Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 119,597
Positions
49,878 12,269 1,675 16,331 21,244 128 17,582 39,555 5,212 6,372 5,448 1,020 21,399 33,046
Changes from: July 16, 2013 Total Change is: -14,273
-5,151 736 219 234 -737 -19 -8,999 -12,919 254 -1,985 2,139 -420 1,594 -3,526
Percent of Open Interest Represented by Each Category of Trader
41.7 10.3 1.4 13.7 17.8 0.1 14.7 33.1 4.4 5.3 4.6 0.9 17.9 27.6
Number of Traders in Each Category Total Traders: 84
6 7 4 6 5 . 16 28 7 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 34,906
Positions
14,506 8,471 6 0 1,777 0 10,601 9,813 289 0 1,621 0 9,504 12,929
Changes from: July 16, 2013 Total Change is: -5,352
-2,853 87 -202 0 -80 0 -4,034 -3,834 -24 -408 0 0 2,169 -1,299
Percent of Open Interest Represented by Each Category of Trader
41.6 24.3 0.0 0.0 5.1 0.0 30.4 28.1 0.8 0.0 4.6 0.0 27.2 37.0
Number of Traders in Each Category Total Traders: 31
8 5 . 0 . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 148,065
Positions
84,799 5,637 588 12,544 27,366 181 18,732 66,599 3,808 9,648 9,418 386 17,379 34,082
Changes from: July 16, 2013 Total Change is: -3,062
2,185 1,397 13 496 -567 -43 -5,354 -1,302 -1,302 -1,849 2,057 0 2,792 -3,315
Percent of Open Interest Represented by Each Category of Trader
57.3 3.8 0.4 8.5 18.5 0.1 12.7 45.0 2.6 6.5 6.4 0.3 11.7 23.0
Number of Traders in Each Category Total Traders: 104
13 8 . 7 13 . 17 35 9 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 187,250
Positions
111,844 5,273 531 24,139 21,444 1,767 28,705 95,338 2,018 3,370 13,158 195 14,681 47,526
Changes from: July 16, 2013 Total Change is: 4,821
3,064 -61 261 -1,285 -1,060 -17 2,185 2,953 -75 -212 269 -131 1,031 2,682
Percent of Open Interest Represented by Each Category of Trader
59.7 2.8 0.3 12.9 11.5 0.9 15.3 50.9 1.1 1.8 7.0 0.1 7.8 25.4
Number of Traders in Each Category Total Traders: 133
14 7 . 6 18 . 22 46 9 . 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 219,429
Positions
56,886 12,843 3,117 37,899 57,752 4,613 47,633 68,296 3,131 22,154 12,749 2,906 41,090 54,022
Changes from: July 16, 2013 Total Change is: -708
-13,876 662 -156 1,867 2,079 -68 4,854 239 -136 10 579 98 6,699 -4,005
Percent of Open Interest Represented by Each Category of Trader
25.9 5.9 1.4 17.3 26.3 2.1 21.7 31.1 1.4 10.1 5.8 1.3 18.7 24.6
Number of Traders in Each Category Total Traders: 167
20 12 10 16 19 10 23 39 15 19 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 185,349
Positions
111,862 12,280 875 649 42,357 956 42,822 80,499 714 8,172 11,175 225 19,074 36,268
Changes from: July 16, 2013 Total Change is: -915
328 3,981 476 0 -823 -50 -4,529 -1,483 -612 691 1,377 210 2,571 -3,991
Percent of Open Interest Represented by Each Category of Trader
60.4 6.6 0.5 0.4 22.9 0.5 23.1 43.4 0.4 4.4 6.0 0.1 10.3 19.6
Number of Traders in Each Category Total Traders: 100
10 9 6 . 9 4 20 32 6 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,605
Positions
15,565 20,318 12,699 0 1,421 0 6,348 1,418 3,328 1,379 0 2,855 431 566
Changes from: July 16, 2013 Total Change is: 2,163
-279 814 8 0 151 0 2,473 1,161 0 0 0 0 -39 29
Percent of Open Interest Represented by Each Category of Trader
36.5 47.7 29.8 0.0 3.3 0.0 14.9 3.3 7.8 3.2 0.0 6.7 1.0 1.3
Number of Traders in Each Category Total Traders: 24
6 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 93,757
Positions
25,588 23,454 673 3,106 525 0 46,792 61,349 754 9,282 5,201 0 7,562 1,801
Changes from: July 16, 2013 Total Change is: 15,119
-385 4,044 268 112 -90 0 13,472 12,879 68 340 -1,501 0 1,244 -549
Percent of Open Interest Represented by Each Category of Trader
27.3 25.0 0.7 3.3 0.6 0.0 49.9 65.4 0.8 9.9 5.5 0.0 8.1 1.9
Number of Traders in Each Category Total Traders: 95
7 10 . 4 . 0 36 21 6 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 27,238
Positions
9,845 14,689 3,255 744 3,107 0 2,882 1,731 226 9,531 3,161 0 755 1,069
Changes from: July 16, 2013 Total Change is: -338
-204 36 0 0 20 0 -21 -217 -141 0 6 0 28 -42
Percent of Open Interest Represented by Each Category of Trader
36.1 53.9 12.0 2.7 11.4 0.0 10.6 6.4 0.8 35.0 11.6 0.0 2.8 3.9
Number of Traders in Each Category Total Traders: 28
5 5 . . . 0 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 12,613
Positions
6,394 713 29 304 542 0 2,895 6,884 129 891 309 0 1,971 4,007
Changes from: July 16, 2013 Total Change is: -291
-466 571 14 158 33 0 78 -644 -16 223 0 0 -282 -249
Percent of Open Interest Represented by Each Category of Trader
50.7 5.7 0.2 2.4 4.3 0.0 23.0 54.6 1.0 7.1 2.4 0.0 15.6 31.8
Number of Traders in Each Category Total Traders: 42
5 . . . . 0 9 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 60,037
Positions
10,646 45,381 218 5,634 289 413 29,507 5,858 186 4,597 879 79 8,759 6,736
Changes from: July 16, 2013 Total Change is: 1,478
771 693 8 83 13 9 227 149 -68 134 346 0 316 329
Percent of Open Interest Represented by Each Category of Trader
17.7 75.6 0.4 9.4 0.5 0.7 49.1 9.8 0.3 7.7 1.5 0.1 14.6 11.2
Number of Traders in Each Category Total Traders: 102
18 15 . 9 . . 34 12 5 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 120,073
Positions
21,291 90,761 435 11,268 578 826 59,014 11,716 372 9,193 1,757 157 17,517 13,471
Changes from: July 16, 2013 Total Change is: 2,955
1,541 1,385 16 165 25 18 453 297 -136 267 692 0 631 658
Percent of Open Interest Represented by Each Category of Trader
17.7 75.6 0.4 9.4 0.5 0.7 49.1 9.8 0.3 7.7 1.5 0.1 14.6 11.2
Number of Traders in Each Category Total Traders: 102
18 15 . 9 . . 34 12 5 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 727,263
Positions
21,006 206,046 18,144 343,892 129,252 40,209 102,405 174,063 24,843 56,956 43,042 4,409 115,397 87,254
Changes from: July 16, 2013 Total Change is: 11,099
-1,100 7,672 5,724 8,796 -5,515 165 3,066 8,666 -1,076 1,312 1,922 -216 -5,573 -6,244
Percent of Open Interest Represented by Each Category of Trader
2.9 28.3 2.5 47.3 17.8 5.5 14.1 23.9 3.4 7.8 5.9 0.6 15.9 12.0
Number of Traders in Each Category Total Traders: 555
28 42 19 118 57 62 94 107 75 50 59 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 164,617
Positions
10,273 59,458 2,058 73,671 29,060 1,510 12,029 18,679 466 11,571 9,480 1,601 51,438 42,305
Changes from: July 16, 2013 Total Change is: 5,269
2,358 4,531 1,814 1,322 -285 93 1,284 4,235 -151 -1,257 -58 1,178 -1,372 -6,088
Percent of Open Interest Represented by Each Category of Trader
6.2 36.1 1.3 44.8 17.7 0.9 7.3 11.3 0.3 7.0 5.8 1.0 31.2 25.7
Number of Traders in Each Category Total Traders: 89
6 12 5 16 8 9 19 16 4 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,813,229
Positions
94,777 774,049 39,320 1,368,069 517,924 176,534 500,058 825,097 73,710 228,742 169,627 12,223 319,796 224,745
Changes from: July 16, 2013 Total Change is: 29,148
-5,098 27,897 7,362 37,039 -26,483 691 3,306 16,552 976 7,796 4,853 -1,920 -21,004 -780
Percent of Open Interest Represented by Each Category of Trader
3.4 27.5 1.4 48.6 18.4 6.3 17.8 29.3 2.6 8.1 6.0 0.4 11.4 8.0
Number of Traders in Each Category Total Traders: 532
26 41 15 113 52 57 91 106 64 47 56 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 120,288
Positions
3,416 63,486 160 67,873 41,352 1,754 34,370 5,857 1,863 930 1,800 0 9,922 4,016
Changes from: July 16, 2013 Total Change is: 5,098
463 5,547 39 3,177 -1,336 -160 239 89 1,238 337 5 0 -235 -324
Percent of Open Interest Represented by Each Category of Trader
2.8 52.8 0.1 56.4 34.4 1.5 28.6 4.9 1.5 0.8 1.5 0.0 8.2 3.3
Number of Traders in Each Category Total Traders: 100
5 16 . 36 12 11 18 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 79,243
Positions
1,550 56,069 497 35,374 4,891 740 32,305 8,273 621 2,129 4,477 53 5,977 3,623
Changes from: July 16, 2013 Total Change is: 5,910
471 5,713 37 17 -115 -52 5,368 532 418 -228 -890 -7 -115 275
Percent of Open Interest Represented by Each Category of Trader
2.0 70.8 0.6 44.6 6.2 0.9 40.8 10.4 0.8 2.7 5.6 0.1 7.5 4.6
Number of Traders in Each Category Total Traders: 226
17 28 . 33 17 8 76 25 9 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 396,217
Positions
7,749 280,347 2,483 176,869 24,457 3,698 161,524 41,367 3,103 10,643 22,386 263 29,885 18,113
Changes from: July 16, 2013 Total Change is: 29,551
2,353 28,564 187 87 -575 -260 26,842 2,659 2,091 -1,138 -4,451 -37 -574 1,373
Percent of Open Interest Represented by Each Category of Trader
2.0 70.8 0.6 44.6 6.2 0.9 40.8 10.4 0.8 2.7 5.6 0.1 7.5 4.6
Number of Traders in Each Category Total Traders: 226
17 28 . 33 17 8 76 25 9 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 356,800
Positions
66,929 88,969 7,576 145,596 133,981 19,968 83,297 78,544 6,528 6,106 6,852 300 20,500 14,082
Changes from: July 16, 2013 Total Change is: 3,098
-5,569 7,023 2,700 3,752 -4,114 547 3,655 275 274 267 653 0 -2,528 -4,260
Percent of Open Interest Represented by Each Category of Trader
18.8 24.9 2.1 40.8 37.6 5.6 23.3 22.0 1.8 1.7 1.9 0.1 5.7 3.9
Number of Traders in Each Category Total Traders: 261
16 19 . 56 35 22 54 55 11 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 65,309
Positions
7,238 44,094 442 25,041 0 265 15,037 14,951 0 6,114 230 0 11,172 5,327
Changes from: July 16, 2013 Total Change is: -65
-197 325 333 393 0 -13 -595 159 0 418 -300 0 -404 -569
Percent of Open Interest Represented by Each Category of Trader
11.1 67.5 0.7 38.3 0.0 0.4 23.0 22.9 0.0 9.4 0.4 0.0 17.1 8.2
Number of Traders in Each Category Total Traders: 73
9 9 4 19 0 . 17 8 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 71,399
Positions
22,974 15,882 509 12,927 2,319 475 19,315 1,931 2,215 3,567 904 0 9,417 47,164
Changes from: July 16, 2013 Total Change is: -142
1,370 58 -13 -541 -78 23 -1,190 -2,155 465 -575 -609 0 319 2,167
Percent of Open Interest Represented by Each Category of Trader
32.2 22.2 0.7 18.1 3.2 0.7 27.1 2.7 3.1 5.0 1.3 0.0 13.2 66.1
Number of Traders in Each Category Total Traders: 78
18 14 4 8 . . 22 6 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 79,884
Positions
2,112 33,041 2,178 34,967 24,518 4,131 27,058 9,730 2,989 242 1,213 0 6,207 2,084
Changes from: July 16, 2013 Total Change is: 776
223 1,632 32 -691 799 194 321 -2,064 844 242 322 0 -389 -983
Percent of Open Interest Represented by Each Category of Trader
2.6 41.4 2.7 43.8 30.7 5.2 33.9 12.2 3.7 0.3 1.5 0.0 7.8 2.6
Number of Traders in Each Category Total Traders: 81
4 10 . 27 20 11 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 222,059
Positions
15,138 107,799 3,822 96,533 29,146 32,280 45,263 21,771 2,160 11,194 15,146 997 14,672 8,938
Changes from: July 16, 2013 Total Change is: -2,528
-1,263 4,023 -2,130 4,357 -4,815 -223 6,125 275 474 -12,344 -2,535 164 2,312 2,239
Percent of Open Interest Represented by Each Category of Trader
6.8 48.5 1.7 43.5 13.1 14.5 20.4 9.8 1.0 5.0 6.8 0.4 6.6 4.0
Number of Traders in Each Category Total Traders: 160
15 22 5 39 23 20 21 20 12 13 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 573,979
Positions
11,182 62,520 4,605 256,780 91,368 86,804 64,114 95,834 7,359 17,496 54,404 308 125,331 170,777
Changes from: July 16, 2013 Total Change is: -2,348
1,931 -11,483 3,529 -3,849 1,680 2,157 -5,580 7,027 -1,417 1,163 -1,848 16 -298 -2,009
Percent of Open Interest Represented by Each Category of Trader
1.9 10.9 0.8 44.7 15.9 15.1 11.2 16.7 1.3 3.0 9.5 0.1 21.8 29.8
Number of Traders in Each Category Total Traders: 172
6 19 8 39 28 31 18 44 17 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 376,402
Positions
1,873 99,232 66 244,783 34,541 38,353 13,423 121,572 1,411 9,032 6,144 0 67,461 75,083
Changes from: July 16, 2013 Total Change is: -264
0 5,672 0 9,480 -5,110 -6,707 -54 3,251 108 -318 19 0 -2,773 2,503
Percent of Open Interest Represented by Each Category of Trader
0.5 26.4 0.0 65.0 9.2 10.2 3.6 32.3 0.4 2.4 1.6 0.0 17.9 19.9
Number of Traders in Each Category Total Traders: 70
. 11 . 33 9 19 . 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 810,349
Positions
96,905 89,755 2,082 214,234 239,096 62,161 184,656 217,123 11,375 104,907 54,473 30,432 103,597 103,852
Changes from: July 16, 2013 Total Change is: 26,507
-21,777 26,046 -2,241 2,487 4,852 -10,052 31,984 14,102 4,218 7,580 -3,375 -141 14,449 -6,902
Percent of Open Interest Represented by Each Category of Trader
12.0 11.1 0.3 26.4 29.5 7.7 22.8 26.8 1.4 12.9 6.7 3.8 12.8 12.8
Number of Traders in Each Category Total Traders: 200
9 26 6 34 27 30 35 34 23 14 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 34,762
Positions
11,647 14,142 6,691 1,109 0 0 9,789 8,422 4,420 1 0 871 234 216
Changes from: July 16, 2013 Total Change is: 106
-847 671 444 -30 0 0 1,724 68 -595 -20 0 -114 -456 -368
Percent of Open Interest Represented by Each Category of Trader
33.5 40.7 19.2 3.2 0.0 0.0 28.2 24.2 12.7 0.0 0.0 2.5 0.7 0.6
Number of Traders in Each Category Total Traders: 42
9 10 12 . 0 0 10 10 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,211,881
Positions
176,835 190,115 33,885 623,374 805,355 308,640 709,964 191,577 41,601 62,511 171,624 30,273 224,798 438,811
Changes from: July 16, 2013 Total Change is: 91,706
9,751 20,132 6,013 52,007 24,747 1,952 1,065 -1,108 8,298 11,645 12,727 639 336 18,306
Percent of Open Interest Represented by Each Category of Trader
8.0 8.6 1.5 28.2 36.4 14.0 32.1 8.7 1.9 2.8 7.8 1.4 10.2 19.8
Number of Traders in Each Category Total Traders: 317
29 38 16 21 75 47 53 56 42 16 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,613,914
Positions
266,447 108,645 12,260 395,177 513,035 162,007 399,426 326,685 33,566 144,399 141,948 9,497 191,135 306,271
Changes from: July 16, 2013 Total Change is: 27,356
10,686 8,742 -2,345 -42,500 29,480 10,730 47,453 -29,041 -4,272 -14,307 7,512 -58 21,969 6,608
Percent of Open Interest Represented by Each Category of Trader
16.5 6.7 0.8 24.5 31.8 10.0 24.7 20.2 2.1 8.9 8.8 0.6 11.8 19.0
Number of Traders in Each Category Total Traders: 221
15 25 9 32 43 37 40 36 24 10 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 308,582
Positions
81,667 82,024 105,898 1,029 745 2,013 41,775 23,502 38,833 239 6,660 10,228 26,900 38,679
Changes from: July 16, 2013 Total Change is: 2,590
1,098 4,811 -3,562 14 0 0 3,279 -796 -2,397 239 -457 1,167 2,752 3,824
Percent of Open Interest Represented by Each Category of Trader
26.5 26.6 34.3 0.3 0.2 0.7 13.5 7.6 12.6 0.1 2.2 3.3 8.7 12.5
Number of Traders in Each Category Total Traders: 61
12 22 23 . . . 11 8 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,679,341
Positions
1,939,730 2,371,424 1,538,821 1,016,667 809,323 203,199 996,540 538,714 1,608,342 336,365 272,124 265,419 774,258 1,071,975
Changes from: July 16, 2013 Total Change is: 114,098
48,717 -990 -1,724 41,629 42,725 738 -54,742 101,381 -15,167 28,291 -24,713 -11,831 78,187 23,679
Percent of Open Interest Represented by Each Category of Trader
22.3 27.3 17.7 11.7 9.3 2.3 11.5 6.2 18.5 3.9 3.1 3.1 8.9 12.4
Number of Traders in Each Category Total Traders: 227
26 44 68 13 8 17 54 34 80 16 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,068
Positions
24,345 981 0 995 7,027 88 790 13,237 16 820 5,687 0 14 32
Changes from: July 16, 2013 Total Change is: -3,178
-529 20 0 -695 -33 8 -1,962 -1,497 0 0 -1,701 0 0 25
Percent of Open Interest Represented by Each Category of Trader
89.9 3.6 0.0 3.7 26.0 0.3 2.9 48.9 0.1 3.0 21.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 37
7 4 0 . 5 . . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,591
Positions
12,297 3,722 4 0 3,570 0 38 4,472 0 1,246 1,786 0 6 37
Changes from: July 16, 2013 Total Change is: 1,849
564 1,792 0 0 80 0 38 -50 0 1,246 1 0 1 26
Percent of Open Interest Represented by Each Category of Trader
90.5 27.4 0.0 0.0 26.3 0.0 0.3 32.9 0.0 9.2 13.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 26
4 . . 0 5 0 . 6 0 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,781
Positions
11,514 29,395 874 7,468 674 206 18,560 26,153 717 14,477 1,182 0 6,965 1,580
Changes from: July 16, 2013 Total Change is: -3,561
-997 -507 0 -434 290 -166 -2,529 -3,474 -23 1,147 78 0 -559 241
Percent of Open Interest Represented by Each Category of Trader
18.9 48.4 1.4 12.3 1.1 0.3 30.5 43.0 1.2 23.8 1.9 0.0 11.5 2.6
Number of Traders in Each Category Total Traders: 132
6 . . 11 . . 35 11 . 55 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 359,429
Positions
103,543 13,776 36,134 57,693 25,081 11,613 35,751 143,283 47,160 6,715 17,565 40,170 20,650 24,647
Changes from: July 16, 2013 Total Change is: 3,028
14,591 -9,479 -13,248 2,058 2,526 152 3,386 27,276 -1,146 1,485 1,406 -4,258 8 -201
Percent of Open Interest Represented by Each Category of Trader
28.8 3.8 10.1 16.1 7.0 3.2 9.9 39.9 13.1 1.9 4.9 11.2 5.7 6.9
Number of Traders in Each Category Total Traders: 166
21 8 18 6 16 10 28 49 48 12 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,441
Positions
876 549 0 1,601 61 626 2,131 4,276 834 0 73 0 373 22
Changes from: July 16, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.6 8.5 0.0 24.9 0.9 9.7 33.1 66.4 12.9 0.0 1.1 0.0 5.8 0.3
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,439
Positions
1,295 7,645 0 6,771 0 0 1,533 2,293 67 0 0 0 773 434
Changes from: July 16, 2013 Total Change is: 452
2 -48 0 210 0 0 327 666 -78 0 0 0 -9 -88
Percent of Open Interest Represented by Each Category of Trader
12.4 73.2 0.0 64.9 0.0 0.0 14.7 22.0 0.6 0.0 0.0 0.0 7.4 4.2
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 . 4 . 0 0 0
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Updated July 26, 2013