Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 119,682
Positions
40,653 28,202 2,382 14,653 16,558 541 18,428 27,873 6,139 8,064 8,650 1,761 27,060 27,575
Changes from: October 15, 2013 Total Change is: -2,778
-4,177 4,603 -111 -669 -265 32 -459 -6,931 -233 348 2,027 112 2,380 -2,010
Percent of Open Interest Represented by Each Category of Trader
34.0 23.6 2.0 12.2 13.8 0.5 15.4 23.3 5.1 6.7 7.2 1.5 22.6 23.0
Number of Traders in Each Category Total Traders: 77
5 10 6 5 5 . 19 17 14 10 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 54,619
Positions
8,965 25,089 1,219 0 1,768 0 21,023 10,755 1,049 511 6,026 0 21,853 8,713
Changes from: October 15, 2013 Total Change is: 2,686
1,635 1,319 282 0 -81 0 226 125 187 -486 795 0 842 58
Percent of Open Interest Represented by Each Category of Trader
16.4 45.9 2.2 0.0 3.2 0.0 38.5 19.7 1.9 0.9 11.0 0.0 40.0 16.0
Number of Traders in Each Category Total Traders: 47
6 10 . 0 . 0 18 6 7 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 204,594
Positions
12,789 80,265 7,550 22,056 27,946 1,817 99,900 27,760 16,568 1,650 11,484 2,022 40,242 29,182
Changes from: October 15, 2013 Total Change is: 2,197
3,062 -126 1,499 38 697 318 -7,251 -3,063 2,403 0 40 167 1,961 261
Percent of Open Interest Represented by Each Category of Trader
6.3 39.2 3.7 10.8 13.7 0.9 48.8 13.6 8.1 0.8 5.6 1.0 19.7 14.3
Number of Traders in Each Category Total Traders: 117
5 13 7 8 16 8 34 24 24 . 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 178,413
Positions
78,624 9,988 5,970 26,229 13,435 826 21,301 69,194 16,264 8,944 14,689 2,254 18,001 45,792
Changes from: October 15, 2013 Total Change is: -6,779
4,139 -8,268 802 -812 283 104 -12,080 2,898 661 334 -1,961 -143 215 -1,156
Percent of Open Interest Represented by Each Category of Trader
44.1 5.6 3.3 14.7 7.5 0.5 11.9 38.8 9.1 5.0 8.2 1.3 10.1 25.7
Number of Traders in Each Category Total Traders: 129
9 11 7 10 14 6 23 36 25 5 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 372,098
Positions
37,335 103,167 17,718 38,669 48,749 7,116 121,028 39,731 62,783 20,997 19,441 8,825 57,629 64,569
Changes from: October 15, 2013 Total Change is: 44,571
13,105 20,458 218 640 -6,284 1,861 8,182 7,609 11,110 -116 753 1,165 8,405 7,682
Percent of Open Interest Represented by Each Category of Trader
10.0 27.7 4.8 10.4 13.1 1.9 32.5 10.7 16.9 5.6 5.2 2.4 15.5 17.4
Number of Traders in Each Category Total Traders: 217
15 24 15 15 23 17 53 35 36 20 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 147,969
Positions
56,028 6,025 10,920 530 36,512 1,911 28,208 40,242 8,716 12,417 10,193 3,164 26,075 30,285
Changes from: October 15, 2013 Total Change is: 6,007
-8,584 -561 3,495 527 -284 506 5,038 1,821 664 1,469 -1,838 411 2,480 1,793
Percent of Open Interest Represented by Each Category of Trader
37.9 4.1 7.4 0.4 24.7 1.3 19.1 27.2 5.9 8.4 6.9 2.1 17.6 20.5
Number of Traders in Each Category Total Traders: 92
12 7 7 . 9 5 29 21 17 . 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 41,471
Positions
13,732 22,289 13,234 13 0 155 6,686 100 3,183 1,651 0 2,184 633 326
Changes from: October 15, 2013 Total Change is: 351
0 880 0 13 -316 32 347 -173 0 0 0 0 -41 -72
Percent of Open Interest Represented by Each Category of Trader
33.1 53.7 31.9 0.0 0.0 0.4 16.1 0.2 7.7 4.0 0.0 5.3 1.5 0.8
Number of Traders in Each Category Total Traders: 22
4 11 9 . 0 . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 115,355
Positions
40,358 49,895 86 38,233 580 160 19,332 53,990 1,533 8,985 6,494 0 6,668 2,617
Changes from: October 15, 2013 Total Change is: 9,021
1,871 1,419 86 -1,350 -1 1 7,244 5,513 443 7 1,737 0 719 -177
Percent of Open Interest Represented by Each Category of Trader
35.0 43.3 0.1 33.1 0.5 0.1 16.8 46.8 1.3 7.8 5.6 0.0 5.8 2.3
Number of Traders in Each Category Total Traders: 87
5 10 . 4 . . 28 22 5 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 27,336
Positions
1,473 16,428 1 1,057 207 0 19,713 8,449 5 739 481 0 4,348 1,765
Changes from: October 15, 2013 Total Change is: 2,728
28 1,116 1 454 0 0 1,768 1,451 -10 36 169 0 451 1
Percent of Open Interest Represented by Each Category of Trader
5.4 60.1 0.0 3.9 0.8 0.0 72.1 30.9 0.0 2.7 1.8 0.0 15.9 6.5
Number of Traders in Each Category Total Traders: 62
. 9 . 4 . 0 26 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 66,928
Positions
14,787 39,284 4,406 6,561 2,373 641 17,910 4,708 6,426 5,370 1,123 1,271 9,556 6,696
Changes from: October 15, 2013 Total Change is: 2,057
179 2,917 662 184 1,451 145 1,980 -2,925 -929 53 216 -23 -193 544
Percent of Open Interest Represented by Each Category of Trader
22.1 58.7 6.6 9.8 3.5 1.0 26.8 7.0 9.6 8.0 1.7 1.9 14.3 10.0
Number of Traders in Each Category Total Traders: 103
22 11 6 7 4 . 22 18 11 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 12,608
Positions
6,859 7,079 0 1,300 0 0 1,472 4,718 1 1,399 322 0 1,576 488
Changes from: October 15, 2013 Total Change is: 1,037
1,200 649 0 0 0 0 -14 348 -1 0 0 0 -148 41
Percent of Open Interest Represented by Each Category of Trader
54.4 56.1 0.0 10.3 0.0 0.0 11.7 37.4 0.0 11.1 2.6 0.0 12.5 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 22, 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 108,640
Positions
24,056 72,608 614 10,521 4,746 1,282 44,615 11,721 1,108 8,652 2,312 1,833 15,959 12,417
Changes from: October 15, 2013 Total Change is: 2,040
-729 5,849 10 368 2,902 290 4,661 -5,874 -2,528 454 781 -395 -90 1,005
Percent of Open Interest Represented by Each Category of Trader
22.1 66.8 0.6 9.7 4.4 1.2 41.1 10.8 1.0 8.0 2.1 1.7 14.7 11.4
Number of Traders in Each Category Total Traders: 97
20 11 5 6 4 . 21 20 9 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 908,867
Positions
33,567 212,240 32,010 306,939 115,709 46,608 117,521 153,615 177,094 46,425 45,225 26,808 121,895 99,559
Changes from: October 15, 2013 Total Change is: 6,851
1,911 892 4,192 9,722 -3,337 -902 11,815 7,250 -6,933 -2,086 1,756 -1,507 -9,362 5,439
Percent of Open Interest Represented by Each Category of Trader
3.7 23.4 3.5 33.8 12.7 5.1 12.9 16.9 19.5 5.1 5.0 2.9 13.4 11.0
Number of Traders in Each Category Total Traders: 580
33 40 34 105 60 71 96 117 99 62 67 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 229,655
Positions
10,699 65,869 6,019 67,110 24,635 2,189 14,379 23,351 46,881 15,186 7,833 7,874 59,320 45,005
Changes from: October 15, 2013 Total Change is: 7,088
1,678 3,472 915 630 -918 263 2,719 7,776 522 98 -1,196 -1,099 1,361 -2,648
Percent of Open Interest Represented by Each Category of Trader
4.7 28.7 2.6 29.2 10.7 1.0 6.3 10.2 20.4 6.6 3.4 3.4 25.8 19.6
Number of Traders in Each Category Total Traders: 97
5 15 5 15 9 10 20 16 33 10 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 3,396,060
Positions
164,022 781,533 80,276 1,219,940 476,160 201,304 624,441 760,047 542,339 176,045 206,815 74,819 312,876 272,770
Changes from: October 15, 2013 Total Change is: -1,182
13,692 -372 3,854 49,956 -7,602 -10,317 81,711 33,603 -73,503 -8,949 16,730 -4,009 -53,616 40,436
Percent of Open Interest Represented by Each Category of Trader
4.8 23.0 2.4 35.9 14.0 5.9 18.4 22.4 16.0 5.2 6.1 2.2 9.2 8.0
Number of Traders in Each Category Total Traders: 558
36 37 30 99 59 63 93 114 95 55 65 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,636
Positions
2,825 54,588 87 57,650 38,026 2,699 30,765 5,576 698 941 2,616 0 11,971 3,345
Changes from: October 15, 2013 Total Change is: -798
246 2,779 15 34 -2,821 -223 563 -616 -6 -1,217 -2 0 -211 75
Percent of Open Interest Represented by Each Category of Trader
2.6 50.7 0.1 53.6 35.3 2.5 28.6 5.2 0.6 0.9 2.4 0.0 11.1 3.1
Number of Traders in Each Category Total Traders: 90
4 15 . 34 11 13 15 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 76,769
Positions
1,667 56,022 759 35,911 4,387 728 26,586 5,256 1,774 2,232 2,021 1,172 5,939 4,650
Changes from: October 15, 2013 Total Change is: 93
-53 -2,455 194 1,493 -101 20 -1,947 120 460 16 206 351 -441 1,298
Percent of Open Interest Represented by Each Category of Trader
2.2 73.0 1.0 46.8 5.7 0.9 34.6 6.8 2.3 2.9 2.6 1.5 7.7 6.1
Number of Traders in Each Category Total Traders: 216
17 22 8 34 16 7 65 26 15 17 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 383,843
Positions
8,336 280,112 3,797 179,557 21,934 3,640 132,931 26,281 8,868 11,160 10,104 5,859 29,695 23,248
Changes from: October 15, 2013 Total Change is: 467
-265 -12,273 969 7,466 -506 98 -9,733 602 2,301 81 1,030 1,756 -2,207 6,491
Percent of Open Interest Represented by Each Category of Trader
2.2 73.0 1.0 46.8 5.7 0.9 34.6 6.8 2.3 2.9 2.6 1.5 7.7 6.1
Number of Traders in Each Category Total Traders: 216
17 22 8 34 16 7 65 26 15 17 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 338,083
Positions
64,815 100,249 15,331 144,046 89,004 19,456 61,268 84,955 7,958 6,044 8,006 534 18,630 12,590
Changes from: October 15, 2013 Total Change is: 6,126
788 2,367 315 10,651 -1,171 -159 2,474 5,054 -426 -1,576 1,177 4 -5,944 -1,034
Percent of Open Interest Represented by Each Category of Trader
19.2 29.7 4.5 42.6 26.3 5.8 18.1 25.1 2.4 1.8 2.4 0.2 5.5 3.7
Number of Traders in Each Category Total Traders: 262
19 17 4 55 35 23 56 51 18 14 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 66,746
Positions
3,230 43,943 0 27,707 668 381 19,616 14,396 0 6,162 1,459 0 9,650 5,899
Changes from: October 15, 2013 Total Change is: 1,522
296 970 -2 -331 0 0 1,554 1,327 0 788 -720 0 -783 -53
Percent of Open Interest Represented by Each Category of Trader
4.8 65.8 0.0 41.5 1.0 0.6 29.4 21.6 0.0 9.2 2.2 0.0 14.5 8.8
Number of Traders in Each Category Total Traders: 77
6 9 0 19 . . 19 12 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 78,890
Positions
25,553 3,123 933 12,959 759 508 21,839 7,106 653 6,253 1,526 400 9,792 63,882
Changes from: October 15, 2013 Total Change is: 5,359
882 -156 -55 651 -65 -3 3,305 2,511 -609 373 -57 0 815 3,793
Percent of Open Interest Represented by Each Category of Trader
32.4 4.0 1.2 16.4 1.0 0.6 27.7 9.0 0.8 7.9 1.9 0.5 12.4 81.0
Number of Traders in Each Category Total Traders: 94
22 7 4 12 . . 28 11 5 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 80,441
Positions
1,901 44,455 1,608 35,619 19,584 3,306 27,115 4,119 3,901 808 1,151 0 6,183 2,317
Changes from: October 15, 2013 Total Change is: 1,244
-87 515 48 1,182 436 -154 174 -37 -15 246 406 0 -150 45
Percent of Open Interest Represented by Each Category of Trader
2.4 55.3 2.0 44.3 24.3 4.1 33.7 5.1 4.8 1.0 1.4 0.0 7.7 2.9
Number of Traders in Each Category Total Traders: 88
4 14 . 32 15 12 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 267,747
Positions
11,586 142,179 4,356 112,109 20,793 34,862 51,736 50,793 1,186 37,660 8,434 567 13,685 4,577
Changes from: October 15, 2013 Total Change is: -978
-5,087 1,218 -251 1,045 436 2,161 497 -1,977 -9 1,897 193 18 -1,249 -2,767
Percent of Open Interest Represented by Each Category of Trader
4.3 53.1 1.6 41.9 7.8 13.0 19.3 19.0 0.4 14.1 3.1 0.2 5.1 1.7
Number of Traders in Each Category Total Traders: 181
16 22 6 55 19 22 30 15 9 19 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 753,514
Positions
8,515 93,605 20,468 266,300 116,211 124,066 80,467 86,063 61,581 14,190 47,948 16,524 161,402 187,047
Changes from: October 15, 2013 Total Change is: 26,442
265 -2,230 -611 -4,648 13,876 5,106 3,433 12,049 2,048 329 -4,707 1,970 18,549 -1,060
Percent of Open Interest Represented by Each Category of Trader
1.1 12.4 2.7 35.3 15.4 16.5 10.7 11.4 8.2 1.9 6.4 2.2 21.4 24.8
Number of Traders in Each Category Total Traders: 168
5 19 15 34 37 38 34 21 44 5 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 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 413,164
Positions
8,610 106,958 1,082 232,308 20,156 52,432 16,016 136,718 2,442 17,299 11,213 0 82,975 82,163
Changes from: October 15, 2013 Total Change is: 1,459
1,536 -14,971 536 -6,000 1,106 -2,103 2,073 4,899 763 -1,553 -403 0 6,207 11,632
Percent of Open Interest Represented by Each Category of Trader
2.1 25.9 0.3 56.2 4.9 12.7 3.9 33.1 0.6 4.2 2.7 0.0 20.1 19.9
Number of Traders in Each Category Total Traders: 80
. 13 6 33 6 17 . 15 7 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 983,307
Positions
102,281 92,851 33,705 289,461 293,638 59,838 262,619 238,722 64,766 31,280 66,091 29,693 109,665 104,005
Changes from: October 15, 2013 Total Change is: 8,226
-7,604 -7,089 5,303 -18,834 7,616 -6,590 30,049 11,480 6,206 -11,200 -7,312 261 10,635 -1,649
Percent of Open Interest Represented by Each Category of Trader
10.4 9.4 3.4 29.4 29.9 6.1 26.7 24.3 6.6 3.2 6.7 3.0 11.2 10.6
Number of Traders in Each Category Total Traders: 219
17 20 12 35 33 31 43 34 34 14 23 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 34,870
Positions
7,646 15,776 2,865 1,900 0 200 15,096 8,703 5,814 0 120 1,286 63 106
Changes from: October 15, 2013 Total Change is: 2,017
4,618 -2,241 77 -427 0 0 -3,528 2,766 498 0 95 749 30 73
Percent of Open Interest Represented by Each Category of Trader
21.9 45.2 8.2 5.4 0.0 0.6 43.3 25.0 16.7 0.0 0.3 3.7 0.2 0.3
Number of Traders in Each Category Total Traders: 39
6 10 7 . 0 . 9 11 9 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,816,919
Positions
117,516 153,127 331,159 670,712 740,006 359,919 511,666 160,394 360,236 61,768 179,796 83,312 320,631 448,971
Changes from: October 15, 2013 Total Change is: 196,037
3,486 -20,037 80,974 -405 20,917 21,623 -17,081 -3,112 52,019 -1,116 52,924 5,566 50,970 -14,837
Percent of Open Interest Represented by Each Category of Trader
4.2 5.4 11.8 23.8 26.3 12.8 18.2 5.7 12.8 2.2 6.4 3.0 11.4 15.9
Number of Traders in Each Category Total Traders: 338
25 36 50 28 71 62 57 59 93 21 41 25
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,058,951
Positions
145,435 143,647 124,287 588,207 491,108 193,992 432,461 351,169 232,317 73,654 183,210 35,382 233,215 303,838
Changes from: October 15, 2013 Total Change is: 42,435
-14,123 -1,444 17,338 -33,271 -3,616 16,478 -19,684 -24,909 52,911 329 -13,439 10,367 12,090 -11,251
Percent of Open Interest Represented by Each Category of Trader
7.1 7.0 6.0 28.6 23.9 9.4 21.0 17.1 11.3 3.6 8.9 1.7 11.3 14.8
Number of Traders in Each Category Total Traders: 245
18 30 28 27 47 37 40 45 51 11 27 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 304,848
Positions
100,994 79,859 90,693 729 0 2,043 25,485 22,684 44,241 0 13,023 15,928 24,735 36,376
Changes from: October 15, 2013 Total Change is: -1,590
9,402 3,802 -6,890 -83 0 0 -1,656 1,650 5,774 -252 1,015 -2,040 -5,845 -4,902
Percent of Open Interest Represented by Each Category of Trader
33.1 26.2 29.8 0.2 0.0 0.7 8.4 7.4 14.5 0.0 4.3 5.2 8.1 11.9
Number of Traders in Each Category Total Traders: 65
15 19 25 . 0 . 9 11 17 0 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,882,835
Positions
1,246,355 2,803,704 3,138,164 1,954,093 667,559 206,754 877,497 442,537 5,763,155 366,098 374,013 1,396,100 934,619 1,090,849
Changes from: October 15, 2013 Total Change is: 107,815
89,302 96,660 -14,926 43,806 66,695 -4,360 -87,091 -20,953 66,193 20,127 -13,859 -50,935 45,698 -16,700
Percent of Open Interest Represented by Each Category of Trader
7.8 17.7 19.8 12.3 4.2 1.3 5.5 2.8 36.3 2.3 2.4 8.8 5.9 6.9
Number of Traders in Each Category Total Traders: 287
26 62 85 8 20 24 58 59 101 23 22 33
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 40,091
Positions
29,854 709 0 150 6,513 9,036 1,010 15,136 0 0 8,595 0 41 102
Changes from: October 15, 2013 Total Change is: -1,487
-579 -1,592 0 110 -295 -22 -972 94 0 0 311 0 -24 17
Percent of Open Interest Represented by Each Category of Trader
74.5 1.8 0.0 0.4 16.2 22.5 2.5 37.8 0.0 0.0 21.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
8 4 0 . 8 . . 10 0 0 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,406
Positions
18,553 37 583 0 5,663 26 212 2,877 0 0 10,168 0 32 52
Changes from: October 15, 2013 Total Change is: 1,822
2,069 -290 83 -40 767 0 -315 705 0 0 561 0 25 -4
Percent of Open Interest Represented by Each Category of Trader
95.6 0.2 3.0 0.0 29.2 0.1 1.1 14.8 0.0 0.0 52.4 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 31
8 . . 0 8 . . 7 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,134
Positions
10,288 9,624 1,331 4,610 5,819 274 21,185 30,961 1,433 9,178 2,631 13 6,820 3,047
Changes from: October 15, 2013 Total Change is: 4,074
-192 0 80 -592 653 6 4,393 2,657 -46 1,027 667 -12 -589 69
Percent of Open Interest Represented by Each Category of Trader
18.7 17.5 2.4 8.4 10.6 0.5 38.4 56.2 2.6 16.6 4.8 0.0 12.4 5.5
Number of Traders in Each Category Total Traders: 148
6 . . 7 6 . 27 35 12 50 15 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 350,915
Positions
93,665 35,309 38,669 42,327 17,356 17,196 41,081 107,699 48,840 2,231 13,184 47,021 19,885 25,641
Changes from: October 15, 2013 Total Change is: -11,285
-17,716 5,784 -6,601 8,392 2,260 3,600 18,223 -11,217 -7,012 -5,195 3,897 -3,010 -1,966 1,014
Percent of Open Interest Represented by Each Category of Trader
26.7 10.1 11.0 12.1 4.9 4.9 11.7 30.7 13.9 0.6 3.8 13.4 5.7 7.3
Number of Traders in Each Category Total Traders: 173
21 11 24 10 12 10 33 45 50 10 22 16
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Traders in Financial Futures - Options and Futures Combined Positions as of October 22, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 6,767
Positions
1,165 1,405 0 1,958 0 32 2,781 4,307 782 0 106 0 49 135
Changes from: October 15, 2013 Total Change is: -102
200 0 0 277 0 -18 -558 -88 0 0 0 0 -3 4
Percent of Open Interest Represented by Each Category of Trader
17.2 20.8 0.0 28.9 0.0 0.5 41.1 63.6 11.6 0.0 1.6 0.0 0.7 2.0
Number of Traders in Each Category Total Traders: 23
. . 0 8 0 . 7 4 . 0 . 0
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Updated November 1, 2013