Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 155,737
Positions
61,448 15,608 22,306 17,010 20,356 592 7,121 42,580 17,359 5,841 4,176 1,810 22,251 30,951
Changes from: June 11, 2013 Total Change is: 173
-6,243 5,741 6,359 -334 -85 78 -2,050 -9,980 4,867 148 -124 -20 -2,632 -6,664
Percent of Open Interest Represented by Each Category of Trader
39.5 10.0 14.3 10.9 13.1 0.4 4.6 27.3 11.1 3.8 2.7 1.2 14.3 19.9
Number of Traders in Each Category Total Traders: 81
6 11 10 6 4 4 14 28 17 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 37,384
Positions
7,275 10,155 892 0 1,331 0 14,527 7,256 2,448 404 1,621 3 11,835 13,677
Changes from: June 11, 2013 Total Change is: -31,157
-30,660 -6,685 -1,365 0 -23 0 7,860 -14,821 -6,524 -1,651 -425 0 1,183 -1,314
Percent of Open Interest Represented by Each Category of Trader
19.5 27.2 2.4 0.0 3.6 0.0 38.9 19.4 6.5 1.1 4.3 0.0 31.7 36.6
Number of Traders in Each Category Total Traders: 30
. 6 . 0 . 0 11 5 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 153,770
Positions
40,995 11,814 4,267 15,717 28,507 1,026 48,034 59,971 11,063 6,584 7,221 752 25,333 29,148
Changes from: June 11, 2013 Total Change is: -75,611
-51,052 -7,131 -3,881 -447 765 430 13,447 -35,676 -21,054 -16,115 -2,145 15 3,045 -6,935
Percent of Open Interest Represented by Each Category of Trader
26.7 7.7 2.8 10.2 18.5 0.7 31.2 39.0 7.2 4.3 4.7 0.5 16.5 19.0
Number of Traders in Each Category Total Traders: 107
8 8 7 4 19 4 24 31 17 4 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 206,675
Positions
89,773 4,394 7,508 25,469 21,525 1,842 30,219 69,345 27,625 2,418 13,375 4,720 17,100 56,341
Changes from: June 11, 2013 Total Change is: -74,178
-20,807 -30,198 -11,133 371 2,978 -208 -13,007 -8,378 -19,630 -4,395 -716 -2,129 -3,239 -4,763
Percent of Open Interest Represented by Each Category of Trader
43.4 2.1 3.6 12.3 10.4 0.9 14.6 33.6 13.4 1.2 6.5 2.3 8.3 27.3
Number of Traders in Each Category Total Traders: 136
12 7 6 6 19 4 27 38 25 5 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 266,146
Positions
27,575 26,769 10,224 33,008 53,828 5,562 77,518 50,951 34,627 15,331 13,786 5,765 56,536 64,634
Changes from: June 11, 2013 Total Change is: -40,648
-13,869 -4,599 -17,078 -2,292 -49 -581 17,308 -8,237 -8,800 -20,803 2,576 373 5,093 -4,252
Percent of Open Interest Represented by Each Category of Trader
10.4 10.1 3.8 12.4 20.2 2.1 29.1 19.1 13.0 5.8 5.2 2.2 21.2 24.3
Number of Traders in Each Category Total Traders: 180
18 16 13 14 24 13 42 30 34 12 24 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 211,848
Positions
99,260 185 7,423 0 45,201 2,153 58,561 84,010 16,093 6,247 8,103 3,407 18,704 45,273
Changes from: June 11, 2013 Total Change is: -58,687
-32,617 -24,745 -19,465 -666 1,762 -601 19,857 4,993 -15,941 -3,801 -990 -1,082 -4,371 -2,617
Percent of Open Interest Represented by Each Category of Trader
46.9 0.1 3.5 0.0 21.3 1.0 27.6 39.7 7.6 2.9 3.8 1.6 8.8 21.4
Number of Traders in Each Category Total Traders: 96
12 . 7 0 7 . 24 35 22 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 41,118
Positions
14,778 20,286 12,234 426 0 0 4,338 262 3,328 1,379 0 2,855 1,780 2,153
Changes from: June 11, 2013 Total Change is: -8,162
-979 3,393 -6,236 -435 0 0 812 -1,323 -1,037 55 0 -356 14 -2,603
Percent of Open Interest Represented by Each Category of Trader
35.9 49.3 29.8 1.0 0.0 0.0 10.6 0.6 8.1 3.4 0.0 6.9 4.3 5.2
Number of Traders in Each Category Total Traders: 26
5 11 8 . 0 0 6 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 64,445
Positions
9,007 20,981 697 3,886 1,057 0 32,927 35,154 1,284 10,124 2,651 246 6,274 2,376
Changes from: June 11, 2013 Total Change is: -55,816
-5,603 -40,971 -4,781 188 -515 -33 -26,514 8,957 -17,694 -1,445 45 -1 67 -823
Percent of Open Interest Represented by Each Category of Trader
14.0 32.6 1.1 6.0 1.6 0.0 51.1 54.5 2.0 15.7 4.1 0.4 9.7 3.7
Number of Traders in Each Category Total Traders: 96
6 8 . 6 4 0 33 24 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,359
Positions
11,155 21,567 3,426 1,806 2,745 0 4,121 3,002 668 14,300 3,055 1,335 548 1,561
Changes from: June 11, 2013 Total Change is: -2,493
123 798 0 0 261 0 -721 -1,981 -701 -91 0 -1,196 93 326
Percent of Open Interest Represented by Each Category of Trader
29.9 57.7 9.2 4.8 7.3 0.0 11.0 8.0 1.8 38.3 8.2 3.6 1.5 4.2
Number of Traders in Each Category Total Traders: 41
7 8 . . . 0 8 7 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 11,742
Positions
2,333 255 0 146 458 0 6,921 6,848 124 458 203 0 1,760 3,854
Changes from: June 11, 2013 Total Change is: -14,551
-11,288 -11,191 -1,850 0 132 -59 -1,247 -525 74 28 -598 0 -209 -534
Percent of Open Interest Represented by Each Category of Trader
19.9 2.2 0.0 1.2 3.9 0.0 58.9 58.3 1.1 3.9 1.7 0.0 15.0 32.8
Number of Traders in Each Category Total Traders: 34
5 . 0 . . 0 6 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 80,732
Positions
8,306 36,481 16,299 5,254 254 78 31,281 9,797 4,431 3,296 825 2,571 9,216 9,996
Changes from: June 11, 2013 Total Change is: 21,208
36 2,697 14,157 858 -230 -98 2,978 1,063 2,400 -55 243 733 199 243
Percent of Open Interest Represented by Each Category of Trader
10.3 45.2 20.2 6.5 0.3 0.1 38.7 12.1 5.5 4.1 1.0 3.2 11.4 12.4
Number of Traders in Each Category Total Traders: 103
17 18 14 8 . . 31 11 15 8 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 161,463
Positions
16,612 72,962 32,598 10,507 508 156 62,562 19,594 8,861 6,592 1,650 5,142 18,433 19,992
Changes from: June 11, 2013 Total Change is: 42,415
72 5,394 28,314 1,715 -460 -196 5,956 2,126 4,800 -110 485 1,465 398 487
Percent of Open Interest Represented by Each Category of Trader
10.3 45.2 20.2 6.5 0.3 0.1 38.7 12.1 5.5 4.1 1.0 3.2 11.4 12.4
Number of Traders in Each Category Total Traders: 103
17 18 14 8 . . 31 11 15 8 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 1,258,547
Positions
38,047 194,913 156,426 359,100 133,758 66,320 121,148 201,754 251,742 61,723 51,347 39,469 164,571 162,817
Changes from: June 11, 2013 Total Change is: 111,530
-3,443 3,740 60,230 6,510 -4,225 -229 12,305 4,989 17,642 1,979 7,529 1,671 14,866 20,183
Percent of Open Interest Represented by Each Category of Trader
3.0 15.5 12.4 28.5 10.6 5.3 9.6 16.0 20.0 4.9 4.1 3.1 13.1 12.9
Number of Traders in Each Category Total Traders: 606
28 41 53 112 62 78 92 135 127 72 63 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 334,688
Positions
43,412 66,814 25,180 60,774 30,750 14,362 21,436 14,253 68,713 14,275 14,257 12,905 73,630 87,454
Changes from: June 11, 2013 Total Change is: 27,919
-290 -365 14,661 2,796 -636 3,484 8,087 -10,926 1,265 60 1,357 -26 -2,118 19,106
Percent of Open Interest Represented by Each Category of Trader
13.0 20.0 7.5 18.2 9.2 4.3 6.4 4.3 20.5 4.3 4.3 3.9 22.0 26.1
Number of Traders in Each Category Total Traders: 113
10 10 10 16 11 13 20 23 39 13 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 4,619,293
Positions
212,133 879,454 417,276 1,514,036 537,447 237,384 561,941 1,000,883 851,765 239,238 187,448 130,818 454,702 376,818
Changes from: June 11, 2013 Total Change is: 418,057
-9,468 26,823 221,546 8,786 -27,724 -8,784 1,261 59,748 101,715 2,066 23,335 16,013 84,922 5,385
Percent of Open Interest Represented by Each Category of Trader
4.6 19.0 9.0 32.8 11.6 5.1 12.2 21.7 18.4 5.2 4.1 2.8 9.8 8.2
Number of Traders in Each Category Total Traders: 571
30 39 50 106 56 71 87 131 119 63 57 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 124,449
Positions
2,562 51,816 12,126 58,418 44,202 2,366 33,135 5,892 1,586 642 2,184 0 13,613 4,276
Changes from: June 11, 2013 Total Change is: 15,104
-321 1,249 11,565 942 -369 196 746 1,204 1,011 83 0 0 882 248
Percent of Open Interest Represented by Each Category of Trader
2.1 41.6 9.7 46.9 35.5 1.9 26.6 4.7 1.3 0.5 1.8 0.0 10.9 3.4
Number of Traders in Each Category Total Traders: 98
4 16 9 36 12 12 19 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 108,775
Positions
5,602 55,107 18,775 31,782 5,133 4,284 27,466 7,227 4,304 2,387 4,599 3,260 10,915 6,087
Changes from: June 11, 2013 Total Change is: 27,574
145 1,440 17,382 -3,029 -5 3,333 1,711 -248 1,968 -598 1,251 2,166 4,495 287
Percent of Open Interest Represented by Each Category of Trader
5.2 50.7 17.3 29.2 4.7 3.9 25.3 6.6 4.0 2.2 4.2 3.0 10.0 5.6
Number of Traders in Each Category Total Traders: 215
18 25 22 30 20 11 67 21 26 18 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,635
Positions
4,854 5,300 2,095 0 2,000 1,200 1,475 560 0 379 1,471 0 3,632 1,009
Changes from: June 11, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.6 38.9 15.4 0.0 14.7 8.8 10.8 4.1 0.0 2.8 10.8 0.0 26.6 7.4
Number of Traders in Each Category Total Traders: 20
5 8 . 0 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 475,701
Positions
27,079 272,370 60,062 168,909 25,667 5,419 138,396 41,773 13,082 14,688 20,286 11,651 36,415 25,391
Changes from: June 11, 2013 Total Change is: 69,693
-210 4,039 53,100 -5,143 -23 663 9,621 4,397 1,399 -236 3,546 6,185 4,314 -3,613
Percent of Open Interest Represented by Each Category of Trader
5.7 57.3 12.6 35.5 5.4 1.1 29.1 8.8 2.7 3.1 4.3 2.4 7.7 5.3
Number of Traders in Each Category Total Traders: 214
19 24 20 30 20 10 66 22 23 18 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 408,438
Positions
67,962 55,143 35,676 128,433 143,024 21,192 88,310 96,381 12,991 6,159 6,534 3,171 44,544 34,326
Changes from: June 11, 2013 Total Change is: 34,489
-8,216 1,131 26,899 -1,556 -2,178 -237 5,798 -5,179 3,315 -668 -59 1,867 7,287 8,930
Percent of Open Interest Represented by Each Category of Trader
16.6 13.5 8.7 31.4 35.0 5.2 21.6 23.6 3.2 1.5 1.6 0.8 10.9 8.4
Number of Traders in Each Category Total Traders: 254
18 16 15 45 36 22 59 49 27 16 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 54,701
Positions
3,960 34,103 268 23,722 0 497 10,136 11,410 175 5,234 1,085 0 10,709 7,163
Changes from: June 11, 2013 Total Change is: -42,877
-1,044 5,726 -25,257 561 -262 -43 -8,123 -976 -4,916 -1,776 -1,637 -390 -1,889 -15,122
Percent of Open Interest Represented by Each Category of Trader
7.2 62.3 0.5 43.4 0.0 0.9 18.5 20.9 0.3 9.6 2.0 0.0 19.6 13.1
Number of Traders in Each Category Total Traders: 58
5 5 . 18 0 . 14 7 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 63,074
Positions
16,921 10,782 1,461 13,326 2,417 334 15,734 3,427 517 3,360 619 0 11,421 43,517
Changes from: June 11, 2013 Total Change is: -26,132
-16,064 -5,802 -3,605 2,494 -2,164 285 -586 -9,046 -4,762 229 -1,303 -139 -3,984 404
Percent of Open Interest Represented by Each Category of Trader
26.8 17.1 2.3 21.1 3.8 0.5 24.9 5.4 0.8 5.3 1.0 0.0 18.1 69.0
Number of Traders in Each Category Total Traders: 71
15 11 5 9 . . 21 5 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 101,316
Positions
16,582 34,518 15,574 31,598 21,836 4,619 23,638 16,103 2,610 240 641 0 6,455 5,415
Changes from: June 11, 2013 Total Change is: 12,045
-259 -915 13,271 -1,626 -1,153 196 -303 -1,088 208 0 0 0 558 1,526
Percent of Open Interest Represented by Each Category of Trader
16.4 34.1 15.4 31.2 21.6 4.6 23.3 15.9 2.6 0.2 0.6 0.0 6.4 5.3
Number of Traders in Each Category Total Traders: 77
7 6 6 25 20 12 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 262,992
Positions
18,683 106,843 31,972 81,475 28,509 39,256 50,224 30,555 6,620 9,096 3,840 376 25,290 15,021
Changes from: June 11, 2013 Total Change is: 20,876
1,528 -2,820 18,898 -4,914 -1,408 10,186 -3,172 -3,832 -5,020 -492 1,725 33 3,829 3,114
Percent of Open Interest Represented by Each Category of Trader
7.1 40.6 12.2 31.0 10.8 14.9 19.1 11.6 2.5 3.5 1.5 0.1 9.6 5.7
Number of Traders in Each Category Total Traders: 157
15 21 11 37 26 23 26 13 11 13 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 717,939
Positions
11,982 75,770 41,649 247,648 88,408 95,988 50,328 76,144 107,878 11,993 27,033 13,396 137,076 191,674
Changes from: June 11, 2013 Total Change is: -19,187
-10,871 13,832 -6,519 12,636 -1,323 -559 -376 -12,875 -6,668 720 -4,248 -859 -6,690 34
Percent of Open Interest Represented by Each Category of Trader
1.7 10.6 5.8 34.5 12.3 13.4 7.0 10.6 15.0 1.7 3.8 1.9 19.1 26.7
Number of Traders in Each Category Total Traders: 177
7 20 21 43 24 34 33 30 46 6 14 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 385,832
Positions
12,051 101,211 4,522 234,349 54,688 37,804 10,471 112,993 6,325 9,352 8,154 0 70,959 60,135
Changes from: June 11, 2013 Total Change is: -13,703
-1,668 -3,130 -131 -4,218 3,260 -110 222 13,619 -7,065 25 -20,965 0 -758 819
Percent of Open Interest Represented by Each Category of Trader
3.1 26.2 1.2 60.7 14.2 9.8 2.7 29.3 1.6 2.4 2.1 0.0 18.4 15.6
Number of Traders in Each Category Total Traders: 72
. 12 7 28 11 17 . 10 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 916,274
Positions
64,598 72,779 30,627 207,798 203,662 47,839 185,685 249,699 93,115 126,148 59,512 64,800 95,664 94,240
Changes from: June 11, 2013 Total Change is: 852
-34,060 12,594 1,200 1,501 -2,842 -2,153 3,141 25,705 -11,170 57,109 -3,919 -11,186 -3,529 -7,377
Percent of Open Interest Represented by Each Category of Trader
7.1 7.9 3.3 22.7 22.2 5.2 20.3 27.3 10.2 13.8 6.5 7.1 10.4 10.3
Number of Traders in Each Category Total Traders: 191
10 24 16 32 25 26 36 32 33 12 20 11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 50,915
Positions
10,255 25,850 10,061 680 0 0 23,386 8,362 4,760 0 61 1,577 196 244
Changes from: June 11, 2013 Total Change is: 398
-4,079 -227 874 0 0 0 3,845 -66 -228 -1 61 -73 60 57
Percent of Open Interest Represented by Each Category of Trader
20.1 50.8 19.8 1.3 0.0 0.0 45.9 16.4 9.3 0.0 0.1 3.1 0.4 0.5
Number of Traders in Each Category Total Traders: 46
7 13 14 . 0 0 10 11 11 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 2,847,746
Positions
119,472 223,553 277,882 543,106 737,660 329,137 737,494 209,380 430,987 57,918 112,977 90,823 260,927 435,347
Changes from: June 11, 2013 Total Change is: -97,980
-18,890 -17,711 -20,564 43,930 28,419 -1,716 -24,331 -36,257 -13,535 -43,554 -7,718 -4,524 -14,796 -24,373
Percent of Open Interest Represented by Each Category of Trader
4.2 7.9 9.8 19.1 25.9 11.6 25.9 7.4 15.1 2.0 4.0 3.2 9.2 15.3
Number of Traders in Each Category Total Traders: 327
20 48 58 28 65 55 62 57 84 15 32 25
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 1,902,510
Positions
247,684 96,409 156,607 356,808 471,560 158,099 339,222 202,728 325,663 71,639 132,535 50,858 195,930 308,051
Changes from: June 11, 2013 Total Change is: -31,887
-11,188 -24,425 -14,824 -11,445 -18,883 24,200 -40,981 -47,819 42,427 -27,273 -1,538 9,544 -2,347 -570
Percent of Open Interest Represented by Each Category of Trader
13.0 5.1 8.2 18.8 24.8 8.3 17.8 10.7 17.1 3.8 7.0 2.7 10.3 16.2
Number of Traders in Each Category Total Traders: 224
28 20 32 25 40 36 46 39 48 10 16 13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 338,132
Positions
109,711 99,369 101,383 1,105 2,015 3,041 40,497 25,239 49,118 0 9,980 8,878 24,400 39,109
Changes from: June 11, 2013 Total Change is: 12,259
-2,539 3,023 9,751 -3 0 0 5,066 -423 986 -237 1,069 102 -866 -2,250
Percent of Open Interest Represented by Each Category of Trader
32.4 29.4 30.0 0.3 0.6 0.9 12.0 7.5 14.5 0.0 3.0 2.6 7.2 11.6
Number of Traders in Each Category Total Traders: 62
13 19 18 . . . 9 13 18 0 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 is13,650,377
Positions
1,890,858 2,441,167 2,362,729 899,470 634,974 311,350 955,737 430,465 4,784,303 224,993 157,067 1,391,837 829,101 1,136,487
Changes from: June 11, 2013 Total Change is:-1,760,123
73,775 -77,623 -657,263 65,633 32,200 -9,377 16,512 76,551 -829,132 -112,138 -19,191 -240,256 -67,877 -36,032
Percent of Open Interest Represented by Each Category of Trader
13.9 17.9 17.3 6.6 4.7 2.3 7.0 3.2 35.0 1.6 1.2 10.2 6.1 8.3
Number of Traders in Each Category Total Traders: 249
25 46 65 12 14 22 56 44 89 20 16 30
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 29,798
Positions
23,787 842 0 2,196 6,962 71 2,810 15,381 16 895 6,467 0 23 59
Changes from: June 11, 2013 Total Change is: 461
2,516 0 -1,050 -31 1,031 -32 63 259 -999 0 1,224 0 -6 28
Percent of Open Interest Represented by Each Category of Trader
79.8 2.8 0.0 7.4 23.4 0.2 9.4 51.6 0.1 3.0 21.7 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 31
5 . 0 . 5 . . 6 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 51,381
Positions
9,073 13,113 886 2,999 1,384 224 14,302 31,389 1,415 15,225 613 18 7,239 2,339
Changes from: June 11, 2013 Total Change is: -28,130
25 -24,403 -124 -1,085 1,070 113 -23,656 -1,207 -3,710 1,391 -192 -261 -824 583
Percent of Open Interest Represented by Each Category of Trader
17.7 25.5 1.7 5.8 2.7 0.4 27.8 61.1 2.8 29.6 1.2 0.0 14.1 4.6
Number of Traders in Each Category Total Traders: 127
4 . . 9 . . 22 23 4 59 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 367,704
Positions
71,730 27,665 47,158 42,235 17,088 15,190 36,355 100,668 60,910 4,380 12,171 54,331 35,415 32,523
Changes from: June 11, 2013 Total Change is: -98
-15,163 8,473 10,789 -5,457 -3,937 428 4,918 -22,583 -661 -215 821 6,584 -1,321 -12
Percent of Open Interest Represented by Each Category of Trader
19.5 7.5 12.8 11.5 4.6 4.1 9.9 27.4 16.6 1.2 3.3 14.8 9.6 8.8
Number of Traders in Each Category Total Traders: 172
18 14 22 7 12 12 30 53 46 13 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 8,597
Positions
402 2,813 464 1,969 205 333 4,078 3,476 1,227 0 69 0 124 10
Changes from: June 11, 2013 Total Change is: -890
249 -308 370 -7 -148 -115 -669 -428 192 -455 0 0 -455 -453
Percent of Open Interest Represented by Each Category of Trader
4.7 32.7 5.4 22.9 2.4 3.9 47.4 40.4 14.3 0.0 0.8 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 22
. 4 . 4 . . 6 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 10,295
Positions
1,276 7,725 0 6,955 0 0 1,488 2,077 71 0 0 0 505 422
Changes from: June 11, 2013 Total Change is: -288
6 883 0 234 0 0 -417 -893 -64 0 0 0 -47 -214
Percent of Open Interest Represented by Each Category of Trader
12.4 75.0 0.0 67.6 0.0 0.0 14.5 20.2 0.7 0.0 0.0 0.0 4.9 4.1
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . 4 . 0 0 0
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Updated June 21, 2013