Traders in Financial Futures - Futures Only Positions as of October 29, 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 116,157
Positions
45,501 22,118 339 13,997 17,100 148 19,492 37,315 2,323 10,035 6,208 250 24,072 30,356
Changes from: October 22, 2013 Total Change is: 6,841
5,891 -5,651 257 -846 632 0 437 9,377 325 1,920 -3,078 155 -1,298 4,824
Percent of Open Interest Represented by Each Category of Trader
39.2 19.0 0.3 12.1 14.7 0.1 16.8 32.1 2.0 8.6 5.3 0.2 20.7 26.1
Number of Traders in Each Category Total Traders: 86
8 8 . 5 5 . 20 23 8 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 54,705
Positions
9,326 27,937 70 0 1,768 0 21,700 10,689 449 511 5,644 0 22,649 8,148
Changes from: October 22, 2013 Total Change is: 2,303
361 2,806 -230 0 0 0 660 -40 72 0 -382 0 1,440 77
Percent of Open Interest Represented by Each Category of Trader
17.0 51.1 0.1 0.0 3.2 0.0 39.7 19.5 0.8 0.9 10.3 0.0 41.4 14.9
Number of Traders in Each Category Total Traders: 49
6 10 . 0 . 0 21 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 177,427
Positions
14,110 76,506 1,063 22,961 28,232 793 95,105 30,912 4,559 3,176 11,476 56 35,604 23,830
Changes from: October 22, 2013 Total Change is: -4,062
3,664 -5,794 209 480 445 -535 -6,710 2,799 289 1,526 -430 0 -2,985 -1,045
Percent of Open Interest Represented by Each Category of Trader
8.0 43.1 0.6 12.9 15.9 0.4 53.6 17.4 2.6 1.8 6.5 0.0 20.1 13.4
Number of Traders in Each Category Total Traders: 118
6 13 4 9 14 6 36 22 8 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 151,987
Positions
73,451 10,815 42 23,551 12,447 2,742 25,879 66,468 3,097 9,388 13,417 0 13,837 42,959
Changes from: October 22, 2013 Total Change is: -951
-4,919 28 -111 -2,651 -932 2,267 4,675 -3,429 45 194 -728 0 -451 1,909
Percent of Open Interest Represented by Each Category of Trader
48.3 7.1 0.0 15.5 8.2 1.8 17.0 43.7 2.0 6.2 8.8 0.0 9.1 28.3
Number of Traders in Each Category Total Traders: 119
9 10 . 10 11 4 26 38 10 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 282,923
Positions
33,835 107,889 2,320 39,924 49,283 5,514 117,110 38,556 4,275 23,933 17,335 2,413 53,599 55,338
Changes from: October 22, 2013 Total Change is: 4,784
3,872 2,608 -432 107 1,467 278 -1,329 1,308 12 1,825 -813 -239 690 595
Percent of Open Interest Represented by Each Category of Trader
12.0 38.1 0.8 14.1 17.4 1.9 41.4 13.6 1.5 8.5 6.1 0.9 18.9 19.6
Number of Traders in Each Category Total Traders: 191
14 23 11 16 20 14 42 32 13 22 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 129,053
Positions
59,356 11,789 315 924 36,324 837 28,582 44,285 909 11,571 10,271 286 26,273 24,037
Changes from: October 22, 2013 Total Change is: 3,461
874 1,940 65 -651 -136 -3 1,956 4,283 -187 -859 -482 0 2,266 -2,019
Percent of Open Interest Represented by Each Category of Trader
46.0 9.1 0.2 0.7 28.1 0.6 22.1 34.3 0.7 9.0 8.0 0.2 20.4 18.6
Number of Traders in Each Category Total Traders: 90
11 10 7 . 7 . 27 24 7 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,185
Positions
13,797 22,622 13,234 282 0 0 7,185 377 3,183 1,651 0 2,184 669 585
Changes from: October 22, 2013 Total Change is: 714
65 333 0 269 0 -155 499 277 0 0 0 0 36 259
Percent of Open Interest Represented by Each Category of Trader
32.7 53.6 31.4 0.7 0.0 0.0 17.0 0.9 7.5 3.9 0.0 5.2 1.6 1.4
Number of Traders in Each Category Total Traders: 24
5 11 9 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 114,506
Positions
39,254 49,274 0 38,755 492 68 19,830 54,697 1,599 8,657 6,486 0 6,343 1,890
Changes from: October 22, 2013 Total Change is: -828
-1,104 -627 -80 522 -88 -92 498 707 66 -328 -8 0 -310 -706
Percent of Open Interest Represented by Each Category of Trader
34.3 43.0 0.0 33.8 0.4 0.1 17.3 47.8 1.4 7.6 5.7 0.0 5.5 1.7
Number of Traders in Each Category Total Traders: 91
4 9 0 6 . . 34 21 7 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 23,564
Positions
1,477 13,877 3 984 207 0 16,168 7,233 3 1,037 312 0 3,892 1,929
Changes from: October 22, 2013 Total Change is: -3,772
4 -2,551 2 -73 0 0 -3,545 -1,216 -2 298 -169 0 -456 164
Percent of Open Interest Represented by Each Category of Trader
6.3 58.9 0.0 4.2 0.9 0.0 68.6 30.7 0.0 4.4 1.3 0.0 16.5 8.2
Number of Traders in Each Category Total Traders: 60
. 9 . 4 . 0 25 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 71,415
Positions
15,010 40,619 4,250 6,837 4,090 474 23,254 4,954 6,206 5,074 2,115 562 9,751 8,148
Changes from: October 22, 2013 Total Change is: 6,237
224 1,335 -119 276 1,717 -168 5,652 580 327 -294 930 28 311 1,607
Percent of Open Interest Represented by Each Category of Trader
21.0 56.9 6.0 9.6 5.7 0.7 32.6 6.9 8.7 7.1 3.0 0.8 13.7 11.4
Number of Traders in Each Category Total Traders: 113
21 13 4 8 . . 30 18 9 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 12,832
Positions
7,109 7,079 0 1,300 0 0 1,446 4,968 0 1,399 307 0 1,578 478
Changes from: October 22, 2013 Total Change is: 235
250 0 0 0 0 0 -17 250 0 0 -15 0 2 0
Percent of Open Interest Represented by Each Category of Trader
55.4 55.2 0.0 10.1 0.0 0.0 11.3 38.7 0.0 10.9 2.4 0.0 12.3 3.7
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 29, 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 117,165
Positions
23,692 74,970 608 11,073 8,179 947 55,803 12,158 224 8,201 4,468 271 16,346 15,340
Changes from: October 22, 2013 Total Change is: 12,003
-361 2,362 70 552 3,433 -335 11,804 1,125 188 -405 2,073 -127 617 3,214
Percent of Open Interest Represented by Each Category of Trader
20.2 64.0 0.5 9.5 7.0 0.8 47.6 10.4 0.2 7.0 3.8 0.2 14.0 13.1
Number of Traders in Each Category Total Traders: 107
19 13 . 7 . . 29 21 . 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 721,121
Positions
31,315 213,782 24,471 316,267 112,406 43,849 108,644 150,252 36,969 42,532 47,460 11,109 105,964 80,823
Changes from: October 22, 2013 Total Change is: 12,583
-2,129 1,498 4,217 9,337 -3,661 -367 1,234 2,339 3,078 -3,944 4,367 3,300 -2,143 -2,188
Percent of Open Interest Represented by Each Category of Trader
4.3 29.6 3.4 43.9 15.6 6.1 15.1 20.8 5.1 5.9 6.6 1.5 14.7 11.2
Number of Traders in Each Category Total Traders: 547
31 39 24 109 58 64 96 105 71 54 55 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 166,790
Positions
15,969 69,870 3,049 66,755 26,741 1,464 15,013 22,695 697 14,137 6,891 969 48,737 34,414
Changes from: October 22, 2013 Total Change is: 4,817
5,785 3,985 0 -294 1,483 511 2,619 644 25 -1,655 46 -108 -2,066 -1,769
Percent of Open Interest Represented by Each Category of Trader
9.6 41.9 1.8 40.0 16.0 0.9 9.0 13.6 0.4 8.5 4.1 0.6 29.2 20.6
Number of Traders in Each Category Total Traders: 89
6 14 4 15 9 8 22 13 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 2,771,653
Positions
137,713 780,541 46,129 1,263,419 444,183 196,068 564,238 733,867 85,276 178,877 239,744 13,798 286,135 232,047
Changes from: October 22, 2013 Total Change is: 38,832
-25,737 1,398 7,252 43,236 -30,638 530 898 16,301 7,439 2,853 35,902 2,744 -383 -2,096
Percent of Open Interest Represented by Each Category of Trader
5.0 28.2 1.7 45.6 16.0 7.1 20.4 26.5 3.1 6.5 8.6 0.5 10.3 8.4
Number of Traders in Each Category Total Traders: 533
34 35 19 104 56 58 93 105 59 51 55 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 111,252
Positions
2,477 57,881 76 60,943 37,725 2,535 31,104 6,323 649 1,255 2,616 0 12,213 3,447
Changes from: October 22, 2013 Total Change is: 3,670
-348 3,293 -11 3,293 -301 -164 339 720 -9 314 0 0 256 142
Percent of Open Interest Represented by Each Category of Trader
2.2 52.0 0.1 54.8 33.9 2.3 28.0 5.7 0.6 1.1 2.4 0.0 11.0 3.1
Number of Traders in Each Category Total Traders: 94
. 16 . 40 10 15 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 78,938
Positions
2,369 60,802 162 38,981 4,295 532 28,541 5,658 188 2,173 2,850 25 5,967 4,427
Changes from: October 22, 2013 Total Change is: 5,481
702 4,667 5 3,070 -92 -196 1,599 647 -1 116 459 14 172 -21
Percent of Open Interest Represented by Each Category of Trader
3.0 77.0 0.2 49.4 5.4 0.7 36.2 7.2 0.2 2.8 3.6 0.0 7.6 5.6
Number of Traders in Each Category Total Traders: 210
16 21 6 36 14 8 65 24 10 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 394,689
Positions
11,845 304,012 809 194,906 21,474 2,658 142,704 28,290 939 10,867 14,248 125 29,836 22,134
Changes from: October 22, 2013 Total Change is: 27,403
3,509 23,333 25 15,349 -460 -982 7,997 3,233 -3 578 2,293 70 860 -106
Percent of Open Interest Represented by Each Category of Trader
3.0 77.0 0.2 49.4 5.4 0.7 36.2 7.2 0.2 2.8 3.6 0.0 7.6 5.6
Number of Traders in Each Category Total Traders: 210
16 21 6 36 14 8 65 24 10 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 344,821
Positions
62,625 109,013 14,271 145,564 89,126 19,100 67,967 85,250 7,212 6,479 6,412 250 21,353 14,187
Changes from: October 22, 2013 Total Change is: 7,819
-2,190 8,790 -994 1,518 122 -356 6,756 107 -135 435 -1,460 -53 2,838 1,798
Percent of Open Interest Represented by Each Category of Trader
18.2 31.6 4.1 42.2 25.8 5.5 19.7 24.7 2.1 1.9 1.9 0.1 6.2 4.1
Number of Traders in Each Category Total Traders: 263
19 17 4 55 35 24 55 54 12 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 67,000
Positions
3,300 44,096 0 27,473 538 511 18,214 12,720 0 6,808 2,439 0 10,694 6,696
Changes from: October 22, 2013 Total Change is: 254
70 153 0 -234 -130 130 -1,402 -1,676 0 646 980 0 1,044 797
Percent of Open Interest Represented by Each Category of Trader
4.9 65.8 0.0 41.0 0.8 0.8 27.2 19.0 0.0 10.2 3.6 0.0 16.0 10.0
Number of Traders in Each Category Total Traders: 70
6 8 0 19 . . 16 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 82,539
Positions
27,231 4,459 1,217 13,187 694 514 23,795 5,401 817 6,049 1,514 400 9,329 67,523
Changes from: October 22, 2013 Total Change is: 3,649
1,678 1,336 284 228 -65 6 1,956 -1,705 164 -204 -12 0 -463 3,641
Percent of Open Interest Represented by Each Category of Trader
33.0 5.4 1.5 16.0 0.8 0.6 28.8 6.5 1.0 7.3 1.8 0.5 11.3 81.8
Number of Traders in Each Category Total Traders: 86
22 8 . 13 . . 23 9 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 83,407
Positions
2,291 48,243 1,576 37,646 18,949 3,529 27,292 3,961 3,940 877 1,098 0 6,256 2,111
Changes from: October 22, 2013 Total Change is: 2,966
390 3,788 -32 2,027 -635 223 177 -158 39 69 -53 0 73 -206
Percent of Open Interest Represented by Each Category of Trader
2.7 57.8 1.9 45.1 22.7 4.2 32.7 4.7 4.7 1.1 1.3 0.0 7.5 2.5
Number of Traders in Each Category Total Traders: 91
5 14 . 34 15 13 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 271,998
Positions
11,900 144,237 4,423 114,908 21,242 35,633 52,600 54,378 1,196 37,894 6,391 532 12,912 3,966
Changes from: October 22, 2013 Total Change is: 4,251
314 2,058 67 2,799 449 771 864 3,585 10 234 -2,043 -35 -773 -611
Percent of Open Interest Represented by Each Category of Trader
4.4 53.0 1.6 42.2 7.8 13.1 19.3 20.0 0.4 13.9 2.3 0.2 4.7 1.5
Number of Traders in Each Category Total Traders: 184
16 21 6 57 19 25 30 16 9 21 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 659,490
Positions
7,109 110,156 352 258,172 117,281 113,930 85,995 72,585 17,424 15,915 50,103 5,650 154,943 172,009
Changes from: October 22, 2013 Total Change is: 1,586
-1,450 11,684 -813 -8,433 2,605 -1,035 9,237 -16,604 1,488 -480 1,464 -2,550 5,622 5,347
Percent of Open Interest Represented by Each Category of Trader
1.1 16.7 0.1 39.1 17.8 17.3 13.0 11.0 2.6 2.4 7.6 0.9 23.5 26.1
Number of Traders in Each Category Total Traders: 155
5 19 5 28 39 33 23 24 17 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 411,197
Positions
14,585 107,241 974 228,202 25,434 53,487 15,129 132,389 2,066 15,266 10,829 0 81,488 78,777
Changes from: October 22, 2013 Total Change is: -295
5,969 283 -100 -4,106 5,278 1,055 -887 -3,657 -340 -2,033 -384 0 147 -2,430
Percent of Open Interest Represented by Each Category of Trader
3.5 26.1 0.2 55.5 6.2 13.0 3.7 32.2 0.5 3.7 2.6 0.0 19.8 19.2
Number of Traders in Each Category Total Traders: 80
. 12 5 32 8 17 . 15 8 . 4 0
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Traders in Financial Futures - Futures Only Positions as of October 29, 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 945,836
Positions
99,900 120,720 19,282 296,315 283,758 54,133 290,546 255,972 22,273 32,406 62,635 24,853 106,128 102,210
Changes from: October 22, 2013 Total Change is: 17,470
-4,112 18,153 6,322 6,854 -6,848 -2,759 18,531 14,134 -6,412 1,161 -4,071 3 -2,118 -1,052
Percent of Open Interest Represented by Each Category of Trader
10.6 12.8 2.0 31.3 30.0 5.7 30.7 27.1 2.4 3.4 6.6 2.6 11.2 10.8
Number of Traders in Each Category Total Traders: 213
13 22 5 34 35 29 37 36 21 14 22 4
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Traders in Financial Futures - Futures Only Positions as of October 29, 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 39,865
Positions
6,059 19,814 3,391 2,970 0 0 19,493 8,657 6,777 0 0 1,161 14 65
Changes from: October 22, 2013 Total Change is: 4,995
-1,587 4,038 526 1,070 0 -200 4,397 -46 963 0 -120 -125 -49 -41
Percent of Open Interest Represented by Each Category of Trader
15.2 49.7 8.5 7.5 0.0 0.0 48.9 21.7 17.0 0.0 0.0 2.9 0.0 0.2
Number of Traders in Each Category Total Traders: 40
5 11 8 . 0 0 9 12 11 0 0 .
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Traders in Financial Futures - Futures Only Positions as of October 29, 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 2,156,934
Positions
155,377 148,960 49,383 701,811 773,170 305,772 520,490 206,502 48,127 50,980 179,815 30,093 294,901 415,112
Changes from: October 22, 2013 Total Change is: -30,431
-73,830 5,460 14,675 34,218 52,928 -25,691 21,097 -59,042 -9,891 -3,217 -11,143 2,784 9,424 -511
Percent of Open Interest Represented by Each Category of Trader
7.2 6.9 2.3 32.5 35.8 14.2 24.1 9.6 2.2 2.4 8.3 1.4 13.7 19.2
Number of Traders in Each Category Total Traders: 305
27 28 13 26 74 53 48 54 46 11 37 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 1,816,511
Positions
211,994 179,449 19,333 615,787 486,127 163,036 467,899 428,963 24,443 66,763 193,093 14,549 232,707 307,518
Changes from: October 22, 2013 Total Change is: 82,253
24,857 22,902 3,905 14,692 1,542 -5,731 34,177 25,660 2,620 -9,074 12,299 5,975 10,832 13,081
Percent of Open Interest Represented by Each Category of Trader
11.7 9.9 1.1 33.9 26.8 9.0 25.8 23.6 1.3 3.7 10.6 0.8 12.8 16.9
Number of Traders in Each Category Total Traders: 243
12 37 10 28 46 33 37 49 28 8 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 305,405
Positions
102,247 84,970 88,287 729 0 2,043 27,168 22,183 41,434 326 11,307 16,299 26,872 38,882
Changes from: October 22, 2013 Total Change is: 3,075
1,253 5,279 -2,406 0 0 0 1,167 -1,531 -155 326 -1,586 376 2,514 3,098
Percent of Open Interest Represented by Each Category of Trader
33.5 27.8 28.9 0.2 0.0 0.7 8.9 7.3 13.6 0.1 3.7 5.3 8.8 12.7
Number of Traders in Each Category Total Traders: 65
15 21 27 . 0 . 9 11 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 9,581,208
Positions
1,304,164 2,585,098 1,882,078 1,950,705 585,586 142,880 863,469 695,019 1,915,631 302,503 379,399 348,467 871,311 1,047,050
Changes from: October 22, 2013 Total Change is: 17,903
79,224 83,426 -71,580 5,291 -81,659 1,616 -11,283 46,378 44,625 -16,178 8,145 -25,061 11,249 12,013
Percent of Open Interest Represented by Each Category of Trader
13.6 27.0 19.6 20.4 6.1 1.5 9.0 7.3 20.0 3.2 4.0 3.6 9.1 10.9
Number of Traders in Each Category Total Traders: 263
25 57 78 9 13 16 48 57 86 18 22 26
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Traders in Financial Futures - Futures Only Positions as of October 29, 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 39,795
Positions
29,154 821 0 190 6,030 9,052 1,311 15,442 0 0 8,370 0 88 80
Changes from: October 22, 2013 Total Change is: -296
-700 112 0 40 -483 16 301 306 0 0 -225 0 47 -22
Percent of Open Interest Represented by Each Category of Trader
73.3 2.1 0.0 0.5 15.2 22.7 3.3 38.8 0.0 0.0 21.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
7 5 0 . 8 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 19,695
Positions
17,890 420 1,000 0 5,650 26 765 2,404 0 0 10,153 0 14 42
Changes from: October 22, 2013 Total Change is: 289
-663 383 417 0 -13 0 553 -473 0 0 -15 0 -18 -10
Percent of Open Interest Represented by Each Category of Trader
90.8 2.1 5.1 0.0 28.7 0.1 3.9 12.2 0.0 0.0 51.6 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 32
8 . . 0 8 . . 6 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 51,946
Positions
10,689 9,018 793 4,648 6,018 263 18,488 29,771 954 9,017 2,013 0 7,094 3,116
Changes from: October 22, 2013 Total Change is: -2,260
-108 -606 0 67 199 -11 -2,267 -1,190 -182 -126 -613 0 367 143
Percent of Open Interest Represented by Each Category of Trader
20.6 17.4 1.5 8.9 11.6 0.5 35.6 57.3 1.8 17.4 3.9 0.0 13.7 6.0
Number of Traders in Each Category Total Traders: 138
6 . . 7 6 . 24 35 8 45 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 362,490
Positions
92,614 34,627 39,934 55,452 19,589 16,295 42,189 122,266 49,839 3,709 12,383 41,013 21,445 26,544
Changes from: October 22, 2013 Total Change is: 11,575
-1,051 -682 1,265 13,125 2,233 -901 1,108 14,567 999 1,478 -801 -6,008 1,560 903
Percent of Open Interest Represented by Each Category of Trader
25.5 9.6 11.0 15.3 5.4 4.5 11.6 33.7 13.7 1.0 3.4 11.3 5.9 7.3
Number of Traders in Each Category Total Traders: 182
20 11 24 9 12 10 31 49 47 14 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 29, 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 6,891
Positions
1,246 1,405 0 1,818 25 0 2,997 4,433 782 0 108 0 48 138
Changes from: October 22, 2013 Total Change is: 124
81 0 0 -140 25 -32 216 126 0 0 2 0 -1 3
Percent of Open Interest Represented by Each Category of Trader
18.1 20.4 0.0 26.4 0.4 0.0 43.5 64.3 11.3 0.0 1.6 0.0 0.7 2.0
Number of Traders in Each Category Total Traders: 22
. . 0 6 . 0 7 4 . 0 . 0
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Updated November 6, 2013