Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 121,608
Positions
38,266 12,890 4,995 15,865 18,841 503 21,148 32,418 9,464 6,067 6,213 2,312 22,988 33,971
Changes from: August 13, 2013 Total Change is: 4,718
1,559 -56 520 30 -481 209 5,012 4,064 466 -1,991 -359 -463 -623 819
Percent of Open Interest Represented by Each Category of Trader
31.5 10.6 4.1 13.0 15.5 0.4 17.4 26.7 7.8 5.0 5.1 1.9 18.9 27.9
Number of Traders in Each Category Total Traders: 86
9 8 8 6 5 . 23 20 15 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 43,771
Positions
10,224 15,898 834 0 2,290 0 15,755 8,953 1,556 0 2,186 0 15,402 12,054
Changes from: August 13, 2013 Total Change is: 3,814
479 1,715 -524 0 -1 0 1,548 2,257 288 -505 565 0 2,527 -486
Percent of Open Interest Represented by Each Category of Trader
23.4 36.3 1.9 0.0 5.2 0.0 36.0 20.5 3.6 0.0 5.0 0.0 35.2 27.5
Number of Traders in Each Category Total Traders: 44
7 6 5 0 4 0 15 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 160,090
Positions
55,961 9,719 7,322 14,952 26,789 2,087 27,371 55,856 15,434 8,020 9,943 1,511 27,432 31,428
Changes from: August 13, 2013 Total Change is: -3,476
-16,040 4,016 1,520 -64 -1,813 908 5,458 -6,890 -168 -774 15 -313 5,997 -750
Percent of Open Interest Represented by Each Category of Trader
35.0 6.1 4.6 9.3 16.7 1.3 17.1 34.9 9.6 5.0 6.2 0.9 17.1 19.6
Number of Traders in Each Category Total Traders: 112
10 12 8 6 17 7 24 27 20 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 195,234
Positions
85,381 13,048 7,519 25,955 15,460 3,022 24,214 74,015 21,520 3,159 12,021 3,574 20,889 45,054
Changes from: August 13, 2013 Total Change is: 4,912
-374 4,361 1,469 572 -143 175 1,677 -466 2,082 -384 202 -773 468 -1,995
Percent of Open Interest Represented by Each Category of Trader
43.7 6.7 3.9 13.3 7.9 1.5 12.4 37.9 11.0 1.6 6.2 1.8 10.7 23.1
Number of Traders in Each Category Total Traders: 130
14 11 8 7 17 4 24 35 27 4 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 321,707
Positions
27,626 44,450 19,171 36,090 66,106 5,684 95,443 48,808 49,200 22,934 14,261 8,526 57,032 65,501
Changes from: August 13, 2013 Total Change is: 33,183
-7,822 18,186 4,251 -396 1,991 420 22,765 3,256 5,297 952 -160 117 7,600 -174
Percent of Open Interest Represented by Each Category of Trader
8.6 13.8 6.0 11.2 20.5 1.8 29.7 15.2 15.3 7.1 4.4 2.7 17.7 20.4
Number of Traders in Each Category Total Traders: 199
16 15 17 14 26 15 39 42 40 21 26 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 209,353
Positions
120,809 18,396 7,690 605 40,443 1,910 37,080 75,568 13,023 6,824 11,257 4,405 17,007 36,661
Changes from: August 13, 2013 Total Change is: 709
1,236 -527 253 16 433 260 -473 1,400 524 128 156 334 -1,569 -2,122
Percent of Open Interest Represented by Each Category of Trader
57.7 8.8 3.7 0.3 19.3 0.9 17.7 36.1 6.2 3.3 5.4 2.1 8.1 17.5
Number of Traders in Each Category Total Traders: 100
11 8 9 . 10 5 19 32 21 7 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 43,623
Positions
15,829 20,929 12,704 0 1,434 0 7,317 1,791 3,306 1,379 0 2,855 233 604
Changes from: August 13, 2013 Total Change is: 1,526
3 573 0 0 -37 0 1,664 950 -22 0 0 0 -119 62
Percent of Open Interest Represented by Each Category of Trader
36.3 48.0 29.1 0.0 3.3 0.0 16.8 4.1 7.6 3.2 0.0 6.5 0.5 1.4
Number of Traders in Each Category Total Traders: 25
7 11 11 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 94,513
Positions
21,577 32,502 706 1,954 387 0 53,586 48,727 1,228 9,498 8,147 0 5,964 2,816
Changes from: August 13, 2013 Total Change is: -5,353
355 -39 0 34 -440 0 -5,591 -6,049 251 200 60 0 -602 864
Percent of Open Interest Represented by Each Category of Trader
22.8 34.4 0.7 2.1 0.4 0.0 56.7 51.6 1.3 10.0 8.6 0.0 6.3 3.0
Number of Traders in Each Category Total Traders: 93
4 9 . . . 0 35 21 5 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 24,506
Positions
10,315 13,089 3,087 0 1,745 0 962 2,524 41 9,232 3,055 0 869 965
Changes from: August 13, 2013 Total Change is: 1,616
1,581 182 27 -154 170 0 213 1,397 -20 -115 0 0 84 -140
Percent of Open Interest Represented by Each Category of Trader
42.1 53.4 12.6 0.0 7.1 0.0 3.9 10.3 0.2 37.7 12.5 0.0 3.5 3.9
Number of Traders in Each Category Total Traders: 24
6 5 . 0 . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 13,500
Positions
1,490 2,674 1 266 336 0 8,199 7,287 396 759 573 0 2,389 2,233
Changes from: August 13, 2013 Total Change is: 1,524
-1,534 862 1 120 -29 0 2,742 734 213 29 261 0 -47 -518
Percent of Open Interest Represented by Each Category of Trader
11.0 19.8 0.0 2.0 2.5 0.0 60.7 54.0 2.9 5.6 4.2 0.0 17.7 16.5
Number of Traders in Each Category Total Traders: 53
. 8 . . . 0 13 18 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 56,909
Positions
10,515 40,917 136 5,806 1,016 441 22,121 5,236 1,689 5,531 205 1,185 9,485 6,084
Changes from: August 13, 2013 Total Change is: -9,448
1,477 -8,500 -94 -31 465 -3 -10,423 112 198 684 -353 -272 -984 -1,001
Percent of Open Interest Represented by Each Category of Trader
18.5 71.9 0.2 10.2 1.8 0.8 38.9 9.2 3.0 9.7 0.4 2.1 16.7 10.7
Number of Traders in Each Category Total Traders: 100
20 11 . 6 . . 31 12 10 15 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 113,817
Positions
21,029 81,833 273 11,611 2,032 882 44,242 10,472 3,378 11,063 410 2,370 18,970 12,168
Changes from: August 13, 2013 Total Change is: -18,895
2,954 -16,999 -189 -62 929 -6 -20,846 225 397 1,369 -707 -544 -1,969 -2,002
Percent of Open Interest Represented by Each Category of Trader
18.5 71.9 0.2 10.2 1.8 0.8 38.9 9.2 3.0 9.7 0.4 2.1 16.7 10.7
Number of Traders in Each Category Total Traders: 100
20 11 . 6 . . 31 12 10 15 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 921,464
Positions
24,949 187,377 41,632 327,530 135,977 49,804 93,788 164,692 159,001 56,745 43,916 28,002 140,014 111,064
Changes from: August 13, 2013 Total Change is: -1,743
2,184 -4,975 7,681 -8,968 6,732 3,744 -7,688 -11,421 -7,606 -655 -4,934 1,746 7,820 7,290
Percent of Open Interest Represented by Each Category of Trader
2.7 20.3 4.5 35.5 14.8 5.4 10.2 17.9 17.3 6.2 4.8 3.0 15.2 12.1
Number of Traders in Each Category Total Traders: 578
29 46 36 112 55 62 94 118 109 62 62 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 223,780
Positions
18,965 46,631 5,503 70,553 28,775 1,945 9,933 22,988 35,252 11,104 11,381 10,545 59,979 60,760
Changes from: August 13, 2013 Total Change is: -165
5,866 -4,874 224 -262 438 -135 -687 -580 -6,447 -400 1,286 795 881 9,128
Percent of Open Interest Represented by Each Category of Trader
8.5 20.8 2.5 31.5 12.9 0.9 4.4 10.3 15.8 5.0 5.1 4.7 26.8 27.2
Number of Traders in Each Category Total Traders: 98
8 11 7 16 8 8 16 20 31 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 3,488,421
Positions
115,183 788,991 95,383 1,303,751 554,881 220,428 507,111 796,355 530,907 232,580 167,052 82,904 400,174 251,520
Changes from: August 13, 2013 Total Change is: -7,887
11,465 29,371 7,416 -44,098 30,904 19,961 -15,885 -35,083 -24,917 -3,585 -33,407 7,060 34,697 -9,191
Percent of Open Interest Represented by Each Category of Trader
3.3 22.6 2.7 37.4 15.9 6.3 14.5 22.8 15.2 6.7 4.8 2.4 11.5 7.2
Number of Traders in Each Category Total Traders: 552
29 45 34 106 53 57 91 114 103 59 55 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 120,007
Positions
3,301 62,776 196 70,617 42,567 2,375 31,178 6,000 786 937 1,768 0 10,618 3,540
Changes from: August 13, 2013 Total Change is: -2,059
298 -3,359 45 -1,393 973 133 -705 -163 -5 -63 -10 0 -369 327
Percent of Open Interest Represented by Each Category of Trader
2.8 52.3 0.2 58.8 35.5 2.0 26.0 5.0 0.7 0.8 1.5 0.0 8.8 2.9
Number of Traders in Each Category Total Traders: 100
5 16 . 34 13 13 21 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 79,366
Positions
1,732 55,932 825 36,326 4,634 667 29,345 6,584 1,250 2,216 4,563 826 6,180 4,086
Changes from: August 13, 2013 Total Change is: -6,758
-54 -4,860 49 -1,855 361 50 -4,173 -1,957 -42 -236 374 -165 -332 -569
Percent of Open Interest Represented by Each Category of Trader
2.2 70.5 1.0 45.8 5.8 0.8 37.0 8.3 1.6 2.8 5.7 1.0 7.8 5.1
Number of Traders in Each Category Total Traders: 225
16 27 7 32 17 8 73 26 17 19 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 396,829
Positions
8,661 279,658 4,127 181,630 23,172 3,333 146,723 32,920 6,248 11,079 22,814 4,129 30,899 20,429
Changes from: August 13, 2013 Total Change is: -33,788
-269 -24,300 246 -9,277 1,807 250 -20,865 -9,787 -208 -1,179 1,872 -824 -1,660 -2,844
Percent of Open Interest Represented by Each Category of Trader
2.2 70.5 1.0 45.8 5.8 0.8 37.0 8.3 1.6 2.8 5.7 1.0 7.8 5.1
Number of Traders in Each Category Total Traders: 225
16 27 7 32 17 8 73 26 17 19 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 360,861
Positions
62,528 93,714 11,412 142,792 131,161 22,848 82,865 66,134 8,173 6,139 7,597 486 23,618 19,336
Changes from: August 13, 2013 Total Change is: 163
3,237 -7,983 932 -1,110 1,433 42 -985 3,372 -680 -390 170 155 -1,038 2,722
Percent of Open Interest Represented by Each Category of Trader
17.3 26.0 3.2 39.6 36.3 6.3 23.0 18.3 2.3 1.7 2.1 0.1 6.5 5.4
Number of Traders in Each Category Total Traders: 247
17 16 . 55 31 21 55 45 16 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 54,753
Positions
3,116 40,501 0 23,307 0 321 10,542 10,291 5 4,707 228 0 12,755 3,407
Changes from: August 13, 2013 Total Change is: -4,427
-429 -310 0 -1,255 0 -150 -2,294 -2,227 5 -102 0 0 -202 -1,745
Percent of Open Interest Represented by Each Category of Trader
5.7 74.0 0.0 42.6 0.0 0.6 19.3 18.8 0.0 8.6 0.4 0.0 23.3 6.2
Number of Traders in Each Category Total Traders: 57
4 8 0 18 0 . 15 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 63,223
Positions
19,529 9,107 509 11,560 11,021 743 14,581 3,984 1,398 4,170 1,742 0 10,733 34,719
Changes from: August 13, 2013 Total Change is: -5,241
819 -903 -487 -1,584 150 -19 -1,138 1,475 -953 24 -579 0 -1,903 -3,925
Percent of Open Interest Represented by Each Category of Trader
30.9 14.4 0.8 18.3 17.4 1.2 23.1 6.3 2.2 6.6 2.8 0.0 17.0 54.9
Number of Traders in Each Category Total Traders: 78
18 11 . 8 4 . 17 10 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 82,950
Positions
789 39,903 2,430 37,436 22,547 3,421 27,433 7,103 3,756 298 1,699 0 7,387 2,091
Changes from: August 13, 2013 Total Change is: -998
-830 -639 182 655 223 -406 -388 -139 2 9 488 0 -222 -709
Percent of Open Interest Represented by Each Category of Trader
1.0 48.1 2.9 45.1 27.2 4.1 33.1 8.6 4.5 0.4 2.0 0.0 8.9 2.5
Number of Traders in Each Category Total Traders: 80
. 11 . 27 18 11 13 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 224,076
Positions
18,744 106,883 3,506 102,852 33,784 30,141 39,041 28,861 2,361 12,245 10,671 517 14,669 7,352
Changes from: August 13, 2013 Total Change is: -2,205
1,028 -2,622 189 2,548 2,620 -818 -3,490 178 327 -849 -1,576 -435 -705 -68
Percent of Open Interest Represented by Each Category of Trader
8.4 47.7 1.6 45.9 15.1 13.5 17.4 12.9 1.1 5.5 4.8 0.2 6.5 3.3
Number of Traders in Each Category Total Traders: 159
15 21 6 42 21 20 20 20 11 15 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 769,657
Positions
9,478 79,868 39,674 280,459 86,990 94,739 71,092 99,033 97,077 14,793 45,090 6,123 156,221 221,063
Changes from: August 13, 2013 Total Change is: 54,810
-1,117 -1,644 9,805 19,399 -5,021 2,249 4,448 22,314 12,956 -3,438 -5,721 2,957 7,552 16,918
Percent of Open Interest Represented by Each Category of Trader
1.2 10.4 5.2 36.4 11.3 12.3 9.2 12.9 12.6 1.9 5.9 0.8 20.3 28.7
Number of Traders in Each Category Total Traders: 165
6 22 18 35 28 33 33 26 40 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 389,746
Positions
3,576 117,057 813 243,854 22,559 37,653 13,959 126,699 1,250 11,979 6,567 0 76,662 77,148
Changes from: August 13, 2013 Total Change is: 3,836
-6 14,453 308 -4,172 -1,352 -120 37 -9,488 37 3,523 -1,501 0 4,229 1,499
Percent of Open Interest Represented by Each Category of Trader
0.9 30.0 0.2 62.6 5.8 9.7 3.6 32.5 0.3 3.1 1.7 0.0 19.7 19.8
Number of Traders in Each Category Total Traders: 70
. 11 6 31 9 18 . 10 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 979,310
Positions
113,077 80,482 21,623 226,963 329,010 69,267 226,093 155,501 91,100 59,683 58,315 68,138 103,367 105,873
Changes from: August 13, 2013 Total Change is: 12,603
8,816 -1,271 5,342 -17,590 17,305 8,171 -12,422 -28,262 -1,820 15,959 2,663 8,005 -1,858 2,469
Percent of Open Interest Represented by Each Category of Trader
11.5 8.2 2.2 23.2 33.6 7.1 23.1 15.9 9.3 6.1 6.0 7.0 10.6 10.8
Number of Traders in Each Category Total Traders: 205
15 20 14 31 33 30 43 25 34 16 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 39,198
Positions
17,349 11,526 8,188 770 0 0 3,682 10,189 8,685 0 39 440 84 131
Changes from: August 13, 2013 Total Change is: -1,665
3,808 -3,452 455 0 0 0 -4,285 2,962 -1,624 0 13 -79 60 60
Percent of Open Interest Represented by Each Category of Trader
44.3 29.4 20.9 2.0 0.0 0.0 9.4 26.0 22.2 0.0 0.1 1.1 0.2 0.3
Number of Traders in Each Category Total Traders: 38
9 8 7 . 0 0 8 10 10 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,206,935
Positions
165,664 171,930 356,457 589,510 939,729 352,939 831,273 206,636 479,785 74,295 128,786 86,841 270,171 483,833
Changes from: August 13, 2013 Total Change is: 93,365
-21,575 19,944 24,550 -19,836 -26,575 13,791 -2,709 -22,401 67,239 -9,316 -5,468 14,617 26,605 7,668
Percent of Open Interest Represented by Each Category of Trader
5.2 5.4 11.1 18.4 29.3 11.0 25.9 6.4 15.0 2.3 4.0 2.7 8.4 15.1
Number of Traders in Each Category Total Traders: 328
27 40 54 21 77 63 57 61 86 19 26 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,155,384
Positions
277,310 77,431 196,080 456,089 481,446 162,895 405,115 339,884 337,175 72,716 164,833 65,353 182,653 330,288
Changes from: August 13, 2013 Total Change is: 104,394
56,539 -5,682 51,044 -1,078 -1,136 8,895 -24,598 13,682 24,445 -24,803 2,935 8,337 5,613 1,874
Percent of Open Interest Represented by Each Category of Trader
12.9 3.6 9.1 21.2 22.3 7.6 18.8 15.8 15.6 3.4 7.6 3.0 8.5 15.3
Number of Traders in Each Category Total Traders: 227
23 18 24 33 40 36 38 44 50 6 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 291,530
Positions
68,654 77,265 100,631 1,004 0 2,043 39,073 16,157 35,123 5 5,017 10,830 34,167 44,464
Changes from: August 13, 2013 Total Change is: 7,931
2,265 1,537 1,377 -25 0 0 207 358 2,448 -71 -251 278 1,452 2,184
Percent of Open Interest Represented by Each Category of Trader
23.5 26.5 34.5 0.3 0.0 0.7 13.4 5.5 12.0 0.0 1.7 3.7 11.7 15.3
Number of Traders in Each Category Total Traders: 57
14 16 21 . 0 . 12 8 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,496,332
Positions
1,886,498 2,257,353 3,036,596 1,108,784 862,691 339,716 944,309 607,273 5,932,301 402,814 290,112 1,991,375 853,937 1,178,914
Changes from: August 13, 2013 Total Change is: 445,179
15,158 -64,594 149,773 6,263 -4,906 51,143 -61,040 9,846 167,198 22,061 23,642 106,555 -11,932 6,522
Percent of Open Interest Represented by Each Category of Trader
11.4 13.7 18.4 6.7 5.2 2.1 5.7 3.7 36.0 2.4 1.8 12.1 5.2 7.1
Number of Traders in Each Category Total Traders: 256
25 51 75 12 15 22 59 50 96 19 16 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 38,525
Positions
35,622 1,022 700 0 13,377 27 2,130 14,305 16 0 9,004 0 30 74
Changes from: August 13, 2013 Total Change is: 4,167
3,227 157 700 -130 3,077 12 426 -46 0 -49 256 0 -19 11
Percent of Open Interest Represented by Each Category of Trader
92.5 2.7 1.8 0.0 34.7 0.1 5.5 37.1 0.0 0.0 23.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . . 0 8 . . 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 20,056
Positions
19,453 780 0 0 6,607 0 166 3,952 88 308 8,584 0 41 45
Changes from: August 13, 2013 Total Change is: 2,608
3,534 497 0 0 806 0 -278 641 88 -687 586 0 -49 -10
Percent of Open Interest Represented by Each Category of Trader
97.0 3.9 0.0 0.0 32.9 0.0 0.8 19.7 0.4 1.5 42.8 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 25
4 . 0 0 6 0 . 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 75,984
Positions
11,961 28,783 1,069 5,177 3,634 325 27,165 36,008 2,079 19,397 1,256 289 8,522 2,541
Changes from: August 13, 2013 Total Change is: 1,058
48 0 64 110 528 16 -471 274 280 1,095 -279 80 -164 94
Percent of Open Interest Represented by Each Category of Trader
15.7 37.9 1.4 6.8 4.8 0.4 35.8 47.4 2.7 25.5 1.7 0.4 11.2 3.3
Number of Traders in Each Category Total Traders: 153
7 . . 9 4 . 30 23 10 70 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 444,632
Positions
150,131 6,670 51,235 51,110 24,812 11,331 48,239 214,560 49,456 6,538 8,026 51,698 24,894 26,844
Changes from: August 13, 2013 Total Change is: 3,046
-462 267 10,226 1,427 3,689 -1,149 -7,788 -9,488 342 -323 -3,324 3,367 -2,594 -884
Percent of Open Interest Represented by Each Category of Trader
33.8 1.5 11.5 11.5 5.6 2.5 10.8 48.3 11.1 1.5 1.8 11.6 5.6 6.0
Number of Traders in Each Category Total Traders: 182
22 10 25 7 12 10 37 51 51 14 22 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,451
Positions
1,405 653 0 1,598 152 525 1,911 4,304 782 202 0 0 28 35
Changes from: August 13, 2013 Total Change is: -164
-143 188 0 -35 53 39 -21 -469 0 0 0 0 -4 25
Percent of Open Interest Represented by Each Category of Trader
21.8 10.1 0.0 24.8 2.4 8.1 29.6 66.7 12.1 3.1 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,862
Positions
1,150 7,299 133 6,409 0 0 1,309 2,029 38 0 0 0 823 363
Changes from: August 13, 2013 Total Change is: -192
-2 -346 133 -7 0 0 269 721 -595 0 0 0 10 -105
Percent of Open Interest Represented by Each Category of Trader
11.7 74.0 1.3 65.0 0.0 0.0 13.3 20.6 0.4 0.0 0.0 0.0 8.3 3.7
Number of Traders in Each Category Total Traders: 23
. . . 10 0 0 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 23, 2013