Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 126,206
Positions
41,236 12,495 6,610 15,889 19,485 856 15,642 31,474 12,161 7,156 5,202 3,174 23,482 34,750
Changes from: July 23, 2013 Total Change is: -8,042
-9,571 1,092 124 -33 -1,913 210 -996 -7,760 1,388 1,099 -257 348 -612 -1,274
Percent of Open Interest Represented by Each Category of Trader
32.7 9.9 5.2 12.6 15.4 0.7 12.4 24.9 9.6 5.7 4.1 2.5 18.6 27.5
Number of Traders in Each Category Total Traders: 84
8 6 7 6 4 . 15 28 18 10 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 36,973
Positions
10,584 8,857 1,136 0 1,781 0 13,019 8,698 1,984 0 1,621 0 10,250 12,895
Changes from: July 23, 2013 Total Change is: -625
-4,156 455 402 0 4 0 2,884 -940 114 0 0 0 131 -660
Percent of Open Interest Represented by Each Category of Trader
28.6 24.0 3.1 0.0 4.8 0.0 35.2 23.5 5.4 0.0 4.4 0.0 27.7 34.9
Number of Traders in Each Category Total Traders: 32
6 7 4 0 . 0 10 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 173,181
Positions
82,312 5,444 6,820 13,142 29,088 1,648 19,761 67,328 19,147 9,584 9,005 1,803 18,964 32,898
Changes from: July 23, 2013 Total Change is: 328
-4,006 391 -48 1,237 1,432 175 376 1,179 2,236 96 -994 285 -22 -4,327
Percent of Open Interest Represented by Each Category of Trader
47.5 3.1 3.9 7.6 16.8 1.0 11.4 38.9 11.1 5.5 5.2 1.0 11.0 19.0
Number of Traders in Each Category Total Traders: 114
12 8 7 7 17 6 23 31 26 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 212,781
Positions
102,417 9,875 9,041 25,070 19,025 2,426 24,673 84,649 22,007 2,486 12,509 3,805 20,856 49,443
Changes from: July 23, 2013 Total Change is: -11,408
-10,389 4,667 325 931 -2,416 57 -5,288 -8,851 771 -245 -1,722 409 2,021 -4,649
Percent of Open Interest Represented by Each Category of Trader
48.1 4.6 4.2 11.8 8.9 1.1 11.6 39.8 10.3 1.2 5.9 1.8 9.8 23.2
Number of Traders in Each Category Total Traders: 133
13 12 8 6 19 4 21 39 25 4 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 297,260
Positions
49,921 16,008 15,588 37,101 60,436 6,257 60,033 60,307 49,021 21,627 13,054 10,229 47,483 66,360
Changes from: July 23, 2013 Total Change is: 11,489
-11,823 3,358 2,472 194 1,277 454 10,383 -7,081 6,302 -518 -1,583 2,341 1,683 3,948
Percent of Open Interest Represented by Each Category of Trader
16.8 5.4 5.2 12.5 20.3 2.1 20.2 20.3 16.5 7.3 4.4 3.4 16.0 22.3
Number of Traders in Each Category Total Traders: 185
17 15 14 15 22 15 33 34 38 20 29 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 228,184
Positions
123,758 10,723 9,685 641 40,865 1,914 44,501 92,149 14,709 7,502 11,737 3,636 21,839 42,767
Changes from: July 23, 2013 Total Change is: 19,262
12,221 -862 1,254 -8 -1,760 537 2,703 12,765 2,717 -947 725 663 120 3,221
Percent of Open Interest Represented by Each Category of Trader
54.2 4.7 4.2 0.3 17.9 0.8 19.5 40.4 6.4 3.3 5.1 1.6 9.6 18.7
Number of Traders in Each Category Total Traders: 115
11 7 11 . 9 6 25 40 24 8 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 42,899
Positions
15,597 20,599 12,704 0 1,479 0 6,718 1,354 3,328 1,379 0 2,855 318 580
Changes from: July 23, 2013 Total Change is: 294
32 281 5 0 58 0 370 -64 0 0 0 0 -113 14
Percent of Open Interest Represented by Each Category of Trader
36.4 48.0 29.6 0.0 3.4 0.0 15.7 3.2 7.8 3.2 0.0 6.7 0.7 1.4
Number of Traders in Each Category Total Traders: 24
6 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 97,209
Positions
23,345 24,597 690 3,414 804 0 52,424 62,791 830 9,122 5,741 0 7,384 1,757
Changes from: July 23, 2013 Total Change is: 3,388
-2,243 1,107 17 308 279 0 5,632 1,442 76 -160 540 0 -242 -73
Percent of Open Interest Represented by Each Category of Trader
24.0 25.3 0.7 3.5 0.8 0.0 53.9 64.6 0.9 9.4 5.9 0.0 7.6 1.8
Number of Traders in Each Category Total Traders: 101
6 10 . 5 . 0 41 20 6 11 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 26,510
Positions
8,603 15,116 3,762 909 1,707 0 2,877 1,494 209 9,347 3,162 0 803 1,060
Changes from: July 23, 2013 Total Change is: -728
-1,242 427 507 165 -1,400 0 -5 -237 -17 -184 1 0 48 -9
Percent of Open Interest Represented by Each Category of Trader
32.5 57.0 14.2 3.4 6.4 0.0 10.9 5.6 0.8 35.3 11.9 0.0 3.0 4.0
Number of Traders in Each Category Total Traders: 25
4 5 . . . 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 12,153
Positions
4,098 1,501 92 253 346 0 3,945 6,279 327 977 498 0 2,461 3,110
Changes from: July 23, 2013 Total Change is: -460
-2,296 788 63 -51 -196 0 1,050 -605 198 86 189 0 490 -897
Percent of Open Interest Represented by Each Category of Trader
33.7 12.4 0.8 2.1 2.8 0.0 32.5 51.7 2.7 8.0 4.1 0.0 20.3 25.6
Number of Traders in Each Category Total Traders: 42
5 5 . . . 0 9 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 63,662
Positions
9,199 46,574 210 5,801 427 388 32,000 5,384 1,423 4,866 307 1,278 8,498 7,672
Changes from: July 23, 2013 Total Change is: 1,343
-1,464 1,202 -25 167 138 -25 2,311 -552 256 312 -506 176 -366 680
Percent of Open Interest Represented by Each Category of Trader
14.4 73.2 0.3 9.1 0.7 0.6 50.3 8.5 2.2 7.6 0.5 2.0 13.3 12.1
Number of Traders in Each Category Total Traders: 107
16 16 . 9 . . 37 12 12 11 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 127,325
Positions
18,397 93,147 420 11,602 853 776 64,000 10,768 2,846 9,732 615 2,556 16,996 15,345
Changes from: July 23, 2013 Total Change is: 2,686
-2,928 2,404 -50 334 275 -50 4,623 -1,104 512 624 -1,013 353 -732 1,360
Percent of Open Interest Represented by Each Category of Trader
14.4 73.2 0.3 9.1 0.7 0.6 50.3 8.5 2.2 7.6 0.5 2.0 13.3 12.1
Number of Traders in Each Category Total Traders: 107
16 16 . 9 . . 37 12 12 11 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 905,941
Positions
21,421 211,991 29,145 345,645 128,508 43,151 111,679 173,245 147,487 54,940 44,235 26,403 126,070 101,776
Changes from: July 23, 2013 Total Change is: 8,306
-37 5,133 887 1,857 167 835 4,161 -1,057 4,168 -1,651 -1,519 1,038 -2,951 -1,346
Percent of Open Interest Represented by Each Category of Trader
2.4 23.4 3.2 38.2 14.2 4.8 12.3 19.1 16.3 6.1 4.9 2.9 13.9 11.2
Number of Traders in Each Category Total Traders: 579
28 42 32 117 58 65 89 119 111 59 67 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 222,093
Positions
8,257 58,152 4,442 73,688 29,071 2,752 10,532 18,609 40,626 11,352 10,201 10,150 60,294 48,090
Changes from: July 23, 2013 Total Change is: -1,120
-1,951 -1,353 -207 60 939 -153 -1,503 -349 2,032 -168 780 479 291 -3,288
Percent of Open Interest Represented by Each Category of Trader
3.7 26.2 2.0 33.2 13.1 1.2 4.7 8.4 18.3 5.1 4.6 4.6 27.1 21.7
Number of Traders in Each Category Total Traders: 101
5 13 7 16 9 10 19 20 36 10 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 3,419,241
Positions
103,397 806,769 85,942 1,377,543 514,942 184,237 557,994 825,440 482,043 221,130 173,365 78,074 328,880 268,428
Changes from: July 23, 2013 Total Change is: 47,132
6,274 29,134 8,763 9,742 -3,107 4,186 19,904 -11,953 19,095 -5,542 -9,620 923 -16,214 9,710
Percent of Open Interest Represented by Each Category of Trader
3.0 23.6 2.5 40.3 15.1 5.4 16.3 24.1 14.1 6.5 5.1 2.3 9.6 7.9
Number of Traders in Each Category Total Traders: 552
29 40 30 113 53 60 88 113 105 56 60 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 121,480
Positions
3,556 65,677 147 66,948 42,064 1,764 36,664 5,186 571 1,441 1,793 0 10,389 4,278
Changes from: July 23, 2013 Total Change is: 1,175
140 2,191 -13 -925 712 10 2,294 -679 -1,297 511 -7 0 454 257
Percent of Open Interest Represented by Each Category of Trader
2.9 54.1 0.1 55.1 34.6 1.5 30.2 4.3 0.5 1.2 1.5 0.0 8.6 3.5
Number of Traders in Each Category Total Traders: 101
5 16 . 35 12 12 20 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 81,725
Positions
1,356 56,261 843 35,273 4,438 625 33,587 8,149 1,187 2,055 4,638 852 5,947 4,733
Changes from: July 23, 2013 Total Change is: 714
-194 290 79 -101 -453 -114 1,341 -326 -166 -61 360 96 -164 950
Percent of Open Interest Represented by Each Category of Trader
1.7 68.8 1.0 43.2 5.4 0.8 41.1 10.0 1.5 2.5 5.7 1.0 7.3 5.8
Number of Traders in Each Category Total Traders: 223
16 28 8 33 17 7 73 25 15 16 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 408,626
Positions
6,780 281,304 4,215 176,365 22,191 3,126 167,936 40,744 5,933 10,276 23,191 4,260 29,736 23,663
Changes from: July 23, 2013 Total Change is: 3,572
-968 1,449 394 -504 -2,266 -572 6,703 -1,629 -831 -307 1,802 478 -820 4,748
Percent of Open Interest Represented by Each Category of Trader
1.7 68.8 1.0 43.2 5.4 0.8 41.1 10.0 1.5 2.5 5.7 1.0 7.3 5.8
Number of Traders in Each Category Total Traders: 223
16 28 8 33 17 7 73 25 15 16 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 363,503
Positions
59,137 99,895 10,052 146,293 133,064 20,815 88,501 68,297 8,282 6,056 7,011 403 23,964 15,684
Changes from: July 23, 2013 Total Change is: 5,206
-7,792 10,900 2,440 697 -917 847 5,204 -9,719 657 -6 -93 -162 3,322 1,254
Percent of Open Interest Represented by Each Category of Trader
16.3 27.5 2.8 40.2 36.6 5.7 24.3 18.8 2.3 1.7 1.9 0.1 6.6 4.3
Number of Traders in Each Category Total Traders: 253
13 17 4 55 34 23 56 51 12 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 58,093
Positions
4,525 41,884 137 24,071 0 265 13,260 11,759 102 4,410 230 0 11,323 3,716
Changes from: July 23, 2013 Total Change is: -7,216
-2,713 -2,210 -305 -970 0 0 -1,777 -3,192 102 -1,704 0 0 151 -1,611
Percent of Open Interest Represented by Each Category of Trader
7.8 72.1 0.2 41.4 0.0 0.5 22.8 20.2 0.2 7.6 0.4 0.0 19.5 6.4
Number of Traders in Each Category Total Traders: 64
5 8 . 18 0 . 19 7 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 68,518
Positions
20,731 10,695 782 14,906 1,920 165 14,079 3,266 3,156 4,464 1,128 0 10,235 47,406
Changes from: July 23, 2013 Total Change is: -2,881
-2,243 -5,187 273 1,979 -399 -310 -5,236 1,335 941 897 224 0 818 242
Percent of Open Interest Represented by Each Category of Trader
30.3 15.6 1.1 21.8 2.8 0.2 20.5 4.8 4.6 6.5 1.6 0.0 14.9 69.2
Number of Traders in Each Category Total Traders: 81
18 12 4 10 . . 20 9 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 80,310
Positions
1,883 33,773 2,280 35,655 24,422 4,144 26,569 9,559 3,040 282 891 0 6,457 2,201
Changes from: July 23, 2013 Total Change is: 426
-229 732 102 688 -96 13 -489 -171 51 40 -322 0 250 117
Percent of Open Interest Represented by Each Category of Trader
2.3 42.1 2.8 44.4 30.4 5.2 33.1 11.9 3.8 0.4 1.1 0.0 8.0 2.7
Number of Traders in Each Category Total Traders: 79
. 10 . 27 20 11 12 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 221,702
Positions
13,833 109,126 3,343 98,251 28,981 32,863 44,686 23,748 2,341 12,220 14,898 522 13,643 5,880
Changes from: July 23, 2013 Total Change is: -357
-1,305 1,327 -479 1,718 -165 583 -577 1,977 181 1,026 -248 -475 -1,029 -3,058
Percent of Open Interest Represented by Each Category of Trader
6.2 49.2 1.5 44.3 13.1 14.8 20.2 10.7 1.1 5.5 6.7 0.2 6.2 2.7
Number of Traders in Each Category Total Traders: 157
12 22 5 42 20 19 20 21 12 14 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 670,866
Positions
5,712 66,958 28,298 248,644 95,103 90,411 61,576 74,192 68,822 14,761 52,175 5,695 146,945 189,211
Changes from: July 23, 2013 Total Change is: -38,384
-3,261 9,364 -6,483 -8,651 2,252 -2,184 7,459 -13,476 -27,041 -2,904 -758 -100 4,782 43
Percent of Open Interest Represented by Each Category of Trader
0.9 10.0 4.2 37.1 14.2 13.5 9.2 11.1 10.3 2.2 7.8 0.8 21.9 28.2
Number of Traders in Each Category Total Traders: 160
6 18 17 33 29 33 23 34 39 6 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 376,661
Positions
1,878 100,403 42 244,593 37,233 37,469 13,990 122,487 1,293 8,566 4,625 0 68,830 73,110
Changes from: July 23, 2013 Total Change is: -826
5 1,171 -24 -188 2,692 -886 567 915 -118 -466 -1,519 0 284 -3,056
Percent of Open Interest Represented by Each Category of Trader
0.5 26.7 0.0 64.9 9.9 9.9 3.7 32.5 0.3 2.3 1.2 0.0 18.3 19.4
Number of Traders in Each Category Total Traders: 68
. 9 . 32 11 19 . 9 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 945,214
Positions
100,802 84,754 21,027 214,813 277,085 67,722 201,360 211,789 80,182 95,799 54,764 60,345 103,165 87,546
Changes from: July 23, 2013 Total Change is: 3,002
4,357 -2,504 530 579 35,630 5,561 16,260 -2,040 -8,074 -6,665 -1,696 -6,125 -3,421 -18,279
Percent of Open Interest Represented by Each Category of Trader
10.7 9.0 2.2 22.7 29.3 7.2 21.3 22.4 8.5 10.1 5.8 6.4 10.9 9.3
Number of Traders in Each Category Total Traders: 206
14 25 13 33 30 30 33 34 29 17 20 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 34,904
Positions
12,104 16,277 5,548 1,509 0 0 10,515 7,831 4,412 1 0 807 8 29
Changes from: July 23, 2013 Total Change is: 142
457 2,135 -1,143 400 0 0 726 -591 -8 0 0 -64 -226 -187
Percent of Open Interest Represented by Each Category of Trader
34.7 46.6 15.9 4.3 0.0 0.0 30.1 22.4 12.6 0.0 0.0 2.3 0.0 0.1
Number of Traders in Each Category Total Traders: 42
8 10 9 . 0 0 9 12 9 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 2,966,685
Positions
151,062 199,070 297,139 666,208 882,580 345,637 765,266 181,266 351,594 58,607 167,112 70,592 260,579 471,694
Changes from: July 23, 2013 Total Change is: -71,352
-7,678 12,727 -32,502 -6,280 71,554 620 72,735 -10,525 -89,275 3,500 -2,591 -17,337 4,864 -4,022
Percent of Open Interest Represented by Each Category of Trader
5.1 6.7 10.0 22.5 29.7 11.7 25.8 6.1 11.9 2.0 5.6 2.4 8.8 15.9
Number of Traders in Each Category Total Traders: 312
23 40 50 24 71 55 61 48 81 13 32 19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 2,016,772
Positions
286,861 87,063 132,861 423,763 507,773 149,292 372,940 351,092 284,401 126,410 154,066 48,630 191,614 301,595
Changes from: July 23, 2013 Total Change is: -22,081
4,350 -19,699 13,723 20,401 -5,142 -19,083 -3,577 30,810 -16,677 -12,609 9,692 2,774 -11,383 -18,480
Percent of Open Interest Represented by Each Category of Trader
14.2 4.3 6.6 21.0 25.2 7.4 18.5 17.4 14.1 6.3 7.6 2.4 9.5 15.0
Number of Traders in Each Category Total Traders: 226
22 21 26 32 43 37 33 47 52 7 21 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 311,012
Positions
82,372 85,118 108,478 1,029 745 2,013 43,760 21,258 40,446 332 7,283 9,237 23,345 36,434
Changes from: July 23, 2013 Total Change is: 1,752
584 3,094 2,580 0 0 0 1,963 -2,175 1,244 93 623 -991 -3,720 -2,623
Percent of Open Interest Represented by Each Category of Trader
26.5 27.4 34.9 0.3 0.2 0.6 14.1 6.8 13.0 0.1 2.3 3.0 7.5 11.7
Number of Traders in Each Category Total Traders: 65
12 22 23 . . . 12 10 17 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 is15,153,165
Positions
1,831,469 2,417,156 2,751,027 1,065,353 828,612 278,465 1,022,308 499,501 5,304,427 337,363 213,237 1,693,002 869,751 1,167,738
Changes from: July 23, 2013 Total Change is: 469,697
15,909 15,455 116,911 43,458 33,373 -6,134 46,148 20,106 247,730 -43,549 -7,377 41,273 7,950 8,359
Percent of Open Interest Represented by Each Category of Trader
12.1 16.0 18.2 7.0 5.5 1.8 6.7 3.3 35.0 2.2 1.4 11.2 5.7 7.7
Number of Traders in Each Category Total Traders: 243
24 50 72 13 14 22 59 39 91 17 15 27
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 29,589
Positions
26,349 590 0 14 7,978 33 2,324 12,558 16 820 8,382 0 33 32
Changes from: July 23, 2013 Total Change is: 2,521
2,004 -391 0 -981 951 -55 1,534 -679 0 0 2,695 0 19 0
Percent of Open Interest Represented by Each Category of Trader
89.0 2.0 0.0 0.0 27.0 0.1 7.9 42.4 0.1 2.8 28.3 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 37
7 . 0 . 6 . . 8 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 15,548
Positions
14,116 4,900 4 0 3,702 0 166 3,744 0 1,246 3,176 0 16 22
Changes from: July 23, 2013 Total Change is: 1,957
1,819 1,178 0 0 132 0 128 -728 0 0 1,390 0 10 -15
Percent of Open Interest Represented by Each Category of Trader
90.8 31.5 0.0 0.0 23.8 0.0 1.1 24.1 0.0 8.0 20.4 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 26
. . . 0 6 0 . 7 0 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 64,539
Positions
11,522 29,403 932 6,894 637 208 15,620 28,828 1,017 18,406 989 115 9,826 2,412
Changes from: July 23, 2013 Total Change is: 2,865
8 -127 20 -605 -37 2 -3,109 2,454 -35 3,786 -193 55 2,743 727
Percent of Open Interest Represented by Each Category of Trader
17.9 45.6 1.4 10.7 1.0 0.3 24.2 44.7 1.6 28.5 1.5 0.2 15.2 3.7
Number of Traders in Each Category Total Traders: 142
6 . . 13 . . 29 16 6 64 10 4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 362,693
Positions
111,439 14,116 35,279 53,980 22,798 11,796 42,075 156,231 49,593 3,722 14,741 33,850 20,959 24,289
Changes from: July 23, 2013 Total Change is: 3,264
7,896 340 -855 -3,713 -2,283 183 6,324 12,948 2,433 -2,993 -2,824 -6,320 309 -358
Percent of Open Interest Represented by Each Category of Trader
30.7 3.9 9.7 14.9 6.3 3.3 11.6 43.1 13.7 1.0 4.1 9.3 5.8 6.7
Number of Traders in Each Category Total Traders: 168
22 8 19 5 15 12 35 45 50 12 19 20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 6,687
Positions
1,049 603 0 1,720 0 820 2,091 4,374 782 0 73 0 225 35
Changes from: July 23, 2013 Total Change is: 246
173 54 0 119 -61 194 -40 98 -52 0 0 0 -148 13
Percent of Open Interest Represented by Each Category of Trader
15.7 9.0 0.0 25.7 0.0 12.3 31.3 65.4 11.7 0.0 1.1 0.0 3.4 0.5
Number of Traders in Each Category Total Traders: 21
. . 0 6 0 . 6 4 . 0 . 0
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Updated August 2, 2013