Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 140,106
Positions
54,976 7,661 548 16,434 22,418 130 30,098 61,490 5,005 10,619 2,999 1,490 20,806 38,365
Changes from: July 2, 2013 Total Change is: 13,352
8,855 798 -521 -86 -479 3 2,934 10,085 130 -626 1,034 1,476 1,187 826
Percent of Open Interest Represented by Each Category of Trader
39.2 5.5 0.4 11.7 16.0 0.1 21.5 43.9 3.6 7.6 2.1 1.1 14.9 27.4
Number of Traders in Each Category Total Traders: 87
8 6 5 5 6 . 14 31 7 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 39,437
Positions
13,703 8,250 138 0 1,823 0 15,780 12,054 290 1,624 1,621 146 7,756 15,115
Changes from: July 2, 2013 Total Change is: 7,642
3,607 -219 34 0 438 0 4,264 4,847 8 1,216 -881 146 -1,633 3,269
Percent of Open Interest Represented by Each Category of Trader
34.7 20.9 0.3 0.0 4.6 0.0 40.0 30.6 0.7 4.1 4.1 0.4 19.7 38.3
Number of Traders in Each Category Total Traders: 37
11 4 . 0 . 0 10 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 145,033
Positions
67,488 4,619 569 13,290 29,358 185 30,361 61,954 4,322 11,478 5,837 386 16,954 37,803
Changes from: July 2, 2013 Total Change is: 13,216
13,921 1,644 33 -1,428 -1,482 19 -1,693 6,612 443 1,565 -29 370 -14 5,606
Percent of Open Interest Represented by Each Category of Trader
46.5 3.2 0.4 9.2 20.2 0.1 20.9 42.7 3.0 7.9 4.0 0.3 11.7 26.1
Number of Traders in Each Category Total Traders: 113
14 6 . 5 17 . 20 40 9 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 185,249
Positions
106,237 3,541 47 26,339 23,707 1,756 30,917 92,813 2,271 3,421 12,414 339 13,922 48,361
Changes from: July 2, 2013 Total Change is: 6,323
11,133 -577 -145 1,106 -703 2 -3,357 8,415 -24 -1,350 -1,033 102 -1,144 286
Percent of Open Interest Represented by Each Category of Trader
57.3 1.9 0.0 14.2 12.8 0.9 16.7 50.1 1.2 1.8 6.7 0.2 7.5 26.1
Number of Traders in Each Category Total Traders: 133
14 6 . 6 20 . 21 46 7 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 225,051
Positions
72,004 8,717 3,062 34,597 55,310 4,166 42,649 69,965 4,381 19,575 13,114 2,685 41,932 63,651
Changes from: July 2, 2013 Total Change is: 28,987
28,232 -1,480 1,076 1,742 -194 -6 -5,020 16,810 763 1,400 450 1,599 -799 9,969
Percent of Open Interest Represented by Each Category of Trader
32.0 3.9 1.4 15.4 24.6 1.9 19.0 31.1 1.9 8.7 5.8 1.2 18.6 28.3
Number of Traders in Each Category Total Traders: 164
20 9 7 14 21 9 25 45 18 15 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 178,595
Positions
104,831 4,090 323 649 43,409 952 49,009 76,994 998 6,104 10,005 1 15,728 41,823
Changes from: July 2, 2013 Total Change is: -4,330
-2,121 1,903 94 17 -460 -16 630 -7,226 -84 -1,402 1,005 -77 -1,371 531
Percent of Open Interest Represented by Each Category of Trader
58.7 2.3 0.2 0.4 24.3 0.5 27.4 43.1 0.6 3.4 5.6 0.0 8.8 23.4
Number of Traders in Each Category Total Traders: 94
10 6 5 . 9 4 20 32 5 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,720
Positions
15,528 19,418 12,902 0 957 64 4,252 629 3,328 1,379 0 2,855 412 567
Changes from: July 2, 2013 Total Change is: -557
283 -152 -58 0 237 12 -760 -366 0 0 0 0 -34 -230
Percent of Open Interest Represented by Each Category of Trader
38.1 47.7 31.7 0.0 2.4 0.2 10.4 1.5 8.2 3.4 0.0 7.0 1.0 1.4
Number of Traders in Each Category Total Traders: 24
7 9 10 0 . . . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 68,551
Positions
26,019 17,866 314 3,229 637 0 23,697 42,037 711 8,483 3,852 0 6,098 3,134
Changes from: July 2, 2013 Total Change is: 3,688
-618 2,032 314 -56 -307 0 3,281 1,950 133 -12 12 0 646 -446
Percent of Open Interest Represented by Each Category of Trader
38.0 26.1 0.5 4.7 0.9 0.0 34.6 61.3 1.0 12.4 5.6 0.0 8.9 4.6
Number of Traders in Each Category Total Traders: 90
6 7 . 4 . 0 31 25 5 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,791
Positions
10,383 14,386 3,397 744 3,157 0 2,614 1,711 409 9,531 3,210 0 713 1,521
Changes from: July 2, 2013 Total Change is: 149
-6 4 49 0 34 0 -5 5 67 0 -21 0 44 11
Percent of Open Interest Represented by Each Category of Trader
37.4 51.8 12.2 2.7 11.4 0.0 9.4 6.2 1.5 34.3 11.6 0.0 2.6 5.5
Number of Traders in Each Category Total Traders: 28
7 4 . . . 0 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 12,512
Positions
5,623 217 27 146 516 0 4,027 6,771 86 512 303 0 2,091 4,592
Changes from: July 2, 2013 Total Change is: 128
-331 91 -4 0 8 0 120 -193 -75 222 100 0 196 201
Percent of Open Interest Represented by Each Category of Trader
44.9 1.7 0.2 1.2 4.1 0.0 32.2 54.1 0.7 4.1 2.4 0.0 16.7 36.7
Number of Traders in Each Category Total Traders: 37
6 . . . . 0 7 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,840
Positions
9,066 38,126 196 5,013 267 434 25,913 6,336 221 4,371 602 79 7,550 6,582
Changes from: July 2, 2013 Total Change is: 5,787
-410 1,753 59 18 -248 130 5,780 3,127 38 -444 255 3 614 671
Percent of Open Interest Represented by Each Category of Trader
17.2 72.2 0.4 9.5 0.5 0.8 49.0 12.0 0.4 8.3 1.1 0.1 14.3 12.5
Number of Traders in Each Category Total Traders: 98
15 14 . 7 . . 30 16 6 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 105,680
Positions
18,132 76,252 391 10,026 534 868 51,825 12,671 441 8,741 1,203 157 15,099 13,163
Changes from: July 2, 2013 Total Change is: 11,573
-819 3,506 118 35 -496 259 11,560 6,254 76 -888 509 5 1,227 1,342
Percent of Open Interest Represented by Each Category of Trader
17.2 72.2 0.4 9.5 0.5 0.8 49.0 12.0 0.4 8.3 1.1 0.1 14.3 12.5
Number of Traders in Each Category Total Traders: 98
15 14 . 7 . . 30 16 6 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 705,746
Positions
21,006 186,230 17,240 331,386 138,605 40,871 96,293 155,687 24,818 46,812 42,999 4,608 122,712 94,687
Changes from: July 2, 2013 Total Change is: 2,017
-196 2,365 -1,044 7,666 -5,318 -3,011 -2,593 6,088 -1,825 -2,383 -785 -263 5,665 5,810
Percent of Open Interest Represented by Each Category of Trader
3.0 26.4 2.4 47.0 19.6 5.8 13.6 22.1 3.5 6.6 6.1 0.7 17.4 13.4
Number of Traders in Each Category Total Traders: 546
27 39 18 116 60 59 86 115 77 42 61 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 161,011
Positions
10,282 57,759 36 72,688 29,099 1,443 10,299 11,579 411 12,934 11,027 431 52,487 49,226
Changes from: July 2, 2013 Total Change is: -1,274
313 -4,043 0 -269 1,693 -200 -459 -2,697 -110 -1,449 -55 17 883 4,121
Percent of Open Interest Represented by Each Category of Trader
6.4 35.9 0.0 45.1 18.1 0.9 6.4 7.2 0.3 8.0 6.8 0.3 32.6 30.6
Number of Traders in Each Category Total Traders: 89
4 12 . 15 8 8 21 13 4 9 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,723,676
Positions
107,603 696,341 32,034 1,310,487 564,527 180,147 482,750 773,317 69,256 182,089 172,560 8,187 351,123 227,307
Changes from: July 2, 2013 Total Change is: 16,454
-11,042 23,542 3,280 41,718 -33,014 -16,099 -10,296 44,299 -8,949 -7,605 -6,587 1,537 23,910 8,445
Percent of Open Interest Represented by Each Category of Trader
4.0 25.6 1.2 48.1 20.7 6.6 17.7 28.4 2.5 6.7 6.3 0.3 12.9 8.3
Number of Traders in Each Category Total Traders: 520
27 36 17 111 55 55 83 113 63 39 56 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,225
Positions
2,870 52,279 120 61,769 43,440 2,273 32,510 5,994 385 630 1,805 0 9,668 3,929
Changes from: July 2, 2013 Total Change is: 4,709
-409 6,594 7 735 -2,860 142 3,970 41 11 -258 -10 0 511 784
Percent of Open Interest Represented by Each Category of Trader
2.6 47.4 0.1 56.0 39.4 2.1 29.5 5.4 0.3 0.6 1.6 0.0 8.8 3.6
Number of Traders in Each Category Total Traders: 92
4 15 . 33 13 11 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 64,004
Positions
1,365 43,818 515 31,788 5,178 813 21,497 6,464 117 2,199 4,289 97 5,614 2,713
Changes from: July 2, 2013 Total Change is: 2,500
-896 2,146 23 -80 89 27 2,220 79 102 221 55 46 837 -66
Percent of Open Interest Represented by Each Category of Trader
2.1 68.5 0.8 49.7 8.1 1.3 33.6 10.1 0.2 3.4 6.7 0.2 8.8 4.2
Number of Traders in Each Category Total Traders: 201
12 26 5 30 18 8 52 30 6 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 320,019
Positions
6,824 219,088 2,574 158,938 25,892 4,064 107,484 32,322 586 10,994 21,443 483 28,072 13,567
Changes from: July 2, 2013 Total Change is: 12,499
-4,482 10,730 114 -398 443 135 11,102 395 512 1,105 273 228 4,183 -331
Percent of Open Interest Represented by Each Category of Trader
2.1 68.5 0.8 49.7 8.1 1.3 33.6 10.1 0.2 3.4 6.7 0.2 8.8 4.2
Number of Traders in Each Category Total Traders: 201
12 26 5 30 18 8 52 30 6 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 345,215
Positions
73,860 65,338 7,300 138,436 139,292 19,833 74,334 87,420 5,686 5,691 6,165 388 19,687 13,793
Changes from: July 2, 2013 Total Change is: 890
-3,950 6,916 -3,111 8,807 -3,778 -1,112 3,274 5,160 -191 395 303 160 -3,382 -3,457
Percent of Open Interest Represented by Each Category of Trader
21.4 18.9 2.1 40.1 40.3 5.7 21.5 25.3 1.6 1.6 1.8 0.1 5.7 4.0
Number of Traders in Each Category Total Traders: 253
17 17 . 53 35 22 47 58 9 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 62,702
Positions
7,773 40,451 85 24,204 0 185 13,753 14,051 111 5,565 627 0 11,026 7,192
Changes from: July 2, 2013 Total Change is: 3,837
573 2,685 38 345 -92 -238 2,644 1,818 111 221 -13 -200 343 -272
Percent of Open Interest Represented by Each Category of Trader
12.4 64.5 0.1 38.6 0.0 0.3 21.9 22.4 0.2 8.9 1.0 0.0 17.6 11.5
Number of Traders in Each Category Total Traders: 66
8 7 . 18 0 . 15 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 73,652
Positions
22,915 15,573 457 11,694 2,994 370 23,444 2,796 1,735 3,485 939 0 9,552 48,788
Changes from: July 2, 2013 Total Change is: 1,383
1,386 -1,587 -773 57 -144 -2 442 -550 412 722 -27 0 -861 4,054
Percent of Open Interest Represented by Each Category of Trader
31.1 21.1 0.6 15.9 4.1 0.5 31.8 3.8 2.4 4.7 1.3 0.0 13.0 66.2
Number of Traders in Each Category Total Traders: 83
19 11 . 8 4 . 27 6 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 77,833
Positions
1,694 29,778 2,146 36,249 21,185 4,102 25,621 14,734 2,175 253 891 0 5,593 2,822
Changes from: July 2, 2013 Total Change is: -2,700
-2,396 294 50 -767 -1,457 -70 542 -936 -27 253 0 0 -285 -554
Percent of Open Interest Represented by Each Category of Trader
2.2 38.3 2.8 46.6 27.2 5.3 32.9 18.9 2.8 0.3 1.1 0.0 7.2 3.6
Number of Traders in Each Category Total Traders: 74
. 10 . 25 18 12 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 242,851
Positions
12,583 105,402 7,638 74,379 37,852 45,352 38,182 21,286 1,684 50,297 15,642 807 11,929 7,188
Changes from: July 2, 2013 Total Change is: 5,014
781 7,678 -1,481 38 -949 408 2,258 -1,715 266 1,979 2,056 143 622 -1,392
Percent of Open Interest Represented by Each Category of Trader
5.2 43.4 3.1 30.6 15.6 18.7 15.7 8.8 0.7 20.7 6.4 0.3 4.9 3.0
Number of Traders in Each Category Total Traders: 156
12 25 5 33 27 21 19 19 9 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 576,017
Positions
17,324 61,275 1,184 257,432 97,462 89,434 57,432 91,977 7,591 14,114 56,099 165 131,341 170,830
Changes from: July 2, 2013 Total Change is: 15,770
7,253 -5,857 289 -988 8,259 9,859 1,366 3,102 -1,084 1,880 173 0 -2,805 1,029
Percent of Open Interest Represented by Each Category of Trader
3.0 10.6 0.2 44.7 16.9 15.5 10.0 16.0 1.3 2.5 9.7 0.0 22.8 29.7
Number of Traders in Each Category Total Traders: 165
7 18 7 38 26 30 21 37 15 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 377,183
Positions
5,880 100,522 78 236,700 38,431 44,861 13,388 118,508 1,129 8,890 6,125 0 66,257 67,529
Changes from: July 2, 2013 Total Change is: -141
2,461 2,633 0 -5,357 3,673 2,754 167 -5,601 -353 -271 -198 0 458 -3,049
Percent of Open Interest Represented by Each Category of Trader
1.6 26.7 0.0 62.8 10.2 11.9 3.5 31.4 0.3 2.4 1.6 0.0 17.6 17.9
Number of Traders in Each Category Total Traders: 72
. 11 . 31 11 19 . 9 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 767,550
Positions
103,943 66,712 4,325 202,288 250,843 73,096 156,910 169,497 5,993 101,134 53,353 30,412 89,449 113,319
Changes from: July 2, 2013 Total Change is: -1,745
4,548 11,529 -8,911 21,805 -5,326 7,830 -25,294 -16,812 -8,714 -21,212 -8,893 -207 28,410 27,759
Percent of Open Interest Represented by Each Category of Trader
13.5 8.7 0.6 26.4 32.7 9.5 20.4 22.1 0.8 13.2 7.0 4.0 11.7 14.8
Number of Traders in Each Category Total Traders: 193
16 20 6 32 28 28 35 29 21 12 21 6
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 34,143
Positions
12,287 13,939 5,905 839 0 0 8,376 7,521 4,136 10 0 1,024 1,566 1,618
Changes from: July 2, 2013 Total Change is: 85
257 -930 -479 339 0 0 -894 634 -697 -6 0 6 1,559 1,551
Percent of Open Interest Represented by Each Category of Trader
36.0 40.8 17.3 2.5 0.0 0.0 24.5 22.0 12.1 0.0 0.0 3.0 4.6 4.7
Number of Traders in Each Category Total Traders: 39
7 10 11 . 0 0 9 10 9 . 0 .
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,226,948
Positions
171,175 189,151 24,372 567,677 806,033 311,992 785,471 239,994 54,539 62,918 168,903 26,461 222,343 405,503
Changes from: July 2, 2013 Total Change is: 72,432
19,420 14,959 3,158 -21,348 -819 9,847 52,676 26,228 -548 16,103 10,591 442 -7,318 8,574
Percent of Open Interest Represented by Each Category of Trader
7.7 8.5 1.1 25.5 36.2 14.0 35.3 10.8 2.4 2.8 7.6 1.2 10.0 18.2
Number of Traders in Each Category Total Traders: 313
27 37 12 25 63 52 58 54 39 20 29 8
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,534,770
Positions
265,522 100,143 16,150 412,368 474,788 160,926 294,957 297,467 49,577 154,194 124,757 12,897 168,179 298,065
Changes from: July 2, 2013 Total Change is: -719
624 1,977 1,727 36,250 -2,426 1,581 -17,524 4,296 -5,344 -22,511 3,478 1,780 2,698 -7,788
Percent of Open Interest Represented by Each Category of Trader
17.3 6.5 1.1 26.9 30.9 10.5 19.2 19.4 3.2 10.0 8.1 0.8 11.0 19.4
Number of Traders in Each Category Total Traders: 216
19 19 8 30 43 40 42 36 26 10 17 5
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 301,799
Positions
80,534 79,365 110,000 1,015 745 2,013 40,680 22,911 42,698 0 6,684 5,454 19,405 31,929
Changes from: July 2, 2013 Total Change is: -844
-1,305 4,598 2,289 0 0 0 2,997 -576 -2,242 -199 24 -125 -2,259 -4,812
Percent of Open Interest Represented by Each Category of Trader
26.7 26.3 36.4 0.3 0.2 0.7 13.5 7.6 14.1 0.0 2.2 1.8 6.4 10.6
Number of Traders in Each Category Total Traders: 64
13 22 22 . . . 14 7 16 0 4 .
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,740,703
Positions
1,804,936 2,388,535 1,560,162 974,029 716,211 212,682 1,061,253 455,084 1,825,891 343,388 274,250 295,026 663,336 1,012,862
Changes from: July 2, 2013 Total Change is: 150,564
-79,451 13,567 90,520 34,602 -3,802 482 156,255 12,154 -25,903 1,595 72,503 -7,203 -20,333 -1,754
Percent of Open Interest Represented by Each Category of Trader
20.6 27.3 17.8 11.1 8.2 2.4 12.1 5.2 20.9 3.9 3.1 3.4 7.6 11.6
Number of Traders in Each Category Total Traders: 235
26 44 65 12 7 16 61 31 84 18 15 22
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,277
Positions
24,463 721 0 1,655 7,075 54 3,731 15,301 16 320 7,052 0 38 58
Changes from: July 2, 2013 Total Change is: -12
257 117 0 -34 -78 -29 -215 752 0 0 -788 0 9 14
Percent of Open Interest Represented by Each Category of Trader
80.8 2.4 0.0 5.5 23.4 0.2 12.3 50.5 0.1 1.1 23.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
6 4 0 . 5 . . 6 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,280
Positions
9,244 286 24 0 3,513 0 0 4,190 0 0 1,260 0 12 7
Changes from: July 2, 2013 Total Change is: -139
-155 -144 6 0 65 0 0 -231 0 0 163 0 10 2
Percent of Open Interest Represented by Each Category of Trader
99.6 3.1 0.3 0.0 37.9 0.0 0.0 45.2 0.0 0.0 13.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 0 7 0 0 4 0
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Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 69,480
Positions
11,347 30,091 874 7,825 384 333 22,653 33,276 811 16,492 1,966 0 9,145 1,745
Changes from: July 2, 2013 Total Change is: 14,050
293 13,987 0 4,325 -325 -5 8,755 737 -584 497 1,000 -400 1,169 -360
Percent of Open Interest Represented by Each Category of Trader
16.3 43.3 1.3 11.3 0.6 0.5 32.6 47.9 1.2 23.7 2.8 0.0 13.2 2.5
Number of Traders in Each Category Total Traders: 141
5 . . 11 . . 43 12 . 61 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 335,927
Positions
82,836 25,244 38,455 53,507 21,248 13,384 36,266 111,297 43,339 4,264 17,653 37,460 26,416 27,847
Changes from: July 2, 2013 Total Change is: 34,579
10,416 -605 7,004 7,162 1,281 2,435 9,001 19,970 -12,758 970 3,660 7,038 3,311 6,554
Percent of Open Interest Represented by Each Category of Trader
24.7 7.5 11.4 15.9 6.3 4.0 10.8 33.1 12.9 1.3 5.3 11.2 7.9 8.3
Number of Traders in Each Category Total Traders: 161
18 12 23 6 13 10 27 49 49 11 16 20
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Updated July 12, 2013