Traders in Financial Futures - Futures Only Positions as of October 15, 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 112,544
Positions
44,395 23,176 107 15,298 16,960 143 19,740 34,716 2,316 7,875 6,971 63 22,607 28,092
Changes from: October 8, 2013 Total Change is: -5,788
1,280 -4,500 6 -19 609 15 -5,314 -682 -31 -141 -3,496 -1 -1,583 2,292
Percent of Open Interest Represented by Each Category of Trader
39.4 20.6 0.1 13.6 15.1 0.1 17.5 30.8 2.1 7.0 6.2 0.1 20.1 25.0
Number of Traders in Each Category Total Traders: 79
8 9 . 5 6 . 17 19 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 50,287
Positions
7,330 23,896 214 0 1,849 0 20,685 10,533 441 997 5,231 0 20,620 8,123
Changes from: October 8, 2013 Total Change is: -730
1,259 -2,571 -104 0 0 0 1,355 -463 137 460 2,653 0 -3,837 -382
Percent of Open Interest Represented by Each Category of Trader
14.6 47.5 0.4 0.0 3.7 0.0 41.1 20.9 0.9 2.0 10.4 0.0 41.0 16.2
Number of Traders in Each Category Total Traders: 43
6 9 . 0 . 0 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 183,979
Positions
9,191 81,577 858 22,018 27,117 1,277 108,704 31,820 4,127 1,650 11,796 56 36,098 25,351
Changes from: October 8, 2013 Total Change is: -664
1,192 -654 -712 264 -904 -116 361 -757 73 0 2,652 -302 -1,424 56
Percent of Open Interest Represented by Each Category of Trader
5.0 44.3 0.5 12.0 14.7 0.7 59.1 17.3 2.2 0.9 6.4 0.0 19.6 13.8
Number of Traders in Each Category Total Traders: 112
4 14 . 8 15 5 37 18 9 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 159,871
Positions
74,136 19,061 27 27,041 13,134 294 33,112 66,829 2,559 8,971 16,027 0 13,731 41,940
Changes from: October 8, 2013 Total Change is: -6,086
-398 -2,111 -58 -894 -961 22 -1,662 -2,835 -32 -1,476 2,974 -1 -1,587 -3,084
Percent of Open Interest Represented by Each Category of Trader
46.4 11.9 0.0 16.9 8.2 0.2 20.7 41.8 1.6 5.6 10.0 0.0 8.6 26.2
Number of Traders in Each Category Total Traders: 109
8 11 . 9 12 4 25 28 6 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 257,199
Positions
26,647 83,915 2,991 38,127 54,000 4,702 110,779 35,060 4,593 21,687 18,249 2,320 45,353 51,369
Changes from: October 8, 2013 Total Change is: -6,660
4,150 -2,906 -916 723 -4,361 -118 -8,195 2,141 141 963 -239 -382 -3,026 -20
Percent of Open Interest Represented by Each Category of Trader
10.4 32.6 1.2 14.8 21.0 1.8 43.1 13.6 1.8 8.4 7.1 0.9 17.6 20.0
Number of Traders in Each Category Total Traders: 187
14 22 6 14 23 12 35 37 13 19 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 124,276
Positions
66,329 8,520 173 375 36,726 833 22,578 38,294 1,659 10,518 12,249 286 21,525 25,536
Changes from: October 8, 2013 Total Change is: 7,201
2,523 411 -413 222 81 6 656 5,128 -13 1,138 1,673 285 2,797 43
Percent of Open Interest Represented by Each Category of Trader
53.4 6.9 0.1 0.3 29.6 0.7 18.2 30.8 1.3 8.5 9.9 0.2 17.3 20.5
Number of Traders in Each Category Total Traders: 84
11 8 . . 7 . 21 24 7 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 41,120
Positions
13,732 21,409 13,234 0 316 123 6,339 273 3,183 1,651 0 2,184 674 398
Changes from: October 8, 2013 Total Change is: -232
-143 -47 0 0 -125 28 -246 0 0 0 0 0 129 -88
Percent of Open Interest Represented by Each Category of Trader
33.4 52.1 32.2 0.0 0.8 0.3 15.4 0.7 7.7 4.0 0.0 5.3 1.6 1.0
Number of Traders in Each Category Total Traders: 21
4 10 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 106,314
Positions
38,487 48,476 0 39,583 581 159 12,088 48,477 1,090 8,978 4,757 0 5,929 2,774
Changes from: October 8, 2013 Total Change is: -1,661
1,676 -307 0 990 1 -1 -4,652 -1,262 207 -404 -158 0 523 -141
Percent of Open Interest Represented by Each Category of Trader
36.2 45.6 0.0 37.2 0.5 0.1 11.4 45.6 1.0 8.4 4.5 0.0 5.6 2.6
Number of Traders in Each Category Total Traders: 91
5 9 0 6 . . 25 27 6 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 20,423
Positions
4,386 12,378 3,419 264 0 197 2,220 386 89 9,232 3,166 0 616 788
Changes from: October 8, 2013 Total Change is: 610
-85 1,074 -184 264 -166 -240 853 -119 -14 0 0 0 16 259
Percent of Open Interest Represented by Each Category of Trader
21.5 60.6 16.7 1.3 0.0 1.0 10.9 1.9 0.4 45.2 15.5 0.0 3.0 3.9
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 24,608
Positions
1,445 15,312 0 603 207 0 17,945 6,998 15 703 312 0 3,897 1,764
Changes from: October 8, 2013 Total Change is: 1,378
7 2,467 0 141 0 0 1,116 -865 10 15 0 0 89 -234
Percent of Open Interest Represented by Each Category of Trader
5.9 62.2 0.0 2.5 0.8 0.0 72.9 28.4 0.1 2.9 1.3 0.0 15.8 7.2
Number of Traders in Each Category Total Traders: 59
. 9 0 . . 0 24 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 61,766
Positions
14,616 36,367 3,693 6,377 922 496 16,069 7,611 5,600 5,394 913 219 9,303 5,946
Changes from: October 8, 2013 Total Change is: 11,470
3,807 -1,802 3,550 1,914 -199 316 -4,793 3,095 5,469 1,162 151 91 -45 800
Percent of Open Interest Represented by Each Category of Trader
23.7 58.9 6.0 10.3 1.5 0.8 26.0 12.3 9.1 8.7 1.5 0.4 15.1 9.6
Number of Traders in Each Category Total Traders: 103
23 9 4 7 4 . 25 16 9 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 11,559
Positions
5,659 6,430 0 1,300 0 0 1,478 4,370 0 1,399 322 0 1,723 437
Changes from: October 8, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.0 55.6 0.0 11.2 0.0 0.0 12.8 37.8 0.0 12.1 2.8 0.0 14.9 3.8
Number of Traders in Each Category Total Traders: 20
5 4 0 . 0 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 100,413
Positions
24,799 66,759 501 10,153 1,844 992 40,233 17,534 148 8,035 1,226 392 15,160 11,017
Changes from: October 8, 2013 Total Change is: -179
3,180 -9,579 214 1,228 -397 632 -1,490 8,501 -114 -429 -297 136 -3,536 725
Percent of Open Interest Represented by Each Category of Trader
24.7 66.5 0.5 10.1 1.8 1.0 40.1 17.5 0.1 8.0 1.2 0.4 15.1 11.0
Number of Traders in Each Category Total Traders: 97
21 9 . 6 4 . 25 19 . 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 695,078
Positions
32,187 212,807 14,433 296,794 118,777 45,372 105,935 146,007 28,483 48,949 43,896 5,166 117,760 80,137
Changes from: October 8, 2013 Total Change is: -6,845
-1,763 -3,191 3,320 -2,252 -2,364 -1,788 6,250 -12 -5,838 -3,664 1,409 1,449 -2,559 171
Percent of Open Interest Represented by Each Category of Trader
4.6 30.6 2.1 42.7 17.1 6.5 15.2 21.0 4.1 7.0 6.3 0.7 16.9 11.5
Number of Traders in Each Category Total Traders: 554
34 33 21 107 61 63 110 94 73 57 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 157,023
Positions
8,353 62,097 2,298 66,427 25,257 1,013 11,841 15,175 820 13,905 8,045 997 51,369 41,321
Changes from: October 8, 2013 Total Change is: 1,610
1,204 3,378 810 -996 -715 -14 608 -2,800 10 -119 946 2 105 -7
Percent of Open Interest Represented by Each Category of Trader
5.3 39.5 1.5 42.3 16.1 0.6 7.5 9.7 0.5 8.9 5.1 0.6 32.7 26.3
Number of Traders in Each Category Total Traders: 91
. 14 4 15 8 7 19 19 6 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 2,690,273
Positions
151,610 785,990 28,231 1,168,072 483,840 205,557 530,394 714,083 78,392 185,133 189,169 10,931 331,953 194,080
Changes from: October 8, 2013 Total Change is: -42,276
-7,447 -25,457 5,164 -5,794 -7,758 -9,356 19,731 5,458 -20,762 -9,972 10,065 -518 -13,322 888
Percent of Open Interest Represented by Each Category of Trader
5.6 29.2 1.0 43.4 18.0 7.6 19.7 26.5 2.9 6.9 7.0 0.4 12.3 7.2
Number of Traders in Each Category Total Traders: 537
36 31 17 102 58 58 109 90 60 52 58 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 108,386
Positions
2,579 51,809 72 57,616 40,847 2,922 30,202 6,196 678 2,158 2,618 0 12,159 3,244
Changes from: October 8, 2013 Total Change is: 1,171
-1,165 4,260 16 2,768 -1,926 -190 -1,312 192 -1,061 1,275 -248 0 840 128
Percent of Open Interest Represented by Each Category of Trader
2.4 47.8 0.1 53.2 37.7 2.7 27.9 5.7 0.6 2.0 2.4 0.0 11.2 3.0
Number of Traders in Each Category Total Traders: 92
. 16 . 33 12 13 16 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 73,979
Positions
1,720 58,599 115 34,418 4,488 708 28,772 5,037 62 1,905 1,754 58 6,221 3,158
Changes from: October 8, 2013 Total Change is: -1,647
-569 222 32 582 -203 -94 -971 -900 -88 -431 -490 -44 -64 -83
Percent of Open Interest Represented by Each Category of Trader
2.3 79.2 0.2 46.5 6.1 1.0 38.9 6.8 0.1 2.6 2.4 0.1 8.4 4.3
Number of Traders in Each Category Total Traders: 203
14 23 5 31 16 8 63 25 6 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 369,896
Positions
8,601 292,994 577 172,091 22,440 3,542 143,859 25,186 308 9,524 8,769 291 31,103 15,789
Changes from: October 8, 2013 Total Change is: -8,233
-2,845 1,112 161 2,910 -1,015 -469 -4,855 -4,499 -440 -2,156 -2,452 -218 -321 -413
Percent of Open Interest Represented by Each Category of Trader
2.3 79.2 0.2 46.5 6.1 1.0 38.9 6.8 0.1 2.6 2.4 0.1 8.4 4.3
Number of Traders in Each Category Total Traders: 203
14 23 5 31 16 8 63 25 6 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 330,892
Positions
64,027 97,870 14,958 133,395 90,175 19,615 58,791 80,128 7,741 7,756 6,745 232 24,377 13,428
Changes from: October 8, 2013 Total Change is: 3,135
4,256 7,507 -1,248 -1,254 -2,804 -157 -3,928 1,441 -98 1,738 1,556 -34 3,860 -3,028
Percent of Open Interest Represented by Each Category of Trader
19.3 29.6 4.5 40.3 27.3 5.9 17.8 24.2 2.3 2.3 2.0 0.1 7.4 4.1
Number of Traders in Each Category Total Traders: 253
19 17 5 55 34 22 48 52 14 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 65,224
Positions
2,934 42,973 2 28,038 668 381 18,062 13,069 0 5,374 2,179 0 10,433 5,952
Changes from: October 8, 2013 Total Change is: 3,477
-769 671 2 28 115 -115 4,752 -2 0 301 526 0 -722 2,280
Percent of Open Interest Represented by Each Category of Trader
4.5 65.9 0.0 43.0 1.0 0.6 27.7 20.0 0.0 8.2 3.3 0.0 16.0 9.1
Number of Traders in Each Category Total Traders: 68
4 8 . 18 . . 15 10 0 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 73,531
Positions
24,671 3,279 988 12,308 824 511 18,534 4,595 1,262 5,880 1,583 400 8,977 60,089
Changes from: October 8, 2013 Total Change is: 1,560
936 -585 342 425 -60 152 728 -1,203 -512 1,303 686 0 -1,814 2,740
Percent of Open Interest Represented by Each Category of Trader
33.6 4.5 1.3 16.7 1.1 0.7 25.2 6.2 1.7 8.0 2.2 0.5 12.2 81.7
Number of Traders in Each Category Total Traders: 91
21 8 . 12 . . 23 11 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 79,197
Positions
1,988 43,940 1,560 34,437 19,148 3,460 26,941 4,156 3,916 562 745 0 6,333 2,272
Changes from: October 8, 2013 Total Change is: -689
222 146 173 -2 -596 -14 -1,256 -346 -44 0 0 0 232 -8
Percent of Open Interest Represented by Each Category of Trader
2.5 55.5 2.0 43.5 24.2 4.4 34.0 5.2 4.9 0.7 0.9 0.0 8.0 2.9
Number of Traders in Each Category Total Traders: 83
4 13 . 30 15 12 13 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 268,725
Positions
16,673 140,961 4,607 111,064 20,357 32,701 51,239 52,770 1,195 35,763 8,241 549 14,934 7,344
Changes from: October 8, 2013 Total Change is: 21,784
1,109 3,586 -732 5,625 -690 -1,316 2,356 19,037 -1,706 15,018 1,637 46 1,384 1,922
Percent of Open Interest Represented by Each Category of Trader
6.2 52.5 1.7 41.3 7.6 12.2 19.1 19.6 0.4 13.3 3.1 0.2 5.6 2.7
Number of Traders in Each Category Total Traders: 177
17 22 6 53 18 23 29 17 9 17 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 631,680
Positions
7,070 99,379 4,881 268,619 101,497 114,136 80,133 73,705 8,893 14,031 50,920 5,540 128,377 172,729
Changes from: October 8, 2013 Total Change is: -446
-4,917 -2,288 1,109 -10,847 9,593 16,023 722 -18,104 -4,656 -2,885 -5,543 -14 5,019 3,434
Percent of Open Interest Represented by Each Category of Trader
1.1 15.7 0.8 42.5 16.1 18.1 12.7 11.7 1.4 2.2 8.1 0.9 20.3 27.3
Number of Traders in Each Category Total Traders: 155
. 21 . 33 35 34 16 32 14 5 11 .
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Traders in Financial Futures - Futures Only Positions as of October 15, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 411,034
Positions
7,074 121,929 541 238,297 19,050 54,535 13,943 131,753 1,491 18,852 11,616 0 76,301 70,119
Changes from: October 8, 2013 Total Change is: 6,563
-372 17,829 -225 7,778 -3,141 -277 16 -4,036 -75 1,176 0 0 -1,458 -3,512
Percent of Open Interest Represented by Each Category of Trader
1.7 29.7 0.1 58.0 4.6 13.3 3.4 32.1 0.4 4.6 2.8 0.0 18.6 17.1
Number of Traders in Each Category Total Traders: 83
. 14 5 35 6 17 . 15 7 4 4 0
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Traders in Financial Futures - Futures Only Positions as of October 15, 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 926,439
Positions
109,832 104,497 12,407 308,295 282,807 64,425 238,825 232,475 27,460 42,436 73,714 25,078 97,681 103,576
Changes from: October 8, 2013 Total Change is: -9,520
10,379 -6,064 8,038 15,224 -10,003 2,931 -22,651 -7,340 -4,812 -9,081 10,127 -2,155 -7,393 -242
Percent of Open Interest Represented by Each Category of Trader
11.9 11.3 1.3 33.3 30.5 7.0 25.8 25.1 3.0 4.6 8.0 2.7 10.5 11.2
Number of Traders in Each Category Total Traders: 219
14 24 6 32 32 29 38 36 22 16 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 32,853
Positions
3,028 18,017 2,788 2,327 0 200 18,624 5,937 5,316 0 25 537 33 33
Changes from: October 8, 2013 Total Change is: 4,328
-3,055 3,670 -127 327 -205 -300 8,609 2,284 -747 -73 0 -256 -50 9
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 8.5 7.1 0.0 0.6 56.7 18.1 16.2 0.0 0.1 1.6 0.1 0.1
Number of Traders in Each Category Total Traders: 40
7 9 8 . 0 . 13 8 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,079,085
Positions
166,463 167,496 30,832 666,824 705,575 309,437 519,005 211,364 63,190 58,046 140,620 22,244 243,044 428,327
Changes from: October 8, 2013 Total Change is: 108,468
3,744 38,403 -4,678 44,895 9,209 42,417 56,770 14,676 -7,037 -4,022 -4,328 -1,349 -22,272 21,155
Percent of Open Interest Represented by Each Category of Trader
8.0 8.1 1.5 32.1 33.9 14.9 25.0 10.2 3.0 2.8 6.8 1.1 11.7 20.6
Number of Traders in Each Category Total Traders: 307
21 35 11 24 77 54 49 55 42 12 34 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 1,746,144
Positions
183,386 151,695 14,877 623,648 488,195 162,338 453,998 407,617 16,464 72,642 192,956 6,389 212,402 305,613
Changes from: October 8, 2013 Total Change is: 32,884
-19,245 -12,144 625 23,048 19,396 -2,538 26,019 19,979 2,570 2,519 -9,821 1,747 -1,861 13,070
Percent of Open Interest Represented by Each Category of Trader
10.5 8.7 0.9 35.7 28.0 9.3 26.0 23.3 0.9 4.2 11.1 0.4 12.2 17.5
Number of Traders in Each Category Total Traders: 239
14 32 5 31 44 32 29 53 16 8 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 303,228
Positions
91,592 75,765 97,583 812 0 2,043 26,589 21,060 36,364 252 11,780 17,962 30,031 40,671
Changes from: October 8, 2013 Total Change is: 428
6,316 3,562 3,233 -9 0 0 -4,801 -5,156 -2,282 -595 406 2,261 -3,695 -1,596
Percent of Open Interest Represented by Each Category of Trader
30.2 25.0 32.2 0.3 0.0 0.7 8.8 6.9 12.0 0.1 3.9 5.9 9.9 13.4
Number of Traders in Each Category Total Traders: 63
15 19 27 . 0 . 10 7 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 9,357,720
Positions
1,192,839 2,527,691 1,919,471 1,902,445 606,838 146,539 928,119 605,266 1,829,189 301,418 357,821 311,730 825,970 1,053,175
Changes from: October 8, 2013 Total Change is: -16,940
-78,654 168,481 -86 35,115 -10,501 3,254 12,938 -130,035 -25,105 -13,179 -26,253 44,070 4,707 -40,765
Percent of Open Interest Represented by Each Category of Trader
12.7 27.0 20.5 20.3 6.5 1.6 9.9 6.5 19.5 3.2 3.8 3.3 8.8 11.3
Number of Traders in Each Category Total Traders: 266
24 57 76 11 10 15 50 55 82 20 23 25
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Traders in Financial Futures - Futures Only Positions as of October 15, 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 41,578
Positions
30,433 2,301 0 40 6,808 9,058 1,982 15,042 0 0 8,284 0 65 85
Changes from: October 8, 2013 Total Change is: 1,026
587 1,320 0 40 -288 2 385 -428 0 0 409 0 12 11
Percent of Open Interest Represented by Each Category of Trader
73.2 5.5 0.0 0.1 16.4 21.8 4.8 36.2 0.0 0.0 19.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 40
4 5 0 . 9 . . 11 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 17,584
Positions
16,484 327 500 40 4,896 26 527 2,172 0 0 9,607 0 7 56
Changes from: October 8, 2013 Total Change is: 563
335 327 0 40 128 0 202 -122 0 0 254 0 -14 -24
Percent of Open Interest Represented by Each Category of Trader
93.7 1.9 2.8 0.2 27.8 0.1 3.0 12.4 0.0 0.0 54.6 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 33
8 . . . 8 . 4 6 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 50,217
Positions
10,914 9,624 793 5,129 5,166 268 16,679 28,517 983 8,149 1,964 0 7,302 2,902
Changes from: October 8, 2013 Total Change is: -9,138
184 29 0 277 -428 -4 -8,472 -7,668 -571 -410 -320 0 -142 -176
Percent of Open Interest Represented by Each Category of Trader
21.7 19.2 1.6 10.2 10.3 0.5 33.2 56.8 2.0 16.2 3.9 0.0 14.5 5.8
Number of Traders in Each Category Total Traders: 138
6 . . 7 6 . 24 30 6 52 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 362,200
Positions
111,381 29,525 45,270 33,935 15,096 13,596 22,858 118,916 55,852 7,426 9,287 50,031 21,851 24,627
Changes from: October 8, 2013 Total Change is: -14,288
4,967 5,901 -271 -4,620 1,481 -2,437 -11,616 -22,194 -4,740 -3,303 781 10,917 -3,185 -3,726
Percent of Open Interest Represented by Each Category of Trader
30.8 8.2 12.5 9.4 4.2 3.8 6.3 32.8 15.4 2.1 2.6 13.8 6.0 6.8
Number of Traders in Each Category Total Traders: 158
16 16 26 5 12 10 30 45 51 13 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 15, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,869
Positions
965 1,405 0 1,681 0 50 3,339 4,395 782 0 106 0 52 131
Changes from: October 8, 2013 Total Change is: 22
-34 0 0 -49 0 -32 135 -56 0 0 0 0 2 110
Percent of Open Interest Represented by Each Category of Trader
14.0 20.5 0.0 24.5 0.0 0.7 48.6 64.0 11.4 0.0 1.5 0.0 0.8 1.9
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 8 . . 0 . 0
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Updated October 30, 2013