Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 151,291
Positions
35,165 73,702 6,361 18,444 19,053 1,335 33,714 11,888 7,427 12,352 1,210 121 36,372 30,194
Changes from: February 5, 2013 Total Change is: -5,160
1,984 688 -942 177 -136 -485 -4,510 -3,368 -1,473 -908 99 -625 1,623 1,084
Percent of Open Interest Represented by Each Category of Trader
23.2 48.7 4.2 12.2 12.6 0.9 22.3 7.9 4.9 8.2 0.8 0.1 24.0 20.0
Number of Traders in Each Category Total Traders: 86
8 9 8 7 4 4 26 14 17 16 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 43,699
Positions
5,015 23,223 1,187 919 2,385 374 12,221 6,310 943 0 792 0 23,041 8,486
Changes from: February 5, 2013 Total Change is: -2,706
440 240 63 0 0 0 -1,088 -1,343 -754 0 -112 -48 -1,319 -751
Percent of Open Interest Represented by Each Category of Trader
11.5 53.1 2.7 2.1 5.5 0.9 28.0 14.4 2.2 0.0 1.8 0.0 52.7 19.4
Number of Traders in Each Category Total Traders: 38
5 9 . . 4 . 12 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 183,055
Positions
76,781 26,513 6,766 23,184 28,628 2,853 37,450 48,021 10,984 3,319 22,596 557 21,161 36,137
Changes from: February 5, 2013 Total Change is: -3,151
15,590 -514 -614 732 99 -1,287 -12,390 6,718 -3,696 -820 -2,431 -257 -409 -1,169
Percent of Open Interest Represented by Each Category of Trader
41.9 14.5 3.7 12.7 15.6 1.6 20.5 26.2 6.0 1.8 12.3 0.3 11.6 19.7
Number of Traders in Each Category Total Traders: 100
13 10 7 7 12 5 18 30 15 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 277,255
Positions
103,090 16,423 14,890 23,319 10,324 2,980 30,918 101,395 34,611 33,074 19,403 9,829 24,544 67,399
Changes from: February 5, 2013 Total Change is: -24,370
7,686 691 -5,919 -8,113 2,957 -5,571 3,545 -2,265 -11,238 1,707 3,151 -2,825 -3,642 -3,351
Percent of Open Interest Represented by Each Category of Trader
37.2 5.9 5.4 8.4 3.7 1.1 11.2 36.6 12.5 11.9 7.0 3.5 8.9 24.3
Number of Traders in Each Category Total Traders: 142
10 13 7 9 7 4 26 41 24 8 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 286,854
Positions
32,929 86,387 11,995 49,662 29,435 7,604 72,038 51,753 27,145 18,218 11,916 6,323 60,941 54,297
Changes from: February 5, 2013 Total Change is: -38,498
-1,290 -4,844 -4,087 -2,342 -472 64 -5,097 2,645 -17,255 -2,357 -689 -1,205 -4,930 -12,657
Percent of Open Interest Represented by Each Category of Trader
11.5 30.1 4.2 17.3 10.3 2.7 25.1 18.0 9.5 6.4 4.2 2.2 21.2 18.9
Number of Traders in Each Category Total Traders: 189
20 15 15 23 16 19 33 33 25 20 29 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 177,265
Positions
29,042 49,125 5,113 2,256 43,707 1,753 97,850 40,457 6,963 4,184 4,233 620 29,487 25,296
Changes from: February 5, 2013 Total Change is: -17,361
12,568 -24,265 -1,090 -782 671 -119 -18,819 2,329 -137 -975 357 -404 -7,602 5,298
Percent of Open Interest Represented by Each Category of Trader
16.4 27.7 2.9 1.3 24.7 1.0 55.2 22.8 3.9 2.4 2.4 0.3 16.6 14.3
Number of Traders in Each Category Total Traders: 106
14 8 7 . 9 . 30 25 16 9 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 75,607
Positions
36,457 49,127 17,436 2,489 0 0 7,878 1,364 4,416 3,211 0 2,860 860 404
Changes from: February 5, 2013 Total Change is: 445
0 381 0 242 0 0 184 33 0 -8 0 0 27 31
Percent of Open Interest Represented by Each Category of Trader
48.2 65.0 23.1 3.3 0.0 0.0 10.4 1.8 5.8 4.2 0.0 3.8 1.1 0.5
Number of Traders in Each Category Total Traders: 29
5 14 10 . 0 0 . . . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 169,740
Positions
12,429 109,047 298 11,310 1,093 0 118,941 50,557 3,104 13,071 3,048 109 10,479 2,484
Changes from: February 5, 2013 Total Change is: -11,413
882 -6,280 291 -381 0 0 -16,070 -4,693 2,752 1,585 -3,723 -97 -375 337
Percent of Open Interest Represented by Each Category of Trader
7.3 64.2 0.2 6.7 0.6 0.0 70.1 29.8 1.8 7.7 1.8 0.1 6.2 1.5
Number of Traders in Each Category Total Traders: 134
6 12 . 8 . 0 68 15 6 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 37,767
Positions
9,037 23,776 274 7,729 0 0 6,721 1,353 81 9,471 8,387 3,514 940 382
Changes from: February 5, 2013 Total Change is: 1,131
118 1,189 0 866 -116 0 25 104 2 50 0 0 70 -48
Percent of Open Interest Represented by Each Category of Trader
23.9 63.0 0.7 20.5 0.0 0.0 17.8 3.6 0.2 25.1 22.2 9.3 2.5 1.0
Number of Traders in Each Category Total Traders: 29
5 5 . . 0 0 9 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 35,110
Positions
3,463 22,812 2 838 0 0 23,170 4,441 1,636 330 3,891 115 5,555 2,213
Changes from: February 5, 2013 Total Change is: -1,951
273 -2,287 -0 72 0 0 -1,531 -241 228 -410 213 115 -698 21
Percent of Open Interest Represented by Each Category of Trader
9.9 65.0 0.0 2.4 0.0 0.0 66.0 12.6 4.7 0.9 11.1 0.3 15.8 6.3
Number of Traders in Each Category Total Traders: 59
6 8 . 4 0 0 25 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 63,391
Positions
14,706 38,711 714 6,456 268 508 26,958 12,826 695 2,598 1,821 752 10,006 7,097
Changes from: February 5, 2013 Total Change is: 3,145
1,389 583 247 13 183 21 1,251 872 170 278 628 -53 -169 495
Percent of Open Interest Represented by Each Category of Trader
23.2 61.1 1.1 10.2 0.4 0.8 42.5 20.2 1.1 4.1 2.9 1.2 15.8 11.2
Number of Traders in Each Category Total Traders: 116
21 18 6 6 . . 33 15 9 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 126,783
Positions
29,411 77,422 1,427 12,911 536 1,016 53,916 25,652 1,390 5,195 3,642 1,504 20,012 14,193
Changes from: February 5, 2013 Total Change is: 6,289
2,778 1,167 493 25 365 41 2,503 1,745 339 556 1,255 -107 -339 990
Percent of Open Interest Represented by Each Category of Trader
23.2 61.1 1.1 10.2 0.4 0.8 42.5 20.2 1.1 4.1 2.9 1.2 15.8 11.2
Number of Traders in Each Category Total Traders: 116
21 18 6 6 . . 33 15 9 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,012,298
Positions
94,634 230,236 48,605 351,910 132,906 64,840 90,826 188,504 167,139 39,429 39,706 28,670 126,245 111,691
Changes from: February 5, 2013 Total Change is: 36,920
8,208 -16,371 9,755 -7,298 -730 3,247 -901 5,907 12,288 269 4,295 697 10,654 17,832
Percent of Open Interest Represented by Each Category of Trader
9.3 22.7 4.8 34.8 13.1 6.4 9.0 18.6 16.5 3.9 3.9 2.8 12.5 11.0
Number of Traders in Each Category Total Traders: 607
38 38 36 119 51 68 98 126 112 67 69 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 287,199
Positions
49,925 80,465 8,217 64,968 27,600 10,082 13,233 31,571 52,737 11,772 11,550 11,740 64,525 53,236
Changes from: February 5, 2013 Total Change is: 11,703
6,831 -10,944 -226 -1,179 -253 177 530 3,070 4,306 541 -105 718 6 14,960
Percent of Open Interest Represented by Each Category of Trader
17.4 28.0 2.9 22.6 9.6 3.5 4.6 11.0 18.4 4.1 4.0 4.1 22.5 18.5
Number of Traders in Each Category Total Traders: 118
12 12 7 20 9 12 21 22 42 11 10 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,625,494
Positions
358,223 883,530 67,262 1,462,840 554,663 245,657 506,435 903,133 453,541 163,224 165,720 59,714 308,601 292,276
Changes from: February 5, 2013 Total Change is: 126,087
52,112 18,093 4,678 -30,565 -2,357 15,325 9,953 31,289 22,807 2,189 25,545 -3,654 53,240 14,361
Percent of Open Interest Represented by Each Category of Trader
9.9 24.4 1.9 40.3 15.3 6.8 14.0 24.9 12.5 4.5 4.6 1.6 8.5 8.1
Number of Traders in Each Category Total Traders: 566
36 39 31 109 45 60 94 122 102 58 63 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 122,584
Positions
3,517 55,396 703 64,098 48,598 3,258 36,738 8,982 648 1,446 2,296 0 12,176 2,703
Changes from: February 5, 2013 Total Change is: 1,475
-516 345 703 -573 -369 586 164 -531 646 -270 0 0 734 94
Percent of Open Interest Represented by Each Category of Trader
2.9 45.2 0.6 52.3 39.6 2.7 30.0 7.3 0.5 1.2 1.9 0.0 9.9 2.2
Number of Traders in Each Category Total Traders: 104
5 15 . 41 13 12 17 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 68,833
Positions
2,913 40,167 620 31,447 5,536 791 23,058 12,847 955 2,232 2,688 987 5,830 4,241
Changes from: February 5, 2013 Total Change is: -152
609 -415 129 153 -177 -95 -1,758 1,081 205 183 -147 -53 475 -680
Percent of Open Interest Represented by Each Category of Trader
4.2 58.4 0.9 45.7 8.0 1.1 33.5 18.7 1.4 3.2 3.9 1.4 8.5 6.2
Number of Traders in Each Category Total Traders: 218
22 27 6 33 18 11 54 33 15 22 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 344,167
Positions
14,564 200,836 3,099 157,235 27,682 3,955 115,291 64,236 4,776 11,162 13,440 4,935 29,150 21,207
Changes from: February 5, 2013 Total Change is: -761
3,044 -2,074 644 767 -883 -473 -8,788 5,404 1,025 915 -735 -267 2,373 -3,402
Percent of Open Interest Represented by Each Category of Trader
4.2 58.4 0.9 45.7 8.0 1.1 33.5 18.7 1.4 3.2 3.9 1.4 8.5 6.2
Number of Traders in Each Category Total Traders: 218
22 27 6 33 18 11 54 33 15 22 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 362,036
Positions
60,200 62,643 10,518 150,332 160,507 22,644 86,167 75,010 3,054 5,261 13,955 700 23,160 13,006
Changes from: February 5, 2013 Total Change is: -1,681
-1,749 -282 -303 3,205 -1,628 -542 -3,007 -1,144 799 446 471 74 -604 873
Percent of Open Interest Represented by Each Category of Trader
16.6 17.3 2.9 41.5 44.3 6.3 23.8 20.7 0.8 1.5 3.9 0.2 6.4 3.6
Number of Traders in Each Category Total Traders: 252
20 15 . 57 33 25 57 42 15 12 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 78,532
Positions
5,313 13,453 3,397 22,057 368 230 16,846 20,554 108 8,816 1,717 4,002 17,763 34,703
Changes from: February 5, 2013 Total Change is: 14,362
1,145 778 2,282 -584 139 230 -178 -664 88 1,363 482 3,999 6,017 7,028
Percent of Open Interest Represented by Each Category of Trader
6.8 17.1 4.3 28.1 0.5 0.3 21.5 26.2 0.1 11.2 2.2 5.1 22.6 44.2
Number of Traders in Each Category Total Traders: 67
5 6 . 12 . . 19 10 . 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 83,185
Positions
17,895 15,716 5,426 8,612 3,907 0 34,126 11,708 1,374 4,046 1,269 0 11,706 43,785
Changes from: February 5, 2013 Total Change is: 6,173
-294 -316 619 408 -230 0 3,441 3,924 108 352 448 0 1,539 1,620
Percent of Open Interest Represented by Each Category of Trader
21.5 18.9 6.5 10.4 4.7 0.0 41.0 14.1 1.7 4.9 1.5 0.0 14.1 52.6
Number of Traders in Each Category Total Traders: 91
19 14 7 8 . 0 26 12 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 87,960
Positions
14,004 49,467 144 54,234 18,480 4,021 9,583 13,246 150 222 0 0 5,602 2,452
Changes from: February 5, 2013 Total Change is: -48
141 492 60 1,550 -510 61 -1,406 152 0 0 -232 0 -454 -71
Percent of Open Interest Represented by Each Category of Trader
15.9 56.2 0.2 61.7 21.0 4.6 10.9 15.1 0.2 0.3 0.0 0.0 6.4 2.8
Number of Traders in Each Category Total Traders: 72
. 7 . 25 19 11 11 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 180,791
Positions
12,832 94,132 2,208 106,502 14,982 10,170 26,799 50,683 58 6,810 4,204 977 14,435 3,377
Changes from: February 5, 2013 Total Change is: -393
-1,117 1,406 -211 1,712 366 1,841 -1,312 -3,214 -658 -445 332 0 -203 -255
Percent of Open Interest Represented by Each Category of Trader
7.1 52.1 1.2 58.9 8.3 5.6 14.8 28.0 0.0 3.8 2.3 0.5 8.0 1.9
Number of Traders in Each Category Total Traders: 138
16 16 4 44 12 15 26 8 . 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 718,679
Positions
24,992 46,536 33,745 255,265 171,013 76,260 85,454 88,806 65,845 21,990 33,959 3,030 152,100 199,487
Changes from: February 5, 2013 Total Change is: 15,974
5,763 1,336 432 3,170 19,940 -948 7,680 -6,778 5,330 2,885 1,793 46 -8,385 -5,177
Percent of Open Interest Represented by Each Category of Trader
3.5 6.5 4.7 35.5 23.8 10.6 11.9 12.4 9.2 3.1 4.7 0.4 21.2 27.8
Number of Traders in Each Category Total Traders: 171
9 17 17 38 30 42 24 36 41 7 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 367,090
Positions
0 129,808 1,222 245,205 43,571 39,453 0 71,574 889 9,726 15,274 0 70,595 65,299
Changes from: February 5, 2013 Total Change is: -5,721
0 -12,237 1,116 -4,594 4,466 -1,673 0 1,634 742 0 -2,124 0 -1,312 2,355
Percent of Open Interest Represented by Each Category of Trader
0.0 35.4 0.3 66.8 11.9 10.7 0.0 19.5 0.2 2.6 4.2 0.0 19.2 17.8
Number of Traders in Each Category Total Traders: 65
0 13 . 28 10 16 0 7 . . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,095,119
Positions
64,578 117,048 46,920 240,936 183,672 65,735 237,516 426,930 120,122 177,195 39,501 15,997 126,121 79,193
Changes from: February 5, 2013 Total Change is: -22,870
-84,784 13,342 9,452 26,721 10,579 -2,015 18,878 -47,535 7,227 -4,885 -13,024 2,541 3,995 -3,437
Percent of Open Interest Represented by Each Category of Trader
5.9 10.7 4.3 22.0 16.8 6.0 21.7 39.0 11.0 16.2 3.6 1.5 11.5 7.2
Number of Traders in Each Category Total Traders: 223
18 27 18 36 25 30 36 40 38 22 18 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 48,476
Positions
15,941 17,849 8,240 105 302 10 18,135 16,079 4,634 0 0 351 1,060 1,011
Changes from: February 5, 2013 Total Change is: 6,678
-2,385 5,033 2,595 -360 302 0 6,456 -1,422 680 0 -4 182 -490 -688
Percent of Open Interest Represented by Each Category of Trader
32.9 36.8 17.0 0.2 0.6 0.0 37.4 33.2 9.6 0.0 0.0 0.7 2.2 2.1
Number of Traders in Each Category Total Traders: 42
5 12 10 . . . 10 12 13 0 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 2,553,020
Positions
241,276 223,841 277,161 453,114 767,996 213,660 648,475 194,970 318,705 89,521 95,421 39,450 271,659 421,816
Changes from: February 5, 2013 Total Change is: -55,223
-1,012 -8,601 4,051 10,381 -14,333 -8,351 -41,714 -17,633 6,348 -6,864 -7,837 -11,244 -6,817 2,377
Percent of Open Interest Represented by Each Category of Trader
9.5 8.8 10.9 17.7 30.1 8.4 25.4 7.6 12.5 3.5 3.7 1.5 10.6 16.5
Number of Traders in Each Category Total Traders: 318
19 48 54 22 67 52 64 60 88 16 22 17
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,869,235
Positions
317,770 141,394 129,563 485,093 518,494 137,454 258,999 335,317 205,245 92,015 100,576 23,886 219,209 277,305
Changes from: February 5, 2013 Total Change is: 1,425
14,542 -5,195 -16,750 16,656 12,022 -5,334 -11,017 6,817 5,662 -11,547 11,583 1,705 7,508 -9,086
Percent of Open Interest Represented by Each Category of Trader
17.0 7.6 6.9 26.0 27.7 7.4 13.9 17.9 11.0 4.9 5.4 1.3 11.7 14.8
Number of Traders in Each Category Total Traders: 211
14 30 30 32 39 37 34 39 43 11 12 6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 333,434
Positions
124,339 121,115 98,673 1,173 2,777 3,639 31,059 12,637 49,008 1,214 10,980 6,124 18,204 28,481
Changes from: February 5, 2013 Total Change is: 5,982
-646 -1,922 2,504 401 -11 0 -581 2,038 6,747 115 305 -1,215 -1,342 -2,464
Percent of Open Interest Represented by Each Category of Trader
37.3 36.3 29.6 0.4 0.8 1.1 9.3 3.8 14.7 0.4 3.3 1.8 5.5 8.5
Number of Traders in Each Category Total Traders: 77
15 25 28 . . . 14 12 22 . 4 4
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 is12,275,325
Positions
1,679,457 2,498,624 2,767,880 830,497 585,142 264,347 1,065,511 358,038 3,905,663 254,544 189,268 633,323 874,103 1,073,040
Changes from: February 5, 2013 Total Change is: 124,763
-89,526 37,131 29,882 1,882 73,718 1,430 138,463 -26,449 32,699 2,785 -5,723 4,345 2,803 -22,269
Percent of Open Interest Represented by Each Category of Trader
13.7 20.4 22.5 6.8 4.8 2.2 8.7 2.9 31.8 2.1 1.5 5.2 7.1 8.7
Number of Traders in Each Category Total Traders: 253
29 49 75 9 13 21 64 46 93 13 18 26
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 11,221
Positions
7,988 1,251 0 37 855 4 2,921 7,968 15 210 1,036 0 46 92
Changes from: February 5, 2013 Total Change is: 798
243 161 0 0 0 0 615 646 0 -20 0 0 -40 -9
Percent of Open Interest Represented by Each Category of Trader
71.2 11.1 0.0 0.3 7.6 0.0 26.0 71.0 0.1 1.9 9.2 0.0 0.4 0.8
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 6,563
Positions
5,902 1,557 0 0 827 43 482 3,849 0 0 261 0 136 26
Changes from: February 5, 2013 Total Change is: -29
-34 -5 0 0 -4 0 -3 -11 0 0 0 0 8 -9
Percent of Open Interest Represented by Each Category of Trader
89.9 23.7 0.0 0.0 12.6 0.7 7.3 58.6 0.0 0.0 4.0 0.0 2.1 0.4
Number of Traders in Each Category Total Traders: 21
. . 0 0 4 . . 6 0 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 47,231
Positions
7,333 13,706 2,089 1,132 3,604 298 25,107 21,167 1,933 5,162 1,934 21 4,156 2,479
Changes from: February 5, 2013 Total Change is: -8,975
-311 -164 -272 24 -1,727 -43 -8,433 -6,660 914 -1,892 -115 -39 1,077 -870
Percent of Open Interest Represented by Each Category of Trader
15.5 29.0 4.4 2.4 7.6 0.6 53.2 44.8 4.1 10.9 4.1 0.0 8.8 5.2
Number of Traders in Each Category Total Traders: 104
4 . . 6 5 . 21 33 10 24 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 445,319
Positions
105,877 21,662 53,956 41,750 16,695 11,910 59,968 167,672 52,362 8,529 13,399 73,855 37,112 33,808
Changes from: February 5, 2013 Total Change is: 15,499
-3,919 -117 2,019 1,883 1,640 -1,581 5,809 -1,614 -754 101 4,819 4,587 7,354 6,500
Percent of Open Interest Represented by Each Category of Trader
23.8 4.9 12.1 9.4 3.7 2.7 13.5 37.7 11.8 1.9 3.0 16.6 8.3 7.6
Number of Traders in Each Category Total Traders: 175
15 10 22 7 11 9 35 48 46 19 18 24
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Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 10,326
Positions
909 4,128 0 2,645 447 320 5,052 4,544 887 343 0 0 170 0
Changes from: February 5, 2013 Total Change is: 2,867
-158 -23 0 122 -2 30 2,827 2,862 0 0 0 0 46 0
Percent of Open Interest Represented by Each Category of Trader
8.8 40.0 0.0 25.6 4.3 3.1 48.9 44.0 8.6 3.3 0.0 0.0 1.6 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 4 . . 5 4 . . 0 0
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Updated February 15, 2013