Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 133,925 Positions 36,211 31,086 3,719 15,367 16,340 359 33,770 36,713 6,770 7,438 10,934 2,012 28,278 25,991 Changes from: September 24, 2013 Total Change is: 3,473 -233 7,405 265 205 -81 -211 1,189 1,595 1,056 1,102 -4,904 -1 99 -1,653 Percent of Open Interest Represented by Each Category of Trader 27.0 23.2 2.8 11.5 12.2 0.3 25.2 27.4 5.1 5.6 8.2 1.5 21.1 19.4 Number of Traders in Each Category Total Traders: 86 5 13 8 6 4 . 18 24 16 8 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 48,026 Positions 5,221 21,382 1,789 0 2,089 0 17,374 9,810 1,127 537 2,305 0 21,977 9,523 Changes from: September 24, 2013 Total Change is: 6,105 153 3,830 196 0 -397 0 2,179 2,175 64 537 60 -3 2,979 180 Percent of Open Interest Represented by Each Category of Trader 10.9 44.5 3.7 0.0 4.3 0.0 36.2 20.4 2.3 1.1 4.8 0.0 45.8 19.8 Number of Traders in Each Category Total Traders: 42 4 11 4 0 . 0 14 7 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 200,527 Positions 7,709 70,702 8,843 20,904 27,116 2,210 94,120 27,184 19,060 3,271 9,744 2,426 41,986 33,242 Changes from: September 24, 2013 Total Change is: 15,068 2,974 11,812 1,285 -386 -1,075 233 2,901 -1,754 3,816 1,388 -1,971 522 2,336 2,202 Percent of Open Interest Represented by Each Category of Trader 3.8 35.3 4.4 10.4 13.5 1.1 46.9 13.6 9.5 1.6 4.9 1.2 20.9 16.6 Number of Traders in Each Category Total Traders: 119 4 14 6 7 16 7 31 26 22 6 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 198,309 Positions 88,740 11,224 4,960 26,485 12,377 613 30,378 84,072 17,847 8,460 15,703 2,411 18,416 49,103 Changes from: September 24, 2013 Total Change is: -3,676 -1,623 5,700 -754 -1,048 -248 -116 -3,753 -9,035 1,383 -1,102 1,044 -642 3,978 -1,008 Percent of Open Interest Represented by Each Category of Trader 44.7 5.7 2.5 13.4 6.2 0.3 15.3 42.4 9.0 4.3 7.9 1.2 9.3 24.8 Number of Traders in Each Category Total Traders: 131 10 11 7 8 12 6 23 42 27 . 22 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 337,731 Positions 17,762 82,096 17,979 36,391 58,555 6,781 118,161 29,321 58,576 22,552 19,440 8,421 51,108 56,561 Changes from: September 24, 2013 Total Change is: 13,416 572 3,383 3,647 -195 -2,399 -98 -3,238 -5,361 11,027 2,429 1,086 337 -1,064 1,794 Percent of Open Interest Represented by Each Category of Trader 5.3 24.3 5.3 10.8 17.3 2.0 35.0 8.7 17.3 6.7 5.8 2.5 15.1 16.7 Number of Traders in Each Category Total Traders: 210 12 25 15 15 23 17 47 37 38 19 32 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 134,483 Positions 60,365 5,392 6,935 0 36,797 1,528 20,115 31,657 11,123 9,445 10,693 3,619 21,352 26,739 Changes from: September 24, 2013 Total Change is: -12,023 -9,701 496 301 -18 -64 -101 -5,198 -12,713 1,235 -173 122 -14 1,646 -1,285 Percent of Open Interest Represented by Each Category of Trader 44.9 4.0 5.2 0.0 27.4 1.1 15.0 23.5 8.3 7.0 8.0 2.7 15.9 19.9 Number of Traders in Each Category Total Traders: 93 12 7 8 0 10 5 23 27 20 5 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 42,608 Positions 13,875 21,711 13,234 0 593 79 7,882 1,323 3,183 1,651 0 2,184 520 301 Changes from: September 24, 2013 Total Change is: -1,238 -380 -58 0 0 -277 79 -951 -774 0 0 0 0 14 -208 Percent of Open Interest Represented by Each Category of Trader 32.6 51.0 31.1 0.0 1.4 0.2 18.5 3.1 7.5 3.9 0.0 5.1 1.2 0.7 Number of Traders in Each Category Total Traders: 23 4 11 9 0 . . 4 . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 119,813 Positions 36,876 52,376 0 39,327 579 161 25,570 58,428 845 10,814 5,208 0 6,220 2,216 Changes from: September 24, 2013 Total Change is: -10,366 416 2,806 0 134 106 -1 -10,996 -12,473 -91 352 -763 0 -180 50 Percent of Open Interest Represented by Each Category of Trader 30.8 43.7 0.0 32.8 0.5 0.1 21.3 48.8 0.7 9.0 4.3 0.0 5.2 1.8 Number of Traders in Each Category Total Traders: 96 5 9 0 5 . . 29 23 5 13 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 19,813 Positions 4,471 11,304 3,603 0 166 437 1,367 505 103 9,232 3,166 0 600 529 Changes from: September 24, 2013 Total Change is: 69 -445 369 358 0 -225 -45 239 -245 -34 0 0 0 -4 -109 Percent of Open Interest Represented by Each Category of Trader 22.6 57.1 18.2 0.0 0.8 2.2 6.9 2.5 0.5 46.6 16.0 0.0 3.0 2.7 Number of Traders in Each Category Total Traders: 20 . 4 . 0 . . 5 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 22,577 Positions 1,432 13,019 0 377 207 0 16,143 6,935 5 665 671 0 3,955 1,740 Changes from: September 24, 2013 Total Change is: 2,956 28 3,853 0 -13 0 0 2,180 -555 0 107 -263 0 654 -79 Percent of Open Interest Represented by Each Category of Trader 6.3 57.7 0.0 1.7 0.9 0.0 71.5 30.7 0.0 2.9 3.0 0.0 17.5 7.7 Number of Traders in Each Category Total Traders: 47 . 7 0 . . 0 16 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 61,782 Positions 12,547 47,829 165 4,998 775 186 28,313 4,682 1,523 4,353 787 834 8,863 5,002 Changes from: September 24, 2013 Total Change is: -8,609 2,116 -8,503 42 -986 -12 -134 -9,839 261 171 165 -126 -14 -129 -295 Percent of Open Interest Represented by Each Category of Trader 20.3 77.4 0.3 8.1 1.3 0.3 45.8 7.6 2.5 7.0 1.3 1.3 14.3 8.1 Number of Traders in Each Category Total Traders: 107 19 13 5 6 . . 38 16 12 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 123,564 Positions 25,093 95,657 331 9,996 1,549 371 56,626 9,364 3,047 8,706 1,574 1,668 17,726 10,004 Changes from: September 24, 2013 Total Change is: -17,217 4,232 -17,006 84 -1,972 -23 -267 -19,679 522 343 329 -251 -28 -259 -590 Percent of Open Interest Represented by Each Category of Trader 20.3 77.4 0.3 8.1 1.3 0.3 45.8 7.6 2.5 7.0 1.3 1.3 14.3 8.1 Number of Traders in Each Category Total Traders: 107 19 13 5 6 . . 38 16 12 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 841,660 Positions 30,309 217,468 16,463 302,556 114,094 52,670 96,646 144,729 145,630 51,255 39,232 23,315 122,816 88,059 Changes from: September 24, 2013 Total Change is: 850 2,564 -3,219 -313 -12,882 -5,120 4,306 633 -2,543 5,514 1,438 1,270 -774 364 1,730 Percent of Open Interest Represented by Each Category of Trader 3.6 25.8 2.0 35.9 13.6 6.3 11.5 17.2 17.3 6.1 4.7 2.8 14.6 10.5 Number of Traders in Each Category Total Traders: 575 29 38 29 111 54 68 101 111 100 63 68 51 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 205,137 Positions 3,621 68,577 3,397 69,303 25,918 1,985 11,523 11,349 35,930 13,670 7,493 8,111 57,596 42,377 Changes from: September 24, 2013 Total Change is: -200 -255 -4,365 -322 -3,451 -2,129 -3 781 5,378 -515 489 86 -72 3,147 1,741 Percent of Open Interest Represented by Each Category of Trader 1.8 33.4 1.7 33.8 12.6 1.0 5.6 5.5 17.5 6.7 3.7 4.0 28.1 20.7 Number of Traders in Each Category Total Traders: 96 . 13 4 15 9 10 21 18 34 8 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,182,615 Positions 143,249 754,264 55,518 1,182,368 456,979 237,323 477,222 718,510 496,890 194,267 165,041 69,677 326,100 228,413 Changes from: September 24, 2013 Total Change is: 5,248 11,943 3,576 2,193 -45,743 -13,547 20,136 24,518 -14,348 4,882 3,845 5,021 -2,611 -13,916 -55 Percent of Open Interest Represented by Each Category of Trader 4.5 23.7 1.7 37.2 14.4 7.5 15.0 22.6 15.6 6.1 5.2 2.2 10.2 7.2 Number of Traders in Each Category Total Traders: 550 31 36 26 106 51 61 100 104 94 60 62 45 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 110,266 Positions 3,023 52,391 105 56,798 41,923 2,718 34,089 6,563 1,036 1,109 2,971 0 11,388 2,559 Changes from: September 24, 2013 Total Change is: 3,967 -657 773 5 2,643 2,047 -193 3,542 1,232 -175 192 345 0 -1,390 -67 Percent of Open Interest Represented by Each Category of Trader 2.7 47.5 0.1 51.5 38.0 2.5 30.9 6.0 0.9 1.0 2.7 0.0 10.3 2.3 Number of Traders in Each Category Total Traders: 104 4 17 . 37 12 16 19 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 82,399 Positions 1,889 62,991 617 35,738 4,765 480 33,427 5,609 786 2,511 2,110 603 6,348 4,438 Changes from: September 24, 2013 Total Change is: 2,332 -220 341 148 137 692 -75 2,039 213 -47 421 145 -69 -1 985 Percent of Open Interest Represented by Each Category of Trader 2.3 76.4 0.7 43.4 5.8 0.6 40.6 6.8 1.0 3.0 2.6 0.7 7.7 5.4 Number of Traders in Each Category Total Traders: 208 17 20 8 33 16 8 64 27 9 16 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 411,994 Positions 9,446 314,956 3,084 178,688 23,823 2,400 167,134 28,047 3,929 12,555 10,548 3,017 31,741 22,190 Changes from: September 24, 2013 Total Change is: 11,660 -1,100 1,703 740 687 3,460 -375 10,194 1,065 -236 2,105 725 -346 -7 4,925 Percent of Open Interest Represented by Each Category of Trader 2.3 76.4 0.7 43.4 5.8 0.6 40.6 6.8 1.0 3.0 2.6 0.7 7.7 5.4 Number of Traders in Each Category Total Traders: 208 17 20 8 33 16 8 64 27 9 16 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 345,607 Positions 58,983 104,298 17,568 139,433 89,698 21,068 72,607 82,551 8,217 6,194 4,265 473 21,063 17,468 Changes from: September 24, 2013 Total Change is: 13,590 -1,771 4,696 2,165 8,788 -2,969 1,056 3,781 5,033 388 353 182 -68 -1,103 3,106 Percent of Open Interest Represented by Each Category of Trader 17.1 30.2 5.1 40.3 26.0 6.1 21.0 23.9 2.4 1.8 1.2 0.1 6.1 5.1 Number of Traders in Each Category Total Traders: 255 18 16 4 60 34 22 55 47 16 14 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 62,162 Positions 2,923 39,960 0 27,181 86 608 14,996 13,348 0 6,014 1,789 0 10,440 6,371 Changes from: September 24, 2013 Total Change is: 2,305 -165 579 -83 93 -350 178 1,146 410 0 381 936 0 755 635 Percent of Open Interest Represented by Each Category of Trader 4.7 64.3 0.0 43.7 0.1 1.0 24.1 21.5 0.0 9.7 2.9 0.0 16.8 10.2 Number of Traders in Each Category Total Traders: 69 4 8 0 17 . . 16 10 0 9 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 69,433 Positions 21,179 2,809 1,485 11,384 2,283 729 19,827 3,627 1,073 5,540 430 400 7,816 56,597 Changes from: September 24, 2013 Total Change is: 2,795 5,093 -622 -473 103 80 -95 -2,407 1,122 333 615 -525 100 -474 2,875 Percent of Open Interest Represented by Each Category of Trader 30.5 4.0 2.1 16.4 3.3 1.0 28.6 5.2 1.5 8.0 0.6 0.6 11.3 81.5 Number of Traders in Each Category Total Traders: 81 20 7 4 10 . . 23 7 6 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 80,712 Positions 1,599 42,728 1,280 34,391 21,953 3,465 28,895 4,748 3,888 562 745 0 6,632 1,905 Changes from: September 24, 2013 Total Change is: 3,854 -2,131 3,740 360 -248 1,133 78 4,837 -1,603 37 0 0 0 921 109 Percent of Open Interest Represented by Each Category of Trader 2.0 52.9 1.6 42.6 27.2 4.3 35.8 5.9 4.8 0.7 0.9 0.0 8.2 2.4 Number of Traders in Each Category Total Traders: 87 . 13 . 30 17 12 15 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 248,975 Positions 15,372 134,926 6,969 104,529 22,051 33,906 49,986 35,403 2,996 20,058 6,746 554 14,605 5,424 Changes from: September 24, 2013 Total Change is: -21,117 -601 763 2,202 561 -100 -880 -3,385 -21,452 722 -15,636 -457 -40 -4,060 -1,875 Percent of Open Interest Represented by Each Category of Trader 6.2 54.2 2.8 42.0 8.9 13.6 20.1 14.2 1.2 8.1 2.7 0.2 5.9 2.2 Number of Traders in Each Category Total Traders: 166 14 22 6 49 19 23 28 14 10 16 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 716,487 Positions 11,076 95,942 18,265 288,979 81,555 101,598 76,608 112,967 50,701 16,800 53,201 14,170 138,290 188,087 Changes from: September 24, 2013 Total Change is: 23,969 10,232 25,631 149 -13,843 -25,329 10,474 12,102 -10,819 8,962 1,504 10,871 2,806 -8,415 1,225 Percent of Open Interest Represented by Each Category of Trader 1.5 13.4 2.5 40.3 11.4 14.2 10.7 15.8 7.1 2.3 7.4 2.0 19.3 26.3 Number of Traders in Each Category Total Traders: 155 5 17 14 37 31 38 24 24 34 8 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 402,075 Positions 8,796 101,074 531 227,339 19,877 55,436 13,918 140,187 1,952 17,569 11,640 0 76,534 71,377 Changes from: September 24, 2013 Total Change is: -5 4,817 -8,428 -1,939 -3,893 10,419 4,367 469 -1,732 108 -185 -1,827 0 -3,749 -974 Percent of Open Interest Represented by Each Category of Trader 2.2 25.1 0.1 56.5 4.9 13.8 3.5 34.9 0.5 4.4 2.9 0.0 19.0 17.8 Number of Traders in Each Category Total Traders: 78 . 11 4 33 7 19 . 15 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 941,009 Positions 89,951 89,231 18,398 281,486 337,062 60,326 249,063 187,621 39,893 62,693 63,104 32,241 106,958 113,133 Changes from: September 24, 2013 Total Change is: 55,762 4,337 -1,036 1,277 19,014 -24,865 -934 30,410 79,491 -2,574 -9,860 4,598 2,189 11,904 -2,383 Percent of Open Interest Represented by Each Category of Trader 9.6 9.5 2.0 29.9 35.8 6.4 26.5 19.9 4.2 6.7 6.7 3.4 11.4 12.0 Number of Traders in Each Category Total Traders: 217 14 23 10 32 34 28 43 28 24 18 25 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 26,184 Positions 9,487 10,916 2,496 1,070 0 500 4,460 3,778 7,334 2 25 679 156 456 Changes from: September 24, 2013 Total Change is: -8,753 2,660 -3,167 -4,988 1,070 0 500 -6,691 -83 -1,574 -1 0 177 94 382 Percent of Open Interest Represented by Each Category of Trader 36.2 41.7 9.5 4.1 0.0 1.9 17.0 14.4 28.0 0.0 0.1 2.6 0.6 1.7 Number of Traders in Each Category Total Traders: 35 8 6 8 . 0 . 9 9 6 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,428,572 Positions 121,381 115,569 212,730 637,025 786,083 250,496 485,654 142,262 283,924 52,224 107,191 92,971 292,167 437,346 Changes from: September 24, 2013 Total Change is: 70,997 24,575 -26,351 15,407 20,338 55,738 5,342 -29,664 -8,823 24,871 -9,102 -17,260 21,357 -2,128 715 Percent of Open Interest Represented by Each Category of Trader 5.0 4.8 8.8 26.2 32.4 10.3 20.0 5.9 11.7 2.2 4.4 3.8 12.0 18.0 Number of Traders in Each Category Total Traders: 303 26 30 44 27 76 64 54 49 75 15 26 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,948,758 Positions 151,218 142,598 107,714 606,934 471,245 171,721 412,715 332,588 192,826 78,328 192,855 26,909 200,392 310,302 Changes from: September 24, 2013 Total Change is: 39,717 -60,501 8,971 33,563 15,823 -3,699 -7,025 20,554 -17,589 24,399 10,783 4,249 3,986 -1,865 -7,139 Percent of Open Interest Represented by Each Category of Trader 7.8 7.3 5.5 31.1 24.2 8.8 21.2 17.1 9.9 4.0 9.9 1.4 10.3 15.9 Number of Traders in Each Category Total Traders: 228 14 27 26 29 47 32 30 49 48 11 21 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 282,409 Positions 73,605 72,906 88,335 970 0 2,043 34,421 18,155 35,947 592 3,131 14,739 31,757 47,153 Changes from: September 24, 2013 Total Change is: -25,630 -6,913 -19,725 -9,460 0 0 0 -12,159 2,508 -981 -148 -2,949 1,630 2,400 3,347 Percent of Open Interest Represented by Each Category of Trader 26.1 25.8 31.3 0.3 0.0 0.7 12.2 6.4 12.7 0.2 1.1 5.2 11.2 16.7 Number of Traders in Each Category Total Traders: 51 8 18 19 . 0 . 13 6 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is15,903,053 Positions 1,256,117 2,593,753 3,093,885 1,881,709 665,728 208,273 936,752 539,349 5,740,729 371,293 425,749 1,538,539 875,755 1,097,047 Changes from: September 24, 2013 Total Change is: 324,827 -52,423 110,870 2,887 265,398 -119,314 -26,272 -40,766 64,449 234,741 -38,950 62,828 -7,021 -12,765 1,661 Percent of Open Interest Represented by Each Category of Trader 7.9 16.3 19.5 11.8 4.2 1.3 5.9 3.4 36.1 2.3 2.7 9.7 5.5 6.9 Number of Traders in Each Category Total Traders: 277 21 55 72 11 17 23 61 59 101 19 24 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 41,597 Positions 30,137 588 0 0 8,698 9,054 2,370 15,237 0 0 7,944 0 36 76 Changes from: September 24, 2013 Total Change is: -218 882 9 0 0 386 -16 -1,091 -84 0 0 -503 0 7 -10 Percent of Open Interest Represented by Each Category of Trader 72.4 1.4 0.0 0.0 20.9 21.8 5.7 36.6 0.0 0.0 19.1 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 39 6 4 0 0 9 . . 11 0 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 18,827 Positions 16,423 1,665 500 0 5,916 26 1,871 1,866 0 0 8,775 0 7 79 Changes from: September 24, 2013 Total Change is: 233 -66 263 0 0 0 0 292 219 0 0 -262 0 7 13 Percent of Open Interest Represented by Each Category of Trader 87.2 8.8 2.7 0.0 31.4 0.1 9.9 9.9 0.0 0.0 46.6 0.0 0.0 0.4 Number of Traders in Each Category Total Traders: 28 6 . . 0 6 . 4 6 0 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 54,828 Positions 10,471 9,518 1,389 5,022 4,714 260 21,002 31,396 1,594 7,600 2,332 24 7,465 3,601 Changes from: September 24, 2013 Total Change is: 883 53 -238 125 5 -133 6 1,379 -385 729 -1,738 -26 20 303 785 Percent of Open Interest Represented by Each Category of Trader 19.1 17.4 2.5 9.2 8.6 0.5 38.3 57.3 2.9 13.9 4.3 0.0 13.6 6.6 Number of Traders in Each Category Total Traders: 144 6 . . 8 6 . 27 33 8 51 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 356,219 Positions 111,104 10,091 39,971 44,746 20,953 14,683 28,445 149,172 46,422 8,024 9,902 38,443 24,381 26,582 Changes from: September 24, 2013 Total Change is: -12,013 -5,381 -2,483 3,030 -8,896 1,357 2,049 -4,882 -14,241 9,061 1,544 -1,232 -9,338 800 -216 Percent of Open Interest Represented by Each Category of Trader 31.2 2.8 11.2 12.6 5.9 4.1 8.0 41.9 13.0 2.3 2.8 10.8 6.8 7.5 Number of Traders in Each Category Total Traders: 161 20 6 21 7 11 9 27 44 41 19 20 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 7,288 Positions 1,012 1,405 0 2,254 0 485 2,727 4,477 782 0 106 0 28 33 Changes from: September 24, 2013 Total Change is: -62 19 0 0 180 0 -74 11 -121 0 0 106 0 -198 27 Percent of Open Interest Represented by Each Category of Trader 13.9 19.3 0.0 30.9 0.0 6.7 37.4 61.4 10.7 0.0 1.5 0.0 0.4 0.5 Number of Traders in Each Category Total Traders: 22 . . 0 8 0 . 7 4 . 0 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 25, 2013