Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 148,314 Positions 55,250 10,895 6,329 15,896 22,085 414 25,731 52,505 10,415 8,256 3,131 3,272 22,752 39,269 Changes from: July 9, 2013 Total Change is: -5,120 285 2,456 1,913 -538 -333 284 -4,310 -9,145 1,006 -2,105 568 -322 -1,332 -1,546 Percent of Open Interest Represented by Each Category of Trader 37.3 7.3 4.3 10.7 14.9 0.3 17.3 35.4 7.0 5.6 2.1 2.2 15.3 26.5 Number of Traders in Each Category Total Traders: 91 6 8 6 5 6 . 17 32 14 11 5 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 42,902 Positions 17,820 8,280 884 0 1,857 0 14,071 13,464 1,747 406 1,621 2 7,972 15,048 Changes from: July 9, 2013 Total Change is: 1,050 3,334 30 346 0 34 0 -1,178 1,253 286 -1,217 0 -145 -376 -753 Percent of Open Interest Represented by Each Category of Trader 41.5 19.3 2.1 0.0 4.3 0.0 32.8 31.4 4.1 0.9 3.8 0.0 18.6 35.1 Number of Traders in Each Category Total Traders: 37 10 5 4 0 . 0 9 8 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 174,602 Positions 83,964 3,833 6,097 12,048 28,161 1,270 23,791 67,968 17,719 11,227 7,766 1,765 16,719 40,022 Changes from: July 9, 2013 Total Change is: 5,536 15,205 -917 -17 -1,293 -1,181 -139 -5,448 5,720 460 98 2,054 -529 -2,800 86 Percent of Open Interest Represented by Each Category of Trader 48.1 2.2 3.5 6.9 16.1 0.7 13.6 38.9 10.1 6.4 4.4 1.0 9.6 22.9 Number of Traders in Each Category Total Traders: 117 14 6 8 6 18 5 22 37 25 7 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 220,383 Positions 109,704 5,348 8,589 25,424 22,497 2,396 27,877 90,420 22,172 2,928 13,856 3,951 17,343 51,155 Changes from: July 9, 2013 Total Change is: -2,729 2,912 1,611 575 -915 -1,056 -53 -4,175 -1,726 742 -171 1,559 -787 -858 -3,595 Percent of Open Interest Represented by Each Category of Trader 49.8 2.4 3.9 11.5 10.2 1.1 12.6 41.0 10.1 1.3 6.3 1.8 7.9 23.2 Number of Traders in Each Category Total Traders: 139 12 9 8 6 20 5 24 44 27 4 20 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 283,165 Positions 74,793 12,624 12,259 35,569 57,068 5,474 44,969 66,961 41,208 22,165 13,672 7,741 38,986 66,158 Changes from: July 9, 2013 Total Change is: -3,190 -616 -575 2,137 937 982 608 20 -2,429 422 3,117 400 -478 -9,338 -4,258 Percent of Open Interest Represented by Each Category of Trader 26.4 4.5 4.3 12.6 20.2 1.9 15.9 23.6 14.6 7.8 4.8 2.7 13.8 23.4 Number of Traders in Each Category Total Traders: 190 21 13 15 13 24 14 27 44 39 20 28 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 209,032 Positions 111,732 7,721 7,493 649 43,250 1,374 46,691 81,327 11,598 7,486 9,909 2,901 19,109 43,460 Changes from: July 9, 2013 Total Change is: 9,630 6,082 3,784 973 0 -184 -1 -1,784 4,404 2,032 1,631 -256 -30 727 -1,092 Percent of Open Interest Represented by Each Category of Trader 53.5 3.7 3.6 0.3 20.7 0.7 22.3 38.9 5.5 3.6 4.7 1.4 9.1 20.8 Number of Traders in Each Category Total Traders: 103 10 7 10 . 9 6 21 36 24 6 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 40,442 Positions 15,844 19,504 12,691 0 1,270 0 3,875 257 3,328 1,379 0 2,855 470 537 Changes from: July 9, 2013 Total Change is: -278 316 86 -211 0 313 -64 -377 -372 0 0 0 0 58 -30 Percent of Open Interest Represented by Each Category of Trader 39.2 48.2 31.4 0.0 3.1 0.0 9.6 0.6 8.2 3.4 0.0 7.1 1.2 1.3 Number of Traders in Each Category Total Traders: 23 6 10 9 0 . 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 78,691 Positions 25,941 19,410 437 2,994 615 0 33,320 48,470 686 8,942 6,702 0 6,371 2,371 Changes from: July 9, 2013 Total Change is: 10,081 -50 1,544 95 -235 -22 0 9,623 6,433 -25 459 2,850 0 214 -794 Percent of Open Interest Represented by Each Category of Trader 33.0 24.7 0.6 3.8 0.8 0.0 42.3 61.6 0.9 11.4 8.5 0.0 8.1 3.0 Number of Traders in Each Category Total Traders: 97 7 8 . 4 . 0 32 28 5 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 27,576 Positions 10,049 14,653 3,255 744 3,087 0 2,903 1,948 367 9,531 3,155 0 727 1,111 Changes from: July 9, 2013 Total Change is: -215 -334 267 -142 0 -70 0 289 237 -42 0 -55 0 14 -410 Percent of Open Interest Represented by Each Category of Trader 36.4 53.1 11.8 2.7 11.2 0.0 10.5 7.1 1.3 34.6 11.4 0.0 2.6 4.0 Number of Traders in Each Category Total Traders: 28 5 5 . . . 0 5 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 12,904 Positions 6,860 142 15 146 509 0 2,817 7,528 145 668 309 0 2,253 4,256 Changes from: July 9, 2013 Total Change is: 392 1,237 -75 -12 0 -7 0 -1,210 757 59 156 6 0 162 -336 Percent of Open Interest Represented by Each Category of Trader 53.2 1.1 0.1 1.1 3.9 0.0 21.8 58.3 1.1 5.2 2.4 0.0 17.5 33.0 Number of Traders in Each Category Total Traders: 38 6 . . . . 0 5 19 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 61,903 Positions 9,892 44,688 212 5,552 277 404 29,842 5,947 1,718 4,537 722 1,163 8,583 6,772 Changes from: July 9, 2013 Total Change is: 6,007 812 6,562 13 539 10 -30 3,417 -552 200 218 -5 -53 891 -137 Percent of Open Interest Represented by Each Category of Trader 16.0 72.2 0.3 9.0 0.4 0.7 48.2 9.6 2.8 7.3 1.2 1.9 13.9 10.9 Number of Traders in Each Category Total Traders: 100 16 14 . 9 . . 32 14 12 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 123,806 Positions 19,783 89,376 425 11,103 553 808 59,684 11,895 3,436 9,073 1,444 2,325 17,167 13,543 Changes from: July 9, 2013 Total Change is: 12,015 1,625 13,124 27 1,077 19 -60 6,834 -1,105 399 435 -9 -106 1,783 -275 Percent of Open Interest Represented by Each Category of Trader 16.0 72.2 0.3 9.0 0.4 0.7 48.2 9.6 2.8 7.3 1.2 1.9 13.9 10.9 Number of Traders in Each Category Total Traders: 100 16 14 . 9 . . 32 14 12 10 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 927,109 Positions 21,831 198,162 26,259 334,979 133,648 42,817 105,505 164,577 177,800 54,768 44,848 29,453 133,697 109,545 Changes from: July 9, 2013 Total Change is: 33,527 1,196 12,084 -2,921 3,461 -3,999 -377 5,165 10,589 18,181 8,161 -1,423 1,367 -706 27 Percent of Open Interest Represented by Each Category of Trader 2.4 21.4 2.8 36.1 14.4 4.6 11.4 17.8 19.2 5.9 4.8 3.2 14.4 11.8 Number of Traders in Each Category Total Traders: 596 29 43 26 116 58 65 90 122 110 59 79 63 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 231,970 Positions 9,037 54,655 2,847 72,218 28,166 3,293 11,723 16,678 49,603 13,306 10,082 9,672 60,273 56,975 Changes from: July 9, 2013 Total Change is: 10,592 -1,754 -2,676 613 -354 167 52 1,583 4,326 9,172 181 -1,425 366 734 -3 Percent of Open Interest Represented by Each Category of Trader 3.9 23.6 1.2 31.1 12.1 1.4 5.1 7.2 21.4 5.7 4.3 4.2 26.0 24.6 Number of Traders in Each Category Total Traders: 107 5 11 4 15 9 10 22 20 39 13 12 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 3,475,693 Positions 99,152 752,718 81,878 1,331,100 544,705 180,329 544,034 814,616 565,861 216,400 182,917 89,819 367,119 262,849 Changes from: July 9, 2013 Total Change is: 114,678 -6,565 52,481 3,647 19,372 -20,530 -2,441 27,239 40,640 35,716 34,483 -5,409 10,425 -7,198 150 Percent of Open Interest Represented by Each Category of Trader 2.9 21.7 2.4 38.3 15.7 5.2 15.7 23.4 16.3 6.2 5.3 2.6 10.6 7.6 Number of Traders in Each Category Total Traders: 562 29 40 26 111 53 59 89 115 102 55 70 55 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 115,211 Positions 2,953 57,939 121 64,696 42,688 1,914 34,131 5,780 630 593 1,795 0 10,174 4,345 Changes from: July 9, 2013 Total Change is: 4,966 83 5,660 1 2,927 -752 -359 1,621 -228 242 -37 -10 0 488 412 Percent of Open Interest Represented by Each Category of Trader 2.6 50.3 0.1 56.2 37.1 1.7 29.6 5.0 0.5 0.5 1.6 0.0 8.8 3.8 Number of Traders in Each Category Total Traders: 96 4 16 . 35 13 12 16 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 76,057 Positions 1,079 50,396 980 35,356 5,006 792 26,802 7,458 1,537 2,356 5,342 910 6,245 3,635 Changes from: July 9, 2013 Total Change is: 10,017 -309 6,590 78 3,569 -172 -21 5,306 1,059 548 153 1,078 171 523 685 Percent of Open Interest Represented by Each Category of Trader 1.4 66.3 1.3 46.5 6.6 1.0 35.2 9.8 2.0 3.1 7.0 1.2 8.2 4.8 Number of Traders in Each Category Total Traders: 215 11 26 8 33 18 9 62 26 12 18 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 380,284 Positions 5,395 251,982 4,900 176,782 25,032 3,958 134,012 37,292 7,687 11,780 26,710 4,548 31,223 18,176 Changes from: July 9, 2013 Total Change is: 50,084 -1,545 32,949 391 17,844 -860 -106 26,528 5,297 2,739 764 5,392 855 2,613 3,427 Percent of Open Interest Represented by Each Category of Trader 1.4 66.3 1.3 46.5 6.6 1.0 35.2 9.8 2.0 3.1 7.0 1.2 8.2 4.8 Number of Traders in Each Category Total Traders: 215 11 26 8 33 18 9 62 26 12 18 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 355,936 Positions 72,498 81,967 4,909 141,844 138,095 19,421 79,642 77,838 7,736 5,727 6,176 997 23,162 18,797 Changes from: July 9, 2013 Total Change is: 8,855 -1,362 16,623 -2,420 3,408 -1,197 -412 5,308 -9,151 724 41 -33 143 3,425 4,580 Percent of Open Interest Represented by Each Category of Trader 20.4 23.0 1.4 39.9 38.8 5.5 22.4 21.9 2.2 1.6 1.7 0.3 6.5 5.3 Number of Traders in Each Category Total Traders: 257 18 17 4 56 35 23 55 50 13 14 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 65,374 Positions 7,435 43,769 109 24,648 0 278 15,632 14,792 0 5,696 530 0 11,576 5,896 Changes from: July 9, 2013 Total Change is: 2,672 -338 3,318 24 444 0 93 1,879 741 -111 131 -97 0 550 -1,296 Percent of Open Interest Represented by Each Category of Trader 11.4 67.0 0.2 37.7 0.0 0.4 23.9 22.6 0.0 8.7 0.8 0.0 17.7 9.0 Number of Traders in Each Category Total Traders: 68 7 8 . 19 0 . 16 8 0 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 71,541 Positions 21,604 15,824 522 13,468 2,397 452 20,505 4,086 1,750 4,142 1,513 0 9,098 44,997 Changes from: July 9, 2013 Total Change is: -2,111 -1,311 251 65 1,774 -597 82 -2,939 1,290 15 657 574 0 -454 -3,791 Percent of Open Interest Represented by Each Category of Trader 30.2 22.1 0.7 18.8 3.4 0.6 28.7 5.7 2.4 5.8 2.1 0.0 12.7 62.9 Number of Traders in Each Category Total Traders: 86 17 13 . 9 . . 24 9 6 9 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 79,108 Positions 1,889 31,409 2,146 35,658 23,719 3,937 26,737 11,794 2,145 0 891 0 6,596 3,067 Changes from: July 9, 2013 Total Change is: 1,275 195 1,631 0 -591 2,534 -165 1,116 -2,940 -30 -253 0 0 1,003 245 Percent of Open Interest Represented by Each Category of Trader 2.4 39.7 2.7 45.1 30.0 5.0 33.8 14.9 2.7 0.0 1.1 0.0 8.3 3.9 Number of Traders in Each Category Total Traders: 79 . 10 . 26 20 11 12 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 224,587 Positions 16,401 103,776 5,952 92,176 33,961 32,503 39,138 21,496 1,686 23,538 17,681 833 12,360 6,699 Changes from: July 9, 2013 Total Change is: -18,264 3,818 -1,626 -1,686 17,797 -3,891 -12,849 956 210 2 -26,759 2,039 26 431 -489 Percent of Open Interest Represented by Each Category of Trader 7.3 46.2 2.7 41.0 15.1 14.5 17.4 9.6 0.8 10.5 7.9 0.4 5.5 3.0 Number of Traders in Each Category Total Traders: 161 17 22 5 35 27 20 19 20 11 12 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 727,198 Positions 6,667 70,814 31,255 259,644 90,577 95,167 60,940 77,566 103,800 16,236 56,104 9,462 144,027 192,453 Changes from: July 9, 2013 Total Change is: -3,562 -5,723 11,768 -2,844 2,212 -7,862 -5,644 12,198 -2,308 5,065 2,959 1,378 -2,267 -9,518 -847 Percent of Open Interest Represented by Each Category of Trader 0.9 9.7 4.3 35.7 12.5 13.1 8.4 10.7 14.3 2.2 7.7 1.3 19.8 26.5 Number of Traders in Each Category Total Traders: 176 5 19 19 40 27 35 27 37 47 7 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 377,796 Positions 1,873 93,560 66 235,303 39,651 45,060 13,477 118,321 1,303 9,350 6,125 0 71,364 73,710 Changes from: July 9, 2013 Total Change is: -641 -4,007 -6,962 -12 -1,397 1,220 199 89 -187 174 460 0 0 3,853 4,927 Percent of Open Interest Represented by Each Category of Trader 0.5 24.8 0.0 62.3 10.5 11.9 3.6 31.3 0.3 2.5 1.6 0.0 18.9 19.5 Number of Traders in Each Category Total Traders: 69 . 9 . 31 12 20 . 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 915,619 Positions 120,832 62,713 22,071 211,747 234,378 72,213 154,846 197,104 83,612 87,812 59,880 70,995 91,491 112,653 Changes from: July 9, 2013 Total Change is: 24,129 14,129 -1,259 859 9,459 -16,565 -883 -15,407 37,251 11,031 15,569 6,750 -11,107 480 -1,947 Percent of Open Interest Represented by Each Category of Trader 13.2 6.8 2.4 23.1 25.6 7.9 16.9 21.5 9.1 9.6 6.5 7.8 10.0 12.3 Number of Traders in Each Category Total Traders: 203 17 20 18 35 27 29 34 33 30 12 25 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 34,656 Positions 12,494 13,471 6,247 1,139 0 0 8,065 8,354 5,015 21 0 985 690 584 Changes from: July 9, 2013 Total Change is: 513 207 -468 342 300 0 0 -311 833 879 11 0 -39 -876 -1,034 Percent of Open Interest Represented by Each Category of Trader 36.1 38.9 18.0 3.3 0.0 0.0 23.3 24.1 14.5 0.1 0.0 2.8 2.0 1.7 Number of Traders in Each Category Total Traders: 41 8 10 10 . 0 0 10 11 8 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 2,973,182 Positions 151,688 171,242 308,761 621,973 784,202 348,486 697,814 196,397 453,719 43,478 161,371 88,976 258,287 460,028 Changes from: July 9, 2013 Total Change is: -164,517 -13,589 -11,877 -769 3,362 -27,145 -18,023 -75,578 -50,858 -39,914 -5,620 -14,905 -14,041 -345 13,015 Percent of Open Interest Represented by Each Category of Trader 5.1 5.8 10.4 20.9 26.4 11.7 23.5 6.6 15.3 1.5 5.4 3.0 8.7 15.5 Number of Traders in Each Category Total Traders: 322 23 42 55 27 65 56 58 60 88 13 34 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 2,060,989 Positions 270,819 97,157 149,732 440,425 483,571 157,300 327,212 343,597 332,031 154,814 136,167 48,606 180,050 312,827 Changes from: July 9, 2013 Total Change is: -5,630 -6,400 1,221 -33,220 22,819 8,675 -8,848 58,315 58,040 -35,458 4,005 10,719 -6,636 -206 -122 Percent of Open Interest Represented by Each Category of Trader 13.1 4.7 7.3 21.4 23.5 7.6 15.9 16.7 16.1 7.5 6.6 2.4 8.7 15.2 Number of Traders in Each Category Total Traders: 232 22 20 27 34 41 41 34 50 52 10 21 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 306,676 Positions 80,691 77,213 109,460 1,015 745 2,013 38,607 24,370 41,528 0 7,117 9,061 24,302 35,169 Changes from: July 9, 2013 Total Change is: 4,146 42 -2,152 -540 0 0 0 -2,098 1,416 -1,596 0 433 3,607 4,731 2,978 Percent of Open Interest Represented by Each Category of Trader 26.3 25.2 35.7 0.3 0.2 0.7 12.6 7.9 13.5 0.0 2.3 3.0 7.9 11.5 Number of Traders in Each Category Total Traders: 63 13 22 22 . . . 13 7 17 0 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 is14,598,259 Positions 1,758,968 2,403,028 2,654,720 980,686 752,855 290,917 1,046,639 390,498 5,073,593 352,690 234,933 1,663,221 776,825 1,134,494 Changes from: July 9, 2013 Total Change is: -851,292 74,813 -26,698 -86,237 2,947 54,636 -10,359 -67,343 -53,857 -585,944 -37,823 -1,548 -172,492 31,148 31,208 Percent of Open Interest Represented by Each Category of Trader 12.0 16.5 18.2 6.7 5.2 2.0 7.2 2.7 34.8 2.4 1.6 11.4 5.3 7.8 Number of Traders in Each Category Total Traders: 244 25 50 72 13 13 21 58 40 91 17 16 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 30,246 Positions 24,874 961 0 1,690 7,060 80 2,752 14,734 16 820 7,388 0 14 7 Changes from: July 9, 2013 Total Change is: -31 411 240 0 35 -15 26 -979 -567 0 500 336 0 -24 -51 Percent of Open Interest Represented by Each Category of Trader 82.2 3.2 0.0 5.6 23.3 0.3 9.1 48.7 0.1 2.7 24.4 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 40 7 4 0 . 5 . . 7 . . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 11,742 Positions 11,733 1,930 4 0 3,490 0 0 4,522 0 0 1,785 0 5 11 Changes from: July 9, 2013 Total Change is: 2,462 2,489 1,644 -20 0 -23 0 0 332 0 0 525 0 -7 4 Percent of Open Interest Represented by Each Category of Trader 99.9 16.4 0.0 0.0 29.7 0.0 0.0 38.5 0.0 0.0 15.2 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 26 . 4 . 0 5 0 0 8 0 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 65,230 Positions 12,511 30,021 887 7,937 384 372 21,406 29,920 1,048 13,389 1,104 68 7,612 1,426 Changes from: July 9, 2013 Total Change is: -5,309 1,164 -179 9 64 0 39 -1,830 -3,840 -77 -3,086 -887 25 -1,617 -398 Percent of Open Interest Represented by Each Category of Trader 19.2 46.0 1.4 12.2 0.6 0.6 32.8 45.9 1.6 20.5 1.7 0.1 11.7 2.2 Number of Traders in Each Category Total Traders: 136 6 . . 12 . . 41 12 7 55 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 356,401 Positions 88,952 23,255 49,382 55,635 22,555 11,461 32,365 116,007 48,306 5,230 16,159 44,428 20,642 24,848 Changes from: July 9, 2013 Total Change is: 20,474 6,116 -1,989 10,927 2,128 1,307 -1,923 -3,901 4,710 4,967 966 -1,494 6,968 -5,774 -2,999 Percent of Open Interest Represented by Each Category of Trader 25.0 6.5 13.9 15.6 6.3 3.2 9.1 32.5 13.6 1.5 4.5 12.5 5.8 7.0 Number of Traders in Each Category Total Traders: 166 23 8 24 8 13 10 28 51 51 10 19 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 9,987 Positions 1,293 7,693 0 6,561 0 0 1,206 1,627 145 0 0 0 782 522 Changes from: July 9, 2013 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 12.9 77.0 0.0 65.7 0.0 0.0 12.1 16.3 1.5 0.0 0.0 0.0 7.8 5.2 Number of Traders in Each Category Total Traders: 22 . . 0 11 0 0 . 4 . 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 19, 2013