Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 174,530
Positions
84,667 4,710 3,617 16,931 20,344 551 15,145 93,806 12,890 9,842 1,713 551 30,335 36,348
Changes from: March 26, 2013 Total Change is: 2,649
1,398 78 -337 7 52 85 -981 3,274 2,141 202 -840 23 112 -1,826
Percent of Open Interest Represented by Each Category of Trader
48.5 2.7 2.1 9.7 11.7 0.3 8.7 53.7 7.4 5.6 1.0 0.3 17.4 20.8
Number of Traders in Each Category Total Traders: 91
9 5 8 5 5 . 17 33 18 14 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 54,123
Positions
32,877 8,822 364 0 1,904 0 9,050 19,571 2,105 1,937 0 1 7,789 21,356
Changes from: March 26, 2013 Total Change is: 2,311
1,525 71 -14 0 30 0 610 1,081 298 307 0 -0 -415 846
Percent of Open Interest Represented by Each Category of Trader
60.7 16.3 0.7 0.0 3.5 0.0 16.7 36.2 3.9 3.6 0.0 0.0 14.4 39.5
Number of Traders in Each Category Total Traders: 41
8 5 . 0 . 0 9 14 5 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 233,251
Positions
104,856 5,565 6,560 19,572 28,489 1,400 30,392 110,065 17,784 32,020 10,226 1,353 19,313 51,809
Changes from: March 26, 2013 Total Change is: -3,555
-1,805 790 376 -1,126 1,024 21 -4,600 -12,303 1,143 908 421 215 1,313 4,758
Percent of Open Interest Represented by Each Category of Trader
45.0 2.4 2.8 8.4 12.2 0.6 13.0 47.2 7.6 13.7 4.4 0.6 8.3 22.2
Number of Traders in Each Category Total Traders: 119
11 6 9 6 13 7 15 47 19 9 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 259,068
Positions
103,286 22,965 11,516 20,384 12,237 1,771 41,146 104,498 21,795 35,945 19,325 5,340 17,885 59,621
Changes from: March 26, 2013 Total Change is: -5,555
-923 6,340 240 150 -101 78 -743 -8,401 -52 -849 600 -1,325 -2,131 -2,934
Percent of Open Interest Represented by Each Category of Trader
39.9 8.9 4.4 7.9 4.7 0.7 15.9 40.3 8.4 13.9 7.5 2.1 6.9 23.0
Number of Traders in Each Category Total Traders: 152
11 12 8 6 11 . 26 54 30 10 22 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 302,966
Positions
93,105 10,979 14,197 29,519 48,825 9,610 34,914 87,521 39,905 28,229 19,542 8,696 44,791 63,690
Changes from: March 26, 2013 Total Change is: 36,277
25,236 -2,030 2,336 -347 8,514 517 5,911 16,954 2,130 2,265 3,266 173 -1,944 4,418
Percent of Open Interest Represented by Each Category of Trader
30.7 3.6 4.7 9.7 16.1 3.2 11.5 28.9 13.2 9.3 6.5 2.9 14.8 21.0
Number of Traders in Each Category Total Traders: 202
20 13 13 16 21 15 22 55 38 30 25 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 213,284
Positions
15,992 78,411 4,872 2,881 39,764 1,457 139,031 49,480 8,631 1,041 2,737 1,633 37,746 26,299
Changes from: March 26, 2013 Total Change is: -5,908
-156 -3,349 250 558 -469 -533 -7,021 -2,120 -783 156 640 -19 1,641 475
Percent of Open Interest Represented by Each Category of Trader
7.5 36.8 2.3 1.4 18.6 0.7 65.2 23.2 4.0 0.5 1.3 0.8 17.7 12.3
Number of Traders in Each Category Total Traders: 101
6 12 8 . 7 . 33 26 19 4 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 57,769
Positions
21,236 29,580 19,838 3,422 0 0 3,389 0 4,290 1,693 210 3,334 567 517
Changes from: March 26, 2013 Total Change is: -30
-203 -210 -36 -91 0 0 459 0 -46 -4 5 1 -110 256
Percent of Open Interest Represented by Each Category of Trader
36.8 51.2 34.3 5.9 0.0 0.0 5.9 0.0 7.4 2.9 0.4 5.8 1.0 0.9
Number of Traders in Each Category Total Traders: 28
5 12 11 . 0 0 6 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 183,076
Positions
2,482 104,452 7 9,466 932 0 143,812 70,312 1,341 12,916 3,549 136 12,916 2,347
Changes from: March 26, 2013 Total Change is: 10,091
-1,499 11,202 -4 -628 429 0 9,861 -2,207 392 1,287 78 4 678 197
Percent of Open Interest Represented by Each Category of Trader
1.4 57.1 0.0 5.2 0.5 0.0 78.6 38.4 0.7 7.1 1.9 0.1 7.1 1.3
Number of Traders in Each Category Total Traders: 157
4 16 . 12 . 0 80 16 8 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 36,811
Positions
13,311 23,824 274 955 1,209 0 5,330 1,970 750 15,353 8,387 0 838 397
Changes from: March 26, 2013 Total Change is: -2,744
1,372 -3,063 0 -1,739 257 -52 -2,470 133 18 387 0 -37 -223 0
Percent of Open Interest Represented by Each Category of Trader
36.2 64.7 0.7 2.6 3.3 0.0 14.5 5.4 2.0 41.7 22.8 0.0 2.3 1.1
Number of Traders in Each Category Total Traders: 36
7 5 . . . 0 10 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 39,229
Positions
3,514 21,226 221 697 225 0 28,988 13,967 110 823 992 0 4,876 2,488
Changes from: March 26, 2013 Total Change is: 4,307
629 1,818 8 -55 117 0 3,730 1,905 0 42 269 0 -47 190
Percent of Open Interest Represented by Each Category of Trader
9.0 54.1 0.6 1.8 0.6 0.0 73.9 35.6 0.3 2.1 2.5 0.0 12.4 6.3
Number of Traders in Each Category Total Traders: 71
6 10 . . . 0 24 19 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 59,314
Positions
8,755 30,877 289 5,233 137 506 31,385 12,178 974 2,832 2,693 900 8,441 10,760
Changes from: March 26, 2013 Total Change is: 940
-172 -2,043 61 354 -138 164 1,434 890 -160 -50 153 33 -723 1,979
Percent of Open Interest Represented by Each Category of Trader
14.8 52.1 0.5 8.8 0.2 0.9 52.9 20.5 1.6 4.8 4.5 1.5 14.2 18.1
Number of Traders in Each Category Total Traders: 111
15 20 . 6 . . 35 14 9 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 118,628
Positions
17,509 61,753 579 10,465 274 1,011 62,770 24,356 1,948 5,665 5,387 1,801 16,882 21,520
Changes from: March 26, 2013 Total Change is: 1,881
-343 -4,085 122 707 -275 327 2,868 1,780 -319 -101 306 67 -1,446 3,958
Percent of Open Interest Represented by Each Category of Trader
14.8 52.1 0.5 8.8 0.2 0.9 52.9 20.5 1.6 4.8 4.5 1.5 14.2 18.1
Number of Traders in Each Category Total Traders: 111
15 20 . 6 . . 35 14 9 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 942,920
Positions
35,210 205,730 39,682 347,432 128,938 62,795 119,848 196,230 146,119 47,800 36,358 22,090 121,944 104,979
Changes from: March 26, 2013 Total Change is: 14,730
-6,131 -2,138 1,344 3,421 -301 1,985 2,580 7,346 2,802 3,316 560 -1,042 6,456 4,175
Percent of Open Interest Represented by Each Category of Trader
3.7 21.8 4.2 36.8 13.7 6.7 12.7 20.8 15.5 5.1 3.9 2.3 12.9 11.1
Number of Traders in Each Category Total Traders: 603
29 43 33 120 50 63 95 134 109 57 75 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 223,553
Positions
10,631 57,385 3,552 62,596 28,856 11,051 12,554 15,476 44,300 12,986 8,199 8,640 57,243 46,095
Changes from: March 26, 2013 Total Change is: 619
-4,139 1,893 -702 764 -42 -860 1,303 1,393 -84 3,558 -553 -702 1,482 277
Percent of Open Interest Represented by Each Category of Trader
4.8 25.7 1.6 28.0 12.9 4.9 5.6 6.9 19.8 5.8 3.7 3.9 25.6 20.6
Number of Traders in Each Category Total Traders: 112
5 11 4 19 9 11 18 27 41 11 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,596,835
Positions
214,966 833,794 88,577 1,451,000 527,232 231,895 578,897 946,201 466,667 175,562 142,285 65,764 323,506 294,420
Changes from: March 26, 2013 Total Change is: 70,553
-1,716 -11,915 1,991 12,585 -1,993 14,923 7,862 31,245 12,955 157 6,935 -3,073 24,870 19,486
Percent of Open Interest Represented by Each Category of Trader
6.0 23.2 2.5 40.3 14.7 6.4 16.1 26.3 13.0 4.9 4.0 1.8 9.0 8.2
Number of Traders in Each Category Total Traders: 563
30 41 30 113 45 58 94 125 101 48 67 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 119,933
Positions
3,865 59,067 70 57,869 47,042 2,106 39,411 5,059 1,002 3,205 2,223 0 12,405 3,365
Changes from: March 26, 2013 Total Change is: 2,177
8 1,449 69 -24 -567 467 171 -98 16 1,616 -12 0 -146 853
Percent of Open Interest Represented by Each Category of Trader
3.2 49.2 0.1 48.3 39.2 1.8 32.9 4.2 0.8 2.7 1.9 0.0 10.3 2.8
Number of Traders in Each Category Total Traders: 99
6 15 . 36 14 10 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 77,397
Positions
1,575 54,116 624 31,586 5,572 1,121 32,871 9,665 525 2,630 1,140 790 5,676 3,845
Changes from: March 26, 2013 Total Change is: 5,882
-25 4,943 -25 1,550 -1,260 264 3,895 1,854 -4 250 -39 -24 0 173
Percent of Open Interest Represented by Each Category of Trader
2.0 69.9 0.8 40.8 7.2 1.4 42.5 12.5 0.7 3.4 1.5 1.0 7.3 5.0
Number of Traders in Each Category Total Traders: 220
15 23 4 28 19 12 70 28 14 27 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 386,987
Positions
7,877 270,581 3,119 157,929 27,858 5,605 164,353 48,325 2,623 13,148 5,700 3,952 28,380 19,224
Changes from: March 26, 2013 Total Change is: 29,411
-125 24,715 -125 7,752 -6,301 1,319 19,476 9,269 -18 1,249 -196 -118 1 866
Percent of Open Interest Represented by Each Category of Trader
2.0 69.9 0.8 40.8 7.2 1.4 42.5 12.5 0.7 3.4 1.5 1.0 7.3 5.0
Number of Traders in Each Category Total Traders: 220
15 23 4 28 19 12 70 28 14 27 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 383,344
Positions
72,881 52,973 10,077 138,713 152,459 20,025 95,298 106,648 9,748 5,144 9,485 793 30,664 21,135
Changes from: March 26, 2013 Total Change is: 2,920
6,386 -10,431 578 -6,490 -857 827 -864 7,074 -227 -119 -1,081 -117 2,945 7,153
Percent of Open Interest Represented by Each Category of Trader
19.0 13.8 2.6 36.2 39.8 5.2 24.9 27.8 2.5 1.3 2.5 0.2 8.0 5.5
Number of Traders in Each Category Total Traders: 254
22 15 4 54 35 26 61 39 15 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 67,164
Positions
7,347 27,778 158 24,004 0 129 13,276 13,583 0 12,065 4,511 0 10,185 21,005
Changes from: March 26, 2013 Total Change is: -677
294 26 31 -200 0 0 -744 -627 0 -420 3 0 362 -110
Percent of Open Interest Represented by Each Category of Trader
10.9 41.4 0.2 35.7 0.0 0.2 19.8 20.2 0.0 18.0 6.7 0.0 15.2 31.3
Number of Traders in Each Category Total Traders: 64
4 13 . 13 0 . 12 10 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 77,502
Positions
28,433 11,555 1,258 8,980 5,412 1,454 24,505 6,330 43 2,531 3,082 0 10,298 48,368
Changes from: March 26, 2013 Total Change is: 6,986
4,134 -627 -70 586 -206 -84 10 2,489 9 -359 365 0 2,760 5,110
Percent of Open Interest Represented by Each Category of Trader
36.7 14.9 1.6 11.6 7.0 1.9 31.6 8.2 0.1 3.3 4.0 0.0 13.3 62.4
Number of Traders in Each Category Total Traders: 81
20 9 5 10 . . 21 7 . 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 86,424
Positions
12,205 39,798 5,053 28,875 20,092 4,345 28,442 14,079 1,021 212 0 0 6,271 2,036
Changes from: March 26, 2013 Total Change is: -3,445
-655 -1,623 251 -4,871 3,445 8 1,480 -4,557 358 0 0 0 -16 -1,327
Percent of Open Interest Represented by Each Category of Trader
14.1 46.0 5.8 33.4 23.2 5.0 32.9 16.3 1.2 0.2 0.0 0.0 7.3 2.4
Number of Traders in Each Category Total Traders: 76
4 6 . 24 21 12 15 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 197,161
Positions
6,571 101,204 1,961 108,242 19,075 8,352 45,475 55,077 415 11,152 5,740 644 14,349 4,693
Changes from: March 26, 2013 Total Change is: 2,541
-1,622 3,535 -449 198 2,564 -662 4,392 -3,836 21 955 1,003 0 -292 365
Percent of Open Interest Represented by Each Category of Trader
3.3 51.3 1.0 54.9 9.7 4.2 23.1 27.9 0.2 5.7 2.9 0.3 7.3 2.4
Number of Traders in Each Category Total Traders: 140
10 19 5 44 16 20 24 7 5 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 715,895
Positions
1,753 99,786 26,948 280,150 196,712 73,627 110,067 58,155 52,654 15,370 37,127 5,554 149,772 165,332
Changes from: March 26, 2013 Total Change is: 18,053
-2,011 5,961 4,506 7,041 -5,323 2,926 -9,436 8,007 4,448 242 6,224 386 9,952 -9,081
Percent of Open Interest Represented by Each Category of Trader
0.2 13.9 3.8 39.1 27.5 10.3 15.4 8.1 7.4 2.1 5.2 0.8 20.9 23.1
Number of Traders in Each Category Total Traders: 169
. 22 16 31 31 34 33 31 38 7 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 371,118
Positions
3,546 96,302 905 244,476 49,045 29,505 6,477 114,489 3,669 6,892 14,297 0 75,648 62,906
Changes from: March 26, 2013 Total Change is: -7,124
0 -3,065 339 1,043 3,961 -1,890 955 -4,593 -1,735 -7,732 -153 0 1,896 12
Percent of Open Interest Represented by Each Category of Trader
1.0 25.9 0.2 65.9 13.2 8.0 1.7 30.8 1.0 1.9 3.9 0.0 20.4 17.0
Number of Traders in Each Category Total Traders: 68
. 11 . 28 8 14 . 13 9 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 987,571
Positions
64,104 138,636 14,664 175,834 245,615 71,761 280,592 282,937 98,747 116,621 46,024 25,056 140,192 64,132
Changes from: March 26, 2013 Total Change is: -23,636
9,891 -2,775 2,944 4,468 -12,121 -1,702 -25,950 1,438 7,549 -30,062 -6,627 1,414 7,812 -13,756
Percent of Open Interest Represented by Each Category of Trader
6.5 14.0 1.5 17.8 24.9 7.3 28.4 28.6 10.0 11.8 4.7 2.5 14.2 6.5
Number of Traders in Each Category Total Traders: 202
12 21 9 30 28 27 44 30 30 21 16 7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 42,218
Positions
14,376 18,283 4,062 0 449 0 18,588 13,833 3,262 0 92 204 1,726 2,033
Changes from: March 26, 2013 Total Change is: -11,660
-560 -4,246 -5,114 0 115 -115 -5,144 -1,863 -827 -35 92 -100 235 398
Percent of Open Interest Represented by Each Category of Trader
34.1 43.3 9.6 0.0 1.1 0.0 44.0 32.8 7.7 0.0 0.2 0.5 4.1 4.8
Number of Traders in Each Category Total Traders: 44
8 10 10 0 . 0 9 14 10 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,648,257
Positions
94,858 295,492 184,857 486,034 856,856 257,204 872,134 237,449 288,804 69,507 100,284 54,912 339,946 372,398
Changes from: March 26, 2013 Total Change is: 93,273
-14,246 23,659 16,693 -50,595 -7,164 21,747 71,820 5,064 14,448 -7,425 11,275 8,575 32,255 -1,025
Percent of Open Interest Represented by Each Category of Trader
3.6 11.2 7.0 18.4 32.4 9.7 32.9 9.0 10.9 2.6 3.8 2.1 12.8 14.1
Number of Traders in Each Category Total Traders: 318
15 51 51 24 68 59 58 60 79 12 30 18
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,025,741
Positions
154,136 143,051 144,476 683,821 481,688 113,548 404,395 530,163 162,557 72,929 172,098 26,367 263,511 251,792
Changes from: March 26, 2013 Total Change is: 57,711
-121,792 -22,948 14,696 58,357 -36,725 -2,102 71,920 44,619 12,701 -7,009 50,594 2,935 28,005 -6,058
Percent of Open Interest Represented by Each Category of Trader
7.6 7.1 7.1 33.8 23.8 5.6 20.0 26.2 8.0 3.6 8.5 1.3 13.0 12.4
Number of Traders in Each Category Total Traders: 219
16 25 20 29 38 35 45 43 40 9 14 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 331,745
Positions
115,193 104,568 95,060 0 2,515 3,060 41,639 26,744 44,505 127 7,085 11,955 20,206 36,253
Changes from: March 26, 2013 Total Change is: -45,440
2,313 -24,678 -18,676 0 -476 -250 -18,028 2,116 -5,104 -4,391 -1,199 98 -1,402 2,729
Percent of Open Interest Represented by Each Category of Trader
34.7 31.5 28.7 0.0 0.8 0.9 12.6 8.1 13.4 0.0 2.1 3.6 6.1 10.9
Number of Traders in Each Category Total Traders: 65
17 17 26 0 . . 14 9 17 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 is11,870,406
Positions
1,794,709 2,639,683 2,352,517 935,466 778,333 261,535 1,121,790 413,997 3,673,277 232,921 178,652 478,761 1,019,431 1,093,653
Changes from: March 26, 2013 Total Change is: 77,753
-64,913 75,882 -39,617 -5,342 -56,459 -1,902 99,348 39,377 36,523 16,899 -3,560 22,280 14,478 5,231
Percent of Open Interest Represented by Each Category of Trader
15.1 22.2 19.8 7.9 6.6 2.2 9.5 3.5 30.9 2.0 1.5 4.0 8.6 9.2
Number of Traders in Each Category Total Traders: 250
30 46 75 14 13 19 49 52 93 14 18 22
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 9,367
Positions
7,116 1,993 0 40 782 0 1,990 4,698 21 140 1,716 0 60 157
Changes from: March 26, 2013 Total Change is: 753
58 -92 0 2 0 -1 665 0 0 0 850 0 29 -4
Percent of Open Interest Represented by Each Category of Trader
76.0 21.3 0.0 0.4 8.3 0.0 21.2 50.2 0.2 1.5 18.3 0.0 0.6 1.7
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 4 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 17,662
Positions
12,416 1,352 0 540 5,169 22 4,520 9,110 0 106 1,853 21 37 135
Changes from: March 26, 2013 Total Change is: 1,209
1,370 150 0 -49 939 -64 -164 59 0 106 0 21 -11 104
Percent of Open Interest Represented by Each Category of Trader
70.3 7.7 0.0 3.1 29.3 0.1 25.6 51.6 0.0 0.6 10.5 0.1 0.2 0.8
Number of Traders in Each Category Total Traders: 26
4 4 0 . 4 . . 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 90,621
Positions
9,661 32,101 1,348 6,843 50 246 54,348 51,901 1,795 9,558 1,654 36 6,786 1,490
Changes from: March 26, 2013 Total Change is: 7,091
263 276 49 831 -50 -35 1,846 6,146 364 3,270 71 0 502 269
Percent of Open Interest Represented by Each Category of Trader
10.7 35.4 1.5 7.6 0.1 0.3 60.0 57.3 2.0 10.5 1.8 0.0 7.5 1.6
Number of Traders in Each Category Total Traders: 133
5 5 . 13 . . 54 13 8 33 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 419,124
Positions
109,497 38,912 40,980 68,783 15,261 13,732 60,682 172,207 37,749 6,712 15,125 54,593 26,396 30,565
Changes from: March 26, 2013 Total Change is: 9,377
3,953 -2,397 5,352 1,598 181 -682 -827 8,273 -1,893 845 -758 1,023 8 278
Percent of Open Interest Represented by Each Category of Trader
26.1 9.3 9.8 16.4 3.6 3.3 14.5 41.1 9.0 1.6 3.6 13.0 6.3 7.3
Number of Traders in Each Category Total Traders: 174
20 12 21 8 6 11 35 44 43 16 17 26
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 9,115
Positions
159 3,113 0 2,303 345 280 4,537 4,463 908 315 0 0 613 6
Changes from: March 26, 2013 Total Change is: 2,426
-9 -437 0 -299 -111 47 2,672 2,925 0 0 0 0 15 2
Percent of Open Interest Represented by Each Category of Trader
1.7 34.2 0.0 25.3 3.8 3.1 49.8 49.0 10.0 3.5 0.0 0.0 6.7 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 6 . . 5 4 . . 0 0
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Updated April 5, 2013