Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 116,890
Positions
36,707 12,946 4,474 15,835 19,322 295 16,136 28,354 8,999 8,058 6,572 2,775 23,610 33,153
Changes from: August 6, 2013 Total Change is: -5,863
-2,188 817 -2,650 57 215 -174 175 -2,238 -1,831 571 646 -160 337 -488
Percent of Open Interest Represented by Each Category of Trader
31.4 11.1 3.8 13.5 16.5 0.3 13.8 24.3 7.7 6.9 5.6 2.4 20.2 28.4
Number of Traders in Each Category Total Traders: 84
8 7 6 6 6 . 16 22 14 13 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 39,957
Positions
9,744 14,183 1,358 0 2,291 0 14,207 6,696 1,267 505 1,621 0 12,875 12,541
Changes from: August 6, 2013 Total Change is: 1,646
-1,288 1,738 -4 0 114 0 1,997 258 -891 505 0 0 1,326 431
Percent of Open Interest Represented by Each Category of Trader
24.4 35.5 3.4 0.0 5.7 0.0 35.6 16.8 3.2 1.3 4.1 0.0 32.2 31.4
Number of Traders in Each Category Total Traders: 38
8 6 6 0 4 0 11 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 163,566
Positions
72,001 5,703 5,801 15,016 28,602 1,179 21,913 62,747 15,602 8,794 9,929 1,824 21,435 32,178
Changes from: August 6, 2013 Total Change is: -7,630
-4,948 -202 -1,074 882 -374 -359 286 -1,519 -3,524 568 -29 96 444 -644
Percent of Open Interest Represented by Each Category of Trader
44.0 3.5 3.5 9.2 17.5 0.7 13.4 38.4 9.5 5.4 6.1 1.1 13.1 19.7
Number of Traders in Each Category Total Traders: 111
10 8 6 8 16 7 23 30 22 6 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 190,322
Positions
85,755 8,687 6,050 25,383 15,603 2,848 22,537 74,480 19,439 3,543 11,819 4,347 20,421 47,049
Changes from: August 6, 2013 Total Change is: -19,743
-12,437 -644 -2,302 456 -1,011 -122 -4,020 -8,813 -3,427 822 -1,027 82 1,204 -2,481
Percent of Open Interest Represented by Each Category of Trader
45.1 4.6 3.2 13.3 8.2 1.5 11.8 39.1 10.2 1.9 6.2 2.3 10.7 24.7
Number of Traders in Each Category Total Traders: 126
12 10 5 7 16 . 22 38 26 5 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 288,525
Positions
35,449 26,264 14,921 36,487 64,115 5,264 72,678 45,552 43,903 21,982 14,421 8,410 49,431 65,675
Changes from: August 6, 2013 Total Change is: -14,843
-9,940 309 -1,397 16 3,153 -923 5,562 -8,013 -6,079 141 -1,033 -165 -2,058 -694
Percent of Open Interest Represented by Each Category of Trader
12.3 9.1 5.2 12.6 22.2 1.8 25.2 15.8 15.2 7.6 5.0 2.9 17.1 22.8
Number of Traders in Each Category Total Traders: 188
17 14 13 14 24 15 37 38 36 19 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 208,644
Positions
119,573 18,924 7,437 589 40,010 1,650 37,553 74,168 12,499 6,696 11,101 4,071 18,576 38,783
Changes from: August 6, 2013 Total Change is: -26,602
-13,140 7,358 -3,654 -30 -408 -444 -3,917 -17,058 -4,017 921 -1,072 -499 -1,821 -6,807
Percent of Open Interest Represented by Each Category of Trader
57.3 9.1 3.6 0.3 19.2 0.8 18.0 35.5 6.0 3.2 5.3 2.0 8.9 18.6
Number of Traders in Each Category Total Traders: 96
11 9 10 . 9 4 19 31 19 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 42,097
Positions
15,826 20,356 12,704 0 1,471 0 5,653 841 3,328 1,379 0 2,855 352 542
Changes from: August 6, 2013 Total Change is: -772
-143 -224 0 0 -144 0 -665 -389 0 0 0 0 36 -15
Percent of Open Interest Represented by Each Category of Trader
37.6 48.4 30.2 0.0 3.5 0.0 13.4 2.0 7.9 3.3 0.0 6.8 0.8 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 13, 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 99,866
Positions
21,222 32,541 706 1,920 827 0 59,177 54,776 977 9,298 8,087 0 6,566 1,952
Changes from: August 6, 2013 Total Change is: 5,530
385 4,294 -140 -851 0 0 6,186 1,288 18 -54 -114 0 -14 184
Percent of Open Interest Represented by Each Category of Trader
21.3 32.6 0.7 1.9 0.8 0.0 59.3 54.8 1.0 9.3 8.1 0.0 6.6 2.0
Number of Traders in Each Category Total Traders: 96
7 9 . . . 0 38 18 5 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 22,890
Positions
8,734 12,907 3,060 154 1,575 0 749 1,127 61 9,347 3,055 0 785 1,105
Changes from: August 6, 2013 Total Change is: -854
-12 -731 0 -755 -9 0 -2 66 -20 0 -116 0 -65 -44
Percent of Open Interest Represented by Each Category of Trader
38.2 56.4 13.4 0.7 6.9 0.0 3.3 4.9 0.3 40.8 13.3 0.0 3.4 4.8
Number of Traders in Each Category Total Traders: 21
5 4 . . . 0 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 11,976
Positions
3,024 1,812 0 146 365 0 5,457 6,553 183 730 312 0 2,436 2,751
Changes from: August 6, 2013 Total Change is: 404
-1,910 1,062 0 0 -7 0 2,234 212 -21 -229 -258 0 330 -584
Percent of Open Interest Represented by Each Category of Trader
25.3 15.1 0.0 1.2 3.0 0.0 45.6 54.7 1.5 6.1 2.6 0.0 20.3 23.0
Number of Traders in Each Category Total Traders: 51
4 7 0 . . 0 12 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 66,356
Positions
9,037 49,416 231 5,837 552 444 32,544 5,123 1,491 4,847 558 1,457 10,469 7,085
Changes from: August 6, 2013 Total Change is: 2,466
-494 3,312 -7 -55 111 21 1,140 -804 -87 71 283 132 1,746 -494
Percent of Open Interest Represented by Each Category of Trader
13.6 74.5 0.3 8.8 0.8 0.7 49.0 7.7 2.2 7.3 0.8 2.2 15.8 10.7
Number of Traders in Each Category Total Traders: 100
15 15 . 7 . . 34 10 11 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 132,713
Positions
18,075 98,832 461 11,673 1,103 888 65,088 10,247 2,981 9,694 1,117 2,913 20,939 14,170
Changes from: August 6, 2013 Total Change is: 4,933
-988 6,624 -14 -110 221 41 2,280 -1,607 -175 142 566 265 3,493 -988
Percent of Open Interest Represented by Each Category of Trader
13.6 74.5 0.3 8.8 0.8 0.7 49.0 7.7 2.2 7.3 0.8 2.2 15.8 10.7
Number of Traders in Each Category Total Traders: 100
15 15 . 7 . . 34 10 11 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 923,207
Positions
22,765 192,351 33,951 336,498 129,246 46,060 101,476 176,112 166,607 57,400 48,850 26,256 132,193 103,774
Changes from: August 6, 2013 Total Change is: 9,505
881 -13,748 4,762 -7,040 849 328 -546 2,804 7,926 431 3,460 -1,309 4,072 4,433
Percent of Open Interest Represented by Each Category of Trader
2.5 20.8 3.7 36.4 14.0 5.0 11.0 19.1 18.0 6.2 5.3 2.8 14.3 11.2
Number of Traders in Each Category Total Traders: 593
28 45 34 110 58 64 88 124 109 65 75 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 223,945
Positions
13,100 51,506 5,279 70,815 28,337 2,080 10,621 23,568 41,698 11,504 10,095 9,750 59,098 51,632
Changes from: August 6, 2013 Total Change is: 48
5,009 -5,738 998 -2,777 -1,493 -389 41 1,845 393 232 -182 -476 -2,981 5,091
Percent of Open Interest Represented by Each Category of Trader
5.8 23.0 2.4 31.6 12.7 0.9 4.7 10.5 18.6 5.1 4.5 4.4 26.4 23.1
Number of Traders in Each Category Total Traders: 106
8 12 8 16 8 8 16 25 37 9 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,496,308
Positions
103,718 759,620 87,967 1,347,849 523,977 200,467 522,996 831,439 555,824 236,165 200,459 75,844 365,478 260,711
Changes from: August 6, 2013 Total Change is: 47,281
-1,026 -20,435 -792 -20,996 12,031 3,268 531 8,261 34,197 2,134 19,345 -5,302 35,268 -3,291
Percent of Open Interest Represented by Each Category of Trader
3.0 21.7 2.5 38.6 15.0 5.7 15.0 23.8 15.9 6.8 5.7 2.2 10.5 7.5
Number of Traders in Each Category Total Traders: 565
28 43 33 103 57 59 86 119 102 63 66 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 122,066
Positions
3,003 66,135 151 72,010 41,594 2,242 31,883 6,163 790 1,000 1,778 0 10,987 3,212
Changes from: August 6, 2013 Total Change is: 164
13 1,494 3 -771 538 -304 692 -987 -429 -67 -5 0 1,027 -145
Percent of Open Interest Represented by Each Category of Trader
2.5 54.2 0.1 59.0 34.1 1.8 26.1 5.0 0.6 0.8 1.5 0.0 9.0 2.6
Number of Traders in Each Category Total Traders: 101
4 17 . 39 12 14 17 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 86,123
Positions
1,786 60,792 776 38,181 4,273 617 33,518 8,541 1,291 2,452 4,188 991 6,512 4,654
Changes from: August 6, 2013 Total Change is: 2,725
355 2,882 -20 2,787 2 -264 -902 458 264 88 -73 62 356 -586
Percent of Open Interest Represented by Each Category of Trader
2.1 70.6 0.9 44.3 5.0 0.7 38.9 9.9 1.5 2.8 4.9 1.2 7.6 5.4
Number of Traders in Each Category Total Traders: 233
17 27 7 32 17 8 78 27 13 20 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 430,617
Positions
8,930 303,958 3,882 190,907 21,365 3,083 167,588 42,707 6,456 12,259 20,941 4,953 32,559 23,272
Changes from: August 6, 2013 Total Change is: 13,623
1,775 14,411 -100 13,934 8 -1,321 -4,511 2,292 1,319 440 -365 309 1,778 -2,931
Percent of Open Interest Represented by Each Category of Trader
2.1 70.6 0.9 44.3 5.0 0.7 38.9 9.9 1.5 2.8 4.9 1.2 7.6 5.4
Number of Traders in Each Category Total Traders: 233
17 27 7 32 17 8 78 27 13 20 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 360,698
Positions
59,291 101,697 10,480 143,902 129,728 22,806 83,850 62,762 8,853 6,528 7,427 331 24,657 16,614
Changes from: August 6, 2013 Total Change is: 1,265
-953 1,586 17 -4,443 -640 1,641 3,237 -2,061 413 -176 1,527 -236 1,764 -983
Percent of Open Interest Represented by Each Category of Trader
16.4 28.2 2.9 39.9 36.0 6.3 23.2 17.4 2.5 1.8 2.1 0.1 6.8 4.6
Number of Traders in Each Category Total Traders: 245
15 19 . 58 30 22 52 45 17 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 59,180
Positions
3,545 40,811 0 24,562 0 471 12,836 12,518 0 4,809 228 0 12,957 5,152
Changes from: August 6, 2013 Total Change is: 508
-1,913 -535 -203 577 -60 -114 -1,184 699 0 805 -172 -150 2,690 1,043
Percent of Open Interest Represented by Each Category of Trader
6.0 69.0 0.0 41.5 0.0 0.8 21.7 21.2 0.0 8.1 0.4 0.0 21.9 8.7
Number of Traders in Each Category Total Traders: 63
. 8 0 20 0 . 15 10 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 68,464
Positions
18,710 10,010 996 13,144 10,871 762 15,719 2,509 2,351 4,146 2,321 0 12,636 38,644
Changes from: August 6, 2013 Total Change is: 3,999
-2,052 409 179 -719 9,266 439 1,826 -1,320 676 377 661 0 3,273 -6,311
Percent of Open Interest Represented by Each Category of Trader
27.3 14.6 1.5 19.2 15.9 1.1 23.0 3.7 3.4 6.1 3.4 0.0 18.5 56.4
Number of Traders in Each Category Total Traders: 79
18 9 . 9 4 . 20 8 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 83,948
Positions
1,619 40,542 2,248 36,781 22,324 3,827 27,821 7,242 3,754 289 1,211 0 7,609 2,800
Changes from: August 6, 2013 Total Change is: 2,186
-15 2,151 0 1,464 864 -495 1,403 -1,378 143 -416 320 0 102 581
Percent of Open Interest Represented by Each Category of Trader
1.9 48.3 2.7 43.8 26.6 4.6 33.1 8.6 4.5 0.3 1.4 0.0 9.1 3.3
Number of Traders in Each Category Total Traders: 80
. 10 . 28 18 11 13 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 226,281
Positions
17,716 109,505 3,317 100,304 31,164 30,959 42,531 28,683 2,034 13,094 12,247 952 15,374 7,420
Changes from: August 6, 2013 Total Change is: 3,141
1,320 5,137 -637 335 1,949 -1,675 2,068 -273 -173 -95 -2,315 344 1,654 784
Percent of Open Interest Represented by Each Category of Trader
7.8 48.4 1.5 44.3 13.8 13.7 18.8 12.7 0.9 5.8 5.4 0.4 6.8 3.3
Number of Traders in Each Category Total Traders: 159
13 23 5 41 21 20 21 17 10 16 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 714,846
Positions
10,594 81,512 29,869 261,060 92,012 92,491 66,644 76,719 84,121 18,231 50,811 3,166 148,669 204,145
Changes from: August 6, 2013 Total Change is: 22,672
-1,717 16,306 -945 11,834 -11,491 -3,615 3,979 6,307 11,502 -98 -1,238 -944 2,676 6,791
Percent of Open Interest Represented by Each Category of Trader
1.5 11.4 4.2 36.5 12.9 12.9 9.3 10.7 11.8 2.6 7.1 0.4 20.8 28.6
Number of Traders in Each Category Total Traders: 167
5 24 19 33 31 34 24 35 41 7 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 385,910
Positions
3,582 102,604 505 248,026 23,911 37,773 13,922 136,187 1,213 8,456 8,068 0 72,433 75,649
Changes from: August 6, 2013 Total Change is: 1,558
1,550 5,404 456 -239 -16,530 -1,099 66 14,390 -52 0 3,443 0 876 -4,454
Percent of Open Interest Represented by Each Category of Trader
0.9 26.6 0.1 64.3 6.2 9.8 3.6 35.3 0.3 2.2 2.1 0.0 18.8 19.6
Number of Traders in Each Category Total Traders: 72
. 10 4 32 11 18 . 10 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 966,706
Positions
104,260 81,753 16,280 244,553 311,705 61,096 238,515 183,763 92,920 43,724 55,652 60,133 105,225 103,404
Changes from: August 6, 2013 Total Change is: 8,912
3,741 -8,162 -3,501 7,352 8,651 -2,128 8,380 645 -4,343 -10,500 2,781 9,333 577 5,635
Percent of Open Interest Represented by Each Category of Trader
10.8 8.5 1.7 25.3 32.2 6.3 24.7 19.0 9.6 4.5 5.8 6.2 10.9 10.7
Number of Traders in Each Category Total Traders: 205
14 20 12 34 29 32 41 29 34 17 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 40,863
Positions
13,541 14,978 7,733 770 0 0 7,967 7,227 10,309 0 26 519 24 71
Changes from: August 6, 2013 Total Change is: 9,632
2,889 1,907 1,710 0 0 0 -1,101 -167 6,337 0 26 -186 -17 5
Percent of Open Interest Represented by Each Category of Trader
33.1 36.7 18.9 1.9 0.0 0.0 19.5 17.7 25.2 0.0 0.1 1.3 0.1 0.2
Number of Traders in Each Category Total Traders: 40
10 8 8 . 0 0 10 9 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,113,570
Positions
187,239 151,985 331,907 609,346 966,303 339,149 833,983 229,037 412,547 83,610 134,253 72,224 243,566 476,165
Changes from: August 6, 2013 Total Change is: 82,527
51,354 -36,974 19,571 -61,716 42,860 -5,484 26,649 33,863 48,360 22,199 -25,902 -2,179 -16,227 8,413
Percent of Open Interest Represented by Each Category of Trader
6.0 4.9 10.7 19.6 31.0 10.9 26.8 7.4 13.2 2.7 4.3 2.3 7.8 15.3
Number of Traders in Each Category Total Traders: 331
27 36 52 22 77 63 58 61 86 20 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 2,050,990
Positions
220,771 83,113 145,036 457,167 482,583 154,001 429,713 326,202 312,729 97,519 161,898 57,016 177,040 328,414
Changes from: August 6, 2013 Total Change is: 33,601
-49,059 5,122 22,184 19,708 -25,415 2,578 47,477 -18,103 24,720 -27,656 -8,913 5,484 -11,836 25,944
Percent of Open Interest Represented by Each Category of Trader
10.8 4.1 7.1 22.3 23.5 7.5 21.0 15.9 15.2 4.8 7.9 2.8 8.6 16.0
Number of Traders in Each Category Total Traders: 231
21 19 23 32 42 37 37 50 51 7 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 283,599
Positions
66,390 75,728 99,254 1,029 0 2,043 38,865 15,799 32,675 76 5,268 10,552 32,715 42,280
Changes from: August 6, 2013 Total Change is: 10,356
77 7,260 4,672 0 0 0 3,694 -1,095 203 76 -122 17 1,617 -579
Percent of Open Interest Represented by Each Category of Trader
23.4 26.7 35.0 0.4 0.0 0.7 13.7 5.6 11.5 0.0 1.9 3.7 11.5 14.9
Number of Traders in Each Category Total Traders: 56
12 18 20 . 0 . 10 9 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 is16,051,154
Positions
1,871,341 2,321,948 2,886,823 1,102,521 867,597 288,573 1,005,349 597,427 5,765,104 380,754 266,470 1,884,820 865,869 1,172,392
Changes from: August 6, 2013 Total Change is: 552,257
89,579 -31,037 61,876 27,088 5,533 10,397 -54,599 47,451 311,554 23,894 41,626 110,379 -27,912 -5,522
Percent of Open Interest Represented by Each Category of Trader
11.7 14.5 18.0 6.9 5.4 1.8 6.3 3.7 35.9 2.4 1.7 11.7 5.4 7.3
Number of Traders in Each Category Total Traders: 253
26 48 73 12 15 21 58 46 93 16 20 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 34,358
Positions
32,395 865 0 130 10,300 15 1,704 14,351 16 49 8,748 0 49 63
Changes from: August 6, 2013 Total Change is: 1,625
2,229 0 0 60 1,375 -2 -652 259 0 0 3 0 -10 -10
Percent of Open Interest Represented by Each Category of Trader
94.3 2.5 0.0 0.4 30.0 0.0 5.0 41.8 0.0 0.1 25.5 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
8 . 0 . 6 . . 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 17,448
Positions
15,919 283 0 0 5,801 0 444 3,311 0 995 7,998 0 90 55
Changes from: August 6, 2013 Total Change is: 67
79 -2,109 -12 0 2,106 0 -80 62 0 0 0 0 80 20
Percent of Open Interest Represented by Each Category of Trader
91.2 1.6 0.0 0.0 33.2 0.0 2.5 19.0 0.0 5.7 45.8 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 24
. . 0 0 6 0 . 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 74,926
Positions
11,913 28,783 1,005 5,067 3,106 309 27,636 35,733 1,799 18,302 1,535 209 8,686 2,447
Changes from: August 6, 2013 Total Change is: 6,624
80 34 -63 -1,251 2,469 92 7,122 2,683 468 -40 591 59 158 291
Percent of Open Interest Represented by Each Category of Trader
15.9 38.4 1.3 6.8 4.1 0.4 36.9 47.7 2.4 24.4 2.0 0.3 11.6 3.3
Number of Traders in Each Category Total Traders: 142
7 . . 9 4 . 30 15 7 65 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 441,586
Positions
150,593 6,403 41,009 49,683 21,123 12,480 56,027 224,048 49,114 6,861 11,350 48,331 27,488 27,728
Changes from: August 6, 2013 Total Change is: 39,041
15,944 -690 3,773 -3,627 -1,815 15 6,062 27,182 1,690 3,118 -2,522 8,610 3,456 2,798
Percent of Open Interest Represented by Each Category of Trader
34.1 1.5 9.3 11.3 4.8 2.8 12.7 50.7 11.1 1.6 2.6 10.9 6.2 6.3
Number of Traders in Each Category Total Traders: 182
24 9 23 7 13 11 35 50 49 15 20 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 6,615
Positions
1,548 465 0 1,633 99 486 1,932 4,773 782 202 0 0 32 10
Changes from: August 6, 2013 Total Change is: 8
208 -132 0 -43 99 -208 68 328 0 2 -73 0 -19 -6
Percent of Open Interest Represented by Each Category of Trader
23.4 7.0 0.0 24.7 1.5 7.3 29.2 72.2 11.8 3.1 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 10,054
Positions
1,152 7,645 0 6,416 0 0 1,040 1,308 633 0 0 0 813 468
Changes from: August 6, 2013 Total Change is: -167
1 0 0 15 0 0 -633 -876 566 0 0 0 -116 143
Percent of Open Interest Represented by Each Category of Trader
11.5 76.0 0.0 63.8 0.0 0.0 10.3 13.0 6.3 0.0 0.0 0.0 8.1 4.7
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 5 . . 0 0 0
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Updated August 16, 2013