Traders in Financial Futures - Futures Only Positions as of December 24, 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 149,359
Positions
83,932 1,428 427 14,072 16,254 621 17,620 83,567 3,052 6,893 5,591 579 22,163 37,840
Changes from: December 17, 2013 Total Change is: -37,777
-4,543 -3,392 -18,588 -68 416 82 -4,261 -7,026 -9,060 -452 1,021 -310 -577 -920
Percent of Open Interest Represented by Each Category of Trader
56.2 1.0 0.3 9.4 10.9 0.4 11.8 56.0 2.0 4.6 3.7 0.4 14.8 25.3
Number of Traders in Each Category Total Traders: 85
11 4 4 4 8 . 11 31 4 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 51,131
Positions
2,156 23,037 324 900 1,266 0 25,485 9,951 591 1,793 3,198 0 19,882 12,764
Changes from: December 17, 2013 Total Change is: 3,764
1,707 1,474 -3 0 -50 0 1,269 2,646 309 1,161 -1,131 0 -679 519
Percent of Open Interest Represented by Each Category of Trader
4.2 45.1 0.6 1.8 2.5 0.0 49.8 19.5 1.2 3.5 6.3 0.0 38.9 25.0
Number of Traders in Each Category Total Traders: 43
. 9 . . . 0 15 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 198,063
Positions
13,237 87,282 1,169 25,534 26,308 1,320 109,479 35,339 2,532 6,493 25,726 51 38,248 18,336
Changes from: December 17, 2013 Total Change is: 6,415
-974 2,782 471 -1,079 -362 -177 3,413 5,165 -87 1,613 -423 -129 3,364 -825
Percent of Open Interest Represented by Each Category of Trader
6.7 44.1 0.6 12.9 13.3 0.7 55.3 17.8 1.3 3.3 13.0 0.0 19.3 9.3
Number of Traders in Each Category Total Traders: 111
4 11 4 9 13 4 37 20 4 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 239,160
Positions
127,448 5,772 70 23,160 20,586 4,126 43,938 135,205 2,627 25,687 17,306 238 11,866 53,230
Changes from: December 17, 2013 Total Change is: 6,417
10,106 1,107 -13 16 -233 -31 -1,978 2,151 138 -625 2,990 48 -1,244 260
Percent of Open Interest Represented by Each Category of Trader
53.3 2.4 0.0 9.7 8.6 1.7 18.4 56.5 1.1 10.7 7.2 0.1 5.0 22.3
Number of Traders in Each Category Total Traders: 146
11 8 . 8 20 6 21 60 5 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 240,206
Positions
26,369 31,237 1,371 40,767 68,229 5,025 95,554 41,552 4,759 20,248 29,457 466 45,647 58,110
Changes from: December 17, 2013 Total Change is: 9,251
2,172 6,541 449 -1,344 2,421 120 3,747 -637 766 3,746 1,003 -33 -372 -1,379
Percent of Open Interest Represented by Each Category of Trader
11.0 13.0 0.6 17.0 28.4 2.1 39.8 17.3 2.0 8.4 12.3 0.2 19.0 24.2
Number of Traders in Each Category Total Traders: 180
11 20 8 15 25 14 32 33 10 18 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 117,884
Positions
78,897 2,248 8 665 5,911 173 15,010 63,379 1,067 6,197 11,349 1 15,866 33,748
Changes from: December 17, 2013 Total Change is: 4,766
5,022 579 -142 -303 -385 -94 1,077 2,009 97 617 1,442 0 -1,508 1,260
Percent of Open Interest Represented by Each Category of Trader
66.9 1.9 0.0 0.6 5.0 0.1 12.7 53.8 0.9 5.3 9.6 0.0 13.5 28.6
Number of Traders in Each Category Total Traders: 80
8 4 . . 9 . 18 27 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 123,733
Positions
26,308 58,538 0 39,350 691 0 38,298 52,819 3,204 9,503 6,433 0 7,070 2,048
Changes from: December 17, 2013 Total Change is: 9,119
549 4,262 0 10 50 0 6,021 2,377 2,000 828 367 0 -289 63
Percent of Open Interest Represented by Each Category of Trader
21.3 47.3 0.0 31.8 0.6 0.0 31.0 42.7 2.6 7.7 5.2 0.0 5.7 1.7
Number of Traders in Each Category Total Traders: 96
4 11 0 4 . 0 39 21 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 18,668
Positions
979 7,736 0 1,141 0 0 11,651 8,246 282 1,008 521 0 3,607 1,883
Changes from: December 17, 2013 Total Change is: 729
-7 1,034 0 323 0 0 458 189 30 292 -106 0 -367 -418
Percent of Open Interest Represented by Each Category of Trader
5.2 41.4 0.0 6.1 0.0 0.0 62.4 44.2 1.5 5.4 2.8 0.0 19.3 10.1
Number of Traders in Each Category Total Traders: 54
. 9 0 4 0 0 18 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 59,754
Positions
16,193 38,413 153 7,262 4,045 311 23,033 7,009 265 4,374 2,259 17 8,149 7,285
Changes from: December 17, 2013 Total Change is: -27,413
-208 -8,706 -11,600 -625 -69 74 -3,344 3,733 -9,107 134 543 -950 -1,788 -1,332
Percent of Open Interest Represented by Each Category of Trader
27.1 64.3 0.3 12.2 6.8 0.5 38.5 11.7 0.4 7.3 3.8 0.0 13.6 12.2
Number of Traders in Each Category Total Traders: 102
19 14 . 11 . 4 26 15 . 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 119,508
Positions
32,385 76,825 305 14,523 8,089 621 46,066 14,018 530 8,748 4,517 33 16,297 14,570
Changes from: December 17, 2013 Total Change is: -21,206
9,848 -6,511 -13,469 731 -137 148 -14,874 3,678 -3,581 1,944 -32 -783 -1,170 -519
Percent of Open Interest Represented by Each Category of Trader
27.1 64.3 0.3 12.2 6.8 0.5 38.5 11.7 0.4 7.3 3.8 0.0 13.6 12.2
Number of Traders in Each Category Total Traders: 102
19 14 . 11 . 4 26 15 . 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 684,782
Positions
47,670 236,913 8,362 317,582 103,644 35,130 107,271 157,302 17,033 46,956 54,977 4,345 100,433 67,076
Changes from: December 17, 2013 Total Change is: -188,845
8,043 21,377 -92,774 14,612 -12,710 -24,424 -6,203 14,976 -70,168 2,986 -1,448 -15,487 -5,429 -8,185
Percent of Open Interest Represented by Each Category of Trader
7.0 34.6 1.2 46.4 15.1 5.1 15.7 23.0 2.5 6.9 8.0 0.6 14.7 9.8
Number of Traders in Each Category Total Traders: 530
36 36 18 111 58 66 88 94 55 51 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 134,756
Positions
4,829 71,325 445 58,683 23,614 1,053 8,913 4,940 576 7,498 9,071 438 52,321 23,294
Changes from: December 17, 2013 Total Change is: -65,146
-20,379 4,610 -19,212 -3,778 -3,032 -613 -7,994 -33,178 -2,409 -11,094 1,954 -1,800 2,133 -11,466
Percent of Open Interest Represented by Each Category of Trader
3.6 52.9 0.3 43.5 17.5 0.8 6.6 3.7 0.4 5.6 6.7 0.3 38.8 17.3
Number of Traders in Each Category Total Traders: 73
. 11 . 16 8 8 12 13 4 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 2,750,132
Positions
230,168 843,900 23,623 1,302,504 408,159 162,377 504,329 774,351 69,744 202,797 235,040 14,029 240,561 218,909
Changes from: December 17, 2013 Total Change is: -618,493
53,757 -4,522 -279,457 71,616 -68,723 -98,722 -155,936 75,875 -173,903 40,503 -46,906 -38,540 -37,811 16,405
Percent of Open Interest Represented by Each Category of Trader
8.4 30.7 0.9 47.4 14.8 5.9 18.3 28.2 2.5 7.4 8.5 0.5 8.7 8.0
Number of Traders in Each Category Total Traders: 512
37 35 16 104 54 61 87 93 47 49 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 100,800
Positions
3,027 51,162 90 55,448 32,968 2,653 27,236 6,891 791 878 2,928 0 10,677 3,317
Changes from: December 17, 2013 Total Change is: -12,126
-22 -4,616 -3,062 -4,421 -3,234 335 -561 222 -1,760 -86 -23 0 -2,549 12
Percent of Open Interest Represented by Each Category of Trader
3.0 50.8 0.1 55.0 32.7 2.6 27.0 6.8 0.8 0.9 2.9 0.0 10.6 3.3
Number of Traders in Each Category Total Traders: 92
5 11 . 38 10 17 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 82,705
Positions
11,322 66,948 120 37,533 3,529 977 24,935 6,031 277 1,798 1,619 3 5,740 3,201
Changes from: December 17, 2013 Total Change is: -20,698
5,166 -2,091 -6,577 -477 -30 -5,530 -6,922 371 -4,775 -184 123 -334 -1,066 -1,855
Percent of Open Interest Represented by Each Category of Trader
13.7 80.9 0.1 45.4 4.3 1.2 30.1 7.3 0.3 2.2 2.0 0.0 6.9 3.9
Number of Traders in Each Category Total Traders: 203
19 20 . 38 12 9 57 28 7 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 413,523
Positions
56,608 334,741 600 187,667 17,643 4,887 124,676 30,153 1,384 8,990 8,097 13 28,698 16,005
Changes from: December 17, 2013 Total Change is: -103,490
25,830 -10,456 -32,884 -2,387 -152 -27,652 -34,608 1,856 -23,873 -918 615 -1,670 -5,328 -9,274
Percent of Open Interest Represented by Each Category of Trader
13.7 80.9 0.1 45.4 4.3 1.2 30.1 7.3 0.3 2.2 2.0 0.0 6.9 3.9
Number of Traders in Each Category Total Traders: 203
19 20 . 38 12 9 57 28 7 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 293,142
Positions
24,737 88,770 5,978 149,482 87,753 13,740 59,497 69,595 7,387 10,442 6,336 7 21,872 13,576
Changes from: December 17, 2013 Total Change is: -75,978
-14,481 -25,711 -44,831 -6,041 -4,846 1,209 -2,132 6,629 -4,156 1,428 -148 -1,755 -5,219 -2,369
Percent of Open Interest Represented by Each Category of Trader
8.4 30.3 2.0 51.0 29.9 4.7 20.3 23.7 2.5 3.6 2.2 0.0 7.5 4.6
Number of Traders in Each Category Total Traders: 240
19 15 . 57 34 21 42 49 12 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 74,919
Positions
6,290 43,405 0 33,760 122 545 16,722 15,172 1 6,259 6,991 0 11,342 8,683
Changes from: December 17, 2013 Total Change is: 3,771
781 2,340 0 899 -139 75 259 -447 0 644 1,678 0 1,113 264
Percent of Open Interest Represented by Each Category of Trader
8.4 57.9 0.0 45.1 0.2 0.7 22.3 20.3 0.0 8.4 9.3 0.0 15.1 11.6
Number of Traders in Each Category Total Traders: 87
7 8 0 20 . 4 20 12 . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 103,004
Positions
26,336 12,483 620 10,389 16,648 854 44,408 7,682 483 7,937 6,307 0 11,977 57,927
Changes from: December 17, 2013 Total Change is: 16,618
3,851 -1,241 167 700 13,443 76 9,182 1,072 94 824 3,478 0 1,724 -471
Percent of Open Interest Represented by Each Category of Trader
25.6 12.1 0.6 10.1 16.2 0.8 43.1 7.5 0.5 7.7 6.1 0.0 11.6 56.2
Number of Traders in Each Category Total Traders: 94
18 7 4 9 . . 33 8 6 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 90,371
Positions
1,625 58,799 1,867 48,883 12,634 3,449 23,635 6,652 3,528 1,080 875 0 6,304 2,567
Changes from: December 17, 2013 Total Change is: -27,372
-1,181 -2,126 -15,197 261 -2,099 -4,622 -2,435 837 -2,251 60 0 -812 -1,195 -1,102
Percent of Open Interest Represented by Each Category of Trader
1.8 65.1 2.1 54.1 14.0 3.8 26.2 7.4 3.9 1.2 1.0 0.0 7.0 2.8
Number of Traders in Each Category Total Traders: 84
4 8 . 32 14 12 13 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 227,771
Positions
16,034 94,872 3,379 83,137 40,606 44,003 45,534 28,144 1,471 20,107 8,657 598 13,508 6,041
Changes from: December 17, 2013 Total Change is: -59,711
-9,013 -8,931 -29,175 3,529 760 -4,916 -3,376 -3,875 -2,837 90 2,504 -7,398 -6,615 -5,843
Percent of Open Interest Represented by Each Category of Trader
7.0 41.7 1.5 36.5 17.8 19.3 20.0 12.4 0.6 8.8 3.8 0.3 5.9 2.7
Number of Traders in Each Category Total Traders: 180
15 24 . 47 22 26 26 20 11 20 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 630,014
Positions
11,041 75,353 2,380 276,929 119,617 121,132 75,142 103,266 10,812 15,994 29,034 1,203 115,381 167,217
Changes from: December 17, 2013 Total Change is: -4,845
4,531 5,807 151 -23,182 -8,351 12,216 19,385 1,425 -4,231 -3,448 -3,589 545 -10,812 -8,818
Percent of Open Interest Represented by Each Category of Trader
1.8 12.0 0.4 44.0 19.0 19.2 11.9 16.4 1.7 2.5 4.6 0.2 18.3 26.5
Number of Traders in Each Category Total Traders: 166
7 16 5 35 36 38 24 33 16 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 454,101
Positions
19,313 108,859 2,261 275,670 22,918 46,925 20,894 166,844 2,297 10,645 18,210 0 76,096 85,787
Changes from: December 17, 2013 Total Change is: 5,511
0 1,311 -210 3,213 2,444 1,795 1,041 4,432 -1,639 -117 -922 0 1,428 -1,700
Percent of Open Interest Represented by Each Category of Trader
4.3 24.0 0.5 60.7 5.0 10.3 4.6 36.7 0.5 2.3 4.0 0.0 16.8 18.9
Number of Traders in Each Category Total Traders: 84
. 12 6 33 6 20 4 19 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 803,307
Positions
80,635 43,034 15,688 244,897 236,350 57,246 175,308 233,740 37,551 67,101 51,282 26,130 98,751 102,286
Changes from: December 17, 2013 Total Change is: -33,313
4,027 -6,878 -9,557 8,692 -3,380 722 -7,792 15,903 -27,410 5,496 -3,178 -18 -7,473 483
Percent of Open Interest Represented by Each Category of Trader
10.0 5.4 2.0 30.5 29.4 7.1 21.8 29.1 4.7 8.4 6.4 3.3 12.3 12.7
Number of Traders in Each Category Total Traders: 199
14 18 7 34 31 29 40 26 22 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 54,731
Positions
13,837 24,411 7,637 229 0 0 26,644 16,350 4,583 2 0 1,495 304 255
Changes from: December 17, 2013 Total Change is: 2,962
1,640 -734 72 -443 0 0 1,752 3,634 -8 0 0 -23 -28 21
Percent of Open Interest Represented by Each Category of Trader
25.3 44.6 14.0 0.4 0.0 0.0 48.7 29.9 8.4 0.0 0.0 2.7 0.6 0.5
Number of Traders in Each Category Total Traders: 42
5 10 10 . 0 0 7 17 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 2,163,928
Positions
185,514 145,422 48,026 632,355 897,382 215,954 607,603 212,337 80,425 154,117 102,675 31,610 208,324 430,097
Changes from: December 17, 2013 Total Change is: -24,348
16,960 -11,464 -5,769 -29,022 47,967 -18,623 -3,956 -25,572 -2,755 31,635 7,985 2,741 -15,559 -18,858
Percent of Open Interest Represented by Each Category of Trader
8.6 6.7 2.2 29.2 41.5 10.0 28.1 9.8 3.7 7.1 4.7 1.5 9.6 19.9
Number of Traders in Each Category Total Traders: 317
21 35 10 33 69 55 55 56 36 18 30 7
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 1,877,322
Positions
128,847 190,093 26,550 691,297 650,881 181,514 486,261 306,549 26,782 135,010 148,336 10,056 191,005 336,561
Changes from: December 17, 2013 Total Change is: 115,556
-5,097 23,740 16,423 -5,404 97,909 -3,872 124,463 -35,734 -11,923 1,680 16,718 -2,246 1,532 14,541
Percent of Open Interest Represented by Each Category of Trader
6.9 10.1 1.4 36.8 34.7 9.7 25.9 16.3 1.4 7.2 7.9 0.5 10.2 17.9
Number of Traders in Each Category Total Traders: 246
11 29 8 29 55 41 46 39 23 12 25 .
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 306,920
Positions
124,605 86,594 84,272 652 0 943 26,306 35,514 32,489 0 10,595 9,187 28,466 47,326
Changes from: December 17, 2013 Total Change is: 16,159
10,972 7,721 3,599 -111 -392 0 1,883 8,458 -2,045 -285 1,338 -1,376 3,522 -1,144
Percent of Open Interest Represented by Each Category of Trader
40.6 28.2 27.5 0.2 0.0 0.3 8.6 11.6 10.6 0.0 3.5 3.0 9.3 15.4
Number of Traders in Each Category Total Traders: 63
17 18 23 . 0 . 10 7 12 0 8 .
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 is10,274,131
Positions
787,028 2,192,802 2,116,086 3,018,443 1,020,036 206,036 705,397 656,471 2,064,497 252,554 541,759 292,397 831,693 1,184,047
Changes from: December 17, 2013 Total Change is: 280,642
81,630 -157,338 107,309 142,909 140,558 2,789 -114,540 -5,411 63,946 43,003 97,081 9,698 -56,102 22,010
Percent of Open Interest Represented by Each Category of Trader
7.7 21.3 20.6 29.4 9.9 2.0 6.9 6.4 20.1 2.5 5.3 2.8 8.1 11.5
Number of Traders in Each Category Total Traders: 256
27 46 68 13 15 20 48 53 79 11 27 24
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 49,745
Positions
37,921 1,058 0 1,205 12,309 5,356 5,229 20,128 0 0 10,769 0 34 125
Changes from: December 17, 2013 Total Change is: -114
-1,458 73 0 650 -1,374 0 714 435 0 0 735 0 -20 17
Percent of Open Interest Represented by Each Category of Trader
76.2 2.1 0.0 2.4 24.7 10.8 10.5 40.5 0.0 0.0 21.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 47
8 . 0 . 12 . . 11 0 0 9 0
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Traders in Financial Futures - Futures Only Positions as of December 24, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 30,246
Positions
24,737 314 0 0 10,123 4,495 1,013 2,887 0 0 12,357 0 1 70
Changes from: December 17, 2013 Total Change is: 1,393
1,255 -23 0 0 324 0 171 327 0 0 743 0 -33 22
Percent of Open Interest Represented by Each Category of Trader
81.8 1.0 0.0 0.0 33.5 14.9 3.3 9.5 0.0 0.0 40.9 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 37
8 . 0 0 10 . . 9 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of December 24, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,607
Positions
10,978 2,512 819 5,900 2,793 504 5,963 32,873 964 11,547 527 0 6,932 2,615
Changes from: December 17, 2013 Total Change is: 4,285
1,115 357 0 400 -9 -37 -1,546 4,018 253 3,168 -361 0 932 64
Percent of Open Interest Represented by Each Category of Trader
25.2 5.8 1.9 13.5 6.4 1.2 13.7 75.4 2.2 26.5 1.2 0.0 15.9 6.0
Number of Traders in Each Category Total Traders: 128
7 . . 11 5 . 18 30 7 51 4 0
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Traders in Financial Futures - Futures Only Positions as of December 24, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 354,273
Positions
71,981 31,123 36,637 47,969 23,884 18,735 55,618 130,583 46,200 18,104 4,905 39,858 19,171 22,348
Changes from: December 17, 2013 Total Change is: -24,693
-5,267 8,995 -10,573 -3,151 1,244 300 17,061 -9,185 -18,235 -8,241 -2,981 6,375 -2,962 -633
Percent of Open Interest Represented by Each Category of Trader
20.3 8.8 10.3 13.5 6.7 5.3 15.7 36.9 13.0 5.1 1.4 11.3 5.4 6.3
Number of Traders in Each Category Total Traders: 163
23 10 24 9 14 11 28 43 40 13 9 17
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Traders in Financial Futures - Futures Only Positions as of December 24, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,599
Positions
143 640 0 3,634 0 632 2,402 4,121 753 0 1,429 0 35 24
Changes from: December 17, 2013 Total Change is: -1,394
92 -926 -440 846 0 247 -1,889 -59 -235 0 0 0 -15 19
Percent of Open Interest Represented by Each Category of Trader
1.9 8.4 0.0 47.8 0.0 8.3 31.6 54.2 9.9 0.0 18.8 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 20
. . 0 6 0 . 6 4 . 0 . 0
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Updated December 30, 2013