Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 119,624
Positions
36,147 24,624 20 15,394 16,421 125 33,323 35,177 1,314 6,519 16,628 13 26,769 25,302
Changes from: September 17, 2013 Total Change is: -23,301
-4,640 12,850 -33,736 270 -111 2 15,456 -6,300 -2,576 -602 9,607 -699 3,224 -2,338
Percent of Open Interest Represented by Each Category of Trader
30.2 20.6 0.0 12.9 13.7 0.1 27.9 29.4 1.1 5.4 13.9 0.0 22.4 21.2
Number of Traders in Each Category Total Traders: 82
. 12 . 6 4 . 23 18 6 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 39,512
Positions
5,077 17,838 357 0 2,486 0 15,111 7,559 285 0 2,248 0 18,682 8,739
Changes from: September 17, 2013 Total Change is: 10,418
-3,402 10,851 357 0 126 0 4,893 1,033 11 0 132 0 8,559 -2,092
Percent of Open Interest Represented by Each Category of Trader
12.8 45.1 0.9 0.0 6.3 0.0 38.2 19.1 0.7 0.0 5.7 0.0 47.3 22.1
Number of Traders in Each Category Total Traders: 43
5 9 . 0 4 0 17 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 163,719
Positions
4,114 61,963 139 21,939 28,072 1,210 93,246 29,738 3,755 1,650 12,374 59 37,607 26,409
Changes from: September 17, 2013 Total Change is: 21,984
2,562 21,261 71 539 863 57 16,278 -522 989 -662 -652 -80 2,230 -3
Percent of Open Interest Represented by Each Category of Trader
2.5 37.8 0.1 13.4 17.1 0.7 57.0 18.2 2.3 1.0 7.6 0.0 23.0 16.1
Number of Traders in Each Category Total Traders: 113
. 16 . 8 15 5 38 15 9 . 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 174,892
Positions
89,069 6,443 0 27,648 12,408 249 33,898 94,528 2,716 10,143 13,541 0 11,169 45,007
Changes from: September 17, 2013 Total Change is: -2,153
2,153 2,704 -47 1,349 414 -602 -3,759 -6,399 74 -550 2,172 0 -771 -469
Percent of Open Interest Represented by Each Category of Trader
50.9 3.7 0.0 15.8 7.1 0.1 19.4 54.0 1.6 5.8 7.7 0.0 6.4 25.7
Number of Traders in Each Category Total Traders: 117
10 8 0 9 9 . 25 38 7 4 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 254,464
Positions
17,266 77,960 1,272 37,847 59,133 5,426 119,731 41,112 2,267 20,590 17,541 1,884 48,181 47,869
Changes from: September 17, 2013 Total Change is: 36,200
-4,634 47,777 249 1,378 -2,847 457 29,210 -9,028 239 1,088 2,893 -104 8,317 -3,436
Percent of Open Interest Represented by Each Category of Trader
6.8 30.6 0.5 14.9 23.2 2.1 47.1 16.2 0.9 8.1 6.9 0.7 18.9 18.8
Number of Traders in Each Category Total Traders: 198
13 22 5 15 23 13 41 43 6 20 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 126,462
Positions
71,182 6,182 27 550 36,574 987 25,078 45,481 1,322 9,773 11,024 6 17,537 24,859
Changes from: September 17, 2013 Total Change is: -3,344
7,212 1,067 26 148 -284 0 -11,537 -1,865 -145 -596 568 5 1,543 -2,716
Percent of Open Interest Represented by Each Category of Trader
56.3 4.9 0.0 0.4 28.9 0.8 19.8 36.0 1.0 7.7 8.7 0.0 13.9 19.7
Number of Traders in Each Category Total Traders: 84
13 8 . . 7 . 21 23 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 43,846
Positions
14,255 21,769 13,234 0 870 0 8,833 2,097 3,183 1,651 0 2,184 506 509
Changes from: September 17, 2013 Total Change is: 1,921
-132 612 0 0 -121 0 1,996 1,314 0 0 0 0 57 116
Percent of Open Interest Represented by Each Category of Trader
32.5 49.6 30.2 0.0 2.0 0.0 20.1 4.8 7.3 3.8 0.0 5.0 1.2 1.2
Number of Traders in Each Category Total Traders: 23
4 11 9 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 130,157
Positions
36,460 49,570 0 39,193 473 162 36,566 70,901 936 10,462 5,971 0 6,378 2,144
Changes from: September 17, 2013 Total Change is: 18,682
-2,492 12,302 0 540 -94 -86 18,982 7,276 -137 518 913 0 1,357 -1,492
Percent of Open Interest Represented by Each Category of Trader
28.0 38.1 0.0 30.1 0.4 0.1 28.1 54.5 0.7 8.0 4.6 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 99
5 9 0 4 . . 38 21 6 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 19,744
Positions
4,916 10,935 3,245 0 391 482 1,128 750 137 9,232 3,166 0 604 638
Changes from: September 17, 2013 Total Change is: -395
531 106 -572 0 -142 3 -445 40 67 0 111 0 21 -8
Percent of Open Interest Represented by Each Category of Trader
24.9 55.4 16.4 0.0 2.0 2.4 5.7 3.8 0.7 46.8 16.0 0.0 3.1 3.2
Number of Traders in Each Category Total Traders: 21
4 4 . 0 . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 19,621
Positions
1,404 9,166 0 390 207 0 13,963 7,490 5 558 934 0 3,301 1,819
Changes from: September 17, 2013 Total Change is: 3,779
-3 3,143 0 109 -103 0 2,782 707 0 51 202 0 840 -170
Percent of Open Interest Represented by Each Category of Trader
7.2 46.7 0.0 2.0 1.1 0.0 71.2 38.2 0.0 2.8 4.8 0.0 16.8 9.3
Number of Traders in Each Category Total Traders: 50
. 7 0 . . 0 18 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 68,015
Positions
10,411 56,346 97 5,984 786 319 38,011 4,214 216 4,166 976 64 8,749 4,999
Changes from: September 17, 2013 Total Change is: -16,333
170 12,046 -11,353 -1,508 320 107 9,170 -1,054 -6,210 -370 -158 -1,475 -4,865 -8,556
Percent of Open Interest Represented by Each Category of Trader
15.3 82.8 0.1 8.8 1.2 0.5 55.9 6.2 0.3 6.1 1.4 0.1 12.9 7.3
Number of Traders in Each Category Total Traders: 103
17 14 . 7 . . 34 15 . 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 136,030
Positions
20,822 112,692 193 11,968 1,572 638 76,022 8,428 431 8,331 1,951 127 17,498 9,998
Changes from: September 17, 2013 Total Change is: -197
1,054 34,215 -11,235 -515 640 214 14,851 -3,794 -5,183 1,472 543 -1,761 906 -13,836
Percent of Open Interest Represented by Each Category of Trader
15.3 82.8 0.1 8.8 1.2 0.5 55.9 6.2 0.3 6.1 1.4 0.1 12.9 7.3
Number of Traders in Each Category Total Traders: 103
17 14 . 7 . . 34 15 . 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 675,574
Positions
27,657 221,715 6,140 315,377 119,024 46,649 94,248 146,695 19,329 50,407 38,084 4,074 111,694 73,865
Changes from: September 17, 2013 Total Change is: -242,108
-2,353 50,807 -124,157 -3,944 -1,821 -540 -8,991 -30,996 -56,896 4,753 -15,429 -3,140 -46,840 -59,936
Percent of Open Interest Represented by Each Category of Trader
4.1 32.8 0.9 46.7 17.6 6.9 14.0 21.7 2.9 7.5 5.6 0.6 16.5 10.9
Number of Traders in Each Category Total Traders: 524
29 34 17 109 57 66 93 103 68 49 50 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 150,754
Positions
3,032 72,945 900 72,770 27,875 1,038 9,576 4,676 790 13,249 7,189 988 48,411 34,353
Changes from: September 17, 2013 Total Change is: -99,403
-48,876 19,462 -35,009 4,394 481 48 -13,908 -33,038 -1,141 2,527 -3,348 -2,007 -5,431 -44,851
Percent of Open Interest Represented by Each Category of Trader
2.0 48.4 0.6 48.3 18.5 0.7 6.4 3.1 0.5 8.8 4.8 0.7 32.1 22.8
Number of Traders in Each Category Total Traders: 80
. 13 . 16 8 7 17 13 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,624,099
Positions
130,688 751,414 18,635 1,227,767 470,480 213,322 430,914 717,646 85,141 189,462 158,146 11,757 316,413 197,558
Changes from: September 17, 2013 Total Change is: -713,526
15,419 -60,470 -228,546 -42,537 -12,357 -2,095 -157,917 -172,291 -96,273 12,376 -59,163 -6,908 -207,045 -75,423
Percent of Open Interest Represented by Each Category of Trader
5.0 28.6 0.7 46.8 17.9 8.1 16.4 27.3 3.2 7.2 6.0 0.4 12.1 7.5
Number of Traders in Each Category Total Traders: 507
31 32 13 103 54 59 90 102 55 45 50 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 106,283
Positions
3,680 51,618 100 54,155 39,876 2,911 30,547 5,327 1,205 917 2,626 0 12,768 2,620
Changes from: September 17, 2013 Total Change is: -14,735
68 935 -11,917 -4,007 338 11 2,127 -2,152 54 8 818 -818 -261 -2,004
Percent of Open Interest Represented by Each Category of Trader
3.5 48.6 0.1 51.0 37.5 2.7 28.7 5.0 1.1 0.9 2.5 0.0 12.0 2.5
Number of Traders in Each Category Total Traders: 93
4 16 . 34 12 14 17 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 78,276
Positions
2,109 62,826 84 35,600 4,073 555 31,529 5,165 139 1,999 2,070 50 6,212 3,315
Changes from: September 17, 2013 Total Change is: -28,219
-1,553 2,169 -15,534 1,110 -1,298 -434 481 143 -6,506 -648 -2,818 -8 -5,126 -3,932
Percent of Open Interest Represented by Each Category of Trader
2.7 80.3 0.1 45.5 5.2 0.7 40.3 6.6 0.2 2.6 2.6 0.1 7.9 4.2
Number of Traders in Each Category Total Traders: 205
16 24 7 33 15 8 65 27 8 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 391,382
Positions
10,546 314,129 420 178,001 20,363 2,775 157,644 25,825 695 9,993 10,351 249 31,059 16,575
Changes from: September 17, 2013 Total Change is: -72,308
-4,087 53,776 -59,406 11,187 -8,370 -291 2,620 -12,576 -19,242 -1,221 -14,089 -40 -1,828 -12,070
Percent of Open Interest Represented by Each Category of Trader
2.7 80.3 0.1 45.5 5.2 0.7 40.3 6.6 0.2 2.6 2.6 0.1 7.9 4.2
Number of Traders in Each Category Total Traders: 205
16 24 7 33 15 8 65 27 8 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 331,220
Positions
60,754 99,586 15,350 130,645 92,667 20,012 68,826 77,675 7,330 5,945 4,083 296 22,062 14,221
Changes from: September 17, 2013 Total Change is: -41,154
-5,438 20,455 -12,072 -6,833 -39,285 -1,815 -2,939 7,895 -6,893 493 -2,453 -857 -4,800 -6,129
Percent of Open Interest Represented by Each Category of Trader
18.3 30.1 4.6 39.4 28.0 6.0 20.8 23.5 2.2 1.8 1.2 0.1 6.7 4.3
Number of Traders in Each Category Total Traders: 248
19 16 . 56 36 22 48 50 9 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 59,857
Positions
3,088 39,381 83 27,088 436 430 13,850 12,938 0 5,633 853 0 9,685 5,736
Changes from: September 17, 2013 Total Change is: 3,203
-181 555 83 1,004 174 0 2,012 1,066 -112 397 247 0 0 1,190
Percent of Open Interest Represented by Each Category of Trader
5.2 65.8 0.1 45.3 0.7 0.7 23.1 21.6 0.0 9.4 1.4 0.0 16.2 9.6
Number of Traders in Each Category Total Traders: 69
6 8 . 18 . . 16 8 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,638
Positions
16,086 3,431 1,958 11,281 2,203 824 22,234 2,505 740 4,925 955 300 8,290 53,722
Changes from: September 17, 2013 Total Change is: 6,366
-1,962 812 1,360 411 1,056 34 4,888 -181 221 857 99 0 557 2,965
Percent of Open Interest Represented by Each Category of Trader
24.1 5.1 2.9 16.9 3.3 1.2 33.4 3.8 1.1 7.4 1.4 0.5 12.4 80.6
Number of Traders in Each Category Total Traders: 82
18 7 4 9 4 . 27 5 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 76,858
Positions
3,730 38,988 920 34,639 20,820 3,387 24,058 6,351 3,851 562 745 0 5,711 1,796
Changes from: September 17, 2013 Total Change is: -15,678
2,844 -487 -9,497 -2,746 -682 5 -1,831 -260 -1,652 0 1 0 -2,801 -3,106
Percent of Open Interest Represented by Each Category of Trader
4.9 50.7 1.2 45.1 27.1 4.4 31.3 8.3 5.0 0.7 1.0 0.0 7.4 2.3
Number of Traders in Each Category Total Traders: 85
5 9 . 31 17 11 13 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 270,092
Positions
15,973 134,163 4,767 103,968 22,151 34,786 53,371 56,855 2,274 35,694 7,203 594 18,665 7,299
Changes from: September 17, 2013 Total Change is: -31,957
-1,807 19,454 -45,749 -1,836 -2,926 4,490 5,042 14,420 -6,426 18,608 -7,567 -124 -4,155 -7,529
Percent of Open Interest Represented by Each Category of Trader
5.9 49.7 1.8 38.5 8.2 12.9 19.8 21.1 0.8 13.2 2.7 0.2 6.9 2.7
Number of Traders in Each Category Total Traders: 170
14 22 5 53 19 24 24 18 9 16 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 620,439
Positions
160 71,316 4,578 300,329 106,394 88,855 63,024 122,441 7,966 14,815 42,096 6,819 133,893 169,974
Changes from: September 17, 2013 Total Change is: -12,252
-39 -29,117 -99 11,749 9,875 -6,816 -7,240 29,415 -10,901 -4,543 -1,236 -2,599 8,236 -774
Percent of Open Interest Represented by Each Category of Trader
0.0 11.5 0.7 48.4 17.1 14.3 10.2 19.7 1.3 2.4 6.8 1.1 21.6 27.4
Number of Traders in Each Category Total Traders: 148
. 19 . 37 30 34 16 30 12 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 401,199
Positions
3,979 109,502 2,470 231,232 9,458 51,069 13,449 141,482 1,830 17,754 13,467 0 79,416 71,921
Changes from: September 17, 2013 Total Change is: 7,778
-2,006 6,447 -3,071 235 -6,054 1,650 733 11,789 231 9,102 123 0 904 -3,337
Percent of Open Interest Represented by Each Category of Trader
1.0 27.3 0.6 57.6 2.4 12.7 3.4 35.3 0.5 4.4 3.4 0.0 19.8 17.9
Number of Traders in Each Category Total Traders: 77
. 13 6 31 7 18 . 13 7 4 5 0
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 867,434
Positions
86,071 95,810 9,162 262,472 357,344 61,260 219,207 108,306 34,924 72,553 58,017 27,799 93,986 114,812
Changes from: September 17, 2013 Total Change is: 1,832
-30,806 17,319 -439 35,159 6,295 -6,211 -25,145 -6,914 714 21,071 -2,006 -478 7,967 -6,448
Percent of Open Interest Represented by Each Category of Trader
9.9 11.0 1.1 30.3 41.2 7.1 25.3 12.5 4.0 8.4 6.7 3.2 10.8 13.2
Number of Traders in Each Category Total Traders: 205
11 25 6 30 36 28 39 26 20 16 22 5
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 34,937
Positions
6,827 14,083 7,484 0 0 0 11,151 3,861 8,908 3 25 502 62 74
Changes from: September 17, 2013 Total Change is: 2,089
-821 374 1,198 0 0 0 1,138 -582 1,082 -10 0 31 -529 -14
Percent of Open Interest Represented by Each Category of Trader
19.5 40.3 21.4 0.0 0.0 0.0 31.9 11.1 25.5 0.0 0.1 1.4 0.2 0.2
Number of Traders in Each Category Total Traders: 37
8 8 9 0 0 0 10 9 8 . . .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,948,616
Positions
135,243 125,557 46,221 613,843 719,758 235,051 505,284 178,520 67,446 56,648 141,956 21,436 267,444 412,671
Changes from: September 17, 2013 Total Change is: -20,295
-4,453 7,870 4,877 28,448 23,776 -31,889 3,270 -16,784 -4,223 -27,297 6,741 -2,310 13,282 -8,353
Percent of Open Interest Represented by Each Category of Trader
6.9 6.4 2.4 31.5 36.9 12.1 25.9 9.2 3.5 2.9 7.3 1.1 13.7 21.2
Number of Traders in Each Category Total Traders: 277
26 24 11 27 72 53 45 48 42 11 24 .
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,698,197
Positions
219,940 141,401 12,844 592,404 468,786 176,894 394,615 363,291 32,812 66,920 183,419 9,069 192,699 309,681
Changes from: September 17, 2013 Total Change is: -6,843
-17,343 950 -6,069 -30,746 11,530 11,370 33,715 -18,460 -12,662 -14,357 16,409 6,253 22,996 -16,164
Percent of Open Interest Represented by Each Category of Trader
13.0 8.3 0.8 34.9 27.6 10.4 23.2 21.4 1.9 3.9 10.8 0.5 11.3 18.2
Number of Traders in Each Category Total Traders: 221
12 27 6 30 44 31 29 48 22 7 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 307,188
Positions
80,339 92,631 97,795 970 0 2,043 46,628 15,618 36,355 740 6,080 13,109 29,209 43,557
Changes from: September 17, 2013 Total Change is: 10,169
6,420 9,223 2,366 26 0 0 1,496 -2,083 -764 740 211 -1,273 1,158 2,489
Percent of Open Interest Represented by Each Category of Trader
26.2 30.2 31.8 0.3 0.0 0.7 15.2 5.1 11.8 0.2 2.0 4.3 9.5 14.2
Number of Traders in Each Category Total Traders: 59
16 15 23 . 0 . 16 5 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 8,817,103
Positions
1,354,999 2,237,929 1,799,360 1,599,134 799,361 163,274 919,419 649,658 1,563,884 346,684 306,625 253,604 816,745 1,043,408
Changes from: September 17, 2013 Total Change is: -178,755
-136,530 96,335 -13,022 169,106 7,253 -22,960 -45,902 -21,269 -160,106 -1,384 -24,464 1,502 30,541 -42,024
Percent of Open Interest Represented by Each Category of Trader
15.4 25.4 20.4 18.1 9.1 1.9 10.4 7.4 17.7 3.9 3.5 2.9 9.3 11.8
Number of Traders in Each Category Total Traders: 249
28 45 68 12 7 14 58 50 80 19 16 23
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Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 41,815
Positions
29,255 579 0 0 8,312 9,070 3,461 15,321 0 0 8,447 0 29 86
Changes from: September 17, 2013 Total Change is: 1,935
16 119 0 0 1,344 2,988 -1,059 -2,578 0 0 127 0 -10 -65
Percent of Open Interest Represented by Each Category of Trader
70.0 1.4 0.0 0.0 19.9 21.7 8.3 36.6 0.0 0.0 20.2 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
5 4 0 0 9 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 18,594
Positions
16,489 1,402 500 0 5,916 26 1,579 1,647 0 0 9,037 0 0 66
Changes from: September 17, 2013 Total Change is: 941
-713 1,251 500 0 -57 0 1,156 -1,069 0 0 326 0 -2 -10
Percent of Open Interest Represented by Each Category of Trader
88.7 7.5 2.7 0.0 31.8 0.1 8.5 8.9 0.0 0.0 48.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 27
6 . . 0 6 . 4 5 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,075
Positions
10,868 9,756 793 4,999 4,847 254 19,447 31,801 511 9,137 2,358 0 7,066 2,755
Changes from: September 17, 2013 Total Change is: -15,163
-426 -20,770 0 -127 1,813 -67 -6,232 5,440 -3,585 -2,971 1,477 0 -1,755 529
Percent of Open Interest Represented by Each Category of Trader
20.5 18.4 1.5 9.4 9.1 0.5 36.6 59.9 1.0 17.2 4.4 0.0 13.3 5.2
Number of Traders in Each Category Total Traders: 145
6 . . 7 6 . 24 32 4 53 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 368,232
Positions
116,485 12,574 36,941 53,642 19,596 12,634 33,327 163,413 37,361 6,480 11,134 47,781 23,581 26,798
Changes from: September 17, 2013 Total Change is: -58,833
-21,889 3,981 -30,869 4,322 -1,132 -249 2,442 -18,125 -6,466 799 1,184 -4,585 -2,338 -2,572
Percent of Open Interest Represented by Each Category of Trader
31.6 3.4 10.0 14.6 5.3 3.4 9.1 44.4 10.1 1.8 3.0 13.0 6.4 7.3
Number of Traders in Each Category Total Traders: 162
21 7 21 6 10 8 31 43 37 18 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,350
Positions
993 1,405 0 2,074 0 559 2,716 4,598 782 0 0 0 226 6
Changes from: September 17, 2013 Total Change is: -1,964
-215 933 -1,405 51 0 -83 237 -1,213 -194 -338 0 0 -17 -2
Percent of Open Interest Represented by Each Category of Trader
13.5 19.1 0.0 28.2 0.0 7.6 37.0 62.6 10.6 0.0 0.0 0.0 3.1 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 . 7 4 . 0 0 0
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Updated September 27, 2013