Traders in Financial Futures - Futures Only Positions as of October 22, 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 109,316
Positions
39,610 27,769 82 14,843 16,468 148 19,055 27,938 1,998 8,115 9,286 95 25,370 25,532
Changes from: October 15, 2013 Total Change is: -3,228
-4,785 4,593 -25 -455 -492 5 -685 -6,778 -318 240 2,315 32 2,763 -2,560
Percent of Open Interest Represented by Each Category of Trader
36.2 25.4 0.1 13.6 15.1 0.1 17.4 25.6 1.8 7.4 8.5 0.1 23.2 23.4
Number of Traders in Each Category Total Traders: 75
6 9 . 6 4 . 18 16 7 10 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 52,402
Positions
8,965 25,131 300 0 1,768 0 21,040 10,729 377 511 6,026 0 21,209 8,071
Changes from: October 15, 2013 Total Change is: 2,115
1,635 1,235 86 0 -81 0 355 196 -64 -486 795 0 589 -52
Percent of Open Interest Represented by Each Category of Trader
17.1 48.0 0.6 0.0 3.4 0.0 40.2 20.5 0.7 1.0 11.5 0.0 40.5 15.4
Number of Traders in Each Category Total Traders: 47
6 10 . 0 . 0 17 7 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 181,489
Positions
10,446 82,300 854 22,481 27,787 1,328 101,815 28,113 4,270 1,650 11,906 56 38,589 24,875
Changes from: October 15, 2013 Total Change is: -2,490
1,255 723 -4 463 670 51 -6,889 -3,707 143 0 110 0 2,491 -476
Percent of Open Interest Represented by Each Category of Trader
5.8 45.3 0.5 12.4 15.3 0.7 56.1 15.5 2.4 0.9 6.6 0.0 21.3 13.7
Number of Traders in Each Category Total Traders: 114
5 13 . 9 14 6 36 20 9 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 152,938
Positions
78,370 10,787 153 26,202 13,379 475 21,204 69,897 3,052 9,194 14,145 0 14,288 41,050
Changes from: October 15, 2013 Total Change is: -6,933
4,234 -8,274 126 -839 245 181 -11,908 3,068 493 223 -1,882 0 557 -890
Percent of Open Interest Represented by Each Category of Trader
51.2 7.1 0.1 17.1 8.7 0.3 13.9 45.7 2.0 6.0 9.2 0.0 9.3 26.8
Number of Traders in Each Category Total Traders: 115
9 11 . 9 13 4 20 37 6 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 278,139
Positions
29,963 105,281 2,752 39,817 47,816 5,236 118,439 37,248 4,263 22,108 18,148 2,652 52,909 54,743
Changes from: October 15, 2013 Total Change is: 20,940
3,316 21,366 -239 1,690 -6,184 534 7,660 2,188 -330 421 -101 332 7,556 3,374
Percent of Open Interest Represented by Each Category of Trader
10.8 37.9 1.0 14.3 17.2 1.9 42.6 13.4 1.5 7.9 6.5 1.0 19.0 19.7
Number of Traders in Each Category Total Traders: 196
15 23 7 16 21 14 49 32 12 20 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 125,592
Positions
58,482 9,849 250 1,575 36,460 840 26,626 40,002 1,096 12,430 10,753 286 24,007 26,056
Changes from: October 15, 2013 Total Change is: 1,316
-7,847 1,329 77 1,200 -266 7 4,048 1,708 -563 1,912 -1,496 0 2,482 520
Percent of Open Interest Represented by Each Category of Trader
46.6 7.8 0.2 1.3 29.0 0.7 21.2 31.9 0.9 9.9 8.6 0.2 19.1 20.7
Number of Traders in Each Category Total Traders: 86
11 8 4 . 7 . 27 21 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 41,471
Positions
13,732 22,289 13,234 13 0 155 6,686 100 3,183 1,651 0 2,184 633 326
Changes from: October 15, 2013 Total Change is: 351
0 880 0 13 -316 32 347 -173 0 0 0 0 -41 -72
Percent of Open Interest Represented by Each Category of Trader
33.1 53.7 31.9 0.0 0.0 0.4 16.1 0.2 7.7 4.0 0.0 5.3 1.5 0.8
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 22, 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 115,334
Positions
40,358 49,901 80 38,233 580 160 19,332 53,990 1,533 8,985 6,494 0 6,653 2,596
Changes from: October 15, 2013 Total Change is: 9,020
1,871 1,425 80 -1,350 -1 1 7,244 5,513 443 7 1,737 0 724 -178
Percent of Open Interest Represented by Each Category of Trader
35.0 43.3 0.1 33.1 0.5 0.1 16.8 46.8 1.3 7.8 5.6 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 87
5 10 . 4 . . 28 22 5 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 27,336
Positions
1,473 16,428 1 1,057 207 0 19,713 8,449 5 739 481 0 4,348 1,765
Changes from: October 15, 2013 Total Change is: 2,728
28 1,116 1 454 0 0 1,768 1,451 -10 36 169 0 451 1
Percent of Open Interest Represented by Each Category of Trader
5.4 60.1 0.0 3.9 0.8 0.0 72.1 30.9 0.0 2.7 1.8 0.0 15.9 6.5
Number of Traders in Each Category Total Traders: 62
. 9 . 4 . 0 26 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 65,178
Positions
14,786 39,284 4,369 6,561 2,373 641 17,602 4,374 5,879 5,368 1,185 534 9,441 6,541
Changes from: October 15, 2013 Total Change is: 3,413
170 2,917 676 184 1,451 145 1,534 -3,237 279 -27 273 315 138 596
Percent of Open Interest Represented by Each Category of Trader
22.7 60.3 6.7 10.1 3.6 1.0 27.0 6.7 9.0 8.2 1.8 0.8 14.5 10.0
Number of Traders in Each Category Total Traders: 103
22 11 4 7 4 . 22 17 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 12,597
Positions
6,859 7,079 0 1,300 0 0 1,463 4,718 0 1,399 322 0 1,576 478
Changes from: October 15, 2013 Total Change is: 1,038
1,200 649 0 0 0 0 -15 348 0 0 0 0 -147 41
Percent of Open Interest Represented by Each Category of Trader
54.4 56.2 0.0 10.3 0.0 0.0 11.6 37.5 0.0 11.1 2.6 0.0 12.5 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 22, 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 105,162
Positions
24,053 72,608 538 10,521 4,746 1,282 43,999 11,033 36 8,606 2,395 398 15,729 12,126
Changes from: October 15, 2013 Total Change is: 4,749
-746 5,849 37 368 2,902 290 3,766 -6,501 -112 571 1,169 6 569 1,109
Percent of Open Interest Represented by Each Category of Trader
22.9 69.0 0.5 10.0 4.5 1.2 41.8 10.5 0.0 8.2 2.3 0.4 15.0 11.5
Number of Traders in Each Category Total Traders: 97
20 11 . 6 4 . 21 20 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 708,537
Positions
33,444 212,283 20,255 306,930 116,067 44,216 107,411 147,913 33,891 46,476 43,093 7,809 108,107 83,012
Changes from: October 15, 2013 Total Change is: 13,460
1,257 -523 5,822 10,136 -2,711 -1,156 1,475 1,906 5,408 -2,473 -804 2,643 -9,653 2,875
Percent of Open Interest Represented by Each Category of Trader
4.7 30.0 2.9 43.3 16.4 6.2 15.2 20.9 4.8 6.6 6.1 1.1 15.3 11.7
Number of Traders in Each Category Total Traders: 541
35 38 27 106 59 66 98 101 63 53 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 161,973
Positions
10,184 65,885 3,049 67,049 25,258 953 12,394 22,051 672 15,792 6,845 1,077 50,803 36,183
Changes from: October 15, 2013 Total Change is: 4,950
1,831 3,788 751 622 1 -60 553 6,876 -148 1,887 -1,200 80 -566 -5,138
Percent of Open Interest Represented by Each Category of Trader
6.3 40.7 1.9 41.4 15.6 0.6 7.7 13.6 0.4 9.7 4.2 0.7 31.4 22.3
Number of Traders in Each Category Total Traders: 84
5 14 4 15 8 7 18 14 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,732,821
Positions
163,450 779,143 38,877 1,220,183 474,821 195,538 563,340 717,566 77,837 176,024 203,842 11,054 286,518 234,143
Changes from: October 15, 2013 Total Change is: 42,548
11,840 -6,847 10,646 52,111 -9,019 -10,019 32,946 3,483 -555 -9,109 14,673 123 -45,435 40,063
Percent of Open Interest Represented by Each Category of Trader
6.0 28.5 1.4 44.6 17.4 7.2 20.6 26.3 2.8 6.4 7.5 0.4 10.5 8.6
Number of Traders in Each Category Total Traders: 528
37 36 21 100 58 58 96 100 53 49 52 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 107,582
Positions
2,825 54,588 87 57,650 38,026 2,699 30,765 5,603 658 941 2,616 0 11,957 3,305
Changes from: October 15, 2013 Total Change is: -804
246 2,779 15 34 -2,821 -223 563 -593 -20 -1,217 -2 0 -202 61
Percent of Open Interest Represented by Each Category of Trader
2.6 50.7 0.1 53.6 35.3 2.5 28.6 5.2 0.6 0.9 2.4 0.0 11.1 3.1
Number of Traders in Each Category Total Traders: 90
4 15 . 34 11 13 15 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 73,457
Positions
1,667 56,136 157 35,911 4,387 728 26,941 5,011 188 2,058 2,391 11 5,795 4,448
Changes from: October 15, 2013 Total Change is: -522
-53 -2,463 41 1,493 -101 20 -1,830 -26 127 153 637 -47 -425 1,290
Percent of Open Interest Represented by Each Category of Trader
2.3 76.4 0.2 48.9 6.0 1.0 36.7 6.8 0.3 2.8 3.3 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 213
17 22 6 34 16 7 65 25 11 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 367,286
Positions
8,336 280,679 784 179,557 21,934 3,640 134,707 25,057 942 10,289 11,955 55 28,976 22,240
Changes from: October 15, 2013 Total Change is: -2,610
-265 -12,315 207 7,466 -506 98 -9,152 -129 634 765 3,186 -236 -2,127 6,451
Percent of Open Interest Represented by Each Category of Trader
2.3 76.4 0.2 48.9 6.0 1.0 36.7 6.8 0.3 2.8 3.3 0.0 7.9 6.1
Number of Traders in Each Category Total Traders: 213
17 22 6 34 16 7 65 25 11 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 337,002
Positions
64,815 100,223 15,265 144,046 89,004 19,456 61,211 85,143 7,347 6,044 7,872 303 18,515 12,389
Changes from: October 15, 2013 Total Change is: 6,110
788 2,353 307 10,651 -1,171 -159 2,420 5,015 -394 -1,712 1,127 71 -5,862 -1,039
Percent of Open Interest Represented by Each Category of Trader
19.2 29.7 4.5 42.7 26.4 5.8 18.2 25.3 2.2 1.8 2.3 0.1 5.5 3.7
Number of Traders in Each Category Total Traders: 261
19 17 . 55 35 23 55 52 14 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 66,746
Positions
3,230 43,943 0 27,707 668 381 19,616 14,396 0 6,162 1,459 0 9,650 5,899
Changes from: October 15, 2013 Total Change is: 1,522
296 970 -2 -331 0 0 1,554 1,327 0 788 -720 0 -783 -53
Percent of Open Interest Represented by Each Category of Trader
4.8 65.8 0.0 41.5 1.0 0.6 29.4 21.6 0.0 9.2 2.2 0.0 14.5 8.8
Number of Traders in Each Category Total Traders: 77
6 9 0 19 . . 19 12 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 78,890
Positions
25,553 3,123 933 12,959 759 508 21,839 7,106 653 6,253 1,526 400 9,792 63,882
Changes from: October 15, 2013 Total Change is: 5,359
882 -156 -55 651 -65 -3 3,305 2,511 -609 373 -57 0 815 3,793
Percent of Open Interest Represented by Each Category of Trader
32.4 4.0 1.2 16.4 1.0 0.6 27.7 9.0 0.8 7.9 1.9 0.5 12.4 81.0
Number of Traders in Each Category Total Traders: 94
22 7 4 12 . . 28 11 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 80,441
Positions
1,901 44,455 1,608 35,619 19,584 3,306 27,115 4,119 3,901 808 1,151 0 6,183 2,317
Changes from: October 15, 2013 Total Change is: 1,244
-87 515 48 1,182 436 -154 174 -37 -15 246 406 0 -150 45
Percent of Open Interest Represented by Each Category of Trader
2.4 55.3 2.0 44.3 24.3 4.1 33.7 5.1 4.8 1.0 1.4 0.0 7.7 2.9
Number of Traders in Each Category Total Traders: 88
4 14 . 32 15 12 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 267,747
Positions
11,586 142,179 4,356 112,109 20,793 34,862 51,736 50,793 1,186 37,660 8,434 567 13,685 4,577
Changes from: October 15, 2013 Total Change is: -978
-5,087 1,218 -251 1,045 436 2,161 497 -1,977 -9 1,897 193 18 -1,249 -2,767
Percent of Open Interest Represented by Each Category of Trader
4.3 53.1 1.6 41.9 7.8 13.0 19.3 19.0 0.4 14.1 3.1 0.2 5.1 1.7
Number of Traders in Each Category Total Traders: 181
16 22 6 55 19 22 30 15 9 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 657,904
Positions
8,559 98,472 1,165 266,605 114,676 114,965 76,758 89,189 15,936 16,395 48,639 8,200 149,321 166,662
Changes from: October 15, 2013 Total Change is: 26,224
1,489 -907 -3,716 -2,014 13,179 829 -3,375 15,484 7,043 2,364 -2,281 2,660 20,944 -6,067
Percent of Open Interest Represented by Each Category of Trader
1.3 15.0 0.2 40.5 17.4 17.5 11.7 13.6 2.4 2.5 7.4 1.2 22.7 25.3
Number of Traders in Each Category Total Traders: 163
4 20 . 34 36 33 18 33 17 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 22, 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 411,492
Positions
8,616 106,958 1,074 232,308 20,156 52,432 16,016 136,046 2,406 17,299 11,213 0 81,341 81,207
Changes from: October 15, 2013 Total Change is: 458
1,542 -14,971 533 -5,989 1,106 -2,103 2,073 4,293 915 -1,553 -403 0 5,040 11,088
Percent of Open Interest Represented by Each Category of Trader
2.1 26.0 0.3 56.5 4.9 12.7 3.9 33.1 0.6 4.2 2.7 0.0 19.8 19.7
Number of Traders in Each Category Total Traders: 80
. 13 5 33 6 17 . 15 7 . 4 0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 928,366
Positions
104,012 102,567 12,960 289,461 290,606 56,892 272,015 241,838 28,685 31,245 66,706 24,850 108,246 103,262
Changes from: October 15, 2013 Total Change is: 1,927
-5,820 -1,930 553 -18,834 7,799 -7,533 33,190 9,363 1,225 -11,191 -7,008 -228 10,565 -314
Percent of Open Interest Represented by Each Category of Trader
11.2 11.0 1.4 31.2 31.3 6.1 29.3 26.0 3.1 3.4 7.2 2.7 11.7 11.1
Number of Traders in Each Category Total Traders: 214
15 21 6 35 33 31 41 33 22 13 23 4
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Traders in Financial Futures - Futures Only Positions as of October 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 34,870
Positions
7,646 15,776 2,865 1,900 0 200 15,096 8,703 5,814 0 120 1,286 63 106
Changes from: October 15, 2013 Total Change is: 2,017
4,618 -2,241 77 -427 0 0 -3,528 2,766 498 0 95 749 30 73
Percent of Open Interest Represented by Each Category of Trader
21.9 45.2 8.2 5.4 0.0 0.6 43.3 25.0 16.7 0.0 0.3 3.7 0.2 0.3
Number of Traders in Each Category Total Traders: 39
6 10 7 . 0 . 9 11 9 0 . .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 2,187,365
Positions
229,207 143,500 34,708 667,593 720,242 331,463 499,393 265,544 58,018 54,197 190,958 27,309 285,477 415,623
Changes from: October 15, 2013 Total Change is: 108,280
62,744 -23,996 3,876 769 14,667 22,026 -19,612 54,180 -5,172 -3,849 50,338 5,065 42,433 -12,704
Percent of Open Interest Represented by Each Category of Trader
10.5 6.6 1.6 30.5 32.9 15.2 22.8 12.1 2.7 2.5 8.7 1.2 13.1 19.0
Number of Traders in Each Category Total Traders: 325
30 28 9 28 70 53 49 61 49 16 42 9
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 1,734,258
Positions
187,137 156,547 15,428 601,095 484,585 168,767 433,722 403,303 21,823 75,837 180,794 8,574 221,875 294,437
Changes from: October 15, 2013 Total Change is: -11,886
3,751 4,852 551 -22,553 -3,610 6,429 -20,276 -4,314 5,359 3,195 -12,162 2,185 9,473 -11,176
Percent of Open Interest Represented by Each Category of Trader
10.8 9.0 0.9 34.7 27.9 9.7 25.0 23.3 1.3 4.4 10.4 0.5 12.8 17.0
Number of Traders in Each Category Total Traders: 242
15 33 5 27 47 34 28 55 18 10 27 4
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 302,330
Positions
100,994 79,691 90,693 729 0 2,043 26,001 23,714 41,589 0 12,893 15,923 24,358 35,784
Changes from: October 15, 2013 Total Change is: -898
9,402 3,926 -6,890 -83 0 0 -588 2,654 5,225 -252 1,113 -2,039 -5,673 -4,887
Percent of Open Interest Represented by Each Category of Trader
33.4 26.4 30.0 0.2 0.0 0.7 8.6 7.8 13.8 0.0 4.3 5.3 8.1 11.8
Number of Traders in Each Category Total Traders: 65
15 19 25 . 0 . 8 12 15 0 8 .
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 9,563,305
Positions
1,224,940 2,501,672 1,953,658 1,945,414 667,245 141,264 874,752 648,641 1,871,006 318,681 371,254 373,528 860,062 1,035,037
Changes from: October 15, 2013 Total Change is: 205,585
32,101 -26,019 34,187 42,969 60,407 -5,275 -53,367 43,375 41,817 17,263 13,433 61,798 34,092 -18,138
Percent of Open Interest Represented by Each Category of Trader
12.8 26.2 20.4 20.3 7.0 1.5 9.1 6.8 19.6 3.3 3.9 3.9 9.0 10.8
Number of Traders in Each Category Total Traders: 263
23 59 78 9 13 19 47 56 83 18 23 28
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 40,091
Positions
29,854 709 0 150 6,513 9,036 1,010 15,136 0 0 8,595 0 41 102
Changes from: October 15, 2013 Total Change is: -1,487
-579 -1,592 0 110 -295 -22 -972 94 0 0 311 0 -24 17
Percent of Open Interest Represented by Each Category of Trader
74.5 1.8 0.0 0.4 16.2 22.5 2.5 37.8 0.0 0.0 21.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
8 4 0 . 8 . . 10 0 0 9 0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 19,406
Positions
18,553 37 583 0 5,663 26 212 2,877 0 0 10,168 0 32 52
Changes from: October 15, 2013 Total Change is: 1,822
2,069 -290 83 -40 767 0 -315 705 0 0 561 0 25 -4
Percent of Open Interest Represented by Each Category of Trader
95.6 0.2 3.0 0.0 29.2 0.1 1.1 14.8 0.0 0.0 52.4 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 31
8 . . 0 8 . . 7 0 0 5 0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 54,206
Positions
10,797 9,624 793 4,581 5,819 274 20,755 30,961 1,136 9,143 2,626 0 6,727 2,973
Changes from: October 15, 2013 Total Change is: 3,989
-117 0 0 -548 653 6 4,076 2,444 153 994 662 0 -575 71
Percent of Open Interest Represented by Each Category of Trader
19.9 17.8 1.5 8.5 10.7 0.5 38.3 57.1 2.1 16.9 4.8 0.0 12.4 5.5
Number of Traders in Each Category Total Traders: 146
6 . . 6 6 . 27 35 9 50 14 0
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 350,915
Positions
93,665 35,309 38,669 42,327 17,356 17,196 41,081 107,699 48,840 2,231 13,184 47,021 19,885 25,641
Changes from: October 15, 2013 Total Change is: -11,285
-17,716 5,784 -6,601 8,392 2,260 3,600 18,223 -11,217 -7,012 -5,195 3,897 -3,010 -1,966 1,014
Percent of Open Interest Represented by Each Category of Trader
26.7 10.1 11.0 12.1 4.9 4.9 11.7 30.7 13.9 0.6 3.8 13.4 5.7 7.3
Number of Traders in Each Category Total Traders: 173
21 11 24 10 12 10 33 45 50 10 22 16
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Traders in Financial Futures - Futures Only Positions as of October 22, 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 6,767
Positions
1,165 1,405 0 1,958 0 32 2,781 4,307 782 0 106 0 49 135
Changes from: October 15, 2013 Total Change is: -102
200 0 0 277 0 -18 -558 -88 0 0 0 0 -3 4
Percent of Open Interest Represented by Each Category of Trader
17.2 20.8 0.0 28.9 0.0 0.5 41.1 63.6 11.6 0.0 1.6 0.0 0.7 2.0
Number of Traders in Each Category Total Traders: 23
. . 0 8 0 . 7 4 . 0 . 0
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Updated November 1, 2013