Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 129,922
Positions
45,406 22,884 4,026 14,219 16,559 739 18,294 37,229 8,381 9,867 6,479 1,982 27,008 31,642
Changes from: October 22, 2013 Total Change is: 10,241
4,753 -5,318 1,644 -434 1 198 -135 9,356 2,242 1,804 -2,171 221 -51 4,067
Percent of Open Interest Represented by Each Category of Trader
34.9 17.6 3.1 10.9 12.7 0.6 14.1 28.7 6.5 7.6 5.0 1.5 20.8 24.4
Number of Traders in Each Category Total Traders: 88
8 8 7 6 4 . 18 27 16 11 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 57,405
Positions
9,326 27,961 1,269 0 1,768 0 21,677 10,824 1,346 511 5,644 0 23,276 8,593
Changes from: October 22, 2013 Total Change is: 2,786
361 2,872 51 0 0 0 655 68 296 0 -382 0 1,423 -119
Percent of Open Interest Represented by Each Category of Trader
16.2 48.7 2.2 0.0 3.1 0.0 37.8 18.9 2.3 0.9 9.8 0.0 40.5 15.0
Number of Traders in Each Category Total Traders: 49
6 10 4 0 . 0 21 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 200,641
Positions
14,609 75,362 7,521 22,941 28,295 1,145 93,465 30,655 17,410 3,176 11,115 2,130 38,244 27,008
Changes from: October 22, 2013 Total Change is: -3,954
1,819 -4,903 -28 885 349 -672 -6,435 2,894 842 1,526 -369 108 -1,998 -2,174
Percent of Open Interest Represented by Each Category of Trader
7.3 37.6 3.7 11.4 14.1 0.6 46.6 15.3 8.7 1.6 5.5 1.1 19.1 13.5
Number of Traders in Each Category Total Traders: 122
6 13 9 9 15 8 33 28 23 4 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 179,614
Positions
73,509 10,054 7,201 23,693 12,574 2,938 25,814 65,937 16,927 9,317 13,855 2,420 17,795 47,708
Changes from: October 22, 2013 Total Change is: 1,201
-5,115 66 1,231 -2,536 -861 2,112 4,513 -3,257 663 373 -834 166 -205 1,916
Percent of Open Interest Represented by Each Category of Trader
40.9 5.6 4.0 13.2 7.0 1.6 14.4 36.7 9.4 5.2 7.7 1.3 9.9 26.6
Number of Traders in Each Category Total Traders: 137
9 10 6 10 12 6 28 40 27 6 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 381,272
Positions
38,027 108,054 18,918 38,803 50,638 7,228 119,109 35,759 68,548 23,037 18,536 9,131 58,470 64,459
Changes from: October 22, 2013 Total Change is: 9,173
691 4,887 1,201 134 1,888 113 -1,919 -3,972 5,766 2,040 -905 306 841 -110
Percent of Open Interest Represented by Each Category of Trader
10.0 28.3 5.0 10.2 13.3 1.9 31.2 9.4 18.0 6.0 4.9 2.4 15.3 16.9
Number of Traders in Each Category Total Traders: 214
13 25 16 16 21 17 47 35 37 24 33 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 150,099
Positions
56,696 9,830 9,867 632 36,392 1,299 28,219 44,211 8,979 12,204 9,503 2,941 29,263 27,078
Changes from: October 22, 2013 Total Change is: 2,130
668 3,805 -1,053 102 -120 -613 11 3,969 263 -213 -690 -223 3,188 -3,207
Percent of Open Interest Represented by Each Category of Trader
37.8 6.5 6.6 0.4 24.2 0.9 18.8 29.5 6.0 8.1 6.3 2.0 19.5 18.0
Number of Traders in Each Category Total Traders: 96
11 10 9 . 8 4 27 26 17 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,185
Positions
13,797 22,622 13,234 282 0 0 7,185 377 3,183 1,651 0 2,184 669 585
Changes from: October 22, 2013 Total Change is: 714
65 333 0 269 0 -155 499 277 0 0 0 0 36 259
Percent of Open Interest Represented by Each Category of Trader
32.7 53.6 31.4 0.7 0.0 0.0 17.0 0.9 7.5 3.9 0.0 5.2 1.6 1.4
Number of Traders in Each Category Total Traders: 24
5 11 9 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 114,526
Positions
39,254 49,269 5 38,755 492 68 19,825 54,697 1,604 8,657 6,486 0 6,358 1,905
Changes from: October 22, 2013 Total Change is: -829
-1,104 -626 -81 522 -88 -92 493 707 71 -328 -8 0 -310 -712
Percent of Open Interest Represented by Each Category of Trader
34.3 43.0 0.0 33.8 0.4 0.1 17.3 47.8 1.4 7.6 5.7 0.0 5.6 1.7
Number of Traders in Each Category Total Traders: 91
4 9 . 6 . . 33 22 7 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 23,564
Positions
1,477 13,877 3 984 207 0 16,168 7,233 3 1,037 312 0 3,892 1,929
Changes from: October 22, 2013 Total Change is: -3,772
4 -2,551 2 -73 0 0 -3,545 -1,216 -2 298 -169 0 -456 164
Percent of Open Interest Represented by Each Category of Trader
6.3 58.9 0.0 4.2 0.9 0.0 68.6 30.7 0.0 4.4 1.3 0.0 16.5 8.2
Number of Traders in Each Category Total Traders: 60
. 9 . 4 . 0 25 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 73,488
Positions
14,993 40,604 4,310 6,837 4,090 474 23,620 5,310 6,917 5,101 2,064 1,387 9,851 8,333
Changes from: October 22, 2013 Total Change is: 6,560
205 1,320 -96 276 1,717 -168 5,710 602 491 -269 941 116 295 1,637
Percent of Open Interest Represented by Each Category of Trader
20.4 55.3 5.9 9.3 5.6 0.6 32.1 7.2 9.4 6.9 2.8 1.9 13.4 11.3
Number of Traders in Each Category Total Traders: 115
21 13 6 8 . . 30 21 12 9 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 12,843
Positions
7,109 7,079 0 1,300 0 0 1,456 4,968 1 1,399 307 0 1,578 488
Changes from: October 22, 2013 Total Change is: 235
250 0 0 0 0 0 -17 250 -0 0 -15 0 2 0
Percent of Open Interest Represented by Each Category of Trader
55.4 55.1 0.0 10.1 0.0 0.0 11.3 38.7 0.0 10.9 2.4 0.0 12.3 3.8
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 29, 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 121,291
Positions
23,658 74,941 729 11,073 8,179 947 56,535 12,892 1,624 8,241 4,352 1,937 16,546 15,691
Changes from: October 22, 2013 Total Change is: 12,651
-398 2,333 115 552 3,433 -335 11,920 1,171 515 -411 2,040 104 587 3,274
Percent of Open Interest Represented by Each Category of Trader
19.5 61.8 0.6 9.1 6.7 0.8 46.6 10.6 1.3 6.8 3.6 1.6 13.6 12.9
Number of Traders in Each Category Total Traders: 109
19 13 5 7 . . 29 22 10 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 945,862
Positions
31,460 213,727 37,452 316,870 111,642 46,629 117,941 154,361 201,209 41,798 49,128 32,665 119,839 99,049
Changes from: October 22, 2013 Total Change is: 36,995
-2,107 1,487 5,441 9,931 -4,067 21 420 747 24,115 -4,627 3,903 5,857 -2,056 -510
Percent of Open Interest Represented by Each Category of Trader
3.3 22.6 4.0 33.5 11.8 4.9 12.5 16.3 21.3 4.4 5.2 3.5 12.7 10.5
Number of Traders in Each Category Total Traders: 582
32 38 33 108 59 69 96 115 106 64 70 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 243,945
Positions
16,496 69,844 6,558 66,847 25,947 2,869 17,479 24,991 54,551 13,778 7,188 8,687 56,679 43,310
Changes from: October 22, 2013 Total Change is: 14,290
5,798 3,974 539 -263 1,311 680 3,101 1,641 7,670 -1,408 -645 814 -2,641 -1,695
Percent of Open Interest Represented by Each Category of Trader
6.8 28.6 2.7 27.4 10.6 1.2 7.2 10.2 22.4 5.6 2.9 3.6 23.2 17.8
Number of Traders in Each Category Total Traders: 102
6 15 5 15 10 11 19 19 35 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 3,509,585
Positions
138,391 782,988 90,896 1,265,987 444,350 202,928 628,353 772,895 607,242 175,436 245,042 84,553 315,800 278,692
Changes from: October 22, 2013 Total Change is: 113,525
-25,631 1,455 10,620 46,047 -31,809 1,624 3,913 12,848 64,903 -610 38,228 9,735 2,924 5,922
Percent of Open Interest Represented by Each Category of Trader
3.9 22.3 2.6 36.1 12.7 5.8 17.9 22.0 17.3 5.0 7.0 2.4 9.0 7.9
Number of Traders in Each Category Total Traders: 559
34 35 30 103 57 63 94 112 100 59 65 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 111,311
Positions
2,477 57,881 76 60,943 37,725 2,535 31,104 6,294 693 1,255 2,616 0 12,228 3,491
Changes from: October 22, 2013 Total Change is: 3,674
-348 3,293 -11 3,293 -301 -164 339 718 -6 314 0 0 257 145
Percent of Open Interest Represented by Each Category of Trader
2.2 52.0 0.1 54.8 33.9 2.3 27.9 5.7 0.6 1.1 2.4 0.0 11.0 3.1
Number of Traders in Each Category Total Traders: 94
. 16 . 40 10 15 13 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 82,593
Positions
2,369 60,667 820 38,981 4,295 532 28,313 5,918 1,945 2,101 2,338 1,417 6,116 4,662
Changes from: October 22, 2013 Total Change is: 5,824
702 4,645 61 3,070 -92 -196 1,726 662 171 -131 318 245 177 12
Percent of Open Interest Represented by Each Category of Trader
2.9 73.5 1.0 47.2 5.2 0.6 34.3 7.2 2.4 2.5 2.8 1.7 7.4 5.6
Number of Traders in Each Category Total Traders: 213
16 21 8 36 14 8 65 25 14 15 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 412,965
Positions
11,845 303,336 4,100 194,906 21,474 2,658 141,563 29,590 9,724 10,505 11,692 7,083 30,581 23,309
Changes from: October 22, 2013 Total Change is: 29,121
3,509 23,224 303 15,349 -460 -982 8,632 3,309 856 -655 1,588 1,224 886 61
Percent of Open Interest Represented by Each Category of Trader
2.9 73.5 1.0 47.2 5.2 0.6 34.3 7.2 2.4 2.5 2.8 1.7 7.4 5.6
Number of Traders in Each Category Total Traders: 213
16 21 8 36 14 8 65 25 14 15 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 345,951
Positions
62,625 109,039 14,339 145,564 89,126 19,100 67,977 85,010 7,900 6,479 6,540 494 21,474 14,405
Changes from: October 22, 2013 Total Change is: 7,868
-2,190 8,790 -992 1,518 122 -356 6,708 55 -58 435 -1,467 -40 2,844 1,815
Percent of Open Interest Represented by Each Category of Trader
18.1 31.5 4.1 42.1 25.8 5.5 19.6 24.6 2.3 1.9 1.9 0.1 6.2 4.2
Number of Traders in Each Category Total Traders: 264
19 17 5 55 35 24 55 54 16 15 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 67,000
Positions
3,300 44,096 0 27,473 538 511 18,214 12,720 0 6,808 2,439 0 10,694 6,696
Changes from: October 22, 2013 Total Change is: 254
70 153 0 -234 -130 130 -1,402 -1,676 0 646 980 0 1,044 797
Percent of Open Interest Represented by Each Category of Trader
4.9 65.8 0.0 41.0 0.8 0.8 27.2 19.0 0.0 10.2 3.6 0.0 16.0 10.0
Number of Traders in Each Category Total Traders: 70
6 8 0 19 . . 16 7 0 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 82,539
Positions
27,231 4,459 1,217 13,187 694 514 23,795 5,401 817 6,049 1,514 400 9,329 67,523
Changes from: October 22, 2013 Total Change is: 3,649
1,678 1,336 284 228 -65 6 1,956 -1,705 164 -204 -12 0 -463 3,641
Percent of Open Interest Represented by Each Category of Trader
33.0 5.4 1.5 16.0 0.8 0.6 28.8 6.5 1.0 7.3 1.8 0.5 11.3 81.8
Number of Traders in Each Category Total Traders: 86
22 8 . 13 . . 23 9 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 83,407
Positions
2,291 48,243 1,576 37,646 18,949 3,529 27,292 3,961 3,940 877 1,098 0 6,256 2,111
Changes from: October 22, 2013 Total Change is: 2,966
390 3,788 -32 2,027 -635 223 177 -158 39 69 -53 0 73 -206
Percent of Open Interest Represented by Each Category of Trader
2.7 57.8 1.9 45.1 22.7 4.2 32.7 4.7 4.7 1.1 1.3 0.0 7.5 2.5
Number of Traders in Each Category Total Traders: 91
5 14 . 34 15 13 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 271,998
Positions
11,900 144,237 4,423 114,908 21,242 35,633 52,600 54,378 1,196 37,894 6,391 532 12,912 3,966
Changes from: October 22, 2013 Total Change is: 4,251
314 2,058 67 2,799 449 771 864 3,585 10 234 -2,043 -35 -773 -611
Percent of Open Interest Represented by Each Category of Trader
4.4 53.0 1.6 42.2 7.8 13.1 19.3 20.0 0.4 13.9 2.3 0.2 4.7 1.5
Number of Traders in Each Category Total Traders: 184
16 21 6 57 19 25 30 16 9 21 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 729,747
Positions
7,933 109,006 14,771 263,109 117,896 115,664 82,968 71,341 49,656 14,438 48,732 13,472 167,736 189,209
Changes from: October 22, 2013 Total Change is: -23,767
-582 15,401 -5,697 -3,191 1,685 -8,403 2,501 -14,722 -11,925 248 784 -3,052 6,334 2,162
Percent of Open Interest Represented by Each Category of Trader
1.1 14.9 2.0 36.1 16.2 15.8 11.4 9.8 6.8 2.0 6.7 1.8 23.0 25.9
Number of Traders in Each Category Total Traders: 157
7 17 17 30 38 36 22 26 32 5 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 411,568
Positions
14,578 107,241 982 228,202 25,434 53,487 15,129 132,389 2,066 15,266 10,829 0 81,857 79,139
Changes from: October 22, 2013 Total Change is: -1,596
5,968 283 -100 -4,106 5,278 1,055 -887 -4,329 -376 -2,033 -384 0 -1,118 -3,024
Percent of Open Interest Represented by Each Category of Trader
3.5 26.1 0.2 55.4 6.2 13.0 3.7 32.2 0.5 3.7 2.6 0.0 19.9 19.2
Number of Traders in Each Category Total Traders: 80
. 12 6 32 8 17 . 15 8 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 995,268
Positions
97,833 113,024 38,270 296,315 284,951 57,071 282,162 253,617 54,307 32,502 61,700 29,386 107,423 102,942
Changes from: October 22, 2013 Total Change is: 11,961
-4,448 20,173 4,565 6,854 -8,686 -2,767 19,543 14,896 -10,459 1,222 -4,391 -307 -2,242 -1,063
Percent of Open Interest Represented by Each Category of Trader
9.8 11.4 3.8 29.8 28.6 5.7 28.4 25.5 5.5 3.3 6.2 3.0 10.8 10.3
Number of Traders in Each Category Total Traders: 217
15 20 12 34 35 29 40 36 33 16 21 6
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 39,865
Positions
6,059 19,814 3,391 2,970 0 0 19,493 8,657 6,777 0 0 1,161 14 65
Changes from: October 22, 2013 Total Change is: 4,995
-1,587 4,038 526 1,070 0 -200 4,397 -46 963 0 -120 -125 -49 -41
Percent of Open Interest Represented by Each Category of Trader
15.2 49.7 8.5 7.5 0.0 0.0 48.9 21.7 17.0 0.0 0.0 2.9 0.0 0.2
Number of Traders in Each Category Total Traders: 40
5 11 8 . 0 0 9 12 11 0 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,607,785
Positions
103,404 173,545 240,421 710,242 777,801 337,387 521,611 148,735 243,171 53,507 170,520 75,833 322,207 440,370
Changes from: October 22, 2013 Total Change is: -209,134
-14,112 20,418 -90,738 39,530 37,795 -22,532 9,945 -11,659 -117,065 -8,260 -9,276 -7,478 1,575 -8,601
Percent of Open Interest Represented by Each Category of Trader
4.0 6.7 9.2 27.2 29.8 12.9 20.0 5.7 9.3 2.1 6.5 2.9 12.4 16.9
Number of Traders in Each Category Total Traders: 311
22 33 41 26 75 61 53 51 78 14 37 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 2,052,035
Positions
169,760 168,518 110,458 610,148 491,976 181,053 463,634 380,889 180,396 68,371 197,491 25,307 242,909 315,947
Changes from: October 22, 2013 Total Change is: -6,916
24,325 24,871 -13,829 21,941 868 -12,939 31,173 29,720 -51,921 -5,283 14,281 -10,075 9,693 12,108
Percent of Open Interest Represented by Each Category of Trader
8.3 8.2 5.4 29.7 24.0 8.8 22.6 18.6 8.8 3.3 9.6 1.2 11.8 15.4
Number of Traders in Each Category Total Traders: 244
14 35 26 28 46 36 38 49 49 8 26 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 308,714
Positions
102,247 84,996 88,401 729 0 2,043 26,692 21,141 44,739 326 11,616 16,303 27,234 39,475
Changes from: October 22, 2013 Total Change is: 3,866
1,253 5,137 -2,292 0 0 0 1,207 -1,544 498 326 -1,407 375 2,499 3,099
Percent of Open Interest Represented by Each Category of Trader
33.1 27.5 28.6 0.2 0.0 0.7 8.6 6.8 14.5 0.1 3.8 5.3 8.8 12.8
Number of Traders in Each Category Total Traders: 65
15 21 27 . 0 . 10 10 17 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 is15,930,679
Positions
1,325,557 2,912,223 3,102,169 1,959,443 587,634 208,095 880,854 467,531 5,906,194 346,337 387,974 1,264,215 937,814 1,094,644
Changes from: October 22, 2013 Total Change is: 47,844
79,201 108,519 -35,995 5,350 -79,925 1,341 3,358 24,994 143,039 -19,761 13,960 -131,886 3,196 3,796
Percent of Open Interest Represented by Each Category of Trader
8.3 18.3 19.5 12.3 3.7 1.3 5.5 2.9 37.1 2.2 2.4 7.9 5.9 6.9
Number of Traders in Each Category Total Traders: 290
26 63 85 8 20 22 58 61 103 23 22 32
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 39,795
Positions
29,154 821 0 190 6,030 9,052 1,311 15,442 0 0 8,370 0 88 80
Changes from: October 22, 2013 Total Change is: -296
-700 112 0 40 -483 16 301 306 0 0 -225 0 47 -22
Percent of Open Interest Represented by Each Category of Trader
73.3 2.1 0.0 0.5 15.2 22.7 3.3 38.8 0.0 0.0 21.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
7 5 0 . 8 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 19,695
Positions
17,890 420 1,000 0 5,650 26 765 2,404 0 0 10,153 0 14 42
Changes from: October 22, 2013 Total Change is: 289
-663 383 417 0 -13 0 553 -473 0 0 -15 0 -18 -10
Percent of Open Interest Represented by Each Category of Trader
90.8 2.1 5.1 0.0 28.7 0.1 3.9 12.2 0.0 0.0 51.6 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 32
8 . . 0 8 . . 6 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 53,106
Positions
9,974 9,018 1,537 4,681 6,018 263 18,945 29,599 1,435 9,037 2,023 24 7,210 3,188
Changes from: October 22, 2013 Total Change is: -2,029
-315 -606 206 71 199 -11 -2,240 -1,362 2 -142 -608 11 389 141
Percent of Open Interest Represented by Each Category of Trader
18.8 17.0 2.9 8.8 11.3 0.5 35.7 55.7 2.7 17.0 3.8 0.0 13.6 6.0
Number of Traders in Each Category Total Traders: 140
6 . . 7 6 . 26 34 11 46 14 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 362,490
Positions
92,614 34,627 39,934 55,452 19,589 16,295 42,189 122,266 49,839 3,709 12,383 41,013 21,445 26,544
Changes from: October 22, 2013 Total Change is: 11,575
-1,051 -682 1,265 13,125 2,233 -901 1,108 14,567 999 1,478 -801 -6,008 1,560 903
Percent of Open Interest Represented by Each Category of Trader
25.5 9.6 11.0 15.3 5.4 4.5 11.6 33.7 13.7 1.0 3.4 11.3 5.9 7.3
Number of Traders in Each Category Total Traders: 182
20 11 24 9 12 10 31 49 47 14 24 23
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Traders in Financial Futures - Options and Futures Combined Positions as of October 29, 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 6,891
Positions
1,246 1,405 0 1,818 25 0 2,997 4,433 782 0 108 0 48 138
Changes from: October 22, 2013 Total Change is: 124
81 0 0 -140 25 -32 216 126 0 0 2 0 -1 3
Percent of Open Interest Represented by Each Category of Trader
18.1 20.4 0.0 26.4 0.4 0.0 43.5 64.3 11.3 0.0 1.6 0.0 0.7 2.0
Number of Traders in Each Category Total Traders: 22
. . 0 6 . 0 7 4 . 0 . 0
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Updated November 6, 2013