Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 122,753
Positions
38,895 12,129 7,125 15,778 19,107 468 15,961 30,592 10,830 7,486 5,926 2,935 23,274 33,640
Changes from: July 30, 2013 Total Change is: -3,453
-2,341 -366 515 -111 -378 -387 319 -882 -1,331 331 724 -239 -209 -1,110
Percent of Open Interest Represented by Each Category of Trader
31.7 9.9 5.8 12.9 15.6 0.4 13.0 24.9 8.8 6.1 4.8 2.4 19.0 27.4
Number of Traders in Each Category Total Traders: 88
7 7 6 5 6 . 18 27 17 11 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 38,311
Positions
11,032 12,445 1,362 0 2,177 0 12,210 6,438 2,158 0 1,621 0 11,549 12,110
Changes from: July 30, 2013 Total Change is: 1,338
448 3,588 226 0 396 0 -810 -2,260 174 0 0 0 1,299 -786
Percent of Open Interest Represented by Each Category of Trader
28.8 32.5 3.6 0.0 5.7 0.0 31.9 16.8 5.6 0.0 4.2 0.0 30.1 31.6
Number of Traders in Each Category Total Traders: 37
6 8 5 0 4 0 13 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 171,195
Positions
76,949 5,905 6,875 14,134 28,976 1,538 21,627 64,265 19,126 8,227 9,958 1,728 20,991 32,822
Changes from: July 30, 2013 Total Change is: -1,985
-5,363 462 56 992 -111 -110 1,866 -3,063 -21 -1,358 953 -75 2,027 -75
Percent of Open Interest Represented by Each Category of Trader
44.9 3.4 4.0 8.3 16.9 0.9 12.6 37.5 11.2 4.8 5.8 1.0 12.3 19.2
Number of Traders in Each Category Total Traders: 121
13 9 7 8 17 7 22 37 29 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 210,065
Positions
98,192 9,330 8,352 24,927 16,614 2,969 26,557 83,293 22,865 2,721 12,846 4,265 19,216 49,529
Changes from: July 30, 2013 Total Change is: -2,716
-4,225 -545 -689 -143 -2,411 543 1,884 -1,355 858 235 338 459 -1,639 86
Percent of Open Interest Represented by Each Category of Trader
46.7 4.4 4.0 11.9 7.9 1.4 12.6 39.7 10.9 1.3 6.1 2.0 9.1 23.6
Number of Traders in Each Category Total Traders: 143
13 11 7 8 19 6 24 43 29 5 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 303,367
Positions
45,388 25,955 16,318 36,470 60,962 6,187 67,116 53,565 49,982 21,841 15,455 8,575 51,489 66,369
Changes from: July 30, 2013 Total Change is: 6,108
-4,533 9,946 730 -631 526 -70 7,083 -6,742 962 215 2,401 -1,654 4,006 9
Percent of Open Interest Represented by Each Category of Trader
15.0 8.6 5.4 12.0 20.1 2.0 22.1 17.7 16.5 7.2 5.1 2.8 17.0 21.9
Number of Traders in Each Category Total Traders: 195
18 15 14 14 24 17 39 36 43 18 31 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 235,245
Positions
132,713 11,566 11,091 619 40,418 2,095 41,470 91,226 16,516 5,774 12,173 4,570 20,397 45,590
Changes from: July 30, 2013 Total Change is: 7,061
8,955 844 1,407 -22 -447 181 -3,031 -923 1,807 -1,728 436 934 -1,441 2,823
Percent of Open Interest Represented by Each Category of Trader
56.4 4.9 4.7 0.3 17.2 0.9 17.6 38.8 7.0 2.5 5.2 1.9 8.7 19.4
Number of Traders in Each Category Total Traders: 109
13 7 13 . 12 6 22 35 24 4 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 42,869
Positions
15,969 20,580 12,704 0 1,615 0 6,318 1,230 3,328 1,379 0 2,855 316 557
Changes from: July 30, 2013 Total Change is: -30
372 -19 0 0 136 0 -400 -124 0 0 0 0 -2 -23
Percent of Open Interest Represented by Each Category of Trader
37.3 48.0 29.6 0.0 3.8 0.0 14.7 2.9 7.8 3.2 0.0 6.7 0.7 1.3
Number of Traders in Each Category Total Traders: 25
7 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 94,336
Positions
20,837 28,247 846 2,771 827 0 52,991 53,488 959 9,352 8,201 0 6,580 1,768
Changes from: July 30, 2013 Total Change is: -2,873
-2,508 3,650 156 -643 23 0 567 -9,303 129 230 2,460 0 -804 12
Percent of Open Interest Represented by Each Category of Trader
22.1 29.9 0.9 2.9 0.9 0.0 56.2 56.7 1.0 9.9 8.7 0.0 7.0 1.9
Number of Traders in Each Category Total Traders: 97
5 11 . 5 . 0 36 18 6 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 23,744
Positions
8,746 13,638 3,060 909 1,584 0 751 1,061 81 9,347 3,171 0 850 1,149
Changes from: July 30, 2013 Total Change is: -2,766
143 -1,478 -702 0 -123 0 -2,126 -433 -128 0 9 0 47 89
Percent of Open Interest Represented by Each Category of Trader
36.8 57.4 12.9 3.8 6.7 0.0 3.2 4.5 0.3 39.4 13.4 0.0 3.6 4.8
Number of Traders in Each Category Total Traders: 23
5 5 . . . 0 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 11,572
Positions
4,934 750 0 146 372 0 3,223 6,341 204 959 570 0 2,106 3,335
Changes from: July 30, 2013 Total Change is: -581
836 -751 -92 -107 26 0 -722 62 -123 -18 72 0 -355 225
Percent of Open Interest Represented by Each Category of Trader
42.6 6.5 0.0 1.3 3.2 0.0 27.9 54.8 1.8 8.3 4.9 0.0 18.2 28.8
Number of Traders in Each Category Total Traders: 45
4 5 0 . . 0 8 16 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 63,890
Positions
9,531 46,104 238 5,892 441 424 31,404 5,927 1,578 4,776 275 1,324 8,723 7,579
Changes from: July 30, 2013 Total Change is: 228
333 -470 28 91 15 36 -596 543 155 -90 -32 46 225 -93
Percent of Open Interest Represented by Each Category of Trader
14.9 72.2 0.4 9.2 0.7 0.7 49.2 9.3 2.5 7.5 0.4 2.1 13.7 11.9
Number of Traders in Each Category Total Traders: 102
17 16 . 8 . . 32 13 13 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 127,780
Positions
19,062 92,208 476 11,783 882 847 62,809 11,854 3,156 9,552 550 2,648 17,446 15,158
Changes from: July 30, 2013 Total Change is: 455
665 -939 56 181 29 71 -1,191 1,086 310 -180 -64 93 451 -186
Percent of Open Interest Represented by Each Category of Trader
14.9 72.2 0.4 9.2 0.7 0.7 49.2 9.3 2.5 7.5 0.4 2.1 13.7 11.9
Number of Traders in Each Category Total Traders: 102
17 16 . 8 . . 32 13 13 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 913,702
Positions
21,884 206,100 29,189 343,538 128,396 45,733 102,023 173,308 158,681 56,969 45,390 27,565 128,121 99,341
Changes from: July 30, 2013 Total Change is: 7,761
463 -5,891 44 -2,107 -111 2,582 -9,656 63 11,193 2,029 1,155 1,162 2,051 -2,435
Percent of Open Interest Represented by Each Category of Trader
2.4 22.6 3.2 37.6 14.1 5.0 11.2 19.0 17.4 6.2 5.0 3.0 14.0 10.9
Number of Traders in Each Category Total Traders: 594
29 44 33 114 59 68 95 119 116 64 70 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 223,897
Positions
8,091 57,244 4,281 73,593 29,830 2,470 10,580 21,723 41,305 11,272 10,276 10,227 62,079 46,541
Changes from: July 30, 2013 Total Change is: 1,803
-166 -907 -161 -96 759 -282 48 3,114 678 -81 75 77 1,785 -1,550
Percent of Open Interest Represented by Each Category of Trader
3.6 25.6 1.9 32.9 13.3 1.1 4.7 9.7 18.4 5.0 4.6 4.6 27.7 20.8
Number of Traders in Each Category Total Traders: 104
5 13 7 16 9 10 18 23 38 9 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 3,449,027
Positions
104,744 780,055 88,759 1,368,845 511,946 197,199 522,464 823,178 521,627 234,031 181,114 81,146 330,210 264,002
Changes from: July 30, 2013 Total Change is: 29,787
1,348 -26,714 2,817 -8,698 -2,996 12,962 -35,530 -2,262 39,584 12,901 7,750 3,073 1,330 -4,426
Percent of Open Interest Represented by Each Category of Trader
3.0 22.6 2.6 39.7 14.8 5.7 15.1 23.9 15.1 6.8 5.3 2.4 9.6 7.7
Number of Traders in Each Category Total Traders: 565
30 42 33 108 55 63 92 115 108 60 63 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 121,902
Positions
2,990 64,641 148 72,781 41,056 2,546 31,191 7,151 1,220 1,067 1,783 0 9,959 3,358
Changes from: July 30, 2013 Total Change is: 422
-566 -1,036 1 5,833 -1,008 782 -5,473 1,964 649 -374 -10 0 -430 -920
Percent of Open Interest Represented by Each Category of Trader
2.5 53.0 0.1 59.7 33.7 2.1 25.6 5.9 1.0 0.9 1.5 0.0 8.2 2.8
Number of Traders in Each Category Total Traders: 103
4 17 . 37 12 14 18 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 83,399
Positions
1,431 57,909 796 35,395 4,271 881 34,420 8,083 1,027 2,364 4,261 929 6,156 5,241
Changes from: July 30, 2013 Total Change is: 1,674
75 1,649 -47 122 -167 256 833 -66 -159 309 -377 77 209 508
Percent of Open Interest Represented by Each Category of Trader
1.7 69.4 1.0 42.4 5.1 1.1 41.3 9.7 1.2 2.8 5.1 1.1 7.4 6.3
Number of Traders in Each Category Total Traders: 225
15 29 7 33 17 8 72 24 11 19 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 416,995
Positions
7,155 289,547 3,981 176,973 21,357 4,404 172,099 40,414 5,137 11,819 21,306 4,645 30,781 26,203
Changes from: July 30, 2013 Total Change is: 8,368
376 8,243 -234 608 -834 1,278 4,163 -330 -795 1,543 -1,885 385 1,045 2,540
Percent of Open Interest Represented by Each Category of Trader
1.7 69.4 1.0 42.4 5.1 1.1 41.3 9.7 1.2 2.8 5.1 1.1 7.4 6.3
Number of Traders in Each Category Total Traders: 225
15 29 7 33 17 8 72 24 11 19 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 359,433
Positions
60,244 100,111 10,462 148,345 130,368 21,165 80,613 64,822 8,440 6,704 5,900 567 22,893 17,596
Changes from: July 30, 2013 Total Change is: -4,070
1,107 216 410 2,052 -2,696 350 -7,888 -3,474 158 648 -1,111 164 -1,071 1,912
Percent of Open Interest Represented by Each Category of Trader
16.8 27.9 2.9 41.3 36.3 5.9 22.4 18.0 2.3 1.9 1.6 0.2 6.4 4.9
Number of Traders in Each Category Total Traders: 254
14 18 4 60 30 23 54 51 14 15 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 58,672
Positions
5,458 41,346 203 23,985 60 585 14,020 11,819 0 4,004 400 150 10,267 4,109
Changes from: July 30, 2013 Total Change is: 579
933 -538 66 -86 60 320 760 60 -102 -406 170 150 -1,056 393
Percent of Open Interest Represented by Each Category of Trader
9.3 70.5 0.3 40.9 0.1 1.0 23.9 20.1 0.0 6.8 0.7 0.3 17.5 7.0
Number of Traders in Each Category Total Traders: 68
4 8 . 20 . . 18 9 0 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 64,465
Positions
20,762 9,601 817 13,863 1,605 323 13,893 3,829 1,675 3,769 1,660 0 9,363 44,955
Changes from: July 30, 2013 Total Change is: -4,053
31 -1,094 35 -1,043 -315 158 -186 563 -1,481 -695 532 0 -872 -2,451
Percent of Open Interest Represented by Each Category of Trader
32.2 14.9 1.3 21.5 2.5 0.5 21.6 5.9 2.6 5.8 2.6 0.0 14.5 69.7
Number of Traders in Each Category Total Traders: 77
21 10 . 10 . . 17 7 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 81,762
Positions
1,634 38,391 2,248 35,317 21,460 4,322 26,418 8,620 3,611 705 891 0 7,507 2,219
Changes from: July 30, 2013 Total Change is: 1,452
-249 4,618 -32 -338 -2,962 178 -151 -939 571 423 0 0 1,050 18
Percent of Open Interest Represented by Each Category of Trader
2.0 47.0 2.7 43.2 26.2 5.3 32.3 10.5 4.4 0.9 1.1 0.0 9.2 2.7
Number of Traders in Each Category Total Traders: 79
. 10 . 29 16 11 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 223,140
Positions
16,396 104,368 3,954 99,969 29,215 32,634 40,463 28,956 2,207 13,189 14,562 608 13,720 6,636
Changes from: July 30, 2013 Total Change is: 1,438
2,563 -4,758 611 1,718 234 -229 -4,223 5,208 -134 969 -336 86 77 756
Percent of Open Interest Represented by Each Category of Trader
7.3 46.8 1.8 44.8 13.1 14.6 18.1 13.0 1.0 5.9 6.5 0.3 6.1 3.0
Number of Traders in Each Category Total Traders: 164
13 22 5 44 19 19 20 22 12 16 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 692,174
Positions
12,311 65,207 30,815 249,226 103,503 96,106 62,665 70,412 72,619 18,330 52,049 4,110 145,993 197,354
Changes from: July 30, 2013 Total Change is: 21,309
6,599 -1,751 2,517 582 8,400 5,695 1,088 -3,780 3,797 3,568 -126 -1,585 -952 8,143
Percent of Open Interest Represented by Each Category of Trader
1.8 9.4 4.5 36.0 15.0 13.9 9.1 10.2 10.5 2.6 7.5 0.6 21.1 28.5
Number of Traders in Each Category Total Traders: 164
5 20 18 34 31 35 23 35 41 5 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 384,351
Positions
2,032 97,200 49 248,266 40,441 38,871 13,856 121,797 1,265 8,456 4,625 0 71,557 80,103
Changes from: July 30, 2013 Total Change is: 7,690
154 -3,203 7 3,672 3,208 1,403 -134 -690 -28 -110 0 0 2,726 6,993
Percent of Open Interest Represented by Each Category of Trader
0.5 25.3 0.0 64.6 10.5 10.1 3.6 31.7 0.3 2.2 1.2 0.0 18.6 20.8
Number of Traders in Each Category Total Traders: 68
. 9 . 31 13 19 . 9 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 957,795
Positions
100,519 89,915 19,781 237,201 303,053 63,224 230,136 183,118 97,263 54,224 52,871 50,799 104,648 97,769
Changes from: July 30, 2013 Total Change is: 12,580
-283 5,161 -1,246 22,388 25,968 -4,498 28,776 -28,671 17,081 -41,575 -1,893 -9,545 1,483 10,223
Percent of Open Interest Represented by Each Category of Trader
10.5 9.4 2.1 24.8 31.6 6.6 24.0 19.1 10.2 5.7 5.5 5.3 10.9 10.2
Number of Traders in Each Category Total Traders: 203
12 26 14 34 30 30 36 32 30 15 18 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 31,231
Positions
10,652 13,071 6,023 770 0 0 9,068 7,394 3,972 0 0 705 41 66
Changes from: July 30, 2013 Total Change is: -3,673
-1,452 -3,206 475 -739 0 0 -1,447 -437 -440 -1 0 -102 33 37
Percent of Open Interest Represented by Each Category of Trader
34.1 41.9 19.3 2.5 0.0 0.0 29.0 23.7 12.7 0.0 0.0 2.3 0.1 0.2
Number of Traders in Each Category Total Traders: 37
9 7 8 . 0 0 9 9 10 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 3,031,043
Positions
135,885 188,959 312,336 671,061 923,443 344,633 807,334 195,174 364,187 61,411 160,156 74,403 259,793 467,752
Changes from: July 30, 2013 Total Change is: 64,358
-15,176 -10,111 15,197 4,853 40,863 -1,005 42,068 13,908 12,593 2,804 -6,956 3,810 -787 -3,942
Percent of Open Interest Represented by Each Category of Trader
4.5 6.2 10.3 22.1 30.5 11.4 26.6 6.4 12.0 2.0 5.3 2.5 8.6 15.4
Number of Traders in Each Category Total Traders: 314
19 39 50 24 75 60 57 56 81 16 28 22
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 2,017,389
Positions
269,829 77,991 122,852 437,459 507,997 151,423 382,235 344,305 288,010 125,175 170,811 51,531 188,876 302,470
Changes from: July 30, 2013 Total Change is: 617
-17,032 -9,073 -10,009 13,696 225 2,131 9,295 -6,786 3,609 -1,235 16,745 2,901 -2,738 875
Percent of Open Interest Represented by Each Category of Trader
13.4 3.9 6.1 21.7 25.2 7.5 18.9 17.1 14.3 6.2 8.5 2.6 9.4 15.0
Number of Traders in Each Category Total Traders: 227
21 20 27 32 40 36 39 46 55 8 21 11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 273,243
Positions
66,313 68,468 94,582 1,029 0 2,043 35,171 16,894 32,472 0 5,390 10,535 31,098 42,859
Changes from: July 30, 2013 Total Change is: -37,769
-16,060 -16,650 -13,896 0 -745 30 -8,588 -4,364 -7,974 -332 -1,893 1,298 7,753 6,424
Percent of Open Interest Represented by Each Category of Trader
24.3 25.1 34.6 0.4 0.0 0.7 12.9 6.2 11.9 0.0 2.0 3.9 11.4 15.7
Number of Traders in Each Category Total Traders: 53
11 18 19 . 0 . 8 9 13 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 is15,498,897
Positions
1,781,762 2,352,985 2,824,947 1,075,433 862,065 278,177 1,059,948 549,976 5,453,549 356,860 224,844 1,774,441 893,780 1,177,914
Changes from: July 30, 2013 Total Change is: 345,732
-49,707 -64,171 73,920 10,080 33,453 -288 37,640 50,475 149,122 19,497 11,608 81,439 24,029 10,176
Percent of Open Interest Represented by Each Category of Trader
11.5 15.2 18.2 6.9 5.6 1.8 6.8 3.5 35.2 2.3 1.5 11.4 5.8 7.6
Number of Traders in Each Category Total Traders: 248
25 50 73 12 15 21 55 46 90 16 18 28
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 32,733
Positions
30,166 865 0 70 8,925 17 2,356 14,092 16 49 8,745 0 59 73
Changes from: July 30, 2013 Total Change is: 3,144
3,817 275 0 56 947 -16 32 1,534 0 -771 363 0 26 41
Percent of Open Interest Represented by Each Category of Trader
92.2 2.6 0.0 0.2 27.3 0.1 7.2 43.1 0.0 0.1 26.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
6 . 0 . 6 . . 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 17,381
Positions
15,840 2,392 12 0 3,695 0 524 3,249 0 995 7,998 0 10 35
Changes from: July 30, 2013 Total Change is: 1,833
1,724 -2,508 8 0 -7 0 358 -495 0 -251 4,822 0 -6 13
Percent of Open Interest Represented by Each Category of Trader
91.1 13.8 0.1 0.0 21.3 0.0 3.0 18.7 0.0 5.7 46.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 25
5 . . 0 6 0 . 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 68,302
Positions
11,833 28,749 1,068 6,319 637 217 20,514 33,050 1,331 18,342 944 150 8,528 2,155
Changes from: July 30, 2013 Total Change is: 3,763
311 -653 136 -575 0 9 4,894 4,222 314 -64 -45 36 -1,298 -257
Percent of Open Interest Represented by Each Category of Trader
17.3 42.1 1.6 9.3 0.9 0.3 30.0 48.4 1.9 26.9 1.4 0.2 12.5 3.2
Number of Traders in Each Category Total Traders: 140
7 . . 10 . . 29 14 9 67 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 402,545
Positions
134,649 7,093 37,236 53,310 22,938 12,465 49,965 196,866 47,424 3,743 13,872 39,721 24,032 24,930
Changes from: July 30, 2013 Total Change is: 39,852
23,210 -7,023 1,957 -670 140 669 7,890 40,635 -2,169 21 -869 5,871 3,073 641
Percent of Open Interest Represented by Each Category of Trader
33.4 1.8 9.3 13.2 5.7 3.1 12.4 48.9 11.8 0.9 3.4 9.9 6.0 6.2
Number of Traders in Each Category Total Traders: 173
24 7 22 6 14 12 34 50 50 14 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 6,607
Positions
1,340 597 0 1,676 0 694 1,864 4,445 782 200 73 0 51 16
Changes from: July 30, 2013 Total Change is: -80
291 -6 0 -44 0 -126 -227 71 0 200 0 0 -174 -19
Percent of Open Interest Represented by Each Category of Trader
20.3 9.0 0.0 25.4 0.0 10.5 28.2 67.3 11.8 3.0 1.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 6 0 . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,221
Positions
1,151 7,645 0 6,401 0 0 1,673 2,184 67 0 0 0 929 325
Changes from: July 30, 2013 Total Change is: -218
-144 0 0 -370 0 0 140 -109 0 0 0 0 156 -109
Percent of Open Interest Represented by Each Category of Trader
11.3 74.8 0.0 62.6 0.0 0.0 16.4 21.4 0.7 0.0 0.0 0.0 9.1 3.2
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 0 4 . . 0 0 0
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Updated August 9, 2013