Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 218,795
Positions
70,426 65,680 11,228 18,590 19,282 2,064 49,463 64,814 13,920 17,158 988 935 35,011 39,885
Changes from: February 19, 2013 Total Change is: 48,791
29,095 -5,489 3,853 63 102 494 8,107 39,393 5,828 3,686 -922 743 -3,078 4,789
Percent of Open Interest Represented by Each Category of Trader
32.2 30.0 5.1 8.5 8.8 0.9 22.6 29.6 6.4 7.8 0.5 0.4 16.0 18.2
Number of Traders in Each Category Total Traders: 97
12 9 9 6 4 4 18 29 18 16 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 49,935
Positions
15,273 18,614 1,024 919 1,915 374 12,798 14,092 1,833 1,553 0 0 16,161 12,083
Changes from: February 19, 2013 Total Change is: 5,257
7,441 -528 -129 0 -14 0 825 3,492 477 -35 -744 0 -3,323 2,703
Percent of Open Interest Represented by Each Category of Trader
30.6 37.3 2.1 1.8 3.8 0.7 25.6 28.2 3.7 3.1 0.0 0.0 32.4 24.2
Number of Traders in Each Category Total Traders: 38
7 7 4 . . . 8 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 235,359
Positions
121,832 25,868 9,025 22,830 30,445 6,017 27,354 72,382 18,745 5,230 21,612 1,575 22,751 49,689
Changes from: February 19, 2013 Total Change is: 27,915
26,195 -872 2,434 -766 -51 2,447 -9,079 10,684 5,596 -578 -490 92 1,575 8,075
Percent of Open Interest Represented by Each Category of Trader
51.8 11.0 3.8 9.7 12.9 2.6 11.6 30.8 8.0 2.2 9.2 0.7 9.7 21.1
Number of Traders in Each Category Total Traders: 113
13 10 9 6 15 6 16 37 16 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 281,295
Positions
101,835 13,889 20,943 22,729 8,482 3,094 28,954 110,993 37,495 33,420 12,741 8,321 24,504 65,338
Changes from: February 19, 2013 Total Change is: -686
-2,375 -1,614 2,427 -977 -1,967 -191 -1,758 7,485 2,170 -378 -4,252 -808 1,205 -3,937
Percent of Open Interest Represented by Each Category of Trader
36.2 4.9 7.4 8.1 3.0 1.1 10.3 39.5 13.3 11.9 4.5 3.0 8.7 23.2
Number of Traders in Each Category Total Traders: 141
13 14 10 8 9 6 24 43 23 8 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 300,988
Positions
37,224 58,098 17,416 43,621 31,681 10,007 65,173 66,824 40,798 18,808 12,769 9,117 58,823 54,278
Changes from: February 19, 2013 Total Change is: 18,207
6,507 -18,592 3,530 -5,931 2,520 2,629 -1,211 15,463 11,753 1,603 521 2,945 -3,619 -2,561
Percent of Open Interest Represented by Each Category of Trader
12.4 19.3 5.8 14.5 10.5 3.3 21.7 22.2 13.6 6.2 4.2 3.0 19.5 18.0
Number of Traders in Each Category Total Traders: 191
19 16 17 20 18 20 29 40 30 27 22 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 178,361
Positions
42,881 28,004 6,933 2,128 44,407 2,045 81,635 48,561 10,573 6,819 6,214 1,666 23,681 29,959
Changes from: February 19, 2013 Total Change is: 6,448
8,425 -15,449 1,481 64 881 231 -4,620 8,269 4,748 1,901 2,695 527 -6,310 3,065
Percent of Open Interest Represented by Each Category of Trader
24.0 15.7 3.9 1.2 24.9 1.1 45.8 27.2 5.9 3.8 3.5 0.9 13.3 16.8
Number of Traders in Each Category Total Traders: 115
17 6 9 . 8 . 28 32 22 9 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 71,658
Positions
27,624 41,509 20,886 3,202 0 0 8,917 1,369 4,418 2,986 174 2,864 761 438
Changes from: February 19, 2013 Total Change is: -4,441
-8,833 -8,111 3,450 250 0 0 965 112 2 -236 174 4 -43 -72
Percent of Open Interest Represented by Each Category of Trader
38.5 57.9 29.1 4.5 0.0 0.0 12.4 1.9 6.2 4.2 0.2 4.0 1.1 0.6
Number of Traders in Each Category Total Traders: 30
5 14 11 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 173,817
Positions
16,748 106,093 135 10,807 1,093 0 107,212 53,099 4,386 25,912 2,979 121 8,496 5,911
Changes from: February 19, 2013 Total Change is: 598
4,453 -5,294 -628 -415 0 0 -1,383 2,204 260 -234 -194 4 -1,459 4,246
Percent of Open Interest Represented by Each Category of Trader
9.6 61.0 0.1 6.2 0.6 0.0 61.7 30.5 2.5 14.9 1.7 0.1 4.9 3.4
Number of Traders in Each Category Total Traders: 137
8 12 . 10 . 0 60 22 9 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 43,124
Positions
9,834 25,960 2,519 7,152 62 308 8,668 1,163 533 9,188 8,387 3,830 1,092 362
Changes from: February 19, 2013 Total Change is: 3,084
950 294 2,245 -593 50 0 279 -200 263 -383 0 316 7 116
Percent of Open Interest Represented by Each Category of Trader
22.8 60.2 5.8 16.6 0.1 0.7 20.1 2.7 1.2 21.3 19.4 8.9 2.5 0.8
Number of Traders in Each Category Total Traders: 35
4 8 4 . . . 13 . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 32,865
Positions
2,883 20,127 19 680 0 0 22,398 4,220 2,026 570 3,526 8 4,281 2,939
Changes from: February 19, 2013 Total Change is: -4,694
-436 -5,739 -326 -315 0 0 -3,297 -70 1,253 -297 -434 -107 -1,168 729
Percent of Open Interest Represented by Each Category of Trader
8.8 61.2 0.1 2.1 0.0 0.0 68.2 12.8 6.2 1.7 10.7 0.0 13.0 8.9
Number of Traders in Each Category Total Traders: 62
5 9 . . 0 0 23 14 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 64,117
Positions
14,128 38,336 1,156 5,551 302 421 27,342 11,822 1,158 2,768 1,848 567 11,028 8,510
Changes from: February 19, 2013 Total Change is: 735
-212 -1,209 337 -933 112 -125 798 263 412 66 359 6 385 580
Percent of Open Interest Represented by Each Category of Trader
22.0 59.8 1.8 8.7 0.5 0.7 42.6 18.4 1.8 4.3 2.9 0.9 17.2 13.3
Number of Traders in Each Category Total Traders: 115
20 17 6 5 . . 37 16 13 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 128,235
Positions
28,255 76,671 2,312 11,101 603 841 54,685 23,643 2,315 5,535 3,696 1,134 22,057 17,019
Changes from: February 19, 2013 Total Change is: 1,470
-423 -2,418 674 -1,866 224 -249 1,595 525 825 131 717 12 770 1,159
Percent of Open Interest Represented by Each Category of Trader
22.0 59.8 1.8 8.7 0.5 0.7 42.6 18.4 1.8 4.3 2.9 0.9 17.2 13.3
Number of Traders in Each Category Total Traders: 115
20 17 6 5 . . 37 16 13 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 1,056,088
Positions
58,330 192,280 100,305 340,917 139,337 67,296 103,994 200,997 168,728 40,934 39,043 30,691 144,893 117,411
Changes from: February 19, 2013 Total Change is: 47,560
-15,313 -12,185 12,454 -4,970 4,353 2,835 -2,162 2,168 26,284 3,944 -507 1,752 22,737 10,407
Percent of Open Interest Represented by Each Category of Trader
5.5 18.2 9.5 32.3 13.2 6.4 9.8 19.0 16.0 3.9 3.7 2.9 13.7 11.1
Number of Traders in Each Category Total Traders: 605
42 39 41 115 52 68 105 129 121 66 55 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 295,739
Positions
58,369 73,666 13,222 60,232 29,686 10,136 14,537 35,945 50,482 11,554 9,333 11,256 65,950 62,012
Changes from: February 19, 2013 Total Change is: 8,537
6,216 -8,816 -460 -2,336 -1,475 688 -1,030 -557 9,618 -96 -1,560 714 -4,777 10,384
Percent of Open Interest Represented by Each Category of Trader
19.7 24.9 4.5 20.4 10.0 3.4 4.9 12.2 17.1 3.9 3.2 3.8 22.3 21.0
Number of Traders in Each Category Total Traders: 112
15 11 8 20 9 12 18 23 37 9 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 3,801,746
Positions
299,341 892,608 135,877 1,437,135 581,962 252,090 560,491 938,467 478,025 171,120 172,770 72,955 394,712 276,992
Changes from: February 19, 2013 Total Change is: 195,119
-82,623 8,178 39,546 -12,996 29,314 10,563 -17,561 1,721 95,231 12,885 -2,054 12,506 137,568 114
Percent of Open Interest Represented by Each Category of Trader
7.9 23.5 3.6 37.8 15.3 6.6 14.7 24.7 12.6 4.5 4.5 1.9 10.4 7.3
Number of Traders in Each Category Total Traders: 570
38 41 35 106 47 62 101 124 111 59 53 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 122,873
Positions
3,705 56,077 754 61,736 50,188 3,206 39,993 7,512 2 978 2,316 0 12,499 2,818
Changes from: February 19, 2013 Total Change is: -961
401 -1,474 0 -3,948 2,337 75 2,801 -1,374 -467 -142 22 0 319 -80
Percent of Open Interest Represented by Each Category of Trader
3.0 45.6 0.6 50.2 40.8 2.6 32.5 6.1 0.0 0.8 1.9 0.0 10.2 2.3
Number of Traders in Each Category Total Traders: 102
5 15 . 40 13 12 19 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 68,349
Positions
2,480 36,697 1,058 30,174 5,753 1,148 23,339 14,195 1,370 2,163 2,639 1,099 5,519 4,391
Changes from: February 19, 2013 Total Change is: -2,943
-337 -4,935 373 -1,811 218 482 -2,279 538 593 67 153 207 -238 -572
Percent of Open Interest Represented by Each Category of Trader
3.6 53.7 1.5 44.1 8.4 1.7 34.1 20.8 2.0 3.2 3.9 1.6 8.1 6.4
Number of Traders in Each Category Total Traders: 222
19 28 11 30 20 9 55 34 13 25 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 341,747
Positions
12,400 183,485 5,288 150,872 28,763 5,738 116,696 70,976 6,851 10,813 13,197 5,493 27,597 21,956
Changes from: February 19, 2013 Total Change is: -14,714
-1,685 -24,673 1,865 -9,055 1,092 2,410 -11,396 2,688 2,967 334 766 1,033 -1,188 -2,862
Percent of Open Interest Represented by Each Category of Trader
3.6 53.7 1.5 44.1 8.4 1.7 34.1 20.8 2.0 3.2 3.9 1.6 8.1 6.4
Number of Traders in Each Category Total Traders: 222
19 28 11 30 20 9 55 34 13 25 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 372,151
Positions
61,963 64,663 8,052 149,620 163,422 22,608 93,722 80,307 4,099 3,645 12,583 749 27,693 15,668
Changes from: February 19, 2013 Total Change is: -408
1,500 1,365 -750 -5,405 3,054 581 1,268 -366 -3 -19 -2,229 118 2,302 -2,179
Percent of Open Interest Represented by Each Category of Trader
16.6 17.4 2.2 40.2 43.9 6.1 25.2 21.6 1.1 1.0 3.4 0.2 7.4 4.2
Number of Traders in Each Category Total Traders: 257
22 14 4 60 34 26 61 41 17 12 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 74,869
Positions
6,637 14,101 2,762 24,673 0 22 13,605 16,534 515 9,090 833 4,050 13,515 36,052
Changes from: February 19, 2013 Total Change is: -310
-153 1,248 -131 2,048 0 22 -2,625 -5,553 10 493 197 48 -22 3,849
Percent of Open Interest Represented by Each Category of Trader
8.9 18.8 3.7 33.0 0.0 0.0 18.2 22.1 0.7 12.1 1.1 5.4 18.1 48.2
Number of Traders in Each Category Total Traders: 66
6 6 . 13 0 . 18 12 4 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 74,575
Positions
16,564 19,750 6,129 9,344 5,115 0 29,638 10,305 2,000 3,391 1,636 0 7,509 29,640
Changes from: February 19, 2013 Total Change is: -6,364
-305 4,554 -1,032 338 699 0 -3,989 3,169 194 -605 -19 0 -965 -13,929
Percent of Open Interest Represented by Each Category of Trader
22.2 26.5 8.2 12.5 6.9 0.0 39.7 13.8 2.7 4.5 2.2 0.0 10.1 39.7
Number of Traders in Each Category Total Traders: 96
19 16 8 10 4 0 26 12 6 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 90,152
Positions
13,555 51,912 274 55,167 19,911 4,255 10,941 11,470 162 222 0 0 5,576 2,168
Changes from: February 19, 2013 Total Change is: 1,235
-130 1,602 130 407 1,165 6 1,007 -1,399 -32 0 0 0 -153 -237
Percent of Open Interest Represented by Each Category of Trader
15.0 57.6 0.3 61.2 22.1 4.7 12.1 12.7 0.2 0.2 0.0 0.0 6.2 2.4
Number of Traders in Each Category Total Traders: 73
. 7 . 25 19 11 13 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 188,307
Positions
13,120 92,904 2,496 109,790 17,102 9,513 26,076 56,818 38 8,988 4,066 898 17,388 4,472
Changes from: February 19, 2013 Total Change is: 1,457
-1,249 -1,865 238 220 1,646 -1 -1,710 773 9 1,888 -542 5 2,057 1,194
Percent of Open Interest Represented by Each Category of Trader
7.0 49.3 1.3 58.3 9.1 5.1 13.8 30.2 0.0 4.8 2.2 0.5 9.2 2.4
Number of Traders in Each Category Total Traders: 142
15 18 4 44 15 17 25 9 . 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 852,465
Positions
7,227 63,307 85,884 245,253 196,194 72,048 108,427 64,526 129,558 15,035 31,512 9,330 179,703 200,104
Changes from: February 19, 2013 Total Change is: 126,006
-17,179 13,490 51,106 -7,770 14,141 -1,055 5,128 -24,094 67,588 -945 2,315 4,833 24,301 -2,317
Percent of Open Interest Represented by Each Category of Trader
0.8 7.4 10.1 28.8 23.0 8.5 12.7 7.6 15.2 1.8 3.7 1.1 21.1 23.5
Number of Traders in Each Category Total Traders: 149
. 16 12 33 28 37 31 24 31 6 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 417,780
Positions
3,542 122,280 5,771 253,025 43,970 38,922 63 87,063 23,148 9,745 15,426 574 82,990 80,626
Changes from: February 19, 2013 Total Change is: 43,627
3,542 -8,300 3,634 6,035 3,001 -396 63 10,910 23,061 -86 -1,383 574 7,200 12,526
Percent of Open Interest Represented by Each Category of Trader
0.8 29.3 1.4 60.6 10.5 9.3 0.0 20.8 5.5 2.3 3.7 0.1 19.9 19.3
Number of Traders in Each Category Total Traders: 65
. 10 5 28 9 19 . 10 5 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,196,223
Positions
108,157 157,070 37,289 212,289 188,480 65,331 301,252 442,815 127,839 155,811 42,188 23,931 164,325 111,281
Changes from: February 19, 2013 Total Change is: 122,767
16,144 35,006 6,359 -11,221 -4,529 -530 78,039 40,576 13,148 -24,733 -1,920 7,360 38,200 27,296
Percent of Open Interest Represented by Each Category of Trader
9.0 13.1 3.1 17.7 15.8 5.5 25.2 37.0 10.7 13.0 3.5 2.0 13.7 9.3
Number of Traders in Each Category Total Traders: 214
15 23 16 37 23 31 36 35 31 25 19 10
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Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 52,393
Positions
18,594 22,378 5,683 105 174 10 20,703 17,132 5,627 134 0 370 1,167 1,019
Changes from: February 19, 2013 Total Change is: 2,119
2,246 1,882 -2,161 0 -8 0 410 1,110 1,439 134 0 -33 84 -110
Percent of Open Interest Represented by Each Category of Trader
35.5 42.7 10.8 0.2 0.3 0.0 39.5 32.7 10.7 0.3 0.0 0.7 2.2 1.9
Number of Traders in Each Category Total Traders: 46
7 10 11 . . . 10 15 15 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,616,667
Positions
132,223 225,044 239,010 470,974 833,095 223,258 732,883 214,337 335,098 75,775 81,542 27,693 379,753 437,590
Changes from: February 19, 2013 Total Change is: -12,358
-65,753 32,157 -74,287 -6,905 23,454 6,295 71,658 -5,658 -881 -34,075 -7,268 -7,440 99,030 21,270
Percent of Open Interest Represented by Each Category of Trader
5.1 8.6 9.1 18.0 31.8 8.5 28.0 8.2 12.8 2.9 3.1 1.1 14.5 16.7
Number of Traders in Each Category Total Traders: 287
20 45 52 21 63 54 61 50 74 7 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 2,038,593
Positions
339,744 188,441 176,443 488,128 472,469 147,580 301,537 447,796 144,064 86,192 113,717 19,337 335,568 328,745
Changes from: February 19, 2013 Total Change is: 140,015
12,121 49,581 40,378 8,354 -44,629 8,105 9,780 95,838 -54,290 -8,992 12,776 -4,621 129,181 36,878
Percent of Open Interest Represented by Each Category of Trader
16.7 9.2 8.7 23.9 23.2 7.2 14.8 22.0 7.1 4.2 5.6 0.9 16.5 16.1
Number of Traders in Each Category Total Traders: 197
14 24 24 29 38 34 32 38 39 9 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 350,135
Positions
131,621 122,357 101,694 1,274 2,758 3,652 31,860 14,806 49,281 1,050 11,083 7,669 22,033 36,834
Changes from: February 19, 2013 Total Change is: 9,171
3,810 -1,722 2,753 0 -13 0 -768 2,461 -2,145 -354 503 991 4,885 6,344
Percent of Open Interest Represented by Each Category of Trader
37.6 34.9 29.0 0.4 0.8 1.0 9.1 4.2 14.1 0.3 3.2 2.2 6.3 10.5
Number of Traders in Each Category Total Traders: 78
17 25 30 . . . 12 13 20 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 is12,427,891
Positions
1,577,087 2,741,883 2,748,615 872,879 611,212 238,143 1,291,958 324,534 3,809,160 236,234 157,686 620,007 1,033,807 1,176,651
Changes from: February 19, 2013 Total Change is: 182,477
-138,675 228,025 -28,212 36,654 24,571 -24,781 258,685 -36,433 16,721 -40,336 -29,841 -15,816 118,237 48,242
Percent of Open Interest Represented by Each Category of Trader
12.7 22.1 22.1 7.0 4.9 1.9 10.4 2.6 30.7 1.9 1.3 5.0 8.3 9.5
Number of Traders in Each Category Total Traders: 256
32 48 77 8 13 20 59 53 91 16 16 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 12,308
Positions
8,040 1,833 0 41 792 3 3,963 8,650 11 210 866 0 40 153
Changes from: February 19, 2013 Total Change is: 426
61 468 0 6 -63 -2 362 151 -4 0 -170 0 3 46
Percent of Open Interest Represented by Each Category of Trader
65.3 14.9 0.0 0.3 6.4 0.0 32.2 70.3 0.1 1.7 7.0 0.0 0.3 1.2
Number of Traders in Each Category Total Traders: 25
. 5 0 . . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 6,865
Positions
6,180 1,587 0 0 810 43 527 4,099 0 0 261 0 115 65
Changes from: February 19, 2013 Total Change is: 339
129 17 0 0 -93 0 205 405 0 0 0 0 5 10
Percent of Open Interest Represented by Each Category of Trader
90.0 23.1 0.0 0.0 11.8 0.6 7.7 59.7 0.0 0.0 3.8 0.0 1.7 0.9
Number of Traders in Each Category Total Traders: 22
. . 0 0 4 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 71,020
Positions
7,623 14,749 2,048 3,593 421 326 41,916 47,955 2,529 6,037 1,131 250 6,699 1,612
Changes from: February 19, 2013 Total Change is: 19,902
362 521 76 2,485 -792 -67 14,996 19,739 765 -77 12 226 1,136 -579
Percent of Open Interest Represented by Each Category of Trader
10.7 20.8 2.9 5.1 0.6 0.5 59.0 67.5 3.6 8.5 1.6 0.4 9.4 2.3
Number of Traders in Each Category Total Traders: 118
5 . . 8 . . 43 16 8 32 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 409,106
Positions
125,179 35,691 41,248 48,623 15,212 12,103 46,681 176,017 48,113 8,619 2,658 48,011 30,529 30,053
Changes from: February 19, 2013 Total Change is: -16,664
10,825 7,859 3,521 -4,282 -2,597 351 -13,099 -7,497 7,099 30 -7,669 -19,568 -1,541 1,837
Percent of Open Interest Represented by Each Category of Trader
30.6 8.7 10.1 11.9 3.7 3.0 11.4 43.0 11.8 2.1 0.6 11.7 7.5 7.3
Number of Traders in Each Category Total Traders: 158
16 10 20 9 9 8 31 49 50 16 8 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 26, 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 12,837
Positions
1,082 3,391 0 1,999 546 298 8,089 7,689 908 343 0 0 118 5
Changes from: February 19, 2013 Total Change is: 2,459
68 -737 0 -446 2 -30 2,867 3,224 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
8.4 26.4 0.0 15.6 4.3 2.3 63.0 59.9 7.1 2.7 0.0 0.0 0.9 0.0
Number of Traders in Each Category Total Traders: 23
4 . 0 . . . 5 4 . . 0 0
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Updated March 1, 2013