Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 130,073
Positions
44,615 16,912 3,809 14,240 17,172 327 23,261 40,651 7,506 6,442 6,718 2,859 27,014 34,119
Changes from: November 5, 2013 Total Change is: -726
110 -1,755 -638 211 -341 -216 2,019 368 -882 -2,231 413 742 159 1,582
Percent of Open Interest Represented by Each Category of Trader
34.3 13.0 2.9 10.9 13.2 0.3 17.9 31.3 5.8 5.0 5.2 2.2 20.8 26.2
Number of Traders in Each Category Total Traders: 82
6 10 7 5 7 4 16 25 13 7 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 47,469
Positions
18,870 21,672 1,885 0 1,751 0 9,861 6,635 1,853 988 3,952 0 14,011 9,721
Changes from: November 5, 2013 Total Change is: -8,172
6,123 -3,373 195 0 -17 0 -9,602 -5,359 429 477 -1,796 0 -5,794 1,749
Percent of Open Interest Represented by Each Category of Trader
39.8 45.7 4.0 0.0 3.7 0.0 20.8 14.0 3.9 2.1 8.3 0.0 29.5 20.5
Number of Traders in Each Category Total Traders: 45
10 9 4 0 . 0 13 5 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 195,776
Positions
15,759 65,270 10,796 23,299 28,197 1,367 86,724 36,744 15,377 5,119 8,243 2,949 34,385 26,833
Changes from: November 5, 2013 Total Change is: -24
-1,199 173 1,076 351 -481 624 654 1,349 -1,197 2,533 -1,313 498 -3,365 -754
Percent of Open Interest Represented by Each Category of Trader
8.0 33.3 5.5 11.9 14.4 0.7 44.3 18.8 7.9 2.6 4.2 1.5 17.6 13.7
Number of Traders in Each Category Total Traders: 116
4 14 10 9 15 6 29 28 25 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 233,855
Positions
109,228 4,974 11,322 23,297 13,906 3,000 34,347 97,724 21,417 11,346 17,485 4,036 15,863 59,992
Changes from: November 5, 2013 Total Change is: 32,349
22,854 -3,328 2,026 213 330 -591 2,406 22,064 2,168 3,200 1,862 360 -287 7,459
Percent of Open Interest Represented by Each Category of Trader
46.7 2.1 4.8 10.0 5.9 1.3 14.7 41.8 9.2 4.9 7.5 1.7 6.8 25.7
Number of Traders in Each Category Total Traders: 140
10 8 7 8 13 5 25 46 24 9 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 313,762
Positions
37,059 42,381 23,972 38,619 55,972 6,166 76,689 39,813 60,482 19,731 11,387 8,242 42,802 65,346
Changes from: November 5, 2013 Total Change is: -40,797
7,009 -28,972 -4,671 -592 120 -25 -13,155 3,591 -10,757 -3,183 -5,184 -2,305 -13,117 7,406
Percent of Open Interest Represented by Each Category of Trader
11.8 13.5 7.6 12.3 17.8 2.0 24.4 12.7 19.3 6.3 3.6 2.6 13.6 20.8
Number of Traders in Each Category Total Traders: 184
15 19 16 14 23 17 34 35 38 23 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 159,621
Positions
76,399 9,112 9,337 534 35,716 1,151 22,519 50,478 9,928 14,624 11,557 2,775 22,354 29,566
Changes from: November 5, 2013 Total Change is: 6,458
14,112 -5 -3,102 55 -469 -78 -3,437 9,055 543 2,604 1,030 -78 -4,162 -438
Percent of Open Interest Represented by Each Category of Trader
47.9 5.7 5.8 0.3 22.4 0.7 14.1 31.6 6.2 9.2 7.2 1.7 14.0 18.5
Number of Traders in Each Category Total Traders: 97
12 7 6 . 9 5 22 29 21 6 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 40,289
Positions
13,692 23,412 10,327 2,043 0 0 6,699 633 3,206 1,651 0 2,184 487 527
Changes from: November 5, 2013 Total Change is: -2,556
328 516 -2,907 876 0 0 -786 -213 23 0 0 0 -90 25
Percent of Open Interest Represented by Each Category of Trader
34.0 58.1 25.6 5.1 0.0 0.0 16.6 1.6 8.0 4.1 0.0 5.4 1.2 1.3
Number of Traders in Each Category Total Traders: 26
7 11 9 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 122,198
Positions
41,915 51,251 1 38,918 781 0 24,321 56,935 2,043 9,255 7,180 0 5,745 4,007
Changes from: November 5, 2013 Total Change is: 6,100
1,609 1,431 -1 -2 314 0 4,762 549 333 -7 2,198 0 -594 1,276
Percent of Open Interest Represented by Each Category of Trader
34.3 41.9 0.0 31.8 0.6 0.0 19.9 46.6 1.7 7.6 5.9 0.0 4.7 3.3
Number of Traders in Each Category Total Traders: 88
. 10 . 5 . 0 22 32 6 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 21,996
Positions
1,461 12,793 4 1,007 207 0 15,410 6,385 150 561 312 0 3,403 2,145
Changes from: November 5, 2013 Total Change is: -371
-38 654 -1 28 0 0 77 -913 147 -163 0 0 -421 -258
Percent of Open Interest Represented by Each Category of Trader
6.6 58.2 0.0 4.6 0.9 0.0 70.1 29.0 0.7 2.6 1.4 0.0 15.5 9.8
Number of Traders in Each Category Total Traders: 49
. 7 . 4 . 0 16 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 80,526
Positions
15,460 45,351 4,009 6,383 4,275 514 30,445 5,638 7,651 5,329 1,604 1,546 9,189 9,938
Changes from: November 5, 2013 Total Change is: 2,018
1,468 113 87 211 68 -31 813 861 334 -227 -301 186 -823 700
Percent of Open Interest Represented by Each Category of Trader
19.2 56.3 5.0 7.9 5.3 0.6 37.8 7.0 9.5 6.6 2.0 1.9 11.4 12.3
Number of Traders in Each Category Total Traders: 114
22 14 6 8 . . 30 19 15 7 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 13,942
Positions
7,231 7,999 300 990 0 0 2,026 4,968 2 2,097 0 0 1,296 673
Changes from: November 5, 2013 Total Change is: 326
700 250 0 0 0 0 -52 250 1 0 -325 0 -323 150
Percent of Open Interest Represented by Each Category of Trader
51.9 57.4 2.2 7.1 0.0 0.0 14.5 35.6 0.0 15.0 0.0 0.0 9.3 4.8
Number of Traders in Each Category Total Traders: 22
4 5 . . 0 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 133,168
Positions
23,108 81,354 768 10,786 8,550 1,028 70,185 14,686 1,951 7,639 4,382 1,916 15,785 18,531
Changes from: November 5, 2013 Total Change is: 3,384
1,726 -86 -15 421 136 -61 2,275 1,768 120 -258 245 176 -1,000 1,101
Percent of Open Interest Represented by Each Category of Trader
17.4 61.1 0.6 8.1 6.4 0.8 52.7 11.0 1.5 5.7 3.3 1.4 11.9 13.9
Number of Traders in Each Category Total Traders: 109
19 15 6 7 . . 29 21 10 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 942,385
Positions
32,338 200,195 42,605 308,141 112,232 45,695 119,591 160,413 201,543 41,375 54,981 33,523 117,573 91,196
Changes from: November 5, 2013 Total Change is: 5,964
1,963 -6,462 2,552 -636 -115 -1,247 3,574 3,205 1,982 27 4,966 1,644 -3,896 -562
Percent of Open Interest Represented by Each Category of Trader
3.4 21.2 4.5 32.7 11.9 4.8 12.7 17.0 21.4 4.4 5.8 3.6 12.5 9.7
Number of Traders in Each Category Total Traders: 607
29 40 36 113 60 74 100 111 107 75 79 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 231,746
Positions
18,318 64,929 5,537 64,258 29,405 3,040 13,111 30,940 46,629 14,068 7,361 9,079 57,706 34,825
Changes from: November 5, 2013 Total Change is: -1,485
2,328 2,424 -1,009 -37 1,824 109 -1,479 16 -1,716 169 144 162 -13 -3,441
Percent of Open Interest Represented by Each Category of Trader
7.9 28.0 2.4 27.7 12.7 1.3 5.7 13.4 20.1 6.1 3.2 3.9 24.9 15.0
Number of Traders in Each Category Total Traders: 110
7 13 4 15 11 12 17 23 35 14 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 3,553,193
Positions
152,030 758,260 103,412 1,236,632 431,348 196,064 660,743 775,710 646,227 173,754 275,323 84,998 299,334 281,850
Changes from: November 5, 2013 Total Change is: 37,242
8,063 -34,546 7,918 -3,751 -10,453 -6,026 -5,815 -15,134 49,569 830 25,650 5,869 -19,415 14,396
Percent of Open Interest Represented by Each Category of Trader
4.3 21.3 2.9 34.8 12.1 5.5 18.6 21.8 18.2 4.9 7.7 2.4 8.4 7.9
Number of Traders in Each Category Total Traders: 579
33 36 33 109 56 67 96 108 101 69 72 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 108,182
Positions
3,638 55,634 35 61,568 37,764 1,831 28,254 5,516 900 892 2,888 0 11,064 3,614
Changes from: November 5, 2013 Total Change is: -2,340
-142 571 -12 -1,911 -1,079 -533 768 166 215 -334 30 0 -391 -1,698
Percent of Open Interest Represented by Each Category of Trader
3.4 51.4 0.0 56.9 34.9 1.7 26.1 5.1 0.8 0.8 2.7 0.0 10.2 3.3
Number of Traders in Each Category Total Traders: 97
5 14 . 38 10 15 18 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 82,922
Positions
2,810 62,174 690 38,420 3,732 574 28,811 6,525 1,707 2,473 2,024 1,242 6,195 4,253
Changes from: November 5, 2013 Total Change is: -4,666
-915 -4,634 -113 -899 44 29 -2,327 1,053 -67 -82 -305 -76 -216 -597
Percent of Open Interest Represented by Each Category of Trader
3.4 75.0 0.8 46.3 4.5 0.7 34.7 7.9 2.1 3.0 2.4 1.5 7.5 5.1
Number of Traders in Each Category Total Traders: 216
17 20 8 32 13 7 69 26 17 19 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 414,610
Positions
14,052 310,871 3,452 192,099 18,660 2,869 144,056 32,627 8,534 12,363 10,121 6,211 30,974 21,265
Changes from: November 5, 2013 Total Change is: -23,328
-4,577 -23,172 -566 -4,493 219 145 -11,635 5,266 -334 -409 -1,524 -378 -1,081 -2,984
Percent of Open Interest Represented by Each Category of Trader
3.4 75.0 0.8 46.3 4.5 0.7 34.7 7.9 2.1 3.0 2.4 1.5 7.5 5.1
Number of Traders in Each Category Total Traders: 216
17 20 8 32 13 7 69 26 17 19 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 354,039
Positions
55,710 117,908 23,947 154,626 91,650 17,725 63,053 69,556 9,100 6,643 7,888 731 22,505 15,535
Changes from: November 5, 2013 Total Change is: -1,957
821 6,102 1,528 1,741 -2,216 -296 -2,230 -5,730 -2,657 201 512 60 -1,125 740
Percent of Open Interest Represented by Each Category of Trader
15.7 33.3 6.8 43.7 25.9 5.0 17.8 19.6 2.6 1.9 2.2 0.2 6.4 4.4
Number of Traders in Each Category Total Traders: 247
18 17 4 52 33 23 53 45 16 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 61,460
Positions
3,641 44,885 159 27,078 438 431 10,190 8,355 0 8,241 2,875 0 11,720 4,317
Changes from: November 5, 2013 Total Change is: -5,993
926 337 -15 -250 -100 -80 -8,219 -4,268 0 1,156 -345 0 489 -1,522
Percent of Open Interest Represented by Each Category of Trader
5.9 73.0 0.3 44.1 0.7 0.7 16.6 13.6 0.0 13.4 4.7 0.0 19.1 7.0
Number of Traders in Each Category Total Traders: 72
7 8 . 19 . . 17 6 0 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 80,823
Positions
27,923 6,786 1,041 12,092 754 592 20,436 4,683 771 6,813 1,963 400 10,755 63,833
Changes from: November 5, 2013 Total Change is: -161
794 687 260 -1,136 5 28 -1,778 234 80 -151 602 -200 1,942 -1,857
Percent of Open Interest Represented by Each Category of Trader
34.5 8.4 1.3 15.0 0.9 0.7 25.3 5.8 1.0 8.4 2.4 0.5 13.3 79.0
Number of Traders in Each Category Total Traders: 87
21 10 5 11 . . 23 9 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 87,262
Positions
2,257 54,427 1,629 41,625 17,188 4,056 26,690 3,567 3,649 264 625 0 7,092 2,121
Changes from: November 5, 2013 Total Change is: 3,434
-59 5,363 -134 2,987 -1,282 -19 1,012 -324 -37 -755 0 0 439 -133
Percent of Open Interest Represented by Each Category of Trader
2.6 62.4 1.9 47.7 19.7 4.6 30.6 4.1 4.2 0.3 0.7 0.0 8.1 2.4
Number of Traders in Each Category Total Traders: 87
4 12 . 33 15 16 16 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 253,241
Positions
12,242 133,788 4,728 111,082 24,070 40,162 49,240 38,668 1,212 19,108 5,354 707 14,760 4,552
Changes from: November 5, 2013 Total Change is: -16,964
1,537 -10,378 258 -105 2,924 1,931 -1,499 -11,421 66 -18,919 -241 100 -333 -203
Percent of Open Interest Represented by Each Category of Trader
4.8 52.8 1.9 43.9 9.5 15.9 19.4 15.3 0.5 7.5 2.1 0.3 5.8 1.8
Number of Traders in Each Category Total Traders: 180
17 20 6 51 21 25 29 16 11 21 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 798,054
Positions
15,041 77,900 34,770 310,554 130,058 116,941 66,438 128,888 68,902 19,070 30,947 17,249 149,090 192,399
Changes from: November 5, 2013 Total Change is: 42,263
6,419 -4,147 14,734 22,513 5,806 384 -14,635 15,025 16,757 1,498 -14,444 3,973 -9,380 4,174
Percent of Open Interest Represented by Each Category of Trader
1.9 9.8 4.4 38.9 16.3 14.7 8.3 16.2 8.6 2.4 3.9 2.2 18.7 24.1
Number of Traders in Each Category Total Traders: 162
8 12 16 29 40 37 17 37 36 7 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 426,225
Positions
19,695 99,556 8,253 237,458 15,372 55,808 16,650 133,100 1,461 9,019 14,832 0 77,881 97,843
Changes from: November 5, 2013 Total Change is: 3,635
4,454 -10,550 7,246 738 -1,513 965 -1,474 -4,210 -579 -6,676 374 0 -1,040 11,901
Percent of Open Interest Represented by Each Category of Trader
4.6 23.4 1.9 55.7 3.6 13.1 3.9 31.2 0.3 2.1 3.5 0.0 18.3 23.0
Number of Traders in Each Category Total Traders: 81
. 11 4 32 7 20 . 17 7 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 1,006,281
Positions
108,445 81,992 36,586 268,848 264,975 58,216 303,920 319,707 51,164 38,953 61,955 29,331 110,819 102,355
Changes from: November 5, 2013 Total Change is: -9,782
30,379 -18,823 -4,518 -7,831 -5,502 -4,643 -20,962 31,132 1,133 -7,255 -3,141 -289 4,203 -5,131
Percent of Open Interest Represented by Each Category of Trader
10.8 8.1 3.6 26.7 26.3 5.8 30.2 31.8 5.1 3.9 6.2 2.9 11.0 10.2
Number of Traders in Each Category Total Traders: 215
12 23 13 32 34 28 46 31 36 16 21 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 46,967
Positions
8,539 29,362 3,664 0 0 0 29,139 8,244 4,295 0 0 1,307 23 95
Changes from: November 5, 2013 Total Change is: 6,529
-780 3,287 1,873 0 0 0 3,998 -75 1,269 0 0 146 23 29
Percent of Open Interest Represented by Each Category of Trader
18.2 62.5 7.8 0.0 0.0 0.0 62.0 17.6 9.1 0.0 0.0 2.8 0.0 0.2
Number of Traders in Each Category Total Traders: 37
. 12 6 0 0 0 7 13 10 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 2,937,419
Positions
189,363 138,800 294,648 711,526 808,483 365,938 524,732 219,365 376,455 51,436 143,400 110,139 313,182 480,192
Changes from: November 5, 2013 Total Change is: 84,791
7,274 -26,889 30,046 6,568 -4,573 27,180 -43,907 4,264 42,371 18,033 -9,128 5,307 -8,079 16,214
Percent of Open Interest Represented by Each Category of Trader
6.4 4.7 10.0 24.2 27.5 12.5 17.9 7.5 12.8 1.8 4.9 3.7 10.7 16.3
Number of Traders in Each Category Total Traders: 331
25 35 48 29 74 64 64 51 85 19 34 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 2,208,845
Positions
171,390 197,591 102,341 679,695 530,900 174,807 462,809 432,747 267,746 79,577 133,170 40,481 229,999 329,062
Changes from: November 5, 2013 Total Change is: 61,118
2,788 23,287 3,749 28,168 37,672 -6,374 -17,410 -12,514 43,162 8,096 -54,304 15,697 -16,757 10,745
Percent of Open Interest Represented by Each Category of Trader
7.8 8.9 4.6 30.8 24.0 7.9 21.0 19.6 12.1 3.6 6.0 1.8 10.4 14.9
Number of Traders in Each Category Total Traders: 255
12 32 26 31 46 36 42 58 57 11 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 286,762
Positions
96,430 69,907 79,261 1,441 0 1,412 24,140 24,940 43,487 776 9,144 12,777 27,038 45,834
Changes from: November 5, 2013 Total Change is: 6,117
7,212 3,631 -640 621 0 -631 -413 431 -206 -545 444 -783 1,502 3,872
Percent of Open Interest Represented by Each Category of Trader
33.6 24.4 27.6 0.5 0.0 0.5 8.4 8.7 15.2 0.3 3.2 4.5 9.4 16.0
Number of Traders in Each Category Total Traders: 62
15 19 23 . 0 . 10 8 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 is17,031,542
Positions
1,000,628 3,136,428 3,390,423 2,410,601 440,906 291,929 901,471 505,264 6,414,842 306,042 318,319 1,312,789 1,002,817 1,220,643
Changes from: November 5, 2013 Total Change is: 522,655
-134,166 86,845 212,367 151,643 -118,359 21,795 12,939 -1,774 190,973 -30,659 -22,954 81,263 16,500 72,499
Percent of Open Interest Represented by Each Category of Trader
5.9 18.4 19.9 14.2 2.6 1.7 5.3 3.0 37.7 1.8 1.9 7.7 5.9 7.2
Number of Traders in Each Category Total Traders: 288
23 63 81 9 20 22 65 55 105 19 24 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 40,557
Positions
31,199 658 0 159 6,361 9,036 90 15,619 0 0 8,799 0 73 84
Changes from: November 5, 2013 Total Change is: 623
1,737 -187 0 -7 532 -16 -1,087 -88 0 0 408 0 -4 -26
Percent of Open Interest Represented by Each Category of Trader
76.9 1.6 0.0 0.4 15.7 22.3 0.2 38.5 0.0 0.0 21.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 39
6 . 0 . 7 . . 11 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 30,208
Positions
26,353 8,744 1,000 0 8,289 22 2,819 1,878 0 0 10,238 0 14 37
Changes from: November 5, 2013 Total Change is: 7,761
5,613 5,811 0 0 3,005 -4 2,144 -1,148 0 0 85 0 8 12
Percent of Open Interest Represented by Each Category of Trader
87.2 28.9 3.3 0.0 27.4 0.1 9.3 6.2 0.0 0.0 33.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
9 . . 0 9 . 5 5 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 43,027
Positions
9,833 9,535 1,751 5,473 2,237 339 7,947 24,964 1,966 8,866 356 74 6,777 1,805
Changes from: November 5, 2013 Total Change is: -2,514
-196 -233 -19 149 -1,165 47 -3,084 122 22 85 -481 -17 500 -789
Percent of Open Interest Represented by Each Category of Trader
22.9 22.2 4.1 12.7 5.2 0.8 18.5 58.0 4.6 20.6 0.8 0.2 15.8 4.2
Number of Traders in Each Category Total Traders: 120
7 . . 8 6 . 23 21 11 47 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 407,724
Positions
86,294 34,774 42,383 66,269 22,631 17,097 53,271 134,767 62,120 5,500 15,111 51,692 23,098 27,149
Changes from: November 5, 2013 Total Change is: 18,203
-580 -1,671 143 1,784 1,744 1,054 -254 -1,944 6,347 139 1,311 9,154 416 2,065
Percent of Open Interest Represented by Each Category of Trader
21.2 8.5 10.4 16.3 5.6 4.2 13.1 33.1 15.2 1.3 3.7 12.7 5.7 6.7
Number of Traders in Each Category Total Traders: 180
16 12 21 11 13 12 35 44 45 15 22 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 12, 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 7,421
Positions
219 1,405 0 1,654 0 0 4,634 4,900 782 0 330 0 132 4
Changes from: November 5, 2013 Total Change is: 379
-80 0 0 12 0 0 359 290 0 0 221 0 88 -132
Percent of Open Interest Represented by Each Category of Trader
3.0 18.9 0.0 22.3 0.0 0.0 62.4 66.0 10.5 0.0 4.4 0.0 1.8 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 7 4 . 0 . 0
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Updated November 15, 2013