Traders in Financial Futures - Futures Only Positions as of December 10, 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 160,759
Positions
79,107 4,705 2,026 14,048 16,000 587 28,985 86,858 3,481 7,594 4,255 978 23,953 41,869
Changes from: December 3, 2013 Total Change is: 14,992
16,665 -549 6 -715 -1,612 403 511 13,746 150 -415 1,392 -280 -1,333 1,736
Percent of Open Interest Represented by Each Category of Trader
49.2 2.9 1.3 8.7 10.0 0.4 18.0 54.0 2.2 4.7 2.6 0.6 14.9 26.0
Number of Traders in Each Category Total Traders: 94
13 8 6 4 7 . 19 29 12 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 64,506
Positions
11,631 30,833 8,698 900 1,266 0 20,876 5,407 1,836 571 4,637 0 19,994 11,829
Changes from: December 3, 2013 Total Change is: 18,644
-4,652 6,238 8,363 900 0 0 10,170 931 -29 60 1,419 0 3,832 1,722
Percent of Open Interest Represented by Each Category of Trader
18.0 47.8 13.5 1.4 2.0 0.0 32.4 8.4 2.8 0.9 7.2 0.0 31.0 18.3
Number of Traders in Each Category Total Traders: 46
8 10 6 . . 0 15 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 255,604
Positions
36,685 106,155 25,617 25,289 26,526 1,310 113,841 39,862 6,164 5,599 26,943 76 41,023 22,951
Changes from: December 3, 2013 Total Change is: 16,233
5,599 4,645 13,390 -289 -244 10 -4,760 -1,221 1,977 -485 -2,094 -234 1,025 4
Percent of Open Interest Represented by Each Category of Trader
14.4 41.5 10.0 9.9 10.4 0.5 44.5 15.6 2.4 2.2 10.5 0.0 16.0 9.0
Number of Traders in Each Category Total Traders: 126
7 15 9 10 13 6 40 23 12 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 262,229
Positions
145,334 9,695 6,573 22,569 15,207 3,953 40,742 135,455 15,558 8,001 15,023 3,974 15,525 56,791
Changes from: December 3, 2013 Total Change is: 17,062
-2,830 5,656 3,735 1,329 -1,964 -117 2,237 -7,533 12,181 -3,324 3,293 3,820 31 -2,009
Percent of Open Interest Represented by Each Category of Trader
55.4 3.7 2.5 8.6 5.8 1.5 15.5 51.7 5.9 3.1 5.7 1.5 5.9 21.7
Number of Traders in Each Category Total Traders: 142
16 7 9 8 17 6 21 51 17 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 302,100
Positions
55,235 48,677 36,265 41,542 61,674 5,065 83,721 47,165 8,391 21,644 25,995 743 49,494 68,125
Changes from: December 3, 2013 Total Change is: 48,447
-1,248 6,301 29,685 1,889 4,366 -91 10,571 -1,839 -1,769 460 4,094 494 8,456 7,206
Percent of Open Interest Represented by Each Category of Trader
18.3 16.1 12.0 13.8 20.4 1.7 27.7 15.6 2.8 7.2 8.6 0.2 16.4 22.6
Number of Traders in Each Category Total Traders: 186
15 19 13 16 21 14 36 42 19 15 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 126,620
Positions
68,253 12,247 738 955 4,914 273 24,655 60,791 3,043 12,234 10,316 1 16,468 34,297
Changes from: December 3, 2013 Total Change is: 5,542
3,747 1,429 147 -28 -1,013 104 -374 2,382 1,286 37 -1,020 -119 742 2,346
Percent of Open Interest Represented by Each Category of Trader
53.9 9.7 0.6 0.8 3.9 0.2 19.5 48.0 2.4 9.7 8.1 0.0 13.0 27.1
Number of Traders in Each Category Total Traders: 90
12 6 . . 8 4 22 29 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 43,513
Positions
18,470 25,529 10,536 2,083 0 0 3,785 409 4,479 1,651 0 2,184 325 376
Changes from: December 3, 2013 Total Change is: 3,313
-444 421 2,055 0 0 0 682 -32 1,193 0 0 0 -173 -324
Percent of Open Interest Represented by Each Category of Trader
42.4 58.7 24.2 4.8 0.0 0.0 8.7 0.9 10.3 3.8 0.0 5.0 0.7 0.9
Number of Traders in Each Category Total Traders: 26
7 11 11 . 0 0 . . 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 155,227
Positions
38,326 67,034 11,068 39,223 480 0 31,637 46,476 15,679 9,168 9,863 1,755 8,371 2,872
Changes from: December 3, 2013 Total Change is: 33,766
-4,352 14,600 8,265 310 0 0 12,849 -2,594 12,061 407 949 1,344 2,882 -859
Percent of Open Interest Represented by Each Category of Trader
24.7 43.2 7.1 25.3 0.3 0.0 20.4 29.9 10.1 5.9 6.4 1.1 5.4 1.9
Number of Traders in Each Category Total Traders: 110
5 12 . 4 . 0 36 30 14 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 19,953
Positions
1,403 10,950 102 629 0 0 11,486 4,626 1,253 717 800 0 4,363 2,222
Changes from: December 3, 2013 Total Change is: 1,635
-6 1,627 91 0 -207 0 -552 -1,327 1,001 75 488 0 1,026 -38
Percent of Open Interest Represented by Each Category of Trader
7.0 54.9 0.5 3.2 0.0 0.0 57.6 23.2 6.3 3.6 4.0 0.0 21.9 11.1
Number of Traders in Each Category Total Traders: 50
. 7 . . 0 0 15 14 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 84,512
Positions
15,755 50,352 5,050 7,575 4,134 303 32,755 4,516 7,481 4,868 2,337 866 9,860 9,474
Changes from: December 3, 2013 Total Change is: -1,714
1,275 -282 165 356 -14 -175 -3,317 -492 -469 544 559 16 -108 -1,022
Percent of Open Interest Represented by Each Category of Trader
18.6 59.6 6.0 9.0 4.9 0.4 38.8 5.3 8.9 5.8 2.8 1.0 11.7 11.2
Number of Traders in Each Category Total Traders: 117
20 13 10 11 . . 32 13 15 7 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 14,554
Positions
7,479 8,497 300 990 0 0 2,721 5,170 38 1,397 0 0 1,629 549
Changes from: December 3, 2013 Total Change is: -3
0 0 0 0 0 0 -15 0 33 0 0 0 -21 -36
Percent of Open Interest Represented by Each Category of Trader
51.4 58.4 2.1 6.8 0.0 0.0 18.7 35.5 0.3 9.6 0.0 0.0 11.2 3.8
Number of Traders in Each Category Total Traders: 26
4 8 . . 0 0 7 4 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 139,915
Positions
22,504 89,663 3,547 13,170 8,268 605 74,107 12,731 846 8,337 6,068 337 16,462 17,850
Changes from: December 3, 2013 Total Change is: -3,422
752 -2,360 2,126 711 -28 -349 -7,299 -1,679 -309 1,085 1,115 34 -173 -1,972
Percent of Open Interest Represented by Each Category of Trader
16.1 64.1 2.5 9.4 5.9 0.4 53.0 9.1 0.6 6.0 4.3 0.2 11.8 12.8
Number of Traders in Each Category Total Traders: 113
17 14 8 10 . . 32 18 11 6 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 764,651
Positions
43,651 211,285 30,105 303,377 112,810 44,726 112,101 156,562 61,478 39,947 54,412 12,999 116,268 80,275
Changes from: December 3, 2013 Total Change is: 16,351
3,274 14,684 -3,445 4,048 -684 877 -547 60 1,163 325 -5,237 -1,309 11,965 10,242
Percent of Open Interest Represented by Each Category of Trader
5.7 27.6 3.9 39.7 14.8 5.8 14.7 20.5 8.0 5.2 7.1 1.7 15.2 10.5
Number of Traders in Each Category Total Traders: 567
40 38 30 110 59 73 99 103 81 59 59 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 175,153
Positions
19,522 65,235 3,808 61,855 29,254 1,698 17,059 33,274 2,016 14,400 7,063 1,014 53,781 31,791
Changes from: December 3, 2013 Total Change is: 10,311
3,039 6,084 1,166 -896 -328 115 2,753 -3,954 482 374 -21 143 3,135 6,624
Percent of Open Interest Represented by Each Category of Trader
11.1 37.2 2.2 35.3 16.7 1.0 9.7 19.0 1.2 8.2 4.0 0.6 30.7 18.2
Number of Traders in Each Category Total Traders: 91
8 13 5 15 10 9 17 16 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 2,947,491
Positions
191,914 801,520 60,214 1,223,235 433,406 199,516 607,440 748,668 165,078 167,583 276,593 20,074 312,437 242,422
Changes from: December 3, 2013 Total Change is: 30,200
11,055 52,883 -32,936 24,436 -2,066 4,094 -38,363 -1,793 25,267 870 -24,963 -8,374 44,151 18,088
Percent of Open Interest Represented by Each Category of Trader
6.5 27.2 2.0 41.5 14.7 6.8 20.6 25.4 5.6 5.7 9.4 0.7 10.6 8.2
Number of Traders in Each Category Total Traders: 551
38 39 27 105 56 67 101 99 70 56 57 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 107,136
Positions
3,068 57,213 85 56,929 35,393 1,641 32,971 6,037 628 844 2,582 0 10,970 3,557
Changes from: December 3, 2013 Total Change is: -1,472
-263 279 6 -1,679 -1,539 -400 583 368 -324 -44 0 0 649 138
Percent of Open Interest Represented by Each Category of Trader
2.9 53.4 0.1 53.1 33.0 1.5 30.8 5.6 0.6 0.8 2.4 0.0 10.2 3.3
Number of Traders in Each Category Total Traders: 93
5 13 . 39 9 16 16 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 84,692
Positions
6,286 64,614 1,668 37,264 3,568 1,002 29,590 4,850 584 2,083 1,862 192 6,024 6,353
Changes from: December 3, 2013 Total Change is: -1,124
1,062 -1,284 1,304 -1,345 -107 106 -2,623 -1,927 275 -68 -692 18 148 1,183
Percent of Open Interest Represented by Each Category of Trader
7.4 76.3 2.0 44.0 4.2 1.2 34.9 5.7 0.7 2.5 2.2 0.2 7.1 7.5
Number of Traders in Each Category Total Traders: 211
17 21 11 35 14 9 61 32 12 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 423,461
Positions
31,430 323,069 8,340 186,318 17,841 5,008 147,951 24,248 2,920 10,413 9,309 961 30,120 31,765
Changes from: December 3, 2013 Total Change is: -5,618
5,310 -6,420 6,519 -6,725 -534 528 -13,115 -9,635 1,376 -342 -3,458 90 741 5,916
Percent of Open Interest Represented by Each Category of Trader
7.4 76.3 2.0 44.0 4.2 1.2 34.9 5.7 0.7 2.5 2.2 0.2 7.1 7.5
Number of Traders in Each Category Total Traders: 211
17 21 11 35 14 9 61 32 12 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 353,964
Positions
43,042 118,045 38,280 153,375 91,887 12,759 64,701 61,577 10,232 8,965 5,890 265 22,345 15,029
Changes from: December 3, 2013 Total Change is: -15,649
-9,211 -19,181 9,467 -3,555 628 -927 -10,784 -5,371 591 -1,963 -972 65 668 51
Percent of Open Interest Represented by Each Category of Trader
12.2 33.3 10.8 43.3 26.0 3.6 18.3 17.4 2.9 2.5 1.7 0.1 6.3 4.2
Number of Traders in Each Category Total Traders: 243
17 20 10 55 34 24 52 41 15 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 84,502
Positions
6,311 46,330 5,370 32,681 463 467 14,987 12,299 3,833 3,821 5,061 1,551 15,481 9,128
Changes from: December 3, 2013 Total Change is: 13,265
768 548 4,952 796 0 37 1,213 1,542 3,314 -2,547 1,396 1,551 3,181 -75
Percent of Open Interest Represented by Each Category of Trader
7.5 54.8 6.4 38.7 0.5 0.6 17.7 14.6 4.5 4.5 6.0 1.8 18.3 10.8
Number of Traders in Each Category Total Traders: 87
9 9 5 21 . . 19 12 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 107,389
Positions
25,811 9,770 6,053 10,438 1,200 675 32,176 14,672 5,470 11,035 2,596 594 15,137 66,359
Changes from: December 3, 2013 Total Change is: 6,762
-1,356 1,014 3,559 -202 -42 2 -2,003 2,518 3,395 2,545 -888 -144 966 -2,652
Percent of Open Interest Represented by Each Category of Trader
24.0 9.1 5.6 9.7 1.1 0.6 30.0 13.7 5.1 10.3 2.4 0.6 14.1 61.8
Number of Traders in Each Category Total Traders: 97
21 13 10 8 . . 25 11 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 93,246
Positions
2,377 58,792 1,911 48,106 16,634 3,068 26,303 5,027 4,757 439 875 0 6,285 2,182
Changes from: December 3, 2013 Total Change is: 3,799
65 1,927 306 995 1,108 -1,223 3,020 1,414 774 0 4 0 -138 -511
Percent of Open Interest Represented by Each Category of Trader
2.5 63.1 2.0 51.6 17.8 3.3 28.2 5.4 5.1 0.5 0.9 0.0 6.7 2.3
Number of Traders in Each Category Total Traders: 93
4 11 . 34 18 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 260,882
Positions
22,129 103,279 27,017 86,249 38,278 37,945 46,004 36,276 6,437 19,469 4,791 553 15,079 6,306
Changes from: December 3, 2013 Total Change is: 12,966
8,894 -6,086 14,660 -9,909 5,292 -1,288 659 -1,390 2,611 309 1,188 48 -3,018 -2,069
Percent of Open Interest Represented by Each Category of Trader
8.5 39.6 10.4 33.1 14.7 14.5 17.6 13.9 2.5 7.5 1.8 0.2 5.8 2.4
Number of Traders in Each Category Total Traders: 182
15 23 9 52 22 24 29 15 14 20 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 651,270
Positions
9,318 68,049 1,884 303,853 129,481 101,065 66,787 106,639 20,753 22,952 31,234 2,021 122,637 190,144
Changes from: December 3, 2013 Total Change is: -59,476
-1,887 930 -13,475 255 -5,116 -1,684 -10,581 -8,870 -27,689 -144 1,825 -3,842 -429 -1,555
Percent of Open Interest Represented by Each Category of Trader
1.4 10.4 0.3 46.7 19.9 15.5 10.3 16.4 3.2 3.5 4.8 0.3 18.8 29.2
Number of Traders in Each Category Total Traders: 165
5 17 5 30 40 37 26 29 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 460,056
Positions
21,522 111,894 3,081 275,143 20,885 44,502 17,999 160,068 9,131 10,637 18,667 977 77,064 90,851
Changes from: December 3, 2013 Total Change is: -19,253
-528 -8,066 -4,367 -1,847 2,084 -20 54 -4,330 -2,575 80 1,124 -3,946 -6,104 843
Percent of Open Interest Represented by Each Category of Trader
4.7 24.3 0.7 59.8 4.5 9.7 3.9 34.8 2.0 2.3 4.1 0.2 16.8 19.7
Number of Traders in Each Category Total Traders: 88
. 11 7 34 8 22 . 20 10 4 5 .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 910,418
Positions
82,434 55,606 31,567 240,676 229,268 59,404 213,014 252,632 91,122 54,135 61,622 28,599 109,467 100,598
Changes from: December 3, 2013 Total Change is: -91,476
-8,634 -14,910 -8,798 -8,952 6,112 -926 -74,906 -68,308 -4,519 18,675 -2,606 -13 -3,403 2,492
Percent of Open Interest Represented by Each Category of Trader
9.1 6.1 3.5 26.4 25.2 6.5 23.4 27.7 10.0 5.9 6.8 3.1 12.0 11.0
Number of Traders in Each Category Total Traders: 201
13 26 10 33 33 28 32 29 23 15 19 5
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 49,457
Positions
11,731 26,772 6,186 672 0 0 24,709 10,321 4,371 2 0 1,503 283 304
Changes from: December 3, 2013 Total Change is: 4,589
1,237 3,119 618 0 0 0 3,862 1,969 -1,118 0 0 0 -10 1
Percent of Open Interest Represented by Each Category of Trader
23.7 54.1 12.5 1.4 0.0 0.0 50.0 20.9 8.8 0.0 0.0 3.0 0.6 0.6
Number of Traders in Each Category Total Traders: 41
5 12 6 . 0 0 6 16 9 . 0 .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,292,555
Positions
152,967 202,113 61,036 690,595 845,632 265,753 636,819 238,355 106,767 128,776 96,426 21,470 228,372 455,003
Changes from: December 3, 2013 Total Change is: -166,894
-23,253 -25,078 -16,988 -89,188 24,256 -28,162 -21,706 -55,557 -18,904 46,104 -42,408 -10,526 -4,271 6,473
Percent of Open Interest Represented by Each Category of Trader
6.7 8.8 2.7 30.1 36.9 11.6 27.8 10.4 4.7 5.6 4.2 0.9 10.0 19.8
Number of Traders in Each Category Total Traders: 319
17 39 15 34 70 56 53 62 42 15 29 5
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,851,254
Positions
135,387 200,441 27,553 719,716 584,922 172,757 387,143 348,859 46,632 136,475 139,242 14,316 211,275 316,532
Changes from: December 3, 2013 Total Change is: -107,974
9,922 -12,467 -29,428 32,658 48,680 2,978 -62,332 -94,517 -39,668 8,678 15,711 1,329 -32,111 -592
Percent of Open Interest Represented by Each Category of Trader
7.3 10.8 1.5 38.9 31.6 9.3 20.9 18.8 2.5 7.4 7.5 0.8 11.4 17.1
Number of Traders in Each Category Total Traders: 242
13 28 12 28 52 37 34 49 27 12 26 .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 274,535
Positions
105,277 71,630 74,489 763 392 943 24,985 28,218 32,166 935 9,184 11,858 23,119 45,655
Changes from: December 3, 2013 Total Change is: 10,141
4,430 588 8,613 -45 0 0 1,485 2,120 -2,729 -583 1,483 -1,700 670 1,766
Percent of Open Interest Represented by Each Category of Trader
38.3 26.1 27.1 0.3 0.1 0.3 9.1 10.3 11.7 0.3 3.3 4.3 8.4 16.6
Number of Traders in Each Category Total Traders: 65
16 18 22 . . . 11 7 14 . 6 .
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Traders in Financial Futures - Futures Only Positions as of December 10, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,734,066
Positions
1,116,903 2,718,863 2,042,863 2,787,395 744,269 210,282 917,778 908,020 2,132,260 290,624 502,963 323,645 912,316 1,150,901
Changes from: December 3, 2013 Total Change is: 199,268
55,025 -118,114 17,246 119,861 167,161 20,403 -54,434 30,175 58,152 12,285 5,614 -5,338 -23,932 23,969
Percent of Open Interest Represented by Each Category of Trader
10.4 25.3 19.0 26.0 6.9 2.0 8.6 8.5 19.9 2.7 4.7 3.0 8.5 10.7
Number of Traders in Each Category Total Traders: 269
21 60 74 11 14 19 51 63 90 15 20 26
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 58,226
Positions
35,220 1,067 9,027 255 10,049 9,036 4,655 19,383 0 0 9,550 0 33 114
Changes from: December 3, 2013 Total Change is: 10,872
2,698 0 9,027 0 1,178 -6 -370 1,079 0 0 62 0 -477 -468
Percent of Open Interest Represented by Each Category of Trader
60.5 1.8 15.5 0.4 17.3 15.5 8.0 33.3 0.0 0.0 16.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 44
7 4 . . 11 . . 11 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 42,025
Positions
27,850 4,624 8,608 0 10,015 4,624 736 2,303 195 0 11,619 0 12 37
Changes from: December 3, 2013 Total Change is: 6,019
291 -2,245 8,440 0 1,837 -63 338 418 -2,975 0 594 0 -12 13
Percent of Open Interest Represented by Each Category of Trader
66.3 11.0 20.5 0.0 23.8 11.0 1.8 5.5 0.5 0.0 27.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
6 . . 0 10 . . 6 . 0 7 0
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 49,070
Positions
9,802 9,857 860 4,966 2,178 471 16,486 30,078 1,931 8,471 1,350 3 6,080 2,342
Changes from: December 3, 2013 Total Change is: 2,897
-62 239 48 -299 116 4 5,389 1,400 37 -1,205 326 3 -1,018 724
Percent of Open Interest Represented by Each Category of Trader
20.0 20.1 1.8 10.1 4.4 1.0 33.6 61.3 3.9 17.3 2.8 0.0 12.4 4.8
Number of Traders in Each Category Total Traders: 131
7 . . 8 5 . 19 29 12 53 5 .
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 387,342
Positions
90,019 21,904 36,029 59,269 23,772 23,828 51,254 149,711 50,762 5,134 9,332 46,967 24,080 25,037
Changes from: December 3, 2013 Total Change is: 6,070
5,525 1,161 -3,904 -482 -2,084 2,074 9,827 16,614 -11,977 -289 -1,756 5,061 235 881
Percent of Open Interest Represented by Each Category of Trader
23.2 5.7 9.3 15.3 6.1 6.2 13.2 38.7 13.1 1.3 2.4 12.1 6.2 6.5
Number of Traders in Each Category Total Traders: 171
23 9 21 12 12 13 32 45 43 8 17 20
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Traders in Financial Futures - Futures Only Positions as of December 10, 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 9,115
Positions
81 1,405 0 2,395 0 286 4,809 4,482 1,480 0 1,450 0 64 12
Changes from: December 3, 2013 Total Change is: 1,110
-149 0 0 852 0 286 -510 -401 698 0 518 0 -67 9
Percent of Open Interest Represented by Each Category of Trader
0.9 15.4 0.0 26.3 0.0 3.1 52.8 49.2 16.2 0.0 15.9 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 6 0 . 7 4 . 0 . 0
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Updated December 13, 2013