Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 321,487
Positions
108,280 60,943 76,633 16,966 19,232 440 52,675 106,671 14,791 19,826 1,788 487 31,390 40,502
Changes from: March 12, 2013 Total Change is: 60,960
5,172 -2,422 49,089 -1,170 -486 79 6,067 14,835 1,262 -903 773 -365 1,730 -1,804
Percent of Open Interest Represented by Each Category of Trader
33.7 19.0 23.8 5.3 6.0 0.1 16.4 33.2 4.6 6.2 0.6 0.2 9.8 12.6
Number of Traders in Each Category Total Traders: 99
12 9 12 5 4 . 16 35 18 14 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 52,622
Positions
29,588 8,727 338 0 2,274 0 11,236 19,178 1,673 1,528 0 0 8,259 20,432
Changes from: March 12, 2013 Total Change is: -18,175
-3,696 -8,767 -2,188 0 378 0 -4,144 1,584 -5,773 0 -611 0 -2,374 -2,798
Percent of Open Interest Represented by Each Category of Trader
56.2 16.6 0.6 0.0 4.3 0.0 21.4 36.4 3.2 2.9 0.0 0.0 15.7 38.8
Number of Traders in Each Category Total Traders: 42
8 4 . 0 4 0 10 15 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 235,840
Positions
104,432 4,608 6,850 21,054 28,249 1,298 35,821 117,377 15,234 31,085 10,149 1,581 18,486 50,494
Changes from: March 12, 2013 Total Change is: -82,178
-48,673 -23,421 -29,754 260 295 133 11,274 22,145 -18,776 26,714 -10,664 -17,777 -5,579 -4,358
Percent of Open Interest Represented by Each Category of Trader
44.3 2.0 2.9 8.9 12.0 0.6 15.2 49.8 6.5 13.2 4.3 0.7 7.8 21.4
Number of Traders in Each Category Total Traders: 117
10 6 6 8 14 7 12 45 17 10 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 260,014
Positions
98,612 12,661 10,961 20,647 13,602 1,708 43,819 115,379 21,714 33,975 14,715 7,212 21,366 62,061
Changes from: March 12, 2013 Total Change is: -69,725
-39,035 -2,656 -12,738 5 207 -9 9,472 -26,264 -23,633 380 -282 -843 -3,324 -3,508
Percent of Open Interest Represented by Each Category of Trader
37.9 4.9 4.2 7.9 5.2 0.7 16.9 44.4 8.4 13.1 5.7 2.8 8.2 23.9
Number of Traders in Each Category Total Traders: 135
10 10 6 6 9 . 26 43 23 9 22 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 251,117
Positions
53,812 10,697 11,165 30,633 34,406 8,905 36,446 71,294 33,365 24,330 16,704 7,120 45,341 57,462
Changes from: March 12, 2013 Total Change is: -1,393
6,766 -13,259 -5,137 -6,550 3,322 4,298 -7,556 4,956 4,672 6,243 2,740 -1,072 -3,056 -1,914
Percent of Open Interest Represented by Each Category of Trader
21.4 4.3 4.4 12.2 13.7 3.5 14.5 28.4 13.3 9.7 6.7 2.8 18.1 22.9
Number of Traders in Each Category Total Traders: 182
18 13 13 17 22 15 21 46 35 28 17 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 172,749
Positions
16,454 45,695 4,399 887 41,547 1,387 105,469 44,224 7,355 2,348 2,757 1,053 33,396 24,332
Changes from: March 12, 2013 Total Change is: -22,905
-17,747 18,316 -26,543 232 -1,650 -91 19,365 -3,911 -1,049 -1,140 -2,757 -522 4,589 -4,697
Percent of Open Interest Represented by Each Category of Trader
9.5 26.5 2.5 0.5 24.1 0.8 61.1 25.6 4.3 1.4 1.6 0.6 19.3 14.1
Number of Traders in Each Category Total Traders: 89
6 10 6 . 7 . 23 28 19 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 58,678
Positions
21,535 30,628 19,877 4,273 0 0 2,877 104 4,335 1,690 215 3,333 758 186
Changes from: March 12, 2013 Total Change is: -4,489
205 -2,212 -1,814 667 0 0 -1,928 104 -309 -1,404 5 0 94 -263
Percent of Open Interest Represented by Each Category of Trader
36.7 52.2 33.9 7.3 0.0 0.0 4.9 0.2 7.4 2.9 0.4 5.7 1.3 0.3
Number of Traders in Each Category Total Traders: 28
6 11 11 . 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 156,440
Positions
3,957 72,187 20 11,750 653 0 117,668 77,134 289 11,065 3,921 26 11,666 2,211
Changes from: March 12, 2013 Total Change is: -36,426
-6,972 -23,480 -569 1,241 150 0 13,441 10,954 -24,017 -19,536 1,101 -158 144 -408
Percent of Open Interest Represented by Each Category of Trader
2.5 46.1 0.0 7.5 0.4 0.0 75.2 49.3 0.2 7.1 2.5 0.0 7.5 1.4
Number of Traders in Each Category Total Traders: 142
7 10 . 11 . 0 74 14 4 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 39,835
Positions
11,468 27,278 290 3,192 603 308 7,789 1,584 834 14,631 8,387 172 1,151 379
Changes from: March 12, 2013 Total Change is: 3,891
2,976 3,073 16 -1,090 503 0 68 350 -60 1,955 0 0 26 9
Percent of Open Interest Represented by Each Category of Trader
28.8 68.5 0.7 8.0 1.5 0.8 19.6 4.0 2.1 36.7 21.1 0.4 2.9 1.0
Number of Traders in Each Category Total Traders: 36
5 6 . . . . 13 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 28,933
Positions
3,290 13,860 0 722 108 0 21,132 11,742 112 509 586 0 3,168 2,525
Changes from: March 12, 2013 Total Change is: -3,880
-316 -3,104 -1,015 -22 0 -24 -776 4,112 -1,097 34 -2,526 0 -664 -226
Percent of Open Interest Represented by Each Category of Trader
11.4 47.9 0.0 2.5 0.4 0.0 73.0 40.6 0.4 1.8 2.0 0.0 10.9 8.7
Number of Traders in Each Category Total Traders: 52
6 4 0 . . 0 13 19 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 56,027
Positions
6,844 32,156 207 5,279 208 471 29,726 10,122 1,013 3,068 2,241 836 8,582 8,773
Changes from: March 12, 2013 Total Change is: -50,372
-6,768 90 -36,476 -1,629 195 10 1,475 -3,854 -2,920 554 161 -1,029 -3,588 -6,549
Percent of Open Interest Represented by Each Category of Trader
12.2 57.4 0.4 9.4 0.4 0.8 53.1 18.1 1.8 5.5 4.0 1.5 15.3 15.7
Number of Traders in Each Category Total Traders: 108
15 17 . 5 . . 35 11 11 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 112,054
Positions
13,689 64,312 415 10,557 415 942 59,452 20,244 2,027 6,136 4,482 1,672 17,165 17,545
Changes from: March 12, 2013 Total Change is: -57,921
-19,733 -7,015 -33,908 -258 389 20 67 -9,882 -750 1,107 323 -483 -3,983 -6,615
Percent of Open Interest Represented by Each Category of Trader
12.2 57.4 0.4 9.4 0.4 0.8 53.1 18.1 1.8 5.5 4.0 1.5 15.3 15.7
Number of Traders in Each Category Total Traders: 108
15 17 . 5 . . 35 11 11 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 896,437
Positions
37,709 206,662 33,261 335,327 130,946 60,809 113,960 178,618 138,555 44,134 34,183 22,704 109,977 90,699
Changes from: March 12, 2013 Total Change is: -346,449
-15,016 10,910 -164,059 15,749 2,070 -14,151 -22,078 -31,980 -76,303 -4,608 -2,596 -15,770 -50,214 -54,572
Percent of Open Interest Represented by Each Category of Trader
4.2 23.1 3.7 37.4 14.6 6.8 12.7 19.9 15.5 4.9 3.8 2.5 12.3 10.1
Number of Traders in Each Category Total Traders: 581
31 41 28 120 53 64 84 127 98 63 62 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 214,608
Positions
10,750 59,619 4,195 63,437 27,820 11,468 10,496 14,819 41,514 9,502 9,600 9,054 54,191 36,519
Changes from: March 12, 2013 Total Change is: -131,935
-46,844 -14,514 -26,139 -1,645 -627 -1,562 -8,596 -18,534 -24,975 -2,665 -2,297 -5,069 -14,440 -38,218
Percent of Open Interest Represented by Each Category of Trader
5.0 27.8 2.0 29.6 13.0 5.3 4.9 6.9 19.3 4.4 4.5 4.2 25.3 17.0
Number of Traders in Each Category Total Traders: 105
6 11 5 19 9 12 16 24 34 11 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 3,409,146
Positions
200,711 801,135 79,414 1,389,360 545,537 216,796 566,377 868,054 436,148 173,160 122,914 68,246 278,934 270,903
Changes from: March 12, 2013 Total Change is:-1,072,572
-98,224 -130,241 -432,238 83,038 9,550 -59,011 -131,955 -131,774 -192,092 -47,059 -38,837 -16,159 -178,872 -81,770
Percent of Open Interest Represented by Each Category of Trader
5.9 23.5 2.3 40.8 16.0 6.4 16.6 25.5 12.8 5.1 3.6 2.0 8.2 7.9
Number of Traders in Each Category Total Traders: 538
28 40 27 110 49 57 85 116 90 55 55 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 114,627
Positions
3,099 54,944 0 58,664 48,272 1,624 37,581 4,595 293 589 2,239 0 12,777 2,660
Changes from: March 12, 2013 Total Change is: -23,896
-884 -1,416 -16,178 -763 1,034 -426 -3,126 -3,396 -2,411 -271 0 0 163 -1,103
Percent of Open Interest Represented by Each Category of Trader
2.7 47.9 0.0 51.2 42.1 1.4 32.8 4.0 0.3 0.5 2.0 0.0 11.1 2.3
Number of Traders in Each Category Total Traders: 97
5 15 0 37 15 11 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 69,599
Positions
1,510 48,002 539 31,744 6,957 585 25,167 7,577 787 2,935 1,365 830 5,502 2,956
Changes from: March 12, 2013 Total Change is: -24,023
-1,260 6,819 -16,818 2,248 593 -1,101 -4,174 -7,455 -1,172 119 -1,927 -491 -1,374 -2,471
Percent of Open Interest Represented by Each Category of Trader
2.2 69.0 0.8 45.6 10.0 0.8 36.2 10.9 1.1 4.2 2.0 1.2 7.9 4.2
Number of Traders in Each Category Total Traders: 212
15 22 4 28 19 9 63 31 15 25 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 347,996
Positions
7,550 240,012 2,697 158,718 34,787 2,925 125,836 37,885 3,937 14,674 6,825 4,149 27,509 14,779
Changes from: March 12, 2013 Total Change is: -120,116
-6,300 34,094 -84,092 11,241 2,967 -5,503 -20,872 -37,273 -5,861 593 -9,637 -2,455 -6,868 -12,356
Percent of Open Interest Represented by Each Category of Trader
2.2 69.0 0.8 45.6 10.0 0.8 36.2 10.9 1.1 4.2 2.0 1.2 7.9 4.2
Number of Traders in Each Category Total Traders: 212
15 22 4 28 19 9 63 31 15 25 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 376,571
Positions
65,437 63,686 7,903 148,428 153,744 19,057 94,610 100,028 9,192 5,139 9,071 845 25,961 13,045
Changes from: March 12, 2013 Total Change is: -48,546
-733 -3,927 -25,160 -937 -3,683 139 -14,590 2,303 -5,567 -149 -5,080 -535 -1,015 -7,037
Percent of Open Interest Represented by Each Category of Trader
17.4 16.9 2.1 39.4 40.8 5.1 25.1 26.6 2.4 1.4 2.4 0.2 6.9 3.5
Number of Traders in Each Category Total Traders: 251
18 15 . 55 37 24 58 43 16 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 63,673
Positions
7,315 26,931 160 22,297 0 129 12,396 12,755 0 11,948 4,492 0 9,428 19,206
Changes from: March 12, 2013 Total Change is: -3,792
-852 -895 46 215 0 107 -2,306 -1,970 -201 1,084 245 0 -1,885 -1,124
Percent of Open Interest Represented by Each Category of Trader
11.5 42.3 0.3 35.0 0.0 0.2 19.5 20.0 0.0 18.8 7.1 0.0 14.8 30.2
Number of Traders in Each Category Total Traders: 66
5 11 . 14 0 . 14 9 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 69,920
Positions
23,022 11,537 1,301 7,895 5,277 1,535 25,068 5,759 2 2,963 1,205 0 8,134 43,304
Changes from: March 12, 2013 Total Change is: -4,962
-3,988 2,563 1,018 994 -77 81 -1,595 -656 0 -1,347 418 0 -125 -8,309
Percent of Open Interest Represented by Each Category of Trader
32.9 16.5 1.9 11.3 7.5 2.2 35.9 8.2 0.0 4.2 1.7 0.0 11.6 61.9
Number of Traders in Each Category Total Traders: 81
18 11 4 8 . . 24 7 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 85,452
Positions
10,813 40,342 4,802 34,102 17,010 4,145 25,656 15,991 581 212 0 0 5,141 2,581
Changes from: March 12, 2013 Total Change is: -22,255
-1,341 -9,080 -11,985 687 117 -145 -2,188 5,919 -6,545 212 0 0 -950 -536
Percent of Open Interest Represented by Each Category of Trader
12.7 47.2 5.6 39.9 19.9 4.9 30.0 18.7 0.7 0.2 0.0 0.0 6.0 3.0
Number of Traders in Each Category Total Traders: 69
4 6 . 24 18 11 10 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 191,044
Positions
7,175 97,551 2,418 105,176 17,112 9,064 40,594 56,437 400 10,203 3,625 552 15,462 3,885
Changes from: March 12, 2013 Total Change is: -38,489
-3,943 6,354 -27,540 8,887 494 -880 -892 -1,502 -3,002 303 -1,219 -569 -10,853 -10,625
Percent of Open Interest Represented by Each Category of Trader
3.8 51.1 1.3 55.1 9.0 4.7 21.2 29.5 0.2 5.3 1.9 0.3 8.1 2.0
Number of Traders in Each Category Total Traders: 142
11 20 . 44 15 20 24 9 5 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 725,301
Positions
5,161 80,813 36,587 263,629 189,967 73,806 118,832 64,080 64,792 15,846 25,540 6,115 140,534 183,600
Changes from: March 12, 2013 Total Change is: -35,375
-8,205 24,125 -3,902 -632 -4,258 96 1,688 -34,302 -7,805 -9,851 1,070 778 -7,541 -11,178
Percent of Open Interest Represented by Each Category of Trader
0.7 11.1 5.0 36.3 26.2 10.2 16.4 8.8 8.9 2.2 3.5 0.8 19.4 25.3
Number of Traders in Each Category Total Traders: 169
6 19 17 38 29 40 22 41 38 6 8 6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 382,187
Positions
3,545 110,656 424 247,408 47,239 34,049 5,497 112,592 5,232 12,234 14,460 0 73,797 57,535
Changes from: March 12, 2013 Total Change is: -5,957
0 3,709 -4,921 584 -3,508 2,273 -266 3,618 697 -1,679 1,967 0 -2,645 -9,792
Percent of Open Interest Represented by Each Category of Trader
0.9 29.0 0.1 64.7 12.4 8.9 1.4 29.5 1.4 3.2 3.8 0.0 19.3 15.1
Number of Traders in Each Category Total Traders: 68
. 11 4 29 9 17 . 12 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 1,009,545
Positions
48,808 133,656 12,518 195,118 223,196 59,268 314,789 323,836 102,403 121,823 47,930 27,265 127,553 79,473
Changes from: March 12, 2013 Total Change is: -74,561
-40,284 8,685 -12,408 -7,365 27,040 -3,305 -4,402 -92,543 485 -5,741 -1,378 2,441 -3,981 -3,578
Percent of Open Interest Represented by Each Category of Trader
4.8 13.2 1.2 19.3 22.1 5.9 31.2 32.1 10.1 12.1 4.7 2.7 12.6 7.9
Number of Traders in Each Category Total Traders: 208
15 22 9 31 26 29 49 27 31 21 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 52,619
Positions
15,250 22,313 8,268 0 335 115 23,268 15,791 3,596 51 0 299 1,772 1,902
Changes from: March 12, 2013 Total Change is: 445
1,786 -538 586 0 0 0 -2,842 -493 604 -19 0 -45 375 331
Percent of Open Interest Represented by Each Category of Trader
29.0 42.4 15.7 0.0 0.6 0.2 44.2 30.0 6.8 0.1 0.0 0.6 3.4 3.6
Number of Traders in Each Category Total Traders: 43
10 8 10 0 . . 8 14 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 2,653,524
Positions
92,314 234,401 207,221 550,089 862,638 236,806 790,398 263,189 328,783 66,158 94,749 57,781 323,973 367,955
Changes from: March 12, 2013 Total Change is: 50,963
-33,307 46,105 3,361 45,244 -53,965 22,264 -10,624 22,584 -22,019 10,424 2,327 7,539 28,082 22,769
Percent of Open Interest Represented by Each Category of Trader
3.5 8.8 7.8 20.7 32.5 8.9 29.8 9.9 12.4 2.5 3.6 2.2 12.2 13.9
Number of Traders in Each Category Total Traders: 307
20 43 48 26 66 60 57 59 77 12 24 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 1,918,575
Positions
328,527 143,838 140,087 524,541 496,902 111,720 311,663 483,574 167,942 81,117 99,545 24,395 228,582 250,570
Changes from: March 12, 2013 Total Change is: 18,265
4,513 6,615 -2,526 -4,778 6,204 2,475 20,890 5,979 -9,165 -5,027 8,416 3,981 7,902 -3,714
Percent of Open Interest Represented by Each Category of Trader
17.1 7.5 7.3 27.3 25.9 5.8 16.2 25.2 8.8 4.2 5.2 1.3 11.9 13.1
Number of Traders in Each Category Total Traders: 208
15 26 19 30 38 36 38 41 44 8 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 353,149
Positions
116,883 118,618 102,820 1,274 2,991 3,310 46,254 25,129 46,935 535 7,770 10,743 24,394 34,833
Changes from: March 12, 2013 Total Change is: 20,971
-2,652 12,667 10,431 0 0 0 10,815 -1,915 -285 8 0 253 2,400 -180
Percent of Open Interest Represented by Each Category of Trader
33.1 33.6 29.1 0.4 0.8 0.9 13.1 7.1 13.3 0.2 2.2 3.0 6.9 9.9
Number of Traders in Each Category Total Traders: 71
17 20 27 . . . 16 8 19 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 is11,508,035
Positions
1,675,360 2,513,943 2,302,585 957,216 753,197 227,343 1,220,421 389,763 3,490,875 174,277 169,600 481,919 978,040 1,178,809
Changes from: March 12, 2013 Total Change is:-1,401,232
61,460 -270,787 -507,277 48,883 95,874 -1,451 -181,094 8,352 -634,520 -97,770 -29,131 -53,277 -36,186 -9,015
Percent of Open Interest Represented by Each Category of Trader
14.6 21.8 20.0 8.3 6.5 2.0 10.6 3.4 30.3 1.5 1.5 4.2 8.5 10.2
Number of Traders in Each Category Total Traders: 252
29 44 72 12 10 19 56 50 89 17 18 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 8,647
Positions
7,053 2,103 0 38 802 1 1,356 4,748 17 140 866 0 42 110
Changes from: March 12, 2013 Total Change is: -2,614
-703 -489 0 -2 0 0 -769 -976 -1,127 -20 0 0 7 -22
Percent of Open Interest Represented by Each Category of Trader
81.6 24.3 0.0 0.4 9.3 0.0 15.7 54.9 0.2 1.6 10.0 0.0 0.5 1.3
Number of Traders in Each Category Total Traders: 22
. . 0 . . . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 14,071
Positions
9,227 1,202 0 526 3,608 36 4,255 6,862 0 0 2,323 0 27 40
Changes from: March 12, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.6 8.5 0.0 3.7 25.6 0.3 30.2 48.8 0.0 0.0 16.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 23
5 . 0 . . . . 4 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 86,157
Positions
9,340 32,071 1,305 5,729 119 272 54,554 49,283 1,006 6,838 825 53 7,060 1,223
Changes from: March 12, 2013 Total Change is: 5,857
605 16,016 -28 -483 119 0 8,898 -8,667 -798 -1,352 226 -210 -774 -800
Percent of Open Interest Represented by Each Category of Trader
10.8 37.2 1.5 6.6 0.1 0.3 63.3 57.2 1.2 7.9 1.0 0.1 8.2 1.4
Number of Traders in Each Category Total Traders: 126
5 . . 12 . . 56 12 8 29 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 463,432
Positions
124,046 57,793 46,819 59,368 16,005 12,758 63,145 164,029 54,448 6,430 11,925 64,902 31,516 34,753
Changes from: March 12, 2013 Total Change is: 28,682
1,938 6,548 7,032 -1,202 -140 -3,116 -4,250 -12,522 9,453 141 1,104 386 18,300 19,937
Percent of Open Interest Represented by Each Category of Trader
26.8 12.5 10.1 12.8 3.5 2.8 13.6 35.4 11.7 1.4 2.6 14.0 6.8 7.5
Number of Traders in Each Category Total Traders: 182
22 11 23 8 9 8 34 51 51 18 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 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 12,615
Positions
145 7,945 0 2,802 416 260 7,840 3,082 908 369 0 0 291 4
Changes from: March 12, 2013 Total Change is: 86
-356 4,835 0 -185 -60 95 721 -4,267 -374 54 -122 -18 149 -3
Percent of Open Interest Represented by Each Category of Trader
1.1 63.0 0.0 22.2 3.3 2.1 62.1 24.4 7.2 2.9 0.0 0.0 2.3 0.0
Number of Traders in Each Category Total Traders: 23
. 4 0 4 . . 5 4 . . 0 0
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Updated March 22, 2013