Traders in Financial Futures - Futures Only Positions as of February 26, 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 195,893
Positions
73,100 63,398 3,058 18,590 20,257 1,056 50,275 64,477 5,347 15,275 1,002 23 29,169 37,275
Changes from: February 19, 2013 Total Change is: 39,711
30,050 -6,382 839 63 633 22 8,642 39,321 1,756 2,640 -908 0 -4,301 4,430
Percent of Open Interest Represented by Each Category of Trader
37.3 32.4 1.6 9.5 10.3 0.5 25.7 32.9 2.7 7.8 0.5 0.0 14.9 19.0
Number of Traders in Each Category Total Traders: 92
13 8 7 6 4 4 17 29 10 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 47,602
Positions
15,339 18,614 889 919 1,915 374 13,051 14,081 338 1,553 0 0 15,139 11,391
Changes from: February 19, 2013 Total Change is: 4,769
7,359 -528 -59 0 -14 0 1,088 3,351 202 -35 -744 0 -3,786 2,561
Percent of Open Interest Represented by Each Category of Trader
32.2 39.1 1.9 1.9 4.0 0.8 27.4 29.6 0.7 3.3 0.0 0.0 31.8 23.9
Number of Traders in Each Category Total Traders: 38
7 7 . . . . 8 11 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 205,183
Positions
125,330 22,261 1,731 22,830 33,445 2,806 27,301 74,244 2,530 4,986 20,931 479 17,190 46,756
Changes from: February 19, 2013 Total Change is: 18,156
27,027 -2,257 816 -766 2,451 89 -8,452 10,768 -312 -437 -479 -737 928 7,817
Percent of Open Interest Represented by Each Category of Trader
61.1 10.8 0.8 11.1 16.3 1.4 13.3 36.2 1.2 2.4 10.2 0.2 8.4 22.8
Number of Traders in Each Category Total Traders: 113
14 9 8 6 15 5 16 37 12 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 216,323
Positions
104,902 14,573 3,769 22,729 8,366 2,663 29,092 116,296 1,395 33,453 11,459 1,100 17,220 56,702
Changes from: February 19, 2013 Total Change is: -1,918
-1,916 -478 1,398 -968 -1,812 -296 183 9,635 -417 -1,291 -4,552 -2 1,391 -5,394
Percent of Open Interest Represented by Each Category of Trader
48.5 6.7 1.7 10.5 3.9 1.2 13.4 53.8 0.6 15.5 5.3 0.5 8.0 26.2
Number of Traders in Each Category Total Traders: 130
15 11 5 8 7 . 24 40 13 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 230,567
Positions
38,435 55,276 3,596 43,876 33,304 5,822 64,662 66,802 4,678 19,681 12,635 1,196 48,621 47,258
Changes from: February 19, 2013 Total Change is: -3,472
8,696 -21,875 63 -5,739 2,948 594 -2,778 15,079 1,637 2,693 888 -868 -7,770 -1,938
Percent of Open Interest Represented by Each Category of Trader
16.7 24.0 1.6 19.0 14.4 2.5 28.0 29.0 2.0 8.5 5.5 0.5 21.1 20.5
Number of Traders in Each Category Total Traders: 170
20 14 10 20 15 16 21 43 13 13 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 157,363
Positions
43,214 29,715 194 1,657 44,407 1,911 81,887 46,115 1,235 6,260 6,264 0 21,005 27,522
Changes from: February 19, 2013 Total Change is: -1,983
8,958 -14,430 -1,021 -488 881 424 -4,764 6,189 746 1,754 2,807 -547 -7,045 2,968
Percent of Open Interest Represented by Each Category of Trader
27.5 18.9 0.1 1.1 28.2 1.2 52.0 29.3 0.8 4.0 4.0 0.0 13.3 17.5
Number of Traders in Each Category Total Traders: 110
14 9 4 . 8 . 26 32 8 6 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 71,333
Positions
27,624 41,184 20,886 3,202 0 0 8,917 1,369 4,418 2,661 174 2,864 761 438
Changes from: February 19, 2013 Total Change is: -4,419
-8,833 -8,089 3,450 250 0 0 965 112 2 -214 174 4 -43 -72
Percent of Open Interest Represented by Each Category of Trader
38.7 57.7 29.3 4.5 0.0 0.0 12.5 1.9 6.2 3.7 0.2 4.0 1.1 0.6
Number of Traders in Each Category Total Traders: 28
5 13 11 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 173,806
Positions
16,748 106,093 135 10,807 1,093 0 107,212 53,099 4,386 25,912 2,979 121 8,485 5,900
Changes from: February 19, 2013 Total Change is: 602
4,453 -5,294 -628 -415 0 0 -1,383 2,204 260 -234 -194 4 -1,455 4,250
Percent of Open Interest Represented by Each Category of Trader
9.6 61.0 0.1 6.2 0.6 0.0 61.7 30.6 2.5 14.9 1.7 0.1 4.9 3.4
Number of Traders in Each Category Total Traders: 137
8 12 . 10 . 0 60 22 9 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 43,124
Positions
9,834 25,960 2,519 7,152 62 308 8,668 1,163 533 9,188 8,387 3,830 1,092 362
Changes from: February 19, 2013 Total Change is: 3,084
950 294 2,245 -593 50 0 279 -200 263 -383 0 316 7 116
Percent of Open Interest Represented by Each Category of Trader
22.8 60.2 5.8 16.6 0.1 0.7 20.1 2.7 1.2 21.3 19.4 8.9 2.5 0.8
Number of Traders in Each Category Total Traders: 35
4 8 4 . . . 13 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 32,864
Positions
2,883 20,128 18 680 0 0 22,398 4,220 2,026 570 3,526 8 4,281 2,938
Changes from: February 19, 2013 Total Change is: -4,691
-436 -5,741 -324 -315 0 0 -3,297 -70 1,253 -297 -434 -107 -1,168 732
Percent of Open Interest Represented by Each Category of Trader
8.8 61.2 0.1 2.1 0.0 0.0 68.2 12.8 6.2 1.7 10.7 0.0 13.0 8.9
Number of Traders in Each Category Total Traders: 62
5 9 . . 0 0 23 14 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 62,136
Positions
14,128 38,377 1,098 5,551 302 421 27,088 11,268 569 2,541 1,848 0 10,742 8,255
Changes from: February 19, 2013 Total Change is: 332
-212 -1,210 337 -933 112 -125 595 287 310 120 54 0 241 568
Percent of Open Interest Represented by Each Category of Trader
22.7 61.8 1.8 8.9 0.5 0.7 43.6 18.1 0.9 4.1 3.0 0.0 17.3 13.3
Number of Traders in Each Category Total Traders: 114
20 17 4 5 . . 37 16 8 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 124,271
Positions
28,255 76,753 2,196 11,101 603 841 54,175 22,535 1,137 5,082 3,696 0 21,484 16,510
Changes from: February 19, 2013 Total Change is: 664
-423 -2,420 673 -1,866 224 -249 1,189 573 619 239 108 0 482 1,136
Percent of Open Interest Represented by Each Category of Trader
22.7 61.8 1.8 8.9 0.5 0.7 43.6 18.1 0.9 4.1 3.0 0.0 17.3 13.3
Number of Traders in Each Category Total Traders: 114
20 17 4 5 . . 37 16 8 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 875,260
Positions
58,361 192,056 88,716 340,947 139,286 65,779 99,243 196,726 45,010 40,037 37,928 9,251 127,917 100,509
Changes from: February 19, 2013 Total Change is: 18,722
-14,691 -13,310 9,882 -5,163 4,684 3,031 -2,184 -2,575 5,219 3,840 2,231 -1,811 20,598 11,370
Percent of Open Interest Represented by Each Category of Trader
6.7 21.9 10.1 39.0 15.9 7.5 11.3 22.5 5.1 4.6 4.3 1.1 14.6 11.5
Number of Traders in Each Category Total Traders: 564
42 39 32 115 49 59 102 117 83 46 52 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 227,911
Positions
58,583 73,666 10,493 60,333 29,749 9,164 16,594 37,382 1,380 11,334 9,234 3,855 56,175 52,988
Changes from: February 19, 2013 Total Change is: 826
6,503 -8,816 -710 -2,364 -1,213 898 482 526 463 112 -1,601 140 -4,698 11,139
Percent of Open Interest Represented by Each Category of Trader
25.7 32.3 4.6 26.5 13.1 4.0 7.3 16.4 0.6 5.0 4.1 1.7 24.6 23.2
Number of Traders in Each Category Total Traders: 99
15 11 7 20 9 11 13 20 9 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 3,236,746
Positions
299,493 892,554 90,511 1,436,779 581,395 249,367 529,422 912,897 101,970 165,876 165,829 4,620 358,708 237,603
Changes from: February 19, 2013 Total Change is: 89,478
-79,449 4,050 26,441 -13,820 29,661 10,490 -9,280 -11,457 19,731 12,215 12,734 -3,328 126,478 1,156
Percent of Open Interest Represented by Each Category of Trader
9.3 27.6 2.8 44.4 18.0 7.7 16.4 28.2 3.2 5.1 5.1 0.1 11.1 7.3
Number of Traders in Each Category Total Traders: 539
38 41 24 106 44 53 100 116 73 41 51 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 122,831
Positions
3,705 56,077 754 61,736 50,188 3,206 39,993 7,474 0 978 2,316 0 12,459 2,816
Changes from: February 19, 2013 Total Change is: -980
401 -1,474 0 -3,948 2,337 75 2,801 -1,393 -467 -142 22 0 300 -80
Percent of Open Interest Represented by Each Category of Trader
3.0 45.7 0.6 50.3 40.9 2.6 32.6 6.1 0.0 0.8 1.9 0.0 10.1 2.3
Number of Traders in Each Category Total Traders: 102
5 15 . 40 13 12 19 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 66,351
Positions
2,480 36,591 784 30,174 5,753 1,148 23,778 14,080 404 2,153 3,249 101 5,329 4,242
Changes from: February 19, 2013 Total Change is: -3,342
-337 -4,955 252 -1,811 218 482 -1,824 783 74 44 301 47 -269 -545
Percent of Open Interest Represented by Each Category of Trader
3.7 55.1 1.2 45.5 8.7 1.7 35.8 21.2 0.6 3.2 4.9 0.2 8.0 6.4
Number of Traders in Each Category Total Traders: 220
19 28 9 30 20 9 56 33 12 22 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 331,754
Positions
12,400 182,953 3,919 150,872 28,763 5,738 118,889 70,400 2,019 10,765 16,247 505 26,647 21,210
Changes from: February 19, 2013 Total Change is: -16,710
-1,685 -24,773 1,262 -9,055 1,092 2,410 -9,118 3,916 369 218 1,504 233 -1,344 -2,723
Percent of Open Interest Represented by Each Category of Trader
3.7 55.1 1.2 45.5 8.7 1.7 35.8 21.2 0.6 3.2 4.9 0.2 8.0 6.4
Number of Traders in Each Category Total Traders: 220
19 28 9 30 20 9 56 33 12 22 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 370,108
Positions
61,963 64,666 8,044 149,620 163,422 22,608 93,416 80,061 3,414 3,594 12,443 71 27,378 15,379
Changes from: February 19, 2013 Total Change is: -310
1,500 1,366 -745 -5,405 3,054 581 1,597 -572 19 -148 -1,998 65 2,226 -2,080
Percent of Open Interest Represented by Each Category of Trader
16.7 17.5 2.2 40.4 44.2 6.1 25.2 21.6 0.9 1.0 3.4 0.0 7.4 4.2
Number of Traders in Each Category Total Traders: 256
22 14 . 60 34 26 62 40 15 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 74,869
Positions
6,637 14,101 2,762 24,673 0 22 13,605 16,534 515 9,090 833 4,050 13,515 36,052
Changes from: February 19, 2013 Total Change is: -310
-153 1,248 -131 2,048 0 22 -2,625 -5,553 10 493 197 48 -22 3,849
Percent of Open Interest Represented by Each Category of Trader
8.9 18.8 3.7 33.0 0.0 0.0 18.2 22.1 0.7 12.1 1.1 5.4 18.1 48.2
Number of Traders in Each Category Total Traders: 66
6 6 . 13 0 . 18 12 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 74,575
Positions
16,564 19,750 6,129 9,344 5,115 0 29,638 10,305 2,000 3,391 1,636 0 7,509 29,640
Changes from: February 19, 2013 Total Change is: -6,364
-305 4,554 -1,032 338 699 0 -3,989 3,169 194 -605 -19 0 -965 -13,929
Percent of Open Interest Represented by Each Category of Trader
22.2 26.5 8.2 12.5 6.9 0.0 39.7 13.8 2.7 4.5 2.2 0.0 10.1 39.7
Number of Traders in Each Category Total Traders: 96
19 16 8 10 4 0 26 12 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 90,152
Positions
13,555 51,912 274 55,167 19,911 4,255 10,941 11,470 162 222 0 0 5,576 2,168
Changes from: February 19, 2013 Total Change is: 1,235
-130 1,602 130 407 1,165 6 1,007 -1,399 -32 0 0 0 -153 -237
Percent of Open Interest Represented by Each Category of Trader
15.0 57.6 0.3 61.2 22.1 4.7 12.1 12.7 0.2 0.2 0.0 0.0 6.2 2.4
Number of Traders in Each Category Total Traders: 73
. 7 . 25 19 11 13 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 188,307
Positions
13,120 92,904 2,496 109,790 17,102 9,513 26,076 56,818 38 8,988 4,066 898 17,388 4,472
Changes from: February 19, 2013 Total Change is: 1,457
-1,249 -1,865 238 220 1,646 -1 -1,710 773 9 1,888 -542 5 2,057 1,194
Percent of Open Interest Represented by Each Category of Trader
7.0 49.3 1.3 58.3 9.1 5.1 13.8 30.2 0.0 4.8 2.2 0.5 9.2 2.4
Number of Traders in Each Category Total Traders: 142
15 18 4 44 15 17 25 9 . 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 779,151
Positions
9,037 64,062 68,921 243,114 193,803 69,560 109,210 67,637 98,274 13,860 33,955 4,265 162,910 178,674
Changes from: February 19, 2013 Total Change is: 163,304
-14,884 5,341 62,454 -8,317 12,255 2,281 2,028 -13,554 87,856 -1,221 3,192 4,167 28,940 -688
Percent of Open Interest Represented by Each Category of Trader
1.2 8.2 8.8 31.2 24.9 8.9 14.0 8.7 12.6 1.8 4.4 0.5 20.9 22.9
Number of Traders in Each Category Total Traders: 145
. 15 7 33 28 35 27 25 21 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 417,174
Positions
3,542 122,280 5,771 253,025 43,970 38,922 63 87,063 23,148 9,745 15,426 574 82,384 80,020
Changes from: February 19, 2013 Total Change is: 43,985
3,542 -8,300 3,634 6,035 3,001 -396 63 10,910 23,061 -86 -1,383 574 7,558 12,884
Percent of Open Interest Represented by Each Category of Trader
0.8 29.3 1.4 60.7 10.5 9.3 0.0 20.9 5.5 2.3 3.7 0.1 19.7 19.2
Number of Traders in Each Category Total Traders: 65
. 10 5 28 9 19 . 10 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 1,147,023
Positions
107,844 157,210 29,479 212,289 187,569 65,331 301,103 443,715 93,490 154,929 40,661 19,223 163,335 110,345
Changes from: February 19, 2013 Total Change is: 129,991
18,114 35,161 8,253 -10,022 -4,681 -530 75,320 42,471 17,080 -23,364 -2,083 6,621 38,519 27,699
Percent of Open Interest Represented by Each Category of Trader
9.4 13.7 2.6 18.5 16.4 5.7 26.3 38.7 8.2 13.5 3.5 1.7 14.2 9.6
Number of Traders in Each Category Total Traders: 213
15 23 12 37 23 31 37 33 25 25 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 52,393
Positions
18,594 22,378 5,683 105 174 10 20,703 17,132 5,627 134 0 370 1,167 1,019
Changes from: February 19, 2013 Total Change is: 2,119
2,246 1,882 -2,161 0 -8 0 410 1,110 1,439 134 0 -33 84 -110
Percent of Open Interest Represented by Each Category of Trader
35.5 42.7 10.8 0.2 0.3 0.0 39.5 32.7 10.7 0.3 0.0 0.7 2.2 1.9
Number of Traders in Each Category Total Traders: 46
7 10 11 . . . 10 15 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 2,175,882
Positions
139,793 221,394 93,336 452,493 832,110 203,149 768,421 215,892 121,856 51,724 83,188 3,950 341,160 401,007
Changes from: February 19, 2013 Total Change is: 88,121
-55,502 23,521 -26,929 -17,000 24,765 13,466 101,680 -5,231 36,612 -50,507 791 -3,170 89,471 24,296
Percent of Open Interest Represented by Each Category of Trader
6.4 10.2 4.3 20.8 38.2 9.3 35.3 9.9 5.6 2.4 3.8 0.2 15.7 18.4
Number of Traders in Each Category Total Traders: 279
20 42 27 20 63 53 67 42 53 6 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 1,856,633
Positions
387,240 192,844 65,438 489,600 471,660 142,546 297,615 487,176 50,285 84,242 115,632 10,108 329,559 320,944
Changes from: February 19, 2013 Total Change is: 222,312
20,793 52,461 32,741 10,790 -41,866 6,528 30,999 121,179 -4,984 -8,769 12,387 292 133,922 43,574
Percent of Open Interest Represented by Each Category of Trader
20.9 10.4 3.5 26.4 25.4 7.7 16.0 26.2 2.7 4.5 6.2 0.5 17.8 17.3
Number of Traders in Each Category Total Traders: 195
13 24 14 29 38 33 29 41 21 7 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 344,739
Positions
131,743 122,165 101,107 1,274 2,758 3,652 32,235 15,079 45,802 959 11,083 6,897 21,070 36,196
Changes from: February 19, 2013 Total Change is: 9,456
3,995 -1,459 2,570 0 -13 0 -586 2,627 -2,160 -224 503 997 4,864 6,391
Percent of Open Interest Represented by Each Category of Trader
38.2 35.4 29.3 0.4 0.8 1.1 9.4 4.4 13.3 0.3 3.2 2.0 6.1 10.5
Number of Traders in Each Category Total Traders: 76
16 25 29 . . . 11 13 19 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 9,192,201
Positions
1,598,581 2,724,818 1,846,820 883,877 624,115 178,275 1,366,084 430,147 1,840,230 209,691 156,836 287,236 981,407 1,103,724
Changes from: February 19, 2013 Total Change is: 242,680
-150,531 191,123 3,017 37,629 36,722 -1,561 294,787 5,028 -19,756 -48,135 -26,696 5,792 121,438 49,011
Percent of Open Interest Represented by Each Category of Trader
17.4 29.6 20.1 9.6 6.8 1.9 14.9 4.7 20.0 2.3 1.7 3.1 10.7 12.0
Number of Traders in Each Category Total Traders: 238
32 45 69 6 10 18 63 36 79 13 15 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 12,308
Positions
8,040 1,833 0 41 792 3 3,963 8,650 11 210 866 0 40 153
Changes from: February 19, 2013 Total Change is: 426
61 468 0 6 -63 -2 362 151 -4 0 -170 0 3 46
Percent of Open Interest Represented by Each Category of Trader
65.3 14.9 0.0 0.3 6.4 0.0 32.2 70.3 0.1 1.7 7.0 0.0 0.3 1.2
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 6,865
Positions
6,180 1,587 0 0 810 43 527 4,099 0 0 261 0 115 65
Changes from: February 19, 2013 Total Change is: 339
129 17 0 0 -93 0 205 405 0 0 0 0 5 10
Percent of Open Interest Represented by Each Category of Trader
90.0 23.1 0.0 0.0 11.8 0.6 7.7 59.7 0.0 0.0 3.8 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 22
. . 0 0 4 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 69,583
Positions
7,623 14,739 1,668 3,593 421 326 42,073 48,123 1,447 6,037 1,134 200 6,616 1,525
Changes from: February 19, 2013 Total Change is: 19,532
362 633 -69 2,502 -792 -67 15,047 19,646 538 -77 31 200 1,096 -588
Percent of Open Interest Represented by Each Category of Trader
11.0 21.2 2.4 5.2 0.6 0.5 60.5 69.2 2.1 8.7 1.6 0.3 9.5 2.2
Number of Traders in Each Category Total Traders: 117
5 . . 8 . . 44 15 5 32 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 409,106
Positions
125,179 35,691 41,248 48,623 15,212 12,103 46,681 176,017 48,113 8,619 2,658 48,011 30,529 30,053
Changes from: February 19, 2013 Total Change is: -16,664
10,825 7,859 3,521 -4,282 -2,597 351 -13,099 -7,497 7,099 30 -7,669 -19,568 -1,541 1,837
Percent of Open Interest Represented by Each Category of Trader
30.6 8.7 10.1 11.9 3.7 3.0 11.4 43.0 11.8 2.1 0.6 11.7 7.5 7.3
Number of Traders in Each Category Total Traders: 158
16 10 20 9 9 8 31 49 50 16 8 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 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 12,837
Positions
1,082 3,391 0 1,999 546 298 8,089 7,689 908 343 0 0 118 5
Changes from: February 19, 2013 Total Change is: 2,459
68 -737 0 -446 2 -30 2,867 3,224 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
8.4 26.4 0.0 15.6 4.3 2.3 63.0 59.9 7.1 2.7 0.0 0.0 0.9 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 . . . 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 1, 2013