Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 133,665
Positions
44,438 17,123 4,461 14,852 17,082 333 25,466 44,027 7,227 6,626 6,445 2,028 28,233 34,937
Changes from: November 12, 2013 Total Change is: 3,592
-177 211 652 612 -90 6 2,205 3,376 -278 185 -273 -831 1,219 818
Percent of Open Interest Represented by Each Category of Trader
33.2 12.8 3.3 11.1 12.8 0.2 19.1 32.9 5.4 5.0 4.8 1.5 21.1 26.1
Number of Traders in Each Category Total Traders: 84
6 11 7 6 6 . 15 28 12 8 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 44,878
Positions
17,970 20,271 1,662 0 1,706 0 8,967 5,066 1,937 511 3,655 0 13,831 10,581
Changes from: November 12, 2013 Total Change is: -2,591
-900 -1,401 -223 0 -45 0 -894 -1,569 84 -477 -298 0 -180 861
Percent of Open Interest Represented by Each Category of Trader
40.0 45.2 3.7 0.0 3.8 0.0 20.0 11.3 4.3 1.1 8.1 0.0 30.8 23.6
Number of Traders in Each Category Total Traders: 41
11 8 4 0 . 0 12 4 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 206,107
Positions
21,070 67,478 8,042 23,743 27,666 1,556 94,467 40,163 15,486 4,754 17,014 2,877 34,112 25,825
Changes from: November 12, 2013 Total Change is: 10,331
5,311 2,209 -2,754 444 -531 189 7,743 3,419 109 -365 8,771 -73 -274 -1,009
Percent of Open Interest Represented by Each Category of Trader
10.2 32.7 3.9 11.5 13.4 0.8 45.8 19.5 7.5 2.3 8.3 1.4 16.6 12.5
Number of Traders in Each Category Total Traders: 125
7 12 9 9 16 7 34 29 28 5 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 256,952
Positions
126,849 5,746 14,073 22,480 15,058 3,832 36,003 112,881 22,664 10,745 17,559 5,473 14,833 59,666
Changes from: November 12, 2013 Total Change is: 23,098
17,621 772 2,751 -817 1,153 832 1,656 15,157 1,247 -601 74 1,437 -1,030 -326
Percent of Open Interest Represented by Each Category of Trader
49.4 2.2 5.5 8.7 5.9 1.5 14.0 43.9 8.8 4.2 6.8 2.1 5.8 23.2
Number of Traders in Each Category Total Traders: 152
12 8 8 9 16 7 25 49 25 9 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 316,727
Positions
45,666 43,068 21,459 38,958 57,978 6,142 76,225 43,975 58,107 19,886 14,128 8,011 42,272 63,859
Changes from: November 12, 2013 Total Change is: 2,965
8,607 686 -2,513 340 2,005 -23 -464 4,162 -2,374 155 2,741 -232 -530 -1,488
Percent of Open Interest Represented by Each Category of Trader
14.4 13.6 6.8 12.3 18.3 1.9 24.1 13.9 18.3 6.3 4.5 2.5 13.3 20.2
Number of Traders in Each Category Total Traders: 197
16 20 15 14 24 16 38 37 37 20 28 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 157,462
Positions
78,729 7,812 10,066 0 35,497 1,233 21,009 49,547 8,522 13,117 10,202 2,927 21,859 31,656
Changes from: November 12, 2013 Total Change is: -2,159
2,331 -1,300 729 -534 -219 83 -1,511 -931 -1,406 -1,507 -1,355 151 -495 2,090
Percent of Open Interest Represented by Each Category of Trader
50.0 5.0 6.4 0.0 22.5 0.8 13.3 31.5 5.4 8.3 6.5 1.9 13.9 20.1
Number of Traders in Each Category Total Traders: 94
13 6 7 0 10 6 19 33 19 . 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 42,635
Positions
16,365 26,117 10,327 2,078 0 0 6,276 260 3,205 1,651 0 2,184 549 542
Changes from: November 12, 2013 Total Change is: 2,346
2,673 2,705 0 35 0 0 -423 -373 -1 0 0 0 62 15
Percent of Open Interest Represented by Each Category of Trader
38.4 61.3 24.2 4.9 0.0 0.0 14.7 0.6 7.5 3.9 0.0 5.1 1.3 1.3
Number of Traders in Each Category Total Traders: 25
6 11 9 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 130,124
Positions
41,699 52,644 2 38,910 451 0 32,816 64,042 1,701 8,501 8,858 0 6,494 2,425
Changes from: November 12, 2013 Total Change is: 7,926
-216 1,393 1 -8 -330 0 8,495 7,107 -342 -754 1,678 0 749 -1,582
Percent of Open Interest Represented by Each Category of Trader
32.0 40.5 0.0 29.9 0.3 0.0 25.2 49.2 1.3 6.5 6.8 0.0 5.0 1.9
Number of Traders in Each Category Total Traders: 95
4 10 . 5 . 0 31 29 6 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,450
Positions
1,616 14,616 2 832 207 0 17,649 6,534 113 751 624 0 3,487 2,354
Changes from: November 12, 2013 Total Change is: 2,454
155 1,823 -2 -175 0 0 2,239 149 -37 190 312 0 84 209
Percent of Open Interest Represented by Each Category of Trader
6.6 59.8 0.0 3.4 0.8 0.0 72.2 26.7 0.5 3.1 2.6 0.0 14.3 9.6
Number of Traders in Each Category Total Traders: 53
4 6 . 4 . 0 19 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 81,194
Positions
15,754 42,530 4,308 5,888 4,168 441 30,385 6,861 7,662 5,346 2,502 1,446 9,965 11,277
Changes from: November 12, 2013 Total Change is: 668
294 -2,821 299 -496 -107 -74 -60 1,223 11 17 898 -100 776 1,338
Percent of Open Interest Represented by Each Category of Trader
19.4 52.4 5.3 7.3 5.1 0.5 37.4 8.5 9.4 6.6 3.1 1.8 12.3 13.9
Number of Traders in Each Category Total Traders: 114
21 15 6 8 . . 29 18 16 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 14,011
Positions
7,231 7,999 300 990 0 0 1,931 4,968 2 2,097 0 0 1,461 743
Changes from: November 12, 2013 Total Change is: 70
0 0 0 0 0 0 -95 0 -0 0 0 0 165 70
Percent of Open Interest Represented by Each Category of Trader
51.6 57.1 2.1 7.1 0.0 0.0 13.8 35.5 0.0 15.0 0.0 0.0 10.4 5.3
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 19, 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 134,365
Positions
24,215 76,231 847 9,795 8,336 881 70,065 16,943 2,163 7,633 6,139 1,756 17,008 21,068
Changes from: November 12, 2013 Total Change is: 1,197
1,107 -5,123 79 -991 -214 -147 -120 2,257 212 -5 1,757 -161 1,223 2,537
Percent of Open Interest Represented by Each Category of Trader
18.0 56.7 0.6 7.3 6.2 0.7 52.1 12.6 1.6 5.7 4.6 1.3 12.7 15.7
Number of Traders in Each Category Total Traders: 109
18 16 6 7 . . 27 21 11 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 934,469
Positions
34,760 200,523 43,612 308,714 113,173 44,478 119,577 163,228 185,033 42,794 56,876 33,768 121,732 93,777
Changes from: November 12, 2013 Total Change is: -7,916
2,422 328 1,007 573 942 -1,217 -14 2,814 -16,510 1,420 1,895 245 4,159 2,581
Percent of Open Interest Represented by Each Category of Trader
3.7 21.5 4.7 33.0 12.1 4.8 12.8 17.5 19.8 4.6 6.1 3.6 13.0 10.0
Number of Traders in Each Category Total Traders: 615
33 40 34 112 62 76 103 113 107 75 77 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 230,677
Positions
18,985 62,572 5,335 64,444 28,252 3,018 15,951 33,784 42,815 14,751 7,284 8,335 57,043 39,283
Changes from: November 12, 2013 Total Change is: -1,069
667 -2,357 -202 186 -1,153 -22 2,840 2,844 -3,815 683 -78 -744 -662 4,457
Percent of Open Interest Represented by Each Category of Trader
8.2 27.1 2.3 27.9 12.2 1.3 6.9 14.6 18.6 6.4 3.2 3.6 24.7 17.0
Number of Traders in Each Category Total Traders: 103
7 14 6 15 11 12 18 19 34 14 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 3,518,957
Positions
170,634 781,513 99,628 1,237,668 440,927 190,981 648,093 777,182 581,129 180,312 288,059 87,068 323,443 272,469
Changes from: November 12, 2013 Total Change is: -34,236
18,604 23,254 -3,785 1,037 9,578 -5,083 -12,649 1,472 -65,098 6,558 12,736 2,070 24,109 -9,381
Percent of Open Interest Represented by Each Category of Trader
4.8 22.2 2.8 35.2 12.5 5.4 18.4 22.1 16.5 5.1 8.2 2.5 9.2 7.7
Number of Traders in Each Category Total Traders: 591
37 36 31 108 58 68 103 107 102 68 74 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 108,128
Positions
2,528 55,881 29 62,722 37,168 1,881 28,562 6,068 753 892 2,866 0 10,761 3,483
Changes from: November 12, 2013 Total Change is: -54
-1,110 247 -6 1,154 -596 50 308 552 -147 0 -22 0 -303 -131
Percent of Open Interest Represented by Each Category of Trader
2.3 51.7 0.0 58.0 34.4 1.7 26.4 5.6 0.7 0.8 2.7 0.0 10.0 3.2
Number of Traders in Each Category Total Traders: 95
. 14 . 39 10 15 17 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 82,580
Positions
4,021 63,262 461 37,714 3,628 736 28,267 4,624 1,546 2,452 2,264 1,214 6,168 4,845
Changes from: November 12, 2013 Total Change is: -342
1,211 1,087 -230 -705 -104 162 -544 -1,901 -161 -20 240 -28 -27 592
Percent of Open Interest Represented by Each Category of Trader
4.9 76.6 0.6 45.7 4.4 0.9 34.2 5.6 1.9 3.0 2.7 1.5 7.5 5.9
Number of Traders in Each Category Total Traders: 218
22 20 9 32 13 7 66 23 16 22 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 412,899
Positions
20,106 316,308 2,304 188,572 18,138 3,681 141,335 23,120 7,730 12,261 11,321 6,070 30,839 24,227
Changes from: November 12, 2013 Total Change is: -1,712
6,054 5,437 -1,148 -3,527 -522 812 -2,721 -9,507 -804 -102 1,199 -141 -135 2,962
Percent of Open Interest Represented by Each Category of Trader
4.9 76.6 0.6 45.7 4.4 0.9 34.2 5.6 1.9 3.0 2.7 1.5 7.5 5.9
Number of Traders in Each Category Total Traders: 218
22 20 9 32 13 7 66 23 16 22 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 348,656
Positions
49,324 113,167 25,138 157,869 90,881 16,705 58,675 66,812 10,058 7,455 7,182 475 22,958 18,238
Changes from: November 12, 2013 Total Change is: -5,384
-6,386 -4,741 1,191 3,243 -769 -1,020 -4,378 -2,743 958 812 -707 -256 452 2,703
Percent of Open Interest Represented by Each Category of Trader
14.1 32.5 7.2 45.3 26.1 4.8 16.8 19.2 2.9 2.1 2.1 0.1 6.6 5.2
Number of Traders in Each Category Total Traders: 241
16 17 5 55 33 23 48 42 16 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 64,856
Positions
5,024 44,885 392 31,058 453 441 9,986 8,600 0 5,757 2,832 200 11,998 7,053
Changes from: November 12, 2013 Total Change is: 3,396
1,383 0 233 3,980 15 10 -204 245 0 -2,484 -43 200 278 2,736
Percent of Open Interest Represented by Each Category of Trader
7.7 69.2 0.6 47.9 0.7 0.7 15.4 13.3 0.0 8.9 4.4 0.3 18.5 10.9
Number of Traders in Each Category Total Traders: 76
9 8 . 21 . . 18 8 0 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 84,742
Positions
24,107 8,301 901 12,018 1,112 578 27,280 7,209 1,601 7,723 3,718 367 10,167 60,955
Changes from: November 12, 2013 Total Change is: 3,919
-3,816 1,515 -140 -74 358 -14 6,844 2,526 830 910 1,755 -33 -588 -2,878
Percent of Open Interest Represented by Each Category of Trader
28.4 9.8 1.1 14.2 1.3 0.7 32.2 8.5 1.9 9.1 4.4 0.4 12.0 71.9
Number of Traders in Each Category Total Traders: 94
19 11 4 10 . . 28 9 8 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 88,814
Positions
2,448 56,070 1,650 43,131 15,838 4,185 26,867 3,523 3,662 439 1,163 0 6,432 2,723
Changes from: November 12, 2013 Total Change is: 1,552
191 1,643 21 1,506 -1,350 129 177 -44 13 175 538 0 -660 602
Percent of Open Interest Represented by Each Category of Trader
2.8 63.1 1.9 48.6 17.8 4.7 30.3 4.0 4.1 0.5 1.3 0.0 7.2 3.1
Number of Traders in Each Category Total Traders: 87
5 12 . 35 14 16 14 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 244,792
Positions
11,618 117,243 5,631 100,587 26,550 41,222 46,027 40,831 1,196 22,376 5,695 618 15,517 5,806
Changes from: November 12, 2013 Total Change is: -8,449
-624 -16,545 903 -10,495 2,480 1,060 -3,213 2,163 -16 3,268 341 -89 757 1,254
Percent of Open Interest Represented by Each Category of Trader
4.7 47.9 2.3 41.1 10.8 16.8 18.8 16.7 0.5 9.1 2.3 0.3 6.3 2.4
Number of Traders in Each Category Total Traders: 177
14 21 6 52 22 24 26 16 10 21 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 828,248
Positions
18,617 79,548 46,652 301,770 124,738 113,780 80,353 139,199 77,856 20,828 33,872 20,350 148,041 192,252
Changes from: November 12, 2013 Total Change is: 30,193
3,576 1,648 11,881 -8,784 -5,320 -3,161 13,915 10,311 8,954 1,758 2,925 3,102 -1,049 -147
Percent of Open Interest Represented by Each Category of Trader
2.2 9.6 5.6 36.4 15.1 13.7 9.7 16.8 9.4 2.5 4.1 2.5 17.9 23.2
Number of Traders in Each Category Total Traders: 173
10 15 20 31 39 37 20 35 37 8 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 457,091
Positions
23,015 112,266 13,970 250,881 14,965 51,523 16,633 140,689 3,273 9,013 16,311 0 88,783 104,093
Changes from: November 12, 2013 Total Change is: 30,866
3,320 12,710 5,717 13,423 -407 -4,285 -17 7,589 1,812 -6 1,479 -0 10,902 6,250
Percent of Open Interest Represented by Each Category of Trader
5.0 24.6 3.1 54.9 3.3 11.3 3.6 30.8 0.7 2.0 3.6 0.0 19.4 22.8
Number of Traders in Each Category Total Traders: 81
4 12 8 34 5 19 . 15 8 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 1,050,283
Positions
118,305 83,598 46,309 266,443 228,232 60,001 293,402 352,365 77,192 39,121 62,256 34,762 114,749 105,568
Changes from: November 12, 2013 Total Change is: 44,002
9,860 1,606 9,723 -2,405 -36,743 1,785 -10,518 32,658 26,028 168 300 5,431 3,930 3,213
Percent of Open Interest Represented by Each Category of Trader
11.3 8.0 4.4 25.4 21.7 5.7 27.9 33.5 7.3 3.7 5.9 3.3 10.9 10.1
Number of Traders in Each Category Total Traders: 214
10 22 15 34 33 29 41 36 39 13 23 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 57,306
Positions
11,062 38,340 4,123 517 0 0 34,053 7,341 6,122 40 0 1,375 14 5
Changes from: November 12, 2013 Total Change is: 10,339
2,523 8,978 459 517 0 0 4,914 -903 1,827 40 0 68 -9 -90
Percent of Open Interest Represented by Each Category of Trader
19.3 66.9 7.2 0.9 0.0 0.0 59.4 12.8 10.7 0.1 0.0 2.4 0.0 0.0
Number of Traders in Each Category Total Traders: 39
. 13 8 . 0 0 7 13 11 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 2,948,937
Positions
155,945 166,471 307,180 703,349 849,020 361,054 599,632 207,293 363,836 74,037 145,132 93,198 290,706 455,753
Changes from: November 12, 2013 Total Change is: 11,518
-33,418 27,672 12,532 -8,177 40,537 -4,884 74,900 -12,072 -12,619 22,600 1,732 -16,941 -22,477 -24,439
Percent of Open Interest Represented by Each Category of Trader
5.3 5.6 10.4 23.9 28.8 12.2 20.3 7.0 12.3 2.5 4.9 3.2 9.9 15.5
Number of Traders in Each Category Total Traders: 327
20 38 49 30 74 68 55 56 83 22 32 21
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 2,315,005
Positions
232,711 232,098 120,040 686,508 573,857 199,995 450,350 441,444 262,962 78,852 132,984 36,204 247,384 315,421
Changes from: November 12, 2013 Total Change is: 106,159
61,321 34,507 17,699 6,813 42,957 25,188 -12,459 8,697 -4,784 -725 -186 -4,277 17,384 -13,641
Percent of Open Interest Represented by Each Category of Trader
10.1 10.0 5.2 29.7 24.8 8.6 19.5 19.1 11.4 3.4 5.7 1.6 10.7 13.6
Number of Traders in Each Category Total Traders: 252
17 31 27 32 46 37 42 51 56 13 19 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 295,023
Positions
102,710 81,421 79,983 1,516 0 1,335 25,167 25,060 45,561 1,291 8,918 12,626 24,834 40,119
Changes from: November 12, 2013 Total Change is: 8,261
6,280 11,514 722 75 0 -77 1,027 121 2,074 515 -226 -151 -2,203 -5,715
Percent of Open Interest Represented by Each Category of Trader
34.8 27.6 27.1 0.5 0.0 0.5 8.5 8.5 15.4 0.4 3.0 4.3 8.4 13.6
Number of Traders in Each Category Total Traders: 71
16 24 26 . 0 . 12 9 17 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 is16,559,420
Positions
1,029,225 3,221,519 3,126,304 2,558,911 446,045 278,565 907,086 571,668 6,105,771 309,798 341,516 1,284,903 958,857 1,183,128
Changes from: November 12, 2013 Total Change is: -472,122
28,596 85,091 -264,118 148,310 5,139 -13,364 5,615 66,405 -309,071 3,756 23,197 -27,886 -43,960 -37,515
Percent of Open Interest Represented by Each Category of Trader
6.2 19.5 18.9 15.5 2.7 1.7 5.5 3.5 36.9 1.9 2.1 7.8 5.8 7.1
Number of Traders in Each Category Total Traders: 278
25 62 83 8 21 22 50 65 96 17 21 33
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 42,374
Positions
31,587 870 0 259 6,449 9,032 1,432 17,118 9 0 8,812 0 55 84
Changes from: November 12, 2013 Total Change is: 1,817
388 212 0 100 88 -4 1,342 1,499 9 0 13 0 -18 0
Percent of Open Interest Represented by Each Category of Trader
74.5 2.1 0.0 0.6 15.2 21.3 3.4 40.4 0.0 0.0 20.8 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 41
8 . 0 . 8 . . 10 . 0 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 29,049
Positions
26,841 3,196 1,075 0 12,475 22 1,110 1,904 0 0 10,323 0 1 54
Changes from: November 12, 2013 Total Change is: -1,159
488 -5,548 75 0 4,186 0 -1,709 26 0 0 85 0 -13 17
Percent of Open Interest Represented by Each Category of Trader
92.4 11.0 3.7 0.0 42.9 0.1 3.8 6.6 0.0 0.0 35.5 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 37
8 . . 0 10 . 6 5 0 0 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 44,887
Positions
9,624 9,616 1,608 5,264 2,021 473 10,851 26,646 2,076 8,473 714 97 6,421 1,637
Changes from: November 12, 2013 Total Change is: 1,860
-209 81 -143 -209 -216 134 2,903 1,683 110 -393 358 23 -356 -169
Percent of Open Interest Represented by Each Category of Trader
21.4 21.4 3.6 11.7 4.5 1.1 24.2 59.4 4.6 18.9 1.6 0.2 14.3 3.6
Number of Traders in Each Category Total Traders: 120
6 . . 9 5 . 26 19 12 47 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 439,641
Positions
93,011 35,668 51,636 69,310 23,686 16,676 64,458 149,716 56,154 3,988 17,497 61,207 23,201 27,401
Changes from: November 12, 2013 Total Change is: 31,917
6,717 894 9,253 3,041 1,055 -421 11,187 14,949 -5,966 -1,512 2,386 9,515 103 252
Percent of Open Interest Represented by Each Category of Trader
21.2 8.1 11.7 15.8 5.4 3.8 14.7 34.1 12.8 0.9 4.0 13.9 5.3 6.2
Number of Traders in Each Category Total Traders: 192
19 12 26 9 12 12 35 52 51 14 23 28
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Traders in Financial Futures - Options and Futures Combined Positions as of November 19, 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 7,603
Positions
212 1,405 0 1,709 0 0 4,769 5,084 782 0 328 0 131 4
Changes from: November 12, 2013 Total Change is: 182
-7 0 0 55 0 0 135 184 0 0 -2 0 -1 0
Percent of Open Interest Represented by Each Category of Trader
2.8 18.5 0.0 22.5 0.0 0.0 62.7 66.9 10.3 0.0 4.3 0.0 1.7 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 22, 2013