Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 156,734
Positions
71,874 12,767 2,614 17,773 19,022 168 16,634 79,795 8,762 6,963 1,825 576 31,371 31,204
Changes from: April 30, 2013 Total Change is: -15,874
-17,535 5,954 -1,274 -417 -584 -238 2,338 -14,548 -695 -620 -260 -6 2,574 -4,223
Percent of Open Interest Represented by Each Category of Trader
45.9 8.1 1.7 11.3 12.1 0.1 10.6 50.9 5.6 4.4 1.2 0.4 20.0 19.9
Number of Traders in Each Category Total Traders: 78
7 6 8 6 . 4 19 25 13 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 51,056
Positions
27,869 19,233 626 0 1,811 0 8,092 11,655 1,270 3,035 1,621 0 10,164 14,840
Changes from: April 30, 2013 Total Change is: -2,553
371 345 -127 0 -33 0 -977 -1,700 -696 35 -1,388 -1 -1,159 1,047
Percent of Open Interest Represented by Each Category of Trader
54.6 37.7 1.2 0.0 3.5 0.0 15.8 22.8 2.5 5.9 3.2 0.0 19.9 29.1
Number of Traders in Each Category Total Traders: 40
8 7 . 0 . 0 10 9 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 204,503
Positions
88,700 17,449 4,047 17,805 27,448 338 33,428 82,539 13,021 26,762 15,846 555 19,848 43,260
Changes from: April 30, 2013 Total Change is: -3,721
-44 5,446 -589 366 -2,472 -805 1,338 -5,744 -2,270 923 -916 14 -2,655 3,615
Percent of Open Interest Represented by Each Category of Trader
43.4 8.5 2.0 8.7 13.4 0.2 16.3 40.4 6.4 13.1 7.7 0.3 9.7 21.2
Number of Traders in Each Category Total Traders: 107
8 10 9 6 14 . 20 31 17 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 252,111
Positions
110,398 25,819 8,433 19,154 14,387 1,958 45,951 90,777 24,234 9,931 13,791 8,601 23,452 64,112
Changes from: April 30, 2013 Total Change is: 2,885
5,860 -110 -1,961 195 318 -122 6,139 10,432 -7,744 -593 2,444 -830 1,941 459
Percent of Open Interest Represented by Each Category of Trader
43.8 10.2 3.3 7.6 5.7 0.8 18.2 36.0 9.6 3.9 5.5 3.4 9.3 25.4
Number of Traders in Each Category Total Traders: 148
9 14 6 6 14 . 31 46 23 8 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 260,689
Positions
50,833 16,558 11,667 28,838 46,590 8,127 45,031 69,184 31,012 34,711 12,966 4,750 45,722 59,836
Changes from: April 30, 2013 Total Change is: -17,120
-5,560 -2,444 -1,401 82 -2,050 -1,346 -2,441 505 -4,122 3,892 -5,171 -527 -5,696 -563
Percent of Open Interest Represented by Each Category of Trader
19.5 6.4 4.5 11.1 17.9 3.1 17.3 26.5 11.9 13.3 5.0 1.8 17.5 23.0
Number of Traders in Each Category Total Traders: 180
19 16 13 14 17 12 25 46 37 21 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 176,254
Positions
47,701 28,691 4,681 1,670 41,634 1,068 70,937 50,576 12,564 5,865 3,546 1,795 29,973 31,699
Changes from: April 30, 2013 Total Change is: 51
14,397 -12,058 216 -417 556 -176 -19,486 4,696 989 2,940 109 314 1,275 5,406
Percent of Open Interest Represented by Each Category of Trader
27.1 16.3 2.7 0.9 23.6 0.6 40.2 28.7 7.1 3.3 2.0 1.0 17.0 18.0
Number of Traders in Each Category Total Traders: 112
11 11 9 . 8 . 30 34 23 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 57,688
Positions
22,391 27,635 19,397 2,246 0 0 4,340 2,501 4,275 1,273 0 3,334 432 546
Changes from: April 30, 2013 Total Change is: -46
42 -40 0 -2 0 0 -44 -99 0 -39 0 0 -3 93
Percent of Open Interest Represented by Each Category of Trader
38.8 47.9 33.6 3.9 0.0 0.0 7.5 4.3 7.4 2.2 0.0 5.8 0.7 0.9
Number of Traders in Each Category Total Traders: 28
7 11 11 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 167,856
Positions
3,105 113,240 416 8,339 661 15 131,288 45,446 914 11,682 4,130 173 11,925 2,862
Changes from: April 30, 2013 Total Change is: -3,097
-244 1,320 158 -528 -51 7 -2,023 -4,213 -346 204 511 -58 -266 -425
Percent of Open Interest Represented by Each Category of Trader
1.8 67.5 0.2 5.0 0.4 0.0 78.2 27.1 0.5 7.0 2.5 0.1 7.1 1.7
Number of Traders in Each Category Total Traders: 144
7 13 . 11 . . 73 13 6 18 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 39,392
Positions
15,392 22,587 274 1,694 2,004 0 5,501 1,446 739 13,085 10,142 1,858 849 342
Changes from: April 30, 2013 Total Change is: -4,794
427 -4,112 0 -2,191 427 0 -704 -650 -130 -1,689 0 -341 -166 12
Percent of Open Interest Represented by Each Category of Trader
39.1 57.3 0.7 4.3 5.1 0.0 14.0 3.7 1.9 33.2 25.7 4.7 2.2 0.9
Number of Traders in Each Category Total Traders: 37
5 8 . . . 0 11 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 46,005
Positions
3,528 28,961 312 516 407 0 34,718 11,269 125 1,774 1,364 0 5,032 3,567
Changes from: April 30, 2013 Total Change is: -566
282 -1,640 -4 -8 22 0 -380 106 3 24 300 0 -483 647
Percent of Open Interest Represented by Each Category of Trader
7.7 63.0 0.7 1.1 0.9 0.0 75.5 24.5 0.3 3.9 3.0 0.0 10.9 7.8
Number of Traders in Each Category Total Traders: 63
5 10 . . . 0 21 17 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 63,128
Positions
8,967 34,453 569 4,807 211 691 33,653 13,709 995 3,209 1,548 1,199 9,039 9,754
Changes from: April 30, 2013 Total Change is: -129
-411 -2,684 152 248 4 77 -305 1,982 168 78 -101 158 -293 115
Percent of Open Interest Represented by Each Category of Trader
14.2 54.6 0.9 7.6 0.3 1.1 53.3 21.7 1.6 5.1 2.5 1.9 14.3 15.5
Number of Traders in Each Category Total Traders: 109
17 17 5 7 . . 38 12 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 126,256
Positions
17,933 68,906 1,137 9,614 421 1,381 67,306 27,418 1,990 6,419 3,096 2,399 18,077 19,508
Changes from: April 30, 2013 Total Change is: -257
-821 -5,369 304 496 8 153 -611 3,965 337 155 -202 316 -586 231
Percent of Open Interest Represented by Each Category of Trader
14.2 54.6 0.9 7.6 0.3 1.1 53.3 21.7 1.6 5.1 2.5 1.9 14.3 15.5
Number of Traders in Each Category Total Traders: 109
17 17 5 7 . . 38 12 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,049,066
Positions
35,851 224,630 56,322 339,611 128,855 61,770 135,005 191,567 199,969 56,772 43,682 31,969 131,797 110,302
Changes from: April 30, 2013 Total Change is: 73,844
3,417 -1,823 9,956 825 -918 1,931 755 9,222 38,421 7,599 2,732 5,250 5,690 9,073
Percent of Open Interest Represented by Each Category of Trader
3.4 21.4 5.4 32.4 12.3 5.9 12.9 18.3 19.1 5.4 4.2 3.0 12.6 10.5
Number of Traders in Each Category Total Traders: 616
30 42 34 123 56 68 99 128 114 68 68 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 271,303
Positions
21,899 68,599 3,139 57,806 31,188 11,336 15,441 17,548 65,932 13,799 12,193 11,722 70,228 49,647
Changes from: April 30, 2013 Total Change is: 29,189
3,446 480 525 -712 2,187 557 606 1,334 17,593 671 485 1,657 4,846 4,370
Percent of Open Interest Represented by Each Category of Trader
8.1 25.3 1.2 21.3 11.5 4.2 5.7 6.5 24.3 5.1 4.5 4.3 25.9 18.3
Number of Traders in Each Category Total Traders: 109
6 9 4 17 12 12 18 24 40 14 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 3,888,812
Positions
208,494 918,892 127,176 1,439,018 518,327 222,176 673,783 946,064 594,220 221,918 164,500 94,182 307,845 303,274
Changes from: April 30, 2013 Total Change is: 223,275
34,191 22,823 12,817 15,052 -8,154 -498 3,036 41,725 101,847 35,199 11,791 17,409 4,223 23,516
Percent of Open Interest Represented by Each Category of Trader
5.4 23.6 3.3 37.0 13.3 5.7 17.3 24.3 15.3 5.7 4.2 2.4 7.9 7.8
Number of Traders in Each Category Total Traders: 582
31 41 31 115 53 59 97 120 104 60 63 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 112,181
Positions
2,805 50,163 51 59,613 44,948 3,063 31,788 7,068 778 703 2,203 0 13,379 3,906
Changes from: April 30, 2013 Total Change is: -2,851
-2,220 -2,899 -9 -160 -1,985 834 -1,808 247 439 -295 -5 0 368 527
Percent of Open Interest Represented by Each Category of Trader
2.5 44.7 0.0 53.1 40.1 2.7 28.3 6.3 0.7 0.6 2.0 0.0 11.9 3.5
Number of Traders in Each Category Total Traders: 97
4 16 . 35 14 11 17 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 84,778
Positions
3,442 56,474 866 33,729 6,190 1,068 33,258 8,581 1,560 3,277 3,153 1,009 6,567 5,876
Changes from: April 30, 2013 Total Change is: 4,178
360 612 -78 2,133 977 331 -41 811 281 670 839 318 205 86
Percent of Open Interest Represented by Each Category of Trader
4.1 66.6 1.0 39.8 7.3 1.3 39.2 10.1 1.8 3.9 3.7 1.2 7.7 6.9
Number of Traders in Each Category Total Traders: 232
17 25 5 30 18 9 75 28 19 22 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 423,888
Positions
17,211 282,370 4,328 168,647 30,951 5,339 166,291 42,903 7,802 16,387 15,766 5,047 32,836 29,382
Changes from: April 30, 2013 Total Change is: 20,888
1,798 3,062 -388 10,664 4,885 1,654 -207 4,053 1,406 3,348 4,195 1,588 1,023 432
Percent of Open Interest Represented by Each Category of Trader
4.1 66.6 1.0 39.8 7.3 1.3 39.2 10.1 1.8 3.9 3.7 1.2 7.7 6.9
Number of Traders in Each Category Total Traders: 232
17 25 5 30 18 9 75 28 19 22 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 374,768
Positions
78,231 45,940 6,046 133,416 145,333 24,062 91,540 116,288 9,339 6,907 9,656 1,133 24,095 16,971
Changes from: April 30, 2013 Total Change is: -4,374
-6,560 -96 -1,932 1,907 -6,080 482 -1,919 -1,687 1,761 -799 1,714 268 2,420 1,197
Percent of Open Interest Represented by Each Category of Trader
20.9 12.3 1.6 35.6 38.8 6.4 24.4 31.0 2.5 1.8 2.6 0.3 6.4 4.5
Number of Traders in Each Category Total Traders: 260
20 15 4 56 36 22 54 46 17 15 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 79,230
Positions
7,769 30,068 0 26,771 0 88 20,314 19,614 0 12,613 4,998 0 11,675 24,462
Changes from: April 30, 2013 Total Change is: 2,470
605 -1,042 -250 595 0 88 1,536 1,623 -195 -377 428 0 468 1,818
Percent of Open Interest Represented by Each Category of Trader
9.8 38.0 0.0 33.8 0.0 0.1 25.6 24.8 0.0 15.9 6.3 0.0 14.7 30.9
Number of Traders in Each Category Total Traders: 68
7 7 0 17 0 . 16 9 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 94,333
Positions
28,888 22,227 1,390 11,516 3,099 96 37,119 14,830 1,815 3,073 2,321 70 10,366 48,485
Changes from: April 30, 2013 Total Change is: 7,035
-1,496 4,519 -19 79 735 23 5,339 3,186 1,376 -147 -7,958 70 1,810 5,103
Percent of Open Interest Represented by Each Category of Trader
30.6 23.6 1.5 12.2 3.3 0.1 39.3 15.7 1.9 3.3 2.5 0.1 11.0 51.4
Number of Traders in Each Category Total Traders: 95
19 17 5 12 . . 21 14 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 87,848
Positions
15,434 38,509 2,308 32,464 23,526 3,963 25,848 15,554 2,097 212 0 0 5,522 1,891
Changes from: April 30, 2013 Total Change is: 1,973
843 348 -190 2,267 608 -11 -48 1,607 10 0 0 0 -898 -399
Percent of Open Interest Represented by Each Category of Trader
17.6 43.8 2.6 37.0 26.8 4.5 29.4 17.7 2.4 0.2 0.0 0.0 6.3 2.2
Number of Traders in Each Category Total Traders: 82
6 7 . 28 21 10 12 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 201,042
Positions
7,477 103,059 2,820 110,102 21,790 8,047 44,232 53,962 1,232 10,697 4,454 306 16,129 5,372
Changes from: April 30, 2013 Total Change is: 328
377 6,731 -1,035 -602 1,264 -237 2,066 -5,201 -302 -1,393 100 9 1,445 -1,001
Percent of Open Interest Represented by Each Category of Trader
3.7 51.3 1.4 54.8 10.8 4.0 22.0 26.8 0.6 5.3 2.2 0.2 8.0 2.7
Number of Traders in Each Category Total Traders: 141
12 18 5 45 18 22 23 9 7 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 798,325
Positions
5,422 101,839 39,797 282,294 189,378 84,795 118,190 94,795 68,654 15,841 34,432 4,254 179,077 180,380
Changes from: April 30, 2013 Total Change is: -28,717
-7,870 -24,103 9,172 -8,571 -6,741 4,227 -29,599 -2,074 787 -1,708 -14,836 -1,552 6,398 6,403
Percent of Open Interest Represented by Each Category of Trader
0.7 12.8 5.0 35.4 23.7 10.6 14.8 11.9 8.6 2.0 4.3 0.5 22.4 22.6
Number of Traders in Each Category Total Traders: 184
5 21 21 35 33 39 33 41 44 5 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 400,753
Positions
22,829 100,415 2,451 244,899 44,626 33,251 11,513 142,043 2,291 5,051 19,777 0 78,468 55,900
Changes from: April 30, 2013 Total Change is: 3,142
4,592 -3,575 1,239 74 9,092 187 53 6 62 -980 -368 0 -2,084 -3,500
Percent of Open Interest Represented by Each Category of Trader
5.7 25.1 0.6 61.1 11.1 8.3 2.9 35.4 0.6 1.3 4.9 0.0 19.6 13.9
Number of Traders in Each Category Total Traders: 73
4 10 6 29 9 16 4 11 4 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,052,539
Positions
59,004 131,619 47,641 201,671 172,107 59,627 266,256 334,041 138,888 114,030 46,166 28,182 137,241 94,268
Changes from: April 30, 2013 Total Change is: -18,446
4,906 3,486 885 -5,571 939 5,296 -26,787 -21,810 -33 -380 -15,770 61 3,175 8,499
Percent of Open Interest Represented by Each Category of Trader
5.6 12.5 4.5 19.2 16.4 5.7 25.3 31.7 13.2 10.8 4.4 2.7 13.0 9.0
Number of Traders in Each Category Total Traders: 211
11 26 11 35 27 29 45 32 38 16 19 8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 51,220
Positions
20,228 26,095 6,450 0 535 668 19,756 13,151 3,341 0 231 735 42 14
Changes from: April 30, 2013 Total Change is: -7,814
-362 -1,686 -3,895 0 135 0 -2,443 -1,587 -723 -276 214 -128 13 -144
Percent of Open Interest Represented by Each Category of Trader
39.5 50.9 12.6 0.0 1.0 1.3 38.6 25.7 6.5 0.0 0.5 1.4 0.1 0.0
Number of Traders in Each Category Total Traders: 43
6 13 9 0 . . 7 13 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 2,787,247
Positions
115,313 223,364 233,394 477,512 864,181 265,079 909,955 253,488 339,866 52,878 145,092 61,517 331,733 401,267
Changes from: April 30, 2013 Total Change is: 86,642
25,756 -23,012 -11,473 17,563 64,670 -15,422 67,142 17,843 31,246 -17,530 10,309 1,475 -12,114 11,007
Percent of Open Interest Represented by Each Category of Trader
4.1 8.0 8.4 17.1 31.0 9.5 32.6 9.1 12.2 1.9 5.2 2.2 11.9 14.4
Number of Traders in Each Category Total Traders: 338
15 49 52 25 69 55 84 49 83 9 38 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 2,132,284
Positions
290,749 168,770 160,991 539,983 539,737 124,775 421,585 493,772 234,808 52,886 123,545 29,266 277,240 256,618
Changes from: April 30, 2013 Total Change is: -17,222
37,514 -68,141 4,026 -36,268 27,333 3,137 -34,411 4,071 24,601 -1,702 -2,371 2,714 -16,831 -12,591
Percent of Open Interest Represented by Each Category of Trader
13.6 7.9 7.6 25.3 25.3 5.9 19.8 23.2 11.0 2.5 5.8 1.4 13.0 12.0
Number of Traders in Each Category Total Traders: 224
18 28 24 30 37 32 50 37 42 8 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 327,010
Positions
124,016 93,155 93,300 0 2,741 3,187 29,710 30,119 46,525 0 8,820 10,675 19,596 38,488
Changes from: April 30, 2013 Total Change is: -46,645
-13,148 -30,454 -17,524 0 -500 0 -3,206 5,468 -5,452 -3,030 1,268 -2,226 -2,059 2,775
Percent of Open Interest Represented by Each Category of Trader
37.9 28.5 28.5 0.0 0.8 1.0 9.1 9.2 14.2 0.0 2.7 3.3 6.0 11.8
Number of Traders in Each Category Total Traders: 64
16 21 27 0 . . 4 15 15 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 is13,131,509
Positions
1,215,101 2,868,062 2,679,759 1,075,157 529,911 292,224 1,699,086 544,427 4,013,943 225,062 211,612 867,499 1,063,678 1,124,071
Changes from: April 30, 2013 Total Change is: 376,542
-3,722 -53,255 47,723 11,446 23,799 16,217 -47,071 39,320 183,166 23,474 2,844 103,376 41,934 13,352
Percent of Open Interest Represented by Each Category of Trader
9.3 21.8 20.4 8.2 4.0 2.2 12.9 4.1 30.6 1.7 1.6 6.6 8.1 8.6
Number of Traders in Each Category Total Traders: 283
24 58 81 12 18 25 60 63 96 14 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 8,767
Positions
7,941 2,107 0 52 748 0 472 3,901 44 128 1,816 0 130 151
Changes from: April 30, 2013 Total Change is: 26
-26 246 0 -3 0 0 38 -343 7 0 100 0 10 16
Percent of Open Interest Represented by Each Category of Trader
90.6 24.0 0.0 0.6 8.5 0.0 5.4 44.5 0.5 1.5 20.7 0.0 1.5 1.7
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 19,597
Positions
12,441 4,050 50 1,545 5,220 33 4,579 8,311 0 895 1,823 0 54 110
Changes from: April 30, 2013 Total Change is: 1,051
741 2,113 0 13 968 -4 -152 -1,978 0 430 0 0 23 -48
Percent of Open Interest Represented by Each Category of Trader
63.5 20.7 0.3 7.9 26.6 0.2 23.4 42.4 0.0 4.6 9.3 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 27
6 . . . . . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 69,432
Positions
9,643 29,592 1,193 6,070 194 96 29,399 35,134 1,123 13,238 849 86 8,585 1,166
Changes from: April 30, 2013 Total Change is: -1,804
621 -115 -99 -995 -49 30 -6,352 -922 138 5,066 -208 -79 -134 -501
Percent of Open Interest Represented by Each Category of Trader
13.9 42.6 1.7 8.7 0.3 0.1 42.3 50.6 1.6 19.1 1.2 0.1 12.4 1.7
Number of Traders in Each Category Total Traders: 119
8 . . 11 . . 39 15 8 37 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 405,092
Positions
100,705 40,693 35,297 64,672 15,595 14,759 45,114 147,557 63,593 7,898 11,673 47,164 25,890 28,761
Changes from: April 30, 2013 Total Change is: 17,009
-3,720 -145 -17 10,536 -577 -457 4,067 11,056 7,703 629 2,471 -3,025 1,293 0
Percent of Open Interest Represented by Each Category of Trader
24.9 10.0 8.7 16.0 3.8 3.6 11.1 36.4 15.7 1.9 2.9 11.6 6.4 7.1
Number of Traders in Each Category Total Traders: 168
20 12 24 6 9 9 29 48 46 20 13 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,133
Positions
215 3,113 0 2,282 296 44 5,895 5,750 908 653 0 0 136 22
Changes from: April 30, 2013 Total Change is: 31
-10 -2 0 -51 7 -50 103 56 0 40 0 0 -1 20
Percent of Open Interest Represented by Each Category of Trader
2.1 30.7 0.0 22.5 2.9 0.4 58.2 56.7 9.0 6.4 0.0 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 23
. . 0 6 . . 4 4 . . 0 0
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Updated May 10, 2013