Traders in Financial Futures - Futures Only Positions as of October 1, 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 122,732
Positions
35,935 31,988 196 15,411 16,340 129 34,953 36,555 2,107 7,587 11,701 13 26,401 23,703
Changes from: September 24, 2013 Total Change is: 3,108
-212 7,364 176 17 -81 4 1,630 1,378 793 1,068 -4,927 0 -368 -1,599
Percent of Open Interest Represented by Each Category of Trader
29.3 26.1 0.2 12.6 13.3 0.1 28.5 29.8 1.7 6.2 9.5 0.0 21.5 19.3
Number of Traders in Each Category Total Traders: 85
5 13 . 6 4 . 22 19 8 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 45,298
Positions
5,221 21,691 414 0 2,089 0 17,297 9,766 309 537 2,305 0 21,520 8,724
Changes from: September 24, 2013 Total Change is: 5,786
144 3,853 57 0 -397 0 2,186 2,207 24 537 57 0 2,838 -15
Percent of Open Interest Represented by Each Category of Trader
11.5 47.9 0.9 0.0 4.6 0.0 38.2 21.6 0.7 1.2 5.1 0.0 47.5 19.3
Number of Traders in Each Category Total Traders: 42
4 11 . 0 . 0 14 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 172,422
Positions
4,822 74,298 136 21,831 26,989 1,210 96,225 27,936 4,765 3,135 10,067 250 40,048 26,771
Changes from: September 24, 2013 Total Change is: 8,703
708 12,335 -3 -108 -1,083 0 2,979 -1,802 1,010 1,485 -2,307 191 2,441 362
Percent of Open Interest Represented by Each Category of Trader
2.8 43.1 0.1 12.7 15.7 0.7 55.8 16.2 2.8 1.8 5.8 0.1 23.2 15.5
Number of Traders in Each Category Total Traders: 113
. 16 . 8 14 5 35 19 8 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 170,525
Positions
86,906 11,866 4 26,741 12,118 221 30,298 85,348 2,927 8,531 14,680 0 14,897 43,361
Changes from: September 24, 2013 Total Change is: -4,367
-2,163 5,423 4 -907 -290 -28 -3,600 -9,180 211 -1,612 1,139 0 3,728 -1,646
Percent of Open Interest Represented by Each Category of Trader
51.0 7.0 0.0 15.7 7.1 0.1 17.8 50.1 1.7 5.0 8.6 0.0 8.7 25.4
Number of Traders in Each Category Total Traders: 119
10 11 . 9 10 . 23 39 9 . 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 255,067
Positions
18,832 83,640 1,490 37,881 56,417 5,223 115,774 35,270 3,881 22,693 18,440 2,009 47,284 48,697
Changes from: September 24, 2013 Total Change is: 603
1,566 5,680 218 34 -2,716 -203 -3,957 -5,842 1,614 2,103 899 125 -897 828
Percent of Open Interest Represented by Each Category of Trader
7.4 32.8 0.6 14.9 22.1 2.0 45.4 13.8 1.5 8.9 7.2 0.8 18.5 19.1
Number of Traders in Each Category Total Traders: 194
13 23 8 15 22 13 39 38 7 20 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 113,676
Positions
61,608 7,012 129 472 36,545 834 20,063 32,266 1,887 9,467 11,028 1 19,215 23,974
Changes from: September 24, 2013 Total Change is: -12,786
-9,574 830 102 -78 -29 -153 -5,015 -13,215 565 -306 4 -5 1,678 -885
Percent of Open Interest Represented by Each Category of Trader
54.2 6.2 0.1 0.4 32.1 0.7 17.6 28.4 1.7 8.3 9.7 0.0 16.9 21.1
Number of Traders in Each Category Total Traders: 83
12 7 . . 7 . 25 22 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,608
Positions
13,875 21,711 13,234 0 593 79 7,882 1,323 3,183 1,651 0 2,184 520 301
Changes from: September 24, 2013 Total Change is: -1,238
-380 -58 0 0 -277 79 -951 -774 0 0 0 0 14 -208
Percent of Open Interest Represented by Each Category of Trader
32.6 51.0 31.1 0.0 1.4 0.2 18.5 3.1 7.5 3.9 0.0 5.1 1.2 0.7
Number of Traders in Each Category Total Traders: 23
4 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 119,788
Positions
36,876 52,376 0 39,327 579 161 25,570 58,428 845 10,814 5,208 0 6,195 2,191
Changes from: September 24, 2013 Total Change is: -10,369
416 2,806 0 134 106 -1 -10,996 -12,473 -91 352 -763 0 -183 47
Percent of Open Interest Represented by Each Category of Trader
30.8 43.7 0.0 32.8 0.5 0.1 21.3 48.8 0.7 9.0 4.3 0.0 5.2 1.8
Number of Traders in Each Category Total Traders: 96
5 9 0 5 . . 29 23 5 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 19,813
Positions
4,471 11,304 3,603 0 166 437 1,367 505 103 9,232 3,166 0 600 529
Changes from: September 24, 2013 Total Change is: 69
-445 369 358 0 -225 -45 239 -245 -34 0 0 0 -4 -109
Percent of Open Interest Represented by Each Category of Trader
22.6 57.1 18.2 0.0 0.8 2.2 6.9 2.5 0.5 46.6 16.0 0.0 3.0 2.7
Number of Traders in Each Category Total Traders: 20
. 4 . 0 . . 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 22,577
Positions
1,432 13,019 0 377 207 0 16,143 6,935 5 665 671 0 3,955 1,740
Changes from: September 24, 2013 Total Change is: 2,956
28 3,853 0 -13 0 0 2,180 -555 0 107 -263 0 654 -79
Percent of Open Interest Represented by Each Category of Trader
6.3 57.7 0.0 1.7 0.9 0.0 71.5 30.7 0.0 2.9 3.0 0.0 17.5 7.7
Number of Traders in Each Category Total Traders: 47
. 7 0 . . 0 16 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 59,278
Positions
12,529 47,837 137 4,998 775 186 28,192 4,503 285 4,326 744 89 8,538 4,724
Changes from: September 24, 2013 Total Change is: -8,738
2,118 -8,509 41 -986 -12 -134 -9,820 289 70 161 -232 25 -212 -276
Percent of Open Interest Represented by Each Category of Trader
21.1 80.7 0.2 8.4 1.3 0.3 47.6 7.6 0.5 7.3 1.3 0.1 14.4 8.0
Number of Traders in Each Category Total Traders: 107
19 13 . 6 . . 38 16 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 118,555
Positions
25,057 95,674 274 9,996 1,549 371 56,383 9,005 570 8,652 1,488 177 17,075 9,447
Changes from: September 24, 2013 Total Change is: -17,475
4,235 -17,018 81 -1,972 -23 -267 -19,639 577 139 321 -463 50 -423 -551
Percent of Open Interest Represented by Each Category of Trader
21.1 80.7 0.2 8.4 1.3 0.3 47.6 7.6 0.5 7.3 1.3 0.1 14.4 8.0
Number of Traders in Each Category Total Traders: 107
19 13 . 6 . . 38 16 . 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 677,685
Positions
30,226 217,802 5,935 302,244 113,961 50,947 93,291 143,393 26,641 52,622 39,603 4,020 111,760 75,384
Changes from: September 24, 2013 Total Change is: 2,111
2,569 -3,913 -205 -13,133 -5,064 4,298 -957 -3,302 7,312 2,215 1,520 -54 67 1,519
Percent of Open Interest Represented by Each Category of Trader
4.5 32.1 0.9 44.6 16.8 7.5 13.8 21.2 3.9 7.8 5.8 0.6 16.5 11.1
Number of Traders in Each Category Total Traders: 531
30 37 17 110 53 63 104 96 67 49 52 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 152,906
Positions
3,162 68,400 900 69,262 25,666 1,051 11,638 11,970 757 13,868 7,182 995 51,273 35,985
Changes from: September 24, 2013 Total Change is: 2,152
130 -4,545 0 -3,508 -2,209 13 2,062 7,294 -33 619 -7 7 2,862 1,632
Percent of Open Interest Represented by Each Category of Trader
2.1 44.7 0.6 45.3 16.8 0.7 7.6 7.8 0.5 9.1 4.7 0.7 33.5 23.5
Number of Traders in Each Category Total Traders: 83
. 12 . 15 8 7 17 17 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 2,623,895
Positions
142,674 754,365 17,822 1,181,053 457,618 233,334 450,746 699,597 86,936 194,989 163,325 13,905 302,436 196,993
Changes from: September 24, 2013 Total Change is: -204
11,986 2,951 -813 -46,714 -12,862 20,012 19,832 -18,049 1,795 5,527 5,179 2,148 -13,977 -565
Percent of Open Interest Represented by Each Category of Trader
5.4 28.7 0.7 45.0 17.4 8.9 17.2 26.7 3.3 7.4 6.2 0.5 11.5 7.5
Number of Traders in Each Category Total Traders: 516
32 35 13 104 51 56 102 94 50 47 51 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 110,227
Positions
3,023 52,391 105 56,798 41,923 2,718 34,089 6,582 1,007 1,109 2,971 0 11,378 2,530
Changes from: September 24, 2013 Total Change is: 3,944
-657 773 5 2,643 2,047 -193 3,542 1,255 -198 192 345 0 -1,390 -90
Percent of Open Interest Represented by Each Category of Trader
2.7 47.5 0.1 51.5 38.0 2.5 30.9 6.0 0.9 1.0 2.7 0.0 10.3 2.3
Number of Traders in Each Category Total Traders: 104
4 17 . 37 12 16 19 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 80,374
Positions
1,889 63,176 205 35,738 4,765 480 33,495 5,304 98 2,237 2,075 43 6,188 4,228
Changes from: September 24, 2013 Total Change is: 2,098
-220 350 121 137 692 -75 1,966 139 -41 239 5 -6 -23 913
Percent of Open Interest Represented by Each Category of Trader
2.4 78.6 0.3 44.5 5.9 0.6 41.7 6.6 0.1 2.8 2.6 0.1 7.7 5.3
Number of Traders in Each Category Total Traders: 207
17 20 6 33 16 8 64 27 5 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 401,871
Positions
9,446 315,879 1,027 178,688 23,823 2,400 167,474 26,518 491 11,186 10,374 217 30,942 21,142
Changes from: September 24, 2013 Total Change is: 10,489
-1,100 1,750 607 687 3,460 -375 9,830 693 -204 1,193 23 -32 -117 4,567
Percent of Open Interest Represented by Each Category of Trader
2.4 78.6 0.3 44.5 5.9 0.6 41.7 6.6 0.1 2.8 2.6 0.1 7.7 5.3
Number of Traders in Each Category Total Traders: 207
17 20 6 33 16 8 64 27 5 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 344,696
Positions
58,983 104,277 17,509 139,433 89,677 21,068 72,607 82,747 7,643 6,216 4,181 300 20,937 17,294
Changes from: September 24, 2013 Total Change is: 13,476
-1,771 4,691 2,159 8,788 -2,990 1,056 3,781 5,072 313 271 98 4 -1,125 3,073
Percent of Open Interest Represented by Each Category of Trader
17.1 30.3 5.1 40.5 26.0 6.1 21.1 24.0 2.2 1.8 1.2 0.1 6.1 5.0
Number of Traders in Each Category Total Traders: 254
18 16 . 60 34 22 55 47 13 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 62,162
Positions
2,923 39,960 0 27,181 86 608 14,996 13,348 0 6,014 1,789 0 10,440 6,371
Changes from: September 24, 2013 Total Change is: 2,305
-165 579 -83 93 -350 178 1,146 410 0 381 936 0 755 635
Percent of Open Interest Represented by Each Category of Trader
4.7 64.3 0.0 43.7 0.1 1.0 24.1 21.5 0.0 9.7 2.9 0.0 16.8 10.2
Number of Traders in Each Category Total Traders: 69
4 8 0 17 . . 16 10 0 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 69,433
Positions
21,179 2,809 1,485 11,384 2,283 729 19,827 3,627 1,073 5,540 430 400 7,816 56,597
Changes from: September 24, 2013 Total Change is: 2,795
5,093 -622 -473 103 80 -95 -2,407 1,122 333 615 -525 100 -474 2,875
Percent of Open Interest Represented by Each Category of Trader
30.5 4.0 2.1 16.4 3.3 1.0 28.6 5.2 1.5 8.0 0.6 0.6 11.3 81.5
Number of Traders in Each Category Total Traders: 81
20 7 4 10 . . 23 7 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 80,712
Positions
1,599 42,728 1,280 34,391 21,953 3,465 28,895 4,748 3,888 562 745 0 6,632 1,905
Changes from: September 24, 2013 Total Change is: 3,854
-2,131 3,740 360 -248 1,133 78 4,837 -1,603 37 0 0 0 921 109
Percent of Open Interest Represented by Each Category of Trader
2.0 52.9 1.6 42.6 27.2 4.3 35.8 5.9 4.8 0.7 0.9 0.0 8.2 2.4
Number of Traders in Each Category Total Traders: 87
. 13 . 30 17 12 15 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 248,975
Positions
15,372 134,926 6,969 104,529 22,051 33,906 49,986 35,403 2,996 20,058 6,746 554 14,605 5,424
Changes from: September 24, 2013 Total Change is: -21,117
-601 763 2,202 561 -100 -880 -3,385 -21,452 722 -15,636 -457 -40 -4,060 -1,875
Percent of Open Interest Represented by Each Category of Trader
6.2 54.2 2.8 42.0 8.9 13.6 20.1 14.2 1.2 8.1 2.7 0.2 5.9 2.2
Number of Traders in Each Category Total Traders: 166
14 22 6 49 19 23 28 14 10 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 630,995
Positions
10,617 99,636 2,207 286,693 81,016 98,631 77,566 111,595 8,468 17,241 52,823 6,928 122,644 169,691
Changes from: September 24, 2013 Total Change is: 10,556
10,457 28,320 -2,371 -13,636 -25,378 9,776 14,542 -10,846 502 2,426 10,727 109 -11,249 -283
Percent of Open Interest Represented by Each Category of Trader
1.7 15.8 0.3 45.4 12.8 15.6 12.3 17.7 1.3 2.7 8.4 1.1 19.4 26.9
Number of Traders in Each Category Total Traders: 151
. 19 . 36 31 34 18 28 12 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 401,219
Positions
8,796 101,074 531 227,339 19,877 55,436 13,918 139,828 1,941 17,569 11,640 0 75,689 70,892
Changes from: September 24, 2013 Total Change is: 20
4,817 -8,428 -1,939 -3,893 10,419 4,367 469 -1,654 111 -185 -1,827 0 -3,727 -1,029
Percent of Open Interest Represented by Each Category of Trader
2.2 25.2 0.1 56.7 5.0 13.8 3.5 34.9 0.5 4.4 2.9 0.0 18.9 17.7
Number of Traders in Each Category Total Traders: 78
. 11 4 33 7 19 . 15 8 . 4 0
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Traders in Financial Futures - Futures Only Positions as of October 1, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 916,057
Positions
88,921 95,001 9,991 281,486 332,175 60,326 254,800 190,537 23,627 62,683 63,227 29,027 105,196 112,146
Changes from: September 24, 2013 Total Change is: 48,623
2,850 -809 829 19,014 -25,169 -934 35,593 82,231 -11,297 -9,870 5,210 1,228 11,210 -2,666
Percent of Open Interest Represented by Each Category of Trader
9.7 10.4 1.1 30.7 36.3 6.6 27.8 20.8 2.6 6.8 6.9 3.2 11.5 12.2
Number of Traders in Each Category Total Traders: 214
12 25 6 32 34 28 39 30 18 17 25 5
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 26,184
Positions
9,487 10,916 2,496 1,070 0 500 4,460 3,778 7,334 2 25 679 156 456
Changes from: September 24, 2013 Total Change is: -8,753
2,660 -3,167 -4,988 1,070 0 500 -6,691 -83 -1,574 -1 0 177 94 382
Percent of Open Interest Represented by Each Category of Trader
36.2 41.7 9.5 4.1 0.0 1.9 17.0 14.4 28.0 0.0 0.1 2.6 0.6 1.7
Number of Traders in Each Category Total Traders: 35
8 6 8 . 0 . 9 9 6 . . .
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 1,951,203
Positions
162,284 103,371 42,245 634,860 771,986 232,714 478,189 176,089 62,582 50,732 134,883 25,743 261,854 401,590
Changes from: September 24, 2013 Total Change is: 2,587
27,041 -22,186 -3,976 21,017 52,228 -2,337 -27,095 -2,431 -4,864 -5,916 -7,073 4,307 -5,590 -11,081
Percent of Open Interest Represented by Each Category of Trader
8.3 5.3 2.2 32.5 39.6 11.9 24.5 9.0 3.2 2.6 6.9 1.3 13.4 20.6
Number of Traders in Each Category Total Traders: 290
30 25 12 27 74 56 48 49 38 10 27 5
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 1,681,909
Positions
177,804 151,961 11,769 608,521 465,528 167,675 417,951 364,756 21,173 78,588 189,259 6,071 192,357 303,717
Changes from: September 24, 2013 Total Change is: -16,288
-42,136 10,560 -1,075 16,117 -3,258 -9,219 23,336 1,465 -11,639 11,668 5,840 -2,998 -342 -5,964
Percent of Open Interest Represented by Each Category of Trader
10.6 9.0 0.7 36.2 27.7 10.0 24.8 21.7 1.3 4.7 11.3 0.4 11.4 18.1
Number of Traders in Each Category Total Traders: 226
13 28 7 29 47 31 26 51 22 8 24 5
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 281,321
Positions
73,605 72,906 88,335 970 0 2,043 34,587 18,170 35,080 592 3,131 14,739 31,370 46,917
Changes from: September 24, 2013 Total Change is: -25,867
-6,734 -19,725 -9,460 0 0 0 -12,041 2,552 -1,275 -148 -2,949 1,630 2,161 3,360
Percent of Open Interest Represented by Each Category of Trader
26.2 25.9 31.4 0.3 0.0 0.7 12.3 6.5 12.5 0.2 1.1 5.2 11.2 16.7
Number of Traders in Each Category Total Traders: 51
8 18 19 . 0 . 12 7 12 . . .
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 8,928,021
Positions
1,291,879 2,303,806 1,759,213 1,869,103 672,117 142,731 873,281 765,773 1,627,844 316,753 371,149 243,769 803,448 1,041,619
Changes from: September 24, 2013 Total Change is: 110,918
-63,120 65,877 -40,147 269,969 -127,244 -20,543 -46,138 116,115 63,960 -29,931 64,524 -9,835 -13,297 -1,789
Percent of Open Interest Represented by Each Category of Trader
14.5 25.8 19.7 20.9 7.5 1.6 9.8 8.6 18.2 3.5 4.2 2.7 9.0 11.7
Number of Traders in Each Category Total Traders: 260
20 51 67 12 10 16 52 61 86 17 21 23
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Traders in Financial Futures - Futures Only Positions as of October 1, 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 41,597
Positions
30,137 588 0 0 8,698 9,054 2,370 15,237 0 0 7,944 0 36 76
Changes from: September 24, 2013 Total Change is: -218
882 9 0 0 386 -16 -1,091 -84 0 0 -503 0 7 -10
Percent of Open Interest Represented by Each Category of Trader
72.4 1.4 0.0 0.0 20.9 21.8 5.7 36.6 0.0 0.0 19.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
6 4 0 0 9 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 18,827
Positions
16,423 1,665 500 0 5,916 26 1,871 1,866 0 0 8,775 0 7 79
Changes from: September 24, 2013 Total Change is: 233
-66 263 0 0 0 0 292 219 0 0 -262 0 7 13
Percent of Open Interest Represented by Each Category of Trader
87.2 8.8 2.7 0.0 31.4 0.1 9.9 9.9 0.0 0.0 46.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 28
6 . . 0 6 . 4 6 0 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 53,794
Positions
11,045 9,518 793 4,987 4,714 260 20,731 31,627 1,024 7,594 2,332 0 7,360 3,526
Changes from: September 24, 2013 Total Change is: 719
177 -238 0 -12 -133 6 1,284 -174 513 -1,543 -26 0 294 771
Percent of Open Interest Represented by Each Category of Trader
20.5 17.7 1.5 9.3 8.8 0.5 38.5 58.8 1.9 14.1 4.3 0.0 13.7 6.6
Number of Traders in Each Category Total Traders: 140
6 . . 7 6 . 24 34 4 50 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 356,219
Positions
111,104 10,091 39,971 44,746 20,953 14,683 28,445 149,172 46,422 8,024 9,902 38,443 24,381 26,582
Changes from: September 24, 2013 Total Change is: -12,013
-5,381 -2,483 3,030 -8,896 1,357 2,049 -4,882 -14,241 9,061 1,544 -1,232 -9,338 800 -216
Percent of Open Interest Represented by Each Category of Trader
31.2 2.8 11.2 12.6 5.9 4.1 8.0 41.9 13.0 2.3 2.8 10.8 6.8 7.5
Number of Traders in Each Category Total Traders: 161
20 6 21 7 11 9 27 44 41 19 20 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 1, 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 7,288
Positions
1,012 1,405 0 2,254 0 485 2,727 4,477 782 0 106 0 28 33
Changes from: September 24, 2013 Total Change is: -62
19 0 0 180 0 -74 11 -121 0 0 106 0 -198 27
Percent of Open Interest Represented by Each Category of Trader
13.9 19.3 0.0 30.9 0.0 6.7 37.4 61.4 10.7 0.0 1.5 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 7 4 . 0 . 0
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Updated October 25, 2013