Traders in Financial Futures - Futures Only Positions as of October 8, 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 118,332
Positions
43,115 27,676 101 15,317 16,351 128 25,054 35,398 2,347 8,016 10,467 64 24,190 25,800
Changes from: October 1, 2013 Total Change is: -4,400
7,180 -4,312 -95 -94 11 -1 -9,899 -1,157 240 429 -1,234 51 -2,211 2,097
Percent of Open Interest Represented by Each Category of Trader
36.4 23.4 0.1 12.9 13.8 0.1 21.2 29.9 2.0 6.8 8.8 0.1 20.4 21.8
Number of Traders in Each Category Total Traders: 88
6 12 . 5 5 . 22 22 8 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 51,017
Positions
6,071 26,467 318 0 1,849 0 19,330 10,996 304 537 2,578 0 24,457 8,505
Changes from: October 1, 2013 Total Change is: 5,719
850 4,776 -96 0 -240 0 2,033 1,230 -5 0 273 0 2,937 -219
Percent of Open Interest Represented by Each Category of Trader
11.9 51.9 0.6 0.0 3.6 0.0 37.9 21.6 0.6 1.1 5.1 0.0 47.9 16.7
Number of Traders in Each Category Total Traders: 43
5 11 . 0 . 0 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 184,643
Positions
7,999 82,231 1,570 21,754 28,021 1,393 108,343 32,577 4,054 1,650 9,144 358 37,522 25,295
Changes from: October 1, 2013 Total Change is: 12,221
3,177 7,933 1,434 -77 1,032 183 12,118 4,641 -711 -1,485 -923 108 -2,526 -1,476
Percent of Open Interest Represented by Each Category of Trader
4.3 44.5 0.9 11.8 15.2 0.8 58.7 17.6 2.2 0.9 5.0 0.2 20.3 13.7
Number of Traders in Each Category Total Traders: 121
4 15 . 8 16 6 43 19 8 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 165,957
Positions
74,534 21,172 85 27,935 14,095 272 34,774 69,664 2,591 10,447 13,053 1 15,318 45,024
Changes from: October 1, 2013 Total Change is: -4,568
-12,372 9,306 81 1,194 1,977 51 4,476 -15,684 -336 1,916 -1,627 1 421 1,663
Percent of Open Interest Represented by Each Category of Trader
44.9 12.8 0.1 16.8 8.5 0.2 21.0 42.0 1.6 6.3 7.9 0.0 9.2 27.1
Number of Traders in Each Category Total Traders: 114
8 11 . 10 12 4 24 34 7 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 263,859
Positions
22,497 86,821 3,907 37,404 58,361 4,820 118,974 32,919 4,452 20,724 18,488 2,702 48,379 51,389
Changes from: October 1, 2013 Total Change is: 8,792
3,665 3,181 2,417 -477 1,944 -403 3,200 -2,351 571 -1,969 48 693 1,095 2,692
Percent of Open Interest Represented by Each Category of Trader
8.5 32.9 1.5 14.2 22.1 1.8 45.1 12.5 1.7 7.9 7.0 1.0 18.3 19.5
Number of Traders in Each Category Total Traders: 193
14 23 6 15 24 13 38 35 11 20 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 117,075
Positions
63,806 8,109 586 153 36,645 827 21,922 33,166 1,672 9,380 10,576 1 18,728 25,493
Changes from: October 1, 2013 Total Change is: 3,399
2,198 1,097 457 -319 100 -7 1,859 900 -215 -87 -452 0 -487 1,519
Percent of Open Interest Represented by Each Category of Trader
54.5 6.9 0.5 0.1 31.3 0.7 18.7 28.3 1.4 8.0 9.0 0.0 16.0 21.8
Number of Traders in Each Category Total Traders: 78
11 7 5 . 7 . 21 22 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 41,352
Positions
13,875 21,456 13,234 0 441 95 6,585 273 3,183 1,651 0 2,184 545 486
Changes from: October 1, 2013 Total Change is: -1,256
0 -255 0 0 -152 16 -1,297 -1,050 0 0 0 0 25 185
Percent of Open Interest Represented by Each Category of Trader
33.6 51.9 32.0 0.0 1.1 0.2 15.9 0.7 7.7 4.0 0.0 5.3 1.3 1.2
Number of Traders in Each Category Total Traders: 22
4 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 107,975
Positions
36,811 48,783 0 38,593 580 160 16,740 49,739 883 9,382 4,915 0 5,406 2,915
Changes from: October 1, 2013 Total Change is: -11,813
-65 -3,593 0 -734 1 -1 -8,830 -8,689 38 -1,432 -293 0 -789 724
Percent of Open Interest Represented by Each Category of Trader
34.1 45.2 0.0 35.7 0.5 0.1 15.5 46.1 0.8 8.7 4.6 0.0 5.0 2.7
Number of Traders in Each Category Total Traders: 91
4 10 0 4 . . 23 28 4 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 23,230
Positions
1,438 12,845 0 462 207 0 16,829 7,863 5 688 312 0 3,808 1,998
Changes from: October 1, 2013 Total Change is: 653
6 -174 0 85 0 0 686 928 0 23 -359 0 -147 258
Percent of Open Interest Represented by Each Category of Trader
6.2 55.3 0.0 2.0 0.9 0.0 72.4 33.8 0.0 3.0 1.3 0.0 16.4 8.6
Number of Traders in Each Category Total Traders: 52
. 7 0 . . 0 18 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 50,296
Positions
10,810 38,169 144 4,463 1,121 180 20,862 4,517 131 4,232 762 128 9,348 5,146
Changes from: October 1, 2013 Total Change is: -8,982
-1,719 -9,668 7 -536 346 -6 -7,330 14 -154 -94 18 40 811 423
Percent of Open Interest Represented by Each Category of Trader
21.5 75.9 0.3 8.9 2.2 0.4 41.5 9.0 0.3 8.4 1.5 0.3 18.6 10.2
Number of Traders in Each Category Total Traders: 96
20 10 . 5 . . 31 12 . 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 100,592
Positions
21,619 76,338 287 8,925 2,241 360 41,723 9,033 262 8,464 1,523 256 18,696 10,292
Changes from: October 1, 2013 Total Change is: -17,963
-3,438 -19,336 13 -1,071 692 -11 -14,660 28 -308 -188 35 79 1,621 845
Percent of Open Interest Represented by Each Category of Trader
21.5 75.9 0.3 8.9 2.2 0.4 41.5 9.0 0.3 8.4 1.5 0.3 18.6 10.2
Number of Traders in Each Category Total Traders: 96
20 10 . 5 . . 31 12 . 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 701,923
Positions
33,949 215,997 11,112 299,046 121,141 47,160 99,685 146,020 34,321 52,613 42,488 3,717 120,319 79,966
Changes from: October 1, 2013 Total Change is: 24,238
3,723 -1,805 5,177 -3,198 7,181 -3,787 6,394 2,627 7,681 -9 2,884 -303 8,559 4,583
Percent of Open Interest Represented by Each Category of Trader
4.8 30.8 1.6 42.6 17.3 6.7 14.2 20.8 4.9 7.5 6.1 0.5 17.1 11.4
Number of Traders in Each Category Total Traders: 546
36 34 22 105 58 63 109 95 74 49 60 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 155,413
Positions
7,149 58,719 1,488 67,423 25,972 1,027 11,233 17,975 810 14,024 7,099 995 51,264 41,328
Changes from: October 1, 2013 Total Change is: 2,507
3,987 -9,681 588 -1,839 306 -24 -405 6,005 53 156 -83 0 -9 5,343
Percent of Open Interest Represented by Each Category of Trader
4.6 37.8 1.0 43.4 16.7 0.7 7.2 11.6 0.5 9.0 4.6 0.6 33.0 26.6
Number of Traders in Each Category Total Traders: 85
. 12 . 15 8 7 18 17 5 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 2,732,549
Positions
159,057 811,447 23,067 1,173,866 491,598 214,913 510,663 708,625 99,154 195,105 179,104 11,449 345,275 193,192
Changes from: October 1, 2013 Total Change is: 108,654
16,383 57,082 5,245 -7,187 33,980 -18,421 59,917 9,028 12,218 116 15,779 -2,456 42,839 -3,801
Percent of Open Interest Represented by Each Category of Trader
5.8 29.7 0.8 43.0 18.0 7.9 18.7 25.9 3.6 7.1 6.6 0.4 12.6 7.1
Number of Traders in Each Category Total Traders: 531
37 33 19 99 56 57 106 94 59 46 60 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 107,215
Positions
3,744 47,549 56 54,848 42,773 3,112 31,514 6,004 1,739 883 2,866 0 11,319 3,116
Changes from: October 1, 2013 Total Change is: -3,012
721 -4,842 -49 -1,950 850 394 -2,575 -578 732 -226 -105 0 -59 586
Percent of Open Interest Represented by Each Category of Trader
3.5 44.3 0.1 51.2 39.9 2.9 29.4 5.6 1.6 0.8 2.7 0.0 10.6 2.9
Number of Traders in Each Category Total Traders: 96
5 15 . 35 12 14 16 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 75,626
Positions
2,289 58,376 83 33,836 4,691 802 29,743 5,937 150 2,336 2,244 102 6,285 3,240
Changes from: October 1, 2013 Total Change is: -4,748
400 -4,799 -122 -1,901 -74 322 -3,752 633 51 99 169 58 96 -988
Percent of Open Interest Represented by Each Category of Trader
3.0 77.2 0.1 44.7 6.2 1.1 39.3 7.9 0.2 3.1 3.0 0.1 8.3 4.3
Number of Traders in Each Category Total Traders: 208
18 21 5 30 16 8 58 30 9 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 378,129
Positions
11,446 291,882 416 169,181 23,455 4,011 148,714 29,685 748 11,680 11,221 509 31,424 16,202
Changes from: October 1, 2013 Total Change is: -23,742
2,000 -23,997 -611 -9,507 -368 1,611 -18,760 3,167 257 494 847 292 482 -4,940
Percent of Open Interest Represented by Each Category of Trader
3.0 77.2 0.1 44.7 6.2 1.1 39.3 7.9 0.2 3.1 3.0 0.1 8.3 4.3
Number of Traders in Each Category Total Traders: 208
18 21 5 30 16 8 58 30 9 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 327,757
Positions
59,771 90,363 16,206 134,649 92,979 19,772 62,719 78,687 7,839 6,018 5,189 266 20,517 16,456
Changes from: October 1, 2013 Total Change is: -16,939
788 -13,914 -1,303 -4,784 3,302 -1,296 -9,888 -4,060 196 -198 1,008 -34 -420 -838
Percent of Open Interest Represented by Each Category of Trader
18.2 27.6 4.9 41.1 28.4 6.0 19.1 24.0 2.4 1.8 1.6 0.1 6.3 5.0
Number of Traders in Each Category Total Traders: 257
20 15 5 57 36 21 51 53 15 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 61,747
Positions
3,703 42,302 0 28,010 553 496 13,310 13,071 0 5,073 1,653 0 11,155 3,672
Changes from: October 1, 2013 Total Change is: -415
780 2,342 0 829 467 -112 -1,686 -277 0 -941 -136 0 715 -2,699
Percent of Open Interest Represented by Each Category of Trader
6.0 68.5 0.0 45.4 0.9 0.8 21.6 21.2 0.0 8.2 2.7 0.0 18.1 5.9
Number of Traders in Each Category Total Traders: 64
5 7 0 18 . . 15 8 0 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 71,971
Positions
23,735 3,864 646 11,883 884 359 17,806 5,798 1,774 4,577 897 400 10,791 57,349
Changes from: October 1, 2013 Total Change is: 2,538
2,556 1,055 -839 499 -1,399 -370 -2,021 2,171 701 -963 467 0 2,975 752
Percent of Open Interest Represented by Each Category of Trader
33.0 5.4 0.9 16.5 1.2 0.5 24.7 8.1 2.5 6.4 1.2 0.6 15.0 79.7
Number of Traders in Each Category Total Traders: 75
19 7 . 11 . . 20 8 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 79,886
Positions
1,766 43,794 1,387 34,439 19,744 3,474 28,197 4,502 3,960 562 745 0 6,101 2,280
Changes from: October 1, 2013 Total Change is: -826
167 1,066 107 48 -2,209 9 -698 -246 72 0 0 0 -531 375
Percent of Open Interest Represented by Each Category of Trader
2.2 54.8 1.7 43.1 24.7 4.3 35.3 5.6 5.0 0.7 0.9 0.0 7.6 2.9
Number of Traders in Each Category Total Traders: 84
. 12 . 31 15 12 14 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 246,941
Positions
15,564 137,375 5,339 105,439 21,047 34,017 48,883 33,733 2,901 20,745 6,604 503 13,550 5,422
Changes from: October 1, 2013 Total Change is: -2,034
192 2,449 -1,630 910 -1,004 111 -1,103 -1,670 -95 687 -142 -51 -1,055 -2
Percent of Open Interest Represented by Each Category of Trader
6.3 55.6 2.2 42.7 8.5 13.8 19.8 13.7 1.2 8.4 2.7 0.2 5.5 2.2
Number of Traders in Each Category Total Traders: 168
15 20 6 51 18 22 27 15 9 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 632,126
Positions
11,987 101,667 3,772 279,466 91,904 98,113 79,411 91,809 13,549 16,916 56,463 5,554 123,358 169,295
Changes from: October 1, 2013 Total Change is: 1,131
1,370 2,031 1,565 -7,227 10,888 -518 1,845 -19,786 5,081 -325 3,640 -1,374 714 -396
Percent of Open Interest Represented by Each Category of Trader
1.9 16.1 0.6 44.2 14.5 15.5 12.6 14.5 2.1 2.7 8.9 0.9 19.5 26.8
Number of Traders in Each Category Total Traders: 154
. 18 . 34 33 32 20 30 18 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 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 404,471
Positions
7,446 104,100 766 230,519 22,191 54,812 13,927 135,789 1,566 17,676 11,616 0 77,759 73,631
Changes from: October 1, 2013 Total Change is: 3,252
-1,350 3,026 235 3,180 2,314 -624 9 -4,039 -375 107 -24 0 2,070 2,739
Percent of Open Interest Represented by Each Category of Trader
1.8 25.7 0.2 57.0 5.5 13.6 3.4 33.6 0.4 4.4 2.9 0.0 19.2 18.2
Number of Traders in Each Category Total Traders: 79
. 12 5 33 8 18 . 14 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 935,959
Positions
99,453 110,561 4,369 293,071 292,810 61,494 261,476 239,815 32,272 51,517 63,587 27,233 105,074 103,818
Changes from: October 1, 2013 Total Change is: 19,902
10,532 15,560 -5,622 11,585 -39,365 1,168 6,676 49,278 8,645 -11,166 360 -1,794 -122 -8,328
Percent of Open Interest Represented by Each Category of Trader
10.6 11.8 0.5 31.3 31.3 6.6 27.9 25.6 3.4 5.5 6.8 2.9 11.2 11.1
Number of Traders in Each Category Total Traders: 221
11 28 4 32 34 29 40 36 22 15 25 4
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Traders in Financial Futures - Futures Only Positions as of October 8, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 28,525
Positions
6,083 14,347 2,915 2,000 205 500 10,015 3,653 6,063 73 25 793 83 24
Changes from: October 1, 2013 Total Change is: 2,341
-3,404 3,431 419 930 205 0 5,555 -125 -1,271 71 0 114 -73 -432
Percent of Open Interest Represented by Each Category of Trader
21.3 50.3 10.2 7.0 0.7 1.8 35.1 12.8 21.3 0.3 0.1 2.8 0.3 0.1
Number of Traders in Each Category Total Traders: 40
8 8 6 . . . 9 10 7 . . .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,970,617
Positions
162,719 129,093 35,510 621,929 696,366 267,020 462,235 196,688 70,227 62,068 144,948 23,593 265,316 407,172
Changes from: October 1, 2013 Total Change is: 19,414
435 25,722 -6,735 -12,931 -75,620 34,306 -15,954 20,599 7,645 11,336 10,065 -2,150 3,462 5,582
Percent of Open Interest Represented by Each Category of Trader
8.3 6.6 1.8 31.6 35.3 13.6 23.5 10.0 3.6 3.1 7.4 1.2 13.5 20.7
Number of Traders in Each Category Total Traders: 296
26 32 10 28 71 55 41 54 41 13 31 7
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Traders in Financial Futures - Futures Only Positions as of October 8, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,713,260
Positions
202,631 163,839 14,252 600,600 468,799 164,876 427,979 387,638 13,894 70,123 202,777 4,642 214,263 292,543
Changes from: October 1, 2013 Total Change is: 31,351
24,827 11,878 2,483 -7,921 3,271 -2,799 10,028 22,882 -7,279 -8,465 13,518 -1,429 21,906 -11,174
Percent of Open Interest Represented by Each Category of Trader
11.8 9.6 0.8 35.1 27.4 9.6 25.0 22.6 0.8 4.1 11.8 0.3 12.5 17.1
Number of Traders in Each Category Total Traders: 238
16 30 5 30 46 32 28 53 19 9 26 .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 302,800
Positions
85,276 72,203 94,350 821 0 2,043 31,390 26,216 38,646 847 11,374 15,701 33,726 42,267
Changes from: October 1, 2013 Total Change is: 21,479
11,671 -703 6,015 -149 0 0 -3,197 8,046 3,566 255 8,243 962 2,356 -4,650
Percent of Open Interest Represented by Each Category of Trader
28.2 23.8 31.2 0.3 0.0 0.7 10.4 8.7 12.8 0.3 3.8 5.2 11.1 14.0
Number of Traders in Each Category Total Traders: 59
11 18 22 . 0 . 12 8 15 . 6 .
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,374,660
Positions
1,271,493 2,359,210 1,919,557 1,867,330 617,339 143,285 915,181 735,301 1,854,294 314,597 384,074 267,660 821,263 1,093,940
Changes from: October 1, 2013 Total Change is: 446,639
-20,386 55,404 160,344 -1,773 -54,778 554 41,900 -30,472 226,450 -2,156 12,925 23,891 17,815 52,321
Percent of Open Interest Represented by Each Category of Trader
13.6 25.2 20.5 19.9 6.6 1.5 9.8 7.8 19.8 3.4 4.1 2.9 8.8 11.7
Number of Traders in Each Category Total Traders: 261
24 52 71 12 11 16 52 55 81 21 21 23
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Traders in Financial Futures - Futures Only Positions as of October 8, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 40,552
Positions
29,846 981 0 0 7,096 9,056 1,597 15,470 0 0 7,875 0 53 74
Changes from: October 1, 2013 Total Change is: -1,045
-291 393 0 0 -1,602 2 -773 233 0 0 -69 0 17 -2
Percent of Open Interest Represented by Each Category of Trader
73.6 2.4 0.0 0.0 17.5 22.3 3.9 38.1 0.0 0.0 19.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 41
5 6 0 0 9 . . 11 0 0 8 0
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Traders in Financial Futures - Futures Only Positions as of October 8, 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 17,021
Positions
16,149 0 500 0 4,768 26 325 2,294 0 0 9,353 0 21 80
Changes from: October 1, 2013 Total Change is: -1,806
-274 -1,665 0 0 -1,148 0 -1,546 428 0 0 578 0 14 1
Percent of Open Interest Represented by Each Category of Trader
94.9 0.0 2.9 0.0 28.0 0.2 1.9 13.5 0.0 0.0 54.9 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 29
8 0 . 0 6 . . 7 0 0 6 0
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Traders in Financial Futures - Futures Only Positions as of October 8, 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 59,355
Positions
10,730 9,595 793 4,852 5,594 272 25,151 36,185 1,554 8,559 2,284 0 7,444 3,078
Changes from: October 1, 2013 Total Change is: 5,561
-315 77 0 -135 880 12 4,420 4,558 530 965 -48 0 84 -448
Percent of Open Interest Represented by Each Category of Trader
18.1 16.2 1.3 8.2 9.4 0.5 42.4 61.0 2.6 14.4 3.8 0.0 12.5 5.2
Number of Traders in Each Category Total Traders: 144
6 . . 6 6 . 28 30 6 53 12 0
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Traders in Financial Futures - Futures Only Positions as of October 8, 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 376,488
Positions
106,414 23,624 45,541 38,555 13,615 16,033 34,474 141,110 60,592 10,729 8,506 39,114 25,036 28,353
Changes from: October 1, 2013 Total Change is: 20,269
-4,690 13,533 5,570 -6,191 -7,338 1,350 6,029 -8,062 14,170 2,705 -1,396 671 655 1,771
Percent of Open Interest Represented by Each Category of Trader
28.3 6.3 12.1 10.2 3.6 4.3 9.2 37.5 16.1 2.8 2.3 10.4 6.6 7.5
Number of Traders in Each Category Total Traders: 170
19 10 24 8 13 12 36 39 52 20 14 21
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Traders in Financial Futures - Futures Only Positions as of October 8, 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 6,847
Positions
999 1,405 0 1,730 0 82 3,204 4,451 782 0 106 0 50 21
Changes from: October 1, 2013 Total Change is: -441
-13 0 0 -524 0 -403 477 -26 0 0 0 0 22 -12
Percent of Open Interest Represented by Each Category of Trader
14.6 20.5 0.0 25.3 0.0 1.2 46.8 65.0 11.4 0.0 1.5 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 8 . . 0 . 0
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Updated October 28, 2013