Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 122,459
Positions
44,830 23,599 2,493 15,322 16,823 510 18,887 34,804 6,372 7,716 6,623 1,650 24,679 29,585
Changes from: October 8, 2013 Total Change is: -5,094
1,525 -4,239 31 -99 476 239 -5,299 -727 -143 -224 -3,477 141 -1,267 2,604
Percent of Open Interest Represented by Each Category of Trader
36.6 19.3 2.0 12.5 13.7 0.4 15.4 28.4 5.2 6.3 5.4 1.3 20.2 24.2
Number of Traders in Each Category Total Traders: 81
7 10 7 6 5 4 17 21 15 10 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 51,934
Positions
7,330 23,770 936 0 1,849 0 20,797 10,630 863 997 5,231 0 21,011 8,655
Changes from: October 8, 2013 Total Change is: -1,277
1,259 -2,468 -621 0 0 0 1,467 -376 -36 460 2,653 0 -3,805 -428
Percent of Open Interest Represented by Each Category of Trader
14.1 45.8 1.8 0.0 3.6 0.0 40.0 20.5 1.7 1.9 10.1 0.0 40.5 16.7
Number of Traders in Each Category Total Traders: 43
6 9 4 0 . 0 16 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 202,397
Positions
9,727 80,390 6,050 22,018 27,249 1,499 107,150 30,823 14,166 1,650 11,444 1,855 38,282 28,921
Changes from: October 8, 2013 Total Change is: -1,183
1,347 -539 -1,168 263 -872 -47 101 -659 29 -30 2,716 -411 -1,267 -232
Percent of Open Interest Represented by Each Category of Trader
4.8 39.7 3.0 10.9 13.5 0.7 52.9 15.2 7.0 0.8 5.7 0.9 18.9 14.3
Number of Traders in Each Category Total Traders: 116
4 14 6 8 16 7 37 21 20 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 185,192
Positions
74,485 18,256 5,168 27,041 13,152 722 33,381 66,296 15,603 8,610 16,650 2,397 17,786 46,948
Changes from: October 8, 2013 Total Change is: -5,632
-808 -1,561 -392 -854 -1,068 275 -2,190 -3,139 503 -1,667 2,951 250 -748 -3,449
Percent of Open Interest Represented by Each Category of Trader
40.2 9.9 2.8 14.6 7.1 0.4 18.0 35.8 8.4 4.6 9.0 1.3 9.6 25.4
Number of Traders in Each Category Total Traders: 122
8 11 7 9 14 6 28 28 24 . 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 327,527
Positions
24,230 82,710 17,500 38,028 55,034 5,254 112,846 32,122 51,673 21,113 18,688 7,659 49,223 56,887
Changes from: October 8, 2013 Total Change is: -5,341
2,892 -3,502 475 638 -4,391 183 -7,571 2,763 315 984 -331 -533 -2,723 -319
Percent of Open Interest Represented by Each Category of Trader
7.4 25.3 5.3 11.6 16.8 1.6 34.5 9.8 15.8 6.4 5.7 2.3 15.0 17.4
Number of Traders in Each Category Total Traders: 205
13 24 15 14 24 15 39 41 34 19 31 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 141,962
Positions
64,613 6,586 7,425 3 36,796 1,405 23,170 38,422 8,051 10,948 12,032 2,753 23,595 28,492
Changes from: October 8, 2013 Total Change is: 10,009
2,075 -749 1,821 -48 44 192 532 5,261 717 1,482 1,807 239 3,000 677
Percent of Open Interest Represented by Each Category of Trader
45.5 4.6 5.2 0.0 25.9 1.0 16.3 27.1 5.7 7.7 8.5 1.9 16.6 20.1
Number of Traders in Each Category Total Traders: 91
11 8 6 . 8 4 24 23 16 . 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 41,120
Positions
13,732 21,409 13,234 0 316 123 6,339 273 3,183 1,651 0 2,184 674 398
Changes from: October 8, 2013 Total Change is: -232
-143 -47 0 0 -125 28 -246 0 0 0 0 0 129 -88
Percent of Open Interest Represented by Each Category of Trader
33.4 52.1 32.2 0.0 0.8 0.3 15.4 0.7 7.7 4.0 0.0 5.3 1.6 1.0
Number of Traders in Each Category Total Traders: 21
4 10 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 106,334
Positions
38,487 48,476 0 39,583 581 159 12,088 48,477 1,090 8,978 4,757 0 5,949 2,794
Changes from: October 8, 2013 Total Change is: -1,667
1,676 -307 0 990 1 -1 -4,652 -1,262 207 -404 -158 0 517 -147
Percent of Open Interest Represented by Each Category of Trader
36.2 45.6 0.0 37.2 0.5 0.1 11.4 45.6 1.0 8.4 4.5 0.0 5.6 2.6
Number of Traders in Each Category Total Traders: 91
5 9 0 6 . . 25 27 6 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 20,423
Positions
4,386 12,378 3,419 264 0 197 2,220 386 89 9,232 3,166 0 616 788
Changes from: October 8, 2013 Total Change is: 610
-85 1,074 -184 264 -166 -240 853 -119 -14 0 0 0 16 259
Percent of Open Interest Represented by Each Category of Trader
21.5 60.6 16.7 1.3 0.0 1.0 10.9 1.9 0.4 45.2 15.5 0.0 3.0 3.9
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 . 5 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 24,608
Positions
1,445 15,312 0 603 207 0 17,945 6,998 15 703 312 0 3,897 1,764
Changes from: October 8, 2013 Total Change is: 1,378
7 2,467 0 141 0 0 1,116 -865 10 15 0 0 89 -234
Percent of Open Interest Represented by Each Category of Trader
5.9 62.2 0.0 2.5 0.8 0.0 72.9 28.4 0.1 2.9 1.3 0.0 15.8 7.2
Number of Traders in Each Category Total Traders: 59
. 9 0 . . 0 24 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 64,871
Positions
14,609 36,367 3,745 6,377 922 496 15,929 7,633 7,355 5,317 907 1,294 9,749 6,152
Changes from: October 8, 2013 Total Change is: 11,572
3,789 -1,802 3,561 1,914 -199 316 -4,980 2,812 5,807 912 -115 347 -95 844
Percent of Open Interest Represented by Each Category of Trader
22.5 56.1 5.8 9.8 1.4 0.8 24.6 11.8 11.3 8.2 1.4 2.0 15.0 9.5
Number of Traders in Each Category Total Traders: 104
23 9 6 7 4 . 26 17 14 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 11,571
Positions
5,659 6,430 0 1,300 0 0 1,486 4,370 2 1,399 322 0 1,724 446
Changes from: October 8, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.9 55.6 0.0 11.2 0.0 0.0 12.8 37.8 0.0 12.1 2.8 0.0 14.9 3.9
Number of Traders in Each Category Total Traders: 20
5 4 0 . 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 106,600
Positions
24,785 66,759 604 10,153 1,844 992 39,955 17,595 3,636 8,198 1,531 2,227 16,050 11,412
Changes from: October 8, 2013 Total Change is: 3
3,146 -9,579 237 1,228 -397 632 -1,864 7,953 542 -613 -513 332 -3,638 796
Percent of Open Interest Represented by Each Category of Trader
23.3 62.6 0.6 9.5 1.7 0.9 37.5 16.5 3.4 7.7 1.4 2.1 15.1 10.7
Number of Traders in Each Category Total Traders: 98
21 9 5 6 4 . 25 19 12 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 902,016
Positions
31,656 211,348 27,818 297,217 119,046 47,510 105,706 146,364 184,027 48,511 43,469 28,315 131,257 94,120
Changes from: October 8, 2013 Total Change is: -5,516
-2,260 -4,038 3,385 -2,565 -3,137 -1,412 10,298 628 -4,493 -5,053 2,806 331 -3,747 414
Percent of Open Interest Represented by Each Category of Trader
3.5 23.4 3.1 33.0 13.2 5.3 11.7 16.2 20.4 5.4 4.8 3.1 14.6 10.4
Number of Traders in Each Category Total Traders: 601
34 33 33 108 62 71 114 103 110 74 73 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 222,568
Positions
9,021 62,397 5,104 66,480 25,553 1,925 11,659 15,575 46,359 15,088 9,028 8,972 57,959 47,653
Changes from: October 8, 2013 Total Change is: 145
1,596 3,321 583 -1,075 -1,429 83 478 -2,167 -486 440 1,730 -1,335 -138 -154
Percent of Open Interest Represented by Each Category of Trader
4.1 28.0 2.3 29.9 11.5 0.9 5.2 7.0 20.8 6.8 4.1 4.0 26.0 21.4
Number of Traders in Each Category Total Traders: 107
4 14 5 15 9 10 20 21 37 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 3,397,242
Positions
150,330 781,905 76,422 1,169,984 483,762 211,621 542,730 726,444 615,842 184,994 190,085 78,828 366,492 232,334
Changes from: October 8, 2013 Total Change is: -28,304
-9,626 -27,140 4,358 -6,858 -7,945 -8,068 41,545 6,418 -12,479 -16,864 15,981 -2,269 -18,042 2,841
Percent of Open Interest Represented by Each Category of Trader
4.4 23.0 2.2 34.4 14.2 6.2 16.0 21.4 18.1 5.4 5.6 2.3 10.8 6.8
Number of Traders in Each Category Total Traders: 574
37 30 31 103 59 66 110 100 103 68 67 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 108,435
Positions
2,579 51,809 72 57,616 40,847 2,922 30,202 6,192 704 2,158 2,618 0 12,181 3,270
Changes from: October 8, 2013 Total Change is: 1,172
-1,165 4,260 16 2,768 -1,926 -190 -1,312 183 -1,056 1,275 -248 0 836 133
Percent of Open Interest Represented by Each Category of Trader
2.4 47.8 0.1 53.1 37.7 2.7 27.9 5.7 0.6 2.0 2.4 0.0 11.2 3.0
Number of Traders in Each Category Total Traders: 92
. 16 . 33 12 13 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 76,675
Positions
1,720 58,477 566 34,418 4,488 708 28,533 5,136 1,313 2,216 1,815 821 6,380 3,351
Changes from: October 8, 2013 Total Change is: -1,360
-569 252 54 582 -203 -94 -828 -846 -56 -303 -456 43 -189 -53
Percent of Open Interest Represented by Each Category of Trader
2.2 76.3 0.7 44.9 5.9 0.9 37.2 6.7 1.7 2.9 2.4 1.1 8.3 4.4
Number of Traders in Each Category Total Traders: 208
14 23 7 31 16 8 63 26 9 18 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 383,376
Positions
8,601 292,385 2,828 172,091 22,440 3,542 142,663 25,679 6,567 11,079 9,074 4,103 31,902 16,757
Changes from: October 8, 2013 Total Change is: -6,798
-2,845 1,259 268 2,910 -1,015 -469 -4,140 -4,231 -279 -1,514 -2,281 215 -945 -266
Percent of Open Interest Represented by Each Category of Trader
2.2 76.3 0.7 44.9 5.9 0.9 37.2 6.7 1.7 2.9 2.4 1.1 8.3 4.4
Number of Traders in Each Category Total Traders: 208
14 23 7 31 16 8 63 26 9 18 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 331,957
Positions
64,027 97,881 15,016 133,395 90,175 19,615 58,795 79,901 8,384 7,620 6,829 530 24,574 13,624
Changes from: October 8, 2013 Total Change is: 3,301
4,256 7,508 -1,241 -1,254 -2,827 -157 -3,924 1,332 43 1,621 1,522 90 3,867 -2,970
Percent of Open Interest Represented by Each Category of Trader
19.3 29.5 4.5 40.2 27.2 5.9 17.7 24.1 2.5 2.3 2.1 0.2 7.4 4.1
Number of Traders in Each Category Total Traders: 255
19 17 6 55 34 22 48 52 18 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 65,224
Positions
2,934 42,973 2 28,038 668 381 18,062 13,069 0 5,374 2,179 0 10,433 5,952
Changes from: October 8, 2013 Total Change is: 3,477
-769 671 2 28 115 -115 4,752 -2 0 301 526 0 -722 2,280
Percent of Open Interest Represented by Each Category of Trader
4.5 65.9 0.0 43.0 1.0 0.6 27.7 20.0 0.0 8.2 3.3 0.0 16.0 9.1
Number of Traders in Each Category Total Traders: 68
4 8 . 18 . . 15 10 0 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 73,531
Positions
24,671 3,279 988 12,308 824 511 18,534 4,595 1,262 5,880 1,583 400 8,977 60,089
Changes from: October 8, 2013 Total Change is: 1,560
936 -585 342 425 -60 152 728 -1,203 -512 1,303 686 0 -1,814 2,740
Percent of Open Interest Represented by Each Category of Trader
33.6 4.5 1.3 16.7 1.1 0.7 25.2 6.2 1.7 8.0 2.2 0.5 12.2 81.7
Number of Traders in Each Category Total Traders: 91
21 8 . 12 . . 23 11 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 79,197
Positions
1,988 43,940 1,560 34,437 19,148 3,460 26,941 4,156 3,916 562 745 0 6,333 2,272
Changes from: October 8, 2013 Total Change is: -689
222 146 173 -2 -596 -14 -1,256 -346 -44 0 0 0 232 -8
Percent of Open Interest Represented by Each Category of Trader
2.5 55.5 2.0 43.5 24.2 4.4 34.0 5.2 4.9 0.7 0.9 0.0 8.0 2.9
Number of Traders in Each Category Total Traders: 83
4 13 . 30 15 12 13 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 268,725
Positions
16,673 140,961 4,607 111,064 20,357 32,701 51,239 52,770 1,195 35,763 8,241 549 14,934 7,344
Changes from: October 8, 2013 Total Change is: 21,784
1,109 3,586 -732 5,625 -690 -1,316 2,356 19,037 -1,706 15,018 1,637 46 1,384 1,922
Percent of Open Interest Represented by Each Category of Trader
6.2 52.5 1.7 41.3 7.6 12.2 19.1 19.6 0.4 13.3 3.1 0.2 5.6 2.7
Number of Traders in Each Category Total Traders: 177
17 22 6 53 18 23 29 17 9 17 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 727,073
Positions
8,250 95,835 21,079 270,948 102,335 118,961 77,034 74,014 59,533 13,861 52,655 14,554 142,853 188,107
Changes from: October 8, 2013 Total Change is: 222
-4,051 -1,768 -343 -11,382 9,867 17,047 -2,728 -19,443 -1,143 -2,813 -4,229 1,023 4,612 -790
Percent of Open Interest Represented by Each Category of Trader
1.1 13.2 2.9 37.3 14.1 16.4 10.6 10.2 8.2 1.9 7.2 2.0 19.6 25.9
Number of Traders in Each Category Total Traders: 159
5 18 15 33 36 39 21 30 40 6 10 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 411,705
Positions
7,073 121,929 546 238,308 19,050 54,535 13,943 131,819 1,678 18,852 11,616 0 76,769 70,531
Changes from: October 8, 2013 Total Change is: 6,258
-373 17,829 -220 7,789 -3,141 -277 16 -4,200 -188 1,176 0 0 -1,665 -3,545
Percent of Open Interest Represented by Each Category of Trader
1.7 29.6 0.1 57.9 4.6 13.2 3.4 32.0 0.4 4.6 2.8 0.0 18.6 17.1
Number of Traders in Each Category Total Traders: 83
. 14 6 35 6 17 . 15 8 4 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 975,081
Positions
109,885 99,940 28,402 308,295 286,021 66,428 232,570 227,241 58,560 42,480 73,403 29,432 99,030 105,654
Changes from: October 8, 2013 Total Change is: -507
10,462 -8,437 12,910 15,224 -9,720 3,239 -25,074 -5,198 1,067 -9,090 9,421 -2,282 -6,965 -1,509
Percent of Open Interest Represented by Each Category of Trader
11.3 10.2 2.9 31.6 29.3 6.8 23.9 23.3 6.0 4.4 7.5 3.0 10.2 10.8
Number of Traders in Each Category Total Traders: 225
12 27 13 32 32 29 41 37 33 17 27 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 32,853
Positions
3,028 18,017 2,788 2,327 0 200 18,624 5,937 5,316 0 25 537 33 33
Changes from: October 8, 2013 Total Change is: 4,328
-3,055 3,670 -127 327 -205 -300 8,609 2,284 -747 -73 0 -256 -50 9
Percent of Open Interest Represented by Each Category of Trader
9.2 54.8 8.5 7.1 0.0 0.6 56.7 18.1 16.2 0.0 0.1 1.6 0.1 0.1
Number of Traders in Each Category Total Traders: 40
7 9 8 . 0 . 13 8 7 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,620,882
Positions
114,030 173,163 250,186 671,117 719,089 338,296 528,746 163,506 308,217 62,884 126,872 77,745 269,661 463,808
Changes from: October 8, 2013 Total Change is: 92,867
3,807 38,223 -2,034 46,931 5,063 44,692 58,271 19,125 -13,526 -1,598 -409 -19,159 -24,516 20,892
Percent of Open Interest Represented by Each Category of Trader
4.4 6.6 9.5 25.6 27.4 12.9 20.2 6.2 11.8 2.4 4.8 3.0 10.3 17.7
Number of Traders in Each Category Total Traders: 323
18 41 46 24 79 65 55 54 83 19 33 24
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,016,515
Positions
159,558 145,091 106,949 621,478 494,723 177,515 452,145 376,078 179,406 73,325 196,649 25,015 221,125 315,089
Changes from: October 8, 2013 Total Change is: 40,143
-17,765 -12,257 -3,080 22,139 20,771 8,316 25,827 18,691 4,209 3,900 -8,090 -1,488 -1,915 13,070
Percent of Open Interest Represented by Each Category of Trader
7.9 7.2 5.3 30.8 24.5 8.8 22.4 18.6 8.9 3.6 9.8 1.2 11.0 15.6
Number of Traders in Each Category Total Traders: 242
14 32 29 31 44 35 36 48 48 9 28 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 306,438
Positions
91,592 76,057 97,583 812 0 2,043 27,141 21,034 38,467 252 12,008 17,968 30,580 41,278
Changes from: October 8, 2013 Total Change is: 16
6,316 3,258 3,233 -9 0 0 -4,958 -5,141 -2,455 -595 293 2,267 -3,783 -1,439
Percent of Open Interest Represented by Each Category of Trader
29.9 24.8 31.8 0.3 0.0 0.7 8.9 6.9 12.6 0.1 3.9 5.9 10.0 13.5
Number of Traders in Each Category Total Traders: 64
15 19 27 . 0 . 11 7 15 . 7 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,775,021
Positions
1,157,053 2,707,044 3,153,090 1,910,287 600,864 211,113 964,587 463,490 5,696,962 345,971 387,873 1,447,036 888,920 1,107,548
Changes from: October 8, 2013 Total Change is: -797,304
-59,805 72,019 -196,981 34,638 -13,019 7,807 7,025 3,919 -459,456 -12,136 -50,499 -115,416 -2,980 -45,677
Percent of Open Interest Represented by Each Category of Trader
7.3 17.2 20.0 12.1 3.8 1.3 6.1 2.9 36.1 2.2 2.5 9.2 5.6 7.0
Number of Traders in Each Category Total Traders: 285
24 63 85 9 18 22 60 55 101 21 25 31
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 41,578
Positions
30,433 2,301 0 40 6,808 9,058 1,982 15,042 0 0 8,284 0 65 85
Changes from: October 8, 2013 Total Change is: 1,026
587 1,320 0 40 -288 2 385 -428 0 0 409 0 12 11
Percent of Open Interest Represented by Each Category of Trader
73.2 5.5 0.0 0.1 16.4 21.8 4.8 36.2 0.0 0.0 19.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 40
4 5 0 . 9 . . 11 0 0 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 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 17,584
Positions
16,484 327 500 40 4,896 26 527 2,172 0 0 9,607 0 7 56
Changes from: October 8, 2013 Total Change is: 563
335 327 0 40 128 0 202 -122 0 0 254 0 -14 -24
Percent of Open Interest Represented by Each Category of Trader
93.7 1.9 2.8 0.2 27.8 0.1 3.0 12.4 0.0 0.0 54.6 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 33
8 . . . 8 . 4 6 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,060
Positions
10,481 9,624 1,251 5,203 5,166 268 16,792 28,304 1,479 8,152 1,964 25 7,410 2,978
Changes from: October 8, 2013 Total Change is: -8,965
33 29 154 292 -428 -4 -8,526 -7,881 -338 -420 -320 3 -159 -180
Percent of Open Interest Represented by Each Category of Trader
20.5 18.8 2.5 10.2 10.1 0.5 32.9 55.4 2.9 16.0 3.8 0.0 14.5 5.8
Number of Traders in Each Category Total Traders: 140
6 . . 8 6 . 24 30 11 53 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 362,200
Positions
111,381 29,525 45,270 33,935 15,096 13,596 22,858 118,916 55,852 7,426 9,287 50,031 21,851 24,627
Changes from: October 8, 2013 Total Change is: -14,288
4,967 5,901 -271 -4,620 1,481 -2,437 -11,616 -22,194 -4,740 -3,303 781 10,917 -3,185 -3,726
Percent of Open Interest Represented by Each Category of Trader
30.8 8.2 12.5 9.4 4.2 3.8 6.3 32.8 15.4 2.1 2.6 13.8 6.0 6.8
Number of Traders in Each Category Total Traders: 158
16 16 26 5 12 10 30 45 51 13 13 17
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Traders in Financial Futures - Options and Futures Combined Positions as of October 15, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,869
Positions
965 1,405 0 1,681 0 50 3,339 4,395 782 0 106 0 52 131
Changes from: October 8, 2013 Total Change is: 22
-34 0 0 -49 0 -32 135 -56 0 0 0 0 2 110
Percent of Open Interest Represented by Each Category of Trader
14.0 20.5 0.0 24.5 0.0 0.7 48.6 64.0 11.4 0.0 1.5 0.0 0.8 1.9
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 8 . . 0 . 0
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Updated October 30, 2013