cftc fx positioning v3

347
Parameter Value Remarks #rolling wks for %tile rank 156 3yr rolling percentile (3yrs = 52wks * 3 All Time %tile Measure where current positioning stands Extreme %tile Measure where current positioning stands FX %tile %til MM NET / OI USD B D E F G EUR N P Q R S JPY Z AB AC AD AE GBP AL AN AO AP AQ AUD AX AZ BA BB BC NZD BJ BL BM BN BO CAD BV BX BY BZ CA CHF CH CJ CK CL CM S&P CT CV CW CX CY

Upload: rodneyho7581

Post on 21-Oct-2015

72 views

Category:

Documents


28 download

DESCRIPTION

CFTC FX Positioning

TRANSCRIPT

Page 1: CFTC FX Positioning v3

Parameter Value Remarks#rolling wks for %tile ranking 156 3yr rolling percentile (3yrs = 52wks * 3 ; no lookahead bias)All Time %tile Measure where current positioning stands relative to all history only (lookahead bias since old data don't hv foresight of future, yet I percentile rank it)Extreme %tile Measure where current positioning stands relative to historical extremes (max and min net longs) only

FX %tile %til MM NET / OIUSD B D E F GEUR N P Q R SJPY Z AB AC AD AEGBP AL AN AO AP AQAUD AX AZ BA BB BCNZD BJ BL BM BN BOCAD BV BX BY BZ CACHF CH CJ CK CL CMS&P CT CV CW CX CY

Page 2: CFTC FX Positioning v3

Measure where current positioning stands relative to all history only (lookahead bias since old data don't hv foresight of future, yet I percentile rank it)Measure where current positioning stands relative to historical extremes (max and min net longs) only

Page 3: CFTC FX Positioning v3

USD DXY Curncy Net Longs %tile %tile All MM %tile Net Longs / OI29-Nov-13 80.55 #NAME? ### #NAME? #NAME? 26-Nov-1322-Nov-13 80.71 15098 52 #NAME? #NAME? 31 19-Nov-1315-Nov-13 80.85 14248 51 #NAME? 43 31 12-Nov-138-Nov-13 81.30 7929 40 #NAME? 34 14 5-Nov-131-Nov-13 80.72 1624 22 #NAME? 24 2 29-Oct-1325-Oct-13 79.19 3000 27 #NAME? 26 4 22-Oct-1318-Oct-13 79.65 1320 21 #NAME? 24 2 15-Oct-1311-Oct-13 80.36 -157 20 #NAME? 22 0 8-Oct-134-Oct-13 80.12 2185 23 #NAME? 25 3 1-Oct-1327-Sep-13 80.29 4049 28 #NAME? 28 6 24-Sep-1320-Sep-13 80.43 21898 58 #NAME? 53 32 17-Sep-1313-Sep-13 81.45 21200 58 #NAME? 52 33 10-Sep-136-Sep-13 82.15 12148 48 #NAME? 40 17 3-Sep-1330-Aug-13 82.09 11709 48 #NAME? 39 14 27-Aug-1323-Aug-13 81.36 12358 49 #NAME? 40 14 20-Aug-1316-Aug-13 81.26 15670 53 #NAME? 45 19 13-Aug-139-Aug-13 81.13 25190 61 #NAME? 58 34 6-Aug-132-Aug-13 81.91 25191 61 #NAME? 58 38 30-Jul-1326-Jul-13 81.66 28162 65 #NAME? 62 44 23-Jul-1319-Jul-13 82.61 29703 68 #NAME? 65 42 16-Jul-1312-Jul-13 82.99 29243 67 #NAME? 64 38 9-Jul-135-Jul-13 84.45 15672 56 #NAME? 45 25 2-Jul-1328-Jun-13 83.14 12281 48 #NAME? 40 20 25-Jun-1321-Jun-13 82.32 14650 53 #NAME? 43 25 18-Jun-1314-Jun-13 80.67 43254 89 #NAME? 84 60 11-Jun-137-Jun-13 81.67 43950 90 #NAME? 85 55 4-Jun-1331-May-13 83.38 45655 92 #NAME? 87 46 28-May-1324-May-13 83.70 45861 93 #NAME? 88 43 21-May-1317-May-13 84.25 35153 77 #NAME? 72 42 14-May-1310-May-13 83.14 32141 73 #NAME? 68 51 7-May-133-May-13 82.13 35364 78 #NAME? 73 54 30-Apr-1326-Apr-13 82.50 38269 82 #NAME? 77 48 23-Apr-1319-Apr-13 82.71 38393 83 #NAME? 77 47 16-Apr-1312-Apr-13 82.31 49501 96 #NAME? 93 55 9-Apr-135-Apr-13 82.50 54267 99 #NAME? 100 58 2-Apr-1329-Mar-13 82.98 54418 99 #NAME? 100 67 26-Mar-1322-Mar-13 82.38 53918 99 #NAME? 100 63 19-Mar-1315-Mar-13 82.26 31786 76 #NAME? 69 35 12-Mar-138-Mar-13 82.70 25989 69 #NAME? 61 28 5-Mar-131-Mar-13 82.31 22334 64 #NAME? 56 27 26-Feb-1322-Feb-13 81.48 12156 48 #NAME? 41 20 19-Feb-1315-Feb-13 80.58 2633 25 #NAME? 27 5 12-Feb-138-Feb-13 80.25 2702 25 #NAME? 27 4 5-Feb-131-Feb-13 79.13 9677 42 #NAME? 37 19 29-Jan-13

Page 4: CFTC FX Positioning v3

25-Jan-13 79.75 8491 40 #NAME? 35 16 22-Jan-1318-Jan-13 80.04 6731 36 #NAME? 33 12 15-Jan-1311-Jan-13 79.56 6137 35 #NAME? 32 12 8-Jan-134-Jan-13 80.50 -10278 4 #NAME? 8 -18 1-Jan-1328-Dec-12 79.68 -12947 3 #NAME? 4 -22 25-Dec-1221-Dec-12 79.62 -8573 4 #NAME? 10 -14 18-Dec-1214-Dec-12 79.58 7100 34 #NAME? 33 11 11-Dec-127-Dec-12 80.41 9218 37 #NAME? 36 17 4-Dec-1230-Nov-12 80.15 7449 34 #NAME? 34 18 27-Nov-1223-Nov-12 80.19 5863 33 #NAME? 31 12 20-Nov-1216-Nov-12 81.26 5810 32 #NAME? 31 12 13-Nov-129-Nov-12 81.03 2157 23 #NAME? 26 4 6-Nov-122-Nov-12 80.59 -4866 12 #NAME? 16 -9 30-Oct-1226-Oct-12 80.07 -5926 9 #NAME? 14 -10 23-Oct-1219-Oct-12 79.62 -4890 12 #NAME? 16 -8 16-Oct-1212-Oct-12 79.67 -5763 11 #NAME? 14 -10 9-Oct-125-Oct-12 79.34 -4358 13 #NAME? 16 -7 2-Oct-1228-Sep-12 79.94 -3970 14 #NAME? 17 -6 25-Sep-1221-Sep-12 79.33 4896 30 #NAME? 30 9 18-Sep-1214-Sep-12 78.85 34635 75 #NAME? 74 49 11-Sep-127-Sep-12 80.25 35495 77 #NAME? 75 64 4-Sep-1231-Aug-12 81.21 36318 79 #NAME? 76 64 28-Aug-1224-Aug-12 81.59 38171 82 #NAME? 79 65 21-Aug-1217-Aug-12 82.60 38232 82 #NAME? 79 70 14-Aug-1210-Aug-12 82.55 39224 86 #NAME? 80 67 7-Aug-123-Aug-12 82.38 42050 92 #NAME? 84 74 31-Jul-1227-Jul-12 82.71 47836 98 #NAME? 93 77 24-Jul-1220-Jul-12 83.48 47729 98 #NAME? 93 78 17-Jul-1213-Jul-12 83.35 43149 95 #NAME? 86 72 10-Jul-126-Jul-12 83.38 38551 87 #NAME? 79 61 3-Jul-1229-Jun-12 81.63 42025 94 #NAME? 84 65 26-Jun-1222-Jun-12 82.26 50767 99 #NAME? 97 76 19-Jun-1215-Jun-12 81.63 52621 99 #NAME? 100 65 12-Jun-128-Jun-12 82.51 45800 98 #NAME? 98 53 5-Jun-121-Jun-12 82.89 41635 94 #NAME? 92 52 29-May-1225-May-12 82.40 32787 82 #NAME? 77 39 22-May-1218-May-12 81.29 17442 61 #NAME? 53 25 15-May-1211-May-12 80.26 10029 49 #NAME? 41 19 8-May-124-May-12 79.50 13378 54 #NAME? 46 27 1-May-1227-Apr-12 78.71 15978 60 #NAME? 50 43 24-Apr-1220-Apr-12 79.19 17389 61 #NAME? 53 40 17-Apr-1213-Apr-12 79.89 18839 63 #NAME? 55 42 10-Apr-126-Apr-12 79.89 18573 63 #NAME? 55 45 3-Apr-1230-Mar-12 79.00 29631 77 #NAME? 72 61 27-Mar-1223-Mar-12 79.35 35694 87 #NAME? 82 62 20-Mar-12

Page 5: CFTC FX Positioning v3

16-Mar-12 79.79 34044 84 #NAME? 79 57 13-Mar-129-Mar-12 80.04 27716 77 #NAME? 69 56 6-Mar-122-Mar-12 79.40 25393 74 #NAME? 66 51 28-Feb-1224-Feb-12 78.35 29012 79 #NAME? 71 63 21-Feb-1217-Feb-12 79.33 27815 78 #NAME? 69 57 14-Feb-1210-Feb-12 79.11 32797 84 #NAME? 77 71 7-Feb-123-Feb-12 78.92 38755 91 #NAME? 87 82 31-Jan-1227-Jan-12 78.90 46923 99 #NAME? 100 86 24-Jan-1220-Jan-12 80.22 44758 99 #NAME? 97 76 17-Jan-1213-Jan-12 81.52 44587 99 #NAME? 96 73 10-Jan-126-Jan-12 81.25 41837 98 #NAME? 92 70 3-Jan-1230-Dec-11 80.18 42574 99 #NAME? 93 69 27-Dec-1123-Dec-11 79.93 40977 97 #NAME? 91 65 20-Dec-1116-Dec-11 80.26 35635 91 #NAME? 82 62 13-Dec-119-Dec-11 78.63 32153 88 #NAME? 76 67 6-Dec-112-Dec-11 78.63 30706 87 #NAME? 74 65 29-Nov-1125-Nov-11 79.69 25328 82 #NAME? 65 67 22-Nov-1118-Nov-11 78.06 22530 80 #NAME? 61 53 15-Nov-1111-Nov-11 76.95 22003 80 #NAME? 60 45 8-Nov-114-Nov-11 76.96 23823 81 #NAME? 63 46 1-Nov-1128-Oct-11 75.07 32110 88 #NAME? 76 59 25-Oct-1121-Oct-11 76.40 41751 98 #NAME? 92 79 18-Oct-1114-Oct-11 76.62 46886 99 #NAME? 100 87 11-Oct-117-Oct-11 78.73 40332 98 #NAME? 96 68 4-Oct-1130-Sep-11 78.55 38420 97 #NAME? 93 68 27-Sep-1123-Sep-11 78.50 34248 93 #NAME? 86 63 20-Sep-1116-Sep-11 76.60 11671 61 #NAME? 47 19 13-Sep-119-Sep-11 77.19 -1731 25 #NAME? 24 -3 6-Sep-112-Sep-11 74.76 -2982 24 #NAME? 22 -5 30-Aug-1126-Aug-11 73.81 -2561 24 #NAME? 22 -4 23-Aug-1119-Aug-11 74.01 -1247 28 #NAME? 25 -2 16-Aug-1112-Aug-11 74.61 3301 35 #NAME? 32 5 9-Aug-115-Aug-11 74.60 478 29 #NAME? 28 1 2-Aug-1129-Jul-11 73.90 2328 32 #NAME? 31 3 26-Jul-1122-Jul-11 74.20 9192 52 #NAME? 43 17 19-Jul-1115-Jul-11 75.13 7590 48 #NAME? 40 14 12-Jul-118-Jul-11 75.18 7721 48 #NAME? 40 13 5-Jul-111-Jul-11 74.35 12732 62 #NAME? 49 22 28-Jun-1124-Jun-11 75.67 4943 38 #NAME? 35 9 21-Jun-1117-Jun-11 74.99 5971 42 #NAME? 37 9 14-Jun-1110-Jun-11 74.80 2084 32 #NAME? 30 3 7-Jun-113-Jun-11 73.78 4787 37 #NAME? 35 9 31-May-1127-May-11 74.95 2485 32 #NAME? 31 4 24-May-1120-May-11 75.44 -1270 27 #NAME? 25 -2 17-May-1113-May-11 75.76 -4563 22 #NAME? 19 -8 10-May-11

Page 6: CFTC FX Positioning v3

6-May-11 74.84 -7116 16 #NAME? 14 -11 3-May-1129-Apr-11 72.93 -8489 11 #NAME? 12 -14 26-Apr-1122-Apr-11 74.11 -10429 4 #NAME? 9 -19 19-Apr-1115-Apr-11 74.83 -9781 5 #NAME? 10 -16 12-Apr-118-Apr-11 75.07 -11699 3 #NAME? 7 -19 5-Apr-111-Apr-11 75.83 -13913 1 #NAME? 3 -20 29-Mar-1125-Mar-11 76.22 -13609 1 #NAME? 3 -20 22-Mar-1118-Mar-11 75.72 -15494 1 #NAME? 0 -24 15-Mar-1111-Mar-11 76.78 -6673 15 #NAME? 10 -9 8-Mar-114-Mar-11 76.40 -7088 15 #NAME? 9 -11 1-Mar-1125-Feb-11 77.28 -6024 18 #NAME? 11 -11 22-Feb-1118-Feb-11 77.66 -5760 20 #NAME? 11 -11 15-Feb-1111-Feb-11 78.46 -7398 14 #NAME? 8 -12 8-Feb-114-Feb-11 78.04 -3625 22 #NAME? 15 -6 1-Feb-1128-Jan-11 78.13 1424 31 #NAME? 25 3 25-Jan-1121-Jan-11 78.21 5210 39 #NAME? 31 15 18-Jan-1114-Jan-11 79.16 10057 54 #NAME? 40 27 11-Jan-117-Jan-11 81.01 -1268 28 #NAME? 20 -3 4-Jan-1131-Dec-10 79.03 4682 39 #NAME? 31 17 28-Dec-1024-Dec-10 80.47 4474 39 #NAME? 30 16 21-Dec-1017-Dec-10 80.37 5113 39 #NAME? 31 19 14-Dec-1010-Dec-10 80.07 9460 54 #NAME? 39 31 7-Dec-103-Dec-10 79.38 10728 58 #NAME? 42 36 30-Nov-1026-Nov-10 80.36 12303 61 #NAME? 45 38 23-Nov-1019-Nov-10 78.50 10827 59 #NAME? 42 33 16-Nov-1012-Nov-10 78.08 6315 48 #NAME? 34 14 9-Nov-105-Nov-10 76.55 7986 53 #NAME? 37 17 2-Nov-1029-Oct-10 77.27 5850 46 #NAME? 33 14 26-Oct-1022-Oct-10 77.47 3181 40 #NAME? 28 8 19-Oct-1015-Oct-10 77.04 -1492 33 #NAME? 19 -4 12-Oct-108-Oct-10 77.33 -1580 32 #NAME? 21 -4 5-Oct-101-Oct-10 78.09 1384 38 #NAME? 28 3 28-Sep-1024-Sep-10 79.40 3637 41 #NAME? 32 10 21-Sep-1017-Sep-10 81.40 5727 46 #NAME? 40 19 14-Sep-1010-Sep-10 82.70 14348 65 #NAME? 55 71 7-Sep-103-Sep-10 82.10 14973 67 #NAME? 58 77 31-Aug-1027-Aug-10 82.92 15723 68 #NAME? 59 58 24-Aug-1020-Aug-10 83.06 18747 72 #NAME? 65 58 17-Aug-1013-Aug-10 82.95 15508 69 #NAME? 60 53 10-Aug-106-Aug-10 80.41 12375 65 #NAME? 56 65 3-Aug-1030-Jul-10 81.54 13952 66 #NAME? 58 73 27-Jul-1023-Jul-10 82.46 14460 68 #NAME? 59 69 20-Jul-1016-Jul-10 82.49 14259 68 #NAME? 59 60 13-Jul-109-Jul-10 83.95 16318 70 #NAME? 62 63 6-Jul-102-Jul-10 84.43 19237 75 #NAME? 66 76 29-Jun-10

Page 7: CFTC FX Positioning v3

25-Jun-10 85.31 20681 77 #NAME? 68 77 22-Jun-1018-Jun-10 85.70 21962 79 #NAME? 70 80 15-Jun-1011-Jun-10 87.51 20742 78 #NAME? 69 68 8-Jun-104-Jun-10 88.23 19172 77 #NAME? 67 70 1-Jun-1028-May-10 86.48 21345 79 #NAME? 70 77 25-May-1021-May-10 85.37 23896 80 #NAME? 74 80 18-May-1014-May-10 86.10 26085 84 #NAME? 77 80 11-May-107-May-10 84.45 29669 88 #NAME? 82 73 4-May-1030-Apr-10 81.87 25745 84 #NAME? 76 64 27-Apr-1023-Apr-10 81.35 24980 83 #NAME? 75 66 20-Apr-1016-Apr-10 80.82 27676 86 #NAME? 79 72 13-Apr-109-Apr-10 81.09 30154 89 #NAME? 83 75 6-Apr-102-Apr-10 81.17 35163 93 #NAME? 90 62 30-Mar-1026-Mar-10 81.68 32197 91 #NAME? 86 72 23-Mar-1019-Mar-10 80.72 28780 90 #NAME? 81 71 16-Mar-1012-Mar-10 79.83 35945 94 #NAME? 91 80 9-Mar-105-Mar-10 80.43 38073 96 #NAME? 94 79 2-Mar-1026-Feb-10 80.36 38392 97 #NAME? 94 78 23-Feb-1019-Feb-10 80.64 37582 96 #NAME? 93 70 16-Feb-1012-Feb-10 80.22 40989 99 #NAME? 98 81 9-Feb-105-Feb-10 80.44 42439 99 #NAME? 100 66 2-Feb-1029-Jan-10 79.46 37546 98 #NAME? 97 74 26-Jan-1022-Jan-10 78.28 30071 95 #NAME? 86 71 19-Jan-1015-Jan-10 77.32 33509 96 #NAME? 91 72 12-Jan-108-Jan-10 77.47 39398 99 #NAME? 100 68 5-Jan-101-Jan-10 77.86 39034 99 #NAME? 100 62 29-Dec-0925-Dec-09 77.73 34130 98 #NAME? 94 59 22-Dec-0918-Dec-09 77.82 25770 95 #NAME? 82 52 15-Dec-0911-Dec-09 76.57 14063 87 #NAME? 64 32 8-Dec-094-Dec-09 75.91 4442 69 #NAME? 50 10 1-Dec-0927-Nov-09 75.00 1451 63 #NAME? 45 3 24-Nov-0920-Nov-09 75.66 -1088 60 #NAME? 41 -2 17-Nov-0913-Nov-09 75.33 -5602 49 #NAME? 34 -14 10-Nov-096-Nov-09 75.82 -6094 47 #NAME? 34 -17 3-Nov-0930-Oct-09 76.30 -8925 34 #NAME? 29 -26 27-Oct-0923-Oct-09 75.47 -9953 27 #NAME? 28 -29 20-Oct-0916-Oct-09 75.60 -9491 29 #NAME? 28 -30 13-Oct-099-Oct-09 76.43 -9077 32 #NAME? 29 -30 6-Oct-092-Oct-09 77.00 -8510 33 #NAME? 30 -33 29-Sep-0925-Sep-09 76.81 -10062 26 #NAME? 28 -32 22-Sep-0918-Sep-09 76.43 -9122 30 #NAME? 29 -30 15-Sep-0911-Sep-09 76.61 -6627 41 #NAME? 33 -25 8-Sep-094-Sep-09 78.14 -1682 51 #NAME? 40 -9 1-Sep-0928-Aug-09 78.37 -7809 35 #NAME? 31 -40 25-Aug-0921-Aug-09 78.04 -7250 38 #NAME? 32 -48 18-Aug-09

Page 8: CFTC FX Positioning v3

14-Aug-09 78.89 -9552 27 #NAME? 28 -44 11-Aug-097-Aug-09 78.98 -11893 21 #NAME? 25 -44 4-Aug-0931-Jul-09 78.35 -9565 26 #NAME? 28 -43 28-Jul-0924-Jul-09 78.75 -9408 27 #NAME? 29 -37 21-Jul-0917-Jul-09 79.35 -8066 31 #NAME? 31 -44 14-Jul-0910-Jul-09 80.23 -6631 35 #NAME? 33 -39 7-Jul-093-Jul-09 80.38 -6317 35 #NAME? 33 -41 30-Jun-0926-Jun-09 79.88 -7137 35 #NAME? 32 -42 23-Jun-0919-Jun-09 80.26 -8095 30 #NAME? 31 -49 16-Jun-0912-Jun-09 80.14 -1511 50 #NAME? 41 -6 9-Jun-095-Jun-09 80.67 -3106 46 #NAME? 38 -10 2-Jun-0929-May-09 79.35 -951 52 #NAME? 41 -3 26-May-0922-May-09 79.96 934 57 #NAME? 44 5 19-May-0915-May-09 83.02 3648 63 #NAME? 48 22 12-May-098-May-09 82.53 6378 73 #NAME? 52 46 5-May-091-May-09 84.55 9006 79 #NAME? 56 63 28-Apr-0924-Apr-09 84.71 10556 82 #NAME? 59 66 21-Apr-0917-Apr-09 85.98 7879 77 #NAME? 55 46 14-Apr-0910-Apr-09 85.79 9364 80 #NAME? 57 54 7-Apr-093-Apr-09 84.17 6667 75 #NAME? 53 43 31-Mar-0927-Mar-09 85.11 6716 75 #NAME? 53 46 24-Mar-0920-Mar-09 83.84 11717 84 #NAME? 61 69 17-Mar-0913-Mar-09 87.43 14963 87 #NAME? 65 86 10-Mar-096-Mar-09 88.51 12149 84 #NAME? 61 81 3-Mar-0927-Feb-09 88.01 12614 84 #NAME? 62 81 24-Feb-0920-Feb-09 86.49 14022 84 #NAME? 64 85 17-Feb-0913-Feb-09 86.04 10596 82 #NAME? 59 79 10-Feb-096-Feb-09 85.35 10527 82 #NAME? 59 76 3-Feb-0930-Jan-09 86.00 8499 80 #NAME? 56 70 27-Jan-0923-Jan-09 85.61 5994 73 #NAME? 52 61 20-Jan-0916-Jan-09 84.21 5498 72 #NAME? 51 60 13-Jan-099-Jan-09 82.66 5576 72 #NAME? 51 50 6-Jan-092-Jan-09 81.84 6020 74 #NAME? 52 57 30-Dec-0826-Dec-08 80.89 5859 73 #NAME? 52 52 23-Dec-0819-Dec-08 81.30 8519 79 #NAME? 56 71 16-Dec-0812-Dec-08 83.64 16831 89 #NAME? 68 87 9-Dec-085-Dec-08 87.12 16595 87 #NAME? 68 87 2-Dec-0828-Nov-08 86.52 18844 91 #NAME? 71 85 25-Nov-0821-Nov-08 88.19 18505 89 #NAME? 71 90 18-Nov-0814-Nov-08 86.37 19513 91 #NAME? 72 89 11-Nov-087-Nov-08 85.91 20051 91 #NAME? 73 91 4-Nov-0831-Oct-08 85.63 19041 90 #NAME? 72 88 28-Oct-0824-Oct-08 86.44 26114 94 #NAME? 82 89 21-Oct-0817-Oct-08 82.41 24910 93 #NAME? 80 88 14-Oct-0810-Oct-08 83.00 23599 92 #NAME? 78 83 7-Oct-08

Page 9: CFTC FX Positioning v3

3-Oct-08 80.31 24981 94 #NAME? 81 87 30-Sep-0826-Sep-08 76.95 27710 96 #NAME? 85 84 23-Sep-0819-Sep-08 77.68 37855 99 #NAME? 100 89 16-Sep-0812-Sep-08 78.97 34247 99 #NAME? 100 73 9-Sep-085-Sep-08 78.93 31330 99 #NAME? 100 73 2-Sep-0829-Aug-08 77.38 28120 98 #NAME? 98 77 26-Aug-0822-Aug-08 76.81 26099 98 #NAME? 94 79 19-Aug-0815-Aug-08 77.18 17148 94 #NAME? 79 72 12-Aug-088-Aug-08 75.85 10385 85 #NAME? 67 38 5-Aug-081-Aug-08 73.42 10875 87 #NAME? 68 34 29-Jul-0825-Jul-08 72.86 6091 77 #NAME? 60 15 22-Jul-0818-Jul-08 72.19 3908 70 #NAME? 56 8 15-Jul-0811-Jul-08 72.10 8036 80 #NAME? 63 22 8-Jul-084-Jul-08 72.73 7629 79 #NAME? 62 21 1-Jul-0827-Jun-08 72.36 8953 80 #NAME? 65 33 24-Jun-0820-Jun-08 73.03 7795 79 #NAME? 63 35 17-Jun-0813-Jun-08 74.15 5845 75 #NAME? 59 19 10-Jun-086-Jun-08 72.39 4180 72 #NAME? 56 14 3-Jun-0830-May-08 72.88 -1211 54 #NAME? 47 -4 27-May-0823-May-08 71.89 1590 62 #NAME? 52 5 20-May-0816-May-08 72.84 -495 56 #NAME? 48 -2 13-May-089-May-08 73.05 -3146 49 #NAME? 44 -13 6-May-082-May-08 73.50 -3809 45 #NAME? 42 -16 29-Apr-0825-Apr-08 72.79 -7784 33 #NAME? 36 -21 22-Apr-0818-Apr-08 72.01 -4614 41 #NAME? 41 -13 15-Apr-0811-Apr-08 71.81 -5929 39 #NAME? 39 -18 8-Apr-084-Apr-08 72.02 -7438 34 #NAME? 36 -23 1-Apr-0828-Mar-08 71.68 -7745 33 #NAME? 36 -24 25-Mar-0821-Mar-08 72.71 -9079 27 #NAME? 33 -30 18-Mar-0814-Mar-08 71.66 -10453 25 #NAME? 31 -27 11-Mar-087-Mar-08 73.03 -7874 32 #NAME? 35 -27 4-Mar-0829-Feb-08 73.71 -8211 31 #NAME? 35 -29 26-Feb-0822-Feb-08 75.52 -6220 36 #NAME? 38 -32 19-Feb-0815-Feb-08 76.10 -4030 41 #NAME? 42 -27 12-Feb-088-Feb-08 76.67 -8446 30 #NAME? 34 -36 5-Feb-081-Feb-08 75.45 -5518 37 #NAME? 40 -25 29-Jan-0825-Jan-08 75.97 -2594 48 #NAME? 45 -15 22-Jan-0818-Jan-08 76.38 -2793 47 #NAME? 44 -12 15-Jan-0811-Jan-08 75.98 -1279 50 #NAME? 47 -6 8-Jan-084-Jan-08 75.79 1479 58 #NAME? 52 9 1-Jan-0828-Dec-07 76.22 3286 65 #NAME? 55 25 25-Dec-0721-Dec-07 77.72 1299 58 #NAME? 51 8 18-Dec-0714-Dec-07 77.44 -7333 34 #NAME? 36 -38 11-Dec-077-Dec-07 76.29 -8971 30 #NAME? 34 -44 4-Dec-0730-Nov-07 76.15 -13200 20 #NAME? 26 -52 27-Nov-07

Page 10: CFTC FX Positioning v3

23-Nov-07 75.05 -14650 17 #NAME? 24 -56 20-Nov-0716-Nov-07 75.83 -14747 16 #NAME? 24 -58 13-Nov-079-Nov-07 75.40 -18491 11 #NAME? 17 -53 6-Nov-072-Nov-07 76.34 -20134 8 #NAME? 14 -58 30-Oct-0726-Oct-07 77.03 -22444 6 #NAME? 10 -63 23-Oct-0719-Oct-07 77.41 -22761 6 #NAME? 10 -68 16-Oct-0712-Oct-07 78.22 -24363 #NAME? 7 -66 9-Oct-075-Oct-07 78.31 -24563 #NAME? 7 -64 2-Oct-0728-Sep-07 77.72 -26023 #NAME? 4 -69 25-Sep-0721-Sep-07 78.60 -25500 #NAME? 5 -71 18-Sep-0714-Sep-07 79.62 -17204 #NAME? 19 -60 11-Sep-077-Sep-07 79.96 -13680 #NAME? 25 -67 4-Sep-0731-Aug-07 80.79 -13628 #NAME? 25 -76 28-Aug-0724-Aug-07 80.67 -11801 #NAME? 29 -73 21-Aug-0717-Aug-07 81.43 -16900 #NAME? 20 -62 14-Aug-0710-Aug-07 80.68 -25462 #NAME? 5 -59 7-Aug-073-Aug-07 80.18 -26977 #NAME? 2 -59 31-Jul-0727-Jul-07 80.95 -28351 #NAME? 0 -58 24-Jul-0720-Jul-07 80.29 -25421 #NAME? 0 -55 17-Jul-0713-Jul-07 80.58 -19959 #NAME? 2 -51 10-Jul-076-Jul-07 81.47 -19006 #NAME? 4 -50 3-Jul-0729-Jun-07 81.92 -10888 #NAME? 20 -43 26-Jun-0722-Jun-07 82.34 -3137 #NAME? 36 -18 19-Jun-0715-Jun-07 82.85 -9925 #NAME? 22 -51 12-Jun-078-Jun-07 82.69 -14531 #NAME? 13 -60 5-Jun-071-Jun-07 82.32 -16059 #NAME? 10 -56 29-May-0725-May-07 82.33 -16223 #NAME? 10 -58 22-May-0718-May-07 82.20 -17950 #NAME? 6 -53 15-May-0711-May-07 82.12 -18880 #NAME? 4 -54 8-May-074-May-07 81.74 -21126 #NAME? 0 -53 1-May-0727-Apr-07 81.53 -19558 #NAME? 0 -50 24-Apr-0720-Apr-07 81.64 -13540 #NAME? 5 -41 17-Apr-0713-Apr-07 82.13 -11816 #NAME? 8 -40 10-Apr-076-Apr-07 82.99 -10642 #NAME? 11 -36 3-Apr-0730-Mar-07 82.93 -10590 #NAME? 11 -39 27-Mar-0723-Mar-07 83.28 -11558 #NAME? 9 -43 20-Mar-0716-Mar-07 83.19 -6012 #NAME? 21 -24 13-Mar-079-Mar-07 84.25 -8660 #NAME? 15 -29 6-Mar-072-Mar-07 83.74 -9383 #NAME? 14 -29 27-Feb-0723-Feb-07 84.05 -2972 #NAME? 28 -9 20-Feb-0716-Feb-07 84.06 4023 #NAME? 44 16 13-Feb-079-Feb-07 84.88 3695 #NAME? 43 14 6-Feb-072-Feb-07 84.96 5024 #NAME? 46 22 30-Jan-0726-Jan-07 85.23 1382 #NAME? 38 6 23-Jan-0719-Jan-07 84.86 2172 #NAME? 40 10 16-Jan-07

Page 11: CFTC FX Positioning v3

12-Jan-07 85.02 -3306 #NAME? 27 -12 9-Jan-075-Jan-07 84.64 -9513 #NAME? 14 -33 2-Jan-0729-Dec-06 83.65 -12455 #NAME? 7 -44 26-Dec-0622-Dec-06 83.81 -12433 #NAME? 7 -42 19-Dec-0615-Dec-06 84.04 -12427 #NAME? 7 -33 12-Dec-068-Dec-06 83.29 -3357 #NAME? 27 -9 5-Dec-061-Dec-06 82.48 -7321 #NAME? 18 -26 28-Nov-0624-Nov-06 83.66 530 #NAME? 36 2 21-Nov-0617-Nov-06 85.31 -746 #NAME? 33 -3 14-Nov-0610-Nov-06 85.07 2591 #NAME? 40 11 7-Nov-063-Nov-06 85.71 3738 #NAME? 43 19 31-Oct-0627-Oct-06 85.56 14228 #NAME? 66 49 24-Oct-0620-Oct-06 86.27 16648 #NAME? 72 51 17-Oct-0613-Oct-06 87.12 11230 #NAME? 60 42 10-Oct-066-Oct-06 86.50 5212 #NAME? 46 24 3-Oct-0629-Sep-06 86.03 -666 #NAME? 33 -4 26-Sep-0622-Sep-06 85.16 -349 #NAME? 34 -2 19-Sep-0615-Sep-06 85.98 2902 #NAME? 41 14 12-Sep-068-Sep-06 85.95 -3428 #NAME? 27 -17 5-Sep-061-Sep-06 84.92 -2528 #NAME? 29 -13 29-Aug-0625-Aug-06 85.38 -3245 #NAME? 27 -18 22-Aug-0618-Aug-06 85.09 -2684 #NAME? 29 -15 15-Aug-0611-Aug-06 85.49 -1976 #NAME? 30 -11 8-Aug-064-Aug-06 84.58 -675 #NAME? 33 -5 1-Aug-0628-Jul-06 85.38 140 #NAME? 35 1 25-Jul-0621-Jul-06 85.93 993 #NAME? 37 6 18-Jul-0614-Jul-06 86.10 -4604 #NAME? 24 -23 11-Jul-067-Jul-06 85.01 -4046 #NAME? 26 -22 4-Jul-0630-Jun-06 85.16 -3158 #NAME? 28 -13 27-Jun-0623-Jun-06 86.88 -8079 #NAME? 17 -35 20-Jun-0616-Jun-06 85.94 -8807 #NAME? 15 -34 13-Jun-069-Jun-06 85.72 -7261 #NAME? 19 -26 6-Jun-062-Jun-06 84.04 -8275 #NAME? 16 -28 30-May-0626-May-06 85.16 -6578 #NAME? 20 -24 23-May-0619-May-06 84.88 -4135 #NAME? 26 -15 16-May-0612-May-06 83.91 -6718 #NAME? 20 -25 9-May-065-May-06 85.14 -5423 #NAME? 23 -24 2-May-0628-Apr-06 86.11 2278 #NAME? 40 12 25-Apr-0621-Apr-06 88.05 6229 #NAME? 49 38 18-Apr-0614-Apr-06 89.59 7055 #NAME? 50 46 11-Apr-067-Apr-06 89.69 6744 #NAME? 50 43 4-Apr-0631-Mar-06 89.73 10330 #NAME? 58 61 28-Mar-0624-Mar-06 90.07 6623 #NAME? 49 42 21-Mar-0617-Mar-06 88.92 15509 #NAME? 69 73 14-Mar-0610-Mar-06 90.85 14546 #NAME? 67 74 7-Mar-06

Page 12: CFTC FX Positioning v3

3-Mar-06 89.66 15353 #NAME? 69 73 28-Feb-0624-Feb-06 90.61 14987 #NAME? 68 65 21-Feb-0617-Feb-06 90.64 12149 #NAME? 62 66 14-Feb-0610-Feb-06 90.55 5998 #NAME? 48 37 7-Feb-063-Feb-06 89.89 4061 #NAME? 44 23 31-Jan-0627-Jan-06 89.32 3827 #NAME? 43 23 24-Jan-0620-Jan-06 88.97 4704 #NAME? 45 31 17-Jan-0613-Jan-06 88.89 4942 #NAME? 46 32 10-Jan-066-Jan-06 88.91 10528 #NAME? 58 61 3-Jan-0630-Dec-05 91.17 11126 #NAME? 59 72 27-Dec-0523-Dec-05 90.78 10745 #NAME? 59 66 20-Dec-0516-Dec-05 89.71 17383 #NAME? 73 72 13-Dec-059-Dec-05 91.25 19640 #NAME? 78 76 6-Dec-052-Dec-05 91.93 18711 #NAME? 76 83 29-Nov-0525-Nov-05 92.04 29437 #NAME? 100 88 22-Nov-0518-Nov-05 91.93 29228 #NAME? 100 80 15-Nov-0511-Nov-05 91.98 26905 #NAME? 100 83 8-Nov-054-Nov-05 91.26 23685 #NAME? 99 81 1-Nov-0528-Oct-05 89.59 24233 #NAME? 100 77 25-Oct-0521-Oct-05 90.31 13683 #NAME? 80 67 18-Oct-0514-Oct-05 89.46 8516 #NAME? 66 45 11-Oct-057-Oct-05 89.17 11139 #NAME? 73 66 4-Oct-0530-Sep-05 89.52 9564 #NAME? 69 60 27-Sep-0523-Sep-05 89.29 5120 #NAME? 57 51 20-Sep-0516-Sep-05 88.06 31 #NAME? 43 0 13-Sep-059-Sep-05 86.89 -5355 #NAME? 28 -31 6-Sep-052-Sep-05 86.30 3990 #NAME? 54 44 30-Aug-0526-Aug-05 87.86 2470 #NAME? 50 27 23-Aug-0519-Aug-05 88.60 2128 #NAME? 49 26 16-Aug-0512-Aug-05 86.98 10454 #NAME? 71 66 9-Aug-055-Aug-05 88.06 9235 #NAME? 68 66 2-Aug-0529-Jul-05 89.35 14656 #NAME? 83 81 26-Jul-0522-Jul-05 89.64 15734 #NAME? 86 82 19-Jul-0515-Jul-05 89.72 15543 #NAME? 85 85 12-Jul-058-Jul-05 90.25 20868 #NAME? 100 80 5-Jul-051-Jul-05 90.13 19310 #NAME? 100 81 28-Jun-0524-Jun-05 88.78 17128 #NAME? 100 83 21-Jun-0517-Jun-05 87.65 16964 #NAME? 100 77 14-Jun-0510-Jun-05 88.69 16048 #NAME? 100 80 7-Jun-053-Jun-05 88.04 15361 #NAME? 100 77 31-May-0527-May-05 86.42 14250 #NAME? 100 74 24-May-0520-May-05 86.63 11702 #NAME? 100 62 17-May-0513-May-05 86.10 3414 #NAME? 98 24 10-May-056-May-05 84.62 3717 #NAME? 100 28 3-May-0529-Apr-05 84.43 2241 #NAME? 98 19 26-Apr-05

Page 13: CFTC FX Positioning v3

22-Apr-05 83.50 2684 #NAME? 100 23 19-Apr-0515-Apr-05 84.56 2046 #NAME? 100 17 12-Apr-058-Apr-05 84.40 557 #NAME? 100 5 5-Apr-051-Apr-05 84.43 -2810 #NAME? 86 -21 29-Mar-0525-Mar-05 84.15 -6987 #NAME? 58 -40 22-Mar-0518-Mar-05 82.05 -12235 #NAME? 23 -47 15-Mar-0511-Mar-05 81.42 -8657 #NAME? 47 -35 8-Mar-054-Mar-05 82.52 -6998 #NAME? 58 -32 1-Mar-0525-Feb-05 82.66 -5797 #NAME? 66 -29 22-Feb-0518-Feb-05 83.49 -662 #NAME? 100 -5 15-Feb-0511-Feb-05 84.57 -1553 #NAME? 100 -11 8-Feb-054-Feb-05 84.39 -3894 #NAME? 100 -25 1-Feb-0528-Jan-05 83.48 -4996 #NAME? 100 -33 25-Jan-0521-Jan-05 83.26 -5924 #NAME? 93 -41 18-Jan-0514-Jan-05 82.97 -5170 #NAME? 100 -34 11-Jan-057-Jan-05 83.60 -8865 #NAME? 100 -44 4-Jan-0531-Dec-04 80.85 -12919 #NAME? 51 -50 28-Dec-0424-Dec-04 81.28 -11777 #NAME? 72 -50 21-Dec-0417-Dec-04 82.16 -13615 #NAME? 38 -56 14-Dec-0410-Dec-04 82.67 -15632 #NAME? 0 -58 7-Dec-043-Dec-04 80.98 -14862 #NAME? 0 -54 30-Nov-0426-Nov-04 81.78 -13772 #NAME? 20 -56 23-Nov-0419-Nov-04 83.31 -14243 #NAME? 10 -57 16-Nov-0412-Nov-04 83.69 -14661 #NAME? 0 -49 9-Nov-045-Nov-04 84.01 -13225 #NAME? 0 -52 2-Nov-0429-Oct-04 84.91 -10983 #NAME? 0 -50 26-Oct-0422-Oct-04 85.87 -10261 #NAME? #DIV/0! -48 19-Oct-04

Page 14: CFTC FX Positioning v3
Page 15: CFTC FX Positioning v3
Page 16: CFTC FX Positioning v3
Page 17: CFTC FX Positioning v3
Page 18: CFTC FX Positioning v3
Page 19: CFTC FX Positioning v3
Page 20: CFTC FX Positioning v3
Page 21: CFTC FX Positioning v3
Page 22: CFTC FX Positioning v3
Page 23: CFTC FX Positioning v3
Page 24: CFTC FX Positioning v3
Page 25: CFTC FX Positioning v3
Page 26: CFTC FX Positioning v3

NYC2UNCL Index NYC2UNCS Index EUR EUR Curncy Net Longs %tile %tile All MM %tile#NAME? 29-Nov-13 1.3608 #NAME? ### #NAME?

31688 16590 22-Nov-13 1.3558 8911 69 #NAME? #NAME?30278 16030 15-Nov-13 1.3496 16826 72 #NAME? 7432241 24312 8-Nov-13 1.3367 33143 82 #NAME? 7936593 34969 1-Nov-13 1.3487 70617 98 #NAME? 9138918 35918 25-Oct-13 1.3802 72434 99 #NAME? 9133958 32638 18-Oct-13 1.3687 60374 94 #NAME? 8840103 40260 11-Oct-13 1.3544 68683 99 #NAME? 9036795 34610 4-Oct-13 1.3558 68276 98 #NAME? 9037862 33813 27-Sep-13 1.3522 65844 98 #NAME? 8944826 22928 20-Sep-13 1.3524 31907 81 #NAME? 7843056 21856 13-Sep-13 1.3294 12696 72 #NAME? 7242118 29970 6-Sep-13 1.3178 22738 78 #NAME? 7649100 37391 30-Aug-13 1.3222 40081 87 #NAME? 8150429 38071 23-Aug-13 1.3383 36746 85 #NAME? 8049791 34121 16-Aug-13 1.3329 16057 75 #NAME? 7349921 24731 9-Aug-13 1.3342 6061 72 #NAME? 7045347 20156 2-Aug-13 1.3276 -8504 63 #NAME? 6646393 18231 26-Jul-13 1.3279 -27900 53 #NAME? 5949979 20276 19-Jul-13 1.3143 -37165 48 #NAME? 5653446 24203 12-Jul-13 1.3067 -40900 47 #NAME? 5539682 24010 5-Jul-13 1.2829 -16090 58 #NAME? 6336658 24377 28-Jun-13 1.3010 17357 76 #NAME? 7436438 21788 21-Jun-13 1.3122 20030 78 #NAME? 7557814 14560 14-Jun-13 1.3347 -7533 67 #NAME? 6662129 18179 7-Jun-13 1.3218 -51621 44 #NAME? 5272598 26943 31-May-13 1.2999 -84644 28 #NAME? 4175673 29812 24-May-13 1.2932 -80949 32 #NAME? 4359690 24537 17-May-13 1.2839 -46921 48 #NAME? 5347555 15414 10-May-13 1.2989 -33533 51 #NAME? 5850628 15264 3-May-13 1.3114 -30149 53 #NAME? 5959066 20797 26-Apr-13 1.3030 -34275 52 #NAME? 5760259 21866 19-Apr-13 1.3052 -29764 54 #NAME? 5970002 20501 12-Apr-13 1.3113 -50858 48 #NAME? 5273807 19540 5-Apr-13 1.2991 -65701 43 #NAME? 4767997 13579 29-Mar-13 1.2819 -49095 50 #NAME? 5370051 16133 22-Mar-13 1.2989 -44884 51 #NAME? 5461629 29843 15-Mar-13 1.3076 -24787 57 #NAME? 6059929 33940 8-Mar-13 1.3005 -26116 56 #NAME? 6052367 30033 1-Mar-13 1.3022 -9394 65 #NAME? 6536057 23901 22-Feb-13 1.3194 19103 77 #NAME? 7428520 25887 15-Feb-13 1.3360 24181 81 #NAME? 7636900 34198 8-Feb-13 1.3365 37952 85 #NAME? 8030362 20685 1-Feb-13 1.3640 27472 82 #NAME? 77

Page 27: CFTC FX Positioning v3

31028 22537 25-Jan-13 1.3464 21381 80 #NAME? 7531886 25155 18-Jan-13 1.3321 7315 77 #NAME? 7129404 23267 11-Jan-13 1.3343 -8035 70 #NAME? 6623677 33955 4-Jan-13 1.3069 5126 77 #NAME? 7023383 36330 28-Dec-12 1.3216 -2549 73 #NAME? 6727205 35778 21-Dec-12 1.3188 -9736 70 #NAME? 6535658 28558 14-Dec-12 1.3163 -31623 60 #NAME? 5831240 22022 7-Dec-12 1.2927 -32795 59 #NAME? 5824650 17201 30-Nov-12 1.2986 -66693 46 #NAME? 4727435 21572 23-Nov-12 1.2976 -91400 29 #NAME? 3927729 21919 16-Nov-12 1.2743 -83646 32 #NAME? 4227243 25086 9-Nov-12 1.2714 -67141 43 #NAME? 4724130 28996 2-Nov-12 1.2835 -58204 46 #NAME? 5025834 31760 26-Oct-12 1.2938 -55219 47 #NAME? 5128162 33052 19-Oct-12 1.3024 -53495 48 #NAME? 5125415 31178 12-Oct-12 1.2951 -72570 40 #NAME? 4528446 32804 5-Oct-12 1.3045 -50265 48 #NAME? 5231024 34994 28-Sep-12 1.2860 -50238 48 #NAME? 5228541 23645 21-Sep-12 1.2980 -73482 39 #NAME? 4552773 18138 14-Sep-12 1.3130 -93658 28 #NAME? 3845287 9792 7-Sep-12 1.2816 -102306 25 #NAME? 3646494 10176 31-Aug-12 1.2579 -101561 25 #NAME? 3648256 10085 24-Aug-12 1.2512 -123932 16 #NAME? 2946474 8242 17-Aug-12 1.2334 -137810 14 #NAME? 2449089 9865 10-Aug-12 1.2289 -131711 14 #NAME? 2649275 7225 3-Aug-12 1.2387 -138994 13 #NAME? 2455109 7273 27-Jul-12 1.2322 -155066 8 #NAME? 1954441 6712 20-Jul-12 1.2157 -167249 4 #NAME? 1551626 8477 13-Jul-12 1.2249 -165705 4 #NAME? 1650645 12094 6-Jul-12 1.2291 -146177 8 #NAME? 2253518 11493 29-Jun-12 1.2667 -159880 5 #NAME? 1758565 7798 22-Jun-12 1.2570 -141066 8 #NAME? 2366685 14064 15-Jun-12 1.2638 -195187 3 #NAME? 665872 20072 8-Jun-12 1.2517 -214418 1 #NAME? 060724 19089 1-Jun-12 1.2434 -203415 1 #NAME? 058795 26008 25-May-12 1.2517 -195361 1 #NAME? 044261 26819 18-May-12 1.2780 -173869 1 #NAME? 032090 22061 11-May-12 1.2917 -143984 4 #NAME? 1031374 17996 4-May-12 1.3084 -106990 12 #NAME? 2426647 10669 27-Apr-12 1.3255 -113367 9 #NAME? 2130334 12945 20-Apr-12 1.3219 -118125 6 #NAME? 2032036 13197 13-Apr-12 1.3078 -101364 13 #NAME? 2630027 11454 6-Apr-12 1.3096 -79480 19 #NAME? 3439088 9457 30-Mar-12 1.3343 -89129 15 #NAME? 3046804 11110 23-Mar-12 1.3270 -82954 17 #NAME? 33

Page 28: CFTC FX Positioning v3

46630 12586 16-Mar-12 1.3175 -99336 13 #NAME? 2738397 10681 9-Mar-12 1.3123 -116473 6 #NAME? 2037415 12022 2-Mar-12 1.3198 -109674 9 #NAME? 2337611 8599 24-Feb-12 1.3448 -142159 4 #NAME? 1138315 10500 17-Feb-12 1.3140 -148641 3 #NAME? 839631 6834 10-Feb-12 1.3197 -140593 3 #NAME? 1142962 4207 3-Feb-12 1.3158 -157546 2 #NAME? 550847 3924 27-Jan-12 1.3220 -171347 1 #NAME? 051836 7078 20-Jan-12 1.2931 -160030 1 #NAME? 052644 8057 13-Jan-12 1.2680 -155195 1 #NAME? 050762 8925 6-Jan-12 1.2717 -138909 1 #NAME? 052237 9663 30-Dec-11 1.2961 -127879 1 #NAME? 051825 10848 23-Dec-11 1.3044 -113697 2 #NAME? 146686 11051 16-Dec-11 1.3046 -116457 1 #NAME? 040139 7986 9-Dec-11 1.3386 -95814 4 #NAME? 838876 8170 2-Dec-11 1.3391 -104302 3 #NAME? 431669 6341 25-Nov-11 1.3239 -85068 6 #NAME? 1432628 10098 18-Nov-11 1.3525 -76147 9 #NAME? 1835277 13274 11-Nov-11 1.3750 -54257 18 #NAME? 2837775 13952 4-Nov-11 1.3792 -60060 15 #NAME? 2543496 11386 28-Oct-11 1.4147 -76512 8 #NAME? 1847196 5445 21-Oct-11 1.3896 -77720 8 #NAME? 1750509 3623 14-Oct-11 1.3882 -73795 9 #NAME? 1949647 9315 7-Oct-11 1.3378 -82697 6 #NAME? 1547409 8989 30-Sep-11 1.3387 -82473 6 #NAME? 1544508 10260 23-Sep-11 1.3500 -79460 6 #NAME? 1637298 25627 16-Sep-11 1.3796 -54459 13 #NAME? 2826202 27933 9-Sep-11 1.3656 -36443 17 #NAME? 3631025 34007 2-Sep-11 1.4205 -384 52 #NAME? 5332190 34751 26-Aug-11 1.4499 2539 54 #NAME? 5529824 31071 19-Aug-11 1.4397 6726 59 #NAME? 5734161 30860 12-Aug-11 1.4248 -8273 46 #NAME? 4936882 36404 5-Aug-11 1.4282 1763 54 #NAME? 5439543 37215 29-Jul-11 1.4398 17038 68 #NAME? 6131029 21837 22-Jul-11 1.4360 9246 62 #NAME? 5831861 24271 15-Jul-11 1.4157 12416 65 #NAME? 5932928 25207 8-Jul-11 1.4265 43194 88 #NAME? 7435543 22811 1-Jul-11 1.4526 32987 80 #NAME? 6931134 26191 24-Jun-11 1.4188 29771 79 #NAME? 6737064 31093 17-Jun-11 1.4306 49894 92 #NAME? 7734021 31937 10-Jun-11 1.4347 51836 94 #NAME? 7828430 23643 3-Jun-11 1.4635 21970 75 #NAME? 6432766 30281 27-May-11 1.4319 19129 74 #NAME? 6228169 29439 20-May-11 1.4161 41645 89 #NAME? 7325593 30156 13-May-11 1.4119 61447 96 #NAME? 82

Page 29: CFTC FX Positioning v3

27607 34723 6-May-11 1.4316 99516 99 #NAME? 10025460 33949 29-Apr-11 1.4807 68279 99 #NAME? 10022428 32857 22-Apr-11 1.4561 62195 98 #NAME? 9825479 35260 15-Apr-11 1.4430 64985 99 #NAME? 10024351 36050 8-Apr-11 1.4483 59857 99 #NAME? 9927421 41334 1-Apr-11 1.4237 56630 99 #NAME? 9727308 40917 25-Mar-11 1.4088 48353 98 #NAME? 9225171 40665 18-Mar-11 1.4182 46316 96 #NAME? 9133803 40476 11-Mar-11 1.3903 62294 99 #NAME? 10029303 36391 4-Mar-11 1.3987 51308 99 #NAME? 10025404 31428 25-Feb-11 1.3754 45598 98 #NAME? 9724358 30118 18-Feb-11 1.3693 32464 89 #NAME? 8927025 34423 11-Feb-11 1.3554 34734 90 #NAME? 9026115 29740 4-Feb-11 1.3581 39934 95 #NAME? 9324258 22834 28-Jan-11 1.3611 22901 82 #NAME? 8320226 15016 21-Jan-11 1.3621 4109 63 #NAME? 7223937 13880 14-Jan-11 1.3388 -45182 14 #NAME? 4218606 19874 7-Jan-11 1.2907 -24201 26 #NAME? 5416083 11401 31-Dec-10 1.3384 -26479 23 #NAME? 5315938 11464 24-Dec-10 1.3122 -14093 39 #NAME? 6116322 11209 17-Dec-10 1.3188 -10304 40 #NAME? 6320044 10584 10-Dec-10 1.3226 -15290 37 #NAME? 6020115 9387 3-Dec-10 1.3414 -7248 49 #NAME? 6522491 10188 26-Nov-10 1.3242 -8293 46 #NAME? 6421645 10818 19-Nov-10 1.3673 8606 61 #NAME? 7426124 19809 12-Nov-10 1.3691 23283 77 #NAME? 8327912 19926 5-Nov-10 1.4032 38610 89 #NAME? 9224016 18166 29-Oct-10 1.3947 40505 90 #NAME? 9322789 19608 22-Oct-10 1.3954 46748 92 #NAME? 9119586 21078 15-Oct-10 1.3977 41511 90 #NAME? 8519129 20709 8-Oct-10 1.3939 48243 92 #NAME? 8920808 19424 1-Oct-10 1.3791 35330 86 #NAME? 8119860 16223 24-Sep-10 1.3492 5097 58 #NAME? 6518174 12447 17-Sep-10 1.3050 -9644 41 #NAME? 5517262 2914 10-Sep-10 1.2679 -23699 25 #NAME? 4717193 2220 3-Sep-10 1.2896 -25569 23 #NAME? 4621384 5661 27-Aug-10 1.2763 -21603 25 #NAME? 4625561 6814 20-Aug-10 1.2712 -14627 35 #NAME? 4922349 6841 13-Aug-10 1.2754 -3731 46 #NAME? 5315644 3269 6-Aug-10 1.3280 -7297 44 #NAME? 5116488 2536 30-Jul-10 1.3052 -21339 26 #NAME? 4417676 3216 23-Jul-10 1.2909 -24251 24 #NAME? 4319055 4796 16-Jul-10 1.2930 -27050 23 #NAME? 4221088 4770 9-Jul-10 1.2641 -38909 16 #NAME? 3622235 2998 2-Jul-10 1.2566 -73670 7 #NAME? 19

Page 30: CFTC FX Positioning v3

23764 3083 25-Jun-10 1.2369 -70974 8 #NAME? 2124700 2738 18-Jun-10 1.2388 -62360 9 #NAME? 2525591 4849 11-Jun-10 1.2112 -111945 1 #NAME? 123334 4162 4-Jun-10 1.1967 -93325 3 #NAME? 1024483 3138 28-May-10 1.2273 -106736 2 #NAME? 326794 2898 21-May-10 1.2570 -107143 1 #NAME? 329446 3361 14-May-10 1.2358 -113890 1 #NAME? 035112 5443 7-May-10 1.2755 -103402 1 #NAME? 033093 7348 30-Apr-10 1.3294 -89013 1 #NAME? 031385 6405 23-Apr-10 1.3384 -71424 3 #NAME? 733177 5501 16-Apr-10 1.3503 -55464 6 #NAME? 1635246 5092 9-Apr-10 1.3500 -67223 3 #NAME? 1046012 10849 2-Apr-10 1.3504 -85326 1 #NAME? 038354 6157 26-Mar-10 1.3410 -74917 1 #NAME? 034602 5822 19-Mar-10 1.3530 -46341 4 #NAME? 1540480 4535 12-Mar-10 1.3769 -74551 1 #NAME? 043004 4931 5-Mar-10 1.3626 -66770 1 #NAME? 343653 5261 26-Feb-10 1.3631 -71623 1 #NAME? 045728 8146 19-Feb-10 1.3613 -59422 1 #NAME? 045763 4774 12-Feb-10 1.3632 -57152 1 #NAME? 053325 10886 5-Feb-10 1.3678 -43741 1 #NAME? 044152 6606 29-Jan-10 1.3863 -39539 1 #NAME? 136332 6261 22-Jan-10 1.4139 -25282 8 #NAME? 1040164 6655 15-Jan-10 1.4387 -17917 13 #NAME? 1448623 9225 8-Jan-10 1.4409 -35788 3 #NAME? 351050 12016 1-Jan-10 1.4324 -33797 3 #NAME? 445973 11843 25-Dec-09 1.4411 -14327 16 #NAME? 1637579 11809 18-Dec-09 1.4338 -16448 13 #NAME? 1529139 15076 11-Dec-09 1.4615 -511 28 #NAME? 2523687 19245 4-Dec-09 1.4858 22151 48 #NAME? 3922661 21210 27-Nov-09 1.4988 18467 45 #NAME? 3721579 22667 20-Nov-09 1.4862 11956 37 #NAME? 3316536 22138 13-Nov-09 1.4903 25173 49 #NAME? 4114908 21002 6-Nov-09 1.4847 22191 46 #NAME? 3912790 21715 30-Oct-09 1.4719 32869 55 #NAME? 4612477 22430 23-Oct-09 1.5008 36033 56 #NAME? 4810890 20381 16-Oct-09 1.4905 43367 61 #NAME? 5210558 19635 9-Oct-09 1.4732 51045 65 #NAME? 57

8794 17304 2-Oct-09 1.4576 39766 60 #NAME? 5010913 20975 25-Sep-09 1.4689 38000 59 #NAME? 4910435 19557 18-Sep-09 1.4712 37772 58 #NAME? 49

9842 16469 11-Sep-09 1.4571 18033 43 #NAME? 378573 10255 4-Sep-09 1.4297 9017 34 #NAME? 315875 13684 28-Aug-09 1.4303 18171 42 #NAME? 373934 11184 21-Aug-09 1.4326 5732 32 #NAME? 29

Page 31: CFTC FX Positioning v3

6148 15700 14-Aug-09 1.4203 16811 40 #NAME? 367505 19398 7-Aug-09 1.4183 27106 47 #NAME? 426429 15994 31-Jul-09 1.4257 20287 42 #NAME? 388060 17468 24-Jul-09 1.4202 34772 52 #NAME? 475204 13270 17-Jul-09 1.4102 13899 37 #NAME? 345135 11766 10-Jul-09 1.3936 10312 34 #NAME? 324637 10954 3-Jul-09 1.3980 17219 39 #NAME? 364870 12007 26-Jun-09 1.4056 17423 39 #NAME? 364136 12231 19-Jun-09 1.3937 12485 35 #NAME? 33

12597 14108 12-Jun-09 1.4016 15024 37 #NAME? 3514094 17200 5-Jun-09 1.3968 6793 32 #NAME? 3013789 14740 29-May-09 1.4158 15584 36 #NAME? 35

9748 8814 22-May-09 1.3998 12250 34 #NAME? 3310196 6548 15-May-09 1.3495 10415 34 #NAME? 3210126 3748 8-May-09 1.3634 3368 30 #NAME? 2711700 2694 1-May-09 1.3273 -2073 27 #NAME? 2413301 2745 24-Apr-09 1.3242 1597 28 #NAME? 2612521 4642 17-Apr-09 1.3044 5575 30 #NAME? 2913400 4036 10-Apr-09 1.3189 3872 28 #NAME? 2811147 4480 3-Apr-09 1.3486 2265 28 #NAME? 2710633 3917 27-Mar-09 1.3287 -5458 24 #NAME? 2214316 2599 20-Mar-09 1.3582 -9039 21 #NAME? 2016177 1214 13-Mar-09 1.2928 -10232 16 #NAME? 1913580 1431 6-Mar-09 1.2653 -19431 10 #NAME? 1314113 1499 27-Feb-09 1.2669 -10081 15 #NAME? 1915226 1204 20-Feb-09 1.2826 -15437 13 #NAME? 1612029 1433 13-Feb-09 1.2862 -9994 15 #NAME? 1912226 1699 6-Feb-09 1.2940 -9052 17 #NAME? 2010318 1819 30-Jan-09 1.2813 -7489 18 #NAME? 21

7881 1887 23-Jan-09 1.2975 -7580 17 #NAME? 217339 1841 16-Jan-09 1.3267 -9348 16 #NAME? 208346 2770 9-Jan-09 1.3476 -2375 20 #NAME? 248290 2270 2-Jan-09 1.3921 -3204 19 #NAME? 238547 2688 26-Dec-08 1.4028 -3645 18 #NAME? 23

10250 1731 19-Dec-08 1.3912 -6626 17 #NAME? 2118079 1248 12-Dec-08 1.3369 -16668 12 #NAME? 1517837 1242 5-Dec-08 1.2718 -20197 10 #NAME? 1320569 1725 28-Nov-08 1.2691 -21478 7 #NAME? 1219590 1085 21-Nov-08 1.2587 -17358 11 #NAME? 1520682 1169 14-Nov-08 1.2605 -20621 8 #NAME? 1321057 1006 7-Nov-08 1.2718 -21433 7 #NAME? 1220373 1332 31-Oct-08 1.2726 -29052 5 #NAME? 727766 1652 24-Oct-08 1.2623 -30620 4 #NAME? 626674 1764 17-Oct-08 1.3410 -30100 4 #NAME? 725947 2348 10-Oct-08 1.3409 -18662 7 #NAME? 14

Page 32: CFTC FX Positioning v3

26916 1935 3-Oct-08 1.3772 -28932 4 #NAME? 730338 2628 26-Sep-08 1.4614 -31057 3 #NAME? 640302 2447 19-Sep-08 1.4466 -40654 1 #NAME? 040724 6477 12-Sep-08 1.4224 -36432 1 #NAME? 137020 5690 5-Sep-08 1.4267 -38623 1 #NAME? 032274 4154 29-Aug-08 1.4673 -33778 1 #NAME? 029500 3401 22-Aug-08 1.4793 -20364 2 #NAME? 220518 3370 15-Aug-08 1.4687 -19427 2 #NAME? 218957 8572 8-Aug-08 1.5005 -9447 6 #NAME? 921640 10765 1-Aug-08 1.5564 -16218 3 #NAME? 423621 17530 25-Jul-08 1.5709 4071 16 #NAME? 1925169 21261 18-Jul-08 1.5847 23049 30 #NAME? 3222657 14621 11-Jul-08 1.5938 24007 32 #NAME? 3321944 14315 4-Jul-08 1.5706 27683 34 #NAME? 3518103 9150 27-Jun-08 1.5794 1432 18 #NAME? 1714976 7181 20-Jun-08 1.5607 -9290 8 #NAME? 918581 12736 13-Jun-08 1.5380 -7540 10 #NAME? 1116870 12690 6-Jun-08 1.5778 -14454 5 #NAME? 616073 17284 30-May-08 1.5554 -3390 13 #NAME? 1316908 15318 23-May-08 1.5762 6841 21 #NAME? 2111040 11535 16-May-08 1.5577 -9499 10 #NAME? 1110479 13625 9-May-08 1.5482 -12512 8 #NAME? 9

9798 13607 2-May-08 1.5424 -21315 2 #NAME? 214959 22743 25-Apr-08 1.5630 18907 28 #NAME? 3015333 19947 18-Apr-08 1.5818 20093 29 #NAME? 3113826 19755 11-Apr-08 1.5808 29435 37 #NAME? 3812747 20185 4-Apr-08 1.5737 29072 36 #NAME? 3712145 19890 28-Mar-08 1.5796 42771 45 #NAME? 4710801 19880 21-Mar-08 1.5432 26521 34 #NAME? 3614053 24506 14-Mar-08 1.5674 29099 37 #NAME? 3710818 18692 7-Mar-08 1.5355 32010 40 #NAME? 39

9815 18026 29-Feb-08 1.5179 31778 39 #NAME? 396462 12682 22-Feb-08 1.4827 14730 29 #NAME? 275347 9377 15-Feb-08 1.4682 10295 27 #NAME? 247364 15810 8-Feb-08 1.4504 12564 28 #NAME? 268081 13599 1-Feb-08 1.4802 22456 33 #NAME? 337574 10168 25-Jan-08 1.4681 23745 35 #NAME? 34

10664 13457 18-Jan-08 1.4621 44982 46 #NAME? 489952 11231 11-Jan-08 1.4776 51902 52 #NAME? 538984 7505 4-Jan-08 1.4743 36655 43 #NAME? 438281 4995 28-Dec-07 1.4723 30641 41 #NAME? 388359 7060 21-Dec-07 1.4382 31149 41 #NAME? 395935 13268 14-Dec-07 1.4429 63374 60 #NAME? 615679 14650 7-Dec-07 1.4658 69117 67 #NAME? 656100 19300 30-Nov-07 1.4633 66556 63 #NAME? 63

Page 33: CFTC FX Positioning v3

5766 20416 23-Nov-07 1.4837 70028 68 #NAME? 665245 19992 16-Nov-07 1.4662 69429 68 #NAME? 658058 26549 9-Nov-07 1.4678 76048 73 #NAME? 707223 27357 2-Nov-07 1.4504 68848 68 #NAME? 656564 29008 26-Oct-07 1.4393 69016 69 #NAME? 655299 28060 19-Oct-07 1.4301 86604 82 #NAME? 776313 30676 12-Oct-07 1.4178 87166 #NAME? 786766 31329 5-Oct-07 1.4136 94440 #NAME? 835837 31860 28-Sep-07 1.4267 83448 #NAME? 755271 30771 21-Sep-07 1.4091 86049 #NAME? 775812 23016 14-Sep-07 1.3875 58214 #NAME? 583325 17005 7-Sep-07 1.3768 46645 #NAME? 502200 15828 31-Aug-07 1.3630 42826 #NAME? 472237 14038 24-Aug-07 1.3675 38463 #NAME? 445175 22075 17-Aug-07 1.3475 64674 #NAME? 628971 34433 10-Aug-07 1.3693 79029 #NAME? 729334 36311 3-Aug-07 1.3773 78453 #NAME? 72

10371 38722 27-Jul-07 1.3636 96415 #NAME? 8410449 35870 20-Jul-07 1.3827 99185 #NAME? 86

9671 29630 13-Jul-07 1.3782 102896 #NAME? 889495 28501 6-Jul-07 1.3627 76524 #NAME? 707236 18124 29-Jun-07 1.3541 67433 #NAME? 647274 10411 22-Jun-07 1.3470 46341 #NAME? 494785 14710 15-Jun-07 1.3388 50638 #NAME? 524869 19400 8-Jun-07 1.3373 84965 #NAME? 766263 22322 1-Jun-07 1.3449 94319 #NAME? 835854 22077 25-May-07 1.3442 95287 #NAME? 837883 25833 18-May-07 1.3509 119538 #NAME? 1008010 26890 11-May-07 1.3524 105270 #NAME? 969333 30459 4-May-07 1.3591 106688 #NAME? 979905 29463 27-Apr-07 1.3652 111282 #NAME? 1009615 23155 20-Apr-07 1.3590 106770 #NAME? 1008814 20630 13-Apr-07 1.3527 104394 #NAME? 1009539 20181 6-Apr-07 1.3379 95078 #NAME? 948306 18896 30-Mar-07 1.3354 93741 #NAME? 937718 19276 23-Mar-07 1.3283 87956 #NAME? 899524 15536 16-Mar-07 1.3318 96155 #NAME? 95

10795 19455 9-Mar-07 1.3116 88679 #NAME? 8911334 20717 2-Mar-07 1.3192 102598 #NAME? 10014479 17451 23-Feb-07 1.3166 99326 #NAME? 10014240 10217 16-Feb-07 1.3138 83795 #NAME? 8814751 11056 9-Feb-07 1.3008 45330 #NAME? 5714049 9025 2-Feb-07 1.2961 62579 #NAME? 7112048 10666 26-Jan-07 1.2916 61010 #NAME? 7012064 9892 19-Jan-07 1.2957 53542 #NAME? 64

Page 34: CFTC FX Positioning v3

11948 15254 12-Jan-07 1.2923 75172 #NAME? 819488 19001 5-Jan-07 1.3002 77456 #NAME? 837930 20385 29-Dec-06 1.3197 79970 #NAME? 858708 21141 22-Dec-06 1.3128 91970 #NAME? 95

12528 24955 15-Dec-06 1.3080 96683 #NAME? 9917985 21342 8-Dec-06 1.3202 98265 #NAME? 10010311 17632 1-Dec-06 1.3337 89594 #NAME? 9812579 12049 24-Nov-06 1.3094 65306 #NAME? 7712566 13312 17-Nov-06 1.2828 60475 #NAME? 7312826 10235 10-Nov-06 1.2840 68925 #NAME? 8011910 8172 3-Nov-06 1.2718 60048 #NAME? 7321741 7513 27-Oct-06 1.2741 27151 #NAME? 4424649 8001 20-Oct-06 1.2618 26592 #NAME? 4419053 7823 13-Oct-06 1.2513 36528 #NAME? 5213482 8270 6-Oct-06 1.2601 56217 #NAME? 69

7482 8148 29-Sep-06 1.2674 49942 #NAME? 646876 7225 22-Sep-06 1.2784 51114 #NAME? 65

11917 9015 15-Sep-06 1.2665 66717 #NAME? 788207 11635 8-Sep-06 1.2673 75016 #NAME? 858533 11061 1-Sep-06 1.2834 79637 #NAME? 897304 10549 25-Aug-06 1.2752 81470 #NAME? 917371 10055 18-Aug-06 1.2824 90204 #NAME? 987873 9849 11-Aug-06 1.2721 92108 #NAME? 1006808 7483 4-Aug-06 1.2874 73429 #NAME? 878205 8065 28-Jul-06 1.2759 50301 #NAME? 668847 7854 21-Jul-06 1.2695 51694 #NAME? 687920 12524 14-Jul-06 1.2652 77895 #NAME? 917089 11135 7-Jul-06 1.2810 68545 #NAME? 83

10176 13334 30-Jun-06 1.2791 64670 #NAME? 797476 15555 23-Jun-06 1.2506 52490 #NAME? 688426 17233 16-Jun-06 1.2642 61846 #NAME? 77

10586 17847 9-Jun-06 1.2639 88196 #NAME? 10010388 18663 2-Jun-06 1.2918 79884 #NAME? 10010257 16835 26-May-06 1.2738 72076 #NAME? 9811455 15590 19-May-06 1.2778 73376 #NAME? 9910076 16794 12-May-06 1.2928 72911 #NAME? 98

8667 14090 5-May-06 1.2726 74474 #NAME? 10010782 8504 28-Apr-06 1.2635 65525 #NAME? 10011223 4994 21-Apr-06 1.2341 55342 #NAME? 9711162 4107 14-Apr-06 1.2110 41630 #NAME? 8111227 4483 7-Apr-06 1.2093 52392 #NAME? 9413693 3363 31-Mar-06 1.2118 40811 #NAME? 8011114 4491 24-Mar-06 1.2036 41452 #NAME? 8018310 2801 17-Mar-06 1.2190 27984 #NAME? 6417143 2597 10-Mar-06 1.1910 13878 #NAME? 47

Page 35: CFTC FX Positioning v3

18146 2793 3-Mar-06 1.2045 18402 #NAME? 5319027 4040 24-Feb-06 1.1876 10085 #NAME? 4215244 3095 17-Feb-06 1.1940 11956 #NAME? 4511004 5006 10-Feb-06 1.1904 18965 #NAME? 5310676 6615 3-Feb-06 1.2024 36382 #NAME? 7410273 6446 27-Jan-06 1.2094 37464 #NAME? 76

9982 5278 20-Jan-06 1.2135 21211 #NAME? 5610112 5170 13-Jan-06 1.2142 21961 #NAME? 5713920 3392 6-Jan-06 1.2151 11231 #NAME? 4413242 2116 30-Dec-05 1.1849 4578 #NAME? 3613543 2798 23-Dec-05 1.1869 4504 #NAME? 3620827 3444 16-Dec-05 1.2013 -1063 #NAME? 2922787 3147 9-Dec-05 1.1812 -22572 #NAME? 320597 1886 2-Dec-05 1.1718 -18132 #NAME? 831395 1958 25-Nov-05 1.1725 -11127 #NAME? 1732782 3554 18-Nov-05 1.1775 -13222 #NAME? 1429756 2851 11-Nov-05 1.1734 -6627 #NAME? 2226542 2857 4-Nov-05 1.1813 6998 #NAME? 3927806 3573 28-Oct-05 1.2069 -2558 #NAME? 2717026 3343 21-Oct-05 1.1954 855 #NAME? 3113706 5190 14-Oct-05 1.2075 4792 #NAME? 3613955 2816 7-Oct-05 1.2130 -1898 #NAME? 2812695 3131 30-Sep-05 1.2026 -1603 #NAME? 28

7555 2435 23-Sep-05 1.2040 -1428 #NAME? 284218 4187 16-Sep-05 1.2237 7585 #NAME? 395880 11235 9-Sep-05 1.2410 23518 #NAME? 596512 2522 2-Sep-05 1.2531 -3619 #NAME? 265842 3372 26-Aug-05 1.2289 -5766 #NAME? 235227 3099 19-Aug-05 1.2153 584 #NAME? 31

13115 2661 12-Aug-05 1.2441 4231 #NAME? 3511640 2405 5-Aug-05 1.2359 -191 #NAME? 3016344 1688 29-Jul-05 1.2123 -8296 #NAME? 2017475 1741 22-Jul-05 1.2065 -11870 #NAME? 1616946 1403 15-Jul-05 1.2035 -7848 #NAME? 2123445 2577 8-Jul-05 1.1967 -24872 #NAME? 021511 2201 1-Jul-05 1.1959 -14241 #NAME? 918920 1792 24-Jun-05 1.2092 -21282 #NAME? 019487 2523 17-Jun-05 1.2286 -19665 #NAME? 018011 1963 10-Jun-05 1.2119 -17771 #NAME? 117717 2356 3-Jun-05 1.2236 -18310 #NAME? 016795 2545 27-May-05 1.2586 -15321 #NAME? 015293 3591 20-May-05 1.2559 -13488 #NAME? 1

8779 5365 13-May-05 1.2633 -1544 #NAME? 188421 4704 6-May-05 1.2819 4875 #NAME? 276912 4671 29-Apr-05 1.2873 4219 #NAME? 26

Page 36: CFTC FX Positioning v3

7107 4423 22-Apr-05 1.3065 5021 #NAME? 277195 5149 15-Apr-05 1.2924 5760 #NAME? 285927 5370 8-Apr-05 1.2932 6898 #NAME? 305207 8017 1-Apr-05 1.2914 17753 #NAME? 455161 12148 25-Mar-05 1.2959 27199 #NAME? 586913 19148 18-Mar-05 1.3326 29912 #NAME? 627896 16553 11-Mar-05 1.3458 22590 #NAME? 527442 14440 4-Mar-05 1.3237 33418 #NAME? 677027 12824 25-Feb-05 1.3245 4024 #NAME? 266075 6737 18-Feb-05 1.3072 -245 #NAME? 206279 7832 11-Feb-05 1.2866 -631 #NAME? 195932 9826 4-Feb-05 1.2869 1925 #NAME? 234976 9972 28-Jan-05 1.3038 768 #NAME? 214297 10221 21-Jan-05 1.3039 9913 #NAME? 344908 10078 14-Jan-05 1.3112 16181 #NAME? 435667 14532 7-Jan-05 1.3054 11071 #NAME? 366360 19279 31-Dec-04 1.3554 16814 #NAME? 445799 17576 24-Dec-04 1.3531 -12164 #NAME? 35354 18969 17-Dec-04 1.3307 -14542 #NAME? 05704 21336 10-Dec-04 1.3226 24114 #NAME? 06412 21274 3-Dec-04 1.3454 24485 #NAME? 05318 19090 26-Nov-04 1.3297 32261 #NAME? 05280 19523 19-Nov-04 1.3023 54028 #NAME? 837624 22285 12-Nov-04 1.2974 57529 #NAME? 1006159 19384 5-Nov-04 1.2964 53465 #NAME? 1005565 16548 29-Oct-04 1.2798 45531 #NAME? 1005638 15899 22-Oct-04 1.2683 36512 #NAME? #DIV/0!

Page 37: CFTC FX Positioning v3
Page 38: CFTC FX Positioning v3
Page 39: CFTC FX Positioning v3
Page 40: CFTC FX Positioning v3
Page 41: CFTC FX Positioning v3
Page 42: CFTC FX Positioning v3
Page 43: CFTC FX Positioning v3
Page 44: CFTC FX Positioning v3
Page 45: CFTC FX Positioning v3
Page 46: CFTC FX Positioning v3
Page 47: CFTC FX Positioning v3
Page 48: CFTC FX Positioning v3
Page 49: CFTC FX Positioning v3

Net Longs / OI IMMBENCL Index IMMBENCS Index JPY JPY Curncy#NAME? 26-Nov-13 #NAME? 29-Nov-13 102.27

6 19-Nov-13 81070 72159 22-Nov-13 101.2711 12-Nov-13 86121 69295 15-Nov-13 100.1919 5-Nov-13 103333 70190 8-Nov-13 99.0535 29-Oct-13 136054 65437 1-Nov-13 98.6736 22-Oct-13 137061 64627 25-Oct-13 97.4233 15-Oct-13 121327 60953 18-Oct-13 97.7237 8-Oct-13 127301 58618 11-Oct-13 98.5836 1-Oct-13 128580 60304 4-Oct-13 97.4834 24-Sep-13 129862 64018 27-Sep-13 98.2419 17-Sep-13 100963 69056 20-Sep-13 99.36

8 10-Sep-13 82772 70076 13-Sep-13 99.3813 3-Sep-13 98589 75851 6-Sep-13 99.1121 27-Aug-13 113592 73511 30-Aug-13 98.1719 20-Aug-13 113092 76346 23-Aug-13 98.7210 13-Aug-13 89984 73927 16-Aug-13 97.53

4 6-Aug-13 85239 79178 9-Aug-13 96.21-5 30-Jul-13 78211 86715 2-Aug-13 98.94

-18 23-Jul-13 63130 91030 26-Jul-13 98.21-26 16-Jul-13 53228 90393 19-Jul-13 100.65-28 9-Jul-13 52159 93059 12-Jul-13 99.22-12 2-Jul-13 59270 75360 5-Jul-13 101.2011 25-Jun-13 87192 69835 28-Jun-13 99.1412 18-Jun-13 91304 71274 21-Jun-13 97.90-5 11-Jun-13 68956 76489 14-Jun-13 94.31

-37 4-Jun-13 43804 95425 7-Jun-13 97.56-53 28-May-13 36916 121560 31-May-13 100.45-48 21-May-13 43037 123986 24-May-13 101.31-31 14-May-13 52843 99764 17-May-13 103.21-24 7-May-13 52517 86050 10-May-13 101.62-21 30-Apr-13 56771 86920 3-May-13 98.99-26 23-Apr-13 47807 82082 26-Apr-13 98.05-23 16-Apr-13 49321 79085 19-Apr-13 99.52-42 9-Apr-13 35343 86201 12-Apr-13 98.37-42 2-Apr-13 44459 110160 5-Apr-13 97.57-37 26-Mar-13 41260 90355 29-Mar-13 94.22-31 19-Mar-13 48958 93842 22-Mar-13 94.46-18 12-Mar-13 57473 82260 15-Mar-13 95.28-17 5-Mar-13 63355 89471 8-Mar-13 96.00

-6 26-Feb-13 74832 84226 1-Mar-13 93.5913 19-Feb-13 81014 61911 22-Feb-13 93.4216 12-Feb-13 87135 62954 15-Feb-13 93.5024 5-Feb-13 97397 59445 8-Feb-13 92.6817 29-Jan-13 93791 66319 1-Feb-13 92.77

Page 50: CFTC FX Positioning v3

15 22-Jan-13 83840 62459 25-Jan-13 90.915 15-Jan-13 80174 72859 18-Jan-13 90.10

-6 8-Jan-13 66329 74364 11-Jan-13 89.183 1-Jan-13 81932 76806 4-Jan-13 88.15

-2 25-Dec-12 75072 77621 28-Dec-12 85.96-7 18-Dec-12 69460 79196 21-Dec-12 84.24

-23 11-Dec-12 51536 83159 14-Dec-12 83.52-25 4-Dec-12 48300 81095 7-Dec-12 82.49-48 27-Nov-12 35799 102492 30-Nov-12 82.48-55 20-Nov-12 36692 128092 23-Nov-12 82.40-51 13-Nov-12 39863 123509 16-Nov-12 81.32-43 6-Nov-12 45212 112353 9-Nov-12 79.49-43 30-Oct-12 38189 96393 2-Nov-12 80.43-42 23-Oct-12 38171 93390 26-Oct-12 79.65-39 16-Oct-12 42041 95536 19-Oct-12 79.32-48 9-Oct-12 39946 112516 12-Oct-12 78.44-34 2-Oct-12 48335 98600 5-Oct-12 78.67-32 25-Sep-12 53345 103583 28-Sep-12 77.96-43 18-Sep-12 48817 122299 21-Sep-12 78.17-52 11-Sep-12 43180 136838 14-Sep-12 78.39-52 4-Sep-12 46580 148886 7-Sep-12 78.24-53 28-Aug-12 45927 147488 31-Aug-12 78.39-57 21-Aug-12 45986 169918 24-Aug-12 78.67-61 14-Aug-12 43152 180962 17-Aug-12 79.56-58 7-Aug-12 46742 178453 10-Aug-12 78.28-63 31-Jul-12 41327 180321 3-Aug-12 78.47-66 24-Jul-12 39501 194567 27-Jul-12 78.46-72 17-Jul-12 31821 199070 20-Jul-12 78.49-69 10-Jul-12 36409 202114 13-Jul-12 79.18-69 3-Jul-12 32236 178413 6-Jul-12 79.66-68 26-Jun-12 36933 196813 29-Jun-12 79.79-56 19-Jun-12 54449 195515 22-Jun-12 80.43-71 12-Jun-12 39245 234432 15-Jun-12 78.73-75 5-Jun-12 36651 251069 8-Jun-12 79.49-72 29-May-12 40287 243702 1-Jun-12 78.02-74 22-May-12 34714 230075 25-May-12 79.68-69 15-May-12 38475 212344 18-May-12 79.02-67 8-May-12 36022 180006 11-May-12 79.94-60 1-May-12 34957 141947 4-May-12 79.85-61 24-Apr-12 36289 149656 27-Apr-12 80.27-59 17-Apr-12 40310 158435 20-Apr-12 81.52-56 10-Apr-12 39253 140617 13-Apr-12 80.93-50 3-Apr-12 39835 119315 6-Apr-12 81.64-57 27-Mar-12 34033 123162 30-Mar-12 82.87-45 20-Mar-12 50416 133370 23-Mar-12 82.35

Page 51: CFTC FX Positioning v3

-55 13-Mar-12 40325 139661 16-Mar-12 83.43-59 6-Mar-12 39943 156416 9-Mar-12 82.46-61 28-Feb-12 35728 145402 2-Mar-12 81.81-71 21-Feb-12 29369 171528 24-Feb-12 81.20-74 14-Feb-12 26774 175415 17-Feb-12 79.55-69 7-Feb-12 32128 172721 10-Feb-12 77.61-71 31-Jan-12 31906 189452 3-Feb-12 76.60-73 24-Jan-12 31299 202646 27-Jan-12 76.70-74 17-Jan-12 28396 188426 20-Jan-12 77.01-72 10-Jan-12 29770 184965 13-Jan-12 76.97-63 3-Jan-12 40441 179350 6-Jan-12 76.97-59 27-Dec-11 45183 173062 30-Dec-11 76.91-53 20-Dec-11 49557 163254 23-Dec-11 78.09-62 13-Dec-11 35507 151964 16-Dec-11 77.76-58 6-Dec-11 34521 130335 9-Dec-11 77.65-65 29-Nov-11 27620 131922 2-Dec-11 77.99-62 22-Nov-11 25943 111011 25-Nov-11 77.73-61 15-Nov-11 24048 100195 18-Nov-11 76.91-49 8-Nov-11 27943 82200 11-Nov-11 77.20-53 1-Nov-11 26311 86371 4-Nov-11 78.24-64 25-Oct-11 21323 97835 28-Oct-11 75.82-65 18-Oct-11 20977 98697 21-Oct-11 76.29-68 11-Oct-11 17040 90835 14-Oct-11 77.22-70 4-Oct-11 18104 100801 7-Oct-11 76.73-68 27-Sep-11 19705 102178 30-Sep-11 77.06-67 20-Sep-11 19920 99380 23-Sep-11 76.61-51 13-Sep-11 25704 80163 16-Sep-11 76.79-35 6-Sep-11 33167 69610 9-Sep-11 77.61

0 30-Aug-11 43894 44278 2-Sep-11 76.803 23-Aug-11 47711 45172 26-Aug-11 76.648 16-Aug-11 47094 40368 19-Aug-11 76.55

-8 9-Aug-11 49029 57302 12-Aug-11 76.712 2-Aug-11 58313 56550 5-Aug-11 78.40

16 26-Jul-11 60177 43139 29-Jul-11 76.769 19-Jul-11 58580 49334 22-Jul-11 78.54

11 12-Jul-11 61392 48976 15-Jul-11 79.1336 5-Jul-11 81860 38666 8-Jul-11 80.6432 28-Jun-11 68800 35813 1-Jul-11 80.8326 21-Jun-11 72153 42382 24-Jun-11 80.4342 14-Jun-11 84580 34686 17-Jun-11 80.0537 7-Jun-11 96555 44719 10-Jun-11 80.3216 31-May-11 80494 58524 3-Jun-11 80.3415 24-May-11 75182 56053 27-May-11 80.8030 17-May-11 89941 48296 20-May-11 81.7046 10-May-11 98054 36607 13-May-11 80.80

Page 52: CFTC FX Positioning v3

63 3-May-11 128460 28944 6-May-11 80.6348 26-Apr-11 105683 37404 29-Apr-11 81.1943 19-Apr-11 102686 40491 22-Apr-11 81.8845 12-Apr-11 105425 40440 15-Apr-11 83.1343 5-Apr-11 99405 39548 8-Apr-11 84.7644 29-Mar-11 93031 36401 1-Apr-11 84.0642 22-Mar-11 81574 33221 25-Mar-11 81.3437 15-Mar-11 86506 40190 18-Mar-11 80.5846 8-Mar-11 98171 35877 11-Mar-11 81.8445 1-Mar-11 83104 31796 4-Mar-11 82.3242 22-Feb-11 77454 31856 25-Feb-11 81.6834 15-Feb-11 63395 30931 18-Feb-11 83.1831 8-Feb-11 73502 38768 11-Feb-11 83.4333 1-Feb-11 80381 40447 4-Feb-11 82.1818 25-Jan-11 73488 50587 28-Jan-11 82.12

3 18-Jan-11 67309 63200 21-Jan-11 82.57-35 11-Jan-11 42359 87541 14-Jan-11 82.87-25 4-Jan-11 37102 61303 7-Jan-11 83.15-28 28-Dec-10 33833 60312 31-Dec-10 81.12-15 21-Dec-10 38604 52697 24-Dec-10 82.88-13 14-Dec-10 35689 45993 17-Dec-10 83.98-19 7-Dec-10 32322 47612 10-Dec-10 83.95

-7 30-Nov-10 47264 54512 3-Dec-10 82.53-9 23-Nov-10 43670 51963 26-Nov-10 84.109 16-Nov-10 54708 46102 19-Nov-10 83.55

23 9-Nov-10 61477 38194 12-Nov-10 82.5338 2-Nov-10 70185 31575 5-Nov-10 81.2641 26-Oct-10 70109 29604 29-Oct-10 80.4045 19-Oct-10 74855 28107 22-Oct-10 81.3843 12-Oct-10 68718 27207 15-Oct-10 81.4549 5-Oct-10 72979 24736 8-Oct-10 81.9333 28-Sep-10 70638 35308 1-Oct-10 83.22

5 21-Sep-10 52300 47203 24-Sep-10 84.21-8 14-Sep-10 54543 64187 17-Sep-10 85.86

-18 7-Sep-10 53156 76855 10-Sep-10 84.15-20 31-Aug-10 51099 76668 3-Sep-10 84.31-17 24-Aug-10 54591 76194 27-Aug-10 85.23-11 17-Aug-10 61324 75951 20-Aug-10 85.62

-3 10-Aug-10 55797 59528 13-Aug-10 86.20-6 3-Aug-10 60410 67707 6-Aug-10 85.51

-16 27-Jul-10 56622 77961 30-Jul-10 86.47-18 20-Jul-10 55008 79259 23-Jul-10 87.46-19 13-Jul-10 56187 83237 16-Jul-10 86.57-26 6-Jul-10 56316 95225 9-Jul-10 88.62-46 29-Jun-10 43357 117027 2-Jul-10 87.75

Page 53: CFTC FX Positioning v3

-46 22-Jun-10 41013 111987 25-Jun-10 89.23-39 15-Jun-10 49526 111886 18-Jun-10 90.71-55 8-Jun-10 45938 157883 11-Jun-10 91.65-51 1-Jun-10 45006 138331 4-Jun-10 91.90-54 25-May-10 45630 152366 28-May-10 91.06-50 18-May-10 54411 161554 21-May-10 90.00-59 11-May-10 39584 153474 14-May-10 92.47-59 4-May-10 36675 140077 7-May-10 91.59-56 27-Apr-10 34462 123475 30-Apr-10 93.85-52 20-Apr-10 33614 105038 23-Apr-10 93.97-43 13-Apr-10 37157 92621 16-Apr-10 92.17-46 6-Apr-10 39036 106259 9-Apr-10 93.18-55 30-Mar-10 35205 120531 2-Apr-10 94.61-48 23-Mar-10 39953 114870 26-Mar-10 92.52-36 16-Mar-10 41800 88141 19-Mar-10 90.55-53 9-Mar-10 32589 107140 12-Mar-10 90.56-48 2-Mar-10 35894 102664 5-Mar-10 90.28-52 23-Feb-10 32728 104351 26-Feb-10 88.97-46 16-Feb-10 34459 93881 19-Feb-10 91.52-45 9-Feb-10 34867 92019 12-Feb-10 89.96-41 2-Feb-10 31207 74948 5-Feb-10 89.25-37 26-Jan-10 33106 72645 29-Jan-10 90.27-27 19-Jan-10 34186 59468 22-Jan-10 89.82-20 12-Jan-10 36186 54103 15-Jan-10 90.77-32 5-Jan-10 37229 73017 8-Jan-10 92.66-33 29-Dec-09 34132 67929 1-Jan-10 93.04-15 22-Dec-09 40925 55252 25-Dec-09 91.30-16 15-Dec-09 42987 59435 18-Dec-09 90.50

0 8-Dec-09 52035 52546 11-Dec-09 89.1018 1-Dec-09 71123 48972 4-Dec-09 90.5615 24-Nov-09 70841 52374 27-Nov-09 86.5310 17-Nov-09 64268 52312 20-Nov-09 88.8923 10-Nov-09 67904 42731 13-Nov-09 89.6621 3-Nov-09 64023 41832 6-Nov-09 89.8832 27-Oct-09 67843 34974 30-Oct-09 90.0930 20-Oct-09 77829 41796 23-Oct-09 92.0637 13-Oct-09 79762 36395 16-Oct-09 90.8942 6-Oct-09 86229 35184 9-Oct-09 89.7934 29-Sep-09 77852 38086 2-Oct-09 89.8133 22-Sep-09 76545 38545 25-Sep-09 89.6434 15-Sep-09 74562 36790 18-Sep-09 91.2919 8-Sep-09 56543 38510 11-Sep-09 90.7112 1-Sep-09 42624 33607 4-Sep-09 93.0123 25-Aug-09 48251 30080 28-Aug-09 93.60

8 18-Aug-09 38823 33091 21-Aug-09 94.38

Page 54: CFTC FX Positioning v3

22 11-Aug-09 46396 29585 14-Aug-09 94.9428 4-Aug-09 61443 34337 7-Aug-09 97.5722 28-Jul-09 55671 35384 31-Jul-09 94.6836 21-Jul-09 66273 31501 24-Jul-09 94.7919 14-Jul-09 44406 30507 17-Jul-09 94.2012 7-Jul-09 49042 38730 10-Jul-09 92.5522 30-Jun-09 47701 30482 3-Jul-09 96.0422 23-Jun-09 48252 30829 26-Jun-09 95.1919 16-Jun-09 39854 27369 19-Jun-09 96.2718 9-Jun-09 49185 34161 12-Jun-09 98.44

8 2-Jun-09 48585 41792 5-Jun-09 98.6420 26-May-09 47203 31619 29-May-09 95.3417 19-May-09 41754 29504 22-May-09 94.7814 12-May-09 41355 30940 15-May-09 95.21

5 5-May-09 35025 31657 8-May-09 98.47-3 28-Apr-09 30292 32365 1-May-09 99.123 21-Apr-09 29708 28111 24-Apr-09 97.179 14-Apr-09 32836 27261 17-Apr-09 99.167 7-Apr-09 31596 27724 10-Apr-09 100.254 31-Mar-09 31906 29641 3-Apr-09 100.32

-8 24-Mar-09 32680 38138 27-Mar-09 97.86-12 17-Mar-09 33657 42696 20-Mar-09 95.94-13 10-Mar-09 33930 44162 13-Mar-09 97.95-22 3-Mar-09 34175 53606 6-Mar-09 98.26-13 24-Feb-09 33201 43282 27-Feb-09 97.58-19 17-Feb-09 32809 48246 20-Feb-09 93.35-13 10-Feb-09 33943 43937 13-Feb-09 91.93-11 3-Feb-09 35350 44402 6-Feb-09 91.90-10 27-Jan-09 32077 39566 30-Jan-09 89.92-12 20-Jan-09 27780 35360 23-Jan-09 88.75-15 13-Jan-09 26970 36318 16-Jan-09 90.72

-3 6-Jan-09 33733 36108 9-Jan-09 90.40-5 30-Dec-08 32529 35733 2-Jan-09 91.84-6 23-Dec-08 30977 34622 26-Dec-08 90.82

-10 16-Dec-08 30798 37424 19-Dec-08 89.32-22 9-Dec-08 29347 46015 12-Dec-08 91.21-25 2-Dec-08 29631 49828 5-Dec-08 92.84-28 25-Nov-08 27389 48867 28-Nov-08 95.53-23 18-Nov-08 29073 46431 21-Nov-08 95.96-28 11-Nov-08 25967 46588 14-Nov-08 97.14-28 4-Nov-08 27825 49258 7-Nov-08 98.24-36 28-Oct-08 25409 54461 31-Oct-08 98.47-39 21-Oct-08 23536 54156 24-Oct-08 94.32-38 14-Oct-08 24274 54374 17-Oct-08 101.69-23 7-Oct-08 32058 50720 10-Oct-08 100.67

Page 55: CFTC FX Positioning v3

-34 30-Sep-08 27472 56404 3-Oct-08 105.32-32 23-Sep-08 33266 64323 26-Sep-08 106.01-37 16-Sep-08 35314 75968 19-Sep-08 107.45-34 9-Sep-08 35890 72322 12-Sep-08 107.95-34 2-Sep-08 37997 76620 5-Sep-08 107.73-32 26-Aug-08 36026 69804 29-Aug-08 108.80-20 19-Aug-08 39958 60322 22-Aug-08 110.08-20 12-Aug-08 39822 59249 15-Aug-08 110.54

-8 5-Aug-08 55538 64985 8-Aug-08 110.18-14 29-Jul-08 51585 67803 1-Aug-08 107.71

3 22-Jul-08 70588 66517 25-Jul-08 107.8416 15-Jul-08 85052 62003 18-Jul-08 106.9717 8-Jul-08 81210 57203 11-Jul-08 106.2819 1-Jul-08 88162 60479 4-Jul-08 106.81

1 24-Jun-08 57904 56472 27-Jun-08 106.14-9 17-Jun-08 49514 58804 20-Jun-08 107.34-6 10-Jun-08 57544 65084 13-Jun-08 108.19

-11 3-Jun-08 55845 70299 6-Jun-08 104.93-3 27-May-08 64503 67893 30-May-08 105.525 20-May-08 70240 63399 23-May-08 103.38

-8 13-May-08 55409 64908 16-May-08 104.05-10 6-May-08 54383 66895 9-May-08 102.87-18 29-Apr-08 48319 69634 2-May-08 105.4013 22-Apr-08 81612 62705 25-Apr-08 104.4315 15-Apr-08 77532 57439 18-Apr-08 103.6720 8-Apr-08 86826 57391 11-Apr-08 100.9622 1-Apr-08 80290 51218 4-Apr-08 101.4731 25-Mar-08 90956 48185 28-Mar-08 99.2320 18-Mar-08 78310 51789 21-Mar-08 99.5822 11-Mar-08 81646 52547 14-Mar-08 99.0928 4-Mar-08 73238 41228 7-Mar-08 102.6727 26-Feb-08 75598 43820 29-Feb-08 103.7414 19-Feb-08 60926 46196 22-Feb-08 107.1710 12-Feb-08 55016 44721 15-Feb-08 107.8212 5-Feb-08 60106 47542 8-Feb-08 107.3022 29-Jan-08 62078 39622 1-Feb-08 106.4922 22-Jan-08 65581 41836 25-Jan-08 106.7338 15-Jan-08 81812 36830 18-Jan-08 106.8743 8-Jan-08 85915 34013 11-Jan-08 108.8434 1-Jan-08 71697 35042 4-Jan-08 108.6029 25-Dec-07 68111 37470 28-Dec-07 112.2930 18-Dec-07 67396 36247 21-Dec-07 114.0553 11-Dec-07 91012 27638 14-Dec-07 113.2858 4-Dec-07 93659 24542 7-Dec-07 111.6957 27-Nov-07 91335 24779 30-Nov-07 111.24

Page 56: CFTC FX Positioning v3

55 20-Nov-07 98548 28520 23-Nov-07 108.2954 13-Nov-07 98821 29392 16-Nov-07 111.0954 6-Nov-07 109002 32954 9-Nov-07 110.6952 30-Oct-07 100809 31961 2-Nov-07 114.8652 23-Oct-07 100683 31667 26-Oct-07 114.1959 16-Oct-07 116748 30144 19-Oct-07 114.5259 9-Oct-07 117894 30728 12-Oct-07 117.6155 2-Oct-07 132323 37883 5-Oct-07 116.9752 25-Sep-07 122295 38847 28-Sep-07 114.8154 18-Sep-07 123169 37120 21-Sep-07 115.5051 11-Sep-07 86476 28262 14-Sep-07 115.3742 4-Sep-07 78483 31838 7-Sep-07 113.3840 28-Aug-07 74495 31669 31-Aug-07 115.7735 21-Aug-07 74037 35574 24-Aug-07 116.4555 14-Aug-07 90832 26158 17-Aug-07 114.3655 7-Aug-07 111634 32605 10-Aug-07 118.4060 31-Jul-07 104189 25736 3-Aug-07 118.0661 24-Jul-07 126890 30475 27-Jul-07 118.6367 17-Jul-07 123364 24179 20-Jul-07 121.2866 10-Jul-07 129843 26947 13-Jul-07 121.9360 3-Jul-07 101643 25119 6-Jul-07 123.3457 26-Jun-07 92876 25443 29-Jun-07 123.1737 19-Jun-07 85173 38832 22-Jun-07 123.8937 12-Jun-07 93562 42924 15-Jun-07 123.4455 5-Jun-07 119341 34376 8-Jun-07 121.7361 29-May-07 124206 29887 1-Jun-07 122.1060 22-May-07 126860 31573 25-May-07 121.7969 15-May-07 146922 27384 18-May-07 121.1268 8-May-07 130342 25072 11-May-07 120.2065 1-May-07 135399 28711 4-May-07 120.1968 24-Apr-07 137322 26040 27-Apr-07 119.6371 17-Apr-07 129044 22274 20-Apr-07 118.6970 10-Apr-07 126947 22553 13-Apr-07 119.2767 3-Apr-07 118379 23301 6-Apr-07 119.2667 27-Mar-07 116347 22606 30-Mar-07 117.8371 20-Mar-07 106188 18232 23-Mar-07 118.1274 13-Mar-07 113009 16854 16-Mar-07 116.7571 6-Mar-07 107164 18485 9-Mar-07 118.3471 27-Feb-07 123508 20910 2-Mar-07 116.8073 20-Feb-07 117811 18485 23-Feb-07 121.0866 13-Feb-07 105371 21576 16-Feb-07 119.4344 6-Feb-07 74223 28893 9-Feb-07 121.7158 30-Jan-07 85505 22926 2-Feb-07 121.1465 23-Jan-07 77516 16506 26-Jan-07 121.5466 16-Jan-07 67482 13940 19-Jan-07 121.24

Page 57: CFTC FX Positioning v3

67 9-Jan-07 93415 18243 12-Jan-07 120.3365 2-Jan-07 98245 20789 5-Jan-07 118.6366 26-Dec-06 100959 20989 29-Dec-06 119.0671 19-Dec-06 110993 19023 22-Dec-06 118.8776 12-Dec-06 112188 15505 15-Dec-06 118.1874 5-Dec-06 115201 16936 8-Dec-06 116.3372 28-Nov-06 107372 17778 1-Dec-06 115.4563 21-Nov-06 84717 19411 24-Nov-06 115.9059 14-Nov-06 81912 21437 17-Nov-06 117.7655 7-Nov-06 96738 27813 10-Nov-06 117.6355 31-Oct-06 84563 24515 3-Nov-06 118.0124 24-Oct-06 70934 43783 27-Oct-06 117.6124 17-Oct-06 69850 43258 20-Oct-06 118.7536 10-Oct-06 69105 32577 13-Oct-06 119.6359 3-Oct-06 76049 19832 6-Oct-06 119.0259 26-Sep-06 67422 17480 29-Sep-06 118.1859 19-Sep-06 69197 18083 22-Sep-06 116.5672 12-Sep-06 79626 12909 15-Sep-06 117.5677 5-Sep-06 86223 11207 8-Sep-06 116.9482 29-Aug-06 88423 8786 1-Sep-06 117.0983 22-Aug-06 89994 8524 25-Aug-06 117.2984 15-Aug-06 99050 8846 18-Aug-06 115.7984 8-Aug-06 101133 9025 11-Aug-06 116.3176 1-Aug-06 85072 11643 4-Aug-06 114.4461 25-Jul-06 66687 16386 28-Jul-06 114.6562 18-Jul-06 67816 16122 21-Jul-06 116.1773 11-Jul-06 92291 14396 14-Jul-06 116.1165 4-Jul-06 87088 18543 7-Jul-06 114.0271 27-Jun-06 77942 13272 30-Jun-06 114.4466 20-Jun-06 66017 13527 23-Jun-06 116.5474 13-Jun-06 72732 10886 16-Jun-06 115.2075 6-Jun-06 102560 14364 9-Jun-06 113.9870 30-May-06 96864 16980 2-Jun-06 111.7470 23-May-06 87361 15285 26-May-06 112.6772 16-May-06 87436 14060 19-May-06 111.6971 9-May-06 87975 15064 12-May-06 110.0370 2-May-06 90615 16141 5-May-06 112.5870 25-Apr-06 79841 14316 28-Apr-06 113.8365 18-Apr-06 70019 14677 21-Apr-06 116.5955 11-Apr-06 58717 17087 14-Apr-06 118.6963 4-Apr-06 67859 15467 7-Apr-06 118.3057 28-Mar-06 56336 15525 31-Mar-06 117.7855 21-Mar-06 58377 16925 24-Mar-06 117.4634 14-Mar-06 55058 27074 17-Mar-06 115.9216 7-Mar-06 49877 35999 10-Mar-06 119.01

Page 58: CFTC FX Positioning v3

22 28-Feb-06 50882 32480 3-Mar-06 116.3814 21-Feb-06 42097 32012 24-Feb-06 116.9016 14-Feb-06 43279 31323 17-Feb-06 118.0626 7-Feb-06 45622 26657 10-Feb-06 117.8645 31-Jan-06 58564 22182 3-Feb-06 118.9549 24-Jan-06 56834 19370 27-Jan-06 117.3335 17-Jan-06 41207 19996 20-Jan-06 115.2935 10-Jan-06 42096 20135 13-Jan-06 114.1818 3-Jan-06 36013 24782 6-Jan-06 114.4410 27-Dec-05 25937 21359 30-Dec-05 117.7510 20-Dec-05 24852 20348 23-Dec-05 116.26-2 13-Dec-05 28088 29151 16-Dec-05 115.68

-28 6-Dec-05 28784 51356 9-Dec-05 120.66-23 29-Nov-05 30467 48599 2-Dec-05 120.59-14 22-Nov-05 35452 46579 25-Nov-05 119.63-17 15-Nov-05 31487 44709 18-Nov-05 119.11-10 8-Nov-05 29558 36185 11-Nov-05 118.0215 1-Nov-05 26432 19434 4-Nov-05 118.34-6 25-Oct-05 20794 23352 28-Oct-05 115.672 18-Oct-05 25238 24383 21-Oct-05 115.919 11-Oct-05 30103 25311 14-Oct-05 114.09

-3 4-Oct-05 34646 36544 7-Oct-05 113.82-2 27-Sep-05 32927 34530 30-Sep-05 113.51-2 20-Sep-05 29052 30480 23-Sep-05 112.5015 13-Sep-05 29321 21736 16-Sep-05 111.3544 6-Sep-05 38768 15250 9-Sep-05 109.68-6 30-Aug-05 26465 30084 2-Sep-05 109.82

-11 23-Aug-05 24238 30004 26-Aug-05 110.201 16-Aug-05 27289 26705 19-Aug-05 110.468 9-Aug-05 28507 24276 12-Aug-05 109.380 2-Aug-05 24408 24599 5-Aug-05 111.93

-14 26-Jul-05 24520 32816 29-Jul-05 112.50-20 19-Jul-05 23055 34925 22-Jul-05 111.34-14 12-Jul-05 24267 32115 15-Jul-05 112.16-35 5-Jul-05 23019 47891 8-Jul-05 112.23-18 28-Jun-05 31816 46057 1-Jul-05 111.78-29 21-Jun-05 26061 47343 24-Jun-05 109.05-27 14-Jun-05 26335 46000 17-Jun-05 108.58-28 7-Jun-05 22939 40710 10-Jun-05 108.67-27 31-May-05 24211 42521 3-Jun-05 107.70-24 24-May-05 24631 39952 27-May-05 107.92-23 17-May-05 22232 35720 20-May-05 108.16

-3 10-May-05 27335 28879 13-May-05 107.3210 3-May-05 26070 21195 6-May-05 105.0610 26-Apr-05 23524 19305 29-Apr-05 104.75

Page 59: CFTC FX Positioning v3

12 19-Apr-05 23613 18592 22-Apr-05 106.0111 12-Apr-05 30092 24332 15-Apr-05 107.8015 5-Apr-05 26469 19571 8-Apr-05 108.2442 29-Mar-05 30250 12497 1-Apr-05 107.5658 22-Mar-05 36967 9768 25-Mar-05 106.3954 15-Mar-05 42647 12735 18-Mar-05 104.7544 8-Mar-05 37116 14526 11-Mar-05 104.0055 1-Mar-05 46880 13462 4-Mar-05 104.78

7 22-Feb-05 29004 24980 25-Feb-05 105.230 15-Feb-05 28112 28357 18-Feb-05 105.65

-1 8-Feb-05 26185 26816 11-Feb-05 105.724 1-Feb-05 25980 24055 4-Feb-05 104.092 25-Jan-05 25401 24633 28-Jan-05 103.28

21 18-Jan-05 28380 18467 21-Jan-05 102.7032 11-Jan-05 33414 17233 14-Jan-05 102.0518 4-Jan-05 35806 24735 7-Jan-05 104.7623 28-Dec-04 44526 27712 31-Dec-04 102.63

-13 21-Dec-04 39467 51631 24-Dec-04 103.68-17 14-Dec-04 36764 51306 17-Dec-04 104.1927 7-Dec-04 57209 33095 10-Dec-04 105.2325 30-Nov-04 61453 36968 3-Dec-04 102.0932 23-Nov-04 66849 34588 26-Nov-04 102.5968 16-Nov-04 66875 12847 19-Nov-04 103.1072 9-Nov-04 68576 11047 12-Nov-04 105.5779 2-Nov-04 60468 7003 5-Nov-04 105.5881 26-Oct-04 50767 5236 29-Oct-04 105.8172 19-Oct-04 43487 6975 22-Oct-04 107.26

Page 60: CFTC FX Positioning v3
Page 61: CFTC FX Positioning v3
Page 62: CFTC FX Positioning v3
Page 63: CFTC FX Positioning v3
Page 64: CFTC FX Positioning v3
Page 65: CFTC FX Positioning v3
Page 66: CFTC FX Positioning v3
Page 67: CFTC FX Positioning v3
Page 68: CFTC FX Positioning v3
Page 69: CFTC FX Positioning v3
Page 70: CFTC FX Positioning v3
Page 71: CFTC FX Positioning v3
Page 72: CFTC FX Positioning v3

Net Longs %tile %tile All MM %tile Net Longs / OI IMM5JNCL Index#NAME? ### #NAME? #NAME? 26-Nov-13-112216 1 #NAME? #NAME? -74 19-Nov-13 19424

-95107 2 #NAME? 3 -69 12-Nov-13 20977-73792 20 #NAME? 16 -66 5-Nov-13 18734-62395 30 #NAME? 23 -64 29-Oct-13 17483-71802 22 #NAME? 18 -72 22-Oct-13 13928-59266 31 #NAME? 25 -54 15-Oct-13 25392-57097 32 #NAME? 27 -50 8-Oct-13 28165-82324 11 #NAME? 11 -69 1-Oct-13 18634-92818 4 #NAME? 4 -72 24-Sep-13 18173-88794 6 #NAME? 7 -63 17-Sep-13 26088-95066 2 #NAME? 3 -72 10-Sep-13 18854-79761 12 #NAME? 13 -59 3-Sep-13 27665-78353 14 #NAME? 13 -63 27-Aug-13 23396-71721 18 #NAME? 18 -65 20-Aug-13 19720-74462 15 #NAME? 16 -68 13-Aug-13 17375-80213 11 #NAME? 12 -67 6-Aug-13 19421-82135 9 #NAME? 11 -69 30-Jul-13 18216-87496 6 #NAME? 8 -66 23-Jul-13 22513-85762 6 #NAME? 9 -68 16-Jul-13 20220-80305 8 #NAME? 12 -62 9-Jul-13 25117-70736 15 #NAME? 18 -56 2-Jul-13 27336-61462 21 #NAME? 24 -56 25-Jun-13 24376-61890 20 #NAME? 24 -57 18-Jun-13 23010-72906 13 #NAME? 17 -63 11-Jun-13 21722-82744 7 #NAME? 11 -68 4-Jun-13 19176-99769 1 #NAME? 0 -73 28-May-13 18406-95186 1 #NAME? 0 -71 21-May-13 19454-88407 4 #NAME? 4 -60 14-May-13 28882-78560 8 #NAME? 10 -58 7-May-13 27886-71127 11 #NAME? 15 -59 30-Apr-13 24872-79730 6 #NAME? 10 -61 23-Apr-13 25942-93411 2 #NAME? 1 -64 16-Apr-13 26448-77697 7 #NAME? 11 -49 9-Apr-13 39699-78171 6 #NAME? 11 -45 2-Apr-13 46966-89149 3 #NAME? 3 -49 26-Mar-13 46931-79993 4 #NAME? 9 -42 19-Mar-13 55408-93763 1 #NAME? 0 -48 12-Mar-13 51240-73351 5 #NAME? 14 -42 5-Mar-13 50958-65344 9 #NAME? 19 -39 26-Feb-13 51998-65891 8 #NAME? 19 -38 19-Feb-13 54662-61306 10 #NAME? 21 -35 12-Feb-13 55782-68413 6 #NAME? 17 -40 5-Feb-13 50667-71246 5 #NAME? 15 -42 29-Jan-13 48476

Page 73: CFTC FX Positioning v3

-64068 8 #NAME? 20 -43 22-Jan-13 41983-65727 6 #NAME? 19 -45 15-Jan-13 39447-74096 4 #NAME? 13 -54 8-Jan-13 32129-80517 3 #NAME? 9 -57 1-Jan-13 30432-85608 3 #NAME? 6 -62 25-Dec-12 26757-89163 2 #NAME? 3 -61 18-Dec-12 27935-94401 1 #NAME? 0 -74 11-Dec-12 16369-90326 1 #NAME? 0 -68 4-Dec-12 20929-79466 1 #NAME? 0 -60 27-Nov-12 27027-51389 6 #NAME? 13 -48 20-Nov-12 28272-30447 15 #NAME? 29 -41 13-Nov-12 21980-40104 11 #NAME? 22 -45 6-Nov-12 24966-37020 11 #NAME? 24 -48 30-Oct-12 19886-18196 17 #NAME? 39 -26 23-Oct-12 2555010086 32 #NAME? 61 13 16-Oct-12 4276712914 36 #NAME? 63 19 9-Oct-12 4077829335 59 #NAME? 76 39 2-Oct-12 5269621111 45 #NAME? 70 29 25-Sep-12 4731815476 41 #NAME? 65 23 18-Sep-12 4150032773 65 #NAME? 79 37 11-Sep-12 6086224007 49 #NAME? 72 28 4-Sep-12 5513321556 44 #NAME? 70 25 28-Aug-12 5357111171 33 #NAME? 62 15 21-Aug-12 4358430704 60 #NAME? 77 38 14-Aug-12 5598327539 55 #NAME? 75 33 7-Aug-12 5588332254 63 #NAME? 78 41 31-Jul-12 5537325061 53 #NAME? 73 32 24-Jul-12 5202411121 34 #NAME? 62 18 17-Jul-12 36734

8952 32 #NAME? 60 16 10-Jul-12 329204175 28 #NAME? 56 6 3-Jul-12 369504542 29 #NAME? 57 5 26-Jun-12 43910

15137 39 #NAME? 65 20 19-Jun-12 4474012307 35 #NAME? 63 19 12-Jun-12 3818212073 35 #NAME? 63 19 5-Jun-12 37376

-11330 21 #NAME? 44 -21 29-May-12 21620-18015 17 #NAME? 39 -31 22-May-12 20483-34315 12 #NAME? 26 -50 15-May-12 17455-41093 10 #NAME? 21 -56 8-May-12 16369-50173 7 #NAME? 14 -64 1-May-12 14110-55903 4 #NAME? 9 -69 24-Apr-12 12669-57803 3 #NAME? 8 -63 17-Apr-12 16917-66084 1 #NAME? 1 -67 10-Apr-12 16097-65108 2 #NAME? 2 -69 3-Apr-12 14563-67622 1 #NAME? 0 -76 27-Mar-12 10905-25821 9 #NAME? 32 -27 20-Mar-12 34923

Page 74: CFTC FX Positioning v3

-42380 5 #NAME? 19 -49 13-Mar-12 22249-19358 9 #NAME? 37 -23 6-Mar-12 33281

-1203 23 #NAME? 51 -1 28-Feb-12 5155817257 41 #NAME? 66 16 21-Feb-12 6206229459 56 #NAME? 76 30 14-Feb-12 6409655171 96 #NAME? 96 48 7-Feb-12 8484756669 97 #NAME? 98 54 31-Jan-12 8105444367 82 #NAME? 88 50 24-Jan-12 6619458862 99 #NAME? 99 60 17-Jan-12 7835559657 99 #NAME? 100 64 10-Jan-12 7667156481 98 #NAME? 98 63 3-Jan-12 7298622585 46 #NAME? 71 27 27-Dec-11 5269124476 48 #NAME? 72 31 20-Dec-11 5214835600 67 #NAME? 81 52 13-Dec-11 5224938271 71 #NAME? 83 51 6-Dec-11 5681740547 72 #NAME? 85 56 29-Nov-11 5616243180 79 #NAME? 87 61 22-Nov-11 5701833680 64 #NAME? 80 51 15-Nov-11 4991628077 54 #NAME? 75 46 8-Nov-11 4432025904 51 #NAME? 74 42 1-Nov-11 4367154279 98 #NAME? 96 56 25-Oct-11 7599926907 52 #NAME? 74 38 18-Oct-11 4904735119 67 #NAME? 81 48 11-Oct-11 5419043462 81 #NAME? 88 56 4-Oct-11 6086742322 79 #NAME? 87 53 27-Sep-11 6116645617 85 #NAME? 89 56 20-Sep-11 6388834955 67 #NAME? 81 48 13-Sep-11 5377832787 65 #NAME? 79 52 6-Sep-11 4812541185 77 #NAME? 86 61 30-Aug-11 5413647139 89 #NAME? 91 63 23-Aug-11 6083147348 89 #NAME? 91 67 16-Aug-11 5906042149 80 #NAME? 87 65 9-Aug-11 5338658833 99 #NAME? 100 60 2-Aug-11 7885551302 97 #NAME? 95 55 26-Jul-11 7211442155 82 #NAME? 88 50 19-Jul-11 6353528288 59 #NAME? 77 37 12-Jul-11 5227714327 42 #NAME? 65 26 5-Jul-11 3459513623 41 #NAME? 65 25 28-Jun-11 3431932594 69 #NAME? 80 53 21-Jun-11 4707424768 56 #NAME? 74 47 14-Jun-11 3861817631 48 #NAME? 68 33 7-Jun-11 35883-1648 27 #NAME? 52 -3 31-May-11 241868006 35 #NAME? 60 14 24-May-11 32188

15373 44 #NAME? 66 25 17-May-11 3801613054 41 #NAME? 64 22 10-May-11 36100

Page 75: CFTC FX Positioning v3

-18819 10 #NAME? 38 -32 3-May-11 19779-36997 6 #NAME? 23 -57 26-Apr-11 14063-52983 2 #NAME? 10 -67 19-Apr-11 12935-52877 2 #NAME? 10 -65 12-Apr-11 14183-43231 3 #NAME? 18 -57 5-Apr-11 16516

7052 30 #NAME? 59 10 29-Mar-11 3773734525 66 #NAME? 82 49 22-Mar-11 5248430230 58 #NAME? 78 40 15-Mar-11 5260316656 40 #NAME? 67 24 8-Mar-11 4320541274 75 #NAME? 87 49 1-Mar-11 62396

-27746 6 #NAME? 31 -37 22-Feb-11 23457-18548 7 #NAME? 38 -28 15-Feb-11 2438936731 68 #NAME? 84 48 8-Feb-11 5660731481 57 #NAME? 74 43 1-Feb-11 5264832218 58 #NAME? 74 42 25-Jan-11 5449520529 42 #NAME? 65 29 18-Jan-11 4625824736 48 #NAME? 69 39 11-Jan-11 4388439065 68 #NAME? 80 42 4-Jan-11 6592429641 53 #NAME? 72 42 28-Dec-10 4994112529 36 #NAME? 59 22 21-Dec-10 3424312735 36 #NAME? 60 22 14-Dec-10 3499623288 45 #NAME? 68 32 7-Dec-10 4766130006 53 #NAME? 73 37 30-Nov-10 5579127192 49 #NAME? 71 36 23-Nov-10 5116122858 44 #NAME? 67 32 16-Nov-10 4759536654 65 #NAME? 78 51 9-Nov-10 5425646455 82 #NAME? 85 58 2-Nov-10 6306143129 76 #NAME? 83 54 26-Oct-10 6130545856 82 #NAME? 85 58 19-Oct-10 6255448285 86 #NAME? 87 57 12-Oct-10 6646349206 88 #NAME? 87 58 5-Oct-10 6686628666 54 #NAME? 72 47 28-Sep-10 4513623100 49 #NAME? 67 41 21-Sep-10 3994847642 85 #NAME? 86 64 14-Sep-10 6121552183 94 #NAME? 90 66 7-Sep-10 6544049904 89 #NAME? 88 69 31-Aug-10 6121951069 93 #NAME? 89 68 24-Aug-10 6308649969 91 #NAME? 88 66 17-Aug-10 6274552478 95 #NAME? 90 67 10-Aug-10 6531447998 90 #NAME? 86 64 3-Aug-10 6172329921 60 #NAME? 73 45 27-Jul-10 4848840911 79 #NAME? 81 60 20-Jul-10 5473347359 89 #NAME? 86 60 13-Jul-10 6320537926 77 #NAME? 79 44 6-Jul-10 6247627427 61 #NAME? 71 36 29-Jun-10 51721

Page 76: CFTC FX Positioning v3

3630 39 #NAME? 53 7 22-Jun-10 29257-3680 32 #NAME? 47 -7 15-Jun-10 23304

-12547 21 #NAME? 40 -18 8-Jun-10 28519-6484 28 #NAME? 54 -9 1-Jun-10 33215

-10238 23 #NAME? 60 -14 25-May-10 31994-34289 13 #NAME? 48 -44 18-May-10 21393-34669 13 #NAME? 54 -43 11-May-10 23265-65612 8 #NAME? 48 -73 4-May-10 12430-49777 11 #NAME? 54 -62 27-Apr-10 15018-50338 11 #NAME? 54 -64 20-Apr-10 14211-55746 10 #NAME? 52 -69 13-Apr-10 12573-42305 12 #NAME? 57 -53 6-Apr-10 18596-30866 14 #NAME? 62 -47 30-Mar-10 1717410161 46 #NAME? 78 14 23-Mar-10 4103015197 51 #NAME? 80 23 16-Mar-10 4127826288 60 #NAME? 84 34 9-Mar-10 5191932552 68 #NAME? 87 40 2-Mar-10 57332

1717 40 #NAME? 75 3 23-Feb-10 3043213912 51 #NAME? 80 24 16-Feb-10 3569122396 58 #NAME? 83 37 9-Feb-10 41352

7135 46 #NAME? 77 13 2-Feb-10 30177-4347 37 #NAME? 72 -7 26-Jan-10 28821

-17096 24 #NAME? 67 -26 19-Jan-10 23718-16744 25 #NAME? 67 -28 12-Jan-10 21951-16811 25 #NAME? 67 -29 5-Jan-10 20634-14903 26 #NAME? 68 -27 29-Dec-09 19943

-1011 40 #NAME? 74 -2 22-Dec-09 294778372 48 #NAME? 77 14 15-Dec-09 33810

35182 73 #NAME? 88 56 8-Dec-09 4875456907 99 #NAME? 96 63 1-Dec-09 7379351710 95 #NAME? 94 66 24-Nov-09 6522435552 75 #NAME? 88 57 17-Nov-09 4875021878 60 #NAME? 83 35 10-Nov-09 4204419832 59 #NAME? 82 34 3-Nov-09 3902817530 58 #NAME? 81 32 27-Oct-09 3607631185 68 #NAME? 86 46 20-Oct-09 4940133339 72 #NAME? 87 50 13-Oct-09 4981744643 87 #NAME? 92 56 6-Oct-09 6212744856 88 #NAME? 92 55 29-Sep-09 6344945615 89 #NAME? 92 56 22-Sep-09 6326937107 79 #NAME? 89 52 15-Sep-09 5404440799 83 #NAME? 90 56 8-Sep-09 5672532365 74 #NAME? 87 45 1-Sep-09 5204111647 61 #NAME? 79 21 25-Aug-09 34055

2353 53 #NAME? 75 5 18-Aug-09 25121

Page 77: CFTC FX Positioning v3

824 52 #NAME? 74 2 11-Aug-09 2401910615 61 #NAME? 78 23 4-Aug-09 2826924302 67 #NAME? 84 48 28-Jul-09 3733436188 79 #NAME? 88 52 21-Jul-09 5297333567 76 #NAME? 87 47 14-Jul-09 5264017117 65 #NAME? 81 30 7-Jul-09 36668-1047 55 #NAME? 74 -2 30-Jun-09 23261-4007 54 #NAME? 72 -8 23-Jun-09 22186-8563 48 #NAME? 71 -19 16-Jun-09 18287-2299 55 #NAME? 73 -4 9-Jun-09 252229621 61 #NAME? 78 16 2-Jun-09 340778009 61 #NAME? 77 13 26-May-09 348606000 60 #NAME? 76 11 19-May-09 295262388 56 #NAME? 75 4 12-May-09 28513

-6518 51 #NAME? 71 -13 5-May-09 21588-4579 53 #NAME? 72 -9 28-Apr-09 22162

-13695 44 #NAME? 69 -27 21-Apr-09 18343-6095 52 #NAME? 72 -13 14-Apr-09 21169-6998 51 #NAME? 71 -12 7-Apr-09 25566-9463 49 #NAME? 70 -15 31-Mar-09 26744-7662 50 #NAME? 71 -13 24-Mar-09 25057-4696 53 #NAME? 72 -8 17-Mar-09 2717018906 64 #NAME? 81 28 10-Mar-09 4332620070 65 #NAME? 82 27 3-Mar-09 4661828635 71 #NAME? 85 43 24-Feb-09 4726236188 79 #NAME? 88 49 17-Feb-09 5465343597 88 #NAME? 91 62 10-Feb-09 5687050518 95 #NAME? 94 63 3-Feb-09 6513149007 93 #NAME? 93 63 27-Jan-09 6336947090 92 #NAME? 93 60 20-Jan-09 6252944895 91 #NAME? 92 59 13-Jan-09 6048046394 92 #NAME? 92 59 6-Jan-09 6261543876 92 #NAME? 91 61 30-Dec-08 5779340098 87 #NAME? 90 55 23-Dec-08 5633441381 88 #NAME? 90 53 16-Dec-08 5998543259 91 #NAME? 91 52 9-Dec-08 6297842903 90 #NAME? 91 46 2-Dec-08 6774337166 87 #NAME? 89 43 25-Nov-08 6206624134 77 #NAME? 84 35 18-Nov-08 4682724511 77 #NAME? 84 36 11-Nov-08 4635326494 79 #NAME? 84 40 4-Nov-08 4677231826 83 #NAME? 87 45 28-Oct-08 5121530121 81 #NAME? 86 41 21-Oct-08 5144129904 81 #NAME? 86 41 14-Oct-08 5170939813 89 #NAME? 90 48 7-Oct-08 61557

Page 78: CFTC FX Positioning v3

43022 91 #NAME? 91 45 30-Sep-08 6937331939 85 #NAME? 87 45 23-Sep-08 5118626600 83 #NAME? 85 36 16-Sep-08 5062514821 78 #NAME? 80 23 9-Sep-08 39298-5020 70 #NAME? 72 -6 2-Sep-08 38405

-19970 63 #NAME? 66 -20 26-Aug-08 40103-23138 58 #NAME? 65 -22 19-Aug-08 40933-13249 65 #NAME? 69 -13 12-Aug-08 46164-12081 67 #NAME? 69 -12 5-Aug-08 45898

-6280 70 #NAME? 72 -7 29-Jul-08 3916210524 77 #NAME? 78 12 22-Jul-08 4843350105 94 #NAME? 94 48 15-Jul-08 77600

5325 75 #NAME? 76 7 8-Jul-08 4051916005 79 #NAME? 80 22 1-Jul-08 45189

-12747 70 #NAME? 69 -16 24-Jun-08 343165857 77 #NAME? 76 8 17-Jun-08 399897716 78 #NAME? 77 10 10-Jun-08 43391

23365 83 #NAME? 83 27 3-Jun-08 5500933304 86 #NAME? 87 36 27-May-08 6290740048 91 #NAME? 90 44 20-May-08 6520333816 87 #NAME? 87 37 13-May-08 6220948735 94 #NAME? 93 54 6-May-08 6935555450 98 #NAME? 96 61 29-Apr-08 7348535087 91 #NAME? 88 41 22-Apr-08 6035347972 94 #NAME? 93 53 15-Apr-08 6895043067 94 #NAME? 91 44 8-Apr-08 7042452298 96 #NAME? 95 50 1-Apr-08 7813565920 99 #NAME? 100 59 25-Mar-08 8869155759 99 #NAME? 100 51 18-Mar-08 8230050153 97 #NAME? 97 41 11-Mar-08 8638356285 99 #NAME? 100 42 4-Mar-08 9465434289 95 #NAME? 92 32 26-Feb-08 7018850444 98 #NAME? 98 45 19-Feb-08 8080543471 98 #NAME? 95 42 12-Feb-08 7395554690 99 #NAME? 100 48 5-Feb-08 8374052928 99 #NAME? 100 51 29-Jan-08 7881041842 99 #NAME? 100 45 22-Jan-08 6789637199 99 #NAME? 100 40 15-Jan-08 6471237473 99 #NAME? 100 43 8-Jan-08 62356

920 87 #NAME? 85 1 1-Jan-08 451074013 89 #NAME? 86 4 25-Dec-07 46961

13357 91 #NAME? 91 14 18-Dec-07 5407530903 98 #NAME? 99 29 11-Dec-07 6855734085 99 #NAME? 100 30 4-Dec-07 7346331332 98 #NAME? 100 30 27-Nov-07 68104

Page 79: CFTC FX Positioning v3

30401 98 #NAME? 100 29 20-Nov-07 6802020796 93 #NAME? 98 20 13-Nov-07 63338-8897 82 #NAME? 83 -7 6-Nov-07 59945-9949 80 #NAME? 83 -8 30-Oct-07 57461

-21354 74 #NAME? 77 -19 23-Oct-07 46369-38613 58 #NAME? 66 -30 16-Oct-07 45607-45757 #NAME? 63 -39 9-Oct-07 36321-28069 #NAME? 70 -28 2-Oct-07 35521

-2449 #NAME? 80 -3 25-Sep-07 46051-21067 #NAME? 72 -20 18-Sep-07 41534

5585 #NAME? 83 5 11-Sep-07 62733-7053 #NAME? 78 -6 4-Sep-07 583399846 #NAME? 85 8 28-Aug-07 661281516 #NAME? 81 1 21-Aug-07 61218

-21889 #NAME? 71 -16 14-Aug-07 57759-34493 #NAME? 66 -27 7-Aug-07 47110-51162 #NAME? 59 -35 31-Jul-07 46600-92415 #NAME? 41 -47 24-Jul-07 51088

-126773 #NAME? 26 -56 17-Jul-07 50431-125890 #NAME? 27 -55 10-Jul-07 51549-155138 #NAME? 14 -64 3-Jul-07 43373-188077 #NAME? 0 -66 26-Jun-07 49411-161361 #NAME? 5 -64 19-Jun-07 45218-127562 #NAME? 21 -57 12-Jun-07 48791-124006 #NAME? 23 -54 5-Jun-07 53781-146243 #NAME? 12 -59 29-May-07 51301-151746 #NAME? 10 -59 22-May-07 52301-127896 #NAME? 21 -58 15-May-07 46650-112259 #NAME? 28 -52 8-May-07 51213-118782 #NAME? 25 -56 1-May-07 47618

-81772 #NAME? 42 -52 24-Apr-07 37900-70519 #NAME? 47 -45 17-Apr-07 43281-64841 #NAME? 50 -43 10-Apr-07 42718-63858 #NAME? 50 -46 3-Apr-07 36845-47480 #NAME? 58 -39 27-Mar-07 37765-49953 #NAME? 57 -42 20-Mar-07 34269-52853 #NAME? 55 -41 13-Mar-07 38194-62886 #NAME? 51 -51 6-Mar-07 30479

-114626 #NAME? 27 -59 27-Feb-07 39383-116195 #NAME? 26 -58 20-Feb-07 42286-167505 #NAME? 3 -66 13-Feb-07 43467-128526 #NAME? 20 -61 6-Feb-07 41025-173005 #NAME? 0 -67 30-Jan-07 42579-164860 #NAME? 0 -61 23-Jan-07 52200-138146 #NAME? 0 -55 16-Jan-07 56031

Page 80: CFTC FX Positioning v3

-123343 #NAME? 8 -53 9-Jan-07 54341-118592 #NAME? 10 -52 2-Jan-07 54819-104914 #NAME? 18 -49 26-Dec-06 55629

-92519 #NAME? 25 -49 19-Dec-06 48950-55560 #NAME? 45 -35 12-Dec-06 50622-23537 #NAME? 63 -16 5-Dec-06 62344-41958 #NAME? 52 -27 28-Nov-06 56033-80421 #NAME? 31 -44 21-Nov-06 50648-55012 #NAME? 45 -36 14-Nov-06 48106-63512 #NAME? 41 -40 7-Nov-06 48102-59600 #NAME? 43 -39 31-Oct-06 46776

-137290 #NAME? 0 -58 24-Oct-06 50401-112578 #NAME? 7 -51 17-Oct-06 53173-123598 #NAME? 0 -55 10-Oct-06 50595-104151 #NAME? 0 -52 3-Oct-06 47430

-87358 #NAME? 8 -51 26-Sep-06 42518-90804 #NAME? 6 -57 19-Sep-06 34955-99452 #NAME? 0 -59 12-Sep-06 34942-69498 #NAME? 14 -51 5-Sep-06 32941-88329 #NAME? 0 -57 29-Aug-06 33920-75077 #NAME? 1 -55 22-Aug-06 30853-62274 #NAME? 12 -51 15-Aug-06 29646-51791 #NAME? 21 -51 8-Aug-06 25031-42984 #NAME? 28 -46 1-Aug-06 25391-76886 #NAME? 0 -59 25-Jul-06 26299-69049 #NAME? 3 -55 18-Jul-06 27724-20704 #NAME? 44 -27 11-Jul-06 27639-23909 #NAME? 41 -32 4-Jul-06 25330-35572 #NAME? 31 -41 27-Jun-06 25190-23007 #NAME? 42 -33 20-Jun-06 23877

-9597 #NAME? 54 -11 13-Jun-06 3936021003 #NAME? 80 29 6-Jun-06 4714825741 #NAME? 84 30 30-May-06 5601918329 #NAME? 77 23 23-May-06 4966919121 #NAME? 78 25 16-May-06 4705318844 #NAME? 78 25 9-May-06 46769

2689 #NAME? 64 3 2-May-06 44389-6490 #NAME? 56 -7 25-Apr-06 40997

-41141 #NAME? 27 -35 18-Apr-06 38749-54471 #NAME? 15 -43 11-Apr-06 36213-32716 #NAME? 34 -35 4-Apr-06 30603-30412 #NAME? 36 -36 28-Mar-06 27229-29356 #NAME? 37 -39 21-Mar-06 23115-45289 #NAME? 23 -48 14-Mar-06 24814-41831 #NAME? 26 -36 7-Mar-06 36738

Page 81: CFTC FX Positioning v3

-22821 #NAME? 42 -22 28-Feb-06 41587-71184 #NAME? 1 -57 21-Feb-06 26959-55057 #NAME? 15 -50 14-Feb-06 27560-56347 #NAME? 13 -47 7-Feb-06 31219-41745 #NAME? 26 -39 31-Jan-06 32287-19278 #NAME? 45 -25 24-Jan-06 29698-18259 #NAME? 46 -23 17-Jan-06 30062-19529 #NAME? 45 -24 10-Jan-06 30472-24737 #NAME? 41 -36 3-Jan-06 22192-22129 #NAME? 43 -39 27-Dec-05 16998-26105 #NAME? 39 -51 20-Dec-05 12322-72063 #NAME? 0 -62 13-Dec-05 22221-71643 #NAME? 0 -57 6-Dec-05 26712-64000 #NAME? 3 -59 29-Nov-05 22626-65884 #NAME? 1 -61 22-Nov-05 21037-67231 #NAME? 0 -61 15-Nov-05 21147-64628 #NAME? 2 -62 8-Nov-05 19428-66302 #NAME? 0 -63 1-Nov-05 19862-66682 #NAME? 0 -62 25-Oct-05 20098-66641 #NAME? 0 -62 18-Oct-05 20214-66035 #NAME? 0 -64 11-Oct-05 18745-63299 #NAME? 0 -66 4-Oct-05 16352-59066 #NAME? 4 -69 27-Sep-05 13469-47629 #NAME? 14 -67 20-Sep-05 11954-34934 #NAME? 26 -63 13-Sep-05 10280-34372 #NAME? 27 -68 6-Sep-05 8017-47665 #NAME? 14 -75 30-Aug-05 7941-31366 #NAME? 29 -63 23-Aug-05 9358-26385 #NAME? 34 -52 16-Aug-05 12423-48660 #NAME? 13 -66 9-Aug-05 12768-43151 #NAME? 19 -70 2-Aug-05 9337-47768 #NAME? 14 -75 26-Jul-05 8032-59056 #NAME? 4 -76 19-Jul-05 9165-63076 #NAME? 0 -74 12-Jul-05 10830-52186 #NAME? 3 -69 5-Jul-05 11579-51845 #NAME? 3 -71 28-Jun-05 10844-37974 #NAME? 17 -63 21-Jun-05 11128-53164 #NAME? 2 -76 14-Jun-05 8337-37111 #NAME? 18 -78 7-Jun-05 5295-48435 #NAME? 6 -79 31-May-05 6467-38831 #NAME? 16 -65 24-May-05 10629-47883 #NAME? 7 -67 17-May-05 11663

-9563 #NAME? 45 -19 10-May-05 20771-14131 #NAME? 41 -24 3-May-05 21832-32502 #NAME? 22 -59 26-Apr-05 11215

Page 82: CFTC FX Positioning v3

-54697 #NAME? 0 -80 19-Apr-05 6927-44196 #NAME? 0 -65 12-Apr-05 11954-36442 #NAME? 0 -65 5-Apr-05 9686-30189 #NAME? 0 -58 29-Mar-05 11033-11903 #NAME? 20 -28 22-Mar-05 15675

-5346 #NAME? 29 -16 15-Mar-05 13944-9786 #NAME? 23 -27 8-Mar-05 13350-7123 #NAME? 27 -21 1-Mar-05 13422

-25935 #NAME? 0 -48 22-Feb-05 14078-23693 #NAME? 0 -48 15-Feb-05 13017-14290 #NAME? 0 -27 8-Feb-05 19798

399 #NAME? 0 1 1-Feb-05 31214924 #NAME? 0 1 25-Jan-05 33608

7879 #NAME? 0 11 18-Jan-05 3987223745 #NAME? 42 51 11-Jan-05 3520822720 #NAME? 39 50 4-Jan-05 3397227753 #NAME? 53 55 28-Dec-04 3924020576 #NAME? 33 45 21-Dec-04 3337321401 #NAME? 36 47 14-Dec-04 3363637323 #NAME? 80 58 7-Dec-04 5079539360 #NAME? 85 47 30-Nov-04 6127633198 #NAME? 68 41 23-Nov-04 5669844596 #NAME? 100 61 16-Nov-04 5860839093 #NAME? 100 57 9-Nov-04 5375736814 #NAME? 100 65 2-Nov-04 4677927636 #NAME? 100 50 26-Oct-04 41391

8565 #NAME? #DIV/0! 23 19-Oct-04 22884

Page 83: CFTC FX Positioning v3
Page 84: CFTC FX Positioning v3
Page 85: CFTC FX Positioning v3
Page 86: CFTC FX Positioning v3
Page 87: CFTC FX Positioning v3
Page 88: CFTC FX Positioning v3
Page 89: CFTC FX Positioning v3
Page 90: CFTC FX Positioning v3
Page 91: CFTC FX Positioning v3
Page 92: CFTC FX Positioning v3
Page 93: CFTC FX Positioning v3
Page 94: CFTC FX Positioning v3
Page 95: CFTC FX Positioning v3

IMM5JNCS Index GBP GBP Curncy Net Longs %tile %tile All MM %tile Net Longs / OI#NAME? 29-Nov-13 1.6368 #NAME? ### #NAME? #NAME?

131640 22-Nov-13 1.6226 -1665 60 #NAME? #NAME? -2116084 15-Nov-13 1.6118 -9303 47 #NAME? 53 -10

92526 8-Nov-13 1.6017 -2392 57 #NAME? 58 -279878 1-Nov-13 1.5926 10162 72 #NAME? 67 1085730 25-Oct-13 1.6165 14262 77 #NAME? 71 1484658 18-Oct-13 1.6167 12231 77 #NAME? 69 1185262 11-Oct-13 1.5957 8771 73 #NAME? 66 8

100958 4-Oct-13 1.6010 1496 67 #NAME? 61 2110991 27-Sep-13 1.6139 1174 65 #NAME? 61 1114882 20-Sep-13 1.6006 -6310 53 #NAME? 55 -7113920 13-Sep-13 1.5876 -38166 23 #NAME? 30 -37107426 6-Sep-13 1.5633 -43046 18 #NAME? 27 -44101749 30-Aug-13 1.5504 -38226 22 #NAME? 30 -39

91441 23-Aug-13 1.5569 -39522 20 #NAME? 29 -4291837 16-Aug-13 1.5629 -46521 16 #NAME? 24 -5199634 9-Aug-13 1.5498 -46033 16 #NAME? 24 -51

100351 2-Aug-13 1.5294 -49463 14 #NAME? 22 -55110009 26-Jul-13 1.5382 -49653 13 #NAME? 22 -56105982 19-Jul-13 1.5267 -37446 18 #NAME? 31 -43105422 12-Jul-13 1.5107 -34259 22 #NAME? 33 -35

98072 5-Jul-13 1.4890 -31324 26 #NAME? 36 -3285838 28-Jun-13 1.5213 -19429 34 #NAME? 45 -2284900 21-Jun-13 1.5419 -20406 34 #NAME? 44 -1894628 14-Jun-13 1.5707 -53687 11 #NAME? 18 -45

101920 7-Jun-13 1.5558 -77738 1 #NAME? 0 -59118175 31-May-13 1.5198 -74525 2 #NAME? 2 -51114640 24-May-13 1.5127 -76976 1 #NAME? 0 -54117289 17-May-13 1.5169 -65355 5 #NAME? 4 -47106446 10-May-13 1.5358 -63086 7 #NAME? 6 -50

95999 3-May-13 1.5574 -58607 11 #NAME? 9 -49105672 26-Apr-13 1.5473 -60112 9 #NAME? 8 -47119859 19-Apr-13 1.5231 -61975 8 #NAME? 10 -48117396 12-Apr-13 1.5343 -69969 4 #NAME? 4 -56125137 5-Apr-13 1.5336 -65020 6 #NAME? 8 -51136080 29-Mar-13 1.5198 -66555 5 #NAME? 8 -47135401 22-Mar-13 1.5230 -61480 8 #NAME? 12 -44145003 15-Mar-13 1.5114 -49800 12 #NAME? 21 -46124309 8-Mar-13 1.4925 -43849 16 #NAME? 25 -38117342 1-Mar-13 1.5038 -36130 22 #NAME? 31 -37120553 22-Feb-13 1.5163 -23365 32 #NAME? 41 -22117088 15-Feb-13 1.5518 -16776 37 #NAME? 46 -18119080 8-Feb-13 1.5801 1174 65 #NAME? 60 1119722 1-Feb-13 1.5693 10622 75 #NAME? 68 10

Page 96: CFTC FX Positioning v3

106051 25-Jan-13 1.5799 17938 80 #NAME? 73 18105174 18-Jan-13 1.5870 28338 92 #NAME? 81 29106225 11-Jan-13 1.6132 25949 89 #NAME? 79 27110949 4-Jan-13 1.6069 36308 98 #NAME? 87 36112365 28-Dec-12 1.6153 37321 99 #NAME? 88 33117098 21-Dec-12 1.6172 28036 94 #NAME? 81 21110770 14-Dec-12 1.6174 27954 94 #NAME? 81 28111255 7-Dec-12 1.6039 27270 94 #NAME? 80 26106493 30-Nov-12 1.6013 10278 80 #NAME? 67 11

79661 23-Nov-12 1.6028 730 70 #NAME? 60 152427 16-Nov-12 1.5883 8228 79 #NAME? 66 1065070 9-Nov-12 1.5896 19279 86 #NAME? 74 2056906 2-Nov-12 1.6021 23403 89 #NAME? 77 2543746 26-Oct-12 1.6105 18397 87 #NAME? 74 2032681 19-Oct-12 1.6004 19599 87 #NAME? 75 2227864 12-Oct-12 1.6072 22572 89 #NAME? 77 2623361 5-Oct-12 1.6136 30094 95 #NAME? 83 3026207 28-Sep-12 1.6167 27137 94 #NAME? 80 2926024 21-Sep-12 1.6230 14412 87 #NAME? 70 1628089 14-Sep-12 1.6217 -4366 67 #NAME? 56 -431126 7-Sep-12 1.6010 -6868 62 #NAME? 54 -832015 31-Aug-12 1.5866 1968 79 #NAME? 61 232413 24-Aug-12 1.5810 7833 83 #NAME? 65 925279 17-Aug-12 1.5697 -288 75 #NAME? 59 028344 10-Aug-12 1.5690 -8275 60 #NAME? 53 -1423119 3-Aug-12 1.5640 -1810 72 #NAME? 58 -326963 27-Jul-12 1.5748 -2934 70 #NAME? 57 -525613 20-Jul-12 1.5623 -7453 61 #NAME? 54 -1023968 13-Jul-12 1.5575 -7622 61 #NAME? 53 -1032775 6-Jul-12 1.5495 -5353 66 #NAME? 55 -839368 29-Jun-12 1.5707 -758 75 #NAME? 59 -129603 22-Jun-12 1.5588 -17153 47 #NAME? 46 -2125875 15-Jun-12 1.5715 -23112 42 #NAME? 41 -2925303 8-Jun-12 1.5474 -2867 71 #NAME? 57 -432950 1-Jun-12 1.5363 1475 79 #NAME? 60 238498 25-May-12 1.5666 11340 87 #NAME? 68 1651770 18-May-12 1.5817 25021 92 #NAME? 79 2857462 11-May-12 1.6069 25339 93 #NAME? 79 2764283 4-May-12 1.6151 16493 90 #NAME? 72 1868572 27-Apr-12 1.6265 7536 85 #NAME? 65 974720 20-Apr-12 1.6122 -13051 57 #NAME? 49 -1682181 13-Apr-12 1.5847 -18784 49 #NAME? 45 -2479671 6-Apr-12 1.5871 -8807 65 #NAME? 53 -1378527 30-Mar-12 1.6008 -11110 62 #NAME? 51 -1760744 23-Mar-12 1.5869 -15852 54 #NAME? 47 -23

Page 97: CFTC FX Positioning v3

64629 16-Mar-12 1.5844 -41848 22 #NAME? 27 -4952639 9-Mar-12 1.5674 -37099 24 #NAME? 31 -4552761 2-Mar-12 1.5835 -23235 47 #NAME? 41 -3044805 24-Feb-12 1.5875 -31350 34 #NAME? 35 -3634637 17-Feb-12 1.5827 -40599 22 #NAME? 28 -4129676 10-Feb-12 1.5755 -33122 28 #NAME? 34 -3724385 3-Feb-12 1.5815 -26214 41 #NAME? 39 -3621827 27-Jan-12 1.5729 -31361 34 #NAME? 35 -4919493 20-Jan-12 1.5576 -41634 22 #NAME? 27 -4717014 13-Jan-12 1.5318 -35853 25 #NAME? 32 -4316505 6-Jan-12 1.5426 -31899 32 #NAME? 35 -3630106 30-Dec-11 1.5543 -29172 38 #NAME? 37 -3627672 23-Dec-11 1.5588 -25939 42 #NAME? 39 -3316649 16-Dec-11 1.5545 -39509 22 #NAME? 29 -4518546 9-Dec-11 1.5671 -43560 20 #NAME? 26 -4515615 2-Dec-11 1.5597 -46660 19 #NAME? 23 -5013838 25-Nov-11 1.5439 -36634 24 #NAME? 31 -4716236 18-Nov-11 1.5806 -32864 32 #NAME? 34 -4116243 11-Nov-11 1.6065 -29122 39 #NAME? 37 -3917767 4-Nov-11 1.6033 -47092 18 #NAME? 23 -4921720 28-Oct-11 1.6130 -50147 16 #NAME? 21 -5722140 21-Oct-11 1.5953 -53226 15 #NAME? 18 -6119071 14-Oct-11 1.5820 -61972 11 #NAME? 11 -6717405 7-Oct-11 1.5562 -68724 4 #NAME? 6 -7018844 30-Sep-11 1.5584 -64010 7 #NAME? 10 -6918271 23-Sep-11 1.5449 -59755 9 #NAME? 13 -6818823 16-Sep-11 1.5791 -26193 42 #NAME? 39 -2815338 9-Sep-11 1.5883 -13220 58 #NAME? 49 -1812951 2-Sep-11 1.6217 444 81 #NAME? 60 113692 26-Aug-11 1.6368 10961 89 #NAME? 68 1511712 19-Aug-11 1.6465 -3096 76 #NAME? 57 -411237 12-Aug-11 1.6278 245 82 #NAME? 60 020022 5-Aug-11 1.6391 5139 85 #NAME? 63 620812 29-Jul-11 1.6426 1222 83 #NAME? 60 221380 22-Jul-11 1.6300 -6714 71 #NAME? 54 -1123989 15-Jul-11 1.6136 -24801 48 #NAME? 40 -3120268 8-Jul-11 1.6059 -31669 36 #NAME? 35 -3620696 1-Jul-11 1.6074 -18349 53 #NAME? 45 -2514480 24-Jun-11 1.5959 -11360 63 #NAME? 51 -1813850 17-Jun-11 1.6194 11226 89 #NAME? 68 1818252 10-Jun-11 1.6227 -1750 79 #NAME? 58 -325834 3-Jun-11 1.6426 -1829 79 #NAME? 58 -324182 27-May-11 1.6510 -14143 60 #NAME? 48 -2022643 20-May-11 1.6229 -928 80 #NAME? 59 -223046 13-May-11 1.6197 18118 91 #NAME? 73 28

Page 98: CFTC FX Positioning v3

38598 6-May-11 1.6367 30807 96 #NAME? 83 3551060 29-Apr-11 1.6707 33583 98 #NAME? 85 4265918 22-Apr-11 1.6509 30175 97 #NAME? 83 4367060 15-Apr-11 1.6328 26671 96 #NAME? 80 3359747 8-Apr-11 1.6383 32414 98 #NAME? 84 4330685 1-Apr-11 1.6111 743 85 #NAME? 60 117959 25-Mar-11 1.6042 29724 98 #NAME? 82 3922373 18-Mar-11 1.6234 -225 85 #NAME? 59 026549 11-Mar-11 1.6082 33906 98 #NAME? 86 4521122 4-Mar-11 1.6269 25809 98 #NAME? 79 3351203 25-Feb-11 1.6118 36009 99 #NAME? 87 5142937 18-Feb-11 1.6253 52572 99 #NAME? 100 6219876 11-Feb-11 1.6007 24475 99 #NAME? 100 3321167 4-Feb-11 1.6111 22659 98 #NAME? 99 3222277 28-Jan-11 1.5860 7888 93 #NAME? 80 1225729 21-Jan-11 1.6000 5794 92 #NAME? 78 1019148 14-Jan-11 1.5870 -5090 79 #NAME? 68 -1126859 7-Jan-11 1.5548 -14133 63 #NAME? 59 -2920300 31-Dec-10 1.5612 -13121 64 #NAME? 60 -2621714 24-Dec-10 1.5444 -7432 75 #NAME? 65 -2022261 17-Dec-10 1.5533 -8186 73 #NAME? 65 -2524373 10-Dec-10 1.5802 -12920 64 #NAME? 60 -3125785 3-Dec-10 1.5778 -4864 76 #NAME? 68 -923969 26-Nov-10 1.5592 10197 92 #NAME? 82 1724737 19-Nov-10 1.5979 23771 96 #NAME? 95 3517602 12-Nov-10 1.6114 21266 96 #NAME? 93 3416606 5-Nov-10 1.6182 15182 93 #NAME? 87 2318176 29-Oct-10 1.6038 5089 88 #NAME? 77 816698 22-Oct-10 1.5682 5796 89 #NAME? 62 918178 15-Oct-10 1.5992 8066 89 #NAME? 63 1117660 8-Oct-10 1.5960 9403 90 #NAME? 64 1516470 1-Oct-10 1.5824 -2194 82 #NAME? 56 -416848 24-Sep-10 1.5826 -8989 70 #NAME? 51 -2013573 17-Sep-10 1.5632 -9127 70 #NAME? 49 -1813257 10-Sep-10 1.5358 -16068 61 #NAME? 44 -2711315 3-Sep-10 1.5452 -15266 62 #NAME? 45 -2512017 27-Aug-10 1.5529 -4365 74 #NAME? 53 -712776 20-Aug-10 1.5534 -4431 73 #NAME? 53 -712836 13-Aug-10 1.5592 5021 83 #NAME? 60 813725 6-Aug-10 1.5942 -250 79 #NAME? 56 018567 30-Jul-10 1.5689 -17940 58 #NAME? 43 -3413822 23-Jul-10 1.5425 -26767 46 #NAME? 36 -4515846 16-Jul-10 1.5301 -34671 29 #NAME? 31 -5324550 9-Jul-10 1.5064 -38077 23 #NAME? 28 -5124294 2-Jul-10 1.5195 -34771 27 #NAME? 31 -50

Page 99: CFTC FX Positioning v3

25627 25-Jun-10 1.5063 -46346 17 #NAME? 22 -5926984 18-Jun-10 1.4824 -48134 14 #NAME? 21 -6541066 11-Jun-10 1.4552 -74680 2 #NAME? 1 -7339699 4-Jun-10 1.4454 -70454 3 #NAME? 4 -7542232 28-May-10 1.4458 -75079 1 #NAME? 1 -7755682 21-May-10 1.4460 -76745 1 #NAME? 0 -7957934 14-May-10 1.4536 -72188 1 #NAME? 0 -7878042 7-May-10 1.4804 -65616 3 #NAME? 4 -7264795 30-Apr-10 1.5274 -54666 8 #NAME? 10 -7064549 23-Apr-10 1.5377 -49298 9 #NAME? 13 -6368319 16-Apr-10 1.5363 -57391 6 #NAME? 8 -6860901 9-Apr-10 1.5370 -59474 6 #NAME? 7 -6848040 2-Apr-10 1.5209 -67073 2 #NAME? 3 -7430869 26-Mar-10 1.4898 -71624 1 #NAME? 0 -7626081 19-Mar-10 1.5013 -63987 2 #NAME? 2 -7325631 12-Mar-10 1.5204 -63473 2 #NAME? 2 -7524780 5-Mar-10 1.5137 -67549 1 #NAME? 0 -7128715 26-Feb-10 1.5238 -62884 1 #NAME? 2 -6921779 19-Feb-10 1.5473 -56079 2 #NAME? 6 -6718956 12-Feb-10 1.5701 -52756 2 #NAME? 8 -6523042 5-Feb-10 1.5641 -33968 17 #NAME? 19 -5433168 29-Jan-10 1.5986 -27153 30 #NAME? 23 -4740814 22-Jan-10 1.6113 -20171 40 #NAME? 28 -3238695 15-Jan-10 1.6264 -35467 13 #NAME? 18 -5437445 8-Jan-10 1.6023 -33564 16 #NAME? 19 -4834846 1-Jan-10 1.6151 -29475 27 #NAME? 22 -4430488 25-Dec-09 1.5966 -24577 34 #NAME? 25 -4825438 18-Dec-09 1.6161 -23444 34 #NAME? 26 -4613572 11-Dec-09 1.6262 -16876 39 #NAME? 30 -3316886 4-Dec-09 1.6474 -10663 46 #NAME? 33 -1913514 27-Nov-09 1.6501 -11355 45 #NAME? 33 -2013198 20-Nov-09 1.6503 -6585 49 #NAME? 36 -1020166 13-Nov-09 1.6676 -15857 39 #NAME? 30 -2219196 6-Nov-09 1.6612 -18905 37 #NAME? 28 -2718546 30-Oct-09 1.6453 -31431 22 #NAME? 21 -4218216 23-Oct-09 1.6306 -43318 6 #NAME? 13 -5816478 16-Oct-09 1.6356 -65346 1 #NAME? 0 -7717484 9-Oct-09 1.5844 -62106 1 #NAME? 0 -7118593 2-Oct-09 1.5946 -47826 1 #NAME? 1 -6017654 25-Sep-09 1.5951 -31595 18 #NAME? 12 -4716937 18-Sep-09 1.6271 -12487 38 #NAME? 25 -2015926 11-Sep-09 1.6657 -5960 43 #NAME? 29 -919676 4-Sep-09 1.6392 -17518 34 #NAME? 22 -2822408 28-Aug-09 1.6270 -7017 42 #NAME? 29 -1222768 21-Aug-09 1.6508 -1658 47 #NAME? 32 -3

Page 100: CFTC FX Positioning v3

23195 14-Aug-09 1.6543 -4256 42 #NAME? 31 -817654 7-Aug-09 1.6684 -2228 46 #NAME? 32 -313032 31-Jul-09 1.6713 -8043 41 #NAME? 28 -1416785 24-Jul-09 1.6426 -5691 41 #NAME? 30 -919073 17-Jul-09 1.6336 -12654 36 #NAME? 25 -2119551 10-Jul-09 1.6211 -9150 38 #NAME? 27 -1524308 3-Jul-09 1.6333 -4101 40 #NAME? 31 -626193 26-Jun-09 1.6525 -12158 37 #NAME? 25 -2026850 19-Jun-09 1.6494 -8474 37 #NAME? 28 -1527521 12-Jun-09 1.6443 -15333 34 #NAME? 23 -2724456 5-Jun-09 1.5981 -20160 33 #NAME? 20 -3326851 29-May-09 1.6190 -24805 28 #NAME? 17 -4123526 22-May-09 1.5934 -25928 25 #NAME? 16 -4426125 15-May-09 1.5180 -22506 30 #NAME? 18 -3728106 8-May-09 1.5234 -22437 30 #NAME? 18 -3526741 1-May-09 1.4921 -22913 29 #NAME? 18 -3932038 24-Apr-09 1.4678 -24160 28 #NAME? 17 -4427264 17-Apr-09 1.4797 -26510 24 #NAME? 15 -5132564 10-Apr-09 1.4673 -34462 12 #NAME? 10 -7136207 3-Apr-09 1.4836 -31136 18 #NAME? 12 -6532719 27-Mar-09 1.4320 -30746 18 #NAME? 13 -6231866 20-Mar-09 1.4465 -32990 15 #NAME? 11 -6824420 13-Mar-09 1.4002 -30680 18 #NAME? 13 -5726548 6-Mar-09 1.4094 -25449 22 #NAME? 16 -4618627 27-Feb-09 1.4318 -28282 20 #NAME? 14 -5718465 20-Feb-09 1.4433 -30570 18 #NAME? 13 -5913273 13-Feb-09 1.4355 -31930 15 #NAME? 12 -6514613 6-Feb-09 1.4787 -33423 13 #NAME? 11 -6514362 30-Jan-09 1.4540 -36994 8 #NAME? 8 -6615439 23-Jan-09 1.3804 -39037 7 #NAME? 7 -7215585 16-Jan-09 1.4733 -34052 11 #NAME? 10 -6216221 9-Jan-09 1.5164 -34684 10 #NAME? 10 -6013917 2-Jan-09 1.4548 -35843 8 #NAME? 9 -6616236 26-Dec-08 1.4580 -31630 11 #NAME? 12 -6418604 19-Dec-08 1.4920 -30400 13 #NAME? 13 -6819719 12-Dec-08 1.4944 -37426 7 #NAME? 8 -7624840 5-Dec-08 1.4685 -39225 6 #NAME? 7 -7624900 28-Nov-08 1.5377 -40244 5 #NAME? 6 -7322693 21-Nov-08 1.4925 -42431 4 #NAME? 5 -8021842 14-Nov-08 1.4740 -39838 4 #NAME? 6 -7720278 7-Nov-08 1.5643 -35265 5 #NAME? 10 -5819389 31-Oct-08 1.6076 -33090 6 #NAME? 11 -4721320 24-Oct-08 1.5897 -36701 4 #NAME? 9 -5321805 17-Oct-08 1.7281 -31473 8 #NAME? 12 -5021744 10-Oct-08 1.7043 -35224 4 #NAME? 10 -47

Page 101: CFTC FX Positioning v3

26351 3-Oct-08 1.7714 -33036 5 #NAME? 11 -4619247 26-Sep-08 1.8445 -47771 1 #NAME? 1 -6724025 19-Sep-08 1.8318 -49359 1 #NAME? 0 -5724477 12-Sep-08 1.7942 -47520 1 #NAME? 0 -5943425 5-Sep-08 1.7661 -47285 1 #NAME? 0 -6560073 29-Aug-08 1.8211 -45109 1 #NAME? 0 -5864071 22-Aug-08 1.8527 -43728 1 #NAME? 0 -6059413 15-Aug-08 1.8662 -32946 2 #NAME? 0 -4757979 8-Aug-08 1.9212 -25875 4 #NAME? 5 -3745442 1-Aug-08 1.9750 1460 33 #NAME? 26 237909 25-Jul-08 1.9916 3322 35 #NAME? 28 427495 18-Jul-08 1.9989 6423 39 #NAME? 30 735194 11-Jul-08 1.9888 -8298 23 #NAME? 19 -1229184 4-Jul-08 1.9823 -2631 32 #NAME? 23 -347063 27-Jun-08 1.9950 -12843 21 #NAME? 15 -2134132 20-Jun-08 1.9761 -31248 2 #NAME? 1 -4335675 13-Jun-08 1.9476 -21051 9 #NAME? 9 -2731644 6-Jun-08 1.9708 -29028 3 #NAME? 3 -4429603 30-May-08 1.9823 -24888 4 #NAME? 6 -3625155 23-May-08 1.9798 -25340 4 #NAME? 6 -3628393 16-May-08 1.9571 -24804 4 #NAME? 6 -3220620 9-May-08 1.9539 -30437 2 #NAME? 2 -5218035 2-May-08 1.9717 -24848 3 #NAME? 6 -3725266 25-Apr-08 1.9858 4663 35 #NAME? 29 720978 18-Apr-08 1.9979 -16136 11 #NAME? 13 -2227357 11-Apr-08 1.9691 -12560 17 #NAME? 16 -1725837 4-Apr-08 1.9933 -2760 28 #NAME? 23 -422771 28-Mar-08 1.9944 19728 45 #NAME? 40 2926541 21-Mar-08 1.9818 29140 57 #NAME? 47 4136230 14-Mar-08 2.0202 21229 48 #NAME? 41 3138369 7-Mar-08 2.0134 15714 42 #NAME? 37 2635899 29-Feb-08 1.9891 3637 33 #NAME? 28 630361 22-Feb-08 1.9669 -12157 17 #NAME? 16 -1930484 15-Feb-08 1.9612 -13933 15 #NAME? 15 -2129050 8-Feb-08 1.9459 -7809 21 #NAME? 19 -1125882 1-Feb-08 1.9651 5358 32 #NAME? 29 726054 25-Jan-08 1.9831 -729 27 #NAME? 25 -127513 18-Jan-08 1.9554 307 27 #NAME? 25 024883 11-Jan-08 1.9566 -3262 25 #NAME? 23 -544187 4-Jan-08 1.9740 -2809 25 #NAME? 23 -542948 28-Dec-07 1.9964 9126 30 #NAME? 32 1540718 21-Dec-07 1.9834 11537 32 #NAME? 34 2237654 14-Dec-07 2.0173 56998 80 #NAME? 69 5939378 7-Dec-07 2.0304 31528 56 #NAME? 49 4536772 30-Nov-07 2.0563 35062 61 #NAME? 52 45

Page 102: CFTC FX Positioning v3

37619 23-Nov-07 2.0628 34385 60 #NAME? 51 4642542 16-Nov-07 2.0547 43625 70 #NAME? 58 5568842 9-Nov-07 2.0903 60326 84 #NAME? 71 6167410 2-Nov-07 2.0893 52928 77 #NAME? 65 6067723 26-Oct-07 2.0523 45421 73 #NAME? 60 5784220 19-Oct-07 2.0518 35704 65 #NAME? 52 4782078 12-Oct-07 2.0361 30488 #NAME? 48 3963590 5-Oct-07 2.0422 26554 #NAME? 45 3248500 28-Sep-07 2.0473 24557 #NAME? 44 3562601 21-Sep-07 2.0203 13393 #NAME? 35 2157148 14-Sep-07 2.0074 41591 #NAME? 57 5065392 7-Sep-07 2.0287 32574 #NAME? 50 4456282 31-Aug-07 2.0171 34571 #NAME? 51 4559702 24-Aug-07 2.0143 29139 #NAME? 47 4379648 17-Aug-07 1.9812 41358 #NAME? 57 5481603 10-Aug-07 2.0233 54133 #NAME? 66 5797762 3-Aug-07 2.0410 68713 #NAME? 77 62

143503 27-Jul-07 2.0242 83504 #NAME? 89 63177204 20-Jul-07 2.0561 98366 #NAME? 100 66177439 13-Jul-07 2.0343 88531 #NAME? 93 64198511 6-Jul-07 2.0108 98173 #NAME? 100 67237488 29-Jun-07 2.0087 96134 #NAME? 100 67206579 22-Jun-07 1.9994 71693 #NAME? 82 63176353 15-Jun-07 1.9761 39417 #NAME? 57 45177787 8-Jun-07 1.9701 61860 #NAME? 74 56197544 1-Jun-07 1.9824 47410 #NAME? 63 51204047 25-May-07 1.9836 35338 #NAME? 54 46174546 18-May-07 1.9747 41078 #NAME? 58 47163472 11-May-07 1.9814 51997 #NAME? 67 53166400 4-May-07 1.9922 63993 #NAME? 76 57119672 27-Apr-07 1.9977 70066 #NAME? 81 57113800 20-Apr-07 2.0023 59667 #NAME? 73 56107559 13-Apr-07 1.9863 48417 #NAME? 64 53100703 6-Apr-07 1.9655 55843 #NAME? 70 61

85245 30-Mar-07 1.9678 42578 #NAME? 59 5184222 23-Mar-07 1.9614 46129 #NAME? 62 5491047 16-Mar-07 1.9424 20403 #NAME? 42 2693365 9-Mar-07 1.9320 27393 #NAME? 47 31

154009 2-Mar-07 1.9435 68028 #NAME? 79 63158481 23-Feb-07 1.9634 59153 #NAME? 72 65210972 16-Feb-07 1.9496 48598 #NAME? 64 57169551 9-Feb-07 1.9491 92728 #NAME? 98 77215584 2-Feb-07 1.9660 76927 #NAME? 86 78217060 26-Jan-07 1.9593 94728 #NAME? 100 76194177 19-Jan-07 1.9738 84318 #NAME? 99 77

Page 103: CFTC FX Positioning v3

177684 12-Jan-07 1.9592 58653 #NAME? 77 73173411 5-Jan-07 1.9292 65157 #NAME? 83 70160543 29-Dec-06 1.9588 73844 #NAME? 90 75141469 22-Dec-06 1.9581 85598 #NAME? 100 77106182 15-Dec-06 1.9523 79169 #NAME? 96 62

85881 8-Dec-06 1.9548 75832 #NAME? 93 6497991 1-Dec-06 1.9813 80626 #NAME? 97 66

131069 24-Nov-06 1.9322 69089 #NAME? 87 62103118 17-Nov-06 1.8945 62252 #NAME? 81 60111614 10-Nov-06 1.9106 84280 #NAME? 100 68106376 3-Nov-06 1.9012 59864 #NAME? 97 59187691 27-Oct-06 1.8989 37165 #NAME? 73 49165751 20-Oct-06 1.8834 33305 #NAME? 69 42174193 13-Oct-06 1.8557 19835 #NAME? 55 29151581 6-Oct-06 1.8703 44946 #NAME? 81 56129876 29-Sep-06 1.8721 56967 #NAME? 94 62125759 22-Sep-06 1.9002 42953 #NAME? 79 55134394 15-Sep-06 1.8814 37581 #NAME? 73 60102439 8-Sep-06 1.8652 53932 #NAME? 90 74122249 1-Sep-06 1.9051 56125 #NAME? 93 73105930 25-Aug-06 1.8871 56816 #NAME? 93 74

91920 18-Aug-06 1.8813 63196 #NAME? 100 7476822 11-Aug-06 1.8898 55626 #NAME? 100 7468375 4-Aug-06 1.9079 45003 #NAME? 100 67

103185 28-Jul-06 1.8636 22659 #NAME? 75 4996773 21-Jul-06 1.8583 17077 #NAME? 68 4348343 14-Jul-06 1.8386 13749 #NAME? 63 3749239 7-Jul-06 1.8506 11863 #NAME? 61 3760762 30-Jun-06 1.8483 6571 #NAME? 53 2346884 23-Jun-06 1.8173 23402 #NAME? 76 6848957 16-Jun-06 1.8507 22094 #NAME? 74 4826145 9-Jun-06 1.8405 22286 #NAME? 75 4930278 2-Jun-06 1.8819 39697 #NAME? 98 6231340 26-May-06 1.8593 30558 #NAME? 86 5527932 19-May-06 1.8797 24272 #NAME? 77 4527925 12-May-06 1.8946 25767 #NAME? 79 4641700 5-May-06 1.8594 18624 #NAME? 70 3847487 28-Apr-06 1.8259 12290 #NAME? 61 2179890 21-Apr-06 1.7822 5094 #NAME? 51 1090684 14-Apr-06 1.7510 -5624 #NAME? 37 -1463319 7-Apr-06 1.7422 -10684 #NAME? 30 -2857641 31-Mar-06 1.7372 -6284 #NAME? 36 -2052471 24-Mar-06 1.7424 -5235 #NAME? 38 -1770103 17-Mar-06 1.7565 -14632 #NAME? 25 -4078569 10-Mar-06 1.7260 -12344 #NAME? 28 -29

Page 104: CFTC FX Positioning v3

64408 3-Mar-06 1.7557 -8189 #NAME? 34 -2198143 24-Feb-06 1.7456 -19881 #NAME? 18 -4082617 17-Feb-06 1.7421 -24644 #NAME? 11 -5187566 10-Feb-06 1.7443 -14062 #NAME? 26 -3174032 3-Feb-06 1.7630 -1910 #NAME? 42 -448976 27-Jan-06 1.7674 2848 #NAME? 48 748321 20-Jan-06 1.7708 -3303 #NAME? 40 -950001 13-Jan-06 1.7770 -4773 #NAME? 38 -1246929 6-Jan-06 1.7706 -15021 #NAME? 24 -3739127 30-Dec-05 1.7230 -11593 #NAME? 29 -3838427 23-Dec-05 1.7334 -8192 #NAME? 34 -3094284 16-Dec-05 1.7728 -7856 #NAME? 34 -2298355 9-Dec-05 1.7548 -25779 #NAME? 10 -4586626 2-Dec-05 1.7328 -33087 #NAME? 0 -6086921 25-Nov-05 1.7142 -33020 #NAME? 0 -6588378 18-Nov-05 1.7179 -23817 #NAME? 3 -5484056 11-Nov-05 1.7424 -19370 #NAME? 9 -4886164 4-Nov-05 1.7497 -14309 #NAME? 17 -4486780 28-Oct-05 1.7739 -14041 #NAME? 17 -3686855 21-Oct-05 1.7685 -21050 #NAME? 7 -5084780 14-Oct-05 1.7684 -23045 #NAME? 4 -4679651 7-Oct-05 1.7617 -16860 #NAME? 13 -3072535 30-Sep-05 1.7643 2563 #NAME? 42 559583 23-Sep-05 1.7755 10578 #NAME? 54 2745214 16-Sep-05 1.8082 18475 #NAME? 66 5142389 9-Sep-05 1.8391 10996 #NAME? 55 2755606 2-Sep-05 1.8418 -2211 #NAME? 35 -640724 26-Aug-05 1.8002 5498 #NAME? 47 1438808 19-Aug-05 1.7950 2358 #NAME? 42 661428 12-Aug-05 1.8147 -15509 #NAME? 15 -4152488 5-Aug-05 1.7793 -16979 #NAME? 13 -4155800 29-Jul-05 1.7579 -19865 #NAME? 9 -4568221 22-Jul-05 1.7389 -25624 #NAME? 0 -5373906 15-Jul-05 1.7520 -22581 #NAME? 0 -5563765 8-Jul-05 1.7382 -20414 #NAME? 0 -4862689 1-Jul-05 1.7675 -19805 #NAME? 0 -5249102 24-Jun-05 1.8245 -12919 #NAME? 7 -3261501 17-Jun-05 1.8309 -16949 #NAME? 0 -3742406 10-Jun-05 1.8126 -8575 #NAME? 5 -2354902 3-Jun-05 1.8154 -11071 #NAME? 0 -2849460 27-May-05 1.8243 -7410 #NAME? 0 -2059546 20-May-05 1.8271 434 #NAME? 5 130334 13-May-05 1.8506 20098 #NAME? 51 6335963 6-May-05 1.8903 19878 #NAME? 50 6243717 29-Apr-05 1.9088 23711 #NAME? 59 68

Page 105: CFTC FX Positioning v3

61624 22-Apr-05 1.9145 26798 #NAME? 67 6656150 15-Apr-05 1.8927 20371 #NAME? 52 6146128 8-Apr-05 1.8856 15484 #NAME? 40 5641222 1-Apr-05 1.8823 11874 #NAME? 32 4727578 25-Mar-05 1.8710 26655 #NAME? 66 7419290 18-Mar-05 1.9220 37824 #NAME? 92 8223136 11-Mar-05 1.9265 41127 #NAME? 100 7920545 4-Mar-05 1.9227 33519 #NAME? 87 7840013 25-Feb-05 1.9194 25156 #NAME? 66 7536710 18-Feb-05 1.8943 22239 #NAME? 59 7034088 11-Feb-05 1.8686 10109 #NAME? 29 5030815 4-Feb-05 1.8758 16693 #NAME? 45 7432684 28-Jan-05 1.8881 15990 #NAME? 44 7531993 21-Jan-05 1.8771 18715 #NAME? 50 8011463 14-Jan-05 1.8705 21392 #NAME? 57 8911252 7-Jan-05 1.8712 12523 #NAME? 35 3411487 31-Dec-04 1.9182 20151 #NAME? 54 4412797 24-Dec-04 1.9235 34782 #NAME? 90 8712235 17-Dec-04 1.9418 38786 #NAME? 100 8913472 10-Dec-04 1.9148 33585 #NAME? 100 7421916 3-Dec-04 1.9439 32775 #NAME? 98 5923500 26-Nov-04 1.8941 33605 #NAME? 100 5514012 19-Nov-04 1.8574 27649 #NAME? 100 4814664 12-Nov-04 1.8564 23346 #NAME? 100 40

9965 5-Nov-04 1.8552 13342 #NAME? 100 2913755 29-Oct-04 1.8373 9525 #NAME? 100 2414319 22-Oct-04 1.8281 -1701 #NAME? #DIV/0! -5

Page 106: CFTC FX Positioning v3
Page 107: CFTC FX Positioning v3
Page 108: CFTC FX Positioning v3
Page 109: CFTC FX Positioning v3
Page 110: CFTC FX Positioning v3
Page 111: CFTC FX Positioning v3
Page 112: CFTC FX Positioning v3
Page 113: CFTC FX Positioning v3
Page 114: CFTC FX Positioning v3
Page 115: CFTC FX Positioning v3
Page 116: CFTC FX Positioning v3
Page 117: CFTC FX Positioning v3
Page 118: CFTC FX Positioning v3

IMM5PNCL Index IMM5PNCS Index AUD AUD Curncy Net Longs26-Nov-13 #NAME? 29-Nov-13 0.9107 #NAME?19-Nov-13 53766 55431 22-Nov-13 0.9183 -3576212-Nov-13 43888 53191 15-Nov-13 0.9368 -358095-Nov-13 51186 53578 8-Nov-13 0.9385 -2506729-Oct-13 57791 47629 1-Nov-13 0.9438 -2319822-Oct-13 59437 45175 25-Oct-13 0.9584 -2211115-Oct-13 60100 47869 18-Oct-13 0.9677 -322378-Oct-13 58681 49910 11-Oct-13 0.9468 -264041-Oct-13 47329 45833 4-Oct-13 0.9435 -2880424-Sep-13 50736 49562 27-Sep-13 0.9317 -3481917-Sep-13 44124 50434 20-Sep-13 0.9394 -2736010-Sep-13 32921 71087 13-Sep-13 0.9245 -600323-Sep-13 27943 70989 6-Sep-13 0.9185 -7150627-Aug-13 30004 68230 30-Aug-13 0.8901 -7111720-Aug-13 26947 66469 23-Aug-13 0.9030 -6318313-Aug-13 22209 68730 16-Aug-13 0.9185 -627216-Aug-13 22097 68130 9-Aug-13 0.9206 -7677930-Jul-13 20155 69618 2-Aug-13 0.8905 -7257323-Jul-13 19135 68788 26-Jul-13 0.9259 -6398216-Jul-13 24634 62080 19-Jul-13 0.9172 -706869-Jul-13 31311 65570 12-Jul-13 0.9049 -632552-Jul-13 32562 63886 5-Jul-13 0.9067 -7051525-Jun-13 34419 53848 28-Jun-13 0.9138 -6164418-Jun-13 47377 67783 21-Jun-13 0.9219 -6352111-Jun-13 32755 86442 14-Jun-13 0.9570 -632774-Jun-13 26666 104404 7-Jun-13 0.9497 -5855028-May-13 36221 110746 31-May-13 0.9571 -4230721-May-13 33380 110356 24-May-13 0.9652 -3240914-May-13 36975 102330 17-May-13 0.9730 -134507-May-13 31542 94628 10-May-13 1.0025 663030-Apr-13 31078 89685 3-May-13 1.0319 3023423-Apr-13 33989 94101 26-Apr-13 1.0276 3125716-Apr-13 34020 95995 19-Apr-13 1.0277 531759-Apr-13 27104 97073 12-Apr-13 1.0508 778792-Apr-13 31815 96835 5-Apr-13 1.0383 8397126-Mar-13 38184 104739 29-Mar-13 1.0419 8551519-Mar-13 39048 100528 22-Mar-13 1.0444 5405512-Mar-13 28833 78633 15-Mar-13 1.0409 232665-Mar-13 36021 79870 8-Mar-13 1.0236 714926-Feb-13 31126 67256 1-Mar-13 1.0203 2569519-Feb-13 40668 64033 22-Feb-13 1.0320 4398112-Feb-13 38661 55437 15-Feb-13 1.0305 541145-Feb-13 51959 50785 8-Feb-13 1.0319 8094029-Jan-13 57989 47367 1-Feb-13 1.0407 85296

Page 119: CFTC FX Positioning v3

22-Jan-13 60201 42263 25-Jan-13 1.0424 9701115-Jan-13 63796 35458 18-Jan-13 1.0510 890578-Jan-13 60523 34574 11-Jan-13 1.0535 803151-Jan-13 69146 32838 4-Jan-13 1.0480 7952225-Dec-12 74466 37145 28-Dec-12 1.0373 7543318-Dec-12 79375 51339 21-Dec-12 1.0396 9749611-Dec-12 64753 36799 14-Dec-12 1.0566 1033764-Dec-12 66050 38780 7-Dec-12 1.0488 9222927-Nov-12 51107 40829 30-Nov-12 1.0428 7680620-Nov-12 46546 45816 23-Nov-12 1.0461 6471113-Nov-12 45799 37571 16-Nov-12 1.0339 681466-Nov-12 57208 37929 9-Nov-12 1.0387 6031730-Oct-12 57897 34494 2-Nov-12 1.0337 5209023-Oct-12 54879 36482 26-Oct-12 1.0373 4565116-Oct-12 54010 34411 19-Oct-12 1.0331 384449-Oct-12 54190 31618 12-Oct-12 1.0233 398142-Oct-12 64726 34632 5-Oct-12 1.0187 6374325-Sep-12 60809 33672 28-Sep-12 1.0378 8956218-Sep-12 52597 38185 21-Sep-12 1.0458 6924611-Sep-12 49312 53678 14-Sep-12 1.0551 682594-Sep-12 41834 48702 7-Sep-12 1.0385 6243928-Aug-12 42407 40439 31-Aug-12 1.0322 7807221-Aug-12 45984 38151 24-Aug-12 1.0403 8688214-Aug-12 32054 32342 17-Aug-12 1.0420 666797-Aug-12 25764 34039 10-Aug-12 1.0577 5289431-Jul-12 31304 33114 3-Aug-12 1.0569 3723524-Jul-12 29332 32266 27-Jul-12 1.0483 2644317-Jul-12 33896 41349 20-Jul-12 1.0378 1393110-Jul-12 32804 40426 13-Jul-12 1.0226 190653-Jul-12 32208 37561 6-Jul-12 1.0213 934826-Jun-12 35296 36054 29-Jun-12 1.0238 -215919-Jun-12 32248 49401 22-Jun-12 1.0064 -345812-Jun-12 28017 51129 15-Jun-12 1.0075 -454595-Jun-12 39042 41909 8-Jun-12 0.9916 -5117229-May-12 36052 34577 1-Jun-12 0.9701 -3552722-May-12 40842 29502 25-May-12 0.9758 -1689815-May-12 57471 32450 18-May-12 0.9844 47348-May-12 59697 34358 11-May-12 1.0020 251041-May-12 53121 36628 4-May-12 1.0182 5228024-Apr-12 47435 39899 27-Apr-12 1.0471 4604117-Apr-12 33221 46272 20-Apr-12 1.0380 4842110-Apr-12 29777 48561 13-Apr-12 1.0370 394293-Apr-12 29262 38069 6-Apr-12 1.0307 4931927-Mar-12 26609 37719 30-Mar-12 1.0346 5957420-Mar-12 25951 41803 23-Mar-12 1.0467 45191

Page 120: CFTC FX Positioning v3

13-Mar-12 21924 63772 16-Mar-12 1.0590 667566-Mar-12 22308 59407 9-Mar-12 1.0576 6172028-Feb-12 26931 50166 2-Mar-12 1.0733 7820121-Feb-12 27617 58967 24-Feb-12 1.0694 7470014-Feb-12 29309 69908 17-Feb-12 1.0706 737417-Feb-12 28161 61283 10-Feb-12 1.0673 7509531-Jan-12 23698 49912 3-Feb-12 1.0771 7804424-Jan-12 16103 47464 27-Jan-12 1.0658 6948617-Jan-12 23373 65007 20-Jan-12 1.0484 5430610-Jan-12 24044 59897 13-Jan-12 1.0322 535263-Jan-12 27832 59731 6-Jan-12 1.0228 4653727-Dec-11 25465 54637 30-Dec-11 1.0209 3263720-Dec-11 26533 52472 23-Dec-11 1.0151 2574213-Dec-11 23782 63291 16-Dec-11 0.9983 344296-Dec-11 26311 69871 9-Dec-11 1.0216 2982429-Nov-11 23503 70163 2-Dec-11 1.0215 1254222-Nov-11 20691 57325 25-Nov-11 0.9711 1796015-Nov-11 23355 56219 18-Nov-11 1.0008 243308-Nov-11 22607 51729 11-Nov-11 1.0276 270161-Nov-11 24396 71488 4-Nov-11 1.0375 2586625-Oct-11 18917 69064 28-Oct-11 1.0700 2307118-Oct-11 16946 70172 21-Oct-11 1.0376 2035311-Oct-11 15391 77363 14-Oct-11 1.0340 107534-Oct-11 14929 83653 7-Oct-11 0.9768 1291127-Sep-11 14288 78298 30-Sep-11 0.9662 516720-Sep-11 14106 73861 23-Sep-11 0.9779 2309513-Sep-11 33969 60162 16-Sep-11 1.0361 369346-Sep-11 30543 43763 9-Sep-11 1.0470 4804130-Aug-11 31248 30804 2-Sep-11 1.0645 4756923-Aug-11 40888 29927 26-Aug-11 1.0573 4357416-Aug-11 36193 39289 19-Aug-11 1.0406 297239-Aug-11 41290 41045 12-Aug-11 1.0355 290162-Aug-11 43266 38127 5-Aug-11 1.0442 7559826-Jul-11 33312 32090 29-Jul-11 1.0993 8143819-Jul-11 26011 32725 22-Jul-11 1.0851 7779512-Jul-11 27687 52488 15-Jul-11 1.0653 676235-Jul-11 28634 60303 8-Jul-11 1.0755 6333628-Jun-11 27928 46277 1-Jul-11 1.0770 4689721-Jun-11 26763 38123 24-Jun-11 1.0491 5457114-Jun-11 36684 25458 17-Jun-11 1.0623 676707-Jun-11 33554 35304 10-Jun-11 1.0537 6520531-May-11 32284 34113 3-Jun-11 1.0716 6001524-May-11 28090 42233 27-May-11 1.0706 5304317-May-11 30327 31255 20-May-11 1.0660 5091910-May-11 41368 23250 13-May-11 1.0573 60321

Page 121: CFTC FX Positioning v3

3-May-11 59735 28928 6-May-11 1.0700 7342126-Apr-11 56867 23284 29-Apr-11 1.0971 8086719-Apr-11 50572 20397 22-Apr-11 1.0738 8496112-Apr-11 53423 26752 15-Apr-11 1.0568 906515-Apr-11 53796 21382 8-Apr-11 1.0564 9093829-Mar-11 30077 29334 1-Apr-11 1.0387 8556522-Mar-11 53348 23624 25-Mar-11 1.0260 5173415-Mar-11 28580 28805 18-Mar-11 0.9959 479518-Mar-11 54967 21061 11-Mar-11 1.0138 736951-Mar-11 52122 26313 4-Mar-11 1.0138 7185322-Feb-11 53097 17088 25-Feb-11 1.0177 6606415-Feb-11 68885 16313 18-Feb-11 1.0147 655148-Feb-11 49204 24729 11-Feb-11 1.0021 719791-Feb-11 46923 24264 4-Feb-11 1.0138 6007725-Jan-11 36028 28140 28-Jan-11 0.9940 4545818-Jan-11 31415 25621 21-Jan-11 0.9898 5350811-Jan-11 21014 26104 14-Jan-11 0.9888 534974-Jan-11 17494 31627 7-Jan-11 0.9959 6251328-Dec-10 18294 31415 31-Dec-10 1.0233 6431621-Dec-10 14579 22011 24-Dec-10 1.0045 6055014-Dec-10 12205 20391 17-Dec-10 0.9882 537787-Dec-10 14242 27162 10-Dec-10 0.9853 4335230-Nov-10 24409 29273 3-Dec-10 0.9931 2664323-Nov-10 35839 25642 26-Nov-10 0.9645 2847116-Nov-10 45677 21906 19-Nov-10 0.9866 362029-Nov-10 41915 20649 12-Nov-10 0.9847 476162-Nov-10 39900 24718 5-Nov-10 1.0159 5118026-Oct-10 33001 27912 29-Oct-10 0.9835 5511519-Oct-10 34708 28912 22-Oct-10 0.9828 5918112-Oct-10 39870 31804 15-Oct-10 0.9907 676915-Oct-10 37064 27661 8-Oct-10 0.9850 6903628-Sep-10 26725 28919 1-Oct-10 0.9724 6953321-Sep-10 17858 26847 24-Sep-10 0.9592 6432414-Sep-10 21108 30235 17-Sep-10 0.9363 566697-Sep-10 21363 37431 10-Sep-10 0.9266 5696631-Aug-10 23052 38318 3-Sep-10 0.9166 4380824-Aug-10 28511 32876 27-Aug-10 0.8989 4701717-Aug-10 31467 35898 20-Aug-10 0.8939 5769710-Aug-10 35915 30894 13-Aug-10 0.8929 543703-Aug-10 31058 31308 6-Aug-10 0.9183 4871527-Jul-10 17107 35047 30-Jul-10 0.9042 4053320-Jul-10 16448 43215 23-Jul-10 0.8957 3288613-Jul-10 15501 50172 16-Jul-10 0.8689 234806-Jul-10 18442 56519 9-Jul-10 0.8776 724629-Jun-10 17626 52397 2-Jul-10 0.8416 12854

Page 122: CFTC FX Positioning v3

22-Jun-10 15921 62267 25-Jun-10 0.8741 1180615-Jun-10 13081 61215 18-Jun-10 0.8720 124068-Jun-10 14146 88826 11-Jun-10 0.8503 84351-Jun-10 11809 82263 4-Jun-10 0.8234 1504525-May-10 10962 86041 28-May-10 0.8474 1952318-May-10 10492 87237 21-May-10 0.8318 3838011-May-10 10269 82457 14-May-10 0.8859 491984-May-10 13062 78678 7-May-10 0.8880 5698227-Apr-10 11634 66300 30-Apr-10 0.9243 6606820-Apr-10 14258 63556 23-Apr-10 0.9278 7890413-Apr-10 13390 70781 16-Apr-10 0.9243 806746-Apr-10 14281 73755 9-Apr-10 0.9332 7319830-Mar-10 11965 79038 2-Apr-10 0.9194 6934023-Mar-10 11349 82973 26-Mar-10 0.9041 7433916-Mar-10 11731 75718 19-Mar-10 0.9154 634949-Mar-10 10417 73890 12-Mar-10 0.9152 612852-Mar-10 13862 81411 5-Mar-10 0.9077 4876123-Feb-10 13882 76766 26-Feb-10 0.8954 3899216-Feb-10 13922 70001 19-Feb-10 0.8988 270039-Feb-10 14012 66768 12-Feb-10 0.8878 276062-Feb-10 14611 48579 5-Feb-10 0.8684 3327126-Jan-10 15075 42228 29-Jan-10 0.8838 4531819-Jan-10 21199 41370 22-Jan-10 0.9007 6285112-Jan-10 15182 50649 15-Jan-10 0.9228 593525-Jan-10 18031 51595 8-Jan-10 0.9248 4710829-Dec-09 18480 47955 1-Jan-10 0.8980 3653122-Dec-09 13551 38128 25-Dec-09 0.8842 3242515-Dec-09 13810 37254 18-Dec-09 0.8902 409838-Dec-09 17059 33935 11-Dec-09 0.9127 466821-Dec-09 23468 34131 4-Dec-09 0.9147 4843824-Nov-09 22820 34175 27-Nov-09 0.9063 4356417-Nov-09 29520 36105 20-Nov-09 0.9147 4688810-Nov-09 28677 44534 13-Nov-09 0.9330 474343-Nov-09 25102 44007 6-Nov-09 0.9189 5038327-Oct-09 21736 53167 30-Oct-09 0.8997 5288720-Oct-09 15644 58962 23-Oct-09 0.9224 5399013-Oct-09 9898 75244 16-Oct-09 0.9165 526476-Oct-09 12636 74742 9-Oct-09 0.9038 5016529-Sep-09 16129 63955 2-Oct-09 0.8652 4769822-Sep-09 17821 49416 25-Sep-09 0.8680 5152415-Sep-09 24491 36978 18-Sep-09 0.8675 486018-Sep-09 29336 35296 11-Sep-09 0.8634 483841-Sep-09 23032 40550 4-Sep-09 0.8507 4193625-Aug-09 26449 33466 28-Aug-09 0.8411 4828718-Aug-09 26849 28507 21-Aug-09 0.8348 44120

Page 123: CFTC FX Positioning v3

11-Aug-09 24568 28824 14-Aug-09 0.8329 488464-Aug-09 36683 38911 7-Aug-09 0.8372 4641028-Jul-09 23863 31906 31-Jul-09 0.8359 4349521-Jul-09 27441 33132 24-Jul-09 0.8172 3878814-Jul-09 23263 35917 17-Jul-09 0.8024 255937-Jul-09 26280 35430 10-Jul-09 0.7788 3188630-Jun-09 31038 35139 3-Jul-09 0.7969 3499023-Jun-09 24039 36197 26-Jun-09 0.8079 2936816-Jun-09 23982 32456 19-Jun-09 0.8060 322039-Jun-09 20887 36220 12-Jun-09 0.8124 318832-Jun-09 20137 40297 5-Jun-09 0.7932 3074426-May-09 17724 42529 29-May-09 0.8011 3246919-May-09 16596 42524 22-May-09 0.7827 2929512-May-09 19205 41711 15-May-09 0.7491 282315-May-09 20858 43295 8-May-09 0.7686 2306428-Apr-09 17702 40615 1-May-09 0.7306 1669221-Apr-09 15614 39774 24-Apr-09 0.7232 1725014-Apr-09 12700 39210 17-Apr-09 0.7225 207897-Apr-09 7150 41612 10-Apr-09 0.7196 1811631-Mar-09 8487 39623 3-Apr-09 0.7151 1128724-Mar-09 9352 40098 27-Mar-09 0.6942 841317-Mar-09 7731 40721 20-Mar-09 0.6869 -41910-Mar-09 11420 42100 13-Mar-09 0.6582 -39453-Mar-09 14845 40294 6-Mar-09 0.6405 -278624-Feb-09 10599 38881 27-Feb-09 0.6390 -558317-Feb-09 10591 41161 20-Feb-09 0.6454 -729010-Feb-09 8451 40381 13-Feb-09 0.6568 -58483-Feb-09 8890 42313 6-Feb-09 0.6753 -511927-Jan-09 9697 46691 30-Jan-09 0.6375 -341520-Jan-09 7489 46526 23-Jan-09 0.6539 -611513-Jan-09 10415 44467 16-Jan-09 0.6733 -44766-Jan-09 11365 46049 9-Jan-09 0.7033 59530-Dec-08 9317 45160 2-Jan-09 0.7112 -45223-Dec-08 8817 40447 26-Dec-08 0.6838 -143616-Dec-08 7200 37600 19-Dec-08 0.6802 -41999-Dec-08 5892 43318 12-Dec-08 0.6644 -44522-Dec-08 6199 45424 5-Dec-08 0.6464 -987825-Nov-08 7289 47533 28-Nov-08 0.6553 -862418-Nov-08 5160 47591 21-Nov-08 0.6324 -579011-Nov-08 5967 45805 14-Nov-08 0.6481 -86044-Nov-08 12548 47813 7-Nov-08 0.6741 -551328-Oct-08 18591 51681 31-Oct-08 0.6678 -981921-Oct-08 16095 52796 24-Oct-08 0.6225 -723414-Oct-08 15804 47277 17-Oct-08 0.6890 -69737-Oct-08 20112 55336 10-Oct-08 0.6432 -8347

Page 124: CFTC FX Positioning v3

30-Sep-08 19488 52524 3-Oct-08 0.7741 -1434723-Sep-08 12008 59779 26-Sep-08 0.8310 -1946216-Sep-08 18353 67712 19-Sep-08 0.8341 -170269-Sep-08 16511 64031 12-Sep-08 0.8237 15862-Sep-08 12504 59789 5-Sep-08 0.8159 151126-Aug-08 16211 61320 29-Aug-08 0.8578 137719-Aug-08 14836 58564 22-Aug-08 0.8665 595012-Aug-08 18886 51832 15-Aug-08 0.8662 90535-Aug-08 21707 47582 8-Aug-08 0.8887 1474729-Jul-08 43269 41809 1-Aug-08 0.9292 2891922-Jul-08 48513 45191 25-Jul-08 0.9564 5358815-Jul-08 50345 43922 18-Jul-08 0.9702 560688-Jul-08 31256 39554 11-Jul-08 0.9663 493061-Jul-08 38184 40815 4-Jul-08 0.9635 5140924-Jun-08 24735 37578 27-Jun-08 0.9610 4938217-Jun-08 20534 51782 20-Jun-08 0.9534 3698710-Jun-08 28040 49091 13-Jun-08 0.9389 474973-Jun-08 18580 47608 6-Jun-08 0.9626 5330727-May-08 22471 47359 30-May-08 0.9560 5729220-May-08 22233 47573 23-May-08 0.9592 6130113-May-08 25873 50677 16-May-08 0.9557 574546-May-08 13874 44311 9-May-08 0.9436 6542129-Apr-08 21296 46144 2-May-08 0.9347 5046522-Apr-08 35044 30381 25-Apr-08 0.9334 5849815-Apr-08 28219 44355 18-Apr-08 0.9348 446458-Apr-08 30945 43505 11-Apr-08 0.9279 516891-Apr-08 34114 36874 4-Apr-08 0.9229 3696825-Mar-08 44244 24516 28-Mar-08 0.9175 3562018-Mar-08 49963 20823 21-Mar-08 0.9021 3556511-Mar-08 45149 23920 14-Mar-08 0.9374 316924-Mar-08 38013 22299 7-Mar-08 0.9268 3738626-Feb-08 30642 27005 29-Feb-08 0.9309 3684419-Feb-08 25606 37763 22-Feb-08 0.9241 4042012-Feb-08 26593 40526 15-Feb-08 0.9091 358685-Feb-08 30757 38566 8-Feb-08 0.8956 3289729-Jan-08 38888 33530 1-Feb-08 0.9043 1630922-Jan-08 32239 32968 25-Jan-08 0.8797 560715-Jan-08 32740 32433 18-Jan-08 0.8792 254608-Jan-08 30569 33831 11-Jan-08 0.8909 233961-Jan-08 29132 31941 4-Jan-08 0.8722 1802425-Dec-07 34590 25464 28-Dec-07 0.8763 1354018-Dec-07 32117 20580 21-Dec-07 0.8674 1103711-Dec-07 76851 19853 14-Dec-07 0.8607 329654-Dec-07 50879 19351 7-Dec-07 0.8761 2351927-Nov-07 56430 21368 30-Nov-07 0.8844 25654

Page 125: CFTC FX Positioning v3

20-Nov-07 54350 19965 23-Nov-07 0.8778 3049613-Nov-07 61661 18036 16-Nov-07 0.8929 328286-Nov-07 79840 19514 9-Nov-07 0.9117 5063730-Oct-07 70484 17556 2-Nov-07 0.9233 4602223-Oct-07 62712 17291 26-Oct-07 0.9184 4365316-Oct-07 56067 20363 19-Oct-07 0.8904 555899-Oct-07 54137 23649 12-Oct-07 0.9046 490512-Oct-07 55395 28841 5-Oct-07 0.8975 5463225-Sep-07 47380 22823 28-Sep-07 0.8879 3904218-Sep-07 38917 25524 21-Sep-07 0.8667 2311611-Sep-07 62069 20478 14-Sep-07 0.8420 304474-Sep-07 53176 20602 7-Sep-07 0.8266 2652028-Aug-07 55525 20954 31-Aug-07 0.8186 1195921-Aug-07 48830 19691 24-Aug-07 0.8273 497614-Aug-07 58864 17506 17-Aug-07 0.7977 233207-Aug-07 74315 20182 10-Aug-07 0.8445 3071931-Jul-07 89522 20809 3-Aug-07 0.8548 3577324-Jul-07 107615 24111 27-Jul-07 0.8519 6684317-Jul-07 123452 25086 20-Jul-07 0.8803 6825610-Jul-07 112950 24419 13-Jul-07 0.8712 651583-Jul-07 122379 24206 6-Jul-07 0.8582 5809726-Jun-07 119328 23194 29-Jun-07 0.8494 6697519-Jun-07 92943 21250 22-Jun-07 0.8473 6521312-Jun-07 63644 24227 15-Jun-07 0.8422 733745-Jun-07 85999 24139 8-Jun-07 0.8449 7725629-May-07 69948 22538 1-Jun-07 0.8331 3933822-May-07 56493 21155 25-May-07 0.8180 4730015-May-07 64011 22933 18-May-07 0.8230 751388-May-07 74982 22985 11-May-07 0.8314 736261-May-07 88457 24464 4-May-07 0.8215 6384524-Apr-07 95965 25899 27-Apr-07 0.8299 7647717-Apr-07 83429 23762 20-Apr-07 0.8375 7831710-Apr-07 70095 21678 13-Apr-07 0.8334 743553-Apr-07 73343 17500 6-Apr-07 0.8164 8183127-Mar-07 63269 20691 30-Mar-07 0.8086 8059720-Mar-07 66091 19962 23-Mar-07 0.8050 6316513-Mar-07 49742 29339 16-Mar-07 0.7960 481076-Mar-07 57219 29826 9-Mar-07 0.7801 2701027-Feb-07 88313 20285 2-Mar-07 0.7822 8307520-Feb-07 74776 15623 23-Feb-07 0.7917 6961713-Feb-07 66582 17984 16-Feb-07 0.7871 648686-Feb-07 106463 13735 9-Feb-07 0.7764 6124530-Jan-07 87825 10898 2-Feb-07 0.7750 6420523-Jan-07 109941 15213 26-Jan-07 0.7735 7724816-Jan-07 96664 12346 19-Jan-07 0.7899 66756

Page 126: CFTC FX Positioning v3

9-Jan-07 69319 10666 12-Jan-07 0.7837 498782-Jan-07 79060 13903 5-Jan-07 0.7787 8882326-Dec-06 86236 12392 29-Dec-06 0.7885 8503519-Dec-06 98434 12836 22-Dec-06 0.7835 8890012-Dec-06 103761 24592 15-Dec-06 0.7815 809145-Dec-06 96711 20879 8-Dec-06 0.7856 7531128-Nov-06 101064 20438 1-Dec-06 0.7889 7975821-Nov-06 90136 21047 24-Nov-06 0.7787 6746114-Nov-06 82682 20430 17-Nov-06 0.7690 649507-Nov-06 104189 19909 10-Nov-06 0.7670 8561531-Oct-06 80509 20645 3-Nov-06 0.7701 7135324-Oct-06 56205 19040 27-Oct-06 0.7683 5642417-Oct-06 56447 23142 20-Oct-06 0.7586 3968910-Oct-06 44433 24598 13-Oct-06 0.7511 352503-Oct-06 62700 17754 6-Oct-06 0.7427 2158126-Sep-06 74642 17675 29-Sep-06 0.7461 3008919-Sep-06 60218 17265 22-Sep-06 0.7501 3363212-Sep-06 50259 12678 15-Sep-06 0.7530 245345-Sep-06 63587 9655 8-Sep-06 0.7541 4794629-Aug-06 66676 10551 1-Sep-06 0.7671 3324122-Aug-06 66586 9770 25-Aug-06 0.7572 3007515-Aug-06 74152 10956 18-Aug-06 0.7594 390928-Aug-06 65228 9602 11-Aug-06 0.7665 330571-Aug-06 56297 11294 4-Aug-06 0.7655 3811325-Jul-06 34685 12026 28-Jul-06 0.7675 3339218-Jul-06 28460 11383 21-Jul-06 0.7524 2821511-Jul-06 25268 11519 14-Jul-06 0.7532 169364-Jul-06 22169 10306 7-Jul-06 0.7514 506127-Jun-06 17709 11138 30-Jun-06 0.7421 270620-Jun-06 29010 5608 23-Jun-06 0.7317 -241213-Jun-06 34221 12127 16-Jun-06 0.7381 119526-Jun-06 33771 11485 9-Jun-06 0.7481 1391830-May-06 51965 12268 2-Jun-06 0.7521 2678823-May-06 42928 12370 26-May-06 0.7576 1631016-May-06 39358 15086 19-May-06 0.7582 305859-May-06 41071 15304 12-May-06 0.7729 288542-May-06 34133 15509 5-May-06 0.7725 2177325-Apr-06 35005 22715 28-Apr-06 0.7596 775718-Apr-06 27302 22208 21-Apr-06 0.7443 1116111-Apr-06 16971 22595 14-Apr-06 0.7279 69374-Apr-06 14015 24699 7-Apr-06 0.7262 -585028-Mar-06 12491 18775 31-Mar-06 0.7165 -1333221-Mar-06 13183 18418 24-Mar-06 0.7087 -1132714-Mar-06 10989 25621 17-Mar-06 0.7274 16347-Mar-06 14981 27325 10-Mar-06 0.7318 -2896

Page 127: CFTC FX Positioning v3

28-Feb-06 15055 23244 3-Mar-06 0.7454 137521-Feb-06 14722 34603 24-Feb-06 0.7395 400114-Feb-06 12019 36663 17-Feb-06 0.7395 80517-Feb-06 15492 29554 10-Feb-06 0.7377 2078131-Jan-06 21296 23206 3-Feb-06 0.7489 2925824-Jan-06 22028 19180 27-Jan-06 0.7494 1937617-Jan-06 17411 20714 20-Jan-06 0.7480 2270910-Jan-06 17074 21847 13-Jan-06 0.7552 217343-Jan-06 13026 28047 6-Jan-06 0.7541 711027-Dec-05 9474 21067 30-Dec-05 0.7328 90420-Dec-05 9425 17617 23-Dec-05 0.7290 790913-Dec-05 13586 21442 16-Dec-05 0.7437 202826-Dec-05 15567 41346 9-Dec-05 0.7505 1571229-Nov-05 10936 44023 2-Dec-05 0.7480 574222-Nov-05 9056 42076 25-Nov-05 0.7358 74915-Nov-05 10175 33992 18-Nov-05 0.7333 1938-Nov-05 10489 29859 11-Nov-05 0.7330 40711-Nov-05 9163 23472 4-Nov-05 0.7332 403625-Oct-05 12541 26582 28-Oct-05 0.7493 791418-Oct-05 10591 31641 21-Oct-05 0.7490 1106211-Oct-05 13716 36761 14-Oct-05 0.7523 169284-Oct-05 20074 36934 7-Oct-05 0.7570 2887027-Sep-05 27581 25018 30-Sep-05 0.7620 2294520-Sep-05 24572 13994 23-Sep-05 0.7572 3620113-Sep-05 27410 8935 16-Sep-05 0.7676 332426-Sep-05 25940 14944 9-Sep-05 0.7751 1933330-Aug-05 18388 20599 2-Sep-05 0.7651 1086523-Aug-05 21708 16210 26-Aug-05 0.7561 1187016-Aug-05 20459 18101 19-Aug-05 0.7515 263049-Aug-05 11090 26599 12-Aug-05 0.7719 280182-Aug-05 12377 29356 5-Aug-05 0.7682 1731726-Jul-05 12276 32141 29-Jul-05 0.7566 1734319-Jul-05 11268 36892 22-Jul-05 0.7634 675612-Jul-05 9067 31648 15-Jul-05 0.7494 85565-Jul-05 10990 31404 8-Jul-05 0.7419 857028-Jun-05 8962 28767 1-Jul-05 0.7519 2297421-Jun-05 13979 26898 24-Jun-05 0.7695 3339514-Jun-05 14197 31146 17-Jun-05 0.7780 152597-Jun-05 14668 23243 10-Jun-05 0.7613 1284931-May-05 14346 25417 3-Jun-05 0.7564 592424-May-05 14760 22170 27-May-05 0.7632 1330717-May-05 17615 17181 20-May-05 0.7561 1523510-May-05 25907 5809 13-May-05 0.7615 308263-May-05 25845 5967 6-May-05 0.7753 2936526-Apr-05 29282 5571 29-Apr-05 0.7813 27294

Page 128: CFTC FX Positioning v3

19-Apr-05 33817 7019 22-Apr-05 0.7813 1832312-Apr-05 26824 6453 15-Apr-05 0.7683 254235-Apr-05 21540 6056 8-Apr-05 0.7718 2108629-Mar-05 18587 6713 1-Apr-05 0.7713 2662422-Mar-05 31332 4677 25-Mar-05 0.7715 5499115-Mar-05 42006 4182 18-Mar-05 0.7950 541418-Mar-05 46451 5324 11-Mar-05 0.7931 519531-Mar-05 38182 4663 4-Mar-05 0.7908 5537922-Feb-05 29369 4213 25-Feb-05 0.7865 4597015-Feb-05 26973 4734 18-Feb-05 0.7884 366998-Feb-05 15190 5081 11-Feb-05 0.7861 275991-Feb-05 19591 2898 4-Feb-05 0.7704 3578425-Jan-05 18616 2626 28-Jan-05 0.7750 3090318-Jan-05 21007 2292 21-Jan-05 0.7694 2721511-Jan-05 22756 1364 14-Jan-05 0.7591 259774-Jan-05 24458 11935 7-Jan-05 0.7575 3061328-Dec-04 33131 12980 31-Dec-04 0.7803 3025721-Dec-04 37492 2710 24-Dec-04 0.7689 2900414-Dec-04 41235 2449 17-Dec-04 0.7623 295617-Dec-04 39467 5882 10-Dec-04 0.7514 3424330-Nov-04 44296 11521 3-Dec-04 0.7817 3097423-Nov-04 47600 13995 26-Nov-04 0.7907 3062916-Nov-04 42409 14760 19-Nov-04 0.7838 346039-Nov-04 40588 17242 12-Nov-04 0.7694 323902-Nov-04 29594 16252 5-Nov-04 0.7628 2899026-Oct-04 24758 15233 29-Oct-04 0.7484 2853019-Oct-04 14932 16633 22-Oct-04 0.7403 22509

Page 129: CFTC FX Positioning v3
Page 130: CFTC FX Positioning v3
Page 131: CFTC FX Positioning v3
Page 132: CFTC FX Positioning v3
Page 133: CFTC FX Positioning v3
Page 134: CFTC FX Positioning v3
Page 135: CFTC FX Positioning v3
Page 136: CFTC FX Positioning v3
Page 137: CFTC FX Positioning v3
Page 138: CFTC FX Positioning v3
Page 139: CFTC FX Positioning v3
Page 140: CFTC FX Positioning v3
Page 141: CFTC FX Positioning v3

%tile %tile All MM %tile Net Longs / OI IMM6ANCL Index IMM6ANCS Index### #NAME? #NAME? 26-Nov-13 #NAME?

13 #NAME? #NAME? -50 19-Nov-13 17585 5334712 #NAME? 23 -47 12-Nov-13 20484 5629317 #NAME? 29 -36 5-Nov-13 22357 4742417 #NAME? 30 -32 29-Oct-13 25041 4823917 #NAME? 30 -33 22-Oct-13 22882 4499314 #NAME? 25 -48 15-Oct-13 17656 4989315 #NAME? 28 -43 8-Oct-13 17221 4362514 #NAME? 27 -49 1-Oct-13 14928 4373213 #NAME? 23 -46 24-Sep-13 20049 5486813 #NAME? 27 -31 17-Sep-13 29805 57165

9 #NAME? 9 -78 10-Sep-13 8464 684962 #NAME? 3 -72 3-Sep-13 13655 851612 #NAME? 3 -71 27-Aug-13 14662 857796 #NAME? 8 -70 20-Aug-13 13676 768596 #NAME? 8 -71 13-Aug-13 12625 753461 #NAME? 0 -70 6-Aug-13 16566 933451 #NAME? 0 -65 30-Jul-13 19527 921002 #NAME? 4 -65 23-Jul-13 17344 813261 #NAME? 0 -65 16-Jul-13 19222 899083 #NAME? 4 -60 9-Jul-13 20955 842101 #NAME? 0 -62 2-Jul-13 21521 920362 #NAME? 1 -59 25-Jun-13 21403 830471 #NAME? 0 -52 18-Jun-13 28769 922901 #NAME? 0 -56 11-Jun-13 24482 877591 #NAME? 0 -47 4-Jun-13 32853 914032 #NAME? 6 -33 28-May-13 42213 845203 #NAME? 12 -24 21-May-13 50036 824453 #NAME? 24 -10 14-May-13 61654 751046 #NAME? 37 6 7-May-13 61501 54871

26 #NAME? 53 23 30-Apr-13 81303 5106926 #NAME? 53 23 23-Apr-13 82715 5145849 #NAME? 68 37 16-Apr-13 98834 4565984 #NAME? 84 50 9-Apr-13 117540 3966191 #NAME? 87 45 2-Apr-13 135540 5156993 #NAME? 88 43 26-Mar-13 141086 5557152 #NAME? 68 37 19-Mar-13 100998 4694317 #NAME? 48 18 12-Mar-13 77746 54480

6 #NAME? 38 6 5-Mar-13 61315 5416618 #NAME? 50 19 26-Feb-13 79140 5344534 #NAME? 62 33 19-Feb-13 87921 4394051 #NAME? 68 37 12-Feb-13 99758 4564491 #NAME? 85 49 5-Feb-13 122609 4166993 #NAME? 88 52 29-Jan-13 124520 39224

Page 142: CFTC FX Positioning v3

98 #NAME? 96 51 22-Jan-13 143776 4676596 #NAME? 91 48 15-Jan-13 137090 4803392 #NAME? 85 49 8-Jan-13 122343 4202892 #NAME? 85 51 1-Jan-13 117354 3783287 #NAME? 82 48 25-Dec-12 116141 4070899 #NAME? 96 51 18-Dec-12 144966 4747099 #NAME? 100 59 11-Dec-12 139540 3616499 #NAME? 100 51 4-Dec-12 136218 4398991 #NAME? 90 46 27-Nov-12 122186 4538074 #NAME? 82 45 20-Nov-12 104617 3990680 #NAME? 84 47 13-Nov-12 105833 3768767 #NAME? 78 44 6-Nov-12 98037 3772054 #NAME? 73 40 30-Oct-12 91030 3894040 #NAME? 68 38 23-Oct-12 83602 3795132 #NAME? 63 33 16-Oct-12 77802 3935833 #NAME? 64 34 9-Oct-12 78524 3871073 #NAME? 81 48 2-Oct-12 98600 3485798 #NAME? 99 60 25-Sep-12 119144 2958283 #NAME? 85 42 18-Sep-12 117009 4776382 #NAME? 84 46 11-Sep-12 107537 3927873 #NAME? 80 39 4-Sep-12 111869 4943093 #NAME? 91 46 28-Aug-12 124137 4606598 #NAME? 97 52 21-Aug-12 127500 4061881 #NAME? 83 44 14-Aug-12 109875 4319660 #NAME? 73 39 7-Aug-12 94635 4174130 #NAME? 62 30 31-Jul-12 79895 4266020 #NAME? 55 25 24-Jul-12 66740 4029711 #NAME? 46 16 17-Jul-12 50981 3705013 #NAME? 49 21 10-Jul-12 54718 35653

7 #NAME? 43 10 3-Jul-12 50125 407774 #NAME? 34 -3 26-Jun-12 40023 421823 #NAME? 34 -4 19-Jun-12 41121 445791 #NAME? 4 -52 12-Jun-12 21189 666481 #NAME? 0 -67 5-Jun-12 12579 637511 #NAME? 0 -55 29-May-12 14788 503151 #NAME? 0 -22 22-May-12 29999 468971 #NAME? 0 5 15-May-12 51066 46332

11 #NAME? 23 21 8-May-12 72145 4704159 #NAME? 55 42 1-May-12 88649 3636941 #NAME? 48 40 24-Apr-12 80597 3455651 #NAME? 50 41 17-Apr-12 83830 3540934 #NAME? 40 33 10-Apr-12 79806 4037755 #NAME? 51 40 3-Apr-12 85990 3667171 #NAME? 63 48 27-Mar-12 91615 3204141 #NAME? 47 30 20-Mar-12 97025 51834

Page 143: CFTC FX Positioning v3

82 #NAME? 72 51 13-Mar-12 98469 3171375 #NAME? 66 47 6-Mar-12 96358 3463894 #NAME? 85 61 28-Feb-12 103665 2546492 #NAME? 81 68 21-Feb-12 92233 1753391 #NAME? 80 65 14-Feb-12 93866 2012592 #NAME? 82 66 7-Feb-12 94332 1923794 #NAME? 85 67 31-Jan-12 97471 1942789 #NAME? 77 62 24-Jan-12 90943 2145770 #NAME? 61 48 17-Jan-12 83346 2904069 #NAME? 61 52 10-Jan-12 78721 2519550 #NAME? 54 50 3-Jan-12 70268 2373136 #NAME? 41 37 27-Dec-11 60302 2766525 #NAME? 34 33 20-Dec-11 52047 2630538 #NAME? 42 40 13-Dec-11 60132 2570333 #NAME? 38 38 6-Dec-11 53653 2382916 #NAME? 20 22 29-Nov-11 34307 2176520 #NAME? 26 26 22-Nov-11 43450 2549025 #NAME? 32 27 15-Nov-11 57352 3302228 #NAME? 35 26 8-Nov-11 64485 3746927 #NAME? 34 29 1-Nov-11 56797 3093125 #NAME? 31 34 25-Oct-11 45831 2276024 #NAME? 28 33 18-Oct-11 41395 2104218 #NAME? 20 17 11-Oct-11 37196 2644321 #NAME? 23 22 4-Oct-11 35937 2302617 #NAME? 15 10 27-Sep-11 29422 2425526 #NAME? 33 42 20-Sep-11 39049 1595441 #NAME? 46 59 13-Sep-11 50014 1308057 #NAME? 57 63 6-Sep-11 62247 1420655 #NAME? 57 65 30-Aug-11 60605 1303648 #NAME? 53 75 23-Aug-11 50917 734335 #NAME? 39 56 16-Aug-11 41286 1156334 #NAME? 41 55 9-Aug-11 40840 1182494 #NAME? 86 71 2-Aug-11 91352 1575497 #NAME? 91 79 26-Jul-11 92174 1073695 #NAME? 88 76 19-Jul-11 90221 1242688 #NAME? 79 71 12-Jul-11 81258 1363584 #NAME? 75 63 5-Jul-11 82079 1874354 #NAME? 60 66 28-Jun-11 58957 1206074 #NAME? 67 69 21-Jun-11 66796 1222589 #NAME? 79 74 14-Jun-11 79616 1194687 #NAME? 77 71 7-Jun-11 78547 1334281 #NAME? 72 71 31-May-11 72030 1201571 #NAME? 66 73 24-May-11 63002 995967 #NAME? 64 71 17-May-11 61179 1026082 #NAME? 72 71 10-May-11 72871 12550

Page 144: CFTC FX Positioning v3

94 #NAME? 84 73 3-May-11 87326 1390597 #NAME? 91 84 26-Apr-11 88675 780898 #NAME? 95 87 19-Apr-11 91589 662899 #NAME? 100 87 12-Apr-11 97153 650299 #NAME? 100 84 5-Apr-11 99390 845299 #NAME? 100 87 29-Mar-11 91791 622672 #NAME? 71 77 22-Mar-11 59626 789261 #NAME? 67 74 15-Mar-11 56352 840198 #NAME? 93 84 8-Mar-11 80756 706196 #NAME? 91 81 1-Mar-11 80398 854593 #NAME? 85 83 22-Feb-11 72726 666293 #NAME? 85 86 15-Feb-11 70847 533397 #NAME? 91 72 8-Feb-11 85741 1376288 #NAME? 79 73 1-Feb-11 71144 1106759 #NAME? 65 62 25-Jan-11 59185 1372779 #NAME? 73 72 18-Jan-11 63811 1030379 #NAME? 73 70 11-Jan-11 64837 1134091 #NAME? 82 71 4-Jan-11 75056 1254392 #NAME? 84 72 28-Dec-10 76857 1254190 #NAME? 80 76 21-Dec-10 69875 932582 #NAME? 73 75 14-Dec-10 62670 889259 #NAME? 63 68 7-Dec-10 53550 1019837 #NAME? 46 42 30-Nov-10 44794 1815139 #NAME? 48 44 23-Nov-10 46935 1846451 #NAME? 56 53 16-Nov-10 52462 1626068 #NAME? 67 61 9-Nov-10 62983 1536777 #NAME? 71 62 2-Nov-10 66821 1564184 #NAME? 74 69 26-Oct-10 67433 1231889 #NAME? 79 70 19-Oct-10 71661 1248095 #NAME? 87 74 12-Oct-10 79697 1200696 #NAME? 88 73 5-Oct-10 81871 1283597 #NAME? 89 75 28-Sep-10 81419 1188695 #NAME? 84 70 21-Sep-10 77944 1362088 #NAME? 76 62 14-Sep-10 74076 1740789 #NAME? 76 69 7-Sep-10 69700 1273464 #NAME? 63 68 31-Aug-10 54261 1045369 #NAME? 66 67 24-Aug-10 58462 1144591 #NAME? 77 68 17-Aug-10 71020 1332387 #NAME? 74 66 10-Aug-10 68353 1398376 #NAME? 68 65 3-Aug-10 62096 1338163 #NAME? 60 65 27-Jul-10 51282 1074951 #NAME? 52 57 20-Jul-10 45253 1236737 #NAME? 43 50 13-Jul-10 35209 1172922 #NAME? 27 16 6-Jul-10 25885 1863927 #NAME? 32 30 29-Jun-10 28105 15251

Page 145: CFTC FX Positioning v3

25 #NAME? 31 25 22-Jun-10 29809 1800325 #NAME? 32 29 15-Jun-10 27729 1532322 #NAME? 28 17 8-Jun-10 29746 2131126 #NAME? 34 26 1-Jun-10 37021 2197629 #NAME? 39 33 25-May-10 39367 1984454 #NAME? 58 61 18-May-10 50564 1218473 #NAME? 69 78 11-May-10 56155 695784 #NAME? 76 72 4-May-10 68196 1121492 #NAME? 85 78 27-Apr-10 75357 928999 #NAME? 98 83 20-Apr-10 87169 826599 #NAME? 100 84 13-Apr-10 88635 796194 #NAME? 96 77 6-Apr-10 84060 1086294 #NAME? 92 77 30-Mar-10 79698 1035895 #NAME? 97 79 23-Mar-10 84248 990989 #NAME? 86 76 16-Mar-10 73747 1025387 #NAME? 83 78 9-Mar-10 69885 860072 #NAME? 71 70 2-Mar-10 59106 1034556 #NAME? 60 60 23-Feb-10 51882 1289035 #NAME? 48 45 16-Feb-10 43315 1631236 #NAME? 46 45 9-Feb-10 44346 1674047 #NAME? 52 56 2-Feb-10 46531 1326060 #NAME? 64 59 26-Jan-10 61097 1577985 #NAME? 81 68 19-Jan-10 77331 1448084 #NAME? 78 68 12-Jan-10 73240 1388863 #NAME? 65 61 5-Jan-10 62114 1500650 #NAME? 55 52 29-Dec-09 53603 1707244 #NAME? 51 50 22-Dec-09 48769 1634454 #NAME? 59 60 15-Dec-09 54757 1377460 #NAME? 65 85 8-Dec-09 50719 403765 #NAME? 66 78 1-Dec-09 55415 697756 #NAME? 61 68 24-Nov-09 53743 1017959 #NAME? 65 63 17-Nov-09 60635 1374760 #NAME? 62 77 10-Nov-09 54402 696867 #NAME? 65 82 3-Nov-09 55825 544271 #NAME? 67 81 27-Oct-09 59128 624172 #NAME? 68 76 20-Oct-09 62429 843971 #NAME? 67 78 13-Oct-09 59930 728368 #NAME? 64 76 6-Oct-09 58029 786462 #NAME? 62 75 29-Sep-09 55700 800270 #NAME? 66 73 22-Sep-09 61001 947765 #NAME? 63 72 15-Sep-09 58173 957265 #NAME? 63 79 8-Sep-09 54829 644558 #NAME? 57 68 1-Sep-09 51967 1003165 #NAME? 63 77 25-Aug-09 55340 705361 #NAME? 59 74 18-Aug-09 51792 7672

Page 146: CFTC FX Positioning v3

66 #NAME? 63 74 11-Aug-09 57276 843063 #NAME? 61 70 4-Aug-09 56300 989061 #NAME? 58 68 28-Jul-09 53877 1038258 #NAME? 54 61 21-Jul-09 51052 1226435 #NAME? 42 43 14-Jul-09 42301 1670846 #NAME? 47 56 7-Jul-09 44542 1265652 #NAME? 50 61 30-Jun-09 46348 1135841 #NAME? 45 59 23-Jun-09 39780 1041247 #NAME? 48 64 16-Jun-09 41233 903047 #NAME? 47 64 9-Jun-09 40966 908346 #NAME? 46 58 2-Jun-09 42095 1135148 #NAME? 48 64 26-May-09 41658 918944 #NAME? 45 62 19-May-09 38275 898042 #NAME? 44 56 12-May-09 39484 1125335 #NAME? 39 51 5-May-09 34186 1112230 #NAME? 33 48 28-Apr-09 25748 905632 #NAME? 34 50 21-Apr-09 25840 859034 #NAME? 37 49 14-Apr-09 31641 1085234 #NAME? 35 46 7-Apr-09 28880 1076428 #NAME? 28 30 31-Mar-09 24594 1330726 #NAME? 26 23 24-Mar-09 22254 1384119 #NAME? 18 -1 17-Mar-09 14926 1534515 #NAME? 14 -14 10-Mar-09 11649 1559417 #NAME? 15 -10 3-Mar-09 12386 1517211 #NAME? 13 -22 24-Feb-09 9908 15491

7 #NAME? 11 -26 17-Feb-09 10183 174739 #NAME? 13 -24 10-Feb-09 9507 15355

11 #NAME? 13 -17 3-Feb-09 12195 1731413 #NAME? 15 -12 27-Jan-09 12591 16006

8 #NAME? 12 -22 20-Jan-09 10971 1708610 #NAME? 14 -18 13-Jan-09 10310 1478614 #NAME? 19 2 6-Jan-09 12656 1206113 #NAME? 18 -2 30-Dec-08 11209 1166113 #NAME? 17 -6 23-Dec-08 10581 1201711 #NAME? 14 -26 16-Dec-08 5922 1012110 #NAME? 14 -26 9-Dec-08 6463 10915

4 #NAME? 9 -45 2-Dec-08 6121 159994 #NAME? 10 -40 25-Nov-08 6524 151488 #NAME? 13 -30 18-Nov-08 6661 124514 #NAME? 10 -37 11-Nov-08 7314 159187 #NAME? 13 -21 4-Nov-08 10623 161364 #NAME? 9 -36 28-Oct-08 8762 185814 #NAME? 11 -35 21-Oct-08 6711 139454 #NAME? 12 -32 14-Oct-08 7511 144844 #NAME? 10 -31 7-Oct-08 9501 17848

Page 147: CFTC FX Positioning v3

2 #NAME? 5 -44 30-Sep-08 9103 234501 #NAME? 0 -56 23-Sep-08 7759 272211 #NAME? 0 -50 16-Sep-08 8575 256018 #NAME? 15 3 9-Sep-08 31792 302067 #NAME? 15 2 2-Sep-08 33552 320416 #NAME? 14 2 26-Aug-08 31820 30443

12 #NAME? 19 11 19-Aug-08 31016 2506616 #NAME? 22 20 12-Aug-08 27714 1866122 #NAME? 27 28 5-Aug-08 33288 1854141 #NAME? 41 55 29-Jul-08 40755 1183672 #NAME? 65 66 22-Jul-08 67105 1351774 #NAME? 68 68 15-Jul-08 69126 1305868 #NAME? 61 70 8-Jul-08 59766 1046072 #NAME? 63 73 1-Jul-08 60912 950370 #NAME? 61 76 24-Jun-08 57267 788560 #NAME? 49 77 17-Jun-08 42536 554968 #NAME? 60 70 10-Jun-08 57536 1003973 #NAME? 65 72 3-Jun-08 63673 1036675 #NAME? 69 74 27-May-08 67200 990879 #NAME? 73 73 20-May-08 72418 1111777 #NAME? 69 70 13-May-08 69793 1233984 #NAME? 77 76 6-May-08 75627 1020674 #NAME? 62 72 29-Apr-08 60245 978079 #NAME? 70 71 22-Apr-08 70348 1185071 #NAME? 57 63 15-Apr-08 57536 1289176 #NAME? 64 76 8-Apr-08 59685 799667 #NAME? 49 82 1-Apr-08 41035 406764 #NAME? 48 79 25-Mar-08 40242 462263 #NAME? 48 78 18-Mar-08 40625 506056 #NAME? 44 49 11-Mar-08 47880 1618865 #NAME? 50 50 4-Mar-08 55808 1842265 #NAME? 49 48 26-Feb-08 57201 2035768 #NAME? 53 53 19-Feb-08 58464 1804463 #NAME? 48 50 12-Feb-08 53483 1761558 #NAME? 45 57 5-Feb-08 45325 1242827 #NAME? 29 39 29-Jan-08 29037 1272811 #NAME? 19 13 22-Jan-08 23779 1817242 #NAME? 38 45 15-Jan-08 40712 1525239 #NAME? 36 48 8-Jan-08 35947 1255130 #NAME? 31 50 1-Jan-08 26901 887723 #NAME? 26 39 25-Dec-07 24100 1056018 #NAME? 24 40 18-Dec-07 19365 832858 #NAME? 45 84 11-Dec-07 36148 318337 #NAME? 36 61 4-Dec-07 31152 763339 #NAME? 38 74 27-Nov-07 30147 4493

Page 148: CFTC FX Positioning v3

52 #NAME? 43 76 20-Nov-07 35304 480856 #NAME? 45 73 13-Nov-07 38876 604873 #NAME? 63 73 6-Nov-07 59911 927470 #NAME? 58 72 30-Oct-07 54852 883070 #NAME? 56 73 23-Oct-07 51672 801977 #NAME? 67 75 16-Oct-07 64754 9165

#NAME? 61 67 9-Oct-07 61054 12003#NAME? 66 69 2-Oct-07 66857 12225#NAME? 51 72 25-Sep-07 46504 7462#NAME? 36 50 18-Sep-07 34512 11396#NAME? 43 62 11-Sep-07 39919 9472#NAME? 39 58 4-Sep-07 36282 9762#NAME? 25 35 28-Aug-07 23209 11250#NAME? 18 11 21-Aug-07 24197 19221#NAME? 36 38 14-Aug-07 42572 19252#NAME? 43 41 7-Aug-07 52971 22252#NAME? 48 49 31-Jul-07 54254 18481#NAME? 78 79 24-Jul-07 75651 8808#NAME? 80 78 17-Jul-07 78022 9766#NAME? 77 87 10-Jul-07 69945 4787#NAME? 70 74 3-Jul-07 68053 9956#NAME? 79 84 26-Jun-07 73314 6339#NAME? 77 77 19-Jun-07 75187 9974#NAME? 85 68 12-Jun-07 90443 17069#NAME? 89 83 5-Jun-07 85106 7850#NAME? 52 47 29-May-07 61546 22208#NAME? 59 55 22-May-07 66861 19561#NAME? 87 81 15-May-07 83700 8562#NAME? 85 82 8-May-07 81980 8354#NAME? 75 78 1-May-07 72663 8818#NAME? 88 81 24-Apr-07 85191 8714#NAME? 90 79 17-Apr-07 88724 10407#NAME? 86 86 10-Apr-07 80577 6222#NAME? 93 87 3-Apr-07 87803 5972#NAME? 92 84 27-Mar-07 88508 7911#NAME? 75 79 20-Mar-07 71585 8420#NAME? 60 84 13-Mar-07 52719 4612#NAME? 39 42 6-Mar-07 45971 18961#NAME? 94 81 27-Feb-07 92669 9594#NAME? 81 83 20-Feb-07 76535 6918#NAME? 76 86 13-Feb-07 69996 5128#NAME? 73 76 6-Feb-07 70813 9568#NAME? 76 84 30-Jan-07 70120 5915#NAME? 89 80 23-Jan-07 86840 9592#NAME? 78 83 16-Jan-07 73505 6749

Page 149: CFTC FX Positioning v3

#NAME? 62 67 9-Jan-07 61978 12100#NAME? 100 84 2-Jan-07 97410 8587#NAME? 96 86 26-Dec-06 92051 7016#NAME? 100 87 19-Dec-06 95543 6643#NAME? 95 78 12-Dec-06 92025 11111#NAME? 90 74 5-Dec-06 88467 13156#NAME? 94 79 28-Nov-06 90263 10505#NAME? 82 81 21-Nov-06 75236 7775#NAME? 79 83 14-Nov-06 71619 6669#NAME? 100 84 7-Nov-06 94014 8399#NAME? 100 83 31-Oct-06 78430 7077#NAME? 100 84 24-Oct-06 61738 5314#NAME? 77 68 17-Oct-06 49027 9338#NAME? 71 67 10-Oct-06 43831 8581#NAME? 51 52 3-Oct-06 31493 9912#NAME? 63 78 26-Sep-06 34442 4353#NAME? 68 76 19-Sep-06 39055 5423#NAME? 55 91 12-Sep-06 25739 1205#NAME? 89 93 5-Sep-06 49725 1779#NAME? 68 94 29-Aug-06 34383 1142#NAME? 63 91 22-Aug-06 31584 1509#NAME? 76 84 15-Aug-06 42751 3659#NAME? 68 83 8-Aug-06 36364 3307#NAME? 75 90 1-Aug-06 40195 2082#NAME? 68 82 25-Jul-06 37046 3654#NAME? 60 85 18-Jul-06 30614 2399#NAME? 44 63 11-Jul-06 21901 4965#NAME? 27 17 4-Jul-06 17141 12080#NAME? 23 11 27-Jun-06 14220 11514#NAME? 16 -9 20-Jun-06 11753 14165#NAME? 37 34 13-Jun-06 23302 11350#NAME? 40 41 6-Jun-06 24106 10188#NAME? 58 66 30-May-06 33720 6932#NAME? 43 40 23-May-06 28453 12143#NAME? 64 72 16-May-06 36522 5937#NAME? 61 71 9-May-06 34685 5831#NAME? 51 66 2-May-06 27297 5524#NAME? 31 20 25-Apr-06 23684 15927#NAME? 36 37 18-Apr-06 20597 9436#NAME? 29 18 11-Apr-06 23254 16317#NAME? 11 -12 4-Apr-06 21629 27479#NAME? 0 -26 28-Mar-06 18522 31854#NAME? 0 -23 21-Mar-06 19065 30392#NAME? 8 5 14-Mar-06 16571 14937#NAME? 0 -8 7-Mar-06 16803 19699

Page 150: CFTC FX Positioning v3

#NAME? 2 4 28-Feb-06 16175 14800#NAME? 7 11 21-Feb-06 19649 15648#NAME? 14 22 14-Feb-06 22669 14618#NAME? 37 50 7-Feb-06 31309 10528#NAME? 53 61 31-Jan-06 38523 9265#NAME? 35 48 24-Jan-06 29898 10522#NAME? 41 72 17-Jan-06 27102 4393#NAME? 39 69 10-Jan-06 26703 4969#NAME? 13 20 3-Jan-06 21116 14006#NAME? 1 3 27-Dec-05 13691 12787#NAME? 14 38 20-Dec-05 14497 6588#NAME? 36 74 13-Dec-05 23890 3608#NAME? 28 52 6-Dec-05 23052 7340#NAME? 10 16 29-Nov-05 21190 15448#NAME? 1 2 22-Nov-05 19690 18941#NAME? 0 1 15-Nov-05 18367 18174#NAME? 0 13 8-Nov-05 17183 13112#NAME? 0 16 1-Nov-05 14623 10587#NAME? 4 34 25-Oct-05 15562 7648#NAME? 10 40 18-Oct-05 19393 8331#NAME? 22 82 11-Oct-05 18844 1916#NAME? 46 96 4-Oct-05 29452 582#NAME? 34 95 27-Sep-05 23527 582#NAME? 61 100 20-Sep-05 36201 0#NAME? 55 85 13-Sep-05 36285 3043#NAME? 27 87 6-Sep-05 20798 1465#NAME? 10 62 30-Aug-05 14142 3277#NAME? 12 68 23-Aug-05 14661 2791#NAME? 41 94 16-Aug-05 27090 786#NAME? 45 87 9-Aug-05 30047 2029#NAME? 23 73 2-Aug-05 20549 3232#NAME? 23 72 26-Jul-05 20643 3300#NAME? 2 26 19-Jul-05 16209 9453#NAME? 5 31 12-Jul-05 17868 9312#NAME? 5 35 5-Jul-05 16534 7964#NAME? 34 89 28-Jun-05 24447 1473#NAME? 56 84 21-Jun-05 36466 3071#NAME? 19 62 14-Jun-05 19846 4587#NAME? 14 71 7-Jun-05 15528 2679#NAME? 0 25 31-May-05 15019 9095#NAME? 0 44 24-May-05 21939 8632#NAME? 0 46 17-May-05 24221 8986#NAME? 34 74 10-May-05 36178 5352#NAME? 30 76 3-May-05 33987 4622#NAME? 24 67 26-Apr-05 33986 6692

Page 151: CFTC FX Positioning v3

#NAME? 0 57 19-Apr-05 25245 6922#NAME? 13 67 12-Apr-05 31709 6286#NAME? 0 68 5-Apr-05 26134 5048#NAME? 13 76 29-Mar-05 30819 4195#NAME? 99 87 22-Mar-05 58973 3982#NAME? 96 89 15-Mar-05 57410 3269#NAME? 90 87 8-Mar-05 55816 3863#NAME? 100 97 1-Mar-05 56250 871#NAME? 100 85 22-Feb-05 49918 3948#NAME? 100 70 15-Feb-05 44618 7919#NAME? 38 62 8-Feb-05 36050 8451#NAME? 100 87 1-Feb-05 38430 2646#NAME? 69 94 25-Jan-05 31905 1002#NAME? 39 96 18-Jan-05 27749 534#NAME? 29 96 11-Jan-05 26494 517#NAME? 67 90 4-Jan-05 32283 1670#NAME? 64 100 28-Dec-04 30330 73#NAME? 54 100 21-Dec-04 29069 65#NAME? 58 100 14-Dec-04 29627 66#NAME? 97 92 7-Dec-04 35652 1409#NAME? 70 87 30-Nov-04 33361 2387#NAME? 67 86 23-Nov-04 33214 2585#NAME? 100 87 16-Nov-04 37285 2682#NAME? 100 87 9-Nov-04 34824 2434#NAME? 100 89 2-Nov-04 30737 1747#NAME? 100 87 26-Oct-04 30579 2049#NAME? #DIV/0! 83 19-Oct-04 24842 2333

Page 152: CFTC FX Positioning v3
Page 153: CFTC FX Positioning v3
Page 154: CFTC FX Positioning v3
Page 155: CFTC FX Positioning v3
Page 156: CFTC FX Positioning v3
Page 157: CFTC FX Positioning v3
Page 158: CFTC FX Positioning v3
Page 159: CFTC FX Positioning v3
Page 160: CFTC FX Positioning v3
Page 161: CFTC FX Positioning v3
Page 162: CFTC FX Positioning v3
Page 163: CFTC FX Positioning v3
Page 164: CFTC FX Positioning v3

NZD NZD Curncy Net Longs %tile %tile All MM %tile Net Longs / OI29-Nov-13 0.8127 #NAME? ### #NAME? #NAME? 26-Nov-1322-Nov-13 0.8195 12476 51 #NAME? #NAME? 49 19-Nov-1315-Nov-13 0.8338 10366 43 #NAME? 44 45 12-Nov-138-Nov-13 0.8254 9708 40 #NAME? 42 40 5-Nov-131-Nov-13 0.8268 10625 43 #NAME? 44 43 29-Oct-1325-Oct-13 0.8280 13114 53 #NAME? 51 44 22-Oct-1318-Oct-13 0.8502 12668 51 #NAME? 50 49 15-Oct-1311-Oct-13 0.8322 10766 44 #NAME? 45 42 8-Oct-134-Oct-13 0.8317 10891 45 #NAME? 45 44 1-Oct-1327-Sep-13 0.8273 8055 33 #NAME? 37 35 24-Sep-1320-Sep-13 0.8368 5657 25 #NAME? 31 29 17-Sep-1313-Sep-13 0.8131 -601 9 #NAME? 14 -4 10-Sep-136-Sep-13 0.8000 -797 8 #NAME? 13 -6 3-Sep-1330-Aug-13 0.7727 252 11 #NAME? 16 2 27-Aug-1323-Aug-13 0.7802 2390 13 #NAME? 22 14 20-Aug-1316-Aug-13 0.8103 197 9 #NAME? 16 2 13-Aug-139-Aug-13 0.8038 -1539 5 #NAME? 11 -14 6-Aug-132-Aug-13 0.7838 -520 8 #NAME? 14 -4 30-Jul-1326-Jul-13 0.8086 -1846 4 #NAME? 10 -17 23-Jul-1319-Jul-13 0.7921 -2744 3 #NAME? 8 -25 16-Jul-1312-Jul-13 0.7778 -1008 6 #NAME? 12 -9 9-Jul-135-Jul-13 0.7709 -1174 5 #NAME? 12 -10 2-Jul-1328-Jun-13 0.7738 -711 5 #NAME? 13 -6 25-Jun-1321-Jun-13 0.7750 2126 8 #NAME? 21 14 18-Jun-1314-Jun-13 0.8050 2653 11 #NAME? 23 17 11-Jun-137-Jun-13 0.7892 6013 20 #NAME? 32 35 4-Jun-1331-May-13 0.7946 14011 52 #NAME? 54 55 28-May-1324-May-13 0.8096 17782 70 #NAME? 64 59 21-May-1317-May-13 0.8065 23216 91 #NAME? 79 62 14-May-1310-May-13 0.8302 28536 98 #NAME? 94 61 7-May-133-May-13 0.8533 29050 99 #NAME? 95 61 30-Apr-1326-Apr-13 0.8480 27705 99 #NAME? 91 57 23-Apr-1319-Apr-13 0.8419 30808 99 #NAME? 100 63 16-Apr-1312-Apr-13 0.8589 25150 99 #NAME? 100 55 9-Apr-135-Apr-13 0.8432 18387 77 #NAME? 79 41 2-Apr-1329-Mar-13 0.8371 16916 72 #NAME? 74 43 26-Mar-1322-Mar-13 0.8358 12477 49 #NAME? 60 36 19-Mar-1315-Mar-13 0.8273 19350 84 #NAME? 82 66 12-Mar-138-Mar-13 0.8222 19044 82 #NAME? 81 67 5-Mar-131-Mar-13 0.8252 20297 87 #NAME? 85 76 26-Feb-1322-Feb-13 0.8382 24693 99 #NAME? 100 78 19-Feb-1315-Feb-13 0.8451 21338 90 #NAME? 89 75 12-Feb-138-Feb-13 0.8357 22700 94 #NAME? 94 76 5-Feb-131-Feb-13 0.8449 21816 92 #NAME? 91 69 29-Jan-13

Page 165: CFTC FX Positioning v3

25-Jan-13 0.8373 23532 97 #NAME? 96 69 22-Jan-1318-Jan-13 0.8368 22262 95 #NAME? 92 59 15-Jan-1311-Jan-13 0.8363 19220 89 #NAME? 82 56 8-Jan-134-Jan-13 0.8317 17082 79 #NAME? 75 49 1-Jan-1328-Dec-12 0.8198 14739 65 #NAME? 67 37 25-Dec-1221-Dec-12 0.8227 14230 64 #NAME? 66 29 18-Dec-1214-Dec-12 0.8463 24600 99 #NAME? 100 71 11-Dec-127-Dec-12 0.8324 21088 93 #NAME? 89 83 4-Dec-1230-Nov-12 0.8204 18710 87 #NAME? 82 76 27-Nov-1223-Nov-12 0.8237 17858 84 #NAME? 79 71 20-Nov-1216-Nov-12 0.8127 19194 89 #NAME? 83 68 13-Nov-129-Nov-12 0.8140 19388 91 #NAME? 84 66 6-Nov-122-Nov-12 0.8252 16745 80 #NAME? 75 67 30-Oct-1226-Oct-12 0.8229 16349 77 #NAME? 74 66 23-Oct-1219-Oct-12 0.8157 16284 75 #NAME? 73 65 16-Oct-1212-Oct-12 0.8165 16710 79 #NAME? 75 66 9-Oct-125-Oct-12 0.8180 21381 94 #NAME? 90 73 2-Oct-1228-Sep-12 0.8301 19965 92 #NAME? 86 74 25-Sep-1221-Sep-12 0.8291 16605 79 #NAME? 74 69 18-Sep-1214-Sep-12 0.8290 10032 48 #NAME? 52 58 11-Sep-127-Sep-12 0.8125 11401 54 #NAME? 57 63 4-Sep-1231-Aug-12 0.8034 14229 67 #NAME? 66 64 28-Aug-1224-Aug-12 0.8112 16372 75 #NAME? 74 70 21-Aug-1217-Aug-12 0.8076 15247 70 #NAME? 70 72 14-Aug-1210-Aug-12 0.8133 14588 67 #NAME? 68 69 7-Aug-123-Aug-12 0.8189 10347 49 #NAME? 53 61 31-Jul-1227-Jul-12 0.8097 7779 34 #NAME? 45 50 24-Jul-1220-Jul-12 0.7997 6939 28 #NAME? 42 46 17-Jul-1213-Jul-12 0.7959 5591 24 #NAME? 37 32 10-Jul-126-Jul-12 0.7977 4320 17 #NAME? 33 28 3-Jul-1229-Jun-12 0.8013 576 7 #NAME? 21 5 26-Jun-1222-Jun-12 0.7906 -2213 3 #NAME? 11 -24 19-Jun-1215-Jun-12 0.7881 -3885 2 #NAME? 6 -23 12-Jun-128-Jun-12 0.7703 -5530 1 #NAME? 0 -30 5-Jun-121-Jun-12 0.7545 -5208 1 #NAME? 0 -31 29-May-1225-May-12 0.7540 -1509 2 #NAME? 5 -8 22-May-1218-May-12 0.7562 2597 8 #NAME? 20 17 15-May-1211-May-12 0.7827 6224 20 #NAME? 33 36 8-May-124-May-12 0.7955 8025 30 #NAME? 40 49 1-May-1227-Apr-12 0.8225 9486 39 #NAME? 46 51 24-Apr-1220-Apr-12 0.8185 11939 49 #NAME? 55 54 17-Apr-1213-Apr-12 0.8228 7170 27 #NAME? 37 30 10-Apr-126-Apr-12 0.8196 5846 23 #NAME? 32 25 3-Apr-1230-Mar-12 0.8187 3984 15 #NAME? 25 17 27-Mar-1223-Mar-12 0.8182 4210 15 #NAME? 26 17 20-Mar-12

Page 166: CFTC FX Positioning v3

16-Mar-12 0.8245 13223 57 #NAME? 59 52 13-Mar-129-Mar-12 0.8214 16788 73 #NAME? 73 56 6-Mar-122-Mar-12 0.8291 22114 95 #NAME? 92 69 28-Feb-1224-Feb-12 0.8360 24211 99 #NAME? 100 70 21-Feb-1217-Feb-12 0.8323 23870 99 #NAME? 99 69 14-Feb-1210-Feb-12 0.8266 23335 98 #NAME? 97 71 7-Feb-123-Feb-12 0.8354 14797 65 #NAME? 65 41 31-Jan-1227-Jan-12 0.8248 12932 60 #NAME? 63 47 24-Jan-1220-Jan-12 0.8063 9455 45 #NAME? 54 41 17-Jan-1213-Jan-12 0.7947 5029 23 #NAME? 41 31 10-Jan-126-Jan-12 0.7806 2436 15 #NAME? 32 18 3-Jan-1230-Dec-11 0.7772 1405 14 #NAME? 29 12 27-Dec-1123-Dec-11 0.7744 612 13 #NAME? 27 6 20-Dec-1116-Dec-11 0.7618 5383 25 #NAME? 42 32 13-Dec-119-Dec-11 0.7755 3857 22 #NAME? 37 22 6-Dec-112-Dec-11 0.7773 3718 22 #NAME? 36 20 29-Nov-1125-Nov-11 0.7405 7916 37 #NAME? 50 46 22-Nov-1118-Nov-11 0.7565 10614 49 #NAME? 58 59 15-Nov-1111-Nov-11 0.7853 11550 54 #NAME? 61 66 8-Nov-114-Nov-11 0.7938 10655 50 #NAME? 58 66 1-Nov-1128-Oct-11 0.8210 9219 45 #NAME? 54 53 25-Oct-1121-Oct-11 0.8031 8225 42 #NAME? 50 49 18-Oct-1114-Oct-11 0.8053 6838 35 #NAME? 46 39 11-Oct-117-Oct-11 0.7701 5566 32 #NAME? 42 27 4-Oct-1130-Sep-11 0.7614 9591 48 #NAME? 55 50 27-Sep-1123-Sep-11 0.7766 13565 62 #NAME? 67 70 20-Sep-1116-Sep-11 0.8291 17664 82 #NAME? 80 84 13-Sep-119-Sep-11 0.8221 17670 84 #NAME? 80 85 6-Sep-112-Sep-11 0.8481 16565 76 #NAME? 76 86 30-Aug-1126-Aug-11 0.8407 16876 78 #NAME? 77 88 23-Aug-1119-Aug-11 0.8182 18417 89 #NAME? 82 92 16-Aug-1112-Aug-11 0.8322 20427 96 #NAME? 88 90 9-Aug-115-Aug-11 0.8433 24126 99 #NAME? 100 88 2-Aug-1129-Jul-11 0.8793 23291 99 #NAME? 100 86 26-Jul-1122-Jul-11 0.8645 21438 98 #NAME? 94 85 19-Jul-1115-Jul-11 0.8454 19584 98 #NAME? 88 76 12-Jul-118-Jul-11 0.8379 18986 96 #NAME? 86 72 5-Jul-111-Jul-11 0.8273 18364 92 #NAME? 84 70 28-Jun-1124-Jun-11 0.8118 18849 96 #NAME? 85 70 21-Jun-1117-Jun-11 0.8128 19218 98 #NAME? 87 69 14-Jun-1110-Jun-11 0.8214 16004 81 #NAME? 76 51 7-Jun-113-Jun-11 0.8157 15724 80 #NAME? 75 50 31-May-1127-May-11 0.8192 13876 74 #NAME? 70 43 24-May-1120-May-11 0.7960 12624 70 #NAME? 66 39 17-May-1113-May-11 0.7874 13714 74 #NAME? 69 43 10-May-11

Page 167: CFTC FX Positioning v3

6-May-11 0.7907 12800 72 #NAME? 66 40 3-May-1129-Apr-11 0.8099 11457 67 #NAME? 62 43 26-Apr-1122-Apr-11 0.8017 9339 60 #NAME? 55 36 19-Apr-1115-Apr-11 0.7995 6336 48 #NAME? 46 29 12-Apr-118-Apr-11 0.7828 2695 31 #NAME? 34 15 5-Apr-111-Apr-11 0.7677 239 25 #NAME? 26 2 29-Mar-1125-Mar-11 0.7534 -1482 17 #NAME? 21 -11 22-Mar-1118-Mar-11 0.7311 -2809 11 #NAME? 16 -16 15-Mar-1111-Mar-11 0.7427 4346 35 #NAME? 39 19 8-Mar-114-Mar-11 0.7383 7411 49 #NAME? 49 32 1-Mar-1125-Feb-11 0.7516 8101 52 #NAME? 51 34 22-Feb-1118-Feb-11 0.7616 9810 60 #NAME? 57 37 15-Feb-1111-Feb-11 0.7606 10857 63 #NAME? 60 35 8-Feb-114-Feb-11 0.7701 10270 60 #NAME? 58 34 1-Feb-1128-Jan-11 0.7736 8627 54 #NAME? 53 30 25-Jan-1121-Jan-11 0.7591 11247 62 #NAME? 61 36 18-Jan-1114-Jan-11 0.7661 9620 58 #NAME? 56 30 11-Jan-117-Jan-11 0.7598 10731 61 #NAME? 60 34 4-Jan-1131-Dec-10 0.7802 8115 53 #NAME? 51 28 28-Dec-1024-Dec-10 0.7492 7366 48 #NAME? 49 26 21-Dec-1017-Dec-10 0.7362 12521 64 #NAME? 65 42 14-Dec-1010-Dec-10 0.7483 18261 93 #NAME? 84 71 7-Dec-103-Dec-10 0.7660 18445 94 #NAME? 84 67 30-Nov-1026-Nov-10 0.7499 21069 98 #NAME? 92 68 23-Nov-1019-Nov-10 0.7787 23445 99 #NAME? 100 68 16-Nov-1012-Nov-10 0.7733 22250 99 #NAME? 100 70 9-Nov-105-Nov-10 0.7955 19148 99 #NAME? 100 69 2-Nov-1029-Oct-10 0.7665 15871 84 #NAME? 88 58 26-Oct-1022-Oct-10 0.7468 15331 80 #NAME? 86 56 19-Oct-1015-Oct-10 0.7562 16573 86 #NAME? 91 64 12-Oct-108-Oct-10 0.7557 16334 85 #NAME? 90 62 5-Oct-101-Oct-10 0.7445 17270 88 #NAME? 94 67 28-Sep-1024-Sep-10 0.7340 18408 94 #NAME? 98 69 21-Sep-1017-Sep-10 0.7257 16839 87 #NAME? 92 65 14-Sep-1010-Sep-10 0.7285 9377 56 #NAME? 64 47 7-Sep-103-Sep-10 0.7207 6957 48 #NAME? 54 40 31-Aug-1027-Aug-10 0.7109 10683 61 #NAME? 61 56 24-Aug-1020-Aug-10 0.7067 12139 67 #NAME? 66 53 17-Aug-1013-Aug-10 0.7059 12544 68 #NAME? 68 49 10-Aug-106-Aug-10 0.7335 15059 80 #NAME? 76 59 3-Aug-1030-Jul-10 0.7260 13674 74 #NAME? 71 59 27-Jul-1023-Jul-10 0.7273 8973 57 #NAME? 56 45 20-Jul-1016-Jul-10 0.7107 5452 41 #NAME? 44 27 13-Jul-109-Jul-10 0.7108 2577 28 #NAME? 35 19 6-Jul-102-Jul-10 0.6884 2486 27 #NAME? 34 17 29-Jun-10

Page 168: CFTC FX Positioning v3

25-Jun-10 0.7140 822 24 #NAME? 29 7 22-Jun-1018-Jun-10 0.7069 -2129 13 #NAME? 19 -20 15-Jun-1011-Jun-10 0.6901 -869 20 #NAME? 23 -7 8-Jun-104-Jun-10 0.6707 2204 25 #NAME? 28 17 1-Jun-1028-May-10 0.6790 7662 47 #NAME? 44 51 25-May-1021-May-10 0.6786 12553 63 #NAME? 57 60 18-May-1014-May-10 0.7072 16892 82 #NAME? 69 70 11-May-107-May-10 0.7144 14976 73 #NAME? 64 65 4-May-1030-Apr-10 0.7270 12909 64 #NAME? 58 58 27-Apr-1023-Apr-10 0.7173 8752 50 #NAME? 47 43 20-Apr-1016-Apr-10 0.7085 7151 45 #NAME? 42 35 13-Apr-109-Apr-10 0.7162 5503 38 #NAME? 38 27 6-Apr-102-Apr-10 0.7060 5806 38 #NAME? 38 29 30-Mar-1026-Mar-10 0.7040 5489 37 #NAME? 38 25 23-Mar-1019-Mar-10 0.7082 2809 25 #NAME? 30 14 16-Mar-1012-Mar-10 0.7018 3247 27 #NAME? 31 16 9-Mar-105-Mar-10 0.6969 5112 34 #NAME? 37 23 2-Mar-1026-Feb-10 0.6982 6392 38 #NAME? 40 28 23-Feb-1019-Feb-10 0.6995 7435 41 #NAME? 43 34 16-Feb-1012-Feb-10 0.6975 4723 32 #NAME? 35 20 9-Feb-105-Feb-10 0.6895 5383 34 #NAME? 37 21 2-Feb-1029-Jan-10 0.7010 8471 43 #NAME? 46 36 26-Jan-1022-Jan-10 0.7097 16356 76 #NAME? 68 58 19-Jan-1015-Jan-10 0.7379 15683 73 #NAME? 66 58 12-Jan-108-Jan-10 0.7366 12973 58 #NAME? 58 56 5-Jan-101-Jan-10 0.7231 8805 43 #NAME? 47 46 29-Dec-0925-Dec-09 0.7059 9746 46 #NAME? 49 47 22-Dec-0918-Dec-09 0.7115 9452 44 #NAME? 49 50 15-Dec-0911-Dec-09 0.7251 7795 40 #NAME? 44 45 8-Dec-094-Dec-09 0.7164 8103 41 #NAME? 45 42 1-Dec-0927-Nov-09 0.7111 11584 51 #NAME? 55 62 24-Nov-0920-Nov-09 0.7242 12674 53 #NAME? 58 68 17-Nov-0913-Nov-09 0.7435 11255 49 #NAME? 54 62 10-Nov-096-Nov-09 0.7251 13316 55 #NAME? 59 73 3-Nov-0930-Oct-09 0.7181 15028 67 #NAME? 64 74 27-Oct-0923-Oct-09 0.7545 17158 77 #NAME? 70 78 20-Oct-0916-Oct-09 0.7408 17630 80 #NAME? 71 83 13-Oct-099-Oct-09 0.7343 18093 83 #NAME? 73 86 6-Oct-092-Oct-09 0.7160 17503 79 #NAME? 71 85 29-Sep-0925-Sep-09 0.7192 18645 86 #NAME? 74 88 22-Sep-0918-Sep-09 0.7093 18995 89 #NAME? 75 89 15-Sep-0911-Sep-09 0.7074 18123 85 #NAME? 73 91 8-Sep-094-Sep-09 0.6874 17664 84 #NAME? 72 90 1-Sep-0928-Aug-09 0.6841 18649 87 #NAME? 74 89 25-Aug-0921-Aug-09 0.6830 17436 82 #NAME? 71 89 18-Aug-09

Page 169: CFTC FX Positioning v3

14-Aug-09 0.6783 18811 88 #NAME? 75 90 11-Aug-097-Aug-09 0.6721 18200 87 #NAME? 73 92 4-Aug-0931-Jul-09 0.6618 17567 85 #NAME? 71 95 28-Jul-0924-Jul-09 0.6558 16183 82 #NAME? 67 91 21-Jul-0917-Jul-09 0.6447 14969 75 #NAME? 64 88 14-Jul-0910-Jul-09 0.6276 15357 78 #NAME? 65 88 7-Jul-093-Jul-09 0.6298 17683 #NAME? 72 90 30-Jun-0926-Jun-09 0.6455 16956 #NAME? 70 89 23-Jun-0919-Jun-09 0.6426 15460 #NAME? 65 90 16-Jun-0912-Jun-09 0.6431 14773 76 #NAME? 64 89 9-Jun-095-Jun-09 0.6264 14132 72 #NAME? 62 86 2-Jun-0929-May-09 0.6405 12532 63 #NAME? 57 88 26-May-0922-May-09 0.6201 6819 42 #NAME? 41 77 19-May-0915-May-09 0.5852 6258 39 #NAME? 40 80 12-May-098-May-09 0.6038 3809 33 #NAME? 33 69 5-May-091-May-09 0.5698 3648 32 #NAME? 32 60 28-Apr-0924-Apr-09 0.5724 3505 31 #NAME? 32 63 21-Apr-0917-Apr-09 0.5680 4360 32 #NAME? 34 69 14-Apr-0910-Apr-09 0.5835 2968 29 #NAME? 31 52 7-Apr-093-Apr-09 0.5857 -939 20 #NAME? 20 -12 31-Mar-0927-Mar-09 0.5707 -2885 10 #NAME? 14 -30 24-Mar-0920-Mar-09 0.5587 -6080 2 #NAME? 5 -51 17-Mar-0913-Mar-09 0.5251 -7979 1 #NAME? 0 -65 10-Mar-096-Mar-09 0.5025 -6768 1 #NAME? 0 -61 3-Mar-0927-Feb-09 0.5008 -5930 1 #NAME? 0 -58 24-Feb-0920-Feb-09 0.5116 -4582 3 #NAME? 4 -50 17-Feb-0913-Feb-09 0.5229 -4339 4 #NAME? 5 -50 10-Feb-096-Feb-09 0.5316 -5978 1 #NAME? 0 -65 3-Feb-0930-Jan-09 0.5089 -4297 3 #NAME? 1 -54 27-Jan-0923-Jan-09 0.5286 -1937 8 #NAME? 9 -32 20-Jan-0916-Jan-09 0.5467 -193 16 #NAME? 14 -3 13-Jan-099-Jan-09 0.5928 248 16 #NAME? 15 4 6-Jan-092-Jan-09 0.5861 -1009 12 #NAME? 12 -18 30-Dec-0826-Dec-08 0.5756 -1200 12 #NAME? 11 -23 23-Dec-0819-Dec-08 0.5745 -1535 #NAME? 10 -27 16-Dec-0812-Dec-08 0.5475 -2293 7 #NAME? 8 -34 9-Dec-085-Dec-08 0.5333 -2562 5 #NAME? 7 -36 2-Dec-0828-Nov-08 0.5490 -2378 #NAME? 7 -33 25-Nov-0821-Nov-08 0.5359 -1641 #NAME? 10 -24 18-Nov-0814-Nov-08 0.5538 -1366 #NAME? 10 -19 11-Nov-087-Nov-08 0.5923 -932 #NAME? 12 -14 4-Nov-0831-Oct-08 0.5827 -2447 #NAME? 7 -30 28-Oct-0824-Oct-08 0.5565 -4171 #NAME? 2 -47 21-Oct-0817-Oct-08 0.6119 -4560 2 #NAME? 1 -49 14-Oct-0810-Oct-08 0.5946 -4478 2 #NAME? 1 -33 7-Oct-08

Page 170: CFTC FX Positioning v3

3-Oct-08 0.6617 -4781 #NAME? 0 -34 30-Sep-0826-Sep-08 0.6860 -4586 #NAME? 0 -34 23-Sep-0819-Sep-08 0.6891 -3900 #NAME? 0 -20 16-Sep-0812-Sep-08 0.6681 -2950 1 #NAME? 0 -14 9-Sep-085-Sep-08 0.6686 -1814 1 #NAME? 0 -9 2-Sep-0829-Aug-08 0.7005 -463 3 #NAME? 3 -2 26-Aug-0822-Aug-08 0.7088 -597 #NAME? 3 -3 19-Aug-0815-Aug-08 0.7062 -1451 1 #NAME? 0 -6 12-Aug-088-Aug-08 0.7043 -1381 #NAME? 0 -6 5-Aug-081-Aug-08 0.7274 1584 #NAME? 9 7 29-Jul-0825-Jul-08 0.7417 4984 #NAME? 21 23 22-Jul-0818-Jul-08 0.7612 5327 #NAME? 22 24 15-Jul-0811-Jul-08 0.7614 2141 #NAME? 11 10 8-Jul-084-Jul-08 0.7590 3166 #NAME? 14 15 1-Jul-0827-Jun-08 0.7609 2650 #NAME? 12 13 24-Jun-0820-Jun-08 0.7611 1566 #NAME? 9 8 17-Jun-0813-Jun-08 0.7496 3200 #NAME? 14 16 10-Jun-086-Jun-08 0.7673 6328 #NAME? 25 29 3-Jun-0830-May-08 0.7830 4964 #NAME? 21 24 27-May-0823-May-08 0.7850 4541 #NAME? 19 23 20-May-0816-May-08 0.7742 3444 #NAME? 15 18 13-May-089-May-08 0.7694 6337 #NAME? 25 38 6-May-082-May-08 0.7802 5489 #NAME? 22 34 29-Apr-0825-Apr-08 0.7819 7894 #NAME? 31 45 22-Apr-0818-Apr-08 0.7900 6594 #NAME? 26 38 15-Apr-0811-Apr-08 0.7932 8372 #NAME? 32 51 8-Apr-084-Apr-08 0.7894 7454 34 #NAME? 29 47 1-Apr-0828-Mar-08 0.7974 9451 38 #NAME? 36 61 25-Mar-0821-Mar-08 0.7919 10378 #NAME? 39 67 18-Mar-0814-Mar-08 0.8134 12396 #NAME? 46 86 11-Mar-087-Mar-08 0.7937 13631 62 #NAME? 51 83 4-Mar-0829-Feb-08 0.7988 15533 #NAME? 57 85 26-Feb-0822-Feb-08 0.8087 15127 #NAME? 56 82 19-Feb-0815-Feb-08 0.7903 15979 #NAME? 59 86 12-Feb-088-Feb-08 0.7885 14789 #NAME? 55 84 5-Feb-081-Feb-08 0.7949 10722 #NAME? 41 66 29-Jan-0825-Jan-08 0.7680 11455 #NAME? 43 66 22-Jan-0818-Jan-08 0.7600 15749 #NAME? 58 87 15-Jan-0811-Jan-08 0.7826 13503 #NAME? 50 83 8-Jan-084-Jan-08 0.7662 13965 #NAME? 52 75 1-Jan-0828-Dec-07 0.7748 12247 #NAME? 46 77 25-Dec-0721-Dec-07 0.7635 9626 #NAME? 37 62 18-Dec-0714-Dec-07 0.7652 11341 #NAME? 43 68 11-Dec-077-Dec-07 0.7768 10999 52 #NAME? 41 64 4-Dec-0730-Nov-07 0.7643 6859 36 #NAME? 27 42 27-Nov-07

Page 171: CFTC FX Positioning v3

23-Nov-07 0.7588 7054 38 #NAME? 28 41 20-Nov-0716-Nov-07 0.7576 10423 51 #NAME? 39 51 13-Nov-079-Nov-07 0.7641 13381 63 #NAME? 50 60 6-Nov-072-Nov-07 0.7655 14668 71 #NAME? 54 62 30-Oct-0726-Oct-07 0.7662 19451 86 #NAME? 71 69 23-Oct-0719-Oct-07 0.7476 22385 90 #NAME? 81 78 16-Oct-0712-Oct-07 0.7767 21085 #NAME? 77 77 9-Oct-075-Oct-07 0.7610 18494 #NAME? 68 79 2-Oct-0728-Sep-07 0.7579 12722 #NAME? 47 67 25-Sep-0721-Sep-07 0.7444 11172 #NAME? 42 63 18-Sep-0714-Sep-07 0.7131 9674 #NAME? 37 53 11-Sep-077-Sep-07 0.6912 6343 #NAME? 25 41 4-Sep-0731-Aug-07 0.7017 3825 #NAME? 17 29 28-Aug-0724-Aug-07 0.7215 8885 #NAME? 34 59 21-Aug-0717-Aug-07 0.6977 14037 #NAME? 52 75 14-Aug-0710-Aug-07 0.7454 16660 #NAME? 61 88 7-Aug-073-Aug-07 0.7605 14264 #NAME? 53 86 31-Jul-0727-Jul-07 0.7653 27844 #NAME? 100 86 24-Jul-0720-Jul-07 0.7974 24386 #NAME? 93 86 17-Jul-0713-Jul-07 0.7872 23250 #NAME? 88 84 10-Jul-076-Jul-07 0.7823 22894 #NAME? 87 81 3-Jul-0729-Jun-07 0.7727 23874 #NAME? 91 81 26-Jun-0722-Jun-07 0.7640 24316 #NAME? 92 85 19-Jun-0715-Jun-07 0.7551 26396 #NAME? 100 89 12-Jun-078-Jun-07 0.7637 19918 #NAME? 87 89 5-Jun-071-Jun-07 0.7451 14911 #NAME? 66 90 29-May-0725-May-07 0.7258 15807 #NAME? 70 91 22-May-0718-May-07 0.7307 19239 #NAME? 84 92 15-May-0711-May-07 0.7339 15255 #NAME? 67 87 8-May-074-May-07 0.7365 17523 #NAME? 77 87 1-May-0727-Apr-07 0.7420 21103 #NAME? 92 86 24-Apr-0720-Apr-07 0.7478 23097 #NAME? 100 91 17-Apr-0713-Apr-07 0.7376 20067 #NAME? 89 91 10-Apr-076-Apr-07 0.7205 22525 #NAME? 99 93 3-Apr-0730-Mar-07 0.7144 22788 #NAME? 100 92 27-Mar-0723-Mar-07 0.7111 18856 #NAME? 100 91 20-Mar-0716-Mar-07 0.6972 14762 #NAME? 81 96 13-Mar-079-Mar-07 0.6906 14289 #NAME? 79 98 6-Mar-072-Mar-07 0.6882 16506 #NAME? 90 97 27-Feb-0723-Feb-07 0.7066 15868 #NAME? 87 96 20-Feb-0716-Feb-07 0.6975 12473 #NAME? 70 94 13-Feb-079-Feb-07 0.6835 10121 #NAME? 57 91 6-Feb-072-Feb-07 0.6814 8121 #NAME? 47 86 30-Jan-0726-Jan-07 0.6966 10195 #NAME? 58 80 23-Jan-0719-Jan-07 0.6956 13401 #NAME? 74 91 16-Jan-07

Page 172: CFTC FX Positioning v3

12-Jan-07 0.6906 14618 #NAME? 81 92 9-Jan-075-Jan-07 0.6861 18352 #NAME? 100 93 2-Jan-0729-Dec-06 0.7039 17589 #NAME? 98 92 26-Dec-0622-Dec-06 0.7005 17889 #NAME? 100 88 19-Dec-0615-Dec-06 0.6899 16567 #NAME? 100 91 12-Dec-068-Dec-06 0.6870 14470 #NAME? 95 88 5-Dec-061-Dec-06 0.6883 12923 #NAME? 86 89 28-Nov-0624-Nov-06 0.6720 12846 #NAME? 85 93 21-Nov-0617-Nov-06 0.6650 10295 #NAME? 69 92 14-Nov-0610-Nov-06 0.6660 13919 #NAME? 92 94 7-Nov-063-Nov-06 0.6698 12257 #NAME? 82 83 31-Oct-0627-Oct-06 0.6629 15235 #NAME? 100 86 24-Oct-0620-Oct-06 0.6684 13802 #NAME? 100 84 17-Oct-0613-Oct-06 0.6573 10109 #NAME? 78 77 10-Oct-066-Oct-06 0.6585 7775 #NAME? 61 86 3-Oct-0629-Sep-06 0.6529 12673 #NAME? 96 93 26-Sep-0622-Sep-06 0.6618 12882 #NAME? 97 93 19-Sep-0615-Sep-06 0.6624 9511 #NAME? 74 95 12-Sep-068-Sep-06 0.6375 11043 #NAME? 84 97 5-Sep-061-Sep-06 0.6561 10516 #NAME? 81 97 29-Aug-0625-Aug-06 0.6367 11491 #NAME? 88 95 22-Aug-0618-Aug-06 0.6394 13262 #NAME? 100 97 15-Aug-0611-Aug-06 0.6334 6945 #NAME? 86 58 8-Aug-064-Aug-06 0.6251 8203 #NAME? 100 60 1-Aug-0628-Jul-06 0.6177 5445 #NAME? 73 43 25-Jul-0621-Jul-06 0.6239 3568 #NAME? 52 33 18-Jul-0614-Jul-06 0.6205 -943 #NAME? 0 -10 11-Jul-067-Jul-06 0.6109 4-Jul-0630-Jun-06 0.6081 27-Jun-0623-Jun-06 0.6079 20-Jun-0616-Jun-06 0.6175 2313 #NAME? 26 20 13-Jun-069-Jun-06 0.6333 2158 #NAME? 24 19 6-Jun-062-Jun-06 0.6305 2828 #NAME? 33 23 30-May-0626-May-06 0.6345 7267 #NAME? 93 94 23-May-0619-May-06 0.6203 7366 #NAME? 94 88 16-May-0612-May-06 0.6279 6886 #NAME? 88 90 9-May-065-May-06 0.6415 6203 #NAME? 79 91 2-May-0628-Apr-06 0.6386 4808 #NAME? 60 73 25-Apr-0621-Apr-06 0.6331 4472 #NAME? 55 74 18-Apr-0614-Apr-06 0.6184 2336 #NAME? 26 48 11-Apr-067-Apr-06 0.6082 388 #NAME? 0 7 4-Apr-0631-Mar-06 0.6157 899 #NAME? 0 16 28-Mar-0624-Mar-06 0.6084 1737 #NAME? 0 31 21-Mar-0617-Mar-06 0.6349 2603 #NAME? 0 43 14-Mar-0610-Mar-06 0.6414 2846 #NAME? 0 48 7-Mar-06

Page 173: CFTC FX Positioning v3

3-Mar-06 0.6655 2900 #NAME? 0 51 28-Feb-0624-Feb-06 0.6628 3623 #NAME? 10 55 21-Feb-0617-Feb-06 0.6685 4011 #NAME? 18 77 14-Feb-0610-Feb-06 0.6786 4101 #NAME? 20 29 7-Feb-063-Feb-06 0.6879 3774 #NAME? 13 25 31-Jan-0627-Jan-06 0.6813 3849 #NAME? 15 25 24-Jan-0620-Jan-06 0.6793 4827 #NAME? 36 30 17-Jan-0613-Jan-06 0.6987 3744 #NAME? 12 28 10-Jan-066-Jan-06 0.6915 4837 #NAME? 36 42 3-Jan-0630-Dec-05 0.6837 4441 #NAME? 27 54 27-Dec-0523-Dec-05 0.6740 20-Dec-0516-Dec-05 0.6907 6007 #NAME? 61 76 13-Dec-059-Dec-05 0.7036 6711 #NAME? 77 79 6-Dec-052-Dec-05 0.7128 29-Nov-0525-Nov-05 0.6966 22-Nov-0518-Nov-05 0.6874 15-Nov-0511-Nov-05 0.6870 8-Nov-054-Nov-05 0.6831 1-Nov-0528-Oct-05 0.7035 25-Oct-0521-Oct-05 0.6999 5700 #NAME? 55 85 18-Oct-0514-Oct-05 0.6967 5084 #NAME? 41 83 11-Oct-057-Oct-05 0.6956 4-Oct-0530-Sep-05 0.6914 27-Sep-0523-Sep-05 0.6880 20-Sep-0516-Sep-05 0.7047 5465 #NAME? 50 100 13-Sep-059-Sep-05 0.7078 5251 #NAME? 45 100 6-Sep-052-Sep-05 0.7065 4877 #NAME? 37 100 30-Aug-0526-Aug-05 0.6951 23-Aug-0519-Aug-05 0.6944 4581 #NAME? 30 100 16-Aug-0512-Aug-05 0.7077 9-Aug-055-Aug-05 0.6898 2-Aug-0529-Jul-05 0.6806 26-Jul-0522-Jul-05 0.6856 19-Jul-0515-Jul-05 0.6743 12-Jul-058-Jul-05 0.6733 5-Jul-051-Jul-05 0.6840 28-Jun-0524-Jun-05 0.7054 21-Jun-0517-Jun-05 0.7171 14-Jun-0510-Jun-05 0.7060 7-Jun-053-Jun-05 0.7001 31-May-0527-May-05 0.7156 24-May-0520-May-05 0.7092 17-May-0513-May-05 0.7118 10-May-056-May-05 0.7333 3-May-0529-Apr-05 0.7316 26-Apr-05

Page 174: CFTC FX Positioning v3

22-Apr-05 0.7312 19-Apr-0515-Apr-05 0.7161 12-Apr-058-Apr-05 0.7169 5352 #NAME? 47 79 5-Apr-051-Apr-05 0.7089 5392 #NAME? 48 79 29-Mar-0525-Mar-05 0.7140 22-Mar-0518-Mar-05 0.7448 15-Mar-0511-Mar-05 0.7397 5933 #NAME? 60 100 8-Mar-054-Mar-05 0.7329 1-Mar-0525-Feb-05 0.7235 22-Feb-0518-Feb-05 0.7230 15-Feb-0511-Feb-05 0.7140 8-Feb-054-Feb-05 0.7102 1-Feb-0528-Jan-05 0.7126 25-Jan-0521-Jan-05 0.7143 18-Jan-0514-Jan-05 0.6993 11-Jan-057-Jan-05 0.6926 4-Jan-0531-Dec-04 0.7182 28-Dec-0424-Dec-04 0.7172 21-Dec-0417-Dec-04 0.7138 14-Dec-0410-Dec-04 0.7037 3181 #NAME? 0 61 7-Dec-043-Dec-04 0.7207 7198 #NAME? 73 78 30-Nov-0426-Nov-04 0.7160 7776 #NAME? 100 89 23-Nov-0419-Nov-04 0.7087 7785 #NAME? 100 88 16-Nov-0412-Nov-04 0.6937 7027 #NAME? 74 84 9-Nov-045-Nov-04 0.6945 6978 #NAME? 71 82 2-Nov-0429-Oct-04 0.6840 7518 #NAME? 100 97 26-Oct-0422-Oct-04 0.6960 5649 #NAME? #DIV/0! 100 19-Oct-04

Page 175: CFTC FX Positioning v3
Page 176: CFTC FX Positioning v3
Page 177: CFTC FX Positioning v3
Page 178: CFTC FX Positioning v3
Page 179: CFTC FX Positioning v3
Page 180: CFTC FX Positioning v3
Page 181: CFTC FX Positioning v3
Page 182: CFTC FX Positioning v3
Page 183: CFTC FX Positioning v3
Page 184: CFTC FX Positioning v3
Page 185: CFTC FX Positioning v3
Page 186: CFTC FX Positioning v3
Page 187: CFTC FX Positioning v3

IMM6ZNCL Index IMM6ZNCS Index CAD CAD Curncy Net Longs %tile %tile All MM %tile#NAME? 29-Nov-13 1.0614 #NAME? ### #NAME?

18940 6464 22-Nov-13 1.0514 -16335 26 #NAME? #NAME?16814 6448 15-Nov-13 1.0439 -16092 27 #NAME? 3216937 7229 8-Nov-13 1.0479 -18002 23 #NAME? 3117705 7080 1-Nov-13 1.0420 -15237 27 #NAME? 3221349 8235 25-Oct-13 1.0448 -5364 35 #NAME? 3819379 6711 18-Oct-13 1.0286 -10814 29 #NAME? 3518343 7577 11-Oct-13 1.0349 -8663 32 #NAME? 3617706 6815 4-Oct-13 1.0294 -955 35 #NAME? 4015470 7415 27-Sep-13 1.0306 -5675 32 #NAME? 3712463 6806 20-Sep-13 1.0304 -18764 23 #NAME? 30

8068 8669 13-Sep-13 1.0351 -30942 11 #NAME? 246384 7181 6-Sep-13 1.0405 -34639 9 #NAME? 227463 7211 30-Aug-13 1.0537 -24959 13 #NAME? 279760 7370 23-Aug-13 1.0496 -9544 28 #NAME? 356632 6435 16-Aug-13 1.0336 -9081 28 #NAME? 364595 6134 9-Aug-13 1.0289 -10436 27 #NAME? 355593 6113 2-Aug-13 1.0392 -11434 26 #NAME? 344517 6363 26-Jul-13 1.0278 -16758 22 #NAME? 314224 6968 19-Jul-13 1.0368 -20043 19 #NAME? 305390 6398 12-Jul-13 1.0395 -23829 15 #NAME? 285288 6462 5-Jul-13 1.0582 -16250 21 #NAME? 325377 6088 28-Jun-13 1.0519 -10638 23 #NAME? 358469 6343 21-Jun-13 1.0457 -26087 13 #NAME? 278940 6287 14-Jun-13 1.0170 -35907 8 #NAME? 21

11700 5687 7-Jun-13 1.0197 -39776 8 #NAME? 1919666 5655 31-May-13 1.0375 -33359 8 #NAME? 2323978 6196 24-May-13 1.0318 -33852 8 #NAME? 2230436 7220 17-May-13 1.0281 -44417 7 #NAME? 1737775 9239 10-May-13 1.0100 -51916 6 #NAME? 1338184 9134 3-May-13 1.0080 -67848 3 #NAME? 438027 10322 26-Apr-13 1.0167 -71679 1 #NAME? 239986 9178 19-Apr-13 1.0266 -75913 1 #NAME? 035358 10208 12-Apr-13 1.0136 -71133 1 #NAME? 031358 12971 5-Apr-13 1.0176 -64544 1 #NAME? 027946 11030 29-Mar-13 1.0174 -62645 1 #NAME? 223384 10907 22-Mar-13 1.0232 -65331 1 #NAME? 024250 4900 15-Mar-13 1.0194 -53397 1 #NAME? 023812 4768 8-Mar-13 1.0287 -46663 1 #NAME? 023570 3273 1-Mar-13 1.0268 -21433 6 #NAME? 528153 3460 22-Feb-13 1.0215 19379 34 #NAME? 3424898 3560 15-Feb-13 1.0064 26565 45 #NAME? 3926343 3643 8-Feb-13 1.0020 27761 47 #NAME? 4026830 5014 1-Feb-13 0.9965 35057 58 #NAME? 45

Page 188: CFTC FX Positioning v3

28815 5283 25-Jan-13 1.0058 57952 75 #NAME? 6229920 7658 18-Jan-13 0.9917 68668 87 #NAME? 6926635 7415 11-Jan-13 0.9848 64005 83 #NAME? 6625832 8750 4-Jan-13 0.9872 65926 85 #NAME? 6727425 12686 28-Dec-12 0.9970 63352 83 #NAME? 6531830 17600 21-Dec-12 0.9932 74278 93 #NAME? 7329560 4960 14-Dec-12 0.9855 62533 84 #NAME? 6523272 2184 7-Dec-12 0.9884 57071 79 #NAME? 6121653 2943 30-Nov-12 0.9944 62379 84 #NAME? 6521436 3578 23-Nov-12 0.9929 61446 84 #NAME? 6423692 4498 16-Nov-12 1.0012 66119 86 #NAME? 6724440 5052 9-Nov-12 1.0016 74762 94 #NAME? 7420849 4104 2-Nov-12 0.9958 78771 95 #NAME? 7620528 4179 26-Oct-12 0.9969 89088 96 #NAME? 8420646 4362 19-Oct-12 0.9936 93750 96 #NAME? 8721075 4365 12-Oct-12 0.9802 95628 97 #NAME? 8825298 3917 5-Oct-12 0.9786 101176 98 #NAME? 9223389 3424 28-Sep-12 0.9837 105346 99 #NAME? 9520402 3797 21-Sep-12 0.9764 111881 99 #NAME? 10013641 3609 14-Sep-12 0.9714 101860 99 #NAME? 10014815 3414 7-Sep-12 0.9786 66555 92 #NAME? 9018215 3986 31-Aug-12 0.9863 60936 90 #NAME? 8419835 3463 24-Aug-12 0.9923 50867 85 #NAME? 7518273 3026 17-Aug-12 0.9893 28593 55 #NAME? 5417808 3220 10-Aug-12 0.9911 19122 34 #NAME? 4513659 3312 3-Aug-12 1.0013 12449 26 #NAME? 3911703 3924 27-Jul-12 1.0033 -2432 15 #NAME? 2510986 4047 20-Jul-12 1.0125 -1208 15 #NAME? 2611434 5843 13-Jul-12 1.0141 4338 18 #NAME? 31

9862 5542 6-Jul-12 1.0196 8698 22 #NAME? 356108 5532 29-Jun-12 1.0166 9277 23 #NAME? 363564 5777 22-Jun-12 1.0246 8201 21 #NAME? 356640 10525 15-Jun-12 1.0217 9620 23 #NAME? 366575 12105 8-Jun-12 1.0266 14906 27 #NAME? 415798 11006 1-Jun-12 1.0410 34085 62 #NAME? 598418 9927 25-May-12 1.0293 38555 73 #NAME? 639124 6527 18-May-12 1.0222 51005 85 #NAME? 75

11688 5464 11-May-12 1.0005 60095 90 #NAME? 8412155 4130 4-May-12 0.9961 70223 96 #NAME? 9313984 4498 27-Apr-12 0.9804 44224 83 #NAME? 6916999 5060 20-Apr-12 0.9924 38028 73 #NAME? 6315433 8263 13-Apr-12 0.9997 27967 57 #NAME? 5314477 8631 6-Apr-12 0.9972 29487 60 #NAME? 5514046 10062 30-Mar-12 0.9987 23737 49 #NAME? 4914686 10476 23-Mar-12 0.9978 42315 80 #NAME? 67

Page 189: CFTC FX Positioning v3

19223 6000 16-Mar-12 0.9917 26721 56 #NAME? 5223506 6718 9-Mar-12 0.9905 26032 54 #NAME? 5227006 4892 2-Mar-12 0.9893 22480 46 #NAME? 4829422 5211 24-Feb-12 0.9993 14112 35 #NAME? 4029202 5332 17-Feb-12 0.9968 9566 32 #NAME? 3628201 4866 10-Feb-12 1.0014 2184 25 #NAME? 2925330 10533 3-Feb-12 0.9934 -19409 11 #NAME? 920232 7300 27-Jan-12 1.0018 -18909 11 #NAME? 916195 6740 20-Jan-12 1.0132 -28730 1 #NAME? 010658 5629 13-Jan-12 1.0232 -28649 1 #NAME? 0

7857 5421 6-Jan-12 1.0284 -23371 4 #NAME? 36571 5166 30-Dec-11 1.0213 -21812 6 #NAME? 55735 5123 23-Dec-11 1.0206 -26868 1 #NAME? 0

11148 5765 16-Dec-11 1.0383 -13385 14 #NAME? 1310745 6888 9-Dec-11 1.0169 -20171 7 #NAME? 611018 7300 2-Dec-11 1.0195 -26869 1 #NAME? 012639 4723 25-Nov-11 1.0468 -22144 4 #NAME? 314255 3641 18-Nov-11 1.0276 -17215 8 #NAME? 814585 3035 11-Nov-11 1.0104 -15568 8 #NAME? 913394 2739 4-Nov-11 1.0188 -14820 9 #NAME? 1013298 4079 28-Oct-11 0.9917 -17923 6 #NAME? 712445 4220 21-Oct-11 1.0066 -24795 1 #NAME? 012075 5237 14-Oct-11 1.0098 -24913 1 #NAME? 012929 7363 7-Oct-11 1.0395 -15682 7 #NAME? 814475 4884 30-Sep-11 1.0503 -20550 3 #NAME? 316511 2946 23-Sep-11 1.0281 -5458 21 #NAME? 1819303 1639 16-Sep-11 0.9781 -6303 20 #NAME? 1719215 1545 9-Sep-11 0.9967 2081 25 #NAME? 2617953 1388 2-Sep-11 0.9853 13939 35 #NAME? 3717980 1104 26-Aug-11 0.9813 8804 32 #NAME? 3219214 797 19-Aug-11 0.9901 4121 27 #NAME? 2821588 1161 12-Aug-11 0.9873 23704 51 #NAME? 4725808 1682 5-Aug-11 0.9820 41037 79 #NAME? 6425241 1950 29-Jul-11 0.9552 36141 71 #NAME? 5923364 1926 22-Jul-11 0.9480 27764 59 #NAME? 5122687 3103 15-Jul-11 0.9532 15334 38 #NAME? 3922648 3662 8-Jul-11 0.9627 6821 33 #NAME? 3022242 3878 1-Jul-11 0.9585 -1863 28 #NAME? 2522942 4093 24-Jun-11 0.9886 2204 30 #NAME? 2923520 4302 17-Jun-11 0.9794 18855 44 #NAME? 4423573 7569 10-Jun-11 0.9799 13522 38 #NAME? 3923579 7855 3-Jun-11 0.9778 26402 58 #NAME? 5223234 9358 27-May-11 0.9761 21277 45 #NAME? 4722518 9894 20-May-11 0.9742 26291 56 #NAME? 5122828 9114 13-May-11 0.9686 37203 72 #NAME? 62

Page 190: CFTC FX Positioning v3

22522 9722 6-May-11 0.9666 54041 89 #NAME? 7819205 7748 29-Apr-11 0.9451 59063 90 #NAME? 8317722 8383 22-Apr-11 0.9545 65035 93 #NAME? 8814233 7897 15-Apr-11 0.9592 63741 92 #NAME? 8710129 7434 8-Apr-11 0.9554 65030 93 #NAME? 88

6598 6359 1-Apr-11 0.9632 51245 91 #NAME? 756005 7487 25-Mar-11 0.9805 45977 87 #NAME? 707277 10086 18-Mar-11 0.9843 56991 92 #NAME? 81

13467 9121 11-Mar-11 0.9732 77544 99 #NAME? 10015326 7915 4-Mar-11 0.9734 72827 99 #NAME? 10015975 7874 25-Feb-11 0.9774 68348 95 #NAME? 9518018 8208 18-Feb-11 0.9868 72090 99 #NAME? 9920804 9947 11-Feb-11 0.9874 39790 84 #NAME? 6720041 9771 4-Feb-11 0.9873 33814 74 #NAME? 6118507 9880 28-Jan-11 1.0013 31719 72 #NAME? 5921224 9977 21-Jan-11 0.9931 44055 89 #NAME? 7120943 11323 14-Jan-11 0.9909 47757 92 #NAME? 7521162 10431 7-Jan-11 0.9935 38348 84 #NAME? 6618570 10455 31-Dec-10 0.9980 34787 79 #NAME? 6217780 10414 24-Dec-10 1.0083 24948 64 #NAME? 5221314 8793 17-Dec-10 1.0140 33396 76 #NAME? 6122024 3763 10-Dec-10 1.0091 33722 77 #NAME? 6122982 4537 3-Dec-10 1.0039 19155 53 #NAME? 4726095 5026 26-Nov-10 1.0213 22499 58 #NAME? 5028915 5470 19-Nov-10 1.0168 38441 85 #NAME? 6626965 4715 12-Nov-10 1.0123 37338 82 #NAME? 6523393 4245 5-Nov-10 1.0001 23365 60 #NAME? 5121577 5706 29-Oct-10 1.0194 19875 53 #NAME? 4721477 6146 22-Oct-10 1.0259 30740 72 #NAME? 5821276 4703 15-Oct-10 1.0104 43786 86 #NAME? 7121339 5005 8-Oct-10 1.0111 42678 85 #NAME? 7021604 4334 1-Oct-10 1.0197 27870 67 #NAME? 5522636 4228 24-Sep-10 1.0241 29815 71 #NAME? 5721414 4575 17-Sep-10 1.0330 17695 51 #NAME? 4514648 5271 10-Sep-10 1.0370 452 29 #NAME? 2812193 5236 3-Sep-10 1.0388 -4764 26 #NAME? 2314931 4248 27-Aug-10 1.0508 16147 46 #NAME? 4217595 5456 20-Aug-10 1.0475 29514 68 #NAME? 5218992 6448 13-Aug-10 1.0419 41179 80 #NAME? 6220353 5294 6-Aug-10 1.0274 34182 72 #NAME? 5618398 4724 30-Jul-10 1.0297 23868 59 #NAME? 4714523 5550 23-Jul-10 1.0358 16424 46 #NAME? 4012683 7231 16-Jul-10 1.0582 22038 53 #NAME? 45

8093 5516 9-Jul-10 1.0337 8094 37 #NAME? 338459 5973 2-Jul-10 1.0624 15894 45 #NAME? 40

Page 191: CFTC FX Positioning v3

6721 5899 25-Jun-10 1.0355 26353 60 #NAME? 494329 6458 18-Jun-10 1.0218 27354 60 #NAME? 506230 7099 11-Jun-10 1.0322 22510 52 #NAME? 467622 5418 4-Jun-10 1.0629 22154 51 #NAME? 45

11342 3680 28-May-10 1.0546 23872 55 #NAME? 4716740 4187 21-May-10 1.0595 44885 76 #NAME? 6620428 3536 14-May-10 1.0356 50454 82 #NAME? 7118961 3985 7-May-10 1.0439 52012 84 #NAME? 7217554 4645 30-Apr-10 1.0179 59198 87 #NAME? 7914497 5745 23-Apr-10 0.9991 69656 94 #NAME? 8813771 6620 16-Apr-10 1.0128 70475 96 #NAME? 8912836 7333 9-Apr-10 1.0027 69312 94 #NAME? 8813049 7243 2-Apr-10 1.0111 70296 96 #NAME? 8913621 8132 26-Mar-10 1.0266 73027 97 #NAME? 9111334 8525 19-Mar-10 1.0173 69640 96 #NAME? 8811964 8717 12-Mar-10 1.0193 61399 91 #NAME? 8113715 8603 5-Mar-10 1.0288 38289 77 #NAME? 6014641 8249 26-Feb-10 1.0517 28421 65 #NAME? 5114523 7088 19-Feb-10 1.0391 23455 61 #NAME? 4614359 9636 12-Feb-10 1.0503 8863 45 #NAME? 3715251 9868 5-Feb-10 1.0716 15355 51 #NAME? 4316005 7534 29-Jan-10 1.0704 25809 64 #NAME? 5722397 6041 22-Jan-10 1.0578 46803 85 #NAME? 7721417 5734 15-Jan-10 1.0291 48695 86 #NAME? 7818106 5133 8-Jan-10 1.0298 40196 81 #NAME? 7313872 5067 1-Jan-10 1.0528 39989 80 #NAME? 7315164 5418 25-Dec-09 1.0499 22701 63 #NAME? 6214235 4783 18-Dec-09 1.0664 25625 67 #NAME? 6512583 4788 11-Dec-09 1.0601 29459 70 #NAME? 6713729 5626 4-Dec-09 1.0580 30809 71 #NAME? 6815130 3546 27-Nov-09 1.0618 24653 68 #NAME? 6415676 3002 20-Nov-09 1.0706 23606 68 #NAME? 6514709 3454 13-Nov-09 1.0516 21984 66 #NAME? 6415802 2486 6-Nov-09 1.0753 23369 68 #NAME? 6417613 2585 30-Oct-09 1.0848 35455 75 #NAME? 7219531 2373 23-Oct-09 1.0538 43537 82 #NAME? 7619432 1802 16-Oct-09 1.0370 44196 84 #NAME? 7719606 1513 9-Oct-09 1.0422 35775 77 #NAME? 7219045 1542 2-Oct-09 1.0797 18209 67 #NAME? 6119874 1229 25-Sep-09 1.0910 34552 77 #NAME? 7120206 1211 18-Sep-09 1.0692 38032 80 #NAME? 7318988 865 11-Sep-09 1.0768 36818 80 #NAME? 7218602 938 4-Sep-09 1.0897 32889 78 #NAME? 7019835 1186 28-Aug-09 1.0917 39989 82 #NAME? 7418515 1079 21-Aug-09 1.0812 37458 81 #NAME? 73

Page 192: CFTC FX Positioning v3

19896 1085 14-Aug-09 1.0982 33889 80 #NAME? 7118975 775 7-Aug-09 1.0813 36592 81 #NAME? 7217990 423 31-Jul-09 1.0776 29068 77 #NAME? 6816959 776 24-Jul-09 1.0868 16506 69 #NAME? 6015990 1021 17-Jul-09 1.1134 5893 53 #NAME? 5416391 1034 10-Jul-09 1.1638 6552 54 #NAME? 5418679 996 3-Jul-09 1.1607 9272 58 #NAME? 5617977 1021 26-Jun-09 1.1524 11347 61 #NAME? 5716325 865 19-Jun-09 1.1352 15460 66 #NAME? 6015712 939 12-Jun-09 1.1190 12966 63 #NAME? 5815297 1165 5-Jun-09 1.1190 6594 54 #NAME? 5413351 819 29-May-09 1.0915 11532 60 #NAME? 57

7841 1022 22-May-09 1.1195 5425 51 #NAME? 547031 773 15-May-09 1.1776 5449 51 #NAME? 544658 849 8-May-09 1.1494 2014 49 #NAME? 524855 1207 1-May-09 1.1852 -7707 39 #NAME? 464538 1033 24-Apr-09 1.2096 -12707 31 #NAME? 435362 1002 17-Apr-09 1.2132 -17729 23 #NAME? 404359 1391 10-Apr-09 1.2257 -23311 18 #NAME? 373583 4522 3-Apr-09 1.2298 -23346 17 #NAME? 373383 6268 27-Mar-09 1.2421 -20672 17 #NAME? 382872 8952 20-Mar-09 1.2407 -23950 16 #NAME? 362116 10095 13-Mar-09 1.2718 -20290 17 #NAME? 382139 8907 6-Mar-09 1.2872 -19013 17 #NAME? 392161 8091 27-Feb-09 1.2763 -12965 25 #NAME? 432286 6868 20-Feb-09 1.2520 -12909 25 #NAME? 432184 6523 13-Feb-09 1.2354 -11471 27 #NAME? 441638 7616 6-Feb-09 1.2193 -12575 25 #NAME? 431802 6099 30-Jan-09 1.2296 -14966 23 #NAME? 422059 3996 23-Jan-09 1.2311 -14585 23 #NAME? 423416 3609 16-Jan-09 1.2431 -12204 25 #NAME? 433286 3038 9-Jan-09 1.1853 -13872 23 #NAME? 422360 3369 2-Jan-09 1.2050 -10355 24 #NAME? 442063 3263 26-Dec-08 1.2219 -10030 25 #NAME? 452060 3595 19-Dec-08 1.2152 -6748 30 #NAME? 472231 4524 12-Dec-08 1.2479 -8829 27 #NAME? 452266 4828 5-Dec-08 1.2702 -9707 27 #NAME? 452432 4810 28-Nov-08 1.2398 -6269 29 #NAME? 472607 4248 21-Nov-08 1.2668 -7177 28 #NAME? 462878 4244 14-Nov-08 1.2372 -3245 32 #NAME? 492907 3839 7-Nov-08 1.1893 -7494 27 #NAME? 462897 5344 31-Oct-08 1.2125 -9847 25 #NAME? 452317 6488 24-Oct-08 1.2775 -12395 23 #NAME? 432366 6926 17-Oct-08 1.1820 -17884 19 #NAME? 404533 9011 10-Oct-08 1.1732 -17152 20 #NAME? 40

Page 193: CFTC FX Positioning v3

4552 9333 3-Oct-08 1.0827 -18021 18 #NAME? 404418 9004 26-Sep-08 1.0336 -18653 18 #NAME? 397744 11644 19-Sep-08 1.0470 -10222 21 #NAME? 448773 11723 12-Sep-08 1.0601 -9984 21 #NAME? 459365 11179 5-Sep-08 1.0622 -17574 18 #NAME? 409849 10312 29-Aug-08 1.0637 -15764 18 #NAME? 41

10267 10864 22-Aug-08 1.0470 -28085 14 #NAME? 3410639 12090 15-Aug-08 1.0593 -25329 14 #NAME? 3511583 12964 8-Aug-08 1.0667 -18772 16 #NAME? 3911649 10065 1-Aug-08 1.0272 -2246 23 #NAME? 4913384 8400 25-Jul-08 1.0198 21889 51 #NAME? 6413581 8254 18-Jul-08 1.0057 12859 37 #NAME? 5812212 10071 11-Jul-08 1.0092 -5952 20 #NAME? 4711988 8822 4-Jul-08 1.0199 -9790 18 #NAME? 4511543 8893 27-Jun-08 1.0106 -4489 20 #NAME? 4810806 9240 20-Jun-08 1.0163 -951 22 #NAME? 5011677 8477 13-Jun-08 1.0294 17579 46 #NAME? 6113965 7637 6-Jun-08 1.0196 45738 84 #NAME? 7812903 7939 30-May-08 0.9934 50125 87 #NAME? 8012274 7733 23-May-08 0.9899 31418 67 #NAME? 6911193 7749 16-May-08 0.9993 29409 65 #NAME? 6811449 5112 9-May-08 1.0052 31712 68 #NAME? 6910798 5309 2-May-08 1.0195 7428 34 #NAME? 5512726 4832 25-Apr-08 1.0136 17370 48 #NAME? 6112015 5421 18-Apr-08 1.0042 5503 32 #NAME? 5412412 4040 11-Apr-08 1.0235 6564 34 #NAME? 5411600 4146 4-Apr-08 1.0086 723 28 #NAME? 5112476 3025 28-Mar-08 1.0226 2178 30 #NAME? 5212921 2543 21-Mar-08 1.0233 20899 51 #NAME? 6313379 983 14-Mar-08 0.9893 28931 63 #NAME? 6814988 1357 7-Mar-08 0.9908 36406 72 #NAME? 7216954 1421 29-Feb-08 0.9878 26184 59 #NAME? 6616735 1608 22-Feb-08 1.0128 11947 41 #NAME? 5817294 1315 15-Feb-08 1.0069 20435 52 #NAME? 6316150 1361 8-Feb-08 0.9989 10240 41 #NAME? 5713429 2707 1-Feb-08 0.9953 4295 35 #NAME? 5314406 2951 25-Jan-08 1.0082 7677 37 #NAME? 5516969 1220 18-Jan-08 1.0272 7765 37 #NAME? 5514848 1345 11-Jan-08 1.0189 16424 49 #NAME? 6016237 2272 4-Jan-08 1.0029 22998 53 #NAME? 6414098 1851 28-Dec-07 0.9818 14723 46 #NAME? 5912556 2930 21-Dec-07 0.9917 23287 54 #NAME? 6414047 2706 14-Dec-07 1.0171 18664 52 #NAME? 6214124 3125 7-Dec-07 1.0053 15324 48 #NAME? 6011672 4813 30-Nov-07 0.9987 28999 65 #NAME? 68

Page 194: CFTC FX Positioning v3

12132 5078 23-Nov-07 0.9882 32292 70 #NAME? 7015369 4946 16-Nov-07 0.9733 46723 85 #NAME? 7817935 4554 9-Nov-07 0.9448 63588 92 #NAME? 8819101 4433 2-Nov-07 0.9348 68831 95 #NAME? 9223802 4351 26-Oct-07 0.9621 71323 97 #NAME? 9325591 3206 19-Oct-07 0.9669 76949 98 #NAME? 9624238 3153 12-Oct-07 0.9719 83001 #NAME? 10020974 2480 5-Oct-07 0.9807 69179 #NAME? 9415904 3182 28-Sep-07 0.9923 59162 #NAME? 8714444 3272 21-Sep-07 1.0008 79828 #NAME? 10014013 4339 14-Sep-07 1.0299 58754 #NAME? 8910850 4507 7-Sep-07 1.0552 51345 #NAME? 84

8429 4604 31-Aug-07 1.0556 45094 #NAME? 8011912 3027 24-Aug-07 1.0520 40033 #NAME? 7716345 2308 17-Aug-07 1.0605 47810 #NAME? 8217778 1118 10-Aug-07 1.0532 51938 #NAME? 8515457 1193 3-Aug-07 1.0569 49698 #NAME? 8330047 2203 27-Jul-07 1.0642 76964 #NAME? 10026292 1906 20-Jul-07 1.0487 67272 #NAME? 9925480 2230 13-Jul-07 1.0477 67378 #NAME? 9925511 2617 6-Jul-07 1.0495 65253 #NAME? 9826627 2753 29-Jun-07 1.0653 68863 #NAME? 10026386 2070 22-Jun-07 1.0672 58796 #NAME? 9827973 1577 15-Jun-07 1.0678 62005 #NAME? 10021210 1292 8-Jun-07 1.0607 43858 #NAME? 9115707 796 1-Jun-07 1.0608 52020 #NAME? 9716607 800 25-May-07 1.0804 38967 #NAME? 8820095 856 18-May-07 1.0887 43097 #NAME? 9116416 1161 11-May-07 1.1106 17819 #NAME? 7318777 1254 4-May-07 1.1078 8851 #NAME? 6622801 1698 27-Apr-07 1.1164 -1631 #NAME? 5924198 1101 20-Apr-07 1.1238 -15991 #NAME? 4921068 1001 13-Apr-07 1.1378 -15564 #NAME? 4923361 836 6-Apr-07 1.1513 -35165 #NAME? 3523824 1036 30-Mar-07 1.1540 -31982 #NAME? 3819735 879 23-Mar-07 1.1607 -51153 #NAME? 2415091 329 16-Mar-07 1.1754 -74139 #NAME? 814404 115 9-Mar-07 1.1725 -74925 #NAME? 716798 292 2-Mar-07 1.1773 -56424 #NAME? 2016240 372 23-Feb-07 1.1597 -65426 #NAME? 1412894 421 16-Feb-07 1.1632 -56695 #NAME? 2010592 471 9-Feb-07 1.1725 -80646 #NAME? 3

8758 637 2-Feb-07 1.1843 -70876 #NAME? 1011450 1255 26-Jan-07 1.1798 -77857 #NAME? 514032 631 19-Jan-07 1.1724 -78967 #NAME? 4

Page 195: CFTC FX Positioning v3

15283 665 12-Jan-07 1.1704 -84906 #NAME? 019054 702 5-Jan-07 1.1732 -74268 #NAME? 018350 761 29-Dec-06 1.1657 -66294 #NAME? 019129 1240 22-Dec-06 1.1583 -57392 #NAME? 117432 865 15-Dec-06 1.1579 -52008 #NAME? 615427 957 8-Dec-06 1.1496 -46479 #NAME? 1113682 759 1-Dec-06 1.1449 -40282 #NAME? 1613298 452 24-Nov-06 1.1348 -58893 #NAME? 010747 452 17-Nov-06 1.1467 -47375 #NAME? 014371 452 10-Nov-06 1.1322 -20342 #NAME? 1513531 1274 3-Nov-06 1.1299 -23678 #NAME? 1116443 1208 27-Oct-06 1.1197 -14233 #NAME? 2115075 1273 20-Oct-06 1.1255 -24498 #NAME? 1011656 1547 13-Oct-06 1.1380 1859 #NAME? 39

8391 616 6-Oct-06 1.1255 9279 #NAME? 4813141 468 29-Sep-06 1.1180 6510 #NAME? 4513350 468 22-Sep-06 1.1176 855 #NAME? 38

9750 239 15-Sep-06 1.1191 14782 #NAME? 5411218 175 8-Sep-06 1.1206 27466 #NAME? 6810687 171 1-Sep-06 1.1041 30605 #NAME? 7111787 296 25-Aug-06 1.1091 15493 #NAME? 5513438 176 18-Aug-06 1.1256 8597 #NAME? 47

9468 2523 11-Aug-06 1.1249 9830 #NAME? 4810955 2752 4-Aug-06 1.1273 -7416 #NAME? 29

9103 3658 28-Jul-06 1.1316 -5419 #NAME? 317204 3636 21-Jul-06 1.1379 9284 #NAME? 484329 5272 14-Jul-06 1.1284 11621 #NAME? 50

7-Jul-06 1.1140 36447 #NAME? 7830-Jun-06 1.1170 30309 #NAME? 7123-Jun-06 1.1230 23978 #NAME? 64

7030 4717 16-Jun-06 1.1229 33351 #NAME? 756910 4752 9-Jun-06 1.1064 22862 #NAME? 637614 4786 2-Jun-06 1.1009 31707 #NAME? 737483 216 26-May-06 1.1059 15702 #NAME? 557867 501 19-May-06 1.1179 19528 #NAME? 597284 398 12-May-06 1.1096 28873 #NAME? 706517 314 5-May-06 1.1053 32152 #NAME? 735718 910 28-Apr-06 1.1170 15623 #NAME? 555272 800 21-Apr-06 1.1375 6918 #NAME? 453587 1251 14-Apr-06 1.1518 13942 #NAME? 533002 2614 7-Apr-06 1.1494 -4146 #NAME? 333229 2330 31-Mar-06 1.1686 -7811 #NAME? 293661 1924 24-Mar-06 1.1676 -3742 #NAME? 334349 1746 17-Mar-06 1.1586 14021 #NAME? 534364 1518 10-Mar-06 1.1605 41323 #NAME? 83

Page 196: CFTC FX Positioning v3

4273 1373 3-Mar-06 1.1344 40634 #NAME? 835109 1486 24-Feb-06 1.1484 35197 #NAME? 774622 611 17-Feb-06 1.1504 40464 #NAME? 829120 5019 10-Feb-06 1.1526 44845 #NAME? 879361 5587 3-Feb-06 1.1445 37484 #NAME? 799589 5740 27-Jan-06 1.1496 27133 #NAME? 68

10337 5510 20-Jan-06 1.1526 26933 #NAME? 678659 4915 13-Jan-06 1.1604 23317 #NAME? 638158 3321 6-Jan-06 1.1657 36687 #NAME? 786328 1887 30-Dec-05 1.1620 42292 #NAME? 85

23-Dec-05 1.1655 48111 #NAME? 916980 973 16-Dec-05 1.1590 56183 #NAME? 1007606 895 9-Dec-05 1.1573 37317 #NAME? 92

2-Dec-05 1.1622 29010 #NAME? 8125-Nov-05 1.1700 15725 #NAME? 6418-Nov-05 1.1885 20169 #NAME? 7011-Nov-05 1.1897 26340 #NAME? 784-Nov-05 1.1837 37160 #NAME? 9228-Oct-05 1.1774 36945 #NAME? 91

6208 508 21-Oct-05 1.1880 42812 #NAME? 995592 508 14-Oct-05 1.1868 43591 #NAME? 100

7-Oct-05 1.1743 38031 #NAME? 9330-Sep-05 1.1630 43096 #NAME? 10023-Sep-05 1.1702 26503 #NAME? 82

5465 0 16-Sep-05 1.1792 29592 #NAME? 865251 0 9-Sep-05 1.1781 29993 #NAME? 864877 0 2-Sep-05 1.1876 28914 #NAME? 85

26-Aug-05 1.1998 24543 #NAME? 794581 0 19-Aug-05 1.2113 26047 #NAME? 81

12-Aug-05 1.1970 14214 #NAME? 655-Aug-05 1.2163 12164 #NAME? 6229-Jul-05 1.2233 17519 #NAME? 6922-Jul-05 1.2194 25825 #NAME? 8115-Jul-05 1.2206 23203 #NAME? 778-Jul-05 1.2190 4088 #NAME? 511-Jul-05 1.2422 2284 #NAME? 4924-Jun-05 1.2339 284 #NAME? 4617-Jun-05 1.2292 -21011 #NAME? 1710-Jun-05 1.2516 -26561 #NAME? 93-Jun-05 1.2467 -31240 #NAME? 327-May-05 1.2542 -32884 #NAME? 120-May-05 1.2660 -33492 #NAME? 013-May-05 1.2654 -27795 #NAME? 86-May-05 1.2424 -33321 #NAME? 029-Apr-05 1.2583 -24719 #NAME? 0

Page 197: CFTC FX Positioning v3

22-Apr-05 1.2348 -16358 #NAME? 015-Apr-05 1.2466 -7434 #NAME? 0

6057 705 8-Apr-05 1.2285 25675 #NAME? 706097 705 1-Apr-05 1.2143 26690 #NAME? 72

25-Mar-05 1.2182 31547 #NAME? 8218-Mar-05 1.2026 26150 #NAME? 71

5933 0 11-Mar-05 1.2064 3329 #NAME? 234-Mar-05 1.2315 -6829 #NAME? 125-Feb-05 1.2384 -3141 #NAME? 918-Feb-05 1.2314 -5307 #NAME? 411-Feb-05 1.2364 -7365 #NAME? 04-Feb-05 1.2496 1269 #NAME? 028-Jan-05 1.2389 2653 #NAME? 021-Jan-05 1.2221 5500 #NAME? 014-Jan-05 1.2174 9893 #NAME? 117-Jan-05 1.2316 9662 #NAME? 1031-Dec-04 1.2019 6134 #NAME? 024-Dec-04 1.2311 6276 #NAME? 017-Dec-04 1.2289 9077 #NAME? 0

4191 1010 10-Dec-04 1.2258 18370 #NAME? 08206 1008 3-Dec-04 1.1906 23631 #NAME? 08275 499 26-Nov-04 1.1775 29471 #NAME? 08322 537 19-Nov-04 1.1944 33335 #NAME? 07684 657 12-Nov-04 1.1927 34972 #NAME? 07752 774 5-Nov-04 1.1976 39692 #NAME? 917652 134 29-Oct-04 1.2177 36223 #NAME? 05649 0 22-Oct-04 1.2338 40020 #NAME? #DIV/0!

Page 198: CFTC FX Positioning v3
Page 199: CFTC FX Positioning v3
Page 200: CFTC FX Positioning v3
Page 201: CFTC FX Positioning v3
Page 202: CFTC FX Positioning v3
Page 203: CFTC FX Positioning v3
Page 204: CFTC FX Positioning v3
Page 205: CFTC FX Positioning v3
Page 206: CFTC FX Positioning v3
Page 207: CFTC FX Positioning v3
Page 208: CFTC FX Positioning v3
Page 209: CFTC FX Positioning v3
Page 210: CFTC FX Positioning v3

Net Longs / OI IMM3CNCL Index IMM3CNCS Index CHF CHF Curncy#NAME? 26-Nov-13 #NAME? 29-Nov-13 0.9056

-21 19-Nov-13 31656 47991 22-Nov-13 0.9067-22 12-Nov-13 29306 45398 15-Nov-13 0.9148-25 5-Nov-13 26803 44805 8-Nov-13 0.9215-22 29-Oct-13 27233 42470 1-Nov-13 0.9123

-8 22-Oct-13 28906 34270 25-Oct-13 0.8926-16 15-Oct-13 28436 39250 18-Oct-13 0.9017-11 8-Oct-13 33857 42520 11-Oct-13 0.9119

-1 1-Oct-13 43734 44689 4-Oct-13 0.9072-7 24-Sep-13 40278 45953 27-Sep-13 0.9059

-27 17-Sep-13 25286 44050 20-Sep-13 0.9103-39 10-Sep-13 24621 55563 13-Sep-13 0.9297-35 3-Sep-13 31879 66518 6-Sep-13 0.9379-26 27-Aug-13 35375 60334 30-Aug-13 0.9298-15 20-Aug-13 26559 36103 23-Aug-13 0.9222-17 13-Aug-13 21751 30832 16-Aug-13 0.9265-19 6-Aug-13 22629 33065 9-Aug-13 0.9224-22 30-Jul-13 20729 32163 2-Aug-13 0.9291-27 23-Jul-13 22262 39020 26-Jul-13 0.9284-24 16-Jul-13 32187 52230 19-Jul-13 0.9411-24 9-Jul-13 37260 61089 12-Jul-13 0.9465-19 2-Jul-13 35398 51648 5-Jul-13 0.9640-16 25-Jun-13 27186 37824 28-Jun-13 0.9450-46 18-Jun-13 15470 41557 21-Jun-13 0.9345-51 11-Jun-13 17343 53250 14-Jun-13 0.9211-47 4-Jun-13 22351 62127 7-Jun-13 0.9360-37 28-May-13 28298 61657 31-May-13 0.9551-36 21-May-13 30686 64538 24-May-13 0.9615-44 14-May-13 28352 72769 17-May-13 0.9727-50 7-May-13 25741 77657 10-May-13 0.9568-59 30-Apr-13 23246 91094 3-May-13 0.9354-56 23-Apr-13 27940 99619 26-Apr-13 0.9429-59 16-Apr-13 26003 101916 19-Apr-13 0.9334-60 9-Apr-13 24056 95189 12-Apr-13 0.9273-55 2-Apr-13 26212 90756 5-Apr-13 0.9344-54 26-Mar-13 26286 88931 29-Mar-13 0.9492-45 19-Mar-13 39417 104748 22-Mar-13 0.9408-42 12-Mar-13 37020 90417 15-Mar-13 0.9387-37 5-Mar-13 39564 86227 8-Mar-13 0.9514-20 26-Feb-13 42171 63604 1-Mar-13 0.942927 19-Feb-13 46033 26654 22-Feb-13 0.929551 12-Feb-13 39324 12759 15-Feb-13 0.921845 5-Feb-13 44538 16777 8-Feb-13 0.917448 29-Jan-13 53915 18858 1-Feb-13 0.9080

Page 211: CFTC FX Positioning v3

78 22-Jan-13 66225 8273 25-Jan-13 0.926589 15-Jan-13 73099 4431 18-Jan-13 0.934283 8-Jan-13 70435 6430 11-Jan-13 0.913581 1-Jan-13 73678 7752 4-Jan-13 0.924677 25-Dec-12 72777 9425 28-Dec-12 0.913584 18-Dec-12 81493 7215 21-Dec-12 0.915373 11-Dec-12 74220 11687 14-Dec-12 0.917875 4-Dec-12 66356 9285 7-Dec-12 0.934575 27-Nov-12 72663 10284 30-Nov-12 0.928173 20-Nov-12 72893 11447 23-Nov-12 0.928277 13-Nov-12 75935 9816 16-Nov-12 0.945582 6-Nov-12 82882 8120 9-Nov-12 0.948884 30-Oct-12 86306 7535 2-Nov-12 0.940382 23-Oct-12 98566 9478 26-Oct-12 0.934779 16-Oct-12 106369 12619 19-Oct-12 0.928682 9-Oct-12 106300 10672 12-Oct-12 0.933581 2-Oct-12 112706 11530 5-Oct-12 0.929374 25-Sep-12 123643 18297 28-Sep-12 0.939879 18-Sep-12 126688 14807 21-Sep-12 0.932778 11-Sep-12 116546 14686 14-Sep-12 0.926759 4-Sep-12 89309 22754 7-Sep-12 0.944454 28-Aug-12 86639 25703 31-Aug-12 0.954950 21-Aug-12 76008 25141 24-Aug-12 0.959736 14-Aug-12 53894 25301 17-Aug-12 0.973928 7-Aug-12 43190 24068 10-Aug-12 0.977225 31-Jul-12 30652 18203 3-Aug-12 0.9701-4 24-Jul-12 29695 32127 27-Jul-12 0.9749-2 17-Jul-12 23628 24836 20-Jul-12 0.988010 10-Jul-12 24673 20335 13-Jul-12 0.980423 3-Jul-12 22923 14225 6-Jul-12 0.977320 26-Jun-12 27778 18501 29-Jun-12 0.948517 19-Jun-12 27808 19607 22-Jun-12 0.955318 12-Jun-12 31308 21688 15-Jun-12 0.950123 5-Jun-12 39559 24653 8-Jun-12 0.959654 29-May-12 48793 14708 1-Jun-12 0.966150 22-May-12 57577 19022 25-May-12 0.959563 15-May-12 66286 15281 18-May-12 0.939775 8-May-12 69914 9819 11-May-12 0.929971 1-May-12 84458 14235 4-May-12 0.918254 24-Apr-12 63028 18804 27-Apr-12 0.906448 17-Apr-12 58319 20291 20-Apr-12 0.908941 10-Apr-12 47992 20025 13-Apr-12 0.919535 3-Apr-12 57291 27804 6-Apr-12 0.917329 27-Mar-12 53432 29695 30-Mar-12 0.902551 20-Mar-12 62768 20453 23-Mar-12 0.9080

Page 212: CFTC FX Positioning v3

29 13-Mar-12 59548 32827 16-Mar-12 0.915630 6-Mar-12 55906 29874 9-Mar-12 0.918828 28-Feb-12 50763 28283 2-Mar-12 0.914217 21-Feb-12 47784 33672 24-Feb-12 0.896014 14-Feb-12 38465 28899 17-Feb-12 0.9200

3 7-Feb-12 37065 34881 10-Feb-12 0.9165-24 31-Jan-12 30140 49549 3-Feb-12 0.9182-24 24-Jan-12 29772 48681 27-Jan-12 0.9126-36 17-Jan-12 25118 53848 20-Jan-12 0.9345-38 10-Jan-12 23039 51688 13-Jan-12 0.9524-30 3-Jan-12 27665 51036 6-Jan-12 0.9552-28 27-Dec-11 28132 49944 30-Dec-11 0.9381-39 20-Dec-11 21428 48296 23-Dec-11 0.9366-16 13-Dec-11 35787 49172 16-Dec-11 0.9359-25 6-Dec-11 31022 51193 9-Dec-11 0.9230-31 29-Nov-11 30069 56938 2-Dec-11 0.9214-28 22-Nov-11 29041 51185 25-Nov-11 0.9300-23 15-Nov-11 28819 46034 18-Nov-11 0.9166-22 8-Nov-11 28003 43571 11-Nov-11 0.8995-21 1-Nov-11 27420 42240 4-Nov-11 0.8847-26 25-Oct-11 25368 43291 28-Oct-11 0.8633-35 18-Oct-11 23343 48138 21-Oct-11 0.8825-34 11-Oct-11 23922 48835 14-Oct-11 0.8915-26 4-Oct-11 22713 38395 7-Oct-11 0.9272-33 27-Sep-11 21320 41870 30-Sep-11 0.9082-12 20-Sep-11 20422 25880 23-Sep-11 0.9056-15 13-Sep-11 17337 23640 16-Sep-11 0.8756

6 6-Sep-11 18441 16360 9-Sep-11 0.883839 30-Aug-11 24823 10884 2-Sep-11 0.788323 23-Aug-11 23368 14564 26-Aug-11 0.806310 16-Aug-11 23153 19032 19-Aug-11 0.785144 9-Aug-11 38872 15168 12-Aug-11 0.777956 2-Aug-11 57482 16445 5-Aug-11 0.767452 26-Jul-11 52884 16743 29-Jul-11 0.785536 19-Jul-11 52623 24859 22-Jul-11 0.819224 12-Jul-11 39535 24201 15-Jul-11 0.815212 5-Jul-11 31346 24525 8-Jul-11 0.8366-4 28-Jun-11 21896 23759 1-Jul-11 0.84786 21-Jun-11 19983 17779 24-Jun-11 0.8331

39 14-Jun-11 33746 14891 17-Jun-11 0.848226 7-Jun-11 32631 19109 10-Jun-11 0.843059 31-May-11 35657 9255 3-Jun-11 0.833552 24-May-11 31219 9942 27-May-11 0.849457 17-May-11 36008 9717 20-May-11 0.877477 10-May-11 42698 5495 13-May-11 0.8925

Page 213: CFTC FX Positioning v3

82 3-May-11 59863 5822 6-May-11 0.879092 26-Apr-11 61493 2430 29-Apr-11 0.865393 19-Apr-11 67489 2454 22-Apr-11 0.886192 12-Apr-11 66354 2613 15-Apr-11 0.892289 5-Apr-11 68876 3846 8-Apr-11 0.906594 29-Mar-11 52886 1641 1-Apr-11 0.923886 22-Mar-11 49722 3745 25-Mar-11 0.919988 15-Mar-11 60789 3798 18-Mar-11 0.901091 8-Mar-11 81253 3709 11-Mar-11 0.929887 1-Mar-11 78365 5538 4-Mar-11 0.924589 22-Feb-11 72774 4426 25-Feb-11 0.928288 15-Feb-11 77018 4928 18-Feb-11 0.944638 8-Feb-11 72899 33109 11-Feb-11 0.973244 1-Feb-11 55186 21372 4-Feb-11 0.955042 25-Jan-11 54075 22356 28-Jan-11 0.941948 18-Jan-11 67614 23559 21-Jan-11 0.958451 11-Jan-11 70872 23115 14-Jan-11 0.963441 4-Jan-11 65421 27073 7-Jan-11 0.967343 28-Dec-10 58142 23355 31-Dec-10 0.935246 21-Dec-10 39665 14717 24-Dec-10 0.962359 14-Dec-10 44840 11444 17-Dec-10 0.968656 7-Dec-10 47003 13281 10-Dec-10 0.981145 30-Nov-10 30999 11844 3-Dec-10 0.973544 23-Nov-10 36797 14298 26-Nov-10 1.003649 16-Nov-10 58390 19949 19-Nov-10 0.992343 9-Nov-10 62533 25195 12-Nov-10 0.980939 2-Nov-10 41890 18525 5-Nov-10 0.961736 26-Oct-10 37802 17927 29-Oct-10 0.982447 19-Oct-10 47852 17112 22-Oct-10 0.977353 12-Oct-10 63283 19497 15-Oct-10 0.958951 5-Oct-10 62909 20231 8-Oct-10 0.962848 28-Sep-10 43078 15208 1-Oct-10 0.973846 21-Sep-10 46985 17170 24-Sep-10 0.983144 14-Sep-10 29057 11362 17-Sep-10 1.0098

1 7-Sep-10 27734 27282 10-Sep-10 1.0198-8 31-Aug-10 26957 31721 3-Sep-10 1.016448 24-Aug-10 24889 8742 27-Aug-10 1.028075 17-Aug-10 34446 4932 20-Aug-10 1.033979 10-Aug-10 46616 5437 13-Aug-10 1.051074 3-Aug-10 40335 6153 6-Aug-10 1.038879 27-Jul-10 27045 3177 30-Jul-10 1.041253 20-Jul-10 23739 7315 23-Jul-10 1.054365 13-Jul-10 27952 5914 16-Jul-10 1.051017 6-Jul-10 28549 20455 9-Jul-10 1.057834 29-Jun-10 31575 15681 2-Jul-10 1.0627

Page 214: CFTC FX Positioning v3

52 22-Jun-10 38499 12146 25-Jun-10 1.092958 15-Jun-10 37460 10106 18-Jun-10 1.108544 8-Jun-10 36775 14265 11-Jun-10 1.149442 1-Jun-10 37262 15108 4-Jun-10 1.162142 25-May-10 40113 16241 28-May-10 1.159173 18-May-10 53254 8369 21-May-10 1.149777 11-May-10 58010 7556 14-May-10 1.133666 4-May-10 65431 13419 7-May-10 1.108069 27-Apr-10 72366 13168 30-Apr-10 1.077673 20-Apr-10 82664 13008 23-Apr-10 1.073167 13-Apr-10 87918 17443 16-Apr-10 1.061464 6-Apr-10 88881 19569 9-Apr-10 1.065766 30-Mar-10 88595 18299 2-Apr-10 1.060568 23-Mar-10 90278 17251 26-Mar-10 1.065275 16-Mar-10 80982 11342 19-Mar-10 1.061376 9-Mar-10 71350 9951 12-Mar-10 1.057868 2-Mar-10 47170 8881 5-Mar-10 1.074255 23-Feb-10 40224 11803 26-Feb-10 1.073550 16-Feb-10 35026 11571 19-Feb-10 1.075722 9-Feb-10 24285 15422 12-Feb-10 1.075443 2-Feb-10 25639 10284 5-Feb-10 1.072657 26-Jan-10 35659 9850 29-Jan-10 1.060668 19-Jan-10 58048 11245 22-Jan-10 1.041268 12-Jan-10 60219 11524 15-Jan-10 1.025364 5-Jan-10 51736 11540 8-Jan-10 1.023766 29-Dec-09 50457 10468 1-Jan-10 1.035257 22-Dec-09 31381 8680 25-Dec-09 1.036077 15-Dec-09 29365 3740 18-Dec-09 1.042780 8-Dec-09 33195 3736 11-Dec-09 1.034475 1-Dec-09 35964 5155 4-Dec-09 1.016768 24-Nov-09 30492 5839 27-Nov-09 1.006049 17-Nov-09 35653 12047 20-Nov-09 1.017957 10-Nov-09 30168 8184 13-Nov-09 1.012572 3-Nov-09 27862 4493 6-Nov-09 1.017375 27-Oct-09 41261 5806 30-Oct-09 1.026370 20-Oct-09 52689 9152 23-Oct-09 1.008877 13-Oct-09 50739 6543 16-Oct-09 1.018276 6-Oct-09 41391 5616 9-Oct-09 1.031462 29-Sep-09 23843 5634 2-Oct-09 1.035064 22-Sep-09 44156 9604 25-Sep-09 1.027673 15-Sep-09 44894 6862 18-Sep-09 1.029575 8-Sep-09 42844 6026 11-Sep-09 1.038477 1-Sep-09 37838 4949 4-Sep-09 1.060665 25-Aug-09 50841 10852 28-Aug-09 1.059764 18-Aug-09 48058 10600 21-Aug-09 1.0583

Page 215: CFTC FX Positioning v3

55 11-Aug-09 47947 14058 14-Aug-09 1.071946 4-Aug-09 58426 21834 7-Aug-09 1.081143 28-Jul-09 48548 19480 31-Jul-09 1.068524 21-Jul-09 42647 26141 24-Jul-09 1.071710 14-Jul-09 31850 25957 17-Jul-09 1.076612 7-Jul-09 29971 23419 10-Jul-09 1.086517 30-Jun-09 32435 23163 3-Jul-09 1.086623 23-Jun-09 30043 18696 26-Jun-09 1.083433 16-Jun-09 31433 15973 19-Jun-09 1.081224 9-Jun-09 33405 20439 12-Jun-09 1.079112 2-Jun-09 31879 25285 5-Jun-09 1.085422 26-May-09 32429 20897 29-May-09 1.066910 19-May-09 28816 23391 22-May-09 1.085512 12-May-09 25180 19731 15-May-09 1.1213

5 5-May-09 22007 19993 8-May-09 1.1054-19 28-Apr-09 16395 24102 1-May-09 1.1359-33 21-Apr-09 12897 25604 24-Apr-09 1.1385-46 14-Apr-09 10415 28144 17-Apr-09 1.1651-61 7-Apr-09 7397 30708 10-Apr-09 1.1549-64 31-Mar-09 6453 29799 3-Apr-09 1.1311-67 24-Mar-09 5203 25875 27-Mar-09 1.1440-58 17-Mar-09 8715 32665 20-Mar-09 1.1270-56 10-Mar-09 7991 28281 13-Mar-09 1.1852-44 3-Mar-09 11859 30872 6-Mar-09 1.1577-42 24-Feb-09 9042 22007 27-Feb-09 1.1689-40 17-Feb-09 9631 22540 20-Feb-09 1.1560-42 10-Feb-09 7789 19260 13-Feb-09 1.1590-40 3-Feb-09 9597 22172 6-Feb-09 1.1621-49 27-Jan-09 7898 22864 30-Jan-09 1.1619-45 20-Jan-09 8949 23534 23-Jan-09 1.1542-40 13-Jan-09 9277 21481 16-Jan-09 1.1197-44 6-Jan-09 8930 22802 9-Jan-09 1.1141-38 30-Dec-08 8473 18828 2-Jan-09 1.0813-35 23-Dec-08 9345 19375 26-Dec-08 1.0700-24 16-Dec-08 10729 17477 19-Dec-08 1.1042-26 9-Dec-08 12579 21408 12-Dec-08 1.1773-27 2-Dec-08 13076 22783 5-Dec-08 1.2203-20 25-Nov-08 12521 18790 28-Nov-08 1.2136-19 18-Nov-08 15426 22603 21-Nov-08 1.2254

-9 11-Nov-08 16067 19312 14-Nov-08 1.1958-18 4-Nov-08 17145 24639 7-Nov-08 1.1789-21 28-Oct-08 18065 27912 31-Oct-08 1.1578-23 21-Oct-08 20698 33093 24-Oct-08 1.1674-36 14-Oct-08 16220 34104 17-Oct-08 1.1358-32 7-Oct-08 18431 35583 10-Oct-08 1.1390

Page 216: CFTC FX Positioning v3

-31 30-Sep-08 19691 37712 3-Oct-08 1.1282-35 23-Sep-08 17090 35743 26-Sep-08 1.0900-13 16-Sep-08 33090 43312 19-Sep-08 1.1054-12 9-Sep-08 36134 46118 12-Sep-08 1.1305-19 2-Sep-08 37205 54779 5-Sep-08 1.1188-19 26-Aug-08 33329 49093 29-Aug-08 1.1012-27 19-Aug-08 38641 66726 22-Aug-08 1.0987-27 12-Aug-08 33650 58979 15-Aug-08 1.0977-21 5-Aug-08 35442 54214 8-Aug-08 1.0823

-4 29-Jul-08 29682 31928 1-Aug-08 1.049634 22-Jul-08 43572 21683 25-Jul-08 1.036719 15-Jul-08 39972 27113 18-Jul-08 1.0228-9 8-Jul-08 30183 36135 11-Jul-08 1.0161

-17 1-Jul-08 24732 34522 4-Jul-08 1.0254-8 24-Jun-08 27397 31886 27-Jun-08 1.0178-1 17-Jun-08 36386 37337 20-Jun-08 1.035825 10-Jun-08 43276 25697 13-Jun-08 1.046656 3-Jun-08 63825 18087 6-Jun-08 1.018556 27-May-08 69636 19511 30-May-08 1.042342 20-May-08 53118 21700 23-May-08 1.024147 13-May-08 46246 16837 16-May-08 1.047649 6-May-08 48104 16392 9-May-08 1.041113 29-Apr-08 31816 24388 2-May-08 1.057225 22-Apr-08 43836 26466 25-Apr-08 1.0341

9 15-Apr-08 33518 28015 18-Apr-08 1.017910 8-Apr-08 37519 30955 11-Apr-08 1.0015

1 1-Apr-08 28382 27659 4-Apr-08 1.00604 25-Mar-08 28183 26005 28-Mar-08 0.9954

32 18-Mar-08 43416 22517 21-Mar-08 1.009340 11-Mar-08 50353 21422 14-Mar-08 0.998143 4-Mar-08 60105 23699 7-Mar-08 1.025135 26-Feb-08 50323 24139 29-Feb-08 1.041222 19-Feb-08 33387 21440 22-Feb-08 1.085231 12-Feb-08 43391 22956 15-Feb-08 1.093220 5-Feb-08 30603 20363 8-Feb-08 1.1009

9 29-Jan-08 25948 21653 1-Feb-08 1.089719 22-Jan-08 24463 16786 25-Jan-08 1.096720 15-Jan-08 22866 15101 18-Jan-08 1.098335 8-Jan-08 31648 15224 11-Jan-08 1.101448 1-Jan-08 35655 12657 4-Jan-08 1.108333 25-Dec-07 29959 15236 28-Dec-07 1.126450 18-Dec-07 34895 11608 21-Dec-07 1.154843 11-Dec-07 30935 12271 14-Dec-07 1.152929 4-Dec-07 34194 18870 7-Dec-07 1.128058 27-Nov-07 39532 10533 30-Nov-07 1.1318

Page 217: CFTC FX Positioning v3

63 20-Nov-07 41574 9282 23-Nov-07 1.102172 13-Nov-07 55876 9153 16-Nov-07 1.117973 6-Nov-07 75532 11944 9-Nov-07 1.122677 30-Oct-07 79052 10221 2-Nov-07 1.154276 23-Oct-07 82625 11302 26-Oct-07 1.164373 16-Oct-07 90940 13991 19-Oct-07 1.165971 9-Oct-07 99617 16616 12-Oct-07 1.185065 2-Oct-07 87538 18359 5-Oct-07 1.178468 25-Sep-07 73042 13880 28-Sep-07 1.163782 18-Sep-07 88758 8930 21-Sep-07 1.172360 11-Sep-07 78149 19395 14-Sep-07 1.189554 4-Sep-07 73234 21889 7-Sep-07 1.188750 28-Aug-07 68013 22919 31-Aug-07 1.208450 21-Aug-07 60044 20011 24-Aug-07 1.200656 14-Aug-07 66527 18717 17-Aug-07 1.207957 7-Aug-07 71689 19751 10-Aug-07 1.198857 31-Jul-07 68138 18440 3-Aug-07 1.190769 24-Jul-07 94483 17519 27-Jul-07 1.208565 17-Jul-07 85281 18009 20-Jul-07 1.200968 10-Jul-07 82889 15511 13-Jul-07 1.202669 3-Jul-07 79653 14400 6-Jul-07 1.218072 26-Jun-07 82053 13190 29-Jun-07 1.221547 19-Jun-07 92321 33525 22-Jun-07 1.229446 12-Jun-07 98404 36399 15-Jun-07 1.241435 5-Jun-07 85481 41623 8-Jun-07 1.235139 29-May-07 92150 40130 1-Jun-07 1.229930 22-May-07 83891 44924 25-May-07 1.227935 15-May-07 82619 39522 18-May-07 1.227316 8-May-07 65117 47298 11-May-07 1.2190

9 1-May-07 52582 43731 4-May-07 1.2117-2 24-Apr-07 39017 40648 27-Apr-07 1.2056

-24 17-Apr-07 25549 41540 20-Apr-07 1.2085-25 10-Apr-07 23062 38626 13-Apr-07 1.2149-44 3-Apr-07 22068 57233 6-Apr-07 1.2220-39 27-Mar-07 24613 56595 30-Mar-07 1.2155-55 20-Mar-07 21021 72174 23-Mar-07 1.2191-70 13-Mar-07 15758 89897 16-Mar-07 1.2070-63 6-Mar-07 21585 96510 9-Mar-07 1.2347-62 27-Feb-07 17563 73987 2-Mar-07 1.2165-66 20-Feb-07 17005 82431 23-Feb-07 1.2326-59 13-Feb-07 19930 76625 16-Feb-07 1.2351-68 6-Feb-07 18927 99573 9-Feb-07 1.2475-62 30-Jan-07 21650 92526 2-Feb-07 1.2480-63 23-Jan-07 22471 100328 26-Jan-07 1.2535-64 16-Jan-07 22030 100997 19-Jan-07 1.2487

Page 218: CFTC FX Positioning v3

-67 9-Jan-07 20637 105543 12-Jan-07 1.2472-61 2-Jan-07 23583 97851 5-Jan-07 1.2364-61 26-Dec-06 21479 87773 29-Dec-06 1.2201-51 19-Dec-06 27186 84578 22-Dec-06 1.2202-50 12-Dec-06 26173 78181 15-Dec-06 1.2214-49 5-Dec-06 24557 71036 8-Dec-06 1.2053-43 28-Nov-06 26934 67216 1-Dec-06 1.1932-56 21-Nov-06 23236 82129 24-Nov-06 1.2094-48 14-Nov-06 25902 73277 17-Nov-06 1.2440-29 7-Nov-06 24999 45341 10-Nov-06 1.2417-33 31-Oct-06 23818 47496 3-Nov-06 1.2536-22 24-Oct-06 24985 39218 27-Oct-06 1.2486-31 17-Oct-06 26833 51331 20-Oct-06 1.2591

3 10-Oct-06 34272 32413 13-Oct-06 1.272811 3-Oct-06 45535 36256 6-Oct-06 1.2602

9 26-Sep-06 38542 32032 29-Sep-06 1.25061 19-Sep-06 41043 40188 22-Sep-06 1.2358

24 12-Sep-06 37739 22957 15-Sep-06 1.255438 5-Sep-06 49440 21974 8-Sep-06 1.247650 29-Aug-06 45977 15372 1-Sep-06 1.231339 22-Aug-06 27805 12312 25-Aug-06 1.239819 15-Aug-06 27206 18609 18-Aug-06 1.233227 8-Aug-06 23185 13355 11-Aug-06 1.2431

-16 1-Aug-06 18809 26225 4-Aug-06 1.2235-10 25-Jul-06 23613 29032 28-Jul-06 1.233325 18-Jul-06 23302 14018 21-Jul-06 1.236624 11-Jul-06 29942 18321 14-Jul-06 1.234374 4-Jul-06 42762 6315 7-Jul-06 1.223566 27-Jun-06 38165 7856 30-Jun-06 1.223148 20-Jun-06 37024 13046 23-Jun-06 1.249356 13-Jun-06 46579 13228 16-Jun-06 1.231535 6-Jun-06 44443 21581 9-Jun-06 1.231253 30-May-06 45937 14230 2-Jun-06 1.208227 23-May-06 36980 21278 26-May-06 1.225627 16-May-06 46060 26532 19-May-06 1.216738 9-May-06 52111 23238 12-May-06 1.197449 2-May-06 48997 16845 5-May-06 1.226132 25-Apr-06 31949 16326 28-Apr-06 1.238817 18-Apr-06 23225 16307 21-Apr-06 1.275639 11-Apr-06 24639 10697 14-Apr-06 1.2983

-15 4-Apr-06 12081 16227 7-Apr-06 1.3015-23 28-Mar-06 13274 21085 31-Mar-06 1.3042

-9 21-Mar-06 18295 22037 24-Mar-06 1.310926 14-Mar-06 33979 19958 17-Mar-06 1.289660 7-Mar-06 55226 13903 10-Mar-06 1.3174

Page 219: CFTC FX Positioning v3

59 28-Feb-06 54931 14297 3-Mar-06 1.296860 21-Feb-06 46710 11513 24-Feb-06 1.317263 14-Feb-06 52220 11756 17-Feb-06 1.309966 7-Feb-06 56298 11453 10-Feb-06 1.306759 31-Jan-06 50705 13221 3-Feb-06 1.294863 24-Jan-06 35048 7915 27-Jan-06 1.284552 17-Jan-06 39506 12573 20-Jan-06 1.276456 10-Jan-06 32628 9311 13-Jan-06 1.276767 3-Jan-06 45749 9062 6-Jan-06 1.270275 27-Dec-05 49468 7176 30-Dec-05 1.313476 20-Dec-05 55542 7431 23-Dec-05 1.312073 13-Dec-05 66468 10285 16-Dec-05 1.289961 6-Dec-05 49064 11747 9-Dec-05 1.302752 29-Nov-05 42311 13301 2-Dec-05 1.317031 22-Nov-05 33585 17860 25-Nov-05 1.318645 15-Nov-05 32487 12318 18-Nov-05 1.314155 8-Nov-05 37234 10894 11-Nov-05 1.310872 1-Nov-05 44435 7275 4-Nov-05 1.307473 25-Oct-05 43849 6904 28-Oct-05 1.280472 18-Oct-05 51259 8447 21-Oct-05 1.292176 11-Oct-05 50532 6941 14-Oct-05 1.285168 4-Oct-05 47026 8995 7-Oct-05 1.277874 27-Sep-05 50520 7424 30-Sep-05 1.293941 20-Sep-05 45536 19033 23-Sep-05 1.292347 13-Sep-05 45957 16365 16-Sep-05 1.269648 6-Sep-05 46423 16430 9-Sep-05 1.243247 30-Aug-05 44904 15990 2-Sep-05 1.229942 23-Aug-05 41543 17000 26-Aug-05 1.258842 16-Aug-05 44042 17995 19-Aug-05 1.275627 9-Aug-05 33587 19373 12-Aug-05 1.247527 2-Aug-05 28966 16802 5-Aug-05 1.262238 26-Jul-05 31840 14321 29-Jul-05 1.289457 19-Jul-05 35684 9859 22-Jul-05 1.296649 12-Jul-05 35282 12079 15-Jul-05 1.295612 5-Jul-05 19364 15276 8-Jul-05 1.2994

6 28-Jun-05 20959 18675 1-Jul-05 1.29641 21-Jun-05 16872 16588 24-Jun-05 1.2742

-47 14-Jun-05 11676 32687 17-Jun-05 1.2577-58 7-Jun-05 9675 36236 10-Jun-05 1.2690-60 31-May-05 10524 41764 3-Jun-05 1.2526-63 24-May-05 9806 42690 27-May-05 1.2304-59 17-May-05 11662 45154 20-May-05 1.2338-54 10-May-05 11651 39446 13-May-05 1.2237-57 3-May-05 12434 45755 6-May-05 1.2069-47 26-Apr-05 13776 38495 29-Apr-05 1.1951

Page 220: CFTC FX Positioning v3

-37 19-Apr-05 13905 30263 22-Apr-05 1.1811-19 12-Apr-05 15951 23385 15-Apr-05 1.199956 5-Apr-05 35799 10124 8-Apr-05 1.197360 29-Mar-05 35455 8765 1-Apr-05 1.202758 22-Mar-05 43143 11596 25-Mar-05 1.199756 15-Mar-05 36259 10109 18-Mar-05 1.163810 8-Mar-05 17563 14234 11-Mar-05 1.1503

-22 1-Mar-05 11793 18622 4-Mar-05 1.1694-12 22-Feb-05 11275 14416 25-Feb-05 1.1619-20 15-Feb-05 10760 16067 18-Feb-05 1.1830-26 8-Feb-05 10606 17971 11-Feb-05 1.2107

6 1-Feb-05 12127 10858 4-Feb-05 1.21138 25-Jan-05 17352 14699 28-Jan-05 1.1865

16 18-Jan-05 19773 14273 21-Jan-05 1.185734 11-Jan-05 19317 9424 14-Jan-05 1.179731 4-Jan-05 20448 10786 7-Jan-05 1.184619 28-Dec-04 19215 13081 31-Dec-04 1.140418 21-Dec-04 20422 14146 24-Dec-04 1.143626 14-Dec-04 21889 12812 17-Dec-04 1.157142 7-Dec-04 30867 12497 10-Dec-04 1.160650 30-Nov-04 35634 12003 3-Dec-04 1.131066 23-Nov-04 37207 7736 26-Nov-04 1.139070 16-Nov-04 40552 7217 19-Nov-04 1.161773 9-Nov-04 41418 6446 12-Nov-04 1.172076 2-Nov-04 45896 6204 5-Nov-04 1.177573 26-Oct-04 42987 6764 29-Oct-04 1.194369 19-Oct-04 49034 9014 22-Oct-04 1.2108

Page 221: CFTC FX Positioning v3
Page 222: CFTC FX Positioning v3
Page 223: CFTC FX Positioning v3
Page 224: CFTC FX Positioning v3
Page 225: CFTC FX Positioning v3
Page 226: CFTC FX Positioning v3
Page 227: CFTC FX Positioning v3
Page 228: CFTC FX Positioning v3
Page 229: CFTC FX Positioning v3
Page 230: CFTC FX Positioning v3
Page 231: CFTC FX Positioning v3
Page 232: CFTC FX Positioning v3
Page 233: CFTC FX Positioning v3

Net Longs %tile %tile All MM %tile Net Longs / OI IMM4SNCL Index#NAME? ### #NAME? #NAME? 26-Nov-13

3669 61 #NAME? #NAME? 16 19-Nov-13 130983189 60 #NAME? 61 13 12-Nov-13 141228095 72 #NAME? 69 25 5-Nov-13 20479

11451 83 #NAME? 74 34 29-Oct-13 2272710931 82 #NAME? 73 33 22-Oct-13 2217510767 80 #NAME? 73 33 15-Oct-13 2175710415 77 #NAME? 72 34 8-Oct-13 20313

6636 68 #NAME? 66 23 1-Oct-13 178985745 65 #NAME? 65 23 24-Sep-13 15129

616 53 #NAME? 57 3 17-Sep-13 9992420 53 #NAME? 56 2 10-Sep-13 10598

1059 53 #NAME? 57 5 3-Sep-13 10809402 52 #NAME? 56 2 27-Aug-13 11596291 51 #NAME? 56 1 20-Aug-13 12061

2136 53 #NAME? 59 11 13-Aug-13 10626-325 48 #NAME? 55 -2 6-Aug-13 8756

-1261 44 #NAME? 54 -6 30-Jul-13 9531-5433 37 #NAME? 47 -30 23-Jul-13 6339-4969 37 #NAME? 48 -19 16-Jul-13 10754-1776 41 #NAME? 53 -7 9-Jul-13 12307

-116 48 #NAME? 56 -1 2-Jul-13 89192464 53 #NAME? 60 14 25-Jun-13 99325791 59 #NAME? 65 24 18-Jun-13 14977

-20738 7 #NAME? 23 -61 11-Jun-13 6576-25803 5 #NAME? 14 -69 4-Jun-13 5871-28972 3 #NAME? 9 -65 28-May-13 7936-19930 6 #NAME? 24 -53 21-May-13 8814-15410 14 #NAME? 31 -45 14-May-13 9550

-6235 39 #NAME? 46 -30 7-May-13 7291-8264 37 #NAME? 43 -34 30-Apr-13 81321179 51 #NAME? 58 5 23-Apr-13 13249

-3253 42 #NAME? 51 -10 16-Apr-13 14954-10014 34 #NAME? 40 -43 9-Apr-13 6570-12015 27 #NAME? 37 -38 2-Apr-13 9789-12198 25 #NAME? 36 -41 26-Mar-13 8668-10996 30 #NAME? 38 -33 19-Mar-13 11143-13488 20 #NAME? 34 -52 12-Mar-13 6206-11450 26 #NAME? 37 -45 5-Mar-13 7092

-8191 34 #NAME? 43 -33 26-Feb-13 8165-675 48 #NAME? 55 -3 19-Feb-13 110694552 57 #NAME? 63 23 12-Feb-13 121133876 55 #NAME? 62 17 5-Feb-13 130914148 56 #NAME? 62 21 29-Jan-13 11994

Page 234: CFTC FX Positioning v3

6384 60 #NAME? 66 27 22-Jan-13 1523212770 81 #NAME? 76 51 15-Jan-13 1900710261 69 #NAME? 72 35 8-Jan-13 1960411631 75 #NAME? 74 32 1-Jan-13 2380011435 75 #NAME? 74 35 25-Dec-12 21897

4280 58 #NAME? 63 14 18-Dec-12 173613209 58 #NAME? 61 17 11-Dec-12 11243

636 54 #NAME? 57 3 4-Dec-12 11722-3367 44 #NAME? 50 -15 27-Nov-12 9744

-12488 23 #NAME? 36 -46 20-Nov-12 7220-8888 32 #NAME? 42 -28 13-Nov-12 11388

-303 51 #NAME? 55 -1 6-Nov-12 135092366 53 #NAME? 60 11 30-Oct-12 117852361 53 #NAME? 60 12 23-Oct-12 10756

-1192 47 #NAME? 54 -5 16-Oct-12 10289-306 49 #NAME? 55 -1 9-Oct-12 11676-984 48 #NAME? 54 -4 2-Oct-12 12641-904 48 #NAME? 54 -3 25-Sep-12 13567

-4527 41 #NAME? 49 -14 18-Sep-12 13626-8967 32 #NAME? 41 -28 11-Sep-12 11648

-13112 20 #NAME? 35 -42 4-Sep-12 9013-11461 24 #NAME? 37 -35 28-Aug-12 10684-15662 15 #NAME? 31 -57 21-Aug-12 5921-18854 8 #NAME? 26 -61 14-Aug-12 6140-17915 9 #NAME? 27 -57 7-Aug-12 6771-18808 8 #NAME? 26 -63 31-Jul-12 5409-25945 4 #NAME? 14 -72 24-Jul-12 5102-23090 4 #NAME? 19 -65 17-Jul-12 6209-17584 7 #NAME? 28 -60 10-Jul-12 5815-19060 6 #NAME? 25 -64 3-Jul-12 5263-23836 4 #NAME? 18 -72 26-Jun-12 4637

-7007 27 #NAME? 45 -13 19-Jun-12 24108-33301 2 #NAME? 2 -76 12-Jun-12 5220-33648 1 #NAME? 2 -75 5-Jun-12 5747-30596 1 #NAME? 7 -69 29-May-12 6882-34851 1 #NAME? 0 -78 22-May-12 4901-26694 1 #NAME? 0 -69 15-May-12 6127-16494 4 #NAME? 7 -62 8-May-12 4980-14311 9 #NAME? 12 -56 1-May-12 5692-16641 3 #NAME? 7 -66 24-Apr-12 4312-13762 8 #NAME? 13 -53 17-Apr-12 6040

-9919 18 #NAME? 21 -43 10-Apr-12 6548-14676 7 #NAME? 11 -53 3-Apr-12 6615-15096 5 #NAME? 10 -55 27-Mar-12 6293-11191 13 #NAME? 18 -32 20-Mar-12 11747

Page 235: CFTC FX Positioning v3

-14798 5 #NAME? 11 -44 13-Mar-12 9351-19478 1 #NAME? 1 -55 6-Mar-12 8114-19391 1 #NAME? 1 -50 28-Feb-12 9775-19846 1 #NAME? 0 -56 21-Feb-12 7900-15863 3 #NAME? 4 -48 14-Feb-12 8663

-9795 16 #NAME? 17 -37 7-Feb-12 8331-11222 11 #NAME? 14 -46 31-Jan-12 6477-12514 7 #NAME? 11 -55 24-Jan-12 5172-12822 6 #NAME? 10 -58 17-Jan-12 4649-12097 7 #NAME? 12 -54 10-Jan-12 5112-12355 6 #NAME? 11 -62 3-Jan-12 3787-10798 11 #NAME? 15 -59 27-Dec-11 3829

-3136 30 #NAME? 32 -13 20-Dec-11 10417-10481 11 #NAME? 16 -51 13-Dec-11 5005-11158 10 #NAME? 14 -56 6-Dec-11 4358

-9327 13 #NAME? 18 -49 29-Nov-11 4950-5870 20 #NAME? 26 -42 22-Nov-11 4049-1904 32 #NAME? 35 -15 15-Nov-11 53082162 39 #NAME? 44 18 8-Nov-11 6928

-1746 34 #NAME? 35 -21 1-Nov-11 3224-1203 34 #NAME? 36 -11 25-Oct-11 5077-2243 34 #NAME? 34 -23 18-Oct-11 3829

13 37 #NAME? 40 0 11-Oct-11 5233-1109 35 #NAME? 37 -10 4-Oct-11 51102424 39 #NAME? 45 22 27-Sep-11 66184221 40 #NAME? 49 41 20-Sep-11 72585493 42 #NAME? 52 36 13-Sep-11 104097549 47 #NAME? 56 43 6-Sep-11 125899342 54 #NAME? 60 54 30-Aug-11 133479637 55 #NAME? 61 48 23-Aug-11 148899008 55 #NAME? 59 51 16-Aug-11 133304655 44 #NAME? 50 19 9-Aug-11 14449

12341 65 #NAME? 67 32 2-Aug-11 255937877 51 #NAME? 57 23 26-Jul-11 21103

11494 63 #NAME? 65 37 19-Jul-11 211598081 53 #NAME? 57 29 12-Jul-11 181395291 47 #NAME? 51 20 5-Jul-11 159839948 56 #NAME? 61 30 28-Jun-11 21412

11813 64 #NAME? 66 33 21-Jun-11 2370013287 69 #NAME? 69 35 14-Jun-11 2555516865 84 #NAME? 77 47 7-Jun-11 2629021119 92 #NAME? 86 61 31-May-11 2784614725 80 #NAME? 72 47 24-May-11 2308815661 82 #NAME? 74 47 17-May-11 2440916336 83 #NAME? 75 41 10-May-11 27905

Page 236: CFTC FX Positioning v3

18381 89 #NAME? 80 47 3-May-11 2855117841 87 #NAME? 79 48 26-Apr-11 2754917374 86 #NAME? 78 47 19-Apr-11 2727114657 83 #NAME? 72 49 12-Apr-11 2227210843 68 #NAME? 63 34 5-Apr-11 2158818957 91 #NAME? 81 64 29-Mar-11 2418421301 92 #NAME? 86 75 22-Mar-11 2488327640 99 #NAME? 100 75 15-Mar-11 3229523661 98 #NAME? 98 62 8-Mar-11 3084118017 91 #NAME? 84 45 1-Mar-11 2921812291 74 #NAME? 71 50 22-Feb-11 1832610518 68 #NAME? 67 43 15-Feb-11 17467

8181 63 #NAME? 61 22 8-Feb-11 2268610441 68 #NAME? 67 31 1-Feb-11 22079

6594 58 #NAME? 58 23 25-Jan-11 176756992 60 #NAME? 59 22 18-Jan-11 19711

10818 70 #NAME? 68 36 11-Jan-11 2049713032 77 #NAME? 73 36 4-Jan-11 2448714002 80 #NAME? 75 40 28-Dec-10 2434912527 77 #NAME? 72 33 21-Dec-10 2536510716 71 #NAME? 67 35 14-Dec-10 20794

8987 70 #NAME? 63 33 7-Dec-10 180147824 66 #NAME? 61 32 30-Nov-10 162408511 67 #NAME? 62 41 23-Nov-10 147097803 65 #NAME? 61 28 16-Nov-10 18005

12615 75 #NAME? 72 34 9-Nov-10 2491112465 75 #NAME? 71 36 2-Nov-10 2336312519 75 #NAME? 72 34 26-Oct-10 2460011235 75 #NAME? 69 29 19-Oct-10 2490819947 93 #NAME? 89 46 12-Oct-10 3150422599 96 #NAME? 95 55 5-Oct-10 3169319993 94 #NAME? 89 57 28-Sep-10 2765514462 85 #NAME? 76 38 21-Sep-10 2627214236 84 #NAME? 76 34 14-Sep-10 2780016627 91 #NAME? 81 48 7-Sep-10 2546414281 85 #NAME? 76 51 31-Aug-10 2118513868 83 #NAME? 75 50 24-Aug-10 2073511750 80 #NAME? 70 48 17-Aug-10 1804110901 79 #NAME? 68 48 10-Aug-10 1677516223 91 #NAME? 80 67 3-Aug-10 20302

6216 70 #NAME? 57 26 27-Jul-10 1528315113 89 #NAME? 78 61 20-Jul-10 1997714590 89 #NAME? 83 67 13-Jul-10 18237-7455 33 #NAME? 46 -33 6-Jul-10 7627

-12848 19 #NAME? 37 -46 29-Jun-10 7647

Page 237: CFTC FX Positioning v3

-10265 27 #NAME? 41 -35 22-Jun-10 9620-16476 9 #NAME? 30 -48 15-Jun-10 8852-11415 25 #NAME? 39 -29 8-Jun-10 14111-14724 12 #NAME? 42 -40 1-Jun-10 11139-12619 21 #NAME? 45 -35 25-May-10 11489-14558 14 #NAME? 42 -41 18-May-10 10616-17527 9 #NAME? 37 -47 11-May-10 10020-16592 11 #NAME? 51 -40 4-May-10 12665-13613 17 #NAME? 63 -34 27-Apr-10 13031

-5382 40 #NAME? 71 -21 20-Apr-10 9838-4954 43 #NAME? 71 -19 13-Apr-10 10417-4152 50 #NAME? 72 -18 6-Apr-10 9777-6540 39 #NAME? 70 -33 30-Mar-10 6735-1088 59 #NAME? 75 -6 23-Mar-10 9239-5233 43 #NAME? 71 -23 16-Mar-10 8977-5145 44 #NAME? 71 -19 9-Mar-10 10727-6310 42 #NAME? 70 -22 2-Mar-10 11508-8819 35 #NAME? 68 -27 23-Feb-10 12119-4667 47 #NAME? 72 -18 16-Feb-10 10763-6896 42 #NAME? 70 -27 9-Feb-10 9219-1775 58 #NAME? 75 -8 2-Feb-10 103445705 71 #NAME? 82 30 26-Jan-10 12421

13971 86 #NAME? 90 68 19-Jan-10 1728113926 86 #NAME? 90 68 12-Jan-10 17213-2780 58 #NAME? 74 -10 5-Jan-10 12488-7051 44 #NAME? 69 -25 29-Dec-09 10334-4568 52 #NAME? 72 -20 22-Dec-09 9084

461 63 #NAME? 77 2 15-Dec-09 1130513348 85 #NAME? 89 49 8-Dec-09 2017724725 99 #NAME? 100 75 1-Dec-09 2890422117 96 #NAME? 98 73 24-Nov-09 2613622199 96 #NAME? 98 78 17-Nov-09 2531123298 98 #NAME? 99 83 10-Nov-09 2571718665 97 #NAME? 95 79 3-Nov-09 2117117845 96 #NAME? 94 59 27-Oct-09 2410423853 99 #NAME? 100 66 20-Oct-09 3001722279 98 #NAME? 99 68 13-Oct-09 2753723470 99 #NAME? 100 71 6-Oct-09 2826117593 98 #NAME? 94 63 29-Sep-09 2285723791 99 #NAME? 100 70 22-Sep-09 2896818191 99 #NAME? 100 61 15-Sep-09 2402618137 99 #NAME? 100 63 8-Sep-09 2337114252 96 #NAME? 97 57 1-Sep-09 1962716798 99 #NAME? 100 55 25-Aug-09 23649

6755 85 #NAME? 91 39 18-Aug-09 12121

Page 238: CFTC FX Positioning v3

-37 73 #NAME? 84 0 11-Aug-09 1096214512 98 #NAME? 99 52 4-Aug-09 2134114170 97 #NAME? 99 60 28-Jul-09 1880813197 96 #NAME? 98 49 21-Jul-09 2018210792 94 #NAME? 95 47 14-Jul-09 1695011054 95 #NAME? 95 50 7-Jul-09 1647610690 94 #NAME? 95 47 30-Jun-09 1662314408 98 #NAME? 99 49 23-Jun-09 22023

7902 91 #NAME? 92 32 16-Jun-09 161468474 92 #NAME? 93 40 9-Jun-09 148798599 92 #NAME? 93 39 2-Jun-09 154126674 90 #NAME? 91 32 26-May-09 139294609 86 #NAME? 89 25 19-May-09 114971619 82 #NAME? 85 10 12-May-09 8692-743 80 #NAME? 83 -7 5-May-09 4756

-4922 67 #NAME? 78 -33 28-Apr-09 4907-12085 45 #NAME? 71 -51 21-Apr-09 5718

-5055 67 #NAME? 78 -43 14-Apr-09 3404-3541 75 #NAME? 80 -31 7-Apr-09 3895-4411 70 #NAME? 79 -35 31-Mar-09 4068-3148 75 #NAME? 80 -20 24-Mar-09 6311-8438 60 #NAME? 75 -42 17-Mar-09 5942

-11453 51 #NAME? 72 -54 10-Mar-09 4784-12910 47 #NAME? 70 -60 3-Mar-09 4253-11188 53 #NAME? 72 -52 24-Feb-09 5137-11138 54 #NAME? 72 -53 17-Feb-09 4848-11521 52 #NAME? 72 -61 10-Feb-09 3613-11140 54 #NAME? 72 -59 3-Feb-09 3801-10188 56 #NAME? 73 -54 27-Jan-09 4319

-6374 65 #NAME? 77 -38 20-Jan-09 5135-6234 65 #NAME? 77 -39 13-Jan-09 4826-5867 65 #NAME? 77 -33 6-Jan-09 5978-3847 72 #NAME? 80 -28 30-Dec-08 4968-4156 71 #NAME? 79 -33 23-Dec-08 4310-5311 67 #NAME? 78 -59 16-Dec-08 1826

-14074 46 #NAME? 69 -81 9-Dec-08 1620-18240 36 #NAME? 64 -80 2-Dec-08 2328-16413 40 #NAME? 66 -69 25-Nov-08 3653-13589 48 #NAME? 69 -54 18-Nov-08 5740-10156 58 #NAME? 73 -51 11-Nov-08 4826

-7201 65 #NAME? 76 -33 4-Nov-08 7416-14316 48 #NAME? 69 -56 28-Oct-08 5726-15922 43 #NAME? 67 -67 21-Oct-08 3953-13082 53 #NAME? 70 -56 14-Oct-08 5222-11529 56 #NAME? 71 -41 7-Oct-08 8291

Page 239: CFTC FX Positioning v3

-11449 57 #NAME? 72 -49 30-Sep-08 5953-8107 64 #NAME? 75 -33 23-Sep-08 8345

-13448 53 #NAME? 69 -47 16-Sep-08 7451-14915 49 #NAME? 68 -40 9-Sep-08 11076-13263 54 #NAME? 70 -35 2-Sep-08 12059-13329 54 #NAME? 70 -35 26-Aug-08 12148-13402 54 #NAME? 70 -41 19-Aug-08 9683

-8383 63 #NAME? 75 -24 12-Aug-08 13555-8983 62 #NAME? 74 -23 5-Aug-08 14986-4655 68 #NAME? 79 -12 29-Jul-08 17401-1666 76 #NAME? 82 -4 22-Jul-08 1790015044 98 #NAME? 100 30 15-Jul-08 32874-4697 70 #NAME? 79 -11 8-Jul-08 180856607 90 #NAME? 91 15 1-Jul-08 26040

-2401 76 #NAME? 81 -8 24-Jun-08 14081-8914 67 #NAME? 74 -29 17-Jun-08 10824-3732 75 #NAME? 80 -11 10-Jun-08 15820-7271 68 #NAME? 76 -20 3-Jun-08 14128-9849 67 #NAME? 73 -21 27-May-08 18907-4943 72 #NAME? 78 -11 20-May-08 19037

-17436 54 #NAME? 65 -39 13-May-08 13758-4137 74 #NAME? 79 -10 6-May-08 191257001 91 #NAME? 91 15 29-Apr-08 266253009 87 #NAME? 87 6 22-Apr-08 247315234 89 #NAME? 89 11 15-Apr-08 27058

917 82 #NAME? 85 2 8-Apr-08 241458881 93 #NAME? 93 17 1-Apr-08 30785

10781 96 #NAME? 95 21 25-Mar-08 3076811224 97 #NAME? 95 30 18-Mar-08 24560-4248 78 #NAME? 79 -8 11-Mar-08 25646

167 84 #NAME? 84 0 4-Mar-08 246478772 94 #NAME? 93 16 26-Feb-08 32085

987 86 #NAME? 85 2 19-Feb-08 239793180 91 #NAME? 87 10 12-Feb-08 175502786 91 #NAME? 87 7 5-Feb-08 225889233 95 #NAME? 93 19 29-Jan-08 28578

15376 99 #NAME? 100 36 22-Jan-08 289495162 93 #NAME? 89 11 15-Jan-08 25415

-2171 84 #NAME? 81 -5 8-Jan-08 21345-4619 79 #NAME? 79 -11 1-Jan-08 18502

-11497 68 #NAME? 72 -31 25-Dec-07 12643-6984 76 #NAME? 76 -19 18-Dec-07 146771933 88 #NAME? 86 4 11-Dec-07 266847043 92 #NAME? 91 13 4-Dec-07 30533

13202 96 #NAME? 98 22 27-Nov-07 37072

Page 240: CFTC FX Positioning v3

13732 96 #NAME? 98 23 20-Nov-07 3716515503 96 #NAME? 100 31 13-Nov-07 33093

2419 88 #NAME? 78 4 6-Nov-07 3257510790 93 #NAME? 86 20 30-Oct-07 32274

2510 88 #NAME? 78 5 23-Oct-07 26611-8189 74 #NAME? 62 -13 16-Oct-07 26550-4091 #NAME? 64 -7 9-Oct-07 28185-3078 #NAME? 64 -5 2-Oct-07 315966292 #NAME? 71 11 25-Sep-07 329585489 #NAME? 70 11 18-Sep-07 286472661 #NAME? 68 5 11-Sep-07 26527

-34475 #NAME? 37 -59 4-Sep-07 12078-18123 #NAME? 51 -34 28-Aug-07 17923-17279 #NAME? 52 -37 21-Aug-07 14642-13990 #NAME? 54 -21 14-Aug-07 26255

-2304 #NAME? 64 -3 7-Aug-07 34401-14633 #NAME? 54 -21 31-Jul-07 28309-42877 #NAME? 30 -49 24-Jul-07 21909-35554 #NAME? 36 -42 17-Jul-07 24189-38072 #NAME? 34 -48 10-Jul-07 20339-33575 #NAME? 38 -53 3-Jul-07 14876-58831 #NAME? 17 -78 26-Jun-07 8303-79331 #NAME? 0 -86 19-Jun-07 6682-79181 #NAME? 0 -79 12-Jun-07 10341-58252 #NAME? 11 -72 5-Jun-07 11536-59208 #NAME? 10 -75 29-May-07 9644-65869 #NAME? 4 -78 22-May-07 9372-34745 #NAME? 32 -50 15-May-07 17093-34352 #NAME? 32 -54 8-May-07 14860-31170 #NAME? 35 -48 1-May-07 16669-16851 #NAME? 48 -27 24-Apr-07 23229-22372 #NAME? 43 -38 17-Apr-07 17907-23206 #NAME? 42 -46 10-Apr-07 13453-27265 #NAME? 39 -57 3-Apr-07 10294-11559 #NAME? 53 -24 27-Mar-07 18597-15002 #NAME? 50 -32 20-Mar-07 16020-24891 #NAME? 41 -45 13-Mar-07 15012-21867 #NAME? 43 -39 6-Mar-07 16859-44685 #NAME? 23 -59 27-Feb-07 15823-55553 #NAME? 13 -83 20-Feb-07 5525-63406 #NAME? 6 -83 13-Feb-07 6693-42925 #NAME? 25 -70 6-Feb-07 9393-59580 #NAME? 10 -84 30-Jan-07 5819-44081 #NAME? 24 -81 23-Jan-07 5290-42248 #NAME? 25 -77 16-Jan-07 6476

Page 241: CFTC FX Positioning v3

-40371 #NAME? 27 -72 9-Jan-07 7698-22798 #NAME? 43 -50 2-Jan-07 11280-12285 #NAME? 52 -26 26-Dec-06 17614-10838 #NAME? 53 -23 19-Dec-06 18315

-9772 #NAME? 54 -16 12-Dec-06 24981-6468 #NAME? 57 -11 5-Dec-06 25835

-13903 #NAME? 51 -24 28-Nov-06 21961-38797 #NAME? 28 -65 21-Nov-06 10633-42545 #NAME? 25 -68 14-Nov-06 9883-55701 #NAME? 13 -66 7-Nov-06 14326-47069 #NAME? 21 -68 31-Oct-06 11230-70223 #NAME? 0 -79 24-Oct-06 9331-67208 #NAME? 1 -76 17-Oct-06 10504-60420 #NAME? 7 -77 10-Oct-06 8870-30127 #NAME? 35 -58 3-Oct-06 10759-29020 #NAME? 36 -58 26-Sep-06 10497-44034 #NAME? 22 -69 19-Sep-06 10111-33241 #NAME? 32 -58 12-Sep-06 12013-19146 #NAME? 45 -46 5-Sep-06 11221-12635 #NAME? 51 -33 29-Aug-06 12618-10465 #NAME? 53 -24 22-Aug-06 16847-15247 #NAME? 49 -37 15-Aug-06 13082-14853 #NAME? 49 -26 8-Aug-06 21484

-9394 #NAME? 54 -21 1-Aug-06 17487-20960 #NAME? 43 -39 25-Jul-06 16611-15417 #NAME? 48 -30 18-Jul-06 18116

-7259 #NAME? 56 -15 11-Jul-06 20120-4314 #NAME? 59 -9 4-Jul-06 21327

-15889 #NAME? 48 -35 27-Jun-06 14509-5472 #NAME? 57 -12 20-Jun-06 20297-2882 #NAME? 60 -6 13-Jun-06 211769320 #NAME? 71 21 6-Jun-06 26639

10531 #NAME? 72 21 30-May-06 302648382 #NAME? 70 16 23-May-06 30138

-1581 #NAME? 61 -3 16-May-06 23935-11013 #NAME? 52 -23 9-May-06 18306-12629 #NAME? 51 -26 2-May-06 17518-24429 #NAME? 40 -50 25-Apr-06 12113-22168 #NAME? 42 -51 18-Apr-06 10744-28651 #NAME? 36 -69 11-Apr-06 6470-38128 #NAME? 28 -72 4-Apr-06 7412-45335 #NAME? 21 -80 28-Mar-06 5820-46865 #NAME? 20 -87 21-Mar-06 3462-48378 #NAME? 18 -77 14-Mar-06 7429-46223 #NAME? 20 -59 7-Mar-06 15975

Page 242: CFTC FX Positioning v3

-68262 #NAME? 0 -68 28-Feb-06 16309-36975 #NAME? 14 -44 21-Feb-06 23789-31188 #NAME? 20 -42 14-Feb-06 21612-14690 #NAME? 38 -24 7-Feb-06 23624

983 #NAME? 56 2 31-Jan-06 262224363 #NAME? 59 10 24-Jan-06 243281460 #NAME? 56 4 17-Jan-06 21356-240 #NAME? 54 0 10-Jan-06 24138

-16511 #NAME? 36 -35 3-Jan-06 15002-38326 #NAME? 12 -68 27-Dec-05 9032-34067 #NAME? 17 -76 20-Dec-05 5247-39861 #NAME? 11 -59 13-Dec-05 13937-49359 #NAME? 0 -60 6-Dec-05 16550-48416 #NAME? 0 -63 29-Nov-05 14195-48207 #NAME? 0 -61 22-Nov-05 15191-45034 #NAME? 2 -60 15-Nov-05 15132-34670 #NAME? 14 -56 8-Nov-05 13830-21779 #NAME? 29 -44 1-Nov-05 13637-20843 #NAME? 30 -45 25-Oct-05 12814-30982 #NAME? 18 -53 18-Oct-05 13958-25287 #NAME? 25 -48 11-Oct-05 13572-47126 #NAME? 0 -70 4-Oct-05 9973-43731 #NAME? 2 -78 27-Sep-05 6138-30910 #NAME? 17 -86 20-Sep-05 2488-14966 #NAME? 35 -64 13-Sep-05 4175

-785 #NAME? 52 -3 6-Sep-05 14944-31876 #NAME? 16 -80 30-Aug-05 4008-37544 #NAME? 9 -86 23-Aug-05 3165-27622 #NAME? 21 -68 16-Aug-05 6485-32211 #NAME? 15 -73 9-Aug-05 6045-31326 #NAME? 16 -77 2-Aug-05 4633-36429 #NAME? 11 -80 26-Jul-05 4604-36492 #NAME? 10 -75 19-Jul-05 6019-37948 #NAME? 9 -86 12-Jul-05 2991-45540 #NAME? 0 -93 5-Jul-05 1694-44421 #NAME? 1 -93 28-Jun-05 1764-42387 #NAME? 3 -93 21-Jun-05 1579-43581 #NAME? 2 -88 14-Jun-05 2905-45312 #NAME? 0 -92 7-Jun-05 1943-39399 #NAME? 0 -96 31-May-05 850-37671 #NAME? 0 -91 24-May-05 1762-28378 #NAME? 0 -88 17-May-05 1942-17424 #NAME? 8 -80 10-May-05 2214-11330 #NAME? 18 -54 3-May-05 4889

-8625 #NAME? 22 -55 26-Apr-05 3504

Page 243: CFTC FX Positioning v3

-11721 #NAME? 17 -62 19-Apr-05 3585-22764 #NAME? 0 -87 12-Apr-05 1677-18779 #NAME? 0 -85 5-Apr-05 1677-14042 #NAME? 5 -76 29-Mar-05 2168-11356 #NAME? 10 -52 22-Mar-05 5242

160 #NAME? 30 1 15-Mar-05 10655-3027 #NAME? 24 -17 8-Mar-05 7474-1903 #NAME? 26 -12 1-Mar-05 7313-3450 #NAME? 24 -26 22-Feb-05 4790

-11269 #NAME? 10 -59 15-Feb-05 3837-17174 #NAME? 0 -72 8-Feb-05 3371

-7400 #NAME? 0 -37 1-Feb-05 6322-5181 #NAME? 0 -24 25-Jan-05 8043-1100 #NAME? 0 -5 18-Jan-05 11217

60 #NAME? 0 0 11-Jan-05 1188311495 #NAME? 0 42 4-Jan-05 1938824989 #NAME? 46 59 28-Dec-04 3372811552 #NAME? 0 24 21-Dec-04 3010517560 #NAME? 20 34 14-Dec-04 3431936048 #NAME? 83 81 7-Dec-04 4039338938 #NAME? 93 84 30-Nov-04 4276138786 #NAME? 92 78 23-Nov-04 4439141005 #NAME? 100 78 16-Nov-04 4665940367 #NAME? 100 77 9-Nov-04 4625831792 #NAME? 100 66 2-Nov-04 3992427331 #NAME? 100 63 26-Oct-04 3540311798 #NAME? #DIV/0! 36 19-Oct-04 22288

Page 244: CFTC FX Positioning v3
Page 245: CFTC FX Positioning v3
Page 246: CFTC FX Positioning v3
Page 247: CFTC FX Positioning v3
Page 248: CFTC FX Positioning v3
Page 249: CFTC FX Positioning v3
Page 250: CFTC FX Positioning v3
Page 251: CFTC FX Positioning v3
Page 252: CFTC FX Positioning v3
Page 253: CFTC FX Positioning v3
Page 254: CFTC FX Positioning v3
Page 255: CFTC FX Positioning v3
Page 256: CFTC FX Positioning v3

IMM4SNCS Index S&P Mini ES1 Index Net Longs %tile %tile All MM %tile Net Longs / OI#NAME? 29-Nov-13 1809.00 #NAME? ### #NAME? #NAME?

9429 22-Nov-13 1801.25 3669 61 #NAME? #NAME? 1610933 15-Nov-13 1793.50 3189 60 #NAME? 61 1312384 8-Nov-13 1766.00 8095 72 #NAME? 69 2511276 1-Nov-13 1754.75 11451 83 #NAME? 74 3411244 25-Oct-13 1754.00 10931 82 #NAME? 73 3310990 18-Oct-13 1736.50 10767 80 #NAME? 73 33

9898 11-Oct-13 1699.00 10415 77 #NAME? 72 3411262 4-Oct-13 1684.75 6636 68 #NAME? 66 23

9384 27-Sep-13 1686.50 5745 65 #NAME? 65 239376 20-Sep-13 1723.89 616 53 #NAME? 57 3

10178 13-Sep-13 1688.50 420 53 #NAME? 56 29750 6-Sep-13 1653.50 1059 53 #NAME? 57 5

11194 30-Aug-13 1631.25 402 52 #NAME? 56 211770 23-Aug-13 1661.50 291 51 #NAME? 56 1

8490 16-Aug-13 1651.00 2136 53 #NAME? 59 119081 9-Aug-13 1686.25 -325 48 #NAME? 55 -2

10792 2-Aug-13 1704.00 -1261 44 #NAME? 54 -611772 26-Jul-13 1686.50 -5433 37 #NAME? 47 -3015723 19-Jul-13 1689.50 -4969 37 #NAME? 48 -1914083 12-Jul-13 1670.25 -1776 41 #NAME? 53 -7

9035 5-Jul-13 1627.25 -116 48 #NAME? 56 -17468 28-Jun-13 1599.25 2464 53 #NAME? 60 149186 21-Jun-13 1599.93 5791 59 #NAME? 65 24

27314 14-Jun-13 1624.25 -20738 7 #NAME? 23 -6131674 7-Jun-13 1638.50 -25803 5 #NAME? 14 -6936908 31-May-13 1629.00 -28972 3 #NAME? 9 -6528744 24-May-13 1650.50 -19930 6 #NAME? 24 -5324960 17-May-13 1663.00 -15410 14 #NAME? 31 -4513526 10-May-13 1629.50 -6235 39 #NAME? 46 -3016396 3-May-13 1608.50 -8264 37 #NAME? 43 -3412070 26-Apr-13 1576.50 1179 51 #NAME? 58 518207 19-Apr-13 1547.50 -3253 42 #NAME? 51 -1016584 12-Apr-13 1582.00 -10014 34 #NAME? 40 -4321804 5-Apr-13 1546.00 -12015 27 #NAME? 37 -3820866 29-Mar-13 1562.75 -12198 25 #NAME? 36 -4122139 22-Mar-13 1552.00 -10996 30 #NAME? 38 -3319694 15-Mar-13 1557.08 -13488 20 #NAME? 34 -5218542 8-Mar-13 1549.50 -11450 26 #NAME? 37 -4516356 1-Mar-13 1516.50 -8191 34 #NAME? 43 -3311744 22-Feb-13 1514.50 -675 48 #NAME? 55 -3

7561 15-Feb-13 1517.00 4552 57 #NAME? 63 239215 8-Feb-13 1512.50 3876 55 #NAME? 62 177846 1-Feb-13 1506.75 4148 56 #NAME? 62 21

Page 257: CFTC FX Positioning v3

8848 25-Jan-13 1495.75 6384 60 #NAME? 66 276237 18-Jan-13 1479.00 12770 81 #NAME? 76 519343 11-Jan-13 1467.25 10261 69 #NAME? 72 35

12169 4-Jan-13 1457.75 11631 75 #NAME? 74 3210462 28-Dec-12 1384.00 11435 75 #NAME? 74 3513081 21-Dec-12 1433.59 4280 58 #NAME? 63 14

8034 14-Dec-12 1415.00 3209 58 #NAME? 61 1711086 7-Dec-12 1416.00 636 54 #NAME? 57 313111 30-Nov-12 1414.50 -3367 44 #NAME? 50 -1519708 23-Nov-12 1405.25 -12488 23 #NAME? 36 -4620276 16-Nov-12 1359.75 -8888 32 #NAME? 42 -2813812 9-Nov-12 1375.75 -303 51 #NAME? 55 -1

9419 2-Nov-12 1405.50 2366 53 #NAME? 60 118395 26-Oct-12 1407.50 2361 53 #NAME? 60 12

11481 19-Oct-12 1424.00 -1192 47 #NAME? 54 -511982 12-Oct-12 1421.50 -306 49 #NAME? 55 -113625 5-Oct-12 1455.50 -984 48 #NAME? 54 -414471 28-Sep-12 1434.25 -904 48 #NAME? 54 -318153 21-Sep-12 1467.17 -4527 41 #NAME? 49 -1420615 14-Sep-12 1465.75 -8967 32 #NAME? 41 -2822125 7-Sep-12 1438.25 -13112 20 #NAME? 35 -4222145 31-Aug-12 1405.00 -11461 24 #NAME? 37 -3521583 24-Aug-12 1409.75 -15662 15 #NAME? 31 -5724994 17-Aug-12 1415.25 -18854 8 #NAME? 26 -6124686 10-Aug-12 1402.50 -17915 9 #NAME? 27 -5724217 3-Aug-12 1389.00 -18808 8 #NAME? 26 -6331047 27-Jul-12 1382.50 -25945 4 #NAME? 14 -7229299 20-Jul-12 1358.25 -23090 4 #NAME? 19 -6523399 13-Jul-12 1351.75 -17584 7 #NAME? 28 -6024323 6-Jul-12 1351.75 -19060 6 #NAME? 25 -6428473 29-Jun-12 1356.50 -23836 4 #NAME? 18 -7231115 22-Jun-12 1326.75 -7007 27 #NAME? 45 -1338521 15-Jun-12 1336.47 -33301 2 #NAME? 2 -7639395 8-Jun-12 1328.75 -33648 1 #NAME? 2 -7537478 1-Jun-12 1274.00 -30596 1 #NAME? 7 -6939752 25-May-12 1315.00 -34851 1 #NAME? 0 -7832821 18-May-12 1290.75 -26694 1 #NAME? 0 -6921474 11-May-12 1350.00 -16494 4 #NAME? 7 -6220003 4-May-12 1362.50 -14311 9 #NAME? 12 -5620953 27-Apr-12 1398.50 -16641 3 #NAME? 7 -6619802 20-Apr-12 1375.25 -13762 8 #NAME? 13 -5316467 13-Apr-12 1365.00 -9919 18 #NAME? 21 -4321291 6-Apr-12 1390.25 -14676 7 #NAME? 11 -5321389 30-Mar-12 1403.25 -15096 5 #NAME? 10 -5522938 23-Mar-12 1394.00 -11191 13 #NAME? 18 -32

Page 258: CFTC FX Positioning v3

24149 16-Mar-12 1405.11 -14798 5 #NAME? 11 -4427592 9-Mar-12 1372.50 -19478 1 #NAME? 1 -5529166 2-Mar-12 1368.75 -19391 1 #NAME? 1 -5027746 24-Feb-12 1363.25 -19846 1 #NAME? 0 -5624526 17-Feb-12 1359.75 -15863 3 #NAME? 4 -4818126 10-Feb-12 1340.50 -9795 16 #NAME? 17 -3717699 3-Feb-12 1339.00 -11222 11 #NAME? 14 -4617686 27-Jan-12 1312.50 -12514 7 #NAME? 11 -5517471 20-Jan-12 1310.75 -12822 6 #NAME? 10 -5817209 13-Jan-12 1289.00 -12097 7 #NAME? 12 -5416142 6-Jan-12 1274.25 -12355 6 #NAME? 11 -6214627 30-Dec-11 1252.50 -10798 11 #NAME? 15 -5913553 23-Dec-11 1260.25 -3136 30 #NAME? 32 -1315486 16-Dec-11 1225.05 -10481 11 #NAME? 16 -5115516 9-Dec-11 1258.75 -11158 10 #NAME? 14 -5614277 2-Dec-11 1243.50 -9327 13 #NAME? 18 -49

9919 25-Nov-11 1153.50 -5870 20 #NAME? 26 -427212 18-Nov-11 1214.00 -1904 32 #NAME? 35 -154766 11-Nov-11 1261.50 2162 39 #NAME? 44 184970 4-Nov-11 1251.00 -1746 34 #NAME? 35 -216280 28-Oct-11 1281.00 -1203 34 #NAME? 36 -116072 21-Oct-11 1235.25 -2243 34 #NAME? 34 -235220 14-Oct-11 1219.25 13 37 #NAME? 40 06219 7-Oct-11 1155.00 -1109 35 #NAME? 37 -104194 30-Sep-11 1126.00 2424 39 #NAME? 45 223037 23-Sep-11 1129.75 4221 40 #NAME? 49 414916 16-Sep-11 1216.74 5493 42 #NAME? 52 365040 9-Sep-11 1158.00 7549 47 #NAME? 56 434005 2-Sep-11 1169.25 9342 54 #NAME? 60 545252 26-Aug-11 1176.00 9637 55 #NAME? 61 484322 19-Aug-11 1124.00 9008 55 #NAME? 59 519794 12-Aug-11 1176.75 4655 44 #NAME? 50 19

13252 5-Aug-11 1197.75 12341 65 #NAME? 67 3213226 29-Jul-11 1288.50 7877 51 #NAME? 57 23

9665 22-Jul-11 1341.00 11494 63 #NAME? 65 3710058 15-Jul-11 1315.00 8081 53 #NAME? 57 2910692 8-Jul-11 1341.75 5291 47 #NAME? 51 2011464 1-Jul-11 1334.75 9948 56 #NAME? 61 3011887 24-Jun-11 1264.00 11813 64 #NAME? 66 3312268 17-Jun-11 1279.40 13287 69 #NAME? 69 35

9425 10-Jun-11 1269.25 16865 84 #NAME? 77 476727 3-Jun-11 1296.25 21119 92 #NAME? 86 618363 27-May-11 1330.00 14725 80 #NAME? 72 478748 20-May-11 1327.75 15661 82 #NAME? 74 47

11569 13-May-11 1334.00 16336 83 #NAME? 75 41

Page 259: CFTC FX Positioning v3

10170 6-May-11 1334.50 18381 89 #NAME? 80 479708 29-Apr-11 1359.75 17841 87 #NAME? 79 489897 22-Apr-11 1331.00 17374 86 #NAME? 78 477615 15-Apr-11 1318.75 14657 83 #NAME? 72 49

10745 8-Apr-11 1323.75 10843 68 #NAME? 63 345227 1-Apr-11 1327.75 18957 91 #NAME? 81 643582 25-Mar-11 1310.00 21301 92 #NAME? 86 754655 18-Mar-11 1291.00 27640 99 #NAME? 100 757180 11-Mar-11 1306.00 23661 98 #NAME? 98 62

11201 4-Mar-11 1320.25 18017 91 #NAME? 84 456035 25-Feb-11 1318.75 12291 74 #NAME? 71 506949 18-Feb-11 1342.50 10518 68 #NAME? 67 43

14505 11-Feb-11 1327.25 8181 63 #NAME? 61 2211638 4-Feb-11 1307.25 10441 68 #NAME? 67 3111081 28-Jan-11 1271.50 6594 58 #NAME? 58 2312719 21-Jan-11 1279.75 6992 60 #NAME? 59 22

9679 14-Jan-11 1289.50 10818 70 #NAME? 68 3611455 7-Jan-11 1267.50 13032 77 #NAME? 73 3610347 31-Dec-10 1253.00 14002 80 #NAME? 75 4012838 24-Dec-10 1253.00 12527 77 #NAME? 72 3310078 17-Dec-10 1242.35 10716 71 #NAME? 67 35

9027 10-Dec-10 1241.00 8987 70 #NAME? 63 338416 3-Dec-10 1223.50 7824 66 #NAME? 61 326198 26-Nov-10 1183.25 8511 67 #NAME? 62 41

10202 19-Nov-10 1198.25 7803 65 #NAME? 61 2812296 12-Nov-10 1195.50 12615 75 #NAME? 72 3410898 5-Nov-10 1222.00 12465 75 #NAME? 71 3612081 29-Oct-10 1179.75 12519 75 #NAME? 72 3413673 22-Oct-10 1180.75 11235 75 #NAME? 69 2911557 15-Oct-10 1175.00 19947 93 #NAME? 89 46

9094 8-Oct-10 1160.50 22599 96 #NAME? 95 557662 1-Oct-10 1142.25 19993 94 #NAME? 89 57

11810 24-Sep-10 1143.25 14462 85 #NAME? 76 3813564 17-Sep-10 1133.00 14236 84 #NAME? 76 34

8837 10-Sep-10 1109.75 16627 91 #NAME? 81 486904 3-Sep-10 1103.50 14281 85 #NAME? 76 516867 27-Aug-10 1063.75 13868 83 #NAME? 75 506291 20-Aug-10 1070.25 11750 80 #NAME? 70 485874 13-Aug-10 1076.00 10901 79 #NAME? 68 484079 6-Aug-10 1119.50 16223 91 #NAME? 80 679067 30-Jul-10 1098.25 6216 70 #NAME? 57 264864 23-Jul-10 1100.50 15113 89 #NAME? 78 613647 16-Jul-10 1063.00 14590 89 #NAME? 83 67

15082 9-Jul-10 1072.50 -7455 33 #NAME? 46 -3320495 2-Jul-10 1014.25 -12848 19 #NAME? 37 -46

Page 260: CFTC FX Positioning v3

19885 25-Jun-10 1074.75 -10265 27 #NAME? 41 -3525328 18-Jun-10 1118.83 -16476 9 #NAME? 30 -4825526 11-Jun-10 1089.25 -11415 25 #NAME? 39 -2925863 4-Jun-10 1066.00 -14724 12 #NAME? 42 -4024108 28-May-10 1088.50 -12619 21 #NAME? 45 -3525174 21-May-10 1084.50 -14558 14 #NAME? 42 -4127547 14-May-10 1135.25 -17527 9 #NAME? 37 -4729257 7-May-10 1107.00 -16592 11 #NAME? 51 -4026644 30-Apr-10 1183.50 -13613 17 #NAME? 63 -3415220 23-Apr-10 1212.25 -5382 40 #NAME? 71 -2115371 16-Apr-10 1190.25 -4954 43 #NAME? 71 -1913929 9-Apr-10 1192.50 -4152 50 #NAME? 72 -1813275 2-Apr-10 1173.75 -6540 39 #NAME? 70 -3310327 26-Mar-10 1163.50 -1088 59 #NAME? 75 -614210 19-Mar-10 1172.95 -5233 43 #NAME? 71 -2315872 12-Mar-10 1151.25 -5145 44 #NAME? 71 -1917818 5-Mar-10 1136.50 -6310 42 #NAME? 70 -2220938 26-Feb-10 1103.50 -8819 35 #NAME? 68 -2715430 19-Feb-10 1106.25 -4667 47 #NAME? 72 -1816115 12-Feb-10 1079.00 -6896 42 #NAME? 70 -2712119 5-Feb-10 1059.75 -1775 58 #NAME? 75 -8

6716 29-Jan-10 1070.50 5705 71 #NAME? 82 303310 22-Jan-10 1091.00 13971 86 #NAME? 90 683287 15-Jan-10 1132.25 13926 86 #NAME? 90 68

15268 8-Jan-10 1141.50 -2780 58 #NAME? 74 -1017385 1-Jan-10 1110.75 -7051 44 #NAME? 69 -2513652 25-Dec-09 1122.00 -4568 52 #NAME? 72 -2010844 18-Dec-09 1102.38 461 63 #NAME? 77 2

6829 11-Dec-09 1108.00 13348 85 #NAME? 89 494179 4-Dec-09 1108.00 24725 99 #NAME? 100 754019 27-Nov-09 1089.50 22117 96 #NAME? 98 733112 20-Nov-09 1090.00 22199 96 #NAME? 98 782419 13-Nov-09 1091.50 23298 98 #NAME? 99 832506 6-Nov-09 1066.25 18665 97 #NAME? 95 796259 30-Oct-09 1033.00 17845 96 #NAME? 94 596164 23-Oct-09 1077.00 23853 99 #NAME? 100 665258 16-Oct-09 1082.00 22279 98 #NAME? 99 684791 9-Oct-09 1068.00 23470 99 #NAME? 100 715264 2-Oct-09 1021.75 17593 98 #NAME? 94 635177 25-Sep-09 1041.00 23791 99 #NAME? 100 705835 18-Sep-09 1071.57 18191 99 #NAME? 100 615234 11-Sep-09 1041.50 18137 99 #NAME? 100 635375 4-Sep-09 1014.00 14252 96 #NAME? 97 576851 28-Aug-09 1027.50 16798 99 #NAME? 100 555366 21-Aug-09 1025.25 6755 85 #NAME? 91 39

Page 261: CFTC FX Positioning v3

10999 14-Aug-09 1005.75 -37 73 #NAME? 84 06829 7-Aug-09 1006.50 14512 98 #NAME? 99 524638 31-Jul-09 984.50 14170 97 #NAME? 99 606985 24-Jul-09 977.75 13197 96 #NAME? 98 496158 17-Jul-09 937.00 10792 94 #NAME? 95 475422 10-Jul-09 874.25 11054 95 #NAME? 95 505933 3-Jul-09 893.25 10690 94 #NAME? 95 477615 26-Jun-09 914.00 14408 98 #NAME? 99 498244 19-Jun-09 926.15 7902 91 #NAME? 92 326405 12-Jun-09 944.75 8474 92 #NAME? 93 406813 5-Jun-09 940.50 8599 92 #NAME? 93 397255 29-May-09 918.00 6674 90 #NAME? 91 326888 22-May-09 885.00 4609 86 #NAME? 89 257073 15-May-09 883.00 1619 82 #NAME? 85 105499 8-May-09 924.75 -743 80 #NAME? 83 -79829 1-May-09 876.00 -4922 67 #NAME? 78 -33

17803 24-Apr-09 866.50 -12085 45 #NAME? 71 -518459 17-Apr-09 866.75 -5055 67 #NAME? 78 -437436 10-Apr-09 852.50 -3541 75 #NAME? 80 -318479 3-Apr-09 840.50 -4411 70 #NAME? 79 -359459 27-Mar-09 816.00 -3148 75 #NAME? 80 -20

14380 20-Mar-09 789.40 -8438 60 #NAME? 75 -4216237 13-Mar-09 757.75 -11453 51 #NAME? 72 -5417163 6-Mar-09 687.75 -12910 47 #NAME? 70 -6016325 27-Feb-09 734.25 -11188 53 #NAME? 72 -5215986 20-Feb-09 769.50 -11138 54 #NAME? 72 -5315134 13-Feb-09 820.00 -11521 52 #NAME? 72 -6114941 6-Feb-09 867.75 -11140 54 #NAME? 72 -5914507 30-Jan-09 822.50 -10188 56 #NAME? 73 -5411509 23-Jan-09 823.50 -6374 65 #NAME? 77 -3811060 16-Jan-09 848.50 -6234 65 #NAME? 77 -3911845 9-Jan-09 885.50 -5867 65 #NAME? 77 -33

8815 2-Jan-09 925.50 -3847 72 #NAME? 80 -288466 26-Dec-08 869.00 -4156 71 #NAME? 79 -337137 19-Dec-08 889.74 -5311 67 #NAME? 78 -59

15694 12-Dec-08 886.00 -14074 46 #NAME? 69 -8120568 5-Dec-08 872.50 -18240 36 #NAME? 64 -8020066 28-Nov-08 895.25 -16413 40 #NAME? 66 -6919329 21-Nov-08 792.00 -13589 48 #NAME? 69 -5414982 14-Nov-08 861.50 -10156 58 #NAME? 73 -5114617 7-Nov-08 936.25 -7201 65 #NAME? 76 -3320042 31-Oct-08 967.25 -14316 48 #NAME? 69 -5619875 24-Oct-08 866.00 -15922 43 #NAME? 67 -6718304 17-Oct-08 933.50 -13082 53 #NAME? 70 -5619820 10-Oct-08 891.00 -11529 56 #NAME? 71 -41

Page 262: CFTC FX Positioning v3

17402 3-Oct-08 1108.25 -11449 57 #NAME? 72 -4916452 26-Sep-08 1214.50 -8107 64 #NAME? 75 -3320899 19-Sep-08 1279.31 -13448 53 #NAME? 69 -4725991 12-Sep-08 1257.25 -14915 49 #NAME? 68 -4025322 5-Sep-08 1241.00 -13263 54 #NAME? 70 -3525477 29-Aug-08 1282.50 -13329 54 #NAME? 70 -3523085 22-Aug-08 1292.25 -13402 54 #NAME? 70 -4121938 15-Aug-08 1299.75 -8383 63 #NAME? 75 -2423969 8-Aug-08 1292.25 -8983 62 #NAME? 74 -2322056 1-Aug-08 1260.25 -4655 68 #NAME? 79 -1219566 25-Jul-08 1253.75 -1666 76 #NAME? 82 -417830 18-Jul-08 1260.50 15044 98 #NAME? 100 3022782 11-Jul-08 1239.75 -4697 70 #NAME? 79 -1119433 4-Jul-08 1265.00 6607 90 #NAME? 91 1516482 27-Jun-08 1280.00 -2401 76 #NAME? 81 -819738 20-Jun-08 1339.28 -8914 67 #NAME? 74 -2919552 13-Jun-08 1357.50 -3732 75 #NAME? 80 -1121399 6-Jun-08 1359.50 -7271 68 #NAME? 76 -2028756 30-May-08 1400.50 -9849 67 #NAME? 73 -2123980 23-May-08 1373.50 -4943 72 #NAME? 78 -1131194 16-May-08 1425.75 -17436 54 #NAME? 65 -3923262 9-May-08 1389.00 -4137 74 #NAME? 79 -1019624 2-May-08 1415.75 7001 91 #NAME? 91 1521722 25-Apr-08 1397.00 3009 87 #NAME? 87 621824 18-Apr-08 1388.00 5234 89 #NAME? 89 1123228 11-Apr-08 1335.50 917 82 #NAME? 85 221904 4-Apr-08 1372.00 8881 93 #NAME? 93 1719987 28-Mar-08 1319.00 10781 96 #NAME? 95 2113336 21-Mar-08 1302.64 11224 97 #NAME? 95 3029894 14-Mar-08 1291.50 -4248 78 #NAME? 79 -824480 7-Mar-08 1292.75 167 84 #NAME? 84 023313 29-Feb-08 1331.25 8772 94 #NAME? 93 1622992 22-Feb-08 1355.50 987 86 #NAME? 85 214370 15-Feb-08 1351.25 3180 91 #NAME? 87 1019802 8-Feb-08 1330.25 2786 91 #NAME? 87 719345 1-Feb-08 1397.00 9233 95 #NAME? 93 1913573 25-Jan-08 1334.00 15376 99 #NAME? 100 3620253 18-Jan-08 1325.25 5162 93 #NAME? 89 1123516 11-Jan-08 1407.75 -2171 84 #NAME? 81 -523121 4-Jan-08 1423.00 -4619 79 #NAME? 79 -1124140 28-Dec-07 1485.50 -11497 68 #NAME? 72 -3121661 21-Dec-07 1474.95 -6984 76 #NAME? 76 -1924751 14-Dec-07 1468.00 1933 88 #NAME? 86 423490 7-Dec-07 1507.25 7043 92 #NAME? 91 1323870 30-Nov-07 1483.75 13202 96 #NAME? 98 22

Page 263: CFTC FX Positioning v3

23433 23-Nov-07 1442.00 13732 96 #NAME? 98 2317590 16-Nov-07 1460.25 15503 96 #NAME? 100 3130156 9-Nov-07 1455.00 2419 88 #NAME? 78 421484 2-Nov-07 1517.50 10790 93 #NAME? 86 2024101 26-Oct-07 1542.50 2510 88 #NAME? 78 534739 19-Oct-07 1505.75 -8189 74 #NAME? 62 -1332276 12-Oct-07 1574.50 -4091 #NAME? 64 -734674 5-Oct-07 1570.75 -3078 #NAME? 64 -526666 28-Sep-07 1538.00 6292 #NAME? 71 1123158 21-Sep-07 1533.38 5489 #NAME? 70 1123866 14-Sep-07 1485.00 2661 #NAME? 68 546553 7-Sep-07 1459.75 -34475 #NAME? 37 -5936046 31-Aug-07 1476.75 -18123 #NAME? 51 -3431921 24-Aug-07 1483.50 -17279 #NAME? 52 -3740245 17-Aug-07 1450.00 -13990 #NAME? 54 -2136705 10-Aug-07 1451.00 -2304 #NAME? 64 -342942 3-Aug-07 1443.00 -14633 #NAME? 54 -2164786 27-Jul-07 1458.00 -42877 #NAME? 30 -4959743 20-Jul-07 1545.00 -35554 #NAME? 36 -4258411 13-Jul-07 1560.00 -38072 #NAME? 34 -4848451 6-Jul-07 1542.50 -33575 #NAME? 38 -5367134 29-Jun-07 1515.50 -58831 #NAME? 17 -7886013 22-Jun-07 1520.50 -79331 #NAME? 0 -8689522 15-Jun-07 1535.00 -79181 #NAME? 0 -7969788 8-Jun-07 1508.00 -58252 #NAME? 11 -7268852 1-Jun-07 1539.50 -59208 #NAME? 10 -7575241 25-May-07 1517.25 -65869 #NAME? 4 -7851838 18-May-07 1528.00 -34745 #NAME? 32 -5049212 11-May-07 1512.25 -34352 #NAME? 32 -5447839 4-May-07 1514.25 -31170 #NAME? 35 -4840080 27-Apr-07 1502.00 -16851 #NAME? 48 -2740279 20-Apr-07 1493.00 -22372 #NAME? 43 -3836659 13-Apr-07 1461.25 -23206 #NAME? 42 -4637559 6-Apr-07 1452.75 -27265 #NAME? 39 -5730156 30-Mar-07 1431.25 -11559 #NAME? 53 -2431022 23-Mar-07 1447.00 -15002 #NAME? 50 -3239903 16-Mar-07 1396.12 -24891 #NAME? 41 -4538726 9-Mar-07 1405.00 -21867 #NAME? 43 -3960508 2-Mar-07 1385.75 -44685 #NAME? 23 -5961078 23-Feb-07 1453.75 -55553 #NAME? 13 -8370099 16-Feb-07 1459.00 -63406 #NAME? 6 -8352318 9-Feb-07 1443.00 -42925 #NAME? 25 -7065399 2-Feb-07 1453.00 -59580 #NAME? 10 -8449371 26-Jan-07 1427.50 -44081 #NAME? 24 -8148724 19-Jan-07 1436.75 -42248 #NAME? 25 -77

Page 264: CFTC FX Positioning v3

48069 12-Jan-07 1440.75 -40371 #NAME? 27 -7234078 5-Jan-07 1416.50 -22798 #NAME? 43 -5029899 29-Dec-06 1428.50 -12285 #NAME? 52 -2629153 22-Dec-06 1420.25 -10838 #NAME? 53 -2334753 15-Dec-06 1428.74 -9772 #NAME? 54 -1632303 8-Dec-06 1410.00 -6468 #NAME? 57 -1135864 1-Dec-06 1400.50 -13903 #NAME? 51 -2449430 24-Nov-06 1403.00 -38797 #NAME? 28 -6552428 17-Nov-06 1404.75 -42545 #NAME? 25 -6870027 10-Nov-06 1384.75 -55701 #NAME? 13 -6658299 3-Nov-06 1368.50 -47069 #NAME? 21 -6879554 27-Oct-06 1384.75 -70223 #NAME? 0 -7977712 20-Oct-06 1375.00 -67208 #NAME? 1 -7669290 13-Oct-06 1373.50 -60420 #NAME? 7 -7740886 6-Oct-06 1358.75 -30127 #NAME? 35 -5839517 29-Sep-06 1345.50 -29020 #NAME? 36 -5854145 22-Sep-06 1326.00 -44034 #NAME? 22 -6945254 15-Sep-06 1323.12 -33241 #NAME? 32 -5830367 8-Sep-06 1299.25 -19146 #NAME? 45 -4625253 1-Sep-06 1312.50 -12635 #NAME? 51 -3327312 25-Aug-06 1297.50 -10465 #NAME? 53 -2428329 18-Aug-06 1307.00 -15247 #NAME? 49 -3736337 11-Aug-06 1272.25 -14853 #NAME? 49 -2626881 4-Aug-06 1286.00 -9394 #NAME? 54 -2137571 28-Jul-06 1284.25 -20960 #NAME? 43 -3933533 21-Jul-06 1244.75 -15417 #NAME? 48 -3027379 14-Jul-06 1242.25 -7259 #NAME? 56 -1525641 7-Jul-06 1275.00 -4314 #NAME? 59 -930398 30-Jun-06 1279.50 -15889 #NAME? 48 -3525769 23-Jun-06 1255.50 -5472 #NAME? 57 -1224058 16-Jun-06 1252.09 -2882 #NAME? 60 -617319 9-Jun-06 1251.00 9320 #NAME? 71 2119733 2-Jun-06 1288.25 10531 #NAME? 72 2121756 26-May-06 1282.75 8382 #NAME? 70 1625516 19-May-06 1270.75 -1581 #NAME? 61 -329319 12-May-06 1294.25 -11013 #NAME? 52 -2330147 5-May-06 1329.00 -12629 #NAME? 51 -2636542 28-Apr-06 1316.00 -24429 #NAME? 40 -5032912 21-Apr-06 1317.00 -22168 #NAME? 42 -5135121 14-Apr-06 1294.25 -28651 #NAME? 36 -6945540 7-Apr-06 1304.00 -38128 #NAME? 28 -7251155 31-Mar-06 1303.25 -45335 #NAME? 21 -8050327 24-Mar-06 1312.75 -46865 #NAME? 20 -8755807 17-Mar-06 1310.16 -48378 #NAME? 18 -7762198 10-Mar-06 1283.00 -46223 #NAME? 20 -59

Page 265: CFTC FX Positioning v3

84571 3-Mar-06 1286.50 -68262 #NAME? 0 -6860764 24-Feb-06 1293.00 -36975 #NAME? 14 -4452800 17-Feb-06 1289.00 -31188 #NAME? 20 -4238314 10-Feb-06 1268.25 -14690 #NAME? 38 -2425239 3-Feb-06 1265.50 983 #NAME? 56 219965 27-Jan-06 1289.25 4363 #NAME? 59 1019896 20-Jan-06 1264.75 1460 #NAME? 56 424378 13-Jan-06 1292.75 -240 #NAME? 54 031513 6-Jan-06 1291.75 -16511 #NAME? 36 -3547358 30-Dec-05 1254.75 -38326 #NAME? 12 -6839314 23-Dec-05 1276.50 -34067 #NAME? 17 -7653798 16-Dec-05 1274.84 -39861 #NAME? 11 -5965909 9-Dec-05 1259.25 -49359 #NAME? 0 -6062611 2-Dec-05 1266.00 -48416 #NAME? 0 -6363398 25-Nov-05 1270.00 -48207 #NAME? 0 -6160166 18-Nov-05 1250.25 -45034 #NAME? 2 -6048500 11-Nov-05 1238.00 -34670 #NAME? 14 -5635416 4-Nov-05 1222.00 -21779 #NAME? 29 -4433657 28-Oct-05 1199.75 -20843 #NAME? 30 -4544940 21-Oct-05 1183.75 -30982 #NAME? 18 -5338859 14-Oct-05 1190.00 -25287 #NAME? 25 -4857099 7-Oct-05 1200.00 -47126 #NAME? 0 -7049869 30-Sep-05 1234.25 -43731 #NAME? 2 -7833398 23-Sep-05 1220.50 -30910 #NAME? 17 -8619141 16-Sep-05 1232.79 -14966 #NAME? 35 -6415729 9-Sep-05 1242.00 -785 #NAME? 52 -335884 2-Sep-05 1219.75 -31876 #NAME? 16 -8040709 26-Aug-05 1206.00 -37544 #NAME? 9 -8634107 19-Aug-05 1223.75 -27622 #NAME? 21 -6838256 12-Aug-05 1231.00 -32211 #NAME? 15 -7335959 5-Aug-05 1229.75 -31326 #NAME? 16 -7741033 29-Jul-05 1236.75 -36429 #NAME? 11 -8042511 22-Jul-05 1237.00 -36492 #NAME? 10 -7540939 15-Jul-05 1231.25 -37948 #NAME? 9 -8647234 8-Jul-05 1216.50 -45540 #NAME? 0 -9346185 1-Jul-05 1200.00 -44421 #NAME? 1 -9343966 24-Jun-05 1195.75 -42387 #NAME? 3 -9346486 17-Jun-05 1222.68 -43581 #NAME? 2 -8847255 10-Jun-05 1199.00 -45312 #NAME? 0 -9240249 3-Jun-05 1198.50 -39399 #NAME? 0 -9639433 27-May-05 1200.25 -37671 #NAME? 0 -9130320 20-May-05 1190.25 -28378 #NAME? 0 -8819638 13-May-05 1156.75 -17424 #NAME? 8 -8016219 6-May-05 1171.25 -11330 #NAME? 18 -5412129 29-Apr-05 1158.50 -8625 #NAME? 22 -55

Page 266: CFTC FX Positioning v3

15306 22-Apr-05 1157.25 -11721 #NAME? 17 -6224441 15-Apr-05 1143.50 -22764 #NAME? 0 -8720456 8-Apr-05 1183.50 -18779 #NAME? 0 -8516210 1-Apr-05 1177.75 -14042 #NAME? 5 -7616598 25-Mar-05 1175.50 -11356 #NAME? 10 -5210495 18-Mar-05 1190.70 160 #NAME? 30 110501 11-Mar-05 1201.00 -3027 #NAME? 24 -17

9216 4-Mar-05 1224.25 -1903 #NAME? 26 -128240 25-Feb-05 1212.00 -3450 #NAME? 24 -26

15106 18-Feb-05 1202.25 -11269 #NAME? 10 -5920545 11-Feb-05 1207.00 -17174 #NAME? 0 -7213722 4-Feb-05 1202.00 -7400 #NAME? 0 -3713224 28-Jan-05 1174.75 -5181 #NAME? 0 -2412317 21-Jan-05 1168.50 -1100 #NAME? 0 -511823 14-Jan-05 1183.75 60 #NAME? 0 0

7893 7-Jan-05 1186.25 11495 #NAME? 0 428739 31-Dec-04 1213.75 24989 #NAME? 46 59

18553 24-Dec-04 1211.75 11552 #NAME? 0 2416759 17-Dec-04 1190.45 17560 #NAME? 20 34

4345 10-Dec-04 1189.75 36048 #NAME? 83 813823 3-Dec-04 1189.25 38938 #NAME? 93 845605 26-Nov-04 1180.75 38786 #NAME? 92 785654 19-Nov-04 1172.25 41005 #NAME? 100 785891 12-Nov-04 1182.75 40367 #NAME? 100 778132 5-Nov-04 1167.75 31792 #NAME? 100 668072 29-Oct-04 1130.25 27331 #NAME? 100 63

10490 22-Oct-04 1096.00 11798 #NAME? #DIV/0! 36

Page 267: CFTC FX Positioning v3
Page 268: CFTC FX Positioning v3
Page 269: CFTC FX Positioning v3
Page 270: CFTC FX Positioning v3
Page 271: CFTC FX Positioning v3
Page 272: CFTC FX Positioning v3
Page 273: CFTC FX Positioning v3
Page 274: CFTC FX Positioning v3
Page 275: CFTC FX Positioning v3
Page 276: CFTC FX Positioning v3
Page 277: CFTC FX Positioning v3
Page 278: CFTC FX Positioning v3
Page 279: CFTC FX Positioning v3

IMM4SNCL Index IMM4SNCS Index26-Nov-13 #NAME?19-Nov-13 13098 942912-Nov-13 14122 109335-Nov-13 20479 1238429-Oct-13 22727 1127622-Oct-13 22175 1124415-Oct-13 21757 109908-Oct-13 20313 98981-Oct-13 17898 1126224-Sep-13 15129 938417-Sep-13 9992 937610-Sep-13 10598 101783-Sep-13 10809 975027-Aug-13 11596 1119420-Aug-13 12061 1177013-Aug-13 10626 84906-Aug-13 8756 908130-Jul-13 9531 1079223-Jul-13 6339 1177216-Jul-13 10754 157239-Jul-13 12307 140832-Jul-13 8919 903525-Jun-13 9932 746818-Jun-13 14977 918611-Jun-13 6576 273144-Jun-13 5871 3167428-May-13 7936 3690821-May-13 8814 2874414-May-13 9550 249607-May-13 7291 1352630-Apr-13 8132 1639623-Apr-13 13249 1207016-Apr-13 14954 182079-Apr-13 6570 165842-Apr-13 9789 2180426-Mar-13 8668 2086619-Mar-13 11143 2213912-Mar-13 6206 196945-Mar-13 7092 1854226-Feb-13 8165 1635619-Feb-13 11069 1174412-Feb-13 12113 75615-Feb-13 13091 921529-Jan-13 11994 7846

Page 280: CFTC FX Positioning v3

22-Jan-13 15232 884815-Jan-13 19007 62378-Jan-13 19604 93431-Jan-13 23800 1216925-Dec-12 21897 1046218-Dec-12 17361 1308111-Dec-12 11243 80344-Dec-12 11722 1108627-Nov-12 9744 1311120-Nov-12 7220 1970813-Nov-12 11388 202766-Nov-12 13509 1381230-Oct-12 11785 941923-Oct-12 10756 839516-Oct-12 10289 114819-Oct-12 11676 119822-Oct-12 12641 1362525-Sep-12 13567 1447118-Sep-12 13626 1815311-Sep-12 11648 206154-Sep-12 9013 2212528-Aug-12 10684 2214521-Aug-12 5921 2158314-Aug-12 6140 249947-Aug-12 6771 2468631-Jul-12 5409 2421724-Jul-12 5102 3104717-Jul-12 6209 2929910-Jul-12 5815 233993-Jul-12 5263 2432326-Jun-12 4637 2847319-Jun-12 24108 3111512-Jun-12 5220 385215-Jun-12 5747 3939529-May-12 6882 3747822-May-12 4901 3975215-May-12 6127 328218-May-12 4980 214741-May-12 5692 2000324-Apr-12 4312 2095317-Apr-12 6040 1980210-Apr-12 6548 164673-Apr-12 6615 2129127-Mar-12 6293 2138920-Mar-12 11747 22938

Page 281: CFTC FX Positioning v3

13-Mar-12 9351 241496-Mar-12 8114 2759228-Feb-12 9775 2916621-Feb-12 7900 2774614-Feb-12 8663 245267-Feb-12 8331 1812631-Jan-12 6477 1769924-Jan-12 5172 1768617-Jan-12 4649 1747110-Jan-12 5112 172093-Jan-12 3787 1614227-Dec-11 3829 1462720-Dec-11 10417 1355313-Dec-11 5005 154866-Dec-11 4358 1551629-Nov-11 4950 1427722-Nov-11 4049 991915-Nov-11 5308 72128-Nov-11 6928 47661-Nov-11 3224 497025-Oct-11 5077 628018-Oct-11 3829 607211-Oct-11 5233 52204-Oct-11 5110 621927-Sep-11 6618 419420-Sep-11 7258 303713-Sep-11 10409 49166-Sep-11 12589 504030-Aug-11 13347 400523-Aug-11 14889 525216-Aug-11 13330 43229-Aug-11 14449 97942-Aug-11 25593 1325226-Jul-11 21103 1322619-Jul-11 21159 966512-Jul-11 18139 100585-Jul-11 15983 1069228-Jun-11 21412 1146421-Jun-11 23700 1188714-Jun-11 25555 122687-Jun-11 26290 942531-May-11 27846 672724-May-11 23088 836317-May-11 24409 874810-May-11 27905 11569

Page 282: CFTC FX Positioning v3

3-May-11 28551 1017026-Apr-11 27549 970819-Apr-11 27271 989712-Apr-11 22272 76155-Apr-11 21588 1074529-Mar-11 24184 522722-Mar-11 24883 358215-Mar-11 32295 46558-Mar-11 30841 71801-Mar-11 29218 1120122-Feb-11 18326 603515-Feb-11 17467 69498-Feb-11 22686 145051-Feb-11 22079 1163825-Jan-11 17675 1108118-Jan-11 19711 1271911-Jan-11 20497 96794-Jan-11 24487 1145528-Dec-10 24349 1034721-Dec-10 25365 1283814-Dec-10 20794 100787-Dec-10 18014 902730-Nov-10 16240 841623-Nov-10 14709 619816-Nov-10 18005 102029-Nov-10 24911 122962-Nov-10 23363 1089826-Oct-10 24600 1208119-Oct-10 24908 1367312-Oct-10 31504 115575-Oct-10 31693 909428-Sep-10 27655 766221-Sep-10 26272 1181014-Sep-10 27800 135647-Sep-10 25464 883731-Aug-10 21185 690424-Aug-10 20735 686717-Aug-10 18041 629110-Aug-10 16775 58743-Aug-10 20302 407927-Jul-10 15283 906720-Jul-10 19977 486413-Jul-10 18237 36476-Jul-10 7627 1508229-Jun-10 7647 20495

Page 283: CFTC FX Positioning v3

22-Jun-10 9620 1988515-Jun-10 8852 253288-Jun-10 14111 255261-Jun-10 11139 2586325-May-10 11489 2410818-May-10 10616 2517411-May-10 10020 275474-May-10 12665 2925727-Apr-10 13031 2664420-Apr-10 9838 1522013-Apr-10 10417 153716-Apr-10 9777 1392930-Mar-10 6735 1327523-Mar-10 9239 1032716-Mar-10 8977 142109-Mar-10 10727 158722-Mar-10 11508 1781823-Feb-10 12119 2093816-Feb-10 10763 154309-Feb-10 9219 161152-Feb-10 10344 1211926-Jan-10 12421 671619-Jan-10 17281 331012-Jan-10 17213 32875-Jan-10 12488 1526829-Dec-09 10334 1738522-Dec-09 9084 1365215-Dec-09 11305 108448-Dec-09 20177 68291-Dec-09 28904 417924-Nov-09 26136 401917-Nov-09 25311 311210-Nov-09 25717 24193-Nov-09 21171 250627-Oct-09 24104 625920-Oct-09 30017 616413-Oct-09 27537 52586-Oct-09 28261 479129-Sep-09 22857 526422-Sep-09 28968 517715-Sep-09 24026 58358-Sep-09 23371 52341-Sep-09 19627 537525-Aug-09 23649 685118-Aug-09 12121 5366

Page 284: CFTC FX Positioning v3

11-Aug-09 10962 109994-Aug-09 21341 682928-Jul-09 18808 463821-Jul-09 20182 698514-Jul-09 16950 61587-Jul-09 16476 542230-Jun-09 16623 593323-Jun-09 22023 761516-Jun-09 16146 82449-Jun-09 14879 64052-Jun-09 15412 681326-May-09 13929 725519-May-09 11497 688812-May-09 8692 70735-May-09 4756 549928-Apr-09 4907 982921-Apr-09 5718 1780314-Apr-09 3404 84597-Apr-09 3895 743631-Mar-09 4068 847924-Mar-09 6311 945917-Mar-09 5942 1438010-Mar-09 4784 162373-Mar-09 4253 1716324-Feb-09 5137 1632517-Feb-09 4848 1598610-Feb-09 3613 151343-Feb-09 3801 1494127-Jan-09 4319 1450720-Jan-09 5135 1150913-Jan-09 4826 110606-Jan-09 5978 1184530-Dec-08 4968 881523-Dec-08 4310 846616-Dec-08 1826 71379-Dec-08 1620 156942-Dec-08 2328 2056825-Nov-08 3653 2006618-Nov-08 5740 1932911-Nov-08 4826 149824-Nov-08 7416 1461728-Oct-08 5726 2004221-Oct-08 3953 1987514-Oct-08 5222 183047-Oct-08 8291 19820

Page 285: CFTC FX Positioning v3

30-Sep-08 5953 1740223-Sep-08 8345 1645216-Sep-08 7451 208999-Sep-08 11076 259912-Sep-08 12059 2532226-Aug-08 12148 2547719-Aug-08 9683 2308512-Aug-08 13555 219385-Aug-08 14986 2396929-Jul-08 17401 2205622-Jul-08 17900 1956615-Jul-08 32874 178308-Jul-08 18085 227821-Jul-08 26040 1943324-Jun-08 14081 1648217-Jun-08 10824 1973810-Jun-08 15820 195523-Jun-08 14128 2139927-May-08 18907 2875620-May-08 19037 2398013-May-08 13758 311946-May-08 19125 2326229-Apr-08 26625 1962422-Apr-08 24731 2172215-Apr-08 27058 218248-Apr-08 24145 232281-Apr-08 30785 2190425-Mar-08 30768 1998718-Mar-08 24560 1333611-Mar-08 25646 298944-Mar-08 24647 2448026-Feb-08 32085 2331319-Feb-08 23979 2299212-Feb-08 17550 143705-Feb-08 22588 1980229-Jan-08 28578 1934522-Jan-08 28949 1357315-Jan-08 25415 202538-Jan-08 21345 235161-Jan-08 18502 2312125-Dec-07 12643 2414018-Dec-07 14677 2166111-Dec-07 26684 247514-Dec-07 30533 2349027-Nov-07 37072 23870

Page 286: CFTC FX Positioning v3

20-Nov-07 37165 2343313-Nov-07 33093 175906-Nov-07 32575 3015630-Oct-07 32274 2148423-Oct-07 26611 2410116-Oct-07 26550 347399-Oct-07 28185 322762-Oct-07 31596 3467425-Sep-07 32958 2666618-Sep-07 28647 2315811-Sep-07 26527 238664-Sep-07 12078 4655328-Aug-07 17923 3604621-Aug-07 14642 3192114-Aug-07 26255 402457-Aug-07 34401 3670531-Jul-07 28309 4294224-Jul-07 21909 6478617-Jul-07 24189 5974310-Jul-07 20339 584113-Jul-07 14876 4845126-Jun-07 8303 6713419-Jun-07 6682 8601312-Jun-07 10341 895225-Jun-07 11536 6978829-May-07 9644 6885222-May-07 9372 7524115-May-07 17093 518388-May-07 14860 492121-May-07 16669 4783924-Apr-07 23229 4008017-Apr-07 17907 4027910-Apr-07 13453 366593-Apr-07 10294 3755927-Mar-07 18597 3015620-Mar-07 16020 3102213-Mar-07 15012 399036-Mar-07 16859 3872627-Feb-07 15823 6050820-Feb-07 5525 6107813-Feb-07 6693 700996-Feb-07 9393 5231830-Jan-07 5819 6539923-Jan-07 5290 4937116-Jan-07 6476 48724

Page 287: CFTC FX Positioning v3

9-Jan-07 7698 480692-Jan-07 11280 3407826-Dec-06 17614 2989919-Dec-06 18315 2915312-Dec-06 24981 347535-Dec-06 25835 3230328-Nov-06 21961 3586421-Nov-06 10633 4943014-Nov-06 9883 524287-Nov-06 14326 7002731-Oct-06 11230 5829924-Oct-06 9331 7955417-Oct-06 10504 7771210-Oct-06 8870 692903-Oct-06 10759 4088626-Sep-06 10497 3951719-Sep-06 10111 5414512-Sep-06 12013 452545-Sep-06 11221 3036729-Aug-06 12618 2525322-Aug-06 16847 2731215-Aug-06 13082 283298-Aug-06 21484 363371-Aug-06 17487 2688125-Jul-06 16611 3757118-Jul-06 18116 3353311-Jul-06 20120 273794-Jul-06 21327 2564127-Jun-06 14509 3039820-Jun-06 20297 2576913-Jun-06 21176 240586-Jun-06 26639 1731930-May-06 30264 1973323-May-06 30138 2175616-May-06 23935 255169-May-06 18306 293192-May-06 17518 3014725-Apr-06 12113 3654218-Apr-06 10744 3291211-Apr-06 6470 351214-Apr-06 7412 4554028-Mar-06 5820 5115521-Mar-06 3462 5032714-Mar-06 7429 558077-Mar-06 15975 62198

Page 288: CFTC FX Positioning v3

28-Feb-06 16309 8457121-Feb-06 23789 6076414-Feb-06 21612 528007-Feb-06 23624 3831431-Jan-06 26222 2523924-Jan-06 24328 1996517-Jan-06 21356 1989610-Jan-06 24138 243783-Jan-06 15002 3151327-Dec-05 9032 4735820-Dec-05 5247 3931413-Dec-05 13937 537986-Dec-05 16550 6590929-Nov-05 14195 6261122-Nov-05 15191 6339815-Nov-05 15132 601668-Nov-05 13830 485001-Nov-05 13637 3541625-Oct-05 12814 3365718-Oct-05 13958 4494011-Oct-05 13572 388594-Oct-05 9973 5709927-Sep-05 6138 4986920-Sep-05 2488 3339813-Sep-05 4175 191416-Sep-05 14944 1572930-Aug-05 4008 3588423-Aug-05 3165 4070916-Aug-05 6485 341079-Aug-05 6045 382562-Aug-05 4633 3595926-Jul-05 4604 4103319-Jul-05 6019 4251112-Jul-05 2991 409395-Jul-05 1694 4723428-Jun-05 1764 4618521-Jun-05 1579 4396614-Jun-05 2905 464867-Jun-05 1943 4725531-May-05 850 4024924-May-05 1762 3943317-May-05 1942 3032010-May-05 2214 196383-May-05 4889 1621926-Apr-05 3504 12129

Page 289: CFTC FX Positioning v3

19-Apr-05 3585 1530612-Apr-05 1677 244415-Apr-05 1677 2045629-Mar-05 2168 1621022-Mar-05 5242 1659815-Mar-05 10655 104958-Mar-05 7474 105011-Mar-05 7313 921622-Feb-05 4790 824015-Feb-05 3837 151068-Feb-05 3371 205451-Feb-05 6322 1372225-Jan-05 8043 1322418-Jan-05 11217 1231711-Jan-05 11883 118234-Jan-05 19388 789328-Dec-04 33728 873921-Dec-04 30105 1855314-Dec-04 34319 167597-Dec-04 40393 434530-Nov-04 42761 382323-Nov-04 44391 560516-Nov-04 46659 56549-Nov-04 46258 58912-Nov-04 39924 813226-Oct-04 35403 807219-Oct-04 22288 10490

Page 290: CFTC FX Positioning v3

07 08 09 10 11 12 130

25

50

75

100

70

75

80

85

90

%tileDXY Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

1.20

1.30

1.40

1.50

1.60

%tileEUR Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

1.4

1.5

1.6

1.7

1.8

1.9

2.0

2.1

%tileGBP Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

%tileAUD Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100 0.9

1.0

1.1

1.2

1.3

%tileCAD Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100 0.75

0.85

0.95

1.05

1.15

1.25

%tileCHF Curncy

CalPer

Page 291: CFTC FX Positioning v3

07 08 09 10 11 12 130

25

50

75

100

1.20

1.30

1.40

1.50

1.60

%tileEUR Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100 75

85

95

105

115

%tile JPY Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

%tileAUD Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

0.5

0.6

0.7

0.8

0.9

%tileNZD Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100 0.75

0.85

0.95

1.05

1.15

1.25

%tileCHF Curncy

CalPer

07 08 09 10 11 12 130

25

50

75

100

600

800

1000

1200

1400

1600

1800

2000

%tile ES1 Index

CalPer

Page 292: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 130

25

50

75

100

70

75

80

85

90

%tile AllDXY Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.2

1.3

1.4

1.5

1.6

%tile AllEUR Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.4

1.5

1.6

1.7

1.8

1.9

2.0

2.1

%tile AllGBP Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

%tile AllAUD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100 0.9

1.0

1.1

1.2

1.3

%tile AllCAD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100 0.75

0.85

0.95

1.05

1.15

1.25

%tile AllCHF Curncy

Page 293: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.2

1.3

1.4

1.5

1.6

%tile AllEUR Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100 75

85

95

105

115

125

%tile AllJPY Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

%tile AllAUD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.5

0.6

0.7

0.8

0.9

%tile AllNZD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100 0.75

0.85

0.95

1.05

1.15

1.25

%tile AllCHF Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

600

800

1000

1200

1400

1600

1800

2000

%tile AllES1 Index

Page 294: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 130

25

50

75

100

70

75

80

85

90

95

MM %tileDXY Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.20

1.30

1.40

1.50

1.60

MM %tileEUR Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.4

1.6

1.8

2.0

2.2

MM %tileGBP Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

MM %tileAUD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100 0.9

1.0

1.1

1.2

1.3

MM %tileCAD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.75

0.85

0.95

1.05

1.15

1.25

1.35

MM %tileCHF Curncy

Page 295: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 130

25

50

75

100

1.20

1.30

1.40

1.50

1.60

MM %tileEUR Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

75

85

95

105

115

125

MM %tileJPY Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.6

0.7

0.8

0.9

1.0

1.1

MM %tileAUD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.5

0.6

0.7

0.8

0.9

MM %tileNZD Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

0.75

0.85

0.95

1.05

1.15

1.25

1.35

MM %tileCHF Curncy

04 05 06 07 08 09 10 11 12 130

25

50

75

100

600

800

1000

1200

1400

1600

1800

2000

MM %tileES1 Index

Page 296: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

70

75

80

85

90

95

Net Longs / OI DXY Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

1.20

1.30

1.40

1.50

1.60

Net Longs / OI EUR Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

1.4

1.6

1.8

2.0

2.2

Net Longs / OI GBP Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

0.6

0.7

0.8

0.9

1.0

1.1

Net Longs / OI AUD Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100 0.9

1.0

1.1

1.2

1.3

Net Longs / OI CAD Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100 0.75

0.85

0.95

1.05

1.15

1.25

1.35

Net Longs / OI CHF Curncy

Page 297: CFTC FX Positioning v3

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

1.20

1.30

1.40

1.50

1.60

Net Longs / OI EUR Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100 75

85

95

105

115

125

Net Longs / OI JPY Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

0.6

0.7

0.8

0.9

1.0

1.1

Net Longs / OI AUD Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

0.5

0.6

0.7

0.8

0.9

Net Longs / OI NZD Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100 0.75

0.85

0.95

1.05

1.15

1.25

1.35

Net Longs / OI CHF Curncy

04 05 06 07 08 09 10 11 12 13-100

-50

0

50

100

600

800

1000

1200

1400

1600

1800

2000

Net Longs / OI ES1 Index