Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 134,248
Positions
50,807 11,403 6,487 15,922 21,398 645 16,638 39,234 10,773 6,057 5,459 2,826 24,094 36,024
Changes from: July 16, 2013 Total Change is: -14,066
-4,443 508 158 26 -687 232 -9,093 -13,271 358 -2,199 2,327 -446 1,342 -3,245
Percent of Open Interest Represented by Each Category of Trader
37.8 8.5 4.8 11.9 15.9 0.5 12.4 29.2 8.0 4.5 4.1 2.1 17.9 26.8
Number of Traders in Each Category Total Traders: 86
7 6 6 5 6 . 16 30 16 8 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 37,598
Positions
14,740 8,402 734 0 1,777 0 10,136 9,639 1,870 0 1,621 0 10,119 13,555
Changes from: July 16, 2013 Total Change is: -5,303
-3,080 122 -150 0 -80 0 -3,936 -3,825 123 -406 0 -2 2,147 -1,492
Percent of Open Interest Represented by Each Category of Trader
39.2 22.3 2.0 0.0 4.7 0.0 27.0 25.6 5.0 0.0 4.3 0.0 26.9 36.1
Number of Traders in Each Category Total Traders: 31
9 4 . 0 . 0 9 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 172,852
Positions
86,318 5,052 6,868 11,905 27,656 1,473 19,385 66,150 16,912 9,488 9,999 1,518 18,986 37,224
Changes from: July 16, 2013 Total Change is: -1,750
2,353 1,219 771 -143 -505 202 -4,407 -1,818 -808 -1,739 2,233 -247 2,267 -2,798
Percent of Open Interest Represented by Each Category of Trader
49.9 2.9 4.0 6.9 16.0 0.9 11.2 38.3 9.8 5.5 5.8 0.9 11.0 21.5
Number of Traders in Each Category Total Traders: 112
13 8 7 6 15 4 22 34 26 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 224,190
Positions
112,806 5,209 8,716 24,139 21,441 2,369 29,961 93,499 21,236 2,730 14,231 3,397 18,835 54,092
Changes from: July 16, 2013 Total Change is: 3,806
3,101 -139 127 -1,285 -1,056 -28 2,084 3,079 -935 -197 375 -554 1,493 2,937
Percent of Open Interest Represented by Each Category of Trader
50.3 2.3 3.9 10.8 9.6 1.1 13.4 41.7 9.5 1.2 6.3 1.5 8.4 24.1
Number of Traders in Each Category Total Traders: 140
13 9 8 6 19 4 24 45 26 4 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 285,771
Positions
61,744 12,650 13,116 36,906 59,159 5,803 49,650 67,388 42,719 22,145 14,637 7,887 45,800 62,412
Changes from: July 16, 2013 Total Change is: 2,606
-13,049 26 857 1,337 2,091 329 4,681 427 1,511 -20 966 146 6,814 -3,746
Percent of Open Interest Represented by Each Category of Trader
21.6 4.4 4.6 12.9 20.7 2.0 17.4 23.6 14.9 7.7 5.1 2.8 16.0 21.8
Number of Traders in Each Category Total Traders: 186
19 14 14 15 21 14 32 35 40 20 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 208,923
Positions
111,537 11,585 8,431 649 42,625 1,377 41,798 79,384 11,992 8,449 11,011 2,973 21,718 39,546
Changes from: July 16, 2013 Total Change is: -110
-195 3,864 938 0 -625 3 -4,894 -1,943 394 963 1,102 72 2,610 -3,914
Percent of Open Interest Represented by Each Category of Trader
53.4 5.5 4.0 0.3 20.4 0.7 20.0 38.0 5.7 4.0 5.3 1.4 10.4 18.9
Number of Traders in Each Category Total Traders: 106
11 8 10 . 9 5 20 36 23 8 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 42,605
Positions
15,565 20,318 12,699 0 1,421 0 6,348 1,418 3,328 1,379 0 2,855 431 566
Changes from: July 16, 2013 Total Change is: 2,163
-279 814 8 0 151 0 2,473 1,161 0 0 0 0 -39 29
Percent of Open Interest Represented by Each Category of Trader
36.5 47.7 29.8 0.0 3.3 0.0 14.9 3.3 7.8 3.2 0.0 6.7 1.0 1.3
Number of Traders in Each Category Total Traders: 24
6 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 93,822
Positions
25,588 23,490 673 3,106 525 0 46,792 61,349 754 9,282 5,201 0 7,627 1,830
Changes from: July 16, 2013 Total Change is: 15,130
-353 4,080 236 112 -90 0 13,472 12,879 68 340 -1,501 0 1,255 -542
Percent of Open Interest Represented by Each Category of Trader
27.3 25.0 0.7 3.3 0.6 0.0 49.9 65.4 0.8 9.9 5.5 0.0 8.1 2.0
Number of Traders in Each Category Total Traders: 95
7 10 . 4 . 0 36 21 6 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 27,238
Positions
9,845 14,689 3,255 744 3,107 0 2,882 1,731 226 9,531 3,161 0 755 1,069
Changes from: July 16, 2013 Total Change is: -338
-204 36 0 0 20 0 -21 -217 -141 0 6 0 28 -42
Percent of Open Interest Represented by Each Category of Trader
36.1 53.9 12.0 2.7 11.4 0.0 10.6 6.4 0.8 35.0 11.6 0.0 2.8 3.9
Number of Traders in Each Category Total Traders: 28
5 5 . . . 0 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 12,613
Positions
6,394 713 29 304 542 0 2,895 6,884 129 891 309 0 1,971 4,007
Changes from: July 16, 2013 Total Change is: -291
-466 571 14 158 33 0 78 -644 -16 223 0 0 -282 -249
Percent of Open Interest Represented by Each Category of Trader
50.7 5.7 0.2 2.4 4.3 0.0 23.0 54.6 1.0 7.1 2.4 0.0 15.6 31.8
Number of Traders in Each Category Total Traders: 42
5 . . . . 0 9 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 62,319
Positions
10,662 45,372 235 5,634 289 413 29,689 5,936 1,167 4,554 814 1,101 8,864 6,992
Changes from: July 16, 2013 Total Change is: 416
771 684 22 83 13 9 -153 -11 -551 17 92 -61 280 221
Percent of Open Interest Represented by Each Category of Trader
17.1 72.8 0.4 9.0 0.5 0.7 47.6 9.5 1.9 7.3 1.3 1.8 14.2 11.2
Number of Traders in Each Category Total Traders: 103
18 15 . 9 . . 35 11 10 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 124,638
Positions
21,325 90,743 470 11,268 578 826 59,378 11,872 2,334 9,108 1,628 2,203 17,728 13,985
Changes from: July 16, 2013 Total Change is: 833
1,541 1,367 45 165 25 18 -306 -23 -1,103 35 184 -123 561 441
Percent of Open Interest Represented by Each Category of Trader
17.1 72.8 0.4 9.0 0.5 0.7 47.6 9.5 1.9 7.3 1.3 1.8 14.2 11.2
Number of Traders in Each Category Total Traders: 103
18 15 . 9 . . 35 11 10 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 897,635
Positions
21,458 206,858 28,258 343,788 128,341 42,316 107,518 174,302 143,319 56,591 45,754 25,365 129,021 103,122
Changes from: July 16, 2013 Total Change is: -29,474
-373 8,696 1,999 8,809 -5,307 -502 2,013 9,725 -34,480 1,823 906 -4,088 -4,675 -6,423
Percent of Open Interest Represented by Each Category of Trader
2.4 23.0 3.1 38.3 14.3 4.7 12.0 19.4 16.0 6.3 5.1 2.8 14.4 11.5
Number of Traders in Each Category Total Traders: 577
27 43 27 118 57 65 87 120 108 56 69 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 223,213
Positions
10,208 59,505 4,648 73,629 28,132 2,905 12,035 18,958 38,595 11,521 9,421 9,671 60,002 51,378
Changes from: July 16, 2013 Total Change is: -8,757
1,171 4,850 1,802 1,411 -34 -388 312 2,280 -11,008 -1,785 -661 -1 -270 -5,597
Percent of Open Interest Represented by Each Category of Trader
4.6 26.7 2.1 33.0 12.6 1.3 5.4 8.5 17.3 5.2 4.2 4.3 26.9 23.0
Number of Traders in Each Category Total Traders: 97
6 13 7 16 9 10 19 18 34 9 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,372,109
Positions
97,123 777,636 77,179 1,367,801 518,049 180,051 538,090 837,393 462,948 226,672 182,985 77,151 345,094 258,717
Changes from: July 16, 2013 Total Change is: -103,584
-2,029 24,918 -4,699 36,701 -26,656 -278 -5,944 22,777 -102,913 10,272 68 -12,668 -22,025 -4,132
Percent of Open Interest Represented by Each Category of Trader
2.9 23.1 2.3 40.6 15.4 5.3 16.0 24.8 13.7 6.7 5.4 2.3 10.2 7.7
Number of Traders in Each Category Total Traders: 550
26 41 25 113 53 60 89 112 101 52 64 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 120,305
Positions
3,416 63,486 160 67,873 41,352 1,754 34,370 5,866 1,867 930 1,800 0 9,935 4,020
Changes from: July 16, 2013 Total Change is: 5,094
463 5,547 39 3,177 -1,336 -160 239 85 1,238 337 5 0 -239 -324
Percent of Open Interest Represented by Each Category of Trader
2.8 52.8 0.1 56.4 34.4 1.5 28.6 4.9 1.6 0.8 1.5 0.0 8.3 3.3
Number of Traders in Each Category Total Traders: 100
5 16 . 36 12 11 18 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 81,011
Positions
1,550 55,971 764 35,374 4,891 740 32,247 8,475 1,353 2,117 4,278 756 6,111 3,783
Changes from: July 16, 2013 Total Change is: 4,954
471 5,574 -216 17 -115 -52 5,444 1,016 -185 -239 -1,064 -153 -133 148
Percent of Open Interest Represented by Each Category of Trader
1.9 69.1 0.9 43.7 6.0 0.9 39.8 10.5 1.7 2.6 5.3 0.9 7.5 4.7
Number of Traders in Each Category Total Traders: 227
17 28 6 33 17 8 76 25 16 15 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 405,054
Positions
7,748 279,855 3,821 176,869 24,457 3,698 161,233 42,373 6,764 10,583 21,389 3,782 30,556 18,915
Changes from: July 16, 2013 Total Change is: 24,770
2,353 27,872 -1,079 87 -575 -260 27,220 5,081 -923 -1,197 -5,321 -766 -667 739
Percent of Open Interest Represented by Each Category of Trader
1.9 69.1 0.9 43.7 6.0 0.9 39.8 10.5 1.7 2.6 5.3 0.9 7.5 4.7
Number of Traders in Each Category Total Traders: 227
17 28 6 33 17 8 76 25 16 15 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 358,296
Positions
66,929 88,996 7,612 145,596 133,981 19,968 83,297 78,016 7,625 6,062 7,103 564 20,642 14,431
Changes from: July 16, 2013 Total Change is: 2,360
-5,569 7,029 2,703 3,752 -4,114 547 3,655 178 -111 335 927 -432 -2,520 -4,367
Percent of Open Interest Represented by Each Category of Trader
18.7 24.8 2.1 40.6 37.4 5.6 23.2 21.8 2.1 1.7 2.0 0.2 5.8 4.0
Number of Traders in Each Category Total Traders: 261
16 19 4 56 35 22 54 55 15 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 65,309
Positions
7,238 44,094 442 25,041 0 265 15,037 14,951 0 6,114 230 0 11,172 5,327
Changes from: July 16, 2013 Total Change is: -65
-197 325 333 393 0 -13 -595 159 0 418 -300 0 -404 -569
Percent of Open Interest Represented by Each Category of Trader
11.1 67.5 0.7 38.3 0.0 0.4 23.0 22.9 0.0 9.4 0.4 0.0 17.1 8.2
Number of Traders in Each Category Total Traders: 73
9 9 4 19 0 . 17 8 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 71,399
Positions
22,974 15,882 509 12,927 2,319 475 19,315 1,931 2,215 3,567 904 0 9,417 47,164
Changes from: July 16, 2013 Total Change is: -142
1,370 58 -13 -541 -78 23 -1,190 -2,155 465 -575 -609 0 319 2,167
Percent of Open Interest Represented by Each Category of Trader
32.2 22.2 0.7 18.1 3.2 0.7 27.1 2.7 3.1 5.0 1.3 0.0 13.2 66.1
Number of Traders in Each Category Total Traders: 78
18 14 4 8 . . 22 6 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 79,884
Positions
2,112 33,041 2,178 34,967 24,518 4,131 27,058 9,730 2,989 242 1,213 0 6,207 2,084
Changes from: July 16, 2013 Total Change is: 776
223 1,632 32 -691 799 194 321 -2,064 844 242 322 0 -389 -983
Percent of Open Interest Represented by Each Category of Trader
2.6 41.4 2.7 43.8 30.7 5.2 33.9 12.2 3.7 0.3 1.5 0.0 7.8 2.6
Number of Traders in Each Category Total Traders: 81
4 10 . 27 20 11 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 222,059
Positions
15,138 107,799 3,822 96,533 29,146 32,280 45,263 21,771 2,160 11,194 15,146 997 14,672 8,938
Changes from: July 16, 2013 Total Change is: -2,528
-1,263 4,023 -2,130 4,357 -4,815 -223 6,125 275 474 -12,344 -2,535 164 2,312 2,239
Percent of Open Interest Represented by Each Category of Trader
6.8 48.5 1.7 43.5 13.1 14.5 20.4 9.8 1.0 5.0 6.8 0.4 6.6 4.0
Number of Traders in Each Category Total Traders: 160
15 22 5 39 23 20 21 20 12 13 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 709,249
Positions
8,973 57,594 34,781 257,296 92,851 92,596 54,117 87,668 95,863 17,666 52,934 5,796 142,162 189,167
Changes from: July 16, 2013 Total Change is: -17,949
2,306 -13,220 3,526 -2,348 2,274 -2,571 -6,823 10,102 -7,937 1,430 -3,170 -3,666 -1,865 -3,286
Percent of Open Interest Represented by Each Category of Trader
1.3 8.1 4.9 36.3 13.1 13.1 7.6 12.4 13.5 2.5 7.5 0.8 20.0 26.7
Number of Traders in Each Category Total Traders: 177
6 19 19 38 29 36 20 46 46 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 377,487
Positions
1,873 99,232 66 244,781 34,541 38,355 13,423 121,572 1,411 9,032 6,144 0 68,546 76,166
Changes from: July 16, 2013 Total Change is: -310
0 5,672 0 9,478 -5,110 -6,705 -54 3,251 108 -318 19 0 -2,819 2,455
Percent of Open Interest Represented by Each Category of Trader
0.5 26.3 0.0 64.8 9.2 10.2 3.6 32.2 0.4 2.4 1.6 0.0 18.2 20.2
Number of Traders in Each Category Total Traders: 70
. 11 . 33 9 19 . 9 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2013
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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 942,212
Positions
96,445 87,258 20,496 214,234 241,455 62,161 185,100 213,829 88,256 102,464 56,461 66,470 106,585 105,825
Changes from: July 16, 2013 Total Change is: 26,593
-24,387 24,545 -1,575 2,487 7,078 -10,052 30,254 16,725 4,644 14,653 -3,419 -4,525 15,094 -6,828
Percent of Open Interest Represented by Each Category of Trader
10.2 9.3 2.2 22.7 25.6 6.6 19.6 22.7 9.4 10.9 6.0 7.1 11.3 11.2
Number of Traders in Each Category Total Traders: 203
11 26 16 34 28 30 35 34 30 13 22 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 34,762
Positions
11,647 14,142 6,691 1,109 0 0 9,789 8,422 4,420 1 0 871 234 216
Changes from: July 16, 2013 Total Change is: 106
-847 671 444 -30 0 0 1,724 68 -595 -20 0 -114 -456 -368
Percent of Open Interest Represented by Each Category of Trader
33.5 40.7 19.2 3.2 0.0 0.0 28.2 24.2 12.7 0.0 0.0 2.5 0.7 0.6
Number of Traders in Each Category Total Traders: 42
9 10 12 . 0 0 10 10 8 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,038,037
Positions
158,739 186,343 329,641 672,488 811,026 345,018 692,531 191,791 440,869 55,107 169,703 87,929 255,715 475,716
Changes from: July 16, 2013 Total Change is: 64,854
7,051 15,101 20,881 50,515 26,825 -3,469 -5,283 -4,606 -12,850 11,628 8,332 -1,047 -2,572 15,687
Percent of Open Interest Represented by Each Category of Trader
5.2 6.1 10.9 22.1 26.7 11.4 22.8 6.3 14.5 1.8 5.6 2.9 8.4 15.7
Number of Traders in Each Category Total Traders: 328
26 42 58 22 74 54 46 72 86 12 34 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,038,852
Positions
282,511 106,763 119,138 403,362 512,914 168,375 376,517 320,281 301,077 139,019 144,374 45,856 202,997 320,074
Changes from: July 16, 2013 Total Change is: -22,137
11,692 9,605 -30,594 -37,063 29,343 11,075 49,306 -23,316 -30,953 -15,795 8,206 -2,750 22,947 7,247
Percent of Open Interest Represented by Each Category of Trader
13.9 5.2 5.8 19.8 25.2 8.3 18.5 15.7 14.8 6.8 7.1 2.2 10.0 15.7
Number of Traders in Each Category Total Traders: 226
15 27 28 32 43 40 33 46 52 7 23 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 309,260
Positions
81,789 82,024 105,898 1,029 745 2,013 41,797 23,433 39,202 239 6,660 10,228 27,065 39,057
Changes from: July 16, 2013 Total Change is: 2,585
1,098 4,811 -3,562 14 0 0 3,190 -937 -2,325 239 -457 1,167 2,764 3,888
Percent of Open Interest Represented by Each Category of Trader
26.4 26.5 34.2 0.3 0.2 0.7 13.5 7.6 12.7 0.1 2.2 3.3 8.8 12.6
Number of Traders in Each Category Total Traders: 61
12 22 23 . . . 11 8 16 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 is14,683,468
Positions
1,815,559 2,401,701 2,634,116 1,021,895 795,239 284,599 976,160 479,395 5,056,697 380,912 220,613 1,651,729 861,801 1,159,379
Changes from: July 16, 2013 Total Change is: 85,209
56,591 -1,327 -20,604 41,208 42,384 -6,317 -70,479 88,897 -16,896 28,222 -14,320 -11,492 84,975 24,885
Percent of Open Interest Represented by Each Category of Trader
12.4 16.4 17.9 7.0 5.4 1.9 6.6 3.3 34.4 2.6 1.5 11.2 5.9 7.9
Number of Traders in Each Category Total Traders: 237
24 50 71 13 13 21 50 45 86 15 16 27
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 27,068
Positions
24,345 981 0 995 7,027 88 790 13,237 16 820 5,687 0 14 32
Changes from: July 16, 2013 Total Change is: -3,178
-529 20 0 -695 -33 8 -1,962 -1,497 0 0 -1,701 0 0 25
Percent of Open Interest Represented by Each Category of Trader
89.9 3.6 0.0 3.7 26.0 0.3 2.9 48.9 0.1 3.0 21.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 37
7 4 0 . 5 . . 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,591
Positions
12,297 3,722 4 0 3,570 0 38 4,472 0 1,246 1,786 0 6 37
Changes from: July 16, 2013 Total Change is: 1,849
564 1,792 0 0 80 0 38 -50 0 1,246 1 0 1 26
Percent of Open Interest Represented by Each Category of Trader
90.5 27.4 0.0 0.0 26.3 0.0 0.3 32.9 0.0 9.2 13.1 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 26
4 . . 0 5 0 . 6 0 . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 61,674
Positions
11,514 29,530 912 7,498 674 206 18,729 26,374 1,052 14,620 1,182 59 7,083 1,685
Changes from: July 16, 2013 Total Change is: -3,555
-997 -491 25 -439 290 -166 -2,676 -3,546 4 1,231 78 -8 -529 259
Percent of Open Interest Represented by Each Category of Trader
18.7 47.9 1.5 12.2 1.1 0.3 30.4 42.8 1.7 23.7 1.9 0.1 11.5 2.7
Number of Traders in Each Category Total Traders: 136
6 . . 12 . . 36 11 6 57 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 359,429
Positions
103,543 13,776 36,134 57,693 25,081 11,613 35,751 143,283 47,160 6,715 17,565 40,170 20,650 24,647
Changes from: July 16, 2013 Total Change is: 3,028
14,591 -9,479 -13,248 2,058 2,526 152 3,386 27,276 -1,146 1,485 1,406 -4,258 8 -201
Percent of Open Interest Represented by Each Category of Trader
28.8 3.8 10.1 16.1 7.0 3.2 9.9 39.9 13.1 1.9 4.9 11.2 5.7 6.9
Number of Traders in Each Category Total Traders: 166
21 8 18 6 16 10 28 49 48 12 18 20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 6,441
Positions
876 549 0 1,601 61 626 2,131 4,276 834 0 73 0 373 22
Changes from: July 16, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
13.6 8.5 0.0 24.9 0.9 9.7 33.1 66.4 12.9 0.0 1.1 0.0 5.8 0.3
Number of Traders in Each Category Total Traders: 21
. . 0 5 . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 10,439
Positions
1,295 7,645 0 6,771 0 0 1,533 2,293 67 0 0 0 773 434
Changes from: July 16, 2013 Total Change is: 452
2 -48 0 210 0 0 327 666 -78 0 0 0 -9 -88
Percent of Open Interest Represented by Each Category of Trader
12.4 73.2 0.0 64.9 0.0 0.0 14.7 22.0 0.6 0.0 0.0 0.0 7.4 4.2
Number of Traders in Each Category Total Traders: 22
. . 0 11 0 0 . 4 . 0 0 0
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Updated July 26, 2013