Traders in Financial Futures - Futures Only Positions as of December 3, 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 145,767
Positions
62,442 5,254 2,020 14,763 17,612 184 28,474 73,112 3,331 8,009 2,863 1,258 25,286 40,133
Changes from: November 26, 2013 Total Change is: 16,296
12,573 -3,800 -342 52 475 21 3,994 20,210 135 -438 -3,329 -102 403 3,028
Percent of Open Interest Represented by Each Category of Trader
42.8 3.6 1.4 10.1 12.1 0.1 19.5 50.2 2.3 5.5 2.0 0.9 17.3 27.5
Number of Traders in Each Category Total Traders: 92
9 7 . 5 8 . 13 36 7 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 45,862
Positions
16,283 24,595 335 0 1,266 0 10,706 4,476 1,865 511 3,218 0 16,162 10,107
Changes from: November 26, 2013 Total Change is: 3,441
-1,814 2,669 292 0 -440 0 1,678 186 846 0 -432 0 2,439 320
Percent of Open Interest Represented by Each Category of Trader
35.5 53.6 0.7 0.0 2.8 0.0 23.3 9.8 4.1 1.1 7.0 0.0 35.2 22.0
Number of Traders in Each Category Total Traders: 41
9 9 . 0 . 0 13 5 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 239,371
Positions
31,086 101,510 12,227 25,578 26,770 1,300 118,601 41,083 4,187 6,084 29,037 310 39,998 22,947
Changes from: November 26, 2013 Total Change is: 24,928
-613 26,040 1,057 1,375 -781 177 17,882 -321 -550 880 -16 170 4,550 -848
Percent of Open Interest Represented by Each Category of Trader
13.0 42.4 5.1 10.7 11.2 0.5 49.5 17.2 1.7 2.5 12.1 0.1 16.7 9.6
Number of Traders in Each Category Total Traders: 131
6 16 7 11 13 5 45 20 11 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 245,167
Positions
148,164 4,039 2,838 21,240 17,171 4,070 38,505 142,988 3,377 11,325 11,730 154 15,494 58,800
Changes from: November 26, 2013 Total Change is: 8,454
9,387 -952 -460 -155 913 354 -2,181 13,240 36 -494 -4,573 113 1,854 -217
Percent of Open Interest Represented by Each Category of Trader
60.4 1.6 1.2 8.7 7.0 1.7 15.7 58.3 1.4 4.6 4.8 0.1 6.3 24.0
Number of Traders in Each Category Total Traders: 149
18 5 . 10 18 7 19 62 14 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 253,653
Positions
56,483 42,376 6,580 39,653 57,308 5,156 73,150 49,004 10,160 21,184 21,901 249 41,038 60,919
Changes from: November 26, 2013 Total Change is: 10,604
-2,500 6,566 2,378 224 1,698 24 7,514 -3,049 -402 135 844 37 3,194 2,508
Percent of Open Interest Represented by Each Category of Trader
22.3 16.7 2.6 15.6 22.6 2.0 28.8 19.3 4.0 8.4 8.6 0.1 16.2 24.0
Number of Traders in Each Category Total Traders: 181
17 19 10 15 22 15 30 40 17 18 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 121,078
Positions
64,506 10,818 591 983 5,927 169 25,029 58,409 1,757 12,197 11,336 120 15,726 31,951
Changes from: November 26, 2013 Total Change is: 9,405
7,479 -6,248 252 -14 -82 95 3,494 12,378 271 683 701 -185 -2,670 2,223
Percent of Open Interest Represented by Each Category of Trader
53.3 8.9 0.5 0.8 4.9 0.1 20.7 48.2 1.5 10.1 9.4 0.1 13.0 26.4
Number of Traders in Each Category Total Traders: 95
14 6 . . 8 . 23 30 12 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 40,200
Positions
18,914 25,108 8,481 2,083 0 0 3,103 441 3,286 1,651 0 2,184 498 700
Changes from: November 26, 2013 Total Change is: 73
130 -9 0 1 0 0 -44 34 29 0 0 0 -43 19
Percent of Open Interest Represented by Each Category of Trader
47.0 62.5 21.1 5.2 0.0 0.0 7.7 1.1 8.2 4.1 0.0 5.4 1.2 1.7
Number of Traders in Each Category Total Traders: 23
7 9 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 121,461
Positions
42,678 52,434 2,803 38,913 480 0 18,788 49,070 3,618 8,761 8,914 411 5,489 3,731
Changes from: November 26, 2013 Total Change is: -6,109
293 -1,217 2,803 1 29 0 -11,204 -9,609 2,448 278 -860 -496 -232 793
Percent of Open Interest Represented by Each Category of Trader
35.1 43.2 2.3 32.0 0.4 0.0 15.5 40.4 3.0 7.2 7.3 0.3 4.5 3.1
Number of Traders in Each Category Total Traders: 91
4 11 . 5 . 0 27 29 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 18,318
Positions
1,409 9,323 11 629 207 0 12,038 5,953 252 642 312 0 3,337 2,260
Changes from: November 26, 2013 Total Change is: -2,601
-164 -2,414 8 12 0 0 -2,447 -240 246 -96 -188 0 -160 -13
Percent of Open Interest Represented by Each Category of Trader
7.7 50.9 0.1 3.4 1.1 0.0 65.7 32.5 1.4 3.5 1.7 0.0 18.2 12.3
Number of Traders in Each Category Total Traders: 51
. 6 . . . 0 18 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 86,226
Positions
14,480 50,634 4,886 7,220 4,148 477 36,072 5,008 7,950 4,324 1,778 851 9,968 10,496
Changes from: November 26, 2013 Total Change is: 4,513
947 7,578 -118 -237 -1 57 3,257 -2,434 991 -704 -581 0 321 -979
Percent of Open Interest Represented by Each Category of Trader
16.8 58.7 5.7 8.4 4.8 0.6 41.8 5.8 9.2 5.0 2.1 1.0 11.6 12.2
Number of Traders in Each Category Total Traders: 113
17 14 7 11 . . 31 17 13 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 14,557
Positions
7,479 8,497 300 990 0 0 2,736 5,170 5 1,397 0 0 1,650 585
Changes from: November 26, 2013 Total Change is: 746
748 748 0 0 0 0 538 202 5 -700 0 0 155 -209
Percent of Open Interest Represented by Each Category of Trader
51.4 58.4 2.1 6.8 0.0 0.0 18.8 35.5 0.0 9.6 0.0 0.0 11.3 4.0
Number of Traders in Each Category Total Traders: 26
4 8 . . 0 0 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 143,337
Positions
21,752 92,023 1,421 12,459 8,296 954 81,406 14,410 1,155 7,252 4,953 303 16,635 19,822
Changes from: November 26, 2013 Total Change is: 7,533
-33 13,229 194 -474 -1 114 6,823 -3,887 586 -8 -1,162 0 331 -1,540
Percent of Open Interest Represented by Each Category of Trader
15.2 64.2 1.0 8.7 5.8 0.7 56.8 10.1 0.8 5.1 3.5 0.2 11.6 13.8
Number of Traders in Each Category Total Traders: 109
15 14 5 10 . . 32 21 . 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 748,300
Positions
40,377 196,601 33,550 299,329 113,494 43,850 112,648 156,502 60,314 39,622 59,648 14,308 104,303 70,034
Changes from: November 26, 2013 Total Change is: 6,474
3,385 -7,965 782 -7,475 -843 1,826 2,317 502 6,505 -1,392 5,988 337 189 -658
Percent of Open Interest Represented by Each Category of Trader
5.4 26.3 4.5 40.0 15.2 5.9 15.1 20.9 8.1 5.3 8.0 1.9 13.9 9.4
Number of Traders in Each Category Total Traders: 574
37 39 28 109 63 70 103 105 86 53 65 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 164,842
Positions
16,483 59,151 2,642 62,751 29,582 1,583 14,306 37,228 1,534 14,026 7,084 871 50,646 25,167
Changes from: November 26, 2013 Total Change is: -4,091
-1,850 -6,537 -490 -1,437 610 8 -450 3,107 214 -789 -874 46 657 -175
Percent of Open Interest Represented by Each Category of Trader
10.0 35.9 1.6 38.1 17.9 1.0 8.7 22.6 0.9 8.5 4.3 0.5 30.7 15.3
Number of Traders in Each Category Total Traders: 89
7 11 . 15 10 9 16 17 6 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,917,291
Positions
180,859 748,637 93,150 1,198,799 435,472 195,422 645,803 750,461 139,811 166,713 301,556 28,448 268,286 224,334
Changes from: November 26, 2013 Total Change is: 52,823
13,631 -19,684 18,902 -30,116 -7,193 9,018 25,612 -1,247 19,678 -7,459 29,864 5,898 -2,341 -2,413
Percent of Open Interest Represented by Each Category of Trader
6.2 25.7 3.2 41.1 14.9 6.7 22.1 25.7 4.8 5.7 10.3 1.0 9.2 7.7
Number of Traders in Each Category Total Traders: 558
36 39 25 105 59 64 103 103 73 50 63 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 108,608
Positions
3,331 56,934 79 58,608 36,932 2,041 32,388 5,669 952 888 2,582 0 10,321 3,419
Changes from: November 26, 2013 Total Change is: -5,625
844 -5,309 11 -6,266 644 82 1,098 -851 89 -346 -47 0 -1,137 -244
Percent of Open Interest Represented by Each Category of Trader
3.1 52.4 0.1 54.0 34.0 1.9 29.8 5.2 0.9 0.8 2.4 0.0 9.5 3.1
Number of Traders in Each Category Total Traders: 97
4 13 . 39 10 16 20 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 85,816
Positions
5,224 65,898 364 38,609 3,675 896 32,213 6,777 309 2,151 2,553 174 5,876 5,170
Changes from: November 26, 2013 Total Change is: 3,607
729 1,766 252 1,240 -7 436 784 1,146 240 -156 -62 146 -65 -310
Percent of Open Interest Represented by Each Category of Trader
6.1 76.8 0.4 45.0 4.3 1.0 37.5 7.9 0.4 2.5 3.0 0.2 6.8 6.0
Number of Traders in Each Category Total Traders: 226
18 24 9 37 13 8 64 30 13 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 429,079
Positions
26,120 329,489 1,821 193,043 18,375 4,480 161,066 33,883 1,544 10,755 12,767 871 29,379 25,849
Changes from: November 26, 2013 Total Change is: 18,035
3,645 8,828 1,259 6,202 -36 2,181 3,920 5,730 1,200 -780 -309 731 -323 -1,549
Percent of Open Interest Represented by Each Category of Trader
6.1 76.8 0.4 45.0 4.3 1.0 37.5 7.9 0.4 2.5 3.0 0.2 6.8 6.0
Number of Traders in Each Category Total Traders: 226
18 24 9 37 13 8 64 30 13 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 369,613
Positions
52,253 137,226 28,813 156,930 91,259 13,686 75,485 66,948 9,641 10,928 6,862 200 21,677 14,978
Changes from: November 26, 2013 Total Change is: -1,415
-295 3,337 319 -6,798 675 -1,357 1,634 -4,132 767 3,145 -497 -21 1,191 -506
Percent of Open Interest Represented by Each Category of Trader
14.1 37.1 7.8 42.5 24.7 3.7 20.4 18.1 2.6 3.0 1.9 0.1 5.9 4.1
Number of Traders in Each Category Total Traders: 255
17 21 5 56 36 24 50 46 18 18 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 71,237
Positions
5,543 45,782 418 31,885 463 430 13,774 10,757 519 6,368 3,665 0 12,300 9,203
Changes from: November 26, 2013 Total Change is: 2,494
510 -28 418 483 0 0 1,296 727 495 13 72 0 -721 810
Percent of Open Interest Represented by Each Category of Trader
7.8 64.3 0.6 44.8 0.6 0.6 19.3 15.1 0.7 8.9 5.1 0.0 17.3 12.9
Number of Traders in Each Category Total Traders: 82
7 9 . 21 . . 16 13 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 100,627
Positions
27,167 8,756 2,494 10,640 1,242 673 34,179 12,154 2,075 8,490 3,484 738 14,171 69,011
Changes from: November 26, 2013 Total Change is: 9,220
1,814 -333 1,641 -22 195 21 1,350 -245 1,055 126 -83 380 2,855 6,589
Percent of Open Interest Represented by Each Category of Trader
27.0 8.7 2.5 10.6 1.2 0.7 34.0 12.1 2.1 8.4 3.5 0.7 14.1 68.6
Number of Traders in Each Category Total Traders: 99
23 11 4 9 . . 28 7 7 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 89,447
Positions
2,312 56,865 1,605 47,111 15,526 4,291 23,283 3,613 3,983 439 871 0 6,423 2,693
Changes from: November 26, 2013 Total Change is: 44
-406 808 -63 1,819 111 110 -731 -584 -401 -369 0 0 85 63
Percent of Open Interest Represented by Each Category of Trader
2.6 63.6 1.8 52.7 17.4 4.8 26.0 4.0 4.5 0.5 1.0 0.0 7.2 3.0
Number of Traders in Each Category Total Traders: 85
4 11 . 34 17 14 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 247,916
Positions
13,235 109,365 12,357 96,158 32,986 39,233 45,345 37,666 3,826 19,160 3,603 505 18,097 8,375
Changes from: November 26, 2013 Total Change is: 11,949
2,127 -3,840 6,790 540 2,294 -431 -1,054 3,339 1,959 -1,628 -1,016 -126 3,772 2,980
Percent of Open Interest Represented by Each Category of Trader
5.3 44.1 5.0 38.8 13.3 15.8 18.3 15.2 1.5 7.7 1.5 0.2 7.3 3.4
Number of Traders in Each Category Total Traders: 177
15 23 10 54 21 25 26 13 10 20 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 710,746
Positions
11,205 67,119 15,359 303,598 134,597 102,749 77,368 115,509 48,442 23,096 29,409 5,863 123,066 191,699
Changes from: November 26, 2013 Total Change is: -88,847
-3,726 -3,804 -24,673 -306 9,690 2,689 6,204 -2,661 -56,497 2,470 492 -3,339 -11,669 -10,744
Percent of Open Interest Represented by Each Category of Trader
1.6 9.4 2.2 42.7 18.9 14.5 10.9 16.3 6.8 3.2 4.1 0.8 17.3 27.0
Number of Traders in Each Category Total Traders: 162
6 13 9 31 39 35 24 29 18 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 479,309
Positions
22,050 119,960 7,448 276,990 18,801 44,522 17,945 164,398 11,706 10,557 17,543 4,923 83,168 90,008
Changes from: November 26, 2013 Total Change is: 15,112
2,352 19,852 -753 20,235 -560 -6,616 237 10,622 3,272 1,443 1,244 2,616 -7,674 -14,565
Percent of Open Interest Represented by Each Category of Trader
4.6 25.0 1.6 57.8 3.9 9.3 3.7 34.3 2.4 2.2 3.7 1.0 17.4 18.8
Number of Traders in Each Category Total Traders: 93
. 15 11 35 7 22 . 21 12 4 5 .
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Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,001,894
Positions
91,068 70,516 40,365 249,628 223,156 60,330 287,920 320,940 95,641 35,460 64,228 28,612 112,870 98,106
Changes from: November 26, 2013 Total Change is: -12,086
877 -15,766 -4,108 6,855 5,926 3,192 -6,560 190 9,976 -3,319 7,061 -5,743 -13,256 -12,814
Percent of Open Interest Represented by Each Category of Trader
9.1 7.0 4.0 24.9 22.3 6.0 28.7 32.0 9.5 3.5 6.4 2.9 11.3 9.8
Number of Traders in Each Category Total Traders: 202
13 20 12 35 33 29 38 29 23 13 20 5
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Traders in Financial Futures - Futures Only Positions as of December 3, 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 44,868
Positions
10,494 23,653 5,568 672 0 0 20,847 8,352 5,489 2 0 1,503 293 303
Changes from: November 26, 2013 Total Change is: -19,055
-508 -18,902 289 49 0 0 -18,701 -434 -285 -169 0 -21 291 298
Percent of Open Interest Represented by Each Category of Trader
23.4 52.7 12.4 1.5 0.0 0.0 46.5 18.6 12.2 0.0 0.0 3.3 0.7 0.7
Number of Traders in Each Category Total Traders: 40
4 12 8 . 0 0 7 15 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 2,459,449
Positions
176,220 227,191 78,024 779,783 821,376 293,915 658,525 293,912 125,671 82,672 138,834 31,996 232,643 448,530
Changes from: November 26, 2013 Total Change is: -18,020
20,725 49,209 -23,089 32,228 -41,521 -22,563 56,600 46,276 -5,267 -13,042 -10,856 -2,029 -61,583 -8,180
Percent of Open Interest Represented by Each Category of Trader
7.2 9.2 3.2 31.7 33.4 12.0 26.8 12.0 5.1 3.4 5.6 1.3 9.5 18.2
Number of Traders in Each Category Total Traders: 314
21 36 22 35 67 59 43 67 43 12 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 1,959,228
Positions
125,465 212,908 56,981 687,058 536,242 169,779 449,475 443,376 86,300 127,797 123,531 12,987 243,386 317,124
Changes from: November 26, 2013 Total Change is: -82,560
-18,556 -21,829 -14,434 42,162 23,957 -1,446 -2,163 6,297 -51,502 16,640 -9,361 -5,141 -48,120 -9,101
Percent of Open Interest Represented by Each Category of Trader
6.4 10.9 2.9 35.1 27.4 8.7 22.9 22.6 4.4 6.5 6.3 0.7 12.4 16.2
Number of Traders in Each Category Total Traders: 230
11 24 14 29 48 36 33 51 30 10 23 4
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Traders in Financial Futures - Futures Only Positions as of December 3, 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 264,394
Positions
100,847 71,042 65,876 808 392 943 23,500 26,098 34,895 1,518 7,701 13,558 22,449 43,889
Changes from: November 26, 2013 Total Change is: -24,099
-2,048 -9,290 -13,727 -708 392 -392 -171 434 -5,891 -22 -1,002 1,879 -3,019 3,498
Percent of Open Interest Represented by Each Category of Trader
38.1 26.9 24.9 0.3 0.1 0.4 8.9 9.9 13.2 0.6 2.9 5.1 8.5 16.6
Number of Traders in Each Category Total Traders: 63
15 18 20 . . . 11 7 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 is10,534,798
Positions
1,061,878 2,836,977 2,025,617 2,667,534 577,108 189,879 972,212 877,845 2,074,108 278,339 497,349 328,983 936,248 1,126,932
Changes from: November 26, 2013 Total Change is: 110,629
63,846 -11,565 -15,170 27,712 7,980 -9,718 -16,369 60,050 29,723 2,697 11,129 -2,468 30,376 40,668
Percent of Open Interest Represented by Each Category of Trader
10.1 26.9 19.2 25.3 5.5 1.8 9.2 8.3 19.7 2.6 4.7 3.1 8.9 10.7
Number of Traders in Each Category Total Traders: 268
22 59 75 10 15 19 42 71 82 15 21 25
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Traders in Financial Futures - Futures Only Positions as of December 3, 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 47,354
Positions
32,522 1,067 0 255 8,871 9,042 5,025 18,304 0 0 9,488 0 510 582
Changes from: November 26, 2013 Total Change is: 1,041
1,026 50 0 -4 -16 10 -467 290 0 0 207 0 476 500
Percent of Open Interest Represented by Each Category of Trader
68.7 2.3 0.0 0.5 18.7 19.1 10.6 38.7 0.0 0.0 20.0 0.0 1.1 1.2
Number of Traders in Each Category Total Traders: 43
8 . 0 . 10 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 36,006
Positions
27,559 6,869 168 0 8,178 4,687 398 1,885 3,170 0 11,025 0 24 24
Changes from: November 26, 2013 Total Change is: 3,741
323 1,219 -706 0 -298 815 186 -209 3,150 0 -231 0 -27 1
Percent of Open Interest Represented by Each Category of Trader
76.5 19.1 0.5 0.0 22.7 13.0 1.1 5.2 8.8 0.0 30.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 34
6 . . 0 10 . . 6 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 46,173
Positions
9,864 9,618 812 5,265 2,062 467 11,097 28,678 1,894 9,676 1,024 0 7,098 1,618
Changes from: November 26, 2013 Total Change is: 3,296
129 100 11 -251 283 -4 1,976 2,247 522 265 10 0 648 127
Percent of Open Interest Represented by Each Category of Trader
21.4 20.8 1.8 11.4 4.5 1.0 24.0 62.1 4.1 21.0 2.2 0.0 15.4 3.5
Number of Traders in Each Category Total Traders: 118
7 . . 9 4 . 23 22 10 45 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 3, 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 381,272
Positions
84,494 20,743 39,933 59,751 25,856 21,754 41,427 133,097 62,739 5,423 11,088 41,906 23,845 24,156
Changes from: November 26, 2013 Total Change is: -32,597
-365 -913 -3,281 -3,419 2,275 459 -14,341 -12,833 -719 2,835 -2,760 -14,211 445 -614
Percent of Open Interest Represented by Each Category of Trader
22.2 5.4 10.5 15.7 6.8 5.7 10.9 34.9 16.5 1.4 2.9 11.0 6.3 6.3
Number of Traders in Each Category Total Traders: 175
22 10 22 9 15 12 28 49 45 11 18 22
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Updated December 6, 2013