Traders in Financial Futures - Futures Only Positions as of September 10, 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 137,986 Positions 55,513 8,656 12,603 15,614 17,701 134 19,045 53,546 5,396 7,745 6,543 700 21,236 32,707 Changes from: September 3, 2013 Total Change is: -5,255 -1,948 2,693 5,073 52 -2,096 10 -7,759 -7,862 1,015 -1,118 -339 420 -1,000 -4,169 Percent of Open Interest Represented by Each Category of Trader 40.2 6.3 9.1 11.3 12.8 0.1 13.8 38.8 3.9 5.6 4.7 0.5 15.4 23.7 Number of Traders in Each Category Total Traders: 94 10 8 8 6 6 . 20 27 15 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 38,760 Positions 12,104 12,629 443 0 2,380 0 14,216 7,330 795 0 1,621 0 11,202 13,562 Changes from: September 3, 2013 Total Change is: -1,331 839 -2,786 12 0 -2 0 -144 -153 -664 0 -660 0 -1,374 2,922 Percent of Open Interest Represented by Each Category of Trader 31.2 32.6 1.1 0.0 6.1 0.0 36.7 18.9 2.1 0.0 4.2 0.0 28.9 35.0 Number of Traders in Each Category Total Traders: 33 6 6 5 0 4 0 9 7 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 185,433 Positions 48,056 32,588 11,491 15,261 26,876 1,237 57,558 61,134 11,971 8,024 9,933 882 30,953 29,321 Changes from: September 3, 2013 Total Change is: 28,563 -9,895 10,851 6,123 -114 -1,064 102 16,684 3,298 7,086 400 574 377 7,800 1,216 Percent of Open Interest Represented by Each Category of Trader 25.9 17.6 6.2 8.2 14.5 0.7 31.0 33.0 6.5 4.3 5.4 0.5 16.7 15.8 Number of Traders in Each Category Total Traders: 110 9 11 8 8 15 4 26 24 15 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 197,099 Positions 112,818 6,157 1,607 25,239 13,932 1,275 24,356 97,601 12,323 2,970 12,523 673 15,838 51,008 Changes from: September 3, 2013 Total Change is: 18,739 13,360 -4,289 535 -207 286 -424 -6,933 6,073 9,584 -76 -469 428 2,472 7,015 Percent of Open Interest Represented by Each Category of Trader 57.2 3.1 0.8 12.8 7.1 0.6 12.4 49.5 6.3 1.5 6.4 0.3 8.0 25.9 Number of Traders in Each Category Total Traders: 121 14 9 8 7 14 . 22 39 17 . 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 257,969 Positions 41,131 27,086 23,155 35,174 62,554 4,977 62,609 52,899 19,711 25,487 9,622 2,436 43,289 55,529 Changes from: September 3, 2013 Total Change is: 13,406 6,158 -589 10,421 -287 -5,336 163 -15,197 -2,334 8,414 -608 182 974 3,368 1,511 Percent of Open Interest Represented by Each Category of Trader 15.9 10.5 9.0 13.6 24.2 1.9 24.3 20.5 7.6 9.9 3.7 0.9 16.8 21.5 Number of Traders in Each Category Total Traders: 167 19 13 17 13 23 12 20 45 21 18 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 183,606 Positions 105,754 27,278 2,551 1,504 36,148 1,056 33,618 61,652 12,901 8,893 9,983 1 17,328 32,036 Changes from: September 3, 2013 Total Change is: -5,728 -16,998 5,968 926 837 -1,335 29 -3,327 -17,778 10,758 3,338 -845 -1,602 311 -1,849 Percent of Open Interest Represented by Each Category of Trader 57.6 14.9 1.4 0.8 19.7 0.6 18.3 33.6 7.0 4.8 5.4 0.0 9.4 17.4 Number of Traders in Each Category Total Traders: 80 9 10 4 . 6 . 10 28 12 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 43,213 Positions 16,611 20,975 12,981 0 1,233 0 4,670 69 4,498 1,380 0 2,855 218 602 Changes from: September 3, 2013 Total Change is: -293 271 0 -1,226 0 -81 0 -461 49 1,179 0 0 0 -56 -214 Percent of Open Interest Represented by Each Category of Trader 38.4 48.5 30.0 0.0 2.9 0.0 10.8 0.2 10.4 3.2 0.0 6.6 0.5 1.4 Number of Traders in Each Category Total Traders: 26 8 10 12 0 . 0 4 . 5 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 145,125 Positions 33,153 31,818 5,560 34,932 918 214 23,670 60,652 32,591 9,003 8,430 460 5,542 4,482 Changes from: September 3, 2013 Total Change is: 37,151 889 -1,558 4,854 3,959 99 214 -1,976 3,546 28,867 -527 635 460 411 34 Percent of Open Interest Represented by Each Category of Trader 22.8 21.9 3.8 24.1 0.6 0.1 16.3 41.8 22.5 6.2 5.8 0.3 3.8 3.1 Number of Traders in Each Category Total Traders: 109 4 10 5 5 4 . 28 34 15 9 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 21,677 Positions 6,176 10,749 3,817 0 1,165 347 1,386 1,731 46 9,232 3,055 0 673 767 Changes from: September 3, 2013 Total Change is: -610 -971 638 -28 0 -1,135 347 293 -180 -96 0 0 0 -155 -156 Percent of Open Interest Represented by Each Category of Trader 28.5 49.6 17.6 0.0 5.4 1.6 6.4 8.0 0.2 42.6 14.1 0.0 3.1 3.5 Number of Traders in Each Category Total Traders: 20 5 4 . 0 . . . 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 15,097 Positions 4,218 1,899 623 300 200 0 6,665 9,078 200 711 473 1 2,379 2,623 Changes from: September 3, 2013 Total Change is: 1,992 -999 473 613 -285 -65 0 2,173 2,163 152 52 -794 1 285 -551 Percent of Open Interest Represented by Each Category of Trader 27.9 12.6 4.1 2.0 1.3 0.0 44.1 60.1 1.3 4.7 3.1 0.0 15.8 17.4 Number of Traders in Each Category Total Traders: 47 . 7 4 . . 0 8 19 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 66,726 Positions 10,496 33,599 10,035 7,325 651 403 16,499 6,639 3,187 5,514 727 0 13,268 11,487 Changes from: September 3, 2013 Total Change is: 17,707 -3,780 1,165 9,902 1,372 -471 29 1,721 2,073 2,741 504 477 -2 5,222 1,795 Percent of Open Interest Represented by Each Category of Trader 15.7 50.4 15.0 11.0 1.0 0.6 24.7 9.9 4.8 8.3 1.1 0.0 19.9 17.2 Number of Traders in Each Category Total Traders: 95 19 11 13 8 . . 23 14 8 10 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 13,664 Positions 5,209 10,414 0 1,250 0 0 612 1,744 2 1,700 230 0 4,891 1,274 Changes from: September 3, 2013 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 38.1 76.2 0.0 9.1 0.0 0.0 4.5 12.8 0.0 12.4 1.7 0.0 35.8 9.3 Number of Traders in Each Category Total Traders: 20 7 5 0 . 0 0 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 106,124 Positions 23,620 59,415 7,023 12,150 1,302 806 36,483 14,499 1,660 7,628 993 0 16,754 20,426 Changes from: September 3, 2013 Total Change is: 8,086 -4,932 -5,452 6,758 243 -942 57 6,928 5,368 767 -2,392 493 -4 661 1,041 Percent of Open Interest Represented by Each Category of Trader 22.3 56.0 6.6 11.4 1.2 0.8 34.4 13.7 1.6 7.2 0.9 0.0 15.8 19.2 Number of Traders in Each Category Total Traders: 92 20 10 7 7 . . 22 16 6 9 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 810,027 Positions 23,541 139,868 73,169 314,762 120,275 47,565 92,372 182,138 54,749 45,632 50,887 4,979 153,259 136,397 Changes from: September 3, 2013 Total Change is: 20,066 1,783 -5,547 16,311 892 -9,942 1,360 386 5,452 -2,402 -3,749 4,276 -65 5,549 10,622 Percent of Open Interest Represented by Each Category of Trader 2.9 17.3 9.0 38.9 14.8 5.9 11.4 22.5 6.8 5.6 6.3 0.6 18.9 16.8 Number of Traders in Each Category Total Traders: 547 31 42 37 111 54 61 79 118 76 44 66 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 201,056 Positions 43,866 35,231 3,585 68,595 27,268 875 15,270 36,275 1,390 10,892 10,521 2,348 54,235 83,563 Changes from: September 3, 2013 Total Change is: 8,402 4,583 1,704 2,836 -408 656 -201 -19 -1,021 184 -26 -808 21 1,432 5,031 Percent of Open Interest Represented by Each Category of Trader 21.8 17.5 1.8 34.1 13.6 0.4 7.6 18.0 0.7 5.4 5.2 1.2 27.0 41.6 Number of Traders in Each Category Total Traders: 88 9 11 8 16 7 6 15 16 6 5 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 3,044,856 Positions 114,822 739,632 131,471 1,248,943 483,147 215,340 552,131 895,934 100,176 176,096 204,228 10,757 495,120 264,171 Changes from: September 3, 2013 Total Change is: 58,319 -2,479 -24,734 55,855 3,898 -55,592 10,409 -9,033 21,304 -1,870 -18,148 25,888 -896 20,583 27,955 Percent of Open Interest Represented by Each Category of Trader 3.8 24.3 4.3 41.0 15.9 7.1 18.1 29.4 3.3 5.8 6.7 0.4 16.3 8.7 Number of Traders in Each Category Total Traders: 529 31 41 32 104 53 56 76 118 66 44 61 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 102,846 Positions 4,232 45,916 254 57,589 40,529 2,962 25,406 7,540 768 909 1,795 0 10,726 3,082 Changes from: September 3, 2013 Total Change is: 18 -1,390 3,159 45 893 -3,501 637 1,001 -309 -236 -1,288 -2 0 356 225 Percent of Open Interest Represented by Each Category of Trader 4.1 44.6 0.2 56.0 39.4 2.9 24.7 7.3 0.7 0.9 1.7 0.0 10.4 3.0 Number of Traders in Each Category Total Traders: 95 6 14 . 35 12 13 14 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 83,562 Positions 3,097 54,824 4,145 33,203 4,559 876 27,431 5,004 2,186 2,648 5,255 48 9,930 6,666 Changes from: September 3, 2013 Total Change is: 3,187 794 627 918 597 -201 75 -668 -227 429 166 376 -2 877 1,192 Percent of Open Interest Represented by Each Category of Trader 3.7 65.6 5.0 39.7 5.5 1.0 32.8 6.0 2.6 3.2 6.3 0.1 11.9 8.0 Number of Traders in Each Category Total Traders: 230 18 27 13 35 17 8 75 26 13 19 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 11,580 Positions 4,184 10,277 0 1,503 0 0 1,867 0 0 404 0 0 3,622 1,303 Changes from: September 3, 2013 Total Change is: 1,331 857 980 0 0 0 0 244 0 0 0 0 0 230 351 Percent of Open Interest Represented by Each Category of Trader 36.1 88.7 0.0 13.0 0.0 0.0 16.1 0.0 0.0 3.5 0.0 0.0 31.3 11.3 Number of Traders in Each Category Total Traders: 21 8 7 0 . 0 0 . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 359,909 Positions 11,803 239,975 3,483 158,499 22,795 4,378 136,924 34,127 1,824 11,220 26,274 239 31,539 26,814 Changes from: September 3, 2013 Total Change is: 9,278 3,357 1,903 921 2,983 -1,003 375 -2,524 903 108 832 1,879 -11 3,237 4,203 Percent of Open Interest Represented by Each Category of Trader 3.3 66.7 1.0 44.0 6.3 1.2 38.0 9.5 0.5 3.1 7.3 0.1 8.8 7.5 Number of Traders in Each Category Total Traders: 227 18 26 8 34 17 8 74 27 11 18 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 351,719 Positions 67,704 78,776 16,184 133,154 132,044 21,062 77,011 68,278 9,307 5,020 7,819 439 21,838 17,810 Changes from: September 3, 2013 Total Change is: 10,266 1,407 5,009 1,317 3,211 -3,207 -598 -628 3,712 2,906 642 625 151 1,858 351 Percent of Open Interest Represented by Each Category of Trader 19.2 22.4 4.6 37.9 37.5 6.0 21.9 19.4 2.6 1.4 2.2 0.1 6.2 5.1 Number of Traders in Each Category Total Traders: 256 22 13 6 58 35 25 52 49 16 14 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 76,580 Positions 3,235 39,786 11,443 25,982 114 495 11,304 9,157 6,568 6,077 318 182 11,294 8,517 Changes from: September 3, 2013 Total Change is: 20,976 860 -299 11,443 1,674 114 153 1,062 1,697 5,516 1,083 -575 -239 -576 3,166 Percent of Open Interest Represented by Each Category of Trader 4.2 52.0 14.9 33.9 0.1 0.6 14.8 12.0 8.6 7.9 0.4 0.2 14.7 11.1 Number of Traders in Each Category Total Traders: 74 7 8 6 19 . . 16 11 7 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 70,904 Positions 18,150 9,392 3,600 11,026 6,285 857 12,355 6,437 6,558 4,033 2,371 0 14,325 35,404 Changes from: September 3, 2013 Total Change is: 11,485 1,364 351 2,910 -2,125 -4,880 44 1,415 2,867 3,951 368 536 0 3,558 5,706 Percent of Open Interest Represented by Each Category of Trader 25.6 13.2 5.1 15.6 8.9 1.2 17.4 9.1 9.2 5.7 3.3 0.0 20.2 49.9 Number of Traders in Each Category Total Traders: 82 16 11 12 10 4 . 22 8 13 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 82,422 Positions 786 39,200 3,913 39,227 21,259 3,240 24,777 7,248 4,179 298 744 173 5,829 2,466 Changes from: September 3, 2013 Total Change is: 1,889 188 692 1,482 983 -1,170 -202 -442 481 335 0 -232 173 -628 330 Percent of Open Interest Represented by Each Category of Trader 1.0 47.6 4.7 47.6 25.8 3.9 30.1 8.8 5.1 0.4 0.9 0.2 7.1 3.0 Number of Traders in Each Category Total Traders: 86 . 11 4 30 18 12 15 7 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 278,807 Positions 19,136 92,170 41,409 98,976 28,631 29,864 47,885 46,939 14,670 10,387 14,817 490 15,990 9,817 Changes from: September 3, 2013 Total Change is: 30,188 -1,024 3,890 24,308 2,143 -14,298 -1,913 3,833 15,766 2,018 -484 -216 -41 1,348 674 Percent of Open Interest Represented by Each Category of Trader 6.9 33.1 14.9 35.5 10.3 10.7 17.2 16.8 5.3 3.7 5.3 0.2 5.7 3.5 Number of Traders in Each Category Total Traders: 177 15 25 14 43 23 21 26 24 17 15 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 631,287 Positions 2,447 82,990 5,643 290,066 120,648 90,480 66,223 83,561 20,308 29,190 45,283 806 126,124 181,568 Changes from: September 3, 2013 Total Change is: -167 -635 19,317 -2,880 6,723 5,736 -1,176 18,380 -10,133 -19,954 -12,269 -2,154 470 11,174 10,607 Percent of Open Interest Represented by Each Category of Trader 0.4 13.1 0.9 45.9 19.1 14.3 10.5 13.2 3.2 4.6 7.2 0.1 20.0 28.8 Number of Traders in Each Category Total Traders: 148 4 14 6 35 30 35 21 28 16 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 404,779 Positions 1,813 100,441 10,463 246,780 17,396 44,460 12,670 135,466 3,121 9,664 13,743 0 75,808 79,689 Changes from: September 3, 2013 Total Change is: -14,122 -2,851 -10,302 -5,221 -1,805 3,273 3,028 -1,363 -1,242 -5,256 -85 3,888 -2,604 2,035 314 Percent of Open Interest Represented by Each Category of Trader 0.4 24.8 2.6 61.0 4.3 11.0 3.1 33.5 0.8 2.4 3.4 0.0 18.7 19.7 Number of Traders in Each Category Total Traders: 72 . 9 6 33 8 19 . 12 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 861,967 Positions 117,662 68,152 20,648 219,377 342,979 67,048 233,062 117,139 31,279 53,104 60,514 27,753 92,034 126,455 Changes from: September 3, 2013 Total Change is: 44,260 28,168 -4,025 8,250 -563 47,209 6,150 37,667 -9,451 -19,655 -16,523 8,123 -874 1,640 8,533 Percent of Open Interest Represented by Each Category of Trader 13.7 7.9 2.4 25.5 39.8 7.8 27.0 13.6 3.6 6.2 7.0 3.2 10.7 14.7 Number of Traders in Each Category Total Traders: 207 16 19 9 29 36 27 36 29 24 17 24 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 33,544 Positions 11,277 15,631 5,514 0 0 0 9,393 4,995 6,911 0 28 377 72 88 Changes from: September 3, 2013 Total Change is: 2,010 -1,721 1,623 -1,106 0 0 0 4,012 670 815 0 -2 10 0 0 Percent of Open Interest Represented by Each Category of Trader 33.6 46.6 16.4 0.0 0.0 0.0 28.0 14.9 20.6 0.0 0.1 1.1 0.2 0.3 Number of Traders in Each Category Total Traders: 36 7 8 8 0 0 0 9 10 9 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,114,314 Positions 178,117 125,418 46,118 651,234 801,153 263,620 559,442 186,327 71,763 87,646 139,716 24,775 231,599 455,424 Changes from: September 3, 2013 Total Change is: -36,965 20,897 4,821 -9,691 -27,708 -34,811 30,736 -49,856 -49,070 583 7,646 7,190 -2,033 -7,539 15,310 Percent of Open Interest Represented by Each Category of Trader 8.4 5.9 2.2 30.8 37.9 12.5 26.5 8.8 3.4 4.1 6.6 1.2 11.0 21.5 Number of Traders in Each Category Total Traders: 299 31 33 23 24 68 50 41 60 45 14 28 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,637,320 Positions 244,777 102,520 22,643 480,922 469,282 173,330 404,817 301,521 62,248 74,249 160,972 2,523 171,811 342,281 Changes from: September 3, 2013 Total Change is: 56,100 5,581 10,299 -12,478 75,909 35,399 925 -6,444 20,900 1,338 4,719 7,549 -5,774 -7,676 -2,058 Percent of Open Interest Represented by Each Category of Trader 14.9 6.3 1.4 29.4 28.7 10.6 24.7 18.4 3.8 4.5 9.8 0.2 10.5 20.9 Number of Traders in Each Category Total Traders: 215 14 22 10 31 43 36 33 42 27 7 23 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 282,651 Positions 63,554 71,239 94,926 948 0 2,043 43,178 18,823 38,426 36 5,355 14,842 24,698 36,997 Changes from: September 3, 2013 Total Change is: 11,139 7,828 1,433 -2,260 -56 0 0 -2,472 3,569 4,778 0 -17 2,242 1,079 1,394 Percent of Open Interest Represented by Each Category of Trader 22.5 25.2 33.6 0.3 0.0 0.7 15.3 6.7 13.6 0.0 1.9 5.3 8.7 13.1 Number of Traders in Each Category Total Traders: 57 12 14 20 . 0 . 17 7 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is 9,580,527 Positions 1,743,230 2,199,854 1,898,950 1,190,264 691,171 256,865 1,005,194 652,625 2,058,647 369,005 394,129 295,903 762,469 1,132,383 Changes from: September 3, 2013 Total Change is: 147,036 -257,032 72,882 101,628 106,215 -11,121 -9,161 149,450 -69,960 18,481 -2,134 15,709 30,097 9,492 -1,519 Percent of Open Interest Represented by Each Category of Trader 18.2 23.0 19.8 12.4 7.2 2.7 10.5 6.8 21.5 3.9 4.1 3.1 8.0 11.8 Number of Traders in Each Category Total Traders: 250 31 46 72 16 9 17 62 39 83 19 14 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 44,037 Positions 34,855 460 64 0 13,530 27 4,723 17,255 4,338 0 8,315 0 30 48 Changes from: September 3, 2013 Total Change is: 5,501 -130 0 -133 0 -696 0 1,434 1,504 4,322 0 503 0 8 1 Percent of Open Interest Represented by Each Category of Trader 79.1 1.0 0.1 0.0 30.7 0.1 10.7 39.2 9.9 0.0 18.9 0.0 0.1 0.1 Number of Traders in Each Category Total Traders: 36 7 . . 0 8 . . 10 . 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 22,627 Positions 17,996 715 4,346 0 6,366 0 269 2,568 0 0 8,522 0 16 110 Changes from: September 3, 2013 Total Change is: -1,407 -1,638 -438 2,989 0 -168 0 -23 -1,374 -2,750 0 280 0 15 54 Percent of Open Interest Represented by Each Category of Trader 79.5 3.2 19.2 0.0 28.1 0.0 1.2 11.3 0.0 0.0 37.7 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 22 4 . . 0 6 0 . 5 0 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 70,651 Positions 11,315 30,736 807 5,385 2,530 338 22,397 27,113 4,960 14,527 475 29 10,893 3,663 Changes from: September 3, 2013 Total Change is: 3,184 -305 1,647 0 230 -662 90 3,295 -2,377 2,811 -4,193 -256 27 1,229 1,904 Percent of Open Interest Represented by Each Category of Trader 16.0 43.5 1.1 7.6 3.6 0.5 31.7 38.4 7.0 20.6 0.7 0.0 15.4 5.2 Number of Traders in Each Category Total Traders: 145 5 . . 9 5 . 36 15 10 64 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 384,595 Positions 139,068 11,703 38,709 46,351 18,494 11,341 32,213 181,130 40,797 5,497 9,183 46,054 24,565 27,184 Changes from: September 3, 2013 Total Change is: 29,168 5,656 7,271 -14 6,926 1,304 281 1,608 -923 561 -3,853 756 15,907 2,096 4,025 Percent of Open Interest Represented by Each Category of Trader 36.2 3.0 10.1 12.1 4.8 2.9 8.4 47.1 10.6 1.4 2.4 12.0 6.4 7.1 Number of Traders in Each Category Total Traders: 164 20 11 20 5 12 8 29 44 41 18 17 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 10, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 8,129 Positions 1,434 490 0 2,192 0 879 2,278 5,961 785 338 0 0 223 14 Changes from: September 3, 2013 Total Change is: 126 0 0 0 72 0 -389 -93 508 2 338 0 0 196 5 Percent of Open Interest Represented by Each Category of Trader 17.6 6.0 0.0 27.0 0.0 10.8 28.0 73.3 9.7 4.2 0.0 0.0 2.7 0.2 Number of Traders in Each Category Total Traders: 21 . . 0 6 0 . 5 5 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 13, 2013