Traders in Financial Futures - Futures Only Positions as of June 4, 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 141,838
Positions
73,075 10,027 2,214 16,799 20,019 152 14,337 60,778 5,676 7,877 3,033 669 21,039 39,270
Changes from: May 28, 2013 Total Change is: -2,887
6,982 -1,596 450 420 -381 3 -5,436 1,488 -974 -110 -179 186 -4,408 -1,884
Percent of Open Interest Represented by Each Category of Trader
51.5 7.1 1.6 11.8 14.1 0.1 10.1 42.9 4.0 5.6 2.1 0.5 14.8 27.7
Number of Traders in Each Category Total Traders: 87
9 7 6 5 4 4 12 33 11 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 64,552
Positions
42,287 11,081 2,346 0 1,330 0 7,206 26,494 2,355 3,086 1,621 55 7,217 19,270
Changes from: May 28, 2013 Total Change is: -5,463
-2,397 234 451 0 -200 0 -3,460 -3,934 1,638 -1,252 0 55 -498 -3,707
Percent of Open Interest Represented by Each Category of Trader
65.5 17.2 3.6 0.0 2.1 0.0 11.2 41.0 3.6 4.8 2.5 0.1 11.2 29.9
Number of Traders in Each Category Total Traders: 45
9 7 4 0 . 0 10 14 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 210,499
Positions
114,402 12,945 2,221 17,173 29,447 252 28,070 110,868 5,685 27,544 9,839 0 15,152 39,242
Changes from: May 28, 2013 Total Change is: -11,113
299 2,494 -869 -103 -833 65 -9,080 -8,132 1,341 -1,166 -831 -67 -1,533 -4,281
Percent of Open Interest Represented by Each Category of Trader
54.3 6.1 1.1 8.2 14.0 0.1 13.3 52.7 2.7 13.1 4.7 0.0 7.2 18.6
Number of Traders in Each Category Total Traders: 108
10 7 6 6 18 . 17 35 11 4 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 219,135
Positions
115,566 31,524 2,631 24,073 16,612 1,821 38,271 90,863 4,424 12,636 11,058 3,235 16,478 56,967
Changes from: May 28, 2013 Total Change is: -11,877
-11,968 6,529 355 1,990 -2,355 -362 -184 -12,129 402 -1,873 -3,792 -141 -96 -384
Percent of Open Interest Represented by Each Category of Trader
52.7 14.4 1.2 11.0 7.6 0.8 17.5 41.5 2.0 5.8 5.0 1.5 7.5 26.0
Number of Traders in Each Category Total Traders: 138
10 13 4 7 16 . 17 52 15 5 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 240,733
Positions
69,606 17,509 5,533 35,514 52,712 4,713 37,549 78,958 6,835 40,167 14,724 620 40,196 59,129
Changes from: May 28, 2013 Total Change is: -23,479
-25,311 3,529 3,422 -1,509 -126 438 368 -27,424 2,973 -3,455 1,115 -622 217 -6,784
Percent of Open Interest Represented by Each Category of Trader
28.9 7.3 2.3 14.8 21.9 2.0 15.6 32.8 2.8 16.7 6.1 0.3 16.7 24.6
Number of Traders in Each Category Total Traders: 172
23 14 11 14 21 12 17 48 20 19 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 212,222
Positions
128,426 21,326 5,157 0 44,437 1,007 42,568 80,539 2,880 13,682 10,731 0 18,502 46,145
Changes from: May 28, 2013 Total Change is: 3,195
12,794 -7,426 3,248 0 266 -36 -10,103 7,651 -1,172 -7 -563 -5 -1,524 1,232
Percent of Open Interest Represented by Each Category of Trader
60.5 10.0 2.4 0.0 20.9 0.5 20.1 38.0 1.4 6.4 5.1 0.0 8.7 21.7
Number of Traders in Each Category Total Traders: 121
15 6 7 0 10 . 21 50 18 7 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 49,774
Positions
17,538 17,750 16,779 1,252 0 0 3,680 1,919 4,317 1,201 0 3,211 1,796 5,798
Changes from: May 28, 2013 Total Change is: -2,257
-1,843 -5,923 -823 -461 0 0 -425 -814 2 0 0 0 1,293 5,301
Percent of Open Interest Represented by Each Category of Trader
35.2 35.7 33.7 2.5 0.0 0.0 7.4 3.9 8.7 2.4 0.0 6.5 3.6 11.6
Number of Traders in Each Category Total Traders: 26
6 9 11 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 126,313
Positions
13,072 74,633 1,818 3,952 870 116 81,119 36,694 6,200 13,262 3,174 0 6,774 2,808
Changes from: May 28, 2013 Total Change is: -24,152
6,449 -25,753 348 -1,033 0 104 -32,932 -3,726 4,719 716 -339 0 -2,523 495
Percent of Open Interest Represented by Each Category of Trader
10.3 59.1 1.4 3.1 0.7 0.1 64.2 29.1 4.9 10.5 2.5 0.0 5.4 2.2
Number of Traders in Each Category Total Traders: 115
9 10 . 7 . . 45 22 14 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 38,940
Positions
10,821 20,920 3,602 1,806 2,044 0 4,620 6,073 834 14,935 3,055 1,646 676 766
Changes from: May 28, 2013 Total Change is: -4,814
-5,634 -2,590 2,180 7 -300 0 -3,001 4,339 -141 1,949 -8,387 -211 37 296
Percent of Open Interest Represented by Each Category of Trader
27.8 53.7 9.3 4.6 5.2 0.0 11.9 15.6 2.1 38.4 7.8 4.2 1.7 2.0
Number of Traders in Each Category Total Traders: 39
6 8 . . . 0 7 8 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 25,530
Positions
11,736 13,210 232 146 327 0 10,609 6,618 25 877 958 0 1,905 4,160
Changes from: May 28, 2013 Total Change is: -3,847
4,519 -4,055 -135 146 -92 0 -7,850 606 -39 -148 -417 0 -340 285
Percent of Open Interest Represented by Each Category of Trader
46.0 51.7 0.9 0.6 1.3 0.0 41.6 25.9 0.1 3.4 3.8 0.0 7.5 16.3
Number of Traders in Each Category Total Traders: 53
8 7 . . . 0 11 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 58,071
Positions
7,866 36,451 1,033 4,821 549 120 31,367 8,752 33 3,537 659 36 9,260 10,439
Changes from: May 28, 2013 Total Change is: 155
-592 1,762 163 -136 380 36 1,692 -1,557 -125 179 -116 36 -1,098 -423
Percent of Open Interest Represented by Each Category of Trader
13.5 62.8 1.8 8.3 0.9 0.2 54.0 15.1 0.1 6.1 1.1 0.1 15.9 18.0
Number of Traders in Each Category Total Traders: 95
14 18 6 6 . . 33 9 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 116,141
Positions
15,731 72,902 2,066 9,641 1,098 240 62,734 17,503 65 7,074 1,318 71 18,519 20,878
Changes from: May 28, 2013 Total Change is: 309
-1,183 3,523 325 -272 760 71 3,384 -3,114 -249 357 -232 71 -2,195 -846
Percent of Open Interest Represented by Each Category of Trader
13.5 62.8 1.8 8.3 0.9 0.2 54.0 15.1 0.1 6.1 1.1 0.1 15.9 18.0
Number of Traders in Each Category Total Traders: 95
14 18 6 6 . . 33 9 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 867,486
Positions
45,211 205,545 62,968 361,309 135,043 58,670 106,729 202,052 55,896 56,850 38,302 8,081 111,772 100,928
Changes from: May 28, 2013 Total Change is: -9,016
-3,518 -41,332 3,660 -7,459 6,225 2,602 -6,344 -8,981 8,129 -2,229 86 -897 -2,960 21,492
Percent of Open Interest Represented by Each Category of Trader
5.2 23.7 7.3 41.7 15.6 6.8 12.3 23.3 6.4 6.6 4.4 0.9 12.9 11.6
Number of Traders in Each Category Total Traders: 562
34 39 30 119 58 64 97 110 80 52 50 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 205,916
Positions
37,312 73,043 6,009 61,603 36,513 7,410 14,836 27,354 2,444 13,829 11,721 1,905 60,568 39,517
Changes from: May 28, 2013 Total Change is: 6,338
2,795 -5,347 1,741 126 387 -1,162 -297 6,079 124 574 -181 0 2,437 4,697
Percent of Open Interest Represented by Each Category of Trader
18.1 35.5 2.9 29.9 17.7 3.6 7.2 13.3 1.2 6.7 5.7 0.9 29.4 19.2
Number of Traders in Each Category Total Traders: 99
10 9 4 18 12 11 19 17 11 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 3,307,852
Positions
235,767 858,782 88,526 1,523,901 518,023 230,926 552,181 966,205 174,544 228,993 146,797 16,992 256,022 307,057
Changes from: May 28, 2013 Total Change is: -76,769
-19,052 -167,415 -2,916 -36,337 30,776 17,232 9,882 -35,180 -94 -18,317 -2,967 -180 -26,987 83,975
Percent of Open Interest Represented by Each Category of Trader
7.1 26.0 2.7 46.1 15.7 7.0 16.7 29.2 5.3 6.9 4.4 0.5 7.7 9.3
Number of Traders in Each Category Total Traders: 536
35 37 28 111 52 56 94 109 69 48 47 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 108,988
Positions
3,537 52,922 65 58,309 42,710 1,698 31,173 4,582 644 603 2,179 0 12,959 4,188
Changes from: May 28, 2013 Total Change is: -76
169 -491 26 1,831 655 -772 -508 -725 115 -308 0 0 -629 1,116
Percent of Open Interest Represented by Each Category of Trader
3.2 48.6 0.1 53.5 39.2 1.6 28.6 4.2 0.6 0.6 2.0 0.0 11.9 3.8
Number of Traders in Each Category Total Traders: 92
5 15 . 35 12 11 17 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 86,007
Positions
4,331 61,672 656 38,917 5,253 875 30,929 6,780 991 2,366 3,354 127 6,816 6,299
Changes from: May 28, 2013 Total Change is: -1,207
442 -1,896 -49 -33 -799 311 -2,516 -127 744 -240 -251 -53 187 913
Percent of Open Interest Represented by Each Category of Trader
5.0 71.7 0.8 45.2 6.1 1.0 36.0 7.9 1.2 2.8 3.9 0.1 7.9 7.3
Number of Traders in Each Category Total Traders: 222
19 24 10 33 20 8 69 29 17 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 430,036
Positions
21,654 308,362 3,281 194,583 26,264 4,373 154,647 33,902 4,955 11,832 16,769 633 34,078 31,497
Changes from: May 28, 2013 Total Change is: -6,034
2,212 -9,482 -247 -163 -3,994 1,553 -12,582 -633 3,722 -1,202 -1,253 -264 937 4,564
Percent of Open Interest Represented by Each Category of Trader
5.0 71.7 0.8 45.2 6.1 1.0 36.0 7.9 1.2 2.8 3.9 0.1 7.9 7.3
Number of Traders in Each Category Total Traders: 222
19 24 10 33 20 8 69 29 17 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 374,767
Positions
78,156 53,437 6,973 128,232 143,541 25,069 86,561 104,812 7,870 8,077 7,060 6 33,823 25,999
Changes from: May 28, 2013 Total Change is: 9,965
14,117 -6,422 -1,446 -4,868 3,781 -10 -6,278 6,833 1,057 888 386 -10 6,515 5,796
Percent of Open Interest Represented by Each Category of Trader
20.9 14.3 1.9 34.2 38.3 6.7 23.1 28.0 2.1 2.2 1.9 0.0 9.0 6.9
Number of Traders in Each Category Total Traders: 251
17 15 4 46 35 21 59 45 18 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 69,667
Positions
4,293 28,957 230 23,034 867 448 17,747 10,990 202 9,389 4,057 0 14,324 23,916
Changes from: May 28, 2013 Total Change is: -8,250
-2,928 -3,868 153 -2,517 0 0 -3,272 -3,933 -595 -487 50 0 1,396 -57
Percent of Open Interest Represented by Each Category of Trader
6.2 41.6 0.3 33.1 1.2 0.6 25.5 15.8 0.3 13.5 5.8 0.0 20.6 34.3
Number of Traders in Each Category Total Traders: 69
5 9 . 15 . . 17 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 86,161
Positions
33,010 15,606 2,255 11,673 4,095 152 18,071 12,496 2,331 3,955 1,797 0 14,714 47,429
Changes from: May 28, 2013 Total Change is: -7,160
1,810 -563 -755 -1,120 -1,594 -196 -6,418 2,207 -545 -2,083 92 0 2,147 -5,806
Percent of Open Interest Represented by Each Category of Trader
38.3 18.1 2.6 13.5 4.8 0.2 21.0 14.5 2.7 4.6 2.1 0.0 17.1 55.0
Number of Traders in Each Category Total Traders: 102
21 16 9 8 4 . 24 17 8 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 89,301
Positions
16,125 37,232 2,365 34,095 20,285 4,388 24,149 19,597 2,356 0 0 0 5,823 3,078
Changes from: May 28, 2013 Total Change is: -1,164
978 -2,914 5 -1,706 -277 748 -1,168 191 21 0 0 0 -42 1,062
Percent of Open Interest Represented by Each Category of Trader
18.1 41.7 2.6 38.2 22.7 4.9 27.0 21.9 2.6 0.0 0.0 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 74
5 7 . 24 20 11 11 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 224,281
Positions
14,154 110,655 9,668 98,803 24,976 21,293 48,214 42,623 7,704 7,960 2,168 388 16,097 4,806
Changes from: May 28, 2013 Total Change is: 7,789
2,535 2,572 1,655 -16,817 2,778 14,110 4,587 -12,924 1,724 139 327 -6 -138 -2,447
Percent of Open Interest Represented by Each Category of Trader
6.3 49.3 4.3 44.1 11.1 9.5 21.5 19.0 3.4 3.5 1.0 0.2 7.2 2.1
Number of Traders in Each Category Total Traders: 153
20 17 7 40 23 20 27 9 10 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 579,821
Positions
12,404 69,123 9,843 238,799 95,100 80,823 53,247 81,794 50,023 11,453 28,856 0 123,229 164,259
Changes from: May 28, 2013 Total Change is: -131,119
7,727 -7,608 -44,344 -1,920 -9,254 -11,249 -15,563 -23,799 -26,620 1,769 2,808 -6,768 -34,151 -4,285
Percent of Open Interest Represented by Each Category of Trader
2.1 11.9 1.7 41.2 16.4 13.9 9.2 14.1 8.6 2.0 5.0 0.0 21.3 28.3
Number of Traders in Each Category Total Traders: 160
6 22 7 39 24 28 28 27 25 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 404,186
Positions
9,826 91,806 7,206 232,383 51,649 38,261 10,218 98,178 19,633 9,445 29,154 441 76,773 67,858
Changes from: May 28, 2013 Total Change is: 1,846
-2,870 3,117 1,573 -5,219 20,343 825 2,063 -26,339 10,565 1,470 5,483 441 -7,002 -14,162
Percent of Open Interest Represented by Each Category of Trader
2.4 22.7 1.8 57.5 12.8 9.5 2.5 24.3 4.9 2.3 7.2 0.1 19.0 16.8
Number of Traders in Each Category Total Traders: 69
4 9 8 27 10 17 . 9 8 . 5 .
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Traders in Financial Futures - Futures Only Positions as of June 4, 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 869,462
Positions
65,262 83,720 24,884 193,657 208,526 54,659 195,916 221,602 89,169 110,883 60,904 32,005 103,027 93,993
Changes from: May 28, 2013 Total Change is: -215,826
6,367 -6,346 -5,080 14,603 2,755 -6,905 -29,153 -38,938 -143,111 14,157 -1,334 -11,550 -55,154 -5,317
Percent of Open Interest Represented by Each Category of Trader
7.5 9.6 2.9 22.3 24.0 6.3 22.5 25.5 10.3 12.8 7.0 3.7 11.8 10.8
Number of Traders in Each Category Total Traders: 182
12 20 10 31 25 26 34 28 29 11 21 6
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Traders in Financial Futures - Futures Only Positions as of June 4, 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 48,606
Positions
16,334 26,052 8,434 668 0 0 16,369 7,328 5,389 0 5 1,372 40 26
Changes from: May 28, 2013 Total Change is: -6,896
-3,399 -198 -1,896 668 -400 -668 -1,490 -3,434 -538 0 -181 442 -15 -23
Percent of Open Interest Represented by Each Category of Trader
33.6 53.6 17.4 1.4 0.0 0.0 33.7 15.1 11.1 0.0 0.0 2.8 0.1 0.1
Number of Traders in Each Category Total Traders: 45
8 11 13 . 0 0 8 13 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 2,198,731
Positions
119,147 264,290 48,979 480,998 716,318 288,489 761,831 240,790 101,558 123,723 114,454 24,052 249,954 399,801
Changes from: May 28, 2013 Total Change is: -294,295
-25,897 34,399 -3,875 -9,113 -85,765 5,040 -108,635 -94,845 -62,686 14,474 -30,024 -7,481 -96,122 -49,058
Percent of Open Interest Represented by Each Category of Trader
5.4 12.0 2.2 21.9 32.6 13.1 34.6 11.0 4.6 5.6 5.2 1.1 11.4 18.2
Number of Traders in Each Category Total Traders: 299
26 41 26 23 65 48 48 59 37 10 26 8
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Traders in Financial Futures - Futures Only Positions as of June 4, 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 1,666,325
Positions
392,641 97,249 44,701 386,777 525,967 121,534 408,691 292,995 36,714 56,419 236,773 17,391 201,457 293,001
Changes from: May 28, 2013 Total Change is: -213,865
-31,015 -25,218 -40,053 -39,626 -37,611 2,502 1,034 -175,695 -43,661 -2,763 121,029 -4,534 -55,749 -10,624
Percent of Open Interest Represented by Each Category of Trader
23.6 5.8 2.7 23.2 31.6 7.3 24.5 17.6 2.2 3.4 14.2 1.0 12.1 17.6
Number of Traders in Each Category Total Traders: 220
23 25 15 26 43 38 42 37 28 9 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 312,601
Positions
110,985 96,672 83,719 0 2,015 3,041 36,187 21,945 45,920 0 9,688 7,077 25,672 42,524
Changes from: May 28, 2013 Total Change is: -52,399
-10,843 -36,539 -15,223 0 0 0 -15,642 -1,806 -4,277 -7,306 701 -2,576 3,468 7,321
Percent of Open Interest Represented by Each Category of Trader
35.5 30.9 26.8 0.0 0.6 1.0 11.6 7.0 14.7 0.0 3.1 2.3 8.2 13.6
Number of Traders in Each Category Total Traders: 57
13 17 19 0 . . 12 8 15 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 9,453,810
Positions
1,907,870 2,561,580 1,736,671 829,521 655,503 246,288 1,050,594 393,393 2,251,167 238,477 194,797 349,271 843,951 1,065,140
Changes from: May 28, 2013 Total Change is: -266,550
327,743 -54,857 -188,491 -108,302 -50,546 23,128 -349,342 -80,014 66,238 36,606 21,379 -47,382 -26,748 43,995
Percent of Open Interest Represented by Each Category of Trader
20.2 27.1 18.4 8.8 6.9 2.6 11.1 4.2 23.8 2.5 2.1 3.7 8.9 11.3
Number of Traders in Each Category Total Traders: 241
21 52 68 11 7 19 62 43 81 16 11 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 11,254
Positions
7,811 3,449 0 32 813 1 3,178 2,927 93 62 3,827 0 77 144
Changes from: May 28, 2013 Total Change is: -2,447
43 168 0 -10 20 0 -2,477 -223 64 -66 0 0 -1 -2,476
Percent of Open Interest Represented by Each Category of Trader
69.4 30.6 0.0 0.3 7.2 0.0 28.2 26.0 0.8 0.6 34.0 0.0 0.7 1.3
Number of Traders in Each Category Total Traders: 20
. . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 25,364
Positions
18,356 880 0 2,303 5,159 89 990 14,564 2,228 895 1,823 0 503 621
Changes from: May 28, 2013 Total Change is: 2,044
2,016 274 -12 779 -86 33 -534 2,054 -734 0 0 0 496 515
Percent of Open Interest Represented by Each Category of Trader
72.4 3.5 0.0 9.1 20.3 0.4 3.9 57.4 8.8 3.5 7.2 0.0 2.0 2.4
Number of Traders in Each Category Total Traders: 27
5 . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 80,851
Positions
9,130 36,675 1,073 7,209 121 85 37,245 39,489 1,140 12,865 782 216 11,888 1,270
Changes from: May 28, 2013 Total Change is: -11,847
361 -554 0 -144 -28 7 -8,022 -11,309 603 -2,941 326 -533 -1,178 -359
Percent of Open Interest Represented by Each Category of Trader
11.3 45.4 1.3 8.9 0.1 0.1 46.1 48.8 1.4 15.9 1.0 0.3 14.7 1.6
Number of Traders in Each Category Total Traders: 139
5 . . 12 . . 53 10 7 52 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 372,793
Positions
84,725 15,794 39,604 54,584 21,066 12,593 32,109 133,768 65,546 5,518 13,418 40,661 37,453 30,343
Changes from: May 28, 2013 Total Change is: -16,594
3,035 -7,359 -2,015 -9,052 3,428 2,278 -3,918 6,667 -4,800 -709 -4,383 -6,396 4,983 -4,014
Percent of Open Interest Represented by Each Category of Trader
22.7 4.2 10.6 14.6 5.7 3.4 8.6 35.9 17.6 1.5 3.6 10.9 10.0 8.1
Number of Traders in Each Category Total Traders: 167
19 11 21 6 12 10 32 45 46 15 18 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 9,588
Positions
12 3,170 69 2,087 326 550 5,320 4,449 934 455 69 0 161 21
Changes from: May 28, 2013 Total Change is: -407
-33 111 69 -13 178 124 -542 -908 0 0 0 0 -12 19
Percent of Open Interest Represented by Each Category of Trader
0.1 33.1 0.7 21.8 3.4 5.7 55.5 46.4 9.7 4.7 0.7 0.0 1.7 0.2
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,583
Positions
1,270 6,842 0 6,721 0 0 1,905 2,970 135 0 0 0 552 636
Changes from: May 28, 2013 Total Change is: -66
-44 0 0 -20 0 0 72 36 18 0 0 0 -92 -120
Percent of Open Interest Represented by Each Category of Trader
12.0 64.7 0.0 63.5 0.0 0.0 18.0 28.1 1.3 0.0 0.0 0.0 5.2 6.0
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 4 . 0 0 0
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Updated June 7, 2013