Traders in Financial Futures - Futures Only Positions as of April 23, 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 171,804
Positions
92,904 4,455 998 18,454 20,696 234 18,522 101,692 5,861 9,765 1,313 36 25,030 36,519
Changes from: April 16, 2013 Total Change is: 693
-1,256 861 -512 430 232 44 1,461 -1,710 104 -290 -597 -4 716 2,275
Percent of Open Interest Represented by Each Category of Trader
54.1 2.6 0.6 10.7 12.0 0.1 10.8 59.2 3.4 5.7 0.8 0.0 14.6 21.3
Number of Traders in Each Category Total Traders: 89
9 4 6 6 5 4 20 30 7 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 50,101
Positions
22,799 24,116 0 0 1,944 0 14,392 9,515 331 408 2,132 0 12,171 12,063
Changes from: April 16, 2013 Total Change is: -3,668
-341 893 -39 0 5 0 -1,703 -4,692 0 0 -367 0 -1,585 532
Percent of Open Interest Represented by Each Category of Trader
45.5 48.1 0.0 0.0 3.9 0.0 28.7 19.0 0.7 0.8 4.3 0.0 24.3 24.1
Number of Traders in Each Category Total Traders: 36
4 7 0 0 . 0 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 199,465
Positions
99,517 7,199 960 18,681 30,820 544 33,351 101,171 3,527 28,206 11,764 10 14,669 43,470
Changes from: April 16, 2013 Total Change is: -1,419
-1,245 685 98 -83 822 -556 -742 -6,852 -231 2,429 1,729 -33 -1,056 2,919
Percent of Open Interest Represented by Each Category of Trader
49.9 3.6 0.5 9.4 15.5 0.3 16.7 50.7 1.8 14.1 5.9 0.0 7.4 21.8
Number of Traders in Each Category Total Traders: 108
11 8 7 5 15 . 20 34 9 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 204,150
Positions
107,794 22,294 538 19,979 14,221 1,670 39,782 90,051 2,442 13,218 12,864 2,514 16,213 57,556
Changes from: April 16, 2013 Total Change is: -10,427
-10,683 1,944 -222 -932 612 78 4,093 -15,714 77 -5,593 2,780 327 2,428 -309
Percent of Open Interest Represented by Each Category of Trader
52.8 10.9 0.3 9.8 7.0 0.8 19.5 44.1 1.2 6.5 6.3 1.2 7.9 28.2
Number of Traders in Each Category Total Traders: 143
10 13 . 5 14 . 28 48 14 7 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 220,051
Positions
68,299 17,535 3,053 28,686 49,994 9,080 38,319 67,615 2,629 30,239 15,041 885 38,861 54,219
Changes from: April 16, 2013 Total Change is: 4,394
4,154 2,247 411 -833 -1,100 9 872 3,681 -468 336 -907 258 -345 263
Percent of Open Interest Represented by Each Category of Trader
31.0 8.0 1.4 13.0 22.7 4.1 17.4 30.7 1.2 13.7 6.8 0.4 17.7 24.6
Number of Traders in Each Category Total Traders: 175
20 15 6 16 19 13 22 50 17 16 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 161,752
Positions
34,214 38,962 886 1,285 40,436 1,612 93,245 46,321 1,768 3,036 4,514 0 25,706 27,253
Changes from: April 16, 2013 Total Change is: -7,693
9,799 -19,674 -257 -1,197 437 474 -13,767 4,684 1,018 2,111 1,175 -181 -5,693 4,631
Percent of Open Interest Represented by Each Category of Trader
21.2 24.1 0.5 0.8 25.0 1.0 57.6 28.6 1.1 1.9 2.8 0.0 15.9 16.8
Number of Traders in Each Category Total Traders: 108
12 12 4 . 7 . 29 32 10 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 57,301
Positions
22,877 27,482 19,360 2,138 0 0 3,955 2,144 4,288 1,078 0 3,334 271 693
Changes from: April 16, 2013 Total Change is: 272
835 -824 281 -195 0 0 -569 859 0 0 0 0 -80 -44
Percent of Open Interest Represented by Each Category of Trader
39.9 48.0 33.8 3.7 0.0 0.0 6.9 3.7 7.5 1.9 0.0 5.8 0.5 1.2
Number of Traders in Each Category Total Traders: 27
7 10 11 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 177,502
Positions
3,395 115,180 27 7,954 712 9 136,215 51,748 1,181 13,625 2,838 100 14,996 5,707
Changes from: April 16, 2013 Total Change is: -1,989
532 -309 1 -850 -150 8 -5,934 -3,755 -310 1,791 -833 0 2,773 3,359
Percent of Open Interest Represented by Each Category of Trader
1.9 64.9 0.0 4.5 0.4 0.0 76.7 29.2 0.7 7.7 1.6 0.1 8.4 3.2
Number of Traders in Each Category Total Traders: 152
9 12 . 11 . . 77 13 7 23 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 41,390
Positions
15,147 26,587 274 3,885 1,552 0 5,568 1,915 513 15,134 10,142 0 869 407
Changes from: April 16, 2013 Total Change is: 2,416
28 2,533 0 2,128 94 0 757 -74 -85 -333 0 0 -79 -52
Percent of Open Interest Represented by Each Category of Trader
36.6 64.2 0.7 9.4 3.7 0.0 13.5 4.6 1.2 36.6 24.5 0.0 2.1 1.0
Number of Traders in Each Category Total Traders: 38
6 7 . . . 0 12 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 45,127
Positions
2,746 28,579 178 521 433 0 36,176 11,546 114 784 1,293 0 4,608 2,984
Changes from: April 16, 2013 Total Change is: -1,513
308 -3,264 -8 198 175 0 -1,743 1,246 -1 -372 135 0 105 204
Percent of Open Interest Represented by Each Category of Trader
6.1 63.3 0.4 1.2 1.0 0.0 80.2 25.6 0.3 1.7 2.9 0.0 10.2 6.6
Number of Traders in Each Category Total Traders: 65
4 10 4 . . 0 23 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 59,475
Positions
9,537 37,874 260 3,890 298 619 33,473 9,344 47 2,918 2,366 6 8,727 8,661
Changes from: April 16, 2013 Total Change is: 2,115
603 3,644 17 91 204 -6 1,619 -1,116 -296 29 607 6 53 -944
Percent of Open Interest Represented by Each Category of Trader
16.0 63.7 0.4 6.5 0.5 1.0 56.3 15.7 0.1 4.9 4.0 0.0 14.7 14.6
Number of Traders in Each Category Total Traders: 117
17 21 . 5 . . 40 10 4 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 118,949
Positions
19,073 75,748 519 7,780 596 1,238 66,945 18,688 94 5,835 4,732 12 17,453 17,322
Changes from: April 16, 2013 Total Change is: 4,230
1,206 7,287 33 181 407 -12 3,238 -2,232 -591 58 1,214 11 106 -1,887
Percent of Open Interest Represented by Each Category of Trader
16.0 63.7 0.4 6.5 0.5 1.0 56.3 15.7 0.1 4.9 4.0 0.0 14.7 14.6
Number of Traders in Each Category Total Traders: 117
17 21 . 5 . . 40 10 4 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 782,302
Positions
33,062 213,431 32,672 338,406 131,563 59,068 111,083 179,058 33,693 50,375 36,935 6,197 117,747 89,685
Changes from: April 16, 2013 Total Change is: 10,102
-2,326 -11,433 5,099 -10,588 1,577 231 -5,192 -6,793 10,035 2,410 2,764 -374 10,805 8,994
Percent of Open Interest Represented by Each Category of Trader
4.2 27.3 4.2 43.3 16.8 7.6 14.2 22.9 4.3 6.4 4.7 0.8 15.1 11.5
Number of Traders in Each Category Total Traders: 559
27 45 21 124 53 58 97 112 71 48 53 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 176,666
Positions
16,144 63,535 2,233 60,737 28,924 8,883 16,518 16,652 934 14,124 10,952 1,083 56,010 43,470
Changes from: April 16, 2013 Total Change is: 11,041
2,268 -1,567 692 -898 -556 -8 5,206 1,516 172 1,160 1,383 0 2,449 9,409
Percent of Open Interest Represented by Each Category of Trader
9.1 36.0 1.3 34.4 16.4 5.0 9.3 9.4 0.5 8.0 6.2 0.6 31.7 24.6
Number of Traders in Each Category Total Traders: 93
5 11 . 19 9 10 20 16 8 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 3,028,179
Positions
181,005 845,897 55,782 1,418,364 543,216 220,903 541,964 881,170 94,654 187,838 136,498 18,983 308,686 231,076
Changes from: April 16, 2013 Total Change is: -4,696
-1,002 -27,360 69 -49,566 9,550 2,312 -11,275 -832 8,604 6,081 6,734 -1,700 41,781 -2,073
Percent of Open Interest Represented by Each Category of Trader
6.0 27.9 1.8 46.8 17.9 7.3 17.9 29.1 3.1 6.2 4.5 0.6 10.2 7.6
Number of Traders in Each Category Total Traders: 534
29 43 15 116 48 54 93 111 62 44 50 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 109,009
Positions
2,764 45,433 74 56,935 48,562 1,928 32,393 6,112 1,237 898 2,215 0 12,780 3,448
Changes from: April 16, 2013 Total Change is: -3,328
-928 -3,948 3 -953 27 3 -1,325 373 -239 57 0 0 54 453
Percent of Open Interest Represented by Each Category of Trader
2.5 41.7 0.1 52.2 44.5 1.8 29.7 5.6 1.1 0.8 2.0 0.0 11.7 3.2
Number of Traders in Each Category Total Traders: 98
4 16 . 35 14 10 19 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 70,732
Positions
3,775 48,894 484 31,352 5,554 1,236 25,670 7,866 655 1,843 2,535 331 5,386 3,177
Changes from: April 16, 2013 Total Change is: -2,980
701 -2,870 44 -762 -40 174 -3,254 -928 411 -410 1,214 266 -150 -1,251
Percent of Open Interest Represented by Each Category of Trader
5.3 69.1 0.7 44.3 7.9 1.7 36.3 11.1 0.9 2.6 3.6 0.5 7.6 4.5
Number of Traders in Each Category Total Traders: 217
17 25 . 29 20 12 60 32 13 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 353,662
Positions
18,876 244,471 2,418 156,758 27,770 6,181 128,352 39,332 3,277 9,217 12,675 1,655 26,928 15,883
Changes from: April 16, 2013 Total Change is: -14,900
3,505 -14,351 221 -3,812 -201 870 -16,271 -4,640 2,055 -2,049 6,071 1,332 -751 -6,257
Percent of Open Interest Represented by Each Category of Trader
5.3 69.1 0.7 44.3 7.9 1.7 36.3 11.1 0.9 2.6 3.6 0.5 7.6 4.5
Number of Traders in Each Category Total Traders: 217
17 25 . 29 20 12 60 32 13 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 367,240
Positions
91,958 38,369 4,194 125,412 155,382 22,971 86,684 115,407 8,031 7,036 7,324 0 20,954 15,562
Changes from: April 16, 2013 Total Change is: 4,247
5,991 1,729 -48 -4,807 2,481 2,146 1,404 394 -499 -199 -970 0 259 -986
Percent of Open Interest Represented by Each Category of Trader
25.0 10.4 1.1 34.1 42.3 6.3 23.6 31.4 2.2 1.9 2.0 0.0 5.7 4.2
Number of Traders in Each Category Total Traders: 258
24 9 . 56 38 24 55 46 10 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 75,334
Positions
7,992 31,317 0 25,612 0 37 18,865 15,707 9 11,900 4,620 0 10,919 23,644
Changes from: April 16, 2013 Total Change is: -1,158
-243 233 -14 41 0 1 1,374 -873 -9 -867 -50 0 -1,441 -446
Percent of Open Interest Represented by Each Category of Trader
10.6 41.6 0.0 34.0 0.0 0.0 25.0 20.8 0.0 15.8 6.1 0.0 14.5 31.4
Number of Traders in Each Category Total Traders: 69
6 9 0 15 0 . 17 9 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 87,081
Positions
31,073 19,050 1,413 14,541 6,817 0 26,533 10,065 383 3,547 4,013 0 9,591 45,340
Changes from: April 16, 2013 Total Change is: -2,719
-897 -282 -220 -131 160 0 784 -2,588 -11 473 -517 -50 -2,667 789
Percent of Open Interest Represented by Each Category of Trader
35.7 21.9 1.6 16.7 7.8 0.0 30.5 11.6 0.4 4.1 4.6 0.0 11.0 52.1
Number of Traders in Each Category Total Traders: 86
21 15 5 9 . 0 17 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 85,346
Positions
15,568 37,836 2,316 31,099 23,220 3,988 24,967 14,061 1,827 212 0 0 5,369 2,098
Changes from: April 16, 2013 Total Change is: 758
-165 -294 108 1,504 935 -280 114 763 -182 0 0 0 -341 -292
Percent of Open Interest Represented by Each Category of Trader
18.2 44.3 2.7 36.4 27.2 4.7 29.3 16.5 2.1 0.2 0.0 0.0 6.3 2.5
Number of Traders in Each Category Total Traders: 75
5 7 . 26 20 11 11 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 199,130
Positions
6,377 96,499 3,699 107,972 26,470 7,977 43,455 51,384 1,310 12,174 4,695 297 15,869 6,799
Changes from: April 16, 2013 Total Change is: -3,826
69 -4,325 1,083 -2,412 1,407 707 -2,183 -723 -39 981 -1,325 -175 -1,857 -436
Percent of Open Interest Represented by Each Category of Trader
3.2 48.5 1.9 54.2 13.3 4.0 21.8 25.8 0.7 6.1 2.4 0.1 8.0 3.4
Number of Traders in Each Category Total Traders: 147
11 19 5 42 22 19 24 9 7 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 705,136
Positions
18,041 130,666 1,326 294,102 189,560 72,642 129,264 95,728 14,723 14,448 47,716 9 160,581 152,766
Changes from: April 16, 2013 Total Change is: 30,436
7,271 -1,009 -482 290 10,213 2,232 7,575 5,627 5,045 397 4,992 9 8,099 3,809
Percent of Open Interest Represented by Each Category of Trader
2.6 18.5 0.2 41.7 26.9 10.3 18.3 13.6 2.1 2.0 6.8 0.0 22.8 21.7
Number of Traders in Each Category Total Traders: 185
5 26 5 37 30 32 28 39 17 4 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 395,953
Positions
18,224 107,504 1,095 247,648 47,744 32,241 8,996 136,283 2,229 6,570 12,131 25 78,925 56,701
Changes from: April 16, 2013 Total Change is: 11,181
13,497 -2,027 133 -3,329 -2,143 185 193 14,070 -863 -322 -115 25 1,662 1,916
Percent of Open Interest Represented by Each Category of Trader
4.6 27.2 0.3 62.5 12.1 8.1 2.3 34.4 0.6 1.7 3.1 0.0 19.9 14.3
Number of Traders in Each Category Total Traders: 72
. 12 4 29 9 15 . 11 4 . . .
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Traders in Financial Futures - Futures Only Positions as of April 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 907,014
Positions
55,105 117,909 22,207 193,850 194,228 54,911 295,209 304,864 48,458 75,076 55,664 22,802 139,396 85,971
Changes from: April 16, 2013 Total Change is: 10,652
11,300 -5,812 5,268 2,800 -13,330 -436 -9,950 14,779 11,335 -12,351 940 1,762 924 -3,854
Percent of Open Interest Represented by Each Category of Trader
6.1 13.0 2.4 21.4 21.4 6.1 32.5 33.6 5.3 8.3 6.1 2.5 15.4 9.5
Number of Traders in Each Category Total Traders: 202
12 23 10 32 25 26 40 32 24 19 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 55,437
Positions
18,747 24,455 10,124 0 400 668 18,995 15,466 3,079 200 17 855 2,769 373
Changes from: April 16, 2013 Total Change is: 1,959
1,564 -1,169 1,666 0 0 -49 -3,998 1,019 333 -4 17 138 2,309 4
Percent of Open Interest Represented by Each Category of Trader
33.8 44.1 18.3 0.0 0.7 1.2 34.3 27.9 5.6 0.4 0.0 1.5 5.0 0.7
Number of Traders in Each Category Total Traders: 41
8 11 11 0 . . 9 10 8 . . .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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 2,264,629
Positions
121,347 272,126 60,050 543,771 812,188 225,558 867,801 301,873 65,851 33,710 137,242 25,115 321,426 364,626
Changes from: April 16, 2013 Total Change is: 50,826
15,125 -17,470 13,050 19,457 31,714 -16,529 7,369 2,142 6,424 -12,714 16,669 8,965 9,679 5,861
Percent of Open Interest Represented by Each Category of Trader
5.4 12.0 2.7 24.0 35.9 10.0 38.3 13.3 2.9 1.5 6.1 1.1 14.2 16.1
Number of Traders in Each Category Total Traders: 340
27 44 21 27 73 57 64 64 44 9 32 10
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Traders in Financial Futures - Futures Only Positions as of April 23, 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 1,836,756
Positions
292,259 221,689 33,406 529,876 483,396 141,127 469,874 525,652 31,245 57,561 125,164 17,285 264,123 257,792
Changes from: April 16, 2013 Total Change is: -28,348
30,233 -1,846 8,899 -126,412 14,140 14,983 37,215 -70,521 1,245 -3,878 1,233 1,945 7,422 1,574
Percent of Open Interest Represented by Each Category of Trader
15.9 12.1 1.8 28.8 26.3 7.7 25.6 28.6 1.7 3.1 6.8 0.9 14.4 14.0
Number of Traders in Each Category Total Traders: 224
15 28 10 27 39 32 50 40 22 7 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 361,957
Positions
133,209 121,685 106,789 0 3,241 3,187 35,716 24,135 47,776 299 6,858 10,938 24,043 37,348
Changes from: April 16, 2013 Total Change is: 13,303
8,973 13,371 2,915 0 0 0 -103 -3,036 1,815 226 33 -336 -187 -1,459
Percent of Open Interest Represented by Each Category of Trader
36.8 33.6 29.5 0.0 0.9 0.9 9.9 6.7 13.2 0.1 1.9 3.0 6.6 10.3
Number of Traders in Each Category Total Traders: 64
16 20 25 0 . . 10 10 15 . . .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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 9,398,759
Positions
1,226,986 2,779,875 1,853,327 1,013,231 576,298 249,657 1,804,122 573,280 1,797,412 148,904 189,934 352,209 952,911 1,026,767
Changes from: April 16, 2013 Total Change is: 15,901
-147,641 12,880 45,960 12,045 -100,864 -98 107,529 -4,192 -27,030 -26,775 6,995 42,260 9,651 39,990
Percent of Open Interest Represented by Each Category of Trader
13.1 29.6 19.7 10.8 6.1 2.7 19.2 6.1 19.1 1.6 2.0 3.7 10.1 10.9
Number of Traders in Each Category Total Traders: 249
25 51 69 11 12 22 56 45 79 11 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 8,720
Positions
7,980 2,286 0 52 748 0 404 3,796 37 128 1,716 0 119 137
Changes from: April 16, 2013 Total Change is: 284
216 -22 0 2 0 0 37 302 0 0 0 0 29 4
Percent of Open Interest Represented by Each Category of Trader
91.5 26.2 0.0 0.6 8.6 0.0 4.6 43.5 0.4 1.5 19.7 0.0 1.4 1.6
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 18,373
Positions
12,542 1,927 50 1,044 4,202 65 4,190 10,173 0 465 1,823 0 17 133
Changes from: April 16, 2013 Total Change is: 417
206 -22 0 137 -27 -16 -115 486 0 215 0 0 -10 -4
Percent of Open Interest Represented by Each Category of Trader
68.3 10.5 0.3 5.7 22.9 0.4 22.8 55.4 0.0 2.5 9.9 0.0 0.1 0.7
Number of Traders in Each Category Total Traders: 27
4 5 . . . . . 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 12,674
Positions
10,214 1,659 18 1,174 3,005 0 755 5,900 500 0 1,204 0 13 388
Changes from: April 16, 2013 Total Change is: -378
-665 -474 18 0 0 0 290 79 -1 0 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
80.6 13.1 0.1 9.3 23.7 0.0 6.0 46.6 3.9 0.0 9.5 0.0 0.1 3.1
Number of Traders in Each Category Total Traders: 20
4 4 . . . 0 . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 3,703
Positions
2,785 1,041 2 93 818 36 660 1,439 0 0 318 0 127 49
Changes from: April 16, 2013 Total Change is: 233
-6 -27 2 61 -29 0 205 305 0 0 0 0 -29 -18
Percent of Open Interest Represented by Each Category of Trader
75.2 28.1 0.1 2.5 22.1 1.0 17.8 38.9 0.0 0.0 8.6 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 22
5 . . . 4 . 4 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 78,266
Positions
8,942 29,966 1,136 6,688 218 69 40,085 43,352 1,048 10,276 635 1 10,021 1,841
Changes from: April 16, 2013 Total Change is: 479
-378 265 0 530 15 -135 -3,074 3,326 337 989 -3,589 1 2,209 259
Percent of Open Interest Represented by Each Category of Trader
11.4 38.3 1.5 8.5 0.3 0.1 51.2 55.4 1.3 13.1 0.8 0.0 12.8 2.4
Number of Traders in Each Category Total Traders: 131
6 . . 11 . . 47 15 6 43 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 381,591
Positions
104,082 43,832 36,507 47,647 18,020 15,763 45,518 130,320 41,676 5,757 8,304 60,684 23,957 26,485
Changes from: April 16, 2013 Total Change is: -73,503
-19,714 67 -23,655 -10,485 699 792 -5,966 -31,468 2,187 73 -3,817 -10,987 -5,748 -7,321
Percent of Open Interest Represented by Each Category of Trader
27.3 11.5 9.6 12.5 4.7 4.1 11.9 34.2 10.9 1.5 2.2 15.9 6.3 6.9
Number of Traders in Each Category Total Traders: 161
21 12 22 5 12 10 24 46 45 22 8 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 10,484
Positions
308 3,093 0 2,273 291 137 6,110 6,030 908 613 0 0 135 25
Changes from: April 16, 2013 Total Change is: 149
102 5 0 100 31 -150 113 259 0 11 0 0 -27 4
Percent of Open Interest Represented by Each Category of Trader
2.9 29.5 0.0 21.7 2.8 1.3 58.3 57.5 8.7 5.8 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 23
. . 0 6 . . 5 4 . . 0 0
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Updated April 26, 2013