Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 128,693
Positions
38,069 9,906 4,882 17,440 21,253 1,313 18,177 39,304 10,206 9,665 2,014 3,372 25,570 36,444
Changes from: June 18, 2013 Total Change is: -27,044
-23,379 -5,702 -17,424 430 897 721 11,056 -3,276 -7,153 3,824 -2,162 1,562 3,319 5,493
Percent of Open Interest Represented by Each Category of Trader
29.6 7.7 3.8 13.6 16.5 1.0 14.1 30.5 7.9 7.5 1.6 2.6 19.9 28.3
Number of Traders in Each Category Total Traders: 91
6 5 6 7 5 5 14 36 18 12 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 34,762
Positions
7,275 10,777 1,058 0 1,404 0 12,671 5,802 2,427 405 1,621 2 10,923 11,671
Changes from: June 18, 2013 Total Change is: -2,622
1 623 166 0 72 0 -1,856 -1,455 -21 1 0 -1 -912 -2,006
Percent of Open Interest Represented by Each Category of Trader
20.9 31.0 3.0 0.0 4.0 0.0 36.5 16.7 7.0 1.2 4.7 0.0 31.4 33.6
Number of Traders in Each Category Total Traders: 32
5 5 . 0 . 0 12 5 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 139,848
Positions
40,007 12,070 4,676 14,589 31,024 1,424 33,534 40,092 13,790 5,559 7,474 1,270 24,999 28,027
Changes from: June 18, 2013 Total Change is: -13,922
-987 256 409 -1,128 2,517 398 -14,500 -19,879 2,727 -1,025 252 518 -334 -1,121
Percent of Open Interest Represented by Each Category of Trader
28.6 8.6 3.3 10.4 22.2 1.0 24.0 28.7 9.9 4.0 5.3 0.9 17.9 20.0
Number of Traders in Each Category Total Traders: 110
8 8 7 . 21 4 25 29 22 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 208,609
Positions
82,230 4,981 9,367 25,704 23,558 2,205 32,138 70,813 29,886 2,015 13,154 5,107 19,957 49,538
Changes from: June 18, 2013 Total Change is: 1,934
-7,543 588 1,859 235 2,033 363 1,919 1,468 2,261 -403 -222 387 2,857 -6,803
Percent of Open Interest Represented by Each Category of Trader
39.4 2.4 4.5 12.3 11.3 1.1 15.4 33.9 14.3 1.0 6.3 2.4 9.6 23.7
Number of Traders in Each Category Total Traders: 147
11 9 7 8 20 7 23 46 29 9 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 270,757
Positions
27,217 33,180 10,545 32,381 57,010 5,439 76,275 48,149 41,306 17,123 12,879 6,695 53,775 55,553
Changes from: June 18, 2013 Total Change is: 4,611
-358 6,411 322 -627 3,183 -123 -1,243 -2,802 6,679 1,792 -907 930 -2,761 -9,081
Percent of Open Interest Represented by Each Category of Trader
10.1 12.3 3.9 12.0 21.1 2.0 28.2 17.8 15.3 6.3 4.8 2.5 19.9 20.5
Number of Traders in Each Category Total Traders: 194
16 17 13 14 23 13 39 39 38 24 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 212,973
Positions
99,787 1,498 9,921 632 44,879 2,680 49,320 73,592 21,316 4,643 8,074 4,046 20,629 46,967
Changes from: June 18, 2013 Total Change is: 1,125
527 1,314 2,499 632 -322 527 -9,241 -10,418 5,222 -1,604 -29 639 1,925 1,694
Percent of Open Interest Represented by Each Category of Trader
46.9 0.7 4.7 0.3 21.1 1.3 23.2 34.6 10.0 2.2 3.8 1.9 9.7 22.1
Number of Traders in Each Category Total Traders: 94
9 6 8 . 9 4 21 32 23 4 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 41,549
Positions
14,778 19,786 12,084 0 89 212 5,131 1,343 3,328 1,379 0 2,855 1,782 1,852
Changes from: June 18, 2013 Total Change is: 431
0 -500 -150 -426 89 212 793 1,081 0 0 0 0 2 -301
Percent of Open Interest Represented by Each Category of Trader
35.6 47.6 29.1 0.0 0.2 0.5 12.3 3.2 8.0 3.3 0.0 6.9 4.3 4.5
Number of Traders in Each Category Total Traders: 25
5 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 68,413
Positions
24,334 16,490 723 3,575 941 0 23,550 42,808 989 9,431 2,447 214 5,596 3,800
Changes from: June 18, 2013 Total Change is: 3,968
15,327 -4,491 26 -311 -116 0 -9,377 7,654 -294 -693 -204 -32 -678 1,424
Percent of Open Interest Represented by Each Category of Trader
35.6 24.1 1.1 5.2 1.4 0.0 34.4 62.6 1.4 13.8 3.6 0.3 8.2 5.6
Number of Traders in Each Category Total Traders: 93
7 6 . 5 4 0 24 32 5 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 32,142
Positions
10,105 17,121 3,060 1,806 3,091 0 5,355 1,426 1,515 8,196 3,202 1,335 770 1,392
Changes from: June 18, 2013 Total Change is: -5,217
-1,050 -4,446 -366 0 346 0 1,234 -1,576 847 -6,104 147 0 222 -169
Percent of Open Interest Represented by Each Category of Trader
31.4 53.3 9.5 5.6 9.6 0.0 16.7 4.4 4.7 25.5 10.0 4.2 2.4 4.3
Number of Traders in Each Category Total Traders: 37
6 7 . . . 0 9 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 11,632
Positions
4,877 0 21 146 488 0 4,117 6,563 231 663 203 0 1,577 4,126
Changes from: June 18, 2013 Total Change is: -110
2,544 -255 21 0 30 0 -2,804 -285 107 205 0 0 -183 272
Percent of Open Interest Represented by Each Category of Trader
41.9 0.0 0.2 1.3 4.2 0.0 35.4 56.4 2.0 5.7 1.7 0.0 13.6 35.5
Number of Traders in Each Category Total Traders: 36
7 0 . . . 0 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 48,117
Positions
10,272 33,197 136 4,733 616 230 18,442 4,793 1,328 4,478 190 1,329 7,171 6,299
Changes from: June 18, 2013 Total Change is: -32,614
1,965 -3,284 -16,163 -521 362 152 -12,840 -5,004 -3,103 1,182 -635 -1,242 -2,045 -3,697
Percent of Open Interest Represented by Each Category of Trader
21.3 69.0 0.3 9.8 1.3 0.5 38.3 10.0 2.8 9.3 0.4 2.8 14.9 13.1
Number of Traders in Each Category Total Traders: 97
16 14 . 7 . . 31 13 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 96,235
Positions
20,543 66,394 271 9,466 1,231 460 36,883 9,587 2,656 8,956 380 2,657 14,342 12,599
Changes from: June 18, 2013 Total Change is: -65,229
3,931 -6,568 -32,327 -1,041 723 304 -25,679 -10,007 -6,205 2,365 -1,270 -2,485 -4,091 -7,393
Percent of Open Interest Represented by Each Category of Trader
21.3 69.0 0.3 9.8 1.3 0.5 38.3 10.0 2.8 9.3 0.4 2.8 14.9 13.1
Number of Traders in Each Category Total Traders: 97
16 14 . 7 . . 31 13 11 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 892,187
Positions
22,443 197,668 19,578 332,704 153,364 46,898 101,552 144,129 150,971 52,821 46,300 28,294 136,926 104,985
Changes from: June 18, 2013 Total Change is: -366,360
-15,604 2,754 -136,848 -26,397 19,606 -19,422 -19,596 -57,624 -100,771 -8,902 -5,048 -11,174 -27,645 -57,833
Percent of Open Interest Represented by Each Category of Trader
2.5 22.2 2.2 37.3 17.2 5.3 11.4 16.2 16.9 5.9 5.2 3.2 15.3 11.8
Number of Traders in Each Category Total Traders: 579
28 39 26 105 68 63 93 123 112 68 55 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 222,971
Positions
3,882 63,084 2,488 70,986 25,674 3,123 13,254 7,664 45,004 12,712 11,585 9,849 61,674 54,501
Changes from: June 18, 2013 Total Change is: -111,717
-39,530 -3,730 -22,691 10,211 -5,076 -11,239 -8,182 -6,589 -23,709 -1,563 -2,672 -3,057 -11,957 -32,953
Percent of Open Interest Represented by Each Category of Trader
1.7 28.3 1.1 31.8 11.5 1.4 5.9 3.4 20.2 5.7 5.2 4.4 27.7 24.4
Number of Traders in Each Category Total Traders: 95
. 12 . 14 9 9 24 15 36 11 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 3,346,078
Positions
107,040 687,153 71,214 1,323,030 652,891 204,434 473,697 714,533 497,631 207,845 180,873 84,928 376,259 252,421
Changes from: June 18, 2013 Total Change is:-1,273,215
-105,093 -192,301 -346,061 -191,006 115,444 -32,950 -88,244 -286,350 -354,134 -31,392 -6,575 -45,890 -78,444 -124,397
Percent of Open Interest Represented by Each Category of Trader
3.2 20.5 2.1 39.5 19.5 6.1 14.2 21.4 14.9 6.2 5.4 2.5 11.2 7.5
Number of Traders in Each Category Total Traders: 546
27 38 26 100 63 58 86 119 102 63 50 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 100,679
Positions
4,953 39,222 158 55,837 47,732 2,177 24,908 4,637 1,845 840 1,830 0 9,961 3,078
Changes from: June 18, 2013 Total Change is: -23,770
2,391 -12,594 -11,968 -2,581 3,530 -189 -8,227 -1,255 259 198 -354 0 -3,653 -1,198
Percent of Open Interest Represented by Each Category of Trader
4.9 39.0 0.2 55.5 47.4 2.2 24.7 4.6 1.8 0.8 1.8 0.0 9.9 3.1
Number of Traders in Each Category Total Traders: 91
6 13 . 32 13 10 18 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 61,619
Positions
2,011 41,153 901 30,415 5,073 1,283 18,028 5,309 1,247 1,898 3,265 532 5,304 2,856
Changes from: June 18, 2013 Total Change is: -47,157
-3,591 -13,954 -17,874 -1,367 -60 -3,001 -9,439 -1,918 -3,057 -489 -1,334 -2,728 -5,611 -3,232
Percent of Open Interest Represented by Each Category of Trader
3.3 66.8 1.5 49.4 8.2 2.1 29.3 8.6 2.0 3.1 5.3 0.9 8.6 4.6
Number of Traders in Each Category Total Traders: 188
17 25 7 27 20 8 46 27 10 14 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 308,093
Positions
10,057 205,763 4,505 152,073 25,365 6,414 90,139 26,546 6,237 9,488 16,325 2,660 26,519 14,278
Changes from: June 18, 2013 Total Change is: -167,608
-17,022 -66,606 -55,558 -16,836 -302 995 -48,257 -15,227 -6,845 -5,199 -3,962 -8,991 -9,896 -11,113
Percent of Open Interest Represented by Each Category of Trader
3.3 66.8 1.5 49.4 8.2 2.1 29.3 8.6 2.0 3.1 5.3 0.9 8.6 4.6
Number of Traders in Each Category Total Traders: 188
17 25 7 27 20 8 46 27 10 14 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 343,102
Positions
74,713 57,076 11,025 129,330 144,124 20,802 65,063 78,641 10,390 5,402 6,146 303 26,074 14,594
Changes from: June 18, 2013 Total Change is: -65,336
6,751 1,933 -24,651 897 1,100 -390 -23,247 -17,740 -2,601 -758 -388 -2,868 -18,469 -19,731
Percent of Open Interest Represented by Each Category of Trader
21.8 16.6 3.2 37.7 42.0 6.1 19.0 22.9 3.0 1.6 1.8 0.1 7.6 4.3
Number of Traders in Each Category Total Traders: 234
18 14 4 48 32 19 49 47 12 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 55,221
Positions
4,706 34,287 85 23,689 262 458 9,942 11,054 0 5,130 1,115 0 11,211 7,960
Changes from: June 18, 2013 Total Change is: 520
746 184 -183 -33 262 -39 -194 -356 -175 -104 30 0 502 797
Percent of Open Interest Represented by Each Category of Trader
8.5 62.1 0.2 42.9 0.5 0.8 18.0 20.0 0.0 9.3 2.0 0.0 20.3 14.4
Number of Traders in Each Category Total Traders: 66
8 6 . 18 . . 14 9 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 61,541
Positions
18,149 10,929 1,570 12,547 3,496 346 14,805 3,705 349 3,172 1,007 0 10,603 40,139
Changes from: June 18, 2013 Total Change is: -1,533
1,228 147 109 -779 1,079 12 -929 278 -168 -188 388 0 -818 -3,378
Percent of Open Interest Represented by Each Category of Trader
29.5 17.8 2.6 20.4 5.7 0.6 24.1 6.0 0.6 5.2 1.6 0.0 17.2 65.2
Number of Traders in Each Category Total Traders: 80
17 12 5 9 5 . 23 6 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 77,294
Positions
4,407 27,920 2,091 34,455 23,990 5,099 24,519 12,547 2,191 0 891 0 4,532 2,565
Changes from: June 18, 2013 Total Change is: -24,022
-12,175 -6,598 -13,483 2,857 2,154 480 881 -3,556 -419 -240 250 0 -1,923 -2,850
Percent of Open Interest Represented by Each Category of Trader
5.7 36.1 2.7 44.6 31.0 6.6 31.7 16.2 2.8 0.0 1.2 0.0 5.9 3.3
Number of Traders in Each Category Total Traders: 76
4 9 . 26 18 12 12 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 217,229
Positions
19,075 90,216 8,217 70,396 44,288 42,156 53,375 8,747 1,590 8,720 13,239 617 13,083 8,159
Changes from: June 18, 2013 Total Change is: -45,763
392 -16,627 -23,755 -11,079 15,779 2,900 3,151 -21,808 -5,030 -376 9,399 241 -12,207 -6,862
Percent of Open Interest Represented by Each Category of Trader
8.8 41.5 3.8 32.4 20.4 19.4 24.6 4.0 0.7 4.0 6.1 0.3 6.0 3.8
Number of Traders in Each Category Total Traders: 159
15 21 5 34 28 20 27 13 6 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 672,835
Positions
4,731 68,441 29,062 241,962 85,186 85,640 46,818 86,453 86,974 13,792 37,588 7,102 156,754 186,390
Changes from: June 18, 2013 Total Change is: -45,105
-7,251 -7,329 -12,587 -5,686 -3,222 -10,349 -3,510 10,308 -20,904 1,799 10,556 -6,294 19,678 -5,284
Percent of Open Interest Represented by Each Category of Trader
0.7 10.2 4.3 36.0 12.7 12.7 7.0 12.8 12.9 2.0 5.6 1.1 23.3 27.7
Number of Traders in Each Category Total Traders: 161
6 17 15 38 23 35 24 34 41 4 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 383,097
Positions
6,760 104,785 1,060 239,055 50,335 41,609 12,502 109,253 5,914 6,806 4,625 0 69,391 65,516
Changes from: June 18, 2013 Total Change is: -2,736
-5,291 3,574 -3,462 4,706 -4,353 3,805 2,031 -3,740 -411 -2,546 -3,529 0 -1,568 5,380
Percent of Open Interest Represented by Each Category of Trader
1.8 27.4 0.3 62.4 13.1 10.9 3.3 28.5 1.5 1.8 1.2 0.0 18.1 17.1
Number of Traders in Each Category Total Traders: 70
. 11 5 29 12 18 . 9 7 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 891,813
Positions
95,619 70,492 26,060 194,990 234,139 60,063 190,598 191,606 64,140 84,935 53,770 86,502 88,905 105,041
Changes from: June 18, 2013 Total Change is: -24,461
31,021 -2,287 -4,566 -12,808 30,477 12,224 4,913 -58,093 -28,975 -41,212 -5,742 21,702 -6,759 10,801
Percent of Open Interest Represented by Each Category of Trader
10.7 7.9 2.9 21.9 26.3 6.7 21.4 21.5 7.2 9.5 6.0 9.7 10.0 11.8
Number of Traders in Each Category Total Traders: 196
17 22 15 34 26 28 33 32 28 11 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 51,110
Positions
9,705 27,478 9,322 680 0 0 25,155 7,837 4,959 0 34 1,275 14 205
Changes from: June 18, 2013 Total Change is: 195
-550 1,628 -739 0 0 0 1,769 -525 199 0 -27 -302 -182 -39
Percent of Open Interest Represented by Each Category of Trader
19.0 53.8 18.2 1.3 0.0 0.0 49.2 15.3 9.7 0.0 0.1 2.5 0.0 0.4
Number of Traders in Each Category Total Traders: 45
6 14 13 . 0 0 9 11 11 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 2,919,671
Positions
122,724 174,103 243,540 613,086 853,432 342,432 698,489 188,259 474,195 45,188 116,722 80,459 299,558 446,529
Changes from: June 18, 2013 Total Change is: 71,925
3,252 -49,450 -34,342 69,980 115,773 13,295 -39,005 -21,121 43,208 -12,730 3,744 -10,364 38,631 11,182
Percent of Open Interest Represented by Each Category of Trader
4.2 6.0 8.3 21.0 29.2 11.7 23.9 6.4 16.2 1.5 4.0 2.8 10.3 15.3
Number of Traders in Each Category Total Traders: 304
24 36 45 27 65 55 57 47 74 16 32 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 2,001,412
Positions
258,896 110,212 180,617 354,389 475,199 165,233 311,542 198,640 352,728 124,702 133,431 65,541 187,764 319,809
Changes from: June 18, 2013 Total Change is: 98,902
11,212 13,803 24,010 -2,419 3,639 7,134 -27,680 -4,088 27,064 53,063 896 14,683 -8,166 11,758
Percent of Open Interest Represented by Each Category of Trader
12.9 5.5 9.0 17.7 23.7 8.3 15.6 9.9 17.6 6.2 6.7 3.3 9.4 16.0
Number of Traders in Each Category Total Traders: 219
19 23 25 29 43 39 36 37 45 11 21 15
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 342,105
Positions
101,749 103,037 115,883 1,105 2,015 2,013 42,838 19,534 51,410 396 9,689 6,391 20,320 32,132
Changes from: June 18, 2013 Total Change is: 3,973
-7,962 3,668 14,500 0 0 -1,028 2,341 -5,705 2,293 396 -291 -2,487 -4,079 -6,977
Percent of Open Interest Represented by Each Category of Trader
29.7 30.1 33.9 0.3 0.6 0.6 12.5 5.7 15.0 0.1 2.8 1.9 5.9 9.4
Number of Traders in Each Category Total Traders: 68
15 23 25 . . . 14 8 18 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 is15,558,126
Positions
1,809,270 2,546,875 2,566,613 924,793 658,799 311,835 1,011,789 475,476 5,637,336 474,825 173,471 2,070,669 750,996 1,117,053
Changes from: June 18, 2013 Total Change is: 1,907,748
-81,588 105,708 203,884 25,323 23,824 485 56,052 45,011 853,033 249,831 16,404 678,832 -78,105 -19,434
Percent of Open Interest Represented by Each Category of Trader
11.6 16.4 16.5 5.9 4.2 2.0 6.5 3.1 36.2 3.1 1.1 13.3 4.8 7.2
Number of Traders in Each Category Total Traders: 246
22 47 65 12 13 22 60 41 94 20 17 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 29,075
Positions
23,540 550 0 1,460 7,155 68 3,624 14,446 16 320 6,799 0 47 41
Changes from: June 18, 2013 Total Change is: -723
-247 -292 0 -736 193 -3 814 -935 0 -575 332 0 24 -18
Percent of Open Interest Represented by Each Category of Trader
81.0 1.9 0.0 5.0 24.6 0.2 12.5 49.7 0.1 1.1 23.4 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 31
6 . 0 . 5 . . 6 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 53,496
Positions
9,812 13,673 941 4,077 1,015 193 11,867 31,250 2,616 16,206 1,283 97 7,688 2,429
Changes from: June 18, 2013 Total Change is: 2,115
739 560 55 1,077 -369 -31 -2,434 -139 1,201 981 670 78 449 90
Percent of Open Interest Represented by Each Category of Trader
18.3 25.6 1.8 7.6 1.9 0.4 22.2 58.4 4.9 30.3 2.4 0.2 14.4 4.5
Number of Traders in Each Category Total Traders: 134
4 4 . 12 . . 21 21 6 64 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 293,710
Positions
60,716 29,810 28,121 35,624 14,284 13,909 26,795 76,599 53,956 2,452 10,505 38,295 33,842 28,231
Changes from: June 18, 2013 Total Change is: -73,994
-11,014 2,145 -19,037 -6,611 -2,804 -1,281 -9,560 -24,069 -6,954 -1,928 -1,666 -16,036 -1,573 -4,292
Percent of Open Interest Represented by Each Category of Trader
20.7 10.1 9.6 12.1 4.9 4.7 9.1 26.1 18.4 0.8 3.6 13.0 11.5 9.6
Number of Traders in Each Category Total Traders: 156
18 14 18 7 12 11 30 45 45 10 12 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 9,557
Positions
1,299 7,693 0 6,735 0 0 927 1,261 0 0 0 0 596 603
Changes from: June 18, 2013 Total Change is: -738
23 -32 0 -220 0 0 -561 -816 -71 0 0 0 91 181
Percent of Open Interest Represented by Each Category of Trader
13.6 80.5 0.0 70.5 0.0 0.0 9.7 13.2 0.0 0.0 0.0 0.0 6.2 6.3
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 0 . . 0 0 0 0
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Updated June 28, 2013