Traders in Financial Futures - Futures Only Positions as of July 16, 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 133,870
Positions
55,029 11,533 1,456 16,097 21,981 147 26,581 52,474 4,958 8,357 3,309 1,440 19,805 36,572
Changes from: July 9, 2013 Total Change is: -6,236
53 3,872 908 -337 -437 17 -3,517 -9,016 -47 -2,262 310 -50 -1,001 -1,793
Percent of Open Interest Represented by Each Category of Trader
41.1 8.6 1.1 12.0 16.4 0.1 19.9 39.2 3.7 6.2 2.5 1.1 14.8 27.3
Number of Traders in Each Category Total Traders: 89
6 8 4 6 5 . 17 30 7 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 40,258
Positions
17,359 8,384 208 0 1,857 0 14,635 13,647 313 408 1,621 0 7,335 14,228
Changes from: July 9, 2013 Total Change is: 821
3,656 134 70 0 34 0 -1,145 1,593 23 -1,216 0 -146 -421 -887
Percent of Open Interest Represented by Each Category of Trader
43.1 20.8 0.5 0.0 4.6 0.0 36.4 33.9 0.8 1.0 4.0 0.0 18.2 35.3
Number of Traders in Each Category Total Traders: 37
10 5 . 0 . 0 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 151,127
Positions
82,614 4,240 575 12,048 27,933 224 24,086 67,901 5,110 11,497 7,361 386 14,587 37,397
Changes from: July 9, 2013 Total Change is: 6,094
15,126 -379 6 -1,242 -1,425 39 -6,275 5,947 788 19 1,524 0 -2,367 -406
Percent of Open Interest Represented by Each Category of Trader
54.7 2.8 0.4 8.0 18.5 0.1 15.9 44.9 3.4 7.6 4.9 0.3 9.7 24.7
Number of Traders in Each Category Total Traders: 110
14 6 . 6 16 . 20 36 12 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 182,429
Positions
108,780 5,334 270 25,424 22,504 1,784 26,520 92,385 2,093 3,582 12,889 326 13,650 44,844
Changes from: July 9, 2013 Total Change is: -2,820
2,543 1,793 223 -915 -1,203 28 -4,397 -428 -178 161 475 -13 -272 -3,517
Percent of Open Interest Represented by Each Category of Trader
59.6 2.9 0.1 13.9 12.3 1.0 14.5 50.6 1.1 2.0 7.1 0.2 7.5 24.6
Number of Traders in Each Category Total Traders: 133
13 7 . 6 19 . 21 46 11 4 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 220,137
Positions
70,762 12,181 3,273 36,032 55,673 4,681 42,779 68,057 3,267 22,144 12,170 2,808 34,391 58,027
Changes from: July 9, 2013 Total Change is: -4,914
-1,242 3,464 211 1,435 363 515 130 -1,908 -1,114 2,569 -944 123 -7,541 -5,624
Percent of Open Interest Represented by Each Category of Trader
32.1 5.5 1.5 16.4 25.3 2.1 19.4 30.9 1.5 10.1 5.5 1.3 15.6 26.4
Number of Traders in Each Category Total Traders: 169
21 12 9 14 21 11 23 41 15 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 186,264
Positions
111,534 8,299 399 649 43,180 1,006 47,351 81,982 1,326 7,481 9,798 15 16,503 40,259
Changes from: July 9, 2013 Total Change is: 7,669
6,703 4,209 76 0 -229 54 -1,658 4,988 328 1,377 -207 14 775 -1,564
Percent of Open Interest Represented by Each Category of Trader
59.9 4.5 0.2 0.3 23.2 0.5 25.4 44.0 0.7 4.0 5.3 0.0 8.9 21.6
Number of Traders in Each Category Total Traders: 97
9 8 6 . 9 5 20 33 8 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 40,442
Positions
15,844 19,504 12,691 0 1,270 0 3,875 257 3,328 1,379 0 2,855 470 537
Changes from: July 9, 2013 Total Change is: -278
316 86 -211 0 313 -64 -377 -372 0 0 0 0 58 -30
Percent of Open Interest Represented by Each Category of Trader
39.2 48.2 31.4 0.0 3.1 0.0 9.6 0.6 8.2 3.4 0.0 7.1 1.2 1.3
Number of Traders in Each Category Total Traders: 23
6 10 9 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 78,638
Positions
25,973 19,410 405 2,994 615 0 33,320 48,470 686 8,942 6,702 0 6,318 2,350
Changes from: July 9, 2013 Total Change is: 10,087
-46 1,544 91 -235 -22 0 9,623 6,433 -25 459 2,850 0 220 -784
Percent of Open Interest Represented by Each Category of Trader
33.0 24.7 0.5 3.8 0.8 0.0 42.4 61.6 0.9 11.4 8.5 0.0 8.0 3.0
Number of Traders in Each Category Total Traders: 97
7 8 . 4 . 0 32 28 5 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 27,576
Positions
10,049 14,653 3,255 744 3,087 0 2,903 1,948 367 9,531 3,155 0 727 1,111
Changes from: July 9, 2013 Total Change is: -215
-334 267 -142 0 -70 0 289 237 -42 0 -55 0 14 -410
Percent of Open Interest Represented by Each Category of Trader
36.4 53.1 11.8 2.7 11.2 0.0 10.5 7.1 1.3 34.6 11.4 0.0 2.6 4.0
Number of Traders in Each Category Total Traders: 28
5 5 . . . 0 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 12,904
Positions
6,860 142 15 146 509 0 2,817 7,528 145 668 309 0 2,253 4,256
Changes from: July 9, 2013 Total Change is: 392
1,237 -75 -12 0 -7 0 -1,210 757 59 156 6 0 162 -336
Percent of Open Interest Represented by Each Category of Trader
53.2 1.1 0.1 1.1 3.9 0.0 21.8 58.3 1.1 5.2 2.4 0.0 17.5 33.0
Number of Traders in Each Category Total Traders: 38
6 . . . . 0 5 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 58,559
Positions
9,875 44,688 210 5,552 277 404 29,281 5,710 254 4,463 533 79 8,443 6,407
Changes from: July 9, 2013 Total Change is: 5,719
809 6,562 14 539 10 -30 3,368 -626 34 93 -69 0 894 -175
Percent of Open Interest Represented by Each Category of Trader
16.9 76.3 0.4 9.5 0.5 0.7 50.0 9.7 0.4 7.6 0.9 0.1 14.4 10.9
Number of Traders in Each Category Total Traders: 98
16 14 . 9 . . 31 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 117,118
Positions
19,750 89,376 419 11,103 553 808 58,561 11,419 508 8,926 1,065 157 16,886 12,813
Changes from: July 9, 2013 Total Change is: 11,438
1,618 13,124 28 1,077 19 -60 6,736 -1,252 67 185 -138 0 1,787 -350
Percent of Open Interest Represented by Each Category of Trader
16.9 76.3 0.4 9.5 0.5 0.7 50.0 9.7 0.4 7.6 0.9 0.1 14.4 10.9
Number of Traders in Each Category Total Traders: 98
16 14 . 9 . . 31 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 716,164
Positions
22,106 198,373 12,420 335,096 134,768 40,044 99,339 165,397 25,920 55,645 41,120 4,624 120,970 93,498
Changes from: July 9, 2013 Total Change is: 10,418
1,100 12,143 -4,820 3,710 -3,838 -827 3,046 9,710 1,102 8,833 -1,879 16 -1,742 -1,189
Percent of Open Interest Represented by Each Category of Trader
3.1 27.7 1.7 46.8 18.8 5.6 13.9 23.1 3.6 7.8 5.7 0.6 16.9 13.1
Number of Traders in Each Category Total Traders: 557
30 42 18 117 55 59 93 107 75 54 59 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 159,348
Positions
7,915 54,927 244 72,349 29,345 1,417 10,745 14,444 617 12,828 9,538 423 52,810 48,393
Changes from: July 9, 2013 Total Change is: -1,663
-2,367 -2,832 208 -339 246 -26 446 2,865 206 -106 -1,489 -8 323 -833
Percent of Open Interest Represented by Each Category of Trader
5.0 34.5 0.2 45.4 18.4 0.9 6.7 9.1 0.4 8.1 6.0 0.3 33.1 30.4
Number of Traders in Each Category Total Traders: 90
5 11 . 15 8 8 23 13 5 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,784,081
Positions
99,875 746,152 31,958 1,331,030 544,407 175,843 496,752 808,545 72,734 220,946 164,774 14,143 340,800 225,525
Changes from: July 9, 2013 Total Change is: 60,405
-7,728 49,811 -76 20,543 -20,120 -4,304 14,002 35,228 3,478 38,857 -7,786 5,956 -10,323 -1,782
Percent of Open Interest Represented by Each Category of Trader
3.6 26.8 1.1 47.8 19.6 6.3 17.8 29.0 2.6 7.9 5.9 0.5 12.2 8.1
Number of Traders in Each Category Total Traders: 535
29 40 18 112 50 55 91 106 67 50 57 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 115,190
Positions
2,953 57,939 121 64,696 42,688 1,914 34,131 5,768 625 593 1,795 0 10,157 4,340
Changes from: July 9, 2013 Total Change is: 4,965
83 5,660 1 2,927 -752 -359 1,621 -226 240 -37 -10 0 489 411
Percent of Open Interest Represented by Each Category of Trader
2.6 50.3 0.1 56.2 37.1 1.7 29.6 5.0 0.5 0.5 1.6 0.0 8.8 3.8
Number of Traders in Each Category Total Traders: 96
4 16 . 35 13 12 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 73,333
Positions
1,079 50,357 459 35,356 5,006 792 26,936 7,742 202 2,356 5,367 60 6,092 3,348
Changes from: July 9, 2013 Total Change is: 9,329
-286 6,539 -56 3,569 -172 -21 5,440 1,277 85 157 1,079 -37 477 635
Percent of Open Interest Represented by Each Category of Trader
1.5 68.7 0.6 48.2 6.8 1.1 36.7 10.6 0.3 3.2 7.3 0.1 8.3 4.6
Number of Traders in Each Category Total Traders: 214
11 26 5 33 18 9 63 25 7 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 366,666
Positions
5,396 251,783 2,296 176,782 25,032 3,958 134,682 38,708 1,012 11,781 26,837 300 30,459 16,740
Changes from: July 9, 2013 Total Change is: 46,647
-1,428 32,695 -278 17,844 -860 -106 27,198 6,386 426 787 5,394 -183 2,387 3,173
Percent of Open Interest Represented by Each Category of Trader
1.5 68.7 0.6 48.2 6.8 1.1 36.7 10.6 0.3 3.2 7.3 0.1 8.3 4.6
Number of Traders in Each Category Total Traders: 214
11 26 5 33 18 9 63 25 7 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 353,702
Positions
72,498 81,946 4,876 141,844 138,095 19,421 79,642 78,269 6,254 5,839 6,199 300 23,028 18,342
Changes from: July 9, 2013 Total Change is: 8,487
-1,362 16,608 -2,424 3,408 -1,197 -412 5,308 -9,151 568 148 34 -88 3,341 4,549
Percent of Open Interest Represented by Each Category of Trader
20.5 23.2 1.4 40.1 39.0 5.5 22.5 22.1 1.8 1.7 1.8 0.1 6.5 5.2
Number of Traders in Each Category Total Traders: 257
18 17 . 56 35 23 55 50 8 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 65,374
Positions
7,435 43,769 109 24,648 0 278 15,632 14,792 0 5,696 530 0 11,576 5,896
Changes from: July 9, 2013 Total Change is: 2,672
-338 3,318 24 444 0 93 1,879 741 -111 131 -97 0 550 -1,296
Percent of Open Interest Represented by Each Category of Trader
11.4 67.0 0.2 37.7 0.0 0.4 23.9 22.6 0.0 8.7 0.8 0.0 17.7 9.0
Number of Traders in Each Category Total Traders: 68
7 8 . 19 0 . 16 8 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 71,541
Positions
21,604 15,824 522 13,468 2,397 452 20,505 4,086 1,750 4,142 1,513 0 9,098 44,997
Changes from: July 9, 2013 Total Change is: -2,111
-1,311 251 65 1,774 -597 82 -2,939 1,290 15 657 574 0 -454 -3,791
Percent of Open Interest Represented by Each Category of Trader
30.2 22.1 0.7 18.8 3.4 0.6 28.7 5.7 2.4 5.8 2.1 0.0 12.7 62.9
Number of Traders in Each Category Total Traders: 86
17 13 . 9 . . 24 9 6 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 79,108
Positions
1,889 31,409 2,146 35,658 23,719 3,937 26,737 11,794 2,145 0 891 0 6,596 3,067
Changes from: July 9, 2013 Total Change is: 1,275
195 1,631 0 -591 2,534 -165 1,116 -2,940 -30 -253 0 0 1,003 245
Percent of Open Interest Represented by Each Category of Trader
2.4 39.7 2.7 45.1 30.0 5.0 33.8 14.9 2.7 0.0 1.1 0.0 8.3 3.9
Number of Traders in Each Category Total Traders: 79
. 10 . 26 20 11 12 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 224,587
Positions
16,401 103,776 5,952 92,176 33,961 32,503 39,138 21,496 1,686 23,538 17,681 833 12,360 6,699
Changes from: July 9, 2013 Total Change is: -18,264
3,818 -1,626 -1,686 17,797 -3,891 -12,849 956 210 2 -26,759 2,039 26 431 -489
Percent of Open Interest Represented by Each Category of Trader
7.3 46.2 2.7 41.0 15.1 14.5 17.4 9.6 0.8 10.5 7.9 0.4 5.5 3.0
Number of Traders in Each Category Total Traders: 161
17 22 5 35 27 20 19 20 11 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 576,327
Positions
9,251 74,003 1,076 260,629 89,688 84,647 69,694 88,807 8,776 16,333 56,252 292 125,629 172,786
Changes from: July 9, 2013 Total Change is: 310
-8,073 12,728 -108 3,197 -7,774 -4,787 12,262 -3,170 1,185 2,219 153 127 -5,712 1,956
Percent of Open Interest Represented by Each Category of Trader
1.6 12.8 0.2 45.2 15.6 14.7 12.1 15.4 1.5 2.8 9.8 0.1 21.8 30.0
Number of Traders in Each Category Total Traders: 169
4 19 7 40 27 30 23 38 18 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 376,666
Positions
1,873 93,560 66 235,303 39,651 45,060 13,477 118,321 1,303 9,350 6,125 0 70,234 72,580
Changes from: July 9, 2013 Total Change is: -517
-4,007 -6,962 -12 -1,397 1,220 199 89 -187 174 460 0 0 3,977 5,051
Percent of Open Interest Represented by Each Category of Trader
0.5 24.8 0.0 62.5 10.5 12.0 3.6 31.4 0.3 2.5 1.6 0.0 18.6 19.3
Number of Traders in Each Category Total Traders: 69
. 9 . 31 12 20 . 9 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of July 16, 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 783,842
Positions
118,682 63,709 4,323 211,747 234,244 72,213 152,672 203,021 7,157 97,327 57,848 30,573 89,148 110,754
Changes from: July 9, 2013 Total Change is: 16,292
14,739 -3,003 -2 9,459 -16,599 -883 -4,238 33,524 1,164 -3,807 4,495 161 -301 -2,565
Percent of Open Interest Represented by Each Category of Trader
15.1 8.1 0.6 27.0 29.9 9.2 19.5 25.9 0.9 12.4 7.4 3.9 11.4 14.1
Number of Traders in Each Category Total Traders: 201
16 19 5 35 27 29 36 31 22 13 24 6
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Traders in Financial Futures - Futures Only Positions as of July 16, 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 34,656
Positions
12,494 13,471 6,247 1,139 0 0 8,065 8,354 5,015 21 0 985 690 584
Changes from: July 9, 2013 Total Change is: 513
207 -468 342 300 0 0 -311 833 879 11 0 -39 -876 -1,034
Percent of Open Interest Represented by Each Category of Trader
36.1 38.9 18.0 3.3 0.0 0.0 23.3 24.1 14.5 0.1 0.0 2.8 2.0 1.7
Number of Traders in Each Category Total Traders: 41
8 10 10 . 0 0 10 11 8 . 0 .
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Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,120,175
Positions
167,084 169,983 27,872 571,367 780,608 306,688 708,899 192,685 33,303 50,866 158,897 29,634 224,462 420,505
Changes from: July 9, 2013 Total Change is: -106,773
-4,091 -19,168 3,500 3,690 -25,425 -5,304 -76,572 -47,309 -21,236 -12,052 -10,006 3,173 2,119 15,002
Percent of Open Interest Represented by Each Category of Trader
7.9 8.0 1.3 26.9 36.8 14.5 33.4 9.1 1.6 2.4 7.5 1.4 10.6 19.8
Number of Traders in Each Category Total Traders: 310
30 35 15 25 67 51 59 49 40 16 29 8
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Traders in Financial Futures - Futures Only Positions as of July 16, 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 1,586,558
Positions
255,761 99,903 14,605 437,677 483,555 151,277 351,973 355,726 37,838 158,706 134,436 9,555 169,166 299,663
Changes from: July 9, 2013 Total Change is: 51,788
-9,761 -240 -1,545 25,309 8,767 -9,649 57,016 58,259 -11,739 4,512 9,679 -3,342 987 1,598
Percent of Open Interest Represented by Each Category of Trader
16.1 6.3 0.9 27.6 30.5 9.5 22.2 22.4 2.4 10.0 8.5 0.6 10.7 18.9
Number of Traders in Each Category Total Traders: 226
19 21 9 33 41 38 42 39 23 10 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 305,992
Positions
80,569 77,213 109,460 1,015 745 2,013 38,496 24,298 41,230 0 7,117 9,061 24,148 34,855
Changes from: July 9, 2013 Total Change is: 4,193
35 -2,152 -540 0 0 0 -2,184 1,387 -1,468 0 433 3,607 4,743 2,926
Percent of Open Interest Represented by Each Category of Trader
26.3 25.2 35.8 0.3 0.2 0.7 12.6 7.9 13.5 0.0 2.3 3.0 7.9 11.4
Number of Traders in Each Category Total Traders: 63
13 22 22 . . . 13 7 16 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 8,565,243
Positions
1,891,013 2,372,414 1,540,545 975,038 766,598 202,461 1,051,282 437,333 1,623,509 308,074 296,837 277,250 696,071 1,048,296
Changes from: July 9, 2013 Total Change is: -175,460
86,077 -16,121 -19,617 1,009 50,387 -10,221 -9,971 -17,751 -202,382 -35,314 22,587 -17,776 32,735 35,434
Percent of Open Interest Represented by Each Category of Trader
22.1 27.7 18.0 11.4 9.0 2.4 12.3 5.1 19.0 3.6 3.5 3.2 8.1 12.2
Number of Traders in Each Category Total Traders: 232
28 44 67 12 8 17 56 34 84 17 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 30,246
Positions
24,874 961 0 1,690 7,060 80 2,752 14,734 16 820 7,388 0 14 7
Changes from: July 9, 2013 Total Change is: -31
411 240 0 35 -15 26 -979 -567 0 500 336 0 -24 -51
Percent of Open Interest Represented by Each Category of Trader
82.2 3.2 0.0 5.6 23.3 0.3 9.1 48.7 0.1 2.7 24.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 40
7 4 0 . 5 . . 7 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 11,742
Positions
11,733 1,930 4 0 3,490 0 0 4,522 0 0 1,785 0 5 11
Changes from: July 9, 2013 Total Change is: 2,462
2,489 1,644 -20 0 -23 0 0 332 0 0 525 0 -7 4
Percent of Open Interest Represented by Each Category of Trader
99.9 16.4 0.0 0.0 29.7 0.0 0.0 38.5 0.0 0.0 15.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 26
. 4 . 0 5 0 0 8 0 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 64,342
Positions
12,511 29,902 874 7,902 384 372 21,089 29,627 740 13,330 1,104 0 7,524 1,339
Changes from: July 9, 2013 Total Change is: -5,138
1,164 -189 0 77 0 39 -1,564 -3,649 -71 -3,162 -862 0 -1,621 -406
Percent of Open Interest Represented by Each Category of Trader
19.4 46.5 1.4 12.3 0.6 0.6 32.8 46.0 1.2 20.7 1.7 0.0 11.7 2.1
Number of Traders in Each Category Total Traders: 132
6 . . 11 . . 40 12 4 53 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 356,401
Positions
88,952 23,255 49,382 55,635 22,555 11,461 32,365 116,007 48,306 5,230 16,159 44,428 20,642 24,848
Changes from: July 9, 2013 Total Change is: 20,474
6,116 -1,989 10,927 2,128 1,307 -1,923 -3,901 4,710 4,967 966 -1,494 6,968 -5,774 -2,999
Percent of Open Interest Represented by Each Category of Trader
25.0 6.5 13.9 15.6 6.3 3.2 9.1 32.5 13.6 1.5 4.5 12.5 5.8 7.0
Number of Traders in Each Category Total Traders: 166
23 8 24 8 13 10 28 51 51 10 19 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 9,987
Positions
1,293 7,693 0 6,561 0 0 1,206 1,627 145 0 0 0 782 522
Changes from: July 9, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.9 77.0 0.0 65.7 0.0 0.0 12.1 16.3 1.5 0.0 0.0 0.0 7.8 5.2
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 . 4 . 0 0 0
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Updated July 19, 2013