Traders in Financial Futures - Futures Only Positions as of August 20, 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 108,282
Positions
36,397 12,317 1,792 15,756 19,012 127 23,153 32,307 4,125 6,297 6,572 646 19,989 31,384
Changes from: August 13, 2013 Total Change is: 2,979
-472 -464 131 -45 -322 -2 5,470 4,050 -378 -19 -178 -326 -1,380 468
Percent of Open Interest Represented by Each Category of Trader
33.6 11.4 1.7 14.6 17.6 0.1 21.4 29.8 3.8 5.8 6.1 0.6 18.5 29.0
Number of Traders in Each Category Total Traders: 84
11 6 4 5 6 . 23 18 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 41,138
Positions
10,220 15,717 96 0 2,290 0 15,595 9,123 508 0 2,186 0 14,719 11,218
Changes from: August 13, 2013 Total Change is: 3,554
504 1,376 -445 0 -1 0 1,399 2,483 23 -505 565 0 2,578 -447
Percent of Open Interest Represented by Each Category of Trader
24.8 38.2 0.2 0.0 5.6 0.0 37.9 22.2 1.2 0.0 5.3 0.0 35.8 27.3
Number of Traders in Each Category Total Traders: 43
6 7 4 0 4 0 15 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 138,505
Positions
55,801 10,355 1,457 15,222 26,581 1,287 26,242 56,743 4,774 8,054 10,231 505 25,163 26,572
Changes from: August 13, 2013 Total Change is: -6,621
-15,786 4,490 36 230 -1,856 756 4,321 -6,700 -1,113 -498 223 -111 5,544 -2,346
Percent of Open Interest Represented by Each Category of Trader
40.3 7.5 1.1 11.0 19.2 0.9 18.9 41.0 3.4 5.8 7.4 0.4 18.2 19.2
Number of Traders in Each Category Total Traders: 107
9 13 5 7 15 5 23 25 11 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 162,168
Positions
85,582 13,228 300 25,987 15,056 2,653 24,023 77,148 3,033 3,444 11,364 584 16,562 38,802
Changes from: August 13, 2013 Total Change is: 2,672
149 4,420 236 604 -31 45 1,463 576 134 -589 -1 -9 639 -2,698
Percent of Open Interest Represented by Each Category of Trader
52.8 8.2 0.2 16.0 9.3 1.6 14.8 47.6 1.9 2.1 7.0 0.4 10.2 23.9
Number of Traders in Each Category Total Traders: 117
13 11 . 8 14 . 22 34 12 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 249,660
Positions
28,258 44,447 4,484 36,675 64,314 4,841 93,057 53,969 4,547 23,523 13,218 1,756 52,519 58,084
Changes from: August 13, 2013 Total Change is: 23,995
-6,687 19,131 477 145 1,414 19 21,870 4,035 436 338 -346 18 7,379 -1,189
Percent of Open Interest Represented by Each Category of Trader
11.3 17.8 1.8 14.7 25.8 1.9 37.3 21.6 1.8 9.4 5.3 0.7 21.0 23.3
Number of Traders in Each Category Total Traders: 180
16 14 13 15 24 12 38 38 18 16 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 184,178
Positions
121,375 19,156 529 589 40,090 1,094 38,153 75,298 1,551 5,160 11,367 1,615 14,112 33,478
Changes from: August 13, 2013 Total Change is: -644
1,415 -430 268 0 452 52 -571 1,168 36 -156 188 130 -1,818 -2,508
Percent of Open Interest Represented by Each Category of Trader
65.9 10.4 0.3 0.3 21.8 0.6 20.7 40.9 0.8 2.8 6.2 0.9 7.7 18.2
Number of Traders in Each Category Total Traders: 96
11 8 8 . 10 5 19 30 9 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 43,623
Positions
15,829 20,929 12,704 0 1,434 0 7,317 1,791 3,306 1,379 0 2,855 233 604
Changes from: August 13, 2013 Total Change is: 1,526
3 573 0 0 -37 0 1,664 950 -22 0 0 0 -119 62
Percent of Open Interest Represented by Each Category of Trader
36.3 48.0 29.1 0.0 3.3 0.0 16.8 4.1 7.6 3.2 0.0 6.5 0.5 1.4
Number of Traders in Each Category Total Traders: 25
7 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 94,485
Positions
21,577 32,502 706 1,954 387 0 53,586 48,727 1,228 9,498 8,147 0 5,936 2,788
Changes from: August 13, 2013 Total Change is: -5,361
355 -39 0 34 -440 0 -5,591 -6,049 251 200 60 0 -610 856
Percent of Open Interest Represented by Each Category of Trader
22.8 34.4 0.7 2.1 0.4 0.0 56.7 51.6 1.3 10.1 8.6 0.0 6.3 3.0
Number of Traders in Each Category Total Traders: 93
4 9 . . . 0 35 21 5 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 24,506
Positions
10,315 13,089 3,087 0 1,745 0 962 2,524 41 9,232 3,055 0 869 965
Changes from: August 13, 2013 Total Change is: 1,616
1,581 182 27 -154 170 0 213 1,397 -20 -115 0 0 84 -140
Percent of Open Interest Represented by Each Category of Trader
42.1 53.4 12.6 0.0 7.1 0.0 3.9 10.3 0.2 37.7 12.5 0.0 3.5 3.9
Number of Traders in Each Category Total Traders: 24
6 5 . 0 . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 13,500
Positions
1,490 2,674 1 266 336 0 8,199 7,287 396 759 573 0 2,389 2,233
Changes from: August 13, 2013 Total Change is: 1,524
-1,534 862 1 120 -29 0 2,742 734 213 29 261 0 -47 -518
Percent of Open Interest Represented by Each Category of Trader
11.0 19.8 0.0 2.0 2.5 0.0 60.7 54.0 2.9 5.6 4.2 0.0 17.7 16.5
Number of Traders in Each Category Total Traders: 53
. 8 . . . 0 13 18 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 54,405
Positions
10,515 40,917 115 5,806 1,016 441 22,185 5,223 505 5,418 275 84 9,338 5,831
Changes from: August 13, 2013 Total Change is: -9,219
1,492 -8,500 -104 -31 465 -3 -10,425 189 272 581 -568 0 -1,001 -970
Percent of Open Interest Represented by Each Category of Trader
19.3 75.2 0.2 10.7 1.9 0.8 40.8 9.6 0.9 10.0 0.5 0.2 17.2 10.7
Number of Traders in Each Category Total Traders: 100
20 11 . 6 . . 31 12 7 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 108,810
Positions
21,029 81,833 229 11,611 2,032 882 44,370 10,446 1,010 10,835 549 168 18,676 11,661
Changes from: August 13, 2013 Total Change is: -18,437
2,984 -16,999 -208 -62 929 -6 -20,849 378 544 1,161 -1,136 0 -2,001 -1,939
Percent of Open Interest Represented by Each Category of Trader
19.3 75.2 0.2 10.7 1.9 0.8 40.8 9.6 0.9 10.0 0.5 0.2 17.2 10.7
Number of Traders in Each Category Total Traders: 100
20 11 . 6 . . 31 12 7 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 754,996
Positions
25,388 188,388 29,164 327,608 135,473 47,941 92,840 165,099 43,626 57,093 42,629 5,815 125,521 96,862
Changes from: August 13, 2013 Total Change is: 16,723
2,589 -2,947 7,112 -9,018 6,189 3,581 -2,568 -10,615 9,627 -752 -3,204 441 5,712 6,539
Percent of Open Interest Represented by Each Category of Trader
3.4 25.0 3.9 43.4 17.9 6.3 12.3 21.9 5.8 7.6 5.6 0.8 16.6 12.8
Number of Traders in Each Category Total Traders: 543
30 45 25 112 55 59 86 112 71 47 55 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 169,064
Positions
18,247 46,425 2,573 70,645 28,436 987 10,636 22,687 1,383 11,267 11,542 2,142 51,184 52,889
Changes from: August 13, 2013 Total Change is: 6,076
5,179 -4,787 341 -258 -77 51 523 -334 704 -394 1,519 694 -764 7,965
Percent of Open Interest Represented by Each Category of Trader
10.8 27.5 1.5 41.8 16.8 0.6 6.3 13.4 0.8 6.7 6.8 1.3 30.3 31.3
Number of Traders in Each Category Total Traders: 88
9 10 7 16 7 7 15 17 8 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,929,661
Positions
115,904 790,014 52,756 1,303,650 554,018 215,934 493,736 794,775 128,500 234,160 160,464 13,336 371,685 219,864
Changes from: August 13, 2013 Total Change is: 53,234
12,776 34,930 8,126 -44,378 30,751 18,228 11,783 -24,167 17,375 -2,751 -24,573 -305 32,380 -7,131
Percent of Open Interest Represented by Each Category of Trader
4.0 27.0 1.8 44.5 18.9 7.4 16.9 27.1 4.4 8.0 5.5 0.5 12.7 7.5
Number of Traders in Each Category Total Traders: 524
30 44 21 106 53 54 84 110 61 46 50 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 119,958
Positions
3,301 62,776 196 70,617 42,567 2,375 31,178 5,956 783 937 1,768 0 10,571 3,537
Changes from: August 13, 2013 Total Change is: -2,092
298 -3,359 45 -1,393 973 133 -705 -198 -4 -63 -10 0 -403 328
Percent of Open Interest Represented by Each Category of Trader
2.8 52.3 0.2 58.9 35.5 2.0 26.0 5.0 0.7 0.8 1.5 0.0 8.8 2.9
Number of Traders in Each Category Total Traders: 100
5 16 . 34 13 13 21 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 77,539
Positions
1,733 56,036 530 36,326 4,634 667 29,332 6,240 681 2,220 4,823 49 6,001 3,878
Changes from: August 13, 2013 Total Change is: -6,262
-54 -4,849 130 -1,855 361 50 -4,340 -2,159 414 -252 331 0 -354 -542
Percent of Open Interest Represented by Each Category of Trader
2.2 72.3 0.7 46.8 6.0 0.9 37.8 8.0 0.9 2.9 6.2 0.1 7.7 5.0
Number of Traders in Each Category Total Traders: 220
16 27 4 32 17 8 72 25 12 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 387,693
Positions
8,663 280,181 2,652 181,630 23,172 3,333 146,660 31,198 3,406 11,100 24,114 246 30,003 19,391
Changes from: August 13, 2013 Total Change is: -31,311
-269 -24,244 650 -9,277 1,807 250 -21,702 -10,793 2,070 -1,261 1,657 0 -1,772 -2,708
Percent of Open Interest Represented by Each Category of Trader
2.2 72.3 0.7 46.8 6.0 0.9 37.8 8.0 0.9 2.9 6.2 0.1 7.7 5.0
Number of Traders in Each Category Total Traders: 220
16 27 4 32 17 8 72 25 12 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 359,566
Positions
62,528 93,714 11,412 142,792 131,161 22,848 82,865 66,535 7,290 6,150 7,302 300 23,381 19,004
Changes from: August 13, 2013 Total Change is: 365
3,237 -7,968 970 -1,110 1,433 42 -985 3,279 -514 -441 116 300 -1,134 2,707
Percent of Open Interest Represented by Each Category of Trader
17.4 26.1 3.2 39.7 36.5 6.4 23.0 18.5 2.0 1.7 2.0 0.1 6.5 5.3
Number of Traders in Each Category Total Traders: 247
17 16 . 55 31 21 55 45 12 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 54,753
Positions
3,116 40,501 0 23,307 0 321 10,542 10,291 5 4,707 228 0 12,755 3,407
Changes from: August 13, 2013 Total Change is: -4,427
-429 -310 0 -1,255 0 -150 -2,294 -2,227 5 -102 0 0 -202 -1,745
Percent of Open Interest Represented by Each Category of Trader
5.7 74.0 0.0 42.6 0.0 0.6 19.3 18.8 0.0 8.6 0.4 0.0 23.3 6.2
Number of Traders in Each Category Total Traders: 57
4 8 0 18 0 . 15 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 63,223
Positions
19,529 9,107 509 11,560 11,021 743 14,581 3,984 1,398 4,170 1,742 0 10,733 34,719
Changes from: August 13, 2013 Total Change is: -5,241
819 -903 -487 -1,584 150 -19 -1,138 1,475 -953 24 -579 0 -1,903 -3,925
Percent of Open Interest Represented by Each Category of Trader
30.9 14.4 0.8 18.3 17.4 1.2 23.1 6.3 2.2 6.6 2.8 0.0 17.0 54.9
Number of Traders in Each Category Total Traders: 78
18 11 . 8 4 . 17 10 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 82,950
Positions
789 39,903 2,430 37,436 22,547 3,421 27,433 7,103 3,756 298 1,699 0 7,387 2,091
Changes from: August 13, 2013 Total Change is: -998
-830 -639 182 655 223 -406 -388 -139 2 9 488 0 -222 -709
Percent of Open Interest Represented by Each Category of Trader
1.0 48.1 2.9 45.1 27.2 4.1 33.1 8.6 4.5 0.4 2.0 0.0 8.9 2.5
Number of Traders in Each Category Total Traders: 80
. 11 . 27 18 11 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 224,076
Positions
18,744 106,883 3,506 102,852 33,784 30,141 39,041 28,861 2,361 12,245 10,671 517 14,669 7,352
Changes from: August 13, 2013 Total Change is: -2,205
1,028 -2,622 189 2,548 2,620 -818 -3,490 178 327 -849 -1,576 -435 -705 -68
Percent of Open Interest Represented by Each Category of Trader
8.4 47.7 1.6 45.9 15.1 13.5 17.4 12.9 1.1 5.5 4.8 0.2 6.5 3.3
Number of Traders in Each Category Total Traders: 159
15 21 6 42 21 20 20 20 11 15 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 625,917
Positions
11,219 82,851 9,254 277,744 85,409 88,401 81,436 100,177 11,231 14,168 46,321 1,989 130,475 200,284
Changes from: August 13, 2013 Total Change is: 33,024
817 257 5,640 17,458 -5,609 108 6,439 20,388 500 -3,566 -4,898 1,675 3,953 14,963
Percent of Open Interest Represented by Each Category of Trader
1.8 13.2 1.5 44.4 13.6 14.1 13.0 16.0 1.8 2.3 7.4 0.3 20.8 32.0
Number of Traders in Each Category Total Traders: 160
5 23 5 35 28 30 20 35 27 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 388,656
Positions
3,576 117,057 813 243,860 22,559 37,647 13,959 126,716 1,153 11,979 6,567 0 75,669 76,144
Changes from: August 13, 2013 Total Change is: 3,525
-6 14,453 308 -4,169 -1,352 -123 37 -9,499 18 3,523 -1,501 0 3,937 1,221
Percent of Open Interest Represented by Each Category of Trader
0.9 30.1 0.2 62.7 5.8 9.7 3.6 32.6 0.3 3.1 1.7 0.0 19.5 19.6
Number of Traders in Each Category Total Traders: 70
. 11 6 31 9 18 . 10 6 . . 0
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Traders in Financial Futures - Futures Only Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 880,986
Positions
112,421 81,929 9,431 228,463 327,804 67,767 231,351 177,292 25,506 73,233 55,470 31,781 101,033 104,006
Changes from: August 13, 2013 Total Change is: 15,263
10,012 -1,529 5,074 -16,090 18,816 6,671 -21,696 -21,966 3,271 28,163 1,800 1,383 -1,525 1,743
Percent of Open Interest Represented by Each Category of Trader
12.8 9.3 1.1 25.9 37.2 7.7 26.3 20.1 2.9 8.3 6.3 3.6 11.5 11.8
Number of Traders in Each Category Total Traders: 203
14 20 8 32 32 29 38 30 27 15 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 39,198
Positions
17,349 11,526 8,188 770 0 0 3,682 10,189 8,685 0 39 440 84 131
Changes from: August 13, 2013 Total Change is: -1,665
3,808 -3,452 455 0 0 0 -4,285 2,962 -1,624 0 13 -79 60 60
Percent of Open Interest Represented by Each Category of Trader
44.3 29.4 20.9 2.0 0.0 0.0 9.4 26.0 22.2 0.0 0.1 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 38
9 8 7 . 0 0 8 10 10 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,307,707
Positions
166,317 155,660 69,336 538,334 939,732 260,099 844,827 199,971 91,036 81,737 130,130 28,281 227,740 433,462
Changes from: August 13, 2013 Total Change is: -25,024
-31,555 15,100 6,275 -15,996 -21,347 -9,345 -851 -24,576 18,419 -5,370 -3,269 -4,317 17,716 -1,964
Percent of Open Interest Represented by Each Category of Trader
7.2 6.7 3.0 23.3 40.7 11.3 36.6 8.7 3.9 3.5 5.6 1.2 9.9 18.8
Number of Traders in Each Category Total Traders: 314
27 38 26 21 76 53 63 46 58 19 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,680,508
Positions
253,690 75,499 61,796 450,296 479,856 161,931 422,853 337,460 62,878 77,128 162,184 19,356 170,580 319,548
Changes from: August 13, 2013 Total Change is: 47,798
47,929 -7,671 34,389 -1,724 905 9,785 -17,693 7,227 -3,006 -25,906 4,155 1,242 2,782 772
Percent of Open Interest Represented by Each Category of Trader
15.1 4.5 3.7 26.8 28.6 9.6 25.2 20.1 3.7 4.6 9.7 1.2 10.2 19.0
Number of Traders in Each Category Total Traders: 222
24 15 12 33 40 34 39 40 33 9 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 290,747
Positions
68,505 77,265 100,631 1,004 0 2,043 39,245 16,214 34,703 5 5,017 10,830 33,781 44,044
Changes from: August 13, 2013 Total Change is: 7,691
2,265 1,537 1,377 -25 0 0 381 352 2,243 -71 -251 278 1,243 2,155
Percent of Open Interest Represented by Each Category of Trader
23.6 26.6 34.6 0.3 0.0 0.7 13.5 5.6 11.9 0.0 1.7 3.7 11.6 15.1
Number of Traders in Each Category Total Traders: 57
14 16 21 . 0 . 11 8 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,332,553
Positions
2,037,372 2,219,062 1,700,268 1,100,758 864,044 240,350 931,949 708,853 1,881,832 372,314 322,812 279,288 788,422 1,116,044
Changes from: August 13, 2013 Total Change is: 109,611
15,521 -67,644 80,076 924 -5,243 35,246 -74,236 -11,387 46,829 26,097 26,728 -5,345 -15,501 10,351
Percent of Open Interest Represented by Each Category of Trader
21.8 23.8 18.2 11.8 9.3 2.6 10.0 7.6 20.2 4.0 3.5 3.0 8.4 12.0
Number of Traders in Each Category Total Traders: 240
25 47 70 11 9 16 52 47 83 20 12 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 38,525
Positions
35,622 1,022 700 0 13,377 27 2,130 14,305 16 0 9,004 0 30 74
Changes from: August 13, 2013 Total Change is: 4,167
3,227 157 700 -130 3,077 12 426 -46 0 -49 256 0 -19 11
Percent of Open Interest Represented by Each Category of Trader
92.5 2.7 1.8 0.0 34.7 0.1 5.5 37.1 0.0 0.0 23.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . . 0 8 . . 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 20,056
Positions
19,453 780 0 0 6,607 0 166 3,952 88 308 8,584 0 41 45
Changes from: August 13, 2013 Total Change is: 2,608
3,534 497 0 0 806 0 -278 641 88 -687 586 0 -49 -10
Percent of Open Interest Represented by Each Category of Trader
97.0 3.9 0.0 0.0 32.9 0.0 0.8 19.7 0.4 1.5 42.8 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 25
4 . 0 0 6 0 . 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 75,224
Positions
12,179 28,783 812 5,151 3,634 325 26,925 35,942 1,799 19,452 1,256 186 8,395 2,487
Changes from: August 13, 2013 Total Change is: 1,030
118 0 5 115 528 16 -590 203 317 1,119 -279 68 -138 172
Percent of Open Interest Represented by Each Category of Trader
16.2 38.3 1.1 6.8 4.8 0.4 35.8 47.8 2.4 25.9 1.7 0.2 11.2 3.3
Number of Traders in Each Category Total Traders: 150
7 . . 9 4 . 28 23 9 69 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 444,632
Positions
150,131 6,670 51,235 51,110 24,812 11,331 48,239 214,560 49,456 6,538 8,026 51,698 24,894 26,844
Changes from: August 13, 2013 Total Change is: 3,046
-462 267 10,226 1,427 3,689 -1,149 -7,788 -9,488 342 -323 -3,324 3,367 -2,594 -884
Percent of Open Interest Represented by Each Category of Trader
33.8 1.5 11.5 11.5 5.6 2.5 10.8 48.3 11.1 1.5 1.8 11.6 5.6 6.0
Number of Traders in Each Category Total Traders: 182
22 10 25 7 12 10 37 51 51 14 22 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 6,451
Positions
1,405 653 0 1,598 152 525 1,911 4,304 782 202 0 0 28 35
Changes from: August 13, 2013 Total Change is: -164
-143 188 0 -35 53 39 -21 -469 0 0 0 0 -4 25
Percent of Open Interest Represented by Each Category of Trader
21.8 10.1 0.0 24.8 2.4 8.1 29.6 66.7 12.1 3.1 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 9,862
Positions
1,150 7,299 133 6,409 0 0 1,309 2,029 38 0 0 0 823 363
Changes from: August 13, 2013 Total Change is: -192
-2 -346 133 -7 0 0 269 721 -595 0 0 0 10 -105
Percent of Open Interest Represented by Each Category of Trader
11.7 74.0 1.3 65.0 0.0 0.0 13.3 20.6 0.4 0.0 0.0 0.0 8.3 3.7
Number of Traders in Each Category Total Traders: 23
. . . 10 0 0 7 . . 0 0 0
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Updated August 23, 2013