21 48 51 12 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 58,865
Positions
7,200 37,766 47 23,859 92 423 11,109 12,233 0 5,344 640 200 10,683 7,464
Changes from: June 25, 2013 Total Change is: 3,644
2,494 3,479 -38 170 -170 -35 1,167 1,179 0 214 -475 200 -528 -496
Percent of Open Interest Represented by Each Category of Trader
12.2 64.2 0.1 40.5 0.2 0.7 18.9 20.8 0.0 9.1 1.1 0.3 18.1 12.7
Number of Traders in Each Category Total Traders: 69
8 8 . 17 . . 15 10 0 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 72,269
Positions
21,529 17,160 1,230 11,637 3,138 372 23,002 3,346 1,323 2,763 966 0 10,413 44,734
Changes from: June 25, 2013 Total Change is: 10,728
3,380 6,231 -340 -910 -358 26 8,197 -359 974 -409 -41 0 -190 4,595
Percent of Open Interest Represented by Each Category of Trader
29.8 23.7 1.7 16.1 4.3 0.5 31.8 4.6 1.8 3.8 1.3 0.0 14.4 61.9
Number of Traders in Each Category Total Traders: 85
19 13 5 8 4 . 30 6 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 80,533
Positions
4,090 29,484 2,096 37,016 22,642 4,172 25,079 15,670 2,202 0 891 0 5,878 3,376
Changes from: June 25, 2013 Total Change is: 3,239
-317 1,564 5 2,561 -1,348 -927 560 3,123 11 0 0 0 1,346 811
Percent of Open Interest Represented by Each Category of Trader
5.1 36.6 2.6 46.0 28.1 5.2 31.1 19.5 2.7 0.0 1.1 0.0 7.3 4.2
Number of Traders in Each Category Total Traders: 73
. 9 . 26 17 12 9 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 237,837
Positions
11,802 97,724 9,119 74,341 38,801 44,944 35,924 23,001 1,418 48,318 13,586 664 11,307 8,580
Changes from: June 25, 2013 Total Change is: 20,608
-7,273 7,508 902 3,945 -5,487 2,788 -17,451 14,254 -172 39,598 347 47 -1,776 421
Percent of Open Interest Represented by Each Category of Trader
5.0 41.1 3.8 31.3 16.3 18.9 15.1 9.7 0.6 20.3 5.7 0.3 4.8 3.6
Number of Traders in Each Category Total Traders: 153
11 26 5 33 26 20 19 19 7 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 692,793
Positions
7,523 66,911 24,176 259,101 90,011 88,953 47,364 79,527 88,001 12,621 54,538 9,570 155,484 191,106
Changes from: June 25, 2013 Total Change is: 19,958
2,791 -1,529 -4,886 17,139 4,825 3,313 547 -6,925 1,027 -1,171 16,950 2,468 -1,270 4,716
Percent of Open Interest Represented by Each Category of Trader
1.1 9.7 3.5 37.4 13.0 12.8 6.8 11.5 12.7 1.8 7.9 1.4 22.4 27.6
Number of Traders in Each Category Total Traders: 166
5 22 18 39 25 34 19 38 42 4 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 378,403
Positions
3,419 97,889 78 242,057 34,758 42,107 13,221 124,109 1,482 9,161 6,323 0 66,878 71,657
Changes from: June 25, 2013 Total Change is: -4,693
-3,341 -6,896 -982 3,002 -15,577 498 719 14,856 -4,432 2,355 1,698 0 -2,512 6,142
Percent of Open Interest Represented by Each Category of Trader
0.9 25.9 0.0 64.0 9.2 11.1 3.5 32.8 0.4 2.4 1.7 0.0 17.7 18.9
Number of Traders in Each Category Total Traders: 69
. 11 . 31 9 19 . 9 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 892,604
Positions
100,767 51,769 31,607 180,483 256,305 65,266 188,690 177,088 84,540 101,663 62,153 77,745 61,844 86,132
Changes from: June 25, 2013 Total Change is: 791
5,148 -18,723 5,547 -14,507 22,165 5,203 -1,908 -14,518 20,400 16,727 8,383 -8,757 -27,062 -18,909
Percent of Open Interest Represented by Each Category of Trader
11.3 5.8 3.5 20.2 28.7 7.3 21.1 19.8 9.5 11.4 7.0 8.7 6.9 9.6
Number of Traders in Each Category Total Traders: 202
20 18 18 32 29 30 38 29 29 15 21 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 34,058
Positions
12,030 14,869 6,384 500 0 0 9,270 6,887 4,833 16 0 1,018 7 67
Changes from: June 25, 2013 Total Change is: -17,052
2,325 -12,609 -2,938 -180 0 0 -15,885 -950 -126 16 -34 -257 -7 -138
Percent of Open Interest Represented by Each Category of Trader
35.3 43.7 18.7 1.5 0.0 0.0 27.2 20.2 14.2 0.0 0.0 3.0 0.0 0.2
Number of Traders in Each Category Total Traders: 38
7 10 10 . 0 0 9 9 9 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 2,975,051
Positions
130,765 164,118 286,792 632,020 811,250 350,171 726,890 219,209 454,550 42,543 166,213 83,139 268,181 439,609
Changes from: June 25, 2013 Total Change is: 55,381
8,040 -9,985 43,252 18,934 -42,182 7,739 28,402 30,950 -19,645 -2,645 49,492 2,680 -31,377 -6,920
Percent of Open Interest Represented by Each Category of Trader
4.4 5.5 9.6 21.2 27.3 11.8 24.4 7.4 15.3 1.4 5.6 2.8 9.0 14.8
Number of Traders in Each Category Total Traders: 315
23 38 49 28 64 56 53 62 82 12 35 25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 2,031,462
Positions
274,777 95,758 158,686 378,559 476,914 163,974 296,371 286,874 355,592 174,777 123,866 51,668 177,057 318,130
Changes from: June 25, 2013 Total Change is: 30,050
15,881 -14,455 -21,931 24,170 1,715 -1,259 -15,171 88,234 2,864 50,075 -9,565 -13,873 -10,706 -1,680
Percent of Open Interest Represented by Each Category of Trader
13.5 4.7 7.8 18.6 23.5 8.1 14.6 14.1 17.5 8.6 6.1 2.5 8.7 15.7
Number of Traders in Each Category Total Traders: 225
22 20 24 32 42 43 36 43 49 13 17 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 303,331
Positions
81,954 74,767 107,711 1,015 745 2,013 37,759 23,600 45,261 199 6,660 5,579 21,841 36,996
Changes from: June 25, 2013 Total Change is: -38,774
-19,795 -28,270 -8,172 -90 -1,270 0 -5,079 4,065 -6,149 -197 -3,029 -812 1,520 4,863
Percent of Open Interest Represented by Each Category of Trader
27.0 24.6 35.5 0.3 0.2 0.7 12.4 7.8 14.9 0.1 2.2 1.8 7.2 12.2
Number of Traders in Each Category Total Traders: 63
16 18 22 . . . 11 10 18 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 is14,939,304
Positions
1,781,569 2,402,436 2,598,522 944,148 706,887 298,410 929,541 457,867 5,394,502 430,735 179,032 1,803,656 758,222 1,097,992
Changes from: June 25, 2013 Total Change is: -618,822
-27,701 -144,438 31,909 19,355 48,088 -13,425 -82,248 -17,608 -242,834 -44,090 5,562 -267,014 7,226 -19,062
Percent of Open Interest Represented by Each Category of Trader
11.9 16.1 17.4 6.3 4.7 2.0 6.2 3.1 36.1 2.9 1.2 12.1 5.1 7.3
Number of Traders in Each Category Total Traders: 250
22 52 69 12 15 22 58 44 92 19 16 29
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 30,289
Positions
24,206 604 0 1,689 7,153 83 3,946 14,549 16 320 7,840 0 29 44
Changes from: June 25, 2013 Total Change is: 1,214
666 54 0 229 -2 15 322 103 0 0 1,041 0 -18 3
Percent of Open Interest Represented by Each Category of Trader
79.9 2.0 0.0 5.6 23.6 0.3 13.0 48.0 0.1 1.1 25.9 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 34
6 . 0 . 5 . . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,419
Positions
9,399 430 18 0 3,448 0 0 4,421 0 0 1,097 0 2 5
Changes from: June 25, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
99.8 4.6 0.2 0.0 36.6 0.0 0.0 46.9 0.0 0.0 11.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 0 7 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 56,391
Positions
11,054 16,088 973 3,543 709 338 14,275 32,852 1,772 15,866 966 529 8,040 2,164
Changes from: June 25, 2013 Total Change is: 2,895
1,242 2,415 32 -533 -306 145 2,408 1,602 -844 -340 -317 432 352 -265
Percent of Open Interest Represented by Each Category of Trader
19.6 28.5 1.7 6.3 1.3 0.6 25.3 58.3 3.1 28.1 1.7 0.9 14.3 3.8
Number of Traders in Each Category Total Traders: 127
4 . . 11 . . 28 15 9 58 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 301,348
Positions
72,420 25,849 31,451 46,345 19,967 10,949 27,265 91,327 56,097 3,294 13,993 30,422 23,105 21,293
Changes from: June 25, 2013 Total Change is: 7,638
11,704 -3,961 3,330 10,721 5,683 -2,960 470 14,728 2,141 842 3,488 -7,873 -10,737 -6,938
Percent of Open Interest Represented by Each Category of Trader
24.0 8.6 10.4 15.4 6.6 3.6 9.0 30.3 18.6 1.1 4.6 10.1 7.7 7.1
Number of Traders in Each Category Total Traders: 159
19 12 20 8 12 12 31 47 48 11 14 16
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Updated July 8, 2013