Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 153,434
Positions
54,965 8,439 4,416 16,434 22,418 130 30,041 61,649 9,409 10,361 2,563 3,594 24,084 40,815
Changes from: July 2, 2013 Total Change is: 6,758
9,560 117 -1,966 -86 713 -1,207 2,585 9,258 -1,881 110 648 -416 59 1,493
Percent of Open Interest Represented by Each Category of Trader
35.8 5.5 2.9 10.7 14.6 0.1 19.6 40.2 6.1 6.8 1.7 2.3 15.7 26.6
Number of Traders in Each Category Total Traders: 90
9 5 7 5 6 . 14 33 14 12 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 41,852
Positions
14,486 8,250 538 0 1,823 0 15,250 12,211 1,461 1,623 1,621 147 8,348 15,801
Changes from: July 2, 2013 Total Change is: 6,880
4,406 300 -676 0 436 0 4,286 5,245 -876 1,217 -942 145 -1,622 3,248
Percent of Open Interest Represented by Each Category of Trader
34.6 19.7 1.3 0.0 4.4 0.0 36.4 29.2 3.5 3.9 3.9 0.4 19.9 37.8
Number of Traders in Each Category Total Traders: 37
11 4 4 0 . 0 9 7 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 169,066
Positions
68,760 4,750 6,114 13,341 29,342 1,409 29,239 62,248 17,260 11,130 5,713 2,294 19,519 39,936
Changes from: July 2, 2013 Total Change is: 17,558
14,421 1,137 1,559 -1,380 -761 -461 -1,781 7,190 2,811 1,614 -102 584 191 5,601
Percent of Open Interest Represented by Each Category of Trader
40.7 2.8 3.6 7.9 17.4 0.8 17.3 36.8 10.2 6.6 3.4 1.4 11.5 23.6
Number of Traders in Each Category Total Traders: 121
13 7 8 7 16 . 22 41 20 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 223,112
Positions
106,792 3,737 8,014 26,339 23,553 2,449 32,052 92,146 21,429 3,099 12,297 4,738 18,201 54,750
Changes from: July 2, 2013 Total Change is: -7,914
11,345 -506 -2,775 1,061 -689 -313 -2,854 8,722 -9,567 -909 -468 -2,247 -1,656 -70
Percent of Open Interest Represented by Each Category of Trader
47.9 1.7 3.6 11.8 10.6 1.1 14.4 41.3 9.6 1.4 5.5 2.1 8.2 24.5
Number of Traders in Each Category Total Traders: 136
13 7 7 6 20 4 20 48 24 6 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 286,356
Positions
75,409 13,199 10,121 34,632 56,086 4,866 44,949 69,390 40,786 19,048 13,272 8,219 48,325 70,417
Changes from: July 2, 2013 Total Change is: 24,637
31,234 -1,687 -1,808 1,619 188 -243 -3,854 20,071 -3,460 1,924 1,054 -71 -704 10,594
Percent of Open Interest Represented by Each Category of Trader
26.3 4.6 3.5 12.1 19.6 1.7 15.7 24.2 14.2 6.7 4.6 2.9 16.9 24.6
Number of Traders in Each Category Total Traders: 181
21 9 13 15 21 12 30 46 38 20 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 199,402
Positions
105,650 3,938 6,520 649 43,434 1,374 48,476 76,923 9,566 5,855 10,165 2,930 18,381 44,552
Changes from: July 2, 2013 Total Change is: -23,718
-1,885 844 -3,843 -3 -378 -226 2,628 -3,738 -14,643 -941 357 -1,906 -2,899 -186
Percent of Open Interest Represented by Each Category of Trader
53.0 2.0 3.3 0.3 21.8 0.7 24.3 38.6 4.8 2.9 5.1 1.5 9.2 22.3
Number of Traders in Each Category Total Traders: 99
11 5 9 . 9 5 20 35 17 6 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 40,720
Positions
15,528 19,418 12,902 0 957 64 4,252 629 3,328 1,379 0 2,855 412 567
Changes from: July 2, 2013 Total Change is: -557
283 -152 -58 0 237 12 -760 -366 0 0 0 0 -34 -230
Percent of Open Interest Represented by Each Category of Trader
38.1 47.7 31.7 0.0 2.4 0.2 10.4 1.5 8.2 3.4 0.0 7.0 1.0 1.4
Number of Traders in Each Category Total Traders: 24
7 9 10 0 . . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 68,610
Positions
25,991 17,866 342 3,229 637 0 23,697 42,037 711 8,483 3,852 0 6,157 3,166
Changes from: July 2, 2013 Total Change is: 3,132
-508 2,032 154 -56 -307 0 3,523 1,950 -217 -12 284 -272 520 -492
Percent of Open Interest Represented by Each Category of Trader
37.9 26.0 0.5 4.7 0.9 0.0 34.5 61.3 1.0 12.4 5.6 0.0 9.0 4.6
Number of Traders in Each Category Total Traders: 90
6 7 . 4 . 0 31 25 5 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 27,791
Positions
10,383 14,386 3,397 744 3,157 0 2,614 1,711 409 9,531 3,210 0 713 1,521
Changes from: July 2, 2013 Total Change is: 149
-6 4 49 0 34 0 -5 5 67 0 -21 0 44 11
Percent of Open Interest Represented by Each Category of Trader
37.4 51.8 12.2 2.7 11.4 0.0 9.4 6.2 1.5 34.3 11.6 0.0 2.6 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 9, 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 12,512
Positions
5,623 217 27 146 516 0 4,027 6,771 86 512 303 0 2,091 4,592
Changes from: July 2, 2013 Total Change is: 128
-331 91 -4 0 8 0 120 -193 -75 222 100 0 196 201
Percent of Open Interest Represented by Each Category of Trader
44.9 1.7 0.2 1.2 4.1 0.0 32.2 54.1 0.7 4.1 2.4 0.0 16.7 36.7
Number of Traders in Each Category Total Traders: 37
6 . . . . 0 7 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 55,895
Positions
9,079 38,126 199 5,013 267 434 26,425 6,500 1,518 4,319 727 1,215 7,692 6,909
Changes from: July 2, 2013 Total Change is: 5,820
-406 1,753 56 18 -248 130 5,760 2,982 180 -266 429 -190 538 728
Percent of Open Interest Represented by Each Category of Trader
16.2 68.2 0.4 9.0 0.5 0.8 47.3 11.6 2.7 7.7 1.3 2.2 13.8 12.4
Number of Traders in Each Category Total Traders: 100
15 14 . 7 . . 31 15 11 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 111,791
Positions
18,159 76,252 398 10,026 534 868 52,850 13,000 3,037 8,638 1,453 2,431 15,384 13,818
Changes from: July 2, 2013 Total Change is: 11,640
-812 3,506 113 35 -496 259 11,520 5,964 360 -531 858 -379 1,076 1,456
Percent of Open Interest Represented by Each Category of Trader
16.2 68.2 0.4 9.0 0.5 0.8 47.3 11.6 2.7 7.7 1.3 2.2 13.8 12.4
Number of Traders in Each Category Total Traders: 100
15 14 . 7 . . 31 15 11 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 893,582
Positions
20,634 186,078 29,180 331,518 137,648 43,194 100,339 153,988 159,619 46,607 46,271 28,086 134,403 109,517
Changes from: July 2, 2013 Total Change is: 10,558
143 2,523 -1,346 7,520 -6,044 -2,311 2,548 8,243 1,292 -2,402 824 192 4,922 7,186
Percent of Open Interest Represented by Each Category of Trader
2.3 20.8 3.3 37.1 15.4 4.8 11.2 17.2 17.9 5.2 5.2 3.1 15.0 12.3
Number of Traders in Each Category Total Traders: 582
27 39 25 116 60 64 81 131 108 55 73 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 221,379
Positions
10,791 57,331 2,234 72,572 28,000 3,241 10,139 12,352 40,431 13,125 11,507 9,306 59,539 56,978
Changes from: July 2, 2013 Total Change is: -381
822 -4,260 -3 -312 909 313 -12 -1,685 -293 -1,299 229 -315 718 4,723
Percent of Open Interest Represented by Each Category of Trader
4.9 25.9 1.0 32.8 12.6 1.5 4.6 5.6 18.3 5.9 5.2 4.2 26.9 25.7
Number of Traders in Each Category Total Traders: 105
5 11 . 15 9 10 17 23 37 11 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 3,361,015
Positions
105,717 700,237 78,231 1,311,727 565,235 182,770 516,795 773,976 530,146 181,918 188,326 79,395 374,317 262,699
Changes from: July 2, 2013 Total Change is: 54,696
-9,147 28,162 -967 41,200 -32,727 -15,162 3,651 40,491 17,076 -7,244 1,244 4,264 21,023 12,314
Percent of Open Interest Represented by Each Category of Trader
3.1 20.8 2.3 39.0 16.8 5.4 15.4 23.0 15.8 5.4 5.6 2.4 11.1 7.8
Number of Traders in Each Category Total Traders: 543
27 36 24 111 55 58 82 120 99 49 63 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 110,245
Positions
2,870 52,279 120 61,769 43,440 2,273 32,510 6,008 388 630 1,805 0 9,685 3,932
Changes from: July 2, 2013 Total Change is: 4,701
-409 6,594 7 735 -2,860 142 3,970 39 8 -258 -10 0 506 781
Percent of Open Interest Represented by Each Category of Trader
2.6 47.4 0.1 56.0 39.4 2.1 29.5 5.4 0.4 0.6 1.6 0.0 8.8 3.6
Number of Traders in Each Category Total Traders: 92
4 15 . 33 13 11 16 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 66,040
Positions
1,388 43,807 902 31,788 5,178 813 21,497 6,399 989 2,203 4,263 738 5,722 2,950
Changes from: July 2, 2013 Total Change is: 2,692
-873 2,167 45 -80 89 27 2,220 65 185 209 18 103 855 -6
Percent of Open Interest Represented by Each Category of Trader
2.1 66.3 1.4 48.1 7.8 1.2 32.6 9.7 1.5 3.3 6.5 1.1 8.7 4.5
Number of Traders in Each Category Total Traders: 204
13 25 8 30 18 8 52 31 11 19 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 330,200
Positions
6,939 219,034 4,509 158,938 25,892 4,064 107,484 31,995 4,947 11,016 21,317 3,692 28,610 14,749
Changes from: July 2, 2013 Total Change is: 13,462
-4,366 10,833 224 -398 443 135 11,102 324 927 1,047 92 513 4,277 -30
Percent of Open Interest Represented by Each Category of Trader
2.1 66.3 1.4 48.1 7.8 1.2 32.6 9.7 1.5 3.3 6.5 1.1 8.7 4.5
Number of Traders in Each Category Total Traders: 204
13 25 8 30 18 8 52 31 11 19 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 347,082
Positions
73,860 65,344 7,330 138,436 139,292 19,833 74,334 86,989 7,012 5,686 6,209 854 19,737 14,218
Changes from: July 2, 2013 Total Change is: 1,050
-3,950 6,925 -3,106 8,807 -3,778 -1,112 2,945 4,743 264 390 135 259 -3,447 -3,282
Percent of Open Interest Represented by Each Category of Trader
21.3 18.8 2.1 39.9 40.1 5.7 21.4 25.1 2.0 1.6 1.8 0.2 5.7 4.1
Number of Traders in Each Category Total Traders: 254
17 17 4 53 35 22 47 58 14 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 62,702
Positions
7,773 40,451 85 24,204 0 185 13,753 14,051 111 5,565 627 0 11,026 7,192
Changes from: July 2, 2013 Total Change is: 3,837
573 2,685 38 345 -92 -238 2,644 1,818 111 221 -13 -200 343 -272
Percent of Open Interest Represented by Each Category of Trader
12.4 64.5 0.1 38.6 0.0 0.3 21.9 22.4 0.2 8.9 1.0 0.0 17.6 11.5
Number of Traders in Each Category Total Traders: 66
8 7 . 18 0 . 15 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 73,652
Positions
22,915 15,573 457 11,694 2,994 370 23,444 2,796 1,735 3,485 939 0 9,552 48,788
Changes from: July 2, 2013 Total Change is: 1,383
1,386 -1,587 -773 57 -144 -2 442 -550 412 722 -27 0 -861 4,054
Percent of Open Interest Represented by Each Category of Trader
31.1 21.1 0.6 15.9 4.1 0.5 31.8 3.8 2.4 4.7 1.3 0.0 13.0 66.2
Number of Traders in Each Category Total Traders: 83
19 11 . 8 4 . 27 6 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 77,833
Positions
1,694 29,778 2,146 36,249 21,185 4,102 25,621 14,734 2,175 253 891 0 5,593 2,822
Changes from: July 2, 2013 Total Change is: -2,700
-2,396 294 50 -767 -1,457 -70 542 -936 -27 253 0 0 -285 -554
Percent of Open Interest Represented by Each Category of Trader
2.2 38.3 2.8 46.6 27.2 5.3 32.9 18.9 2.8 0.3 1.1 0.0 7.2 3.6
Number of Traders in Each Category Total Traders: 74
. 10 . 25 18 12 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 242,851
Positions
12,583 105,402 7,638 74,379 37,852 45,352 38,182 21,286 1,684 50,297 15,642 807 11,929 7,188
Changes from: July 2, 2013 Total Change is: 5,014
781 7,678 -1,481 38 -949 408 2,258 -1,715 266 1,979 2,056 143 622 -1,392
Percent of Open Interest Represented by Each Category of Trader
5.2 43.4 3.1 30.6 15.6 18.7 15.7 8.8 0.7 20.7 6.4 0.3 4.9 3.0
Number of Traders in Each Category Total Traders: 156
12 25 5 33 27 21 19 19 9 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 730,760
Positions
12,390 59,046 34,099 257,433 98,439 100,811 48,742 79,874 98,734 13,277 54,726 11,730 153,545 193,300
Changes from: July 2, 2013 Total Change is: 37,967
4,867 -7,865 9,923 -1,669 8,428 11,858 1,378 347 10,734 656 188 2,159 -1,939 2,195
Percent of Open Interest Represented by Each Category of Trader
1.7 8.1 4.7 35.2 13.5 13.8 6.7 10.9 13.5 1.8 7.5 1.6 21.0 26.5
Number of Traders in Each Category Total Traders: 169
7 18 19 37 27 36 22 37 43 6 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 378,437
Positions
5,880 100,522 78 236,700 38,431 44,861 13,388 118,508 1,129 8,890 6,125 0 67,511 68,783
Changes from: July 2, 2013 Total Change is: 34
2,461 2,633 0 -5,357 3,673 2,754 167 -5,601 -353 -271 -198 0 633 -2,874
Percent of Open Interest Represented by Each Category of Trader
1.6 26.6 0.0 62.5 10.2 11.9 3.5 31.3 0.3 2.3 1.6 0.0 17.8 18.2
Number of Traders in Each Category Total Traders: 72
. 11 . 31 11 19 . 9 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 891,490
Positions
106,703 63,972 21,212 202,288 250,943 73,096 170,253 159,853 72,581 72,243 53,130 82,103 91,011 114,600
Changes from: July 2, 2013 Total Change is: -1,113
5,936 12,203 -10,395 21,805 -5,362 7,830 -18,437 -17,234 -11,959 -29,420 -9,023 4,358 29,168 28,469
Percent of Open Interest Represented by Each Category of Trader
12.0 7.2 2.4 22.7 28.1 8.2 19.1 17.9 8.1 8.1 6.0 9.2 10.2 12.9
Number of Traders in Each Category Total Traders: 195
18 19 19 32 28 28 37 27 30 13 21 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 34,143
Positions
12,287 13,939 5,905 839 0 0 8,376 7,521 4,136 10 0 1,024 1,566 1,618
Changes from: July 2, 2013 Total Change is: 85
257 -930 -479 339 0 0 -894 634 -697 -6 0 6 1,559 1,551
Percent of Open Interest Represented by Each Category of Trader
36.0 40.8 17.3 2.5 0.0 0.0 24.5 22.0 12.1 0.0 0.0 3.0 4.6 4.7
Number of Traders in Each Category Total Traders: 39
7 10 11 . 0 0 9 10 9 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 3,137,700
Positions
165,277 183,118 309,530 618,612 811,347 366,510 773,392 247,256 493,633 49,098 176,276 103,017 258,632 447,013
Changes from: July 2, 2013 Total Change is: 162,648
34,512 19,000 22,738 -13,408 97 16,339 46,502 28,046 39,083 6,555 10,063 19,878 -9,550 7,404
Percent of Open Interest Represented by Each Category of Trader
5.3 5.8 9.9 19.7 25.9 11.7 24.6 7.9 15.7 1.6 5.6 3.3 8.2 14.2
Number of Traders in Each Category Total Traders: 322
25 39 56 26 62 58 54 64 88 17 35 25
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 2,066,619
Positions
277,219 95,936 182,952 417,606 474,896 166,148 268,897 285,557 367,489 150,809 125,449 55,243 180,257 312,949
Changes from: July 2, 2013 Total Change is: 35,157
2,442 179 24,266 39,047 -2,018 2,174 -27,475 -1,317 11,897 -23,968 1,583 3,575 3,200 -5,180
Percent of Open Interest Represented by Each Category of Trader
13.4 4.6 8.9 20.2 23.0 8.0 13.0 13.8 17.8 7.3 6.1 2.7 8.7 15.1
Number of Traders in Each Category Total Traders: 222
21 20 27 31 43 43 39 41 50 10 17 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 302,530
Positions
80,649 79,365 110,000 1,015 745 2,013 40,705 22,954 43,124 0 6,684 5,454 19,570 32,191
Changes from: July 2, 2013 Total Change is: -802
-1,305 4,598 2,289 0 0 0 2,946 -646 -2,137 -199 24 -125 -2,270 -4,805
Percent of Open Interest Represented by Each Category of Trader
26.7 26.2 36.4 0.3 0.2 0.7 13.5 7.6 14.3 0.0 2.2 1.8 6.5 10.6
Number of Traders in Each Category Total Traders: 64
13 22 22 . . . 13 8 18 0 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 is15,449,550
Positions
1,684,156 2,429,726 2,740,957 977,740 698,218 301,276 1,113,982 444,355 5,659,538 390,513 236,482 1,835,713 745,678 1,103,286
Changes from: July 2, 2013 Total Change is: 510,247
-97,414 27,290 142,435 33,592 -8,669 2,866 184,441 -13,512 265,036 -40,222 57,449 32,057 -12,544 5,295
Percent of Open Interest Represented by Each Category of Trader
10.9 15.7 17.7 6.3 4.5 2.0 7.2 2.9 36.6 2.5 1.5 11.9 4.8 7.1
Number of Traders in Each Category Total Traders: 249
24 50 70 14 11 20 57 43 93 19 17 30
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 30,277
Positions
24,463 721 0 1,655 7,075 54 3,731 15,301 16 320 7,052 0 38 58
Changes from: July 2, 2013 Total Change is: -12
257 117 0 -34 -78 -29 -215 752 0 0 -788 0 9 14
Percent of Open Interest Represented by Each Category of Trader
80.8 2.4 0.0 5.5 23.4 0.2 12.3 50.5 0.1 1.1 23.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
6 4 0 . 5 . . 6 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 9,280
Positions
9,244 286 24 0 3,513 0 0 4,190 0 0 1,260 0 12 7
Changes from: July 2, 2013 Total Change is: -139
-155 -144 6 0 65 0 0 -231 0 0 163 0 10 2
Percent of Open Interest Represented by Each Category of Trader
99.6 3.1 0.3 0.0 37.9 0.0 0.0 45.2 0.0 0.0 13.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 0 7 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 70,538
Positions
11,347 30,200 878 7,873 384 333 23,235 33,760 1,125 16,475 1,991 43 9,229 1,824
Changes from: July 2, 2013 Total Change is: 14,148
293 14,112 -95 4,330 -325 -5 8,960 908 -647 609 1,025 -486 1,189 -340
Percent of Open Interest Represented by Each Category of Trader
16.1 42.8 1.2 11.2 0.5 0.5 32.9 47.9 1.6 23.4 2.8 0.1 13.1 2.6
Number of Traders in Each Category Total Traders: 144
5 . . 12 . . 44 12 5 61 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 335,927
Positions
82,836 25,244 38,455 53,507 21,248 13,384 36,266 111,297 43,339 4,264 17,653 37,460 26,416 27,847
Changes from: July 2, 2013 Total Change is: 34,579
10,416 -605 7,004 7,162 1,281 2,435 9,001 19,970 -12,758 970 3,660 7,038 3,311 6,554
Percent of Open Interest Represented by Each Category of Trader
24.7 7.5 11.4 15.9 6.3 4.0 10.8 33.1 12.9 1.3 5.3 11.2 7.9 8.3
Number of Traders in Each Category Total Traders: 161
18 12 23 6 13 10 27 49 49 11 16 20
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Updated July 12, 2013