Traders in Financial Futures - Futures Only Positions as of April 9, 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 161,861
Positions
86,598 1,871 1,729 18,253 20,360 209 13,746 97,400 5,740 10,436 1,703 19 25,131 32,830
Changes from: April 2, 2013 Total Change is: -1,289
3,026 -2,635 826 1,322 167 -150 -2,520 3,794 -2,241 579 -37 0 -2,131 -1,013
Percent of Open Interest Represented by Each Category of Trader
53.5 1.2 1.1 11.3 12.6 0.1 8.5 60.2 3.5 6.4 1.1 0.0 15.5 20.3
Number of Traders in Each Category Total Traders: 80
9 . 6 6 5 5 13 28 6 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 42,751
Positions
25,250 9,615 0 0 1,960 0 7,771 13,050 250 408 1,621 0 9,072 16,255
Changes from: April 2, 2013 Total Change is: -8,722
-6,855 802 -37 0 56 0 -2,038 -6,437 2 -1,530 1,621 0 1,736 -4,729
Percent of Open Interest Represented by Each Category of Trader
59.1 22.5 0.0 0.0 4.6 0.0 18.2 30.5 0.6 1.0 3.8 0.0 21.2 38.0
Number of Traders in Each Category Total Traders: 38
6 5 0 0 . 0 10 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 204,827
Positions
103,701 4,436 1,203 19,564 28,825 1,055 28,091 112,717 4,060 30,686 10,803 130 16,337 41,598
Changes from: April 2, 2013 Total Change is: -3,598
-1,657 940 479 -344 540 270 -1,127 1,257 -188 -1,379 338 130 218 -7,364
Percent of Open Interest Represented by Each Category of Trader
50.6 2.2 0.6 9.6 14.1 0.5 13.7 55.0 2.0 15.0 5.3 0.1 8.0 20.3
Number of Traders in Each Category Total Traders: 106
12 5 4 6 13 4 18 37 7 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 220,626
Positions
108,488 23,630 566 19,991 15,814 1,590 42,593 104,010 1,437 24,857 13,419 2,187 18,917 57,973
Changes from: April 2, 2013 Total Change is: 6,629
8,652 -1,667 -268 -299 3,427 -2 2,649 492 -262 -11,323 -3,359 2,173 5,309 6,095
Percent of Open Interest Represented by Each Category of Trader
49.2 10.7 0.3 9.1 7.2 0.7 19.3 47.1 0.7 11.3 6.1 1.0 8.6 26.3
Number of Traders in Each Category Total Traders: 139
10 12 4 5 12 . 28 50 14 6 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 220,353
Positions
84,690 12,160 3,131 29,828 50,500 8,867 22,934 72,895 2,551 29,867 13,416 702 37,783 56,131
Changes from: April 2, 2013 Total Change is: -15,518
-7,540 812 1,351 84 2,020 446 -10,880 -15,662 -593 1,606 -3,730 -296 304 134
Percent of Open Interest Represented by Each Category of Trader
38.4 5.5 1.4 13.5 22.9 4.0 10.4 33.1 1.2 13.6 6.1 0.3 17.1 25.5
Number of Traders in Each Category Total Traders: 171
24 12 6 18 17 12 19 46 12 20 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 186,911
Positions
17,433 79,697 910 2,535 39,381 878 124,576 38,390 737 662 2,891 256 38,924 23,771
Changes from: April 2, 2013 Total Change is: -10,353
1,602 1,180 664 -820 -383 0 -14,647 -12,296 -52 170 49 0 2,730 485
Percent of Open Interest Represented by Each Category of Trader
9.3 42.6 0.5 1.4 21.1 0.5 66.6 20.5 0.4 0.4 1.5 0.1 20.8 12.7
Number of Traders in Each Category Total Traders: 94
5 13 . . 7 . 35 22 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 57,559
Positions
22,111 28,508 19,048 2,772 0 0 4,528 1,496 4,288 1,078 170 3,334 400 715
Changes from: April 2, 2013 Total Change is: 115
875 -747 -790 -650 0 0 1,139 1,496 -2 -290 -40 0 -167 198
Percent of Open Interest Represented by Each Category of Trader
38.4 49.5 33.1 4.8 0.0 0.0 7.9 2.6 7.4 1.9 0.3 5.8 0.7 1.2
Number of Traders in Each Category Total Traders: 29
7 11 11 . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 172,646
Positions
3,126 109,905 10 8,635 962 0 134,316 54,945 1,131 13,093 3,248 236 12,099 2,209
Changes from: April 2, 2013 Total Change is: -10,234
644 5,514 10 -831 30 0 -9,496 -15,416 -136 177 -275 127 -729 -88
Percent of Open Interest Represented by Each Category of Trader
1.8 63.7 0.0 5.0 0.6 0.0 77.8 31.8 0.7 7.6 1.9 0.1 7.0 1.3
Number of Traders in Each Category Total Traders: 151
6 15 . 11 . 0 74 14 6 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 38,140
Positions
14,539 23,089 274 963 1,438 0 5,031 1,916 725 15,639 10,142 0 969 556
Changes from: April 2, 2013 Total Change is: 1,329
1,228 -735 0 8 229 0 -299 -54 -25 286 1,755 0 131 159
Percent of Open Interest Represented by Each Category of Trader
38.1 60.5 0.7 2.5 3.8 0.0 13.2 5.0 1.9 41.0 26.6 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 36
6 6 . . . 0 10 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 42,549
Positions
2,745 26,199 170 486 272 0 33,161 11,472 110 1,030 1,019 0 4,847 3,307
Changes from: April 2, 2013 Total Change is: 3,320
-769 4,973 -51 -211 47 0 4,173 -2,495 0 207 27 0 -29 819
Percent of Open Interest Represented by Each Category of Trader
6.5 61.6 0.4 1.1 0.6 0.0 77.9 27.0 0.3 2.4 2.4 0.0 11.4 7.8
Number of Traders in Each Category Total Traders: 70
5 10 . . . 0 27 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 55,463
Positions
8,724 29,709 229 4,158 104 549 30,078 11,887 128 2,844 2,887 0 8,756 9,972
Changes from: April 2, 2013 Total Change is: -1,240
-31 -1,229 14 -1,075 -33 43 -655 304 -48 25 177 0 488 -468
Percent of Open Interest Represented by Each Category of Trader
15.7 53.6 0.4 7.5 0.2 1.0 54.2 21.4 0.2 5.1 5.2 0.0 15.8 18.0
Number of Traders in Each Category Total Traders: 111
16 20 . 6 . . 31 14 4 8 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 110,926
Positions
17,447 59,417 457 8,315 208 1,097 60,155 23,773 256 5,688 5,774 0 17,511 19,944
Changes from: April 2, 2013 Total Change is: -2,480
-62 -2,457 27 -2,150 -66 86 -1,310 608 -96 50 353 0 975 -935
Percent of Open Interest Represented by Each Category of Trader
15.7 53.6 0.4 7.5 0.2 1.0 54.2 21.4 0.2 5.1 5.2 0.0 15.8 18.0
Number of Traders in Each Category Total Traders: 111
16 20 . 6 . . 31 14 4 8 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 775,766
Positions
37,384 221,313 25,620 349,107 138,679 59,171 118,070 181,527 19,366 46,290 31,116 5,333 115,425 93,641
Changes from: April 2, 2013 Total Change is: 11,963
2,327 14,298 -2,377 1,846 8,964 -1,122 9,336 -9,127 -2,017 -2,082 -1,646 1,864 4,188 3,125
Percent of Open Interest Represented by Each Category of Trader
4.8 28.5 3.3 45.0 17.9 7.6 15.2 23.4 2.5 6.0 4.0 0.7 14.9 12.1
Number of Traders in Each Category Total Traders: 578
27 47 18 123 53 60 102 112 71 54 60 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 167,504
Positions
11,451 62,350 1,485 63,583 29,461 8,908 13,466 10,696 722 13,569 8,941 696 53,624 44,245
Changes from: April 2, 2013 Total Change is: 5,837
1,066 4,657 0 956 -366 -75 1,660 -4,750 228 196 1,227 17 1,789 4,899
Percent of Open Interest Represented by Each Category of Trader
6.8 37.2 0.9 38.0 17.6 5.3 8.0 6.4 0.4 8.1 5.3 0.4 32.0 26.4
Number of Traders in Each Category Total Traders: 93
5 12 . 19 9 10 19 15 8 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 3,041,311
Positions
201,069 866,218 49,270 1,457,231 575,702 221,702 542,489 873,625 73,753 172,089 119,359 14,702 309,006 246,980
Changes from: April 2, 2013 Total Change is: 30,628
-13,154 28,748 7,575 7,238 49,441 -8,025 31,592 -28,672 -4,437 -5,174 -8,149 3,018 11,995 -8,871
Percent of Open Interest Represented by Each Category of Trader
6.6 28.5 1.6 47.9 18.9 7.3 17.8 28.7 2.4 5.7 3.9 0.5 10.2 8.1
Number of Traders in Each Category Total Traders: 552
27 45 15 115 48 55 100 111 62 49 57 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 113,079
Positions
3,766 52,404 71 56,108 48,191 2,021 36,855 4,607 463 846 2,221 0 12,949 3,101
Changes from: April 2, 2013 Total Change is: -6,809
-99 -6,663 1 -1,761 1,149 -85 -2,556 -430 -527 -2,359 -2 0 577 -252
Percent of Open Interest Represented by Each Category of Trader
3.3 46.3 0.1 49.6 42.6 1.8 32.6 4.1 0.4 0.7 2.0 0.0 11.5 2.7
Number of Traders in Each Category Total Traders: 98
5 15 . 34 14 10 19 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 70,340
Positions
1,897 47,973 480 30,340 5,629 1,343 27,964 8,529 910 2,255 1,382 54 5,097 4,040
Changes from: April 2, 2013 Total Change is: -5,183
282 -6,064 216 -1,246 58 222 -4,903 -841 876 -203 -53 -2 -426 405
Percent of Open Interest Represented by Each Category of Trader
2.7 68.2 0.7 43.1 8.0 1.9 39.8 12.1 1.3 3.2 2.0 0.1 7.2 5.7
Number of Traders in Each Category Total Traders: 212
14 24 . 29 18 11 65 32 14 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 351,702
Positions
9,484 239,864 2,402 151,698 28,147 6,714 139,821 42,644 4,550 11,276 6,909 270 25,487 20,202
Changes from: April 2, 2013 Total Change is: -25,916
1,412 -30,322 1,081 -6,231 289 1,109 -24,515 -4,204 4,380 -1,013 -264 -10 -2,129 2,025
Percent of Open Interest Represented by Each Category of Trader
2.7 68.2 0.7 43.1 8.0 1.9 39.8 12.1 1.3 3.2 2.0 0.1 7.2 5.7
Number of Traders in Each Category Total Traders: 212
14 24 . 29 18 11 65 32 14 19 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 370,979
Positions
76,445 48,405 8,115 140,090 153,134 20,767 92,033 110,390 7,391 5,109 9,281 12 21,017 13,484
Changes from: April 2, 2013 Total Change is: -10,102
3,564 -4,573 -1,946 1,377 675 742 -3,156 3,669 -1,098 -111 -193 12 -9,486 -7,390
Percent of Open Interest Represented by Each Category of Trader
20.6 13.0 2.2 37.8 41.3 5.6 24.8 29.8 2.0 1.4 2.5 0.0 5.7 3.6
Number of Traders in Each Category Total Traders: 258
24 13 4 59 36 25 59 41 12 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 76,030
Positions
7,563 27,238 102 25,493 0 36 19,653 18,804 40 12,500 4,550 0 10,643 25,260
Changes from: April 2, 2013 Total Change is: 8,866
216 -540 -56 1,489 0 -93 6,377 5,221 40 435 39 0 458 4,255
Percent of Open Interest Represented by Each Category of Trader
9.9 35.8 0.1 33.5 0.0 0.0 25.8 24.7 0.1 16.4 6.0 0.0 14.0 33.2
Number of Traders in Each Category Total Traders: 76
5 11 . 15 0 . 19 11 . 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 83,947
Positions
25,149 14,872 1,881 14,790 6,437 79 27,805 11,400 562 2,998 1,099 0 10,683 47,617
Changes from: April 2, 2013 Total Change is: 6,445
-3,284 3,317 623 5,810 1,025 -1,375 3,300 5,070 519 467 -1,983 0 385 -751
Percent of Open Interest Represented by Each Category of Trader
30.0 17.7 2.2 17.6 7.7 0.1 33.1 13.6 0.7 3.6 1.3 0.0 12.7 56.7
Number of Traders in Each Category Total Traders: 91
20 13 . 10 . . 19 14 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 84,027
Positions
14,984 37,699 2,442 29,084 21,378 4,312 25,995 14,784 820 212 0 0 6,178 2,592
Changes from: April 2, 2013 Total Change is: -2,397
2,779 -2,099 -2,611 209 1,286 -33 -2,447 705 -201 0 0 0 -93 556
Percent of Open Interest Represented by Each Category of Trader
17.8 44.9 2.9 34.6 25.4 5.1 30.9 17.6 1.0 0.3 0.0 0.0 7.4 3.1
Number of Traders in Each Category Total Traders: 78
5 7 . 25 21 10 13 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 198,596
Positions
6,676 98,019 3,776 106,432 22,260 8,917 45,616 52,689 1,387 10,578 6,287 502 14,712 4,759
Changes from: April 2, 2013 Total Change is: 1,435
105 -3,185 1,815 -1,810 3,185 565 141 -2,388 972 -574 547 -142 363 66
Percent of Open Interest Represented by Each Category of Trader
3.4 49.4 1.9 53.6 11.2 4.5 23.0 26.5 0.7 5.3 3.2 0.3 7.4 2.4
Number of Traders in Each Category Total Traders: 146
12 17 6 42 19 21 27 10 8 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 652,501
Positions
5,843 123,144 1,337 283,818 185,983 69,263 112,857 72,181 12,385 15,956 41,246 0 151,042 146,962
Changes from: April 2, 2013 Total Change is: 21,702
3,657 22,514 -3,956 4,797 -8,745 1,220 -92 8,099 2,045 1,098 1,569 0 12,933 -1,044
Percent of Open Interest Represented by Each Category of Trader
0.9 18.9 0.2 43.5 28.5 10.6 17.3 11.1 1.9 2.4 6.3 0.0 23.1 22.5
Number of Traders in Each Category Total Traders: 166
5 21 5 34 28 29 30 32 13 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 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 382,711
Positions
3,559 106,069 789 253,624 45,742 30,612 8,364 123,626 2,952 6,892 12,183 0 75,919 60,738
Changes from: April 2, 2013 Total Change is: 12,575
13 9,779 -29 9,148 -3,303 1,107 1,887 9,076 -471 0 -2,114 0 920 -1,470
Percent of Open Interest Represented by Each Category of Trader
0.9 27.7 0.2 66.3 12.0 8.0 2.2 32.3 0.8 1.8 3.2 0.0 19.8 15.9
Number of Traders in Each Category Total Traders: 70
. 12 . 31 8 17 . 11 6 . . 0
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 916,035
Positions
50,767 144,564 11,977 171,971 224,442 74,727 310,542 257,696 45,270 89,904 54,249 20,858 140,019 82,252
Changes from: April 2, 2013 Total Change is: 4,613
-13,241 7,593 5,174 -3,353 -20,063 2,966 35,211 -19,320 -2,522 -20,810 11,776 287 901 18,722
Percent of Open Interest Represented by Each Category of Trader
5.5 15.8 1.3 18.8 24.5 8.2 33.9 28.1 4.9 9.8 5.9 2.3 15.3 9.0
Number of Traders in Each Category Total Traders: 198
9 21 9 30 28 28 45 29 23 18 18 4
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 51,727
Positions
16,371 23,055 7,642 0 449 668 21,663 14,372 2,948 200 123 227 2,008 2,243
Changes from: April 2, 2013 Total Change is: 9,509
1,995 4,772 3,580 0 0 668 3,075 539 -314 200 31 23 282 210
Percent of Open Interest Represented by Each Category of Trader
31.6 44.6 14.8 0.0 0.9 1.3 41.9 27.8 5.7 0.4 0.2 0.4 3.9 4.3
Number of Traders in Each Category Total Traders: 44
7 11 11 0 . . 9 13 10 . . .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,226,990
Positions
101,720 294,733 53,323 529,352 793,966 234,315 862,482 306,927 59,269 43,461 124,733 14,672 328,396 345,052
Changes from: April 2, 2013 Total Change is: 13,470
2,127 20,290 2,778 40,735 -61,615 7,620 -29,005 18,632 2,637 -27,880 21,074 2,012 12,446 42
Percent of Open Interest Represented by Each Category of Trader
4.6 13.2 2.4 23.8 35.7 10.5 38.7 13.8 2.7 2.0 5.6 0.7 14.7 15.5
Number of Traders in Each Category Total Traders: 329
21 46 16 25 71 55 63 62 41 9 32 9
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,818,121
Positions
202,398 204,562 21,819 710,458 489,632 107,600 403,520 572,189 28,954 69,133 129,512 14,199 260,040 249,654
Changes from: April 2, 2013 Total Change is: 549
-28,836 51,718 -819 25,623 8,770 -515 2,255 -21,137 1,107 -3,210 -46,296 618 4,326 7,103
Percent of Open Interest Represented by Each Category of Trader
11.1 11.3 1.2 39.1 26.9 5.9 22.2 31.5 1.6 3.8 7.1 0.8 14.3 13.7
Number of Traders in Each Category Total Traders: 231
14 32 11 28 41 35 50 42 20 7 17 4
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 338,550
Positions
121,188 108,333 96,168 0 2,515 3,187 38,386 27,228 44,522 0 7,186 12,339 22,760 37,072
Changes from: April 2, 2013 Total Change is: 8,046
6,186 3,358 1,581 0 0 127 -3,653 540 616 0 101 384 2,805 1,339
Percent of Open Interest Represented by Each Category of Trader
35.8 32.0 28.4 0.0 0.7 0.9 11.3 8.0 13.2 0.0 2.1 3.6 6.7 11.0
Number of Traders in Each Category Total Traders: 63
15 19 25 0 . . 12 10 17 0 4 .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,297,230
Positions
1,550,349 2,817,141 1,734,017 985,955 695,173 240,294 1,479,161 506,950 1,858,762 193,515 162,593 300,553 954,624 981,747
Changes from: April 2, 2013 Total Change is: 183,782
-245,718 242,085 77,387 44,511 -76,578 11,135 334,285 -17,263 -63,715 -18,215 -3,055 56,141 -12,029 -42,355
Percent of Open Interest Represented by Each Category of Trader
16.7 30.3 18.7 10.6 7.5 2.6 15.9 5.5 20.0 2.1 1.7 3.2 10.3 10.6
Number of Traders in Each Category Total Traders: 239
25 52 69 12 8 20 54 41 81 11 16 17
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 8,625
Positions
7,800 2,019 0 49 748 0 542 3,978 26 144 1,716 0 64 138
Changes from: April 2, 2013 Total Change is: -742
684 26 0 9 -34 0 -1,448 -720 5 4 0 0 4 -19
Percent of Open Interest Represented by Each Category of Trader
90.4 23.4 0.0 0.6 8.7 0.0 6.3 46.1 0.3 1.7 19.9 0.0 0.7 1.6
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 18,598
Positions
13,843 1,619 0 682 5,162 43 4,003 9,756 0 0 1,823 0 27 195
Changes from: April 2, 2013 Total Change is: 936
1,427 267 0 142 -7 21 -517 646 0 -106 -30 -21 -10 60
Percent of Open Interest Represented by Each Category of Trader
74.4 8.7 0.0 3.7 27.8 0.2 21.5 52.5 0.0 0.0 9.8 0.0 0.1 1.0
Number of Traders in Each Category Total Traders: 27
. 6 0 . 4 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 12,889
Positions
11,470 2,107 0 1,174 3,005 0 0 6,123 212 0 1,204 0 33 238
Changes from: April 2, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
89.0 16.3 0.0 9.1 23.3 0.0 0.0 47.5 1.6 0.0 9.3 0.0 0.3 1.8
Number of Traders in Each Category Total Traders: 20
. 5 0 . . 0 0 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 3,302
Positions
2,740 1,039 0 30 859 36 367 989 0 0 318 0 129 61
Changes from: April 2, 2013 Total Change is: 202
79 -106 0 30 -116 -3 43 368 0 0 18 0 53 41
Percent of Open Interest Represented by Each Category of Trader
83.0 31.5 0.0 0.9 26.0 1.1 11.1 30.0 0.0 0.0 9.6 0.0 3.9 1.8
Number of Traders in Each Category Total Traders: 21
4 . 0 . 4 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 87,508
Positions
9,614 31,170 1,136 6,759 183 197 53,014 50,518 1,047 8,421 1,700 0 7,320 1,557
Changes from: April 2, 2013 Total Change is: -2,387
-47 -940 -65 -84 133 -49 -1,334 -1,394 -287 -1,137 72 0 616 143
Percent of Open Interest Represented by Each Category of Trader
11.0 35.6 1.3 7.7 0.2 0.2 60.6 57.7 1.2 9.6 1.9 0.0 8.4 1.8
Number of Traders in Each Category Total Traders: 125
5 . . 11 . . 52 12 4 33 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 438,715
Positions
115,243 41,864 47,974 71,206 16,900 13,427 56,308 172,953 39,511 5,420 13,320 62,162 27,464 30,604
Changes from: April 2, 2013 Total Change is: 19,591
5,746 2,952 6,994 2,423 1,639 -305 -4,374 746 1,762 -1,292 -1,805 7,569 1,068 39
Percent of Open Interest Represented by Each Category of Trader
26.3 9.5 10.9 16.2 3.9 3.1 12.8 39.4 9.0 1.2 3.0 14.2 6.3 7.0
Number of Traders in Each Category Total Traders: 176
16 18 24 7 8 13 33 48 47 16 15 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,513
Positions
145 3,094 0 2,203 307 201 5,225 4,983 908 660 0 0 171 20
Changes from: April 2, 2013 Total Change is: 398
-14 -19 0 -100 -38 -79 688 520 0 345 0 0 -442 14
Percent of Open Interest Represented by Each Category of Trader
1.5 32.5 0.0 23.2 3.2 2.1 54.9 52.4 9.5 6.9 0.0 0.0 1.8 0.2
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 4 . . 0 0
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Updated April 12, 2013