Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 166,342
Positions
84,378 864 7,588 13,176 16,636 788 17,160 85,039 8,802 6,410 2,844 2,980 25,060 40,801
Changes from: December 24, 2013 Total Change is: 676
-67 267 469 -896 320 -92 296 1,576 714 27 -3,120 -21 246 563
Percent of Open Interest Represented by Each Category of Trader
50.7 0.5 4.6 7.9 10.0 0.5 10.3 51.1 5.3 3.9 1.7 1.8 15.1 24.5
Number of Traders in Each Category Total Traders: 84
12 . 8 4 8 . 13 30 14 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 53,969
Positions
3,325 21,829 1,122 900 1,231 0 25,877 9,957 1,550 632 4,292 0 20,562 13,987
Changes from: December 24, 2013 Total Change is: 354
1,149 -862 -2 0 -35 0 392 -216 9 -1,161 1,094 0 -34 365
Percent of Open Interest Represented by Each Category of Trader
6.2 40.4 2.1 1.7 2.3 0.0 47.9 18.5 2.9 1.2 8.0 0.0 38.1 25.9
Number of Traders in Each Category Total Traders: 45
5 8 . . . 0 14 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 233,015
Positions
14,833 94,359 8,809 25,876 26,199 1,680 117,549 34,396 16,430 2,146 25,625 2,661 43,030 22,855
Changes from: December 24, 2013 Total Change is: 16,370
1,229 7,597 1,672 386 -233 149 9,000 965 3,933 -4,120 -447 1,113 3,008 1,621
Percent of Open Interest Represented by Each Category of Trader
6.4 40.5 3.8 11.1 11.2 0.7 50.4 14.8 7.1 0.9 11.0 1.1 18.5 9.8
Number of Traders in Each Category Total Traders: 114
5 10 8 8 15 6 43 16 19 4 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 281,807
Positions
125,878 10,238 13,918 22,635 21,456 5,538 42,024 125,253 25,010 26,525 18,120 4,023 16,256 58,251
Changes from: December 24, 2013 Total Change is: -3,128
-5,402 3,166 -549 -594 270 474 -737 -8,431 2,170 810 -268 443 257 -404
Percent of Open Interest Represented by Each Category of Trader
44.7 3.6 4.9 8.0 7.6 2.0 14.9 44.4 8.9 9.4 6.4 1.4 5.8 20.7
Number of Traders in Each Category Total Traders: 163
12 8 7 10 20 9 21 61 28 10 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 305,809
Positions
28,734 25,642 23,305 40,280 69,230 6,185 97,841 43,969 34,892 17,339 30,982 6,536 50,696 65,068
Changes from: December 24, 2013 Total Change is: 6,695
1,001 -3,720 3,416 -126 320 548 1,035 1,795 2,679 -2,931 1,368 150 925 139
Percent of Open Interest Represented by Each Category of Trader
9.4 8.4 7.6 13.2 22.6 2.0 32.0 14.4 11.4 5.7 10.1 2.1 16.6 21.3
Number of Traders in Each Category Total Traders: 197
17 15 14 15 25 16 38 35 31 19 33 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 142,588
Positions
81,048 2,307 8,792 655 6,087 944 14,619 66,948 7,867 5,634 10,492 3,638 19,392 35,512
Changes from: December 24, 2013 Total Change is: 2,015
2,063 -422 -187 -10 541 182 -485 3,589 -181 -1 -1,057 -40 673 -411
Percent of Open Interest Represented by Each Category of Trader
56.8 1.6 6.2 0.5 4.3 0.7 10.3 47.0 5.5 4.0 7.4 2.6 13.6 24.9
Number of Traders in Each Category Total Traders: 87
8 . 6 . 11 5 18 29 13 8 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 40,208
Positions
16,779 26,309 7,195 2,104 0 0 6,838 623 3,183 1,650 173 2,184 275 541
Changes from: December 24, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
41.7 65.4 17.9 5.2 0.0 0.0 17.0 1.5 7.9 4.1 0.4 5.4 0.7 1.3
Number of Traders in Each Category Total Traders: 20
4 10 9 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 116,803
Positions
27,470 58,299 475 39,483 591 0 28,502 46,485 3,224 10,375 5,617 0 7,274 2,112
Changes from: December 24, 2013 Total Change is: -6,930
1,162 -239 475 133 -100 0 -9,796 -6,334 20 872 -816 0 204 64
Percent of Open Interest Represented by Each Category of Trader
23.5 49.9 0.4 33.8 0.5 0.0 24.4 39.8 2.8 8.9 4.8 0.0 6.2 1.8
Number of Traders in Each Category Total Traders: 98
4 12 . 4 . 0 39 22 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 18,748
Positions
941 7,914 0 1,150 0 0 12,082 8,125 282 718 622 0 3,575 1,805
Changes from: December 24, 2013 Total Change is: 80
-38 178 0 9 0 0 431 -121 0 -290 101 0 -32 -78
Percent of Open Interest Represented by Each Category of Trader
5.0 42.2 0.0 6.1 0.0 0.0 64.4 43.3 1.5 3.8 3.3 0.0 19.1 9.6
Number of Traders in Each Category Total Traders: 52
. 9 0 4 0 0 17 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 61,575
Positions
16,427 38,572 216 7,149 3,999 330 23,053 6,627 1,270 3,958 2,100 563 8,609 7,899
Changes from: December 24, 2013 Total Change is: 457
222 156 29 -113 -46 19 -100 -301 269 -291 -159 47 375 443
Percent of Open Interest Represented by Each Category of Trader
26.7 62.6 0.4 11.6 6.5 0.5 37.4 10.8 2.1 6.4 3.4 0.9 14.0 12.8
Number of Traders in Each Category Total Traders: 100
19 13 . 10 . 4 25 16 9 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 123,150
Positions
32,855 77,144 432 14,298 7,998 659 46,107 13,254 2,540 7,915 4,199 1,126 17,218 15,798
Changes from: December 24, 2013 Total Change is: 914
443 312 57 -225 -91 38 -199 -602 539 -582 -318 94 749 885
Percent of Open Interest Represented by Each Category of Trader
26.7 62.6 0.4 11.6 6.5 0.5 37.4 10.8 2.1 6.4 3.4 0.9 14.0 12.8
Number of Traders in Each Category Total Traders: 100
19 13 . 10 . 4 25 16 9 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 847,826
Positions
48,976 228,226 19,192 317,154 98,274 38,224 111,501 165,845 124,411 47,096 63,418 24,052 117,220 86,184
Changes from: December 24, 2013 Total Change is: 10,955
824 -6,659 3,629 -562 -3,720 552 3,627 3,822 -2,402 -1,438 7,623 1,043 5,682 7,068
Percent of Open Interest Represented by Each Category of Trader
5.8 26.9 2.3 37.4 11.6 4.5 13.2 19.6 14.7 5.6 7.5 2.8 13.8 10.2
Number of Traders in Each Category Total Traders: 583
40 33 32 115 53 66 100 103 92 74 64 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 191,102
Positions
10,651 72,989 1,744 56,589 22,236 3,009 8,253 10,346 29,609 7,747 12,492 8,482 65,017 30,194
Changes from: December 24, 2013 Total Change is: 7,217
4,570 1,664 277 -2,060 20 67 -762 2,885 -1,376 250 3,182 -5 6,257 504
Percent of Open Interest Represented by Each Category of Trader
5.6 38.2 0.9 29.6 11.6 1.6 4.3 5.4 15.5 4.1 6.5 4.4 34.0 15.8
Number of Traders in Each Category Total Traders: 94
6 12 4 16 8 10 11 20 29 12 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 3,283,618
Positions
227,004 811,566 51,862 1,310,703 388,066 168,198 535,437 796,689 454,811 200,763 258,647 73,827 261,012 279,952
Changes from: December 24, 2013 Total Change is: 18,687
-4,170 -27,057 2,201 7,358 -18,831 2,553 21,294 4,030 -4,474 -9,926 20,715 6,728 -2,876 32,822
Percent of Open Interest Represented by Each Category of Trader
6.9 24.7 1.6 39.9 11.8 5.1 16.3 24.3 13.9 6.1 7.9 2.2 7.9 8.5
Number of Traders in Each Category Total Traders: 552
39 32 29 108 49 60 101 98 89 65 60 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 100,453
Positions
2,882 52,162 56 55,264 32,264 2,259 27,438 6,393 916 880 2,936 0 10,757 3,466
Changes from: December 24, 2013 Total Change is: -385
-145 1,000 -34 -184 -704 -394 202 -493 104 2 8 0 64 128
Percent of Open Interest Represented by Each Category of Trader
2.9 51.9 0.1 55.0 32.1 2.2 27.3 6.4 0.9 0.9 2.9 0.0 10.7 3.5
Number of Traders in Each Category Total Traders: 89
4 12 . 37 10 15 14 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 85,711
Positions
12,683 67,969 160 38,510 3,535 923 24,190 6,025 1,147 1,605 1,742 647 5,846 3,563
Changes from: December 24, 2013 Total Change is: 1,164
1,361 1,033 -3 977 7 -55 -709 0 -139 -174 203 -85 -9 202
Percent of Open Interest Represented by Each Category of Trader
14.8 79.3 0.2 44.9 4.1 1.1 28.2 7.0 1.3 1.9 2.0 0.8 6.8 4.2
Number of Traders in Each Category Total Traders: 206
19 20 4 39 12 9 57 28 9 15 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 428,553
Positions
63,413 339,843 802 192,552 17,677 4,613 120,952 30,125 5,733 8,024 8,710 3,235 29,230 17,816
Changes from: December 24, 2013 Total Change is: 5,819
6,805 5,165 -16 4,885 34 -274 -3,546 2 -693 -872 1,015 -424 -46 1,010
Percent of Open Interest Represented by Each Category of Trader
14.8 79.3 0.2 44.9 4.1 1.1 28.2 7.0 1.3 1.9 2.0 0.8 6.8 4.2
Number of Traders in Each Category Total Traders: 206
19 20 4 39 12 9 57 28 9 15 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 297,417
Positions
25,368 93,095 6,449 149,140 87,372 14,107 63,402 70,539 6,897 10,452 6,144 364 21,239 12,451
Changes from: December 24, 2013 Total Change is: 3,382
631 4,312 455 -342 -381 367 3,900 1,133 -932 5 -371 63 -763 -1,262
Percent of Open Interest Represented by Each Category of Trader
8.5 31.3 2.2 50.1 29.4 4.7 21.3 23.7 2.3 3.5 2.1 0.1 7.1 4.2
Number of Traders in Each Category Total Traders: 245
20 15 5 55 35 22 49 47 15 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 75,705
Positions
6,441 44,938 0 33,871 432 457 16,830 14,960 0 7,020 7,538 0 11,086 7,380
Changes from: December 24, 2013 Total Change is: 786
151 1,533 0 111 310 -88 108 -212 -1 761 547 0 -256 -1,303
Percent of Open Interest Represented by Each Category of Trader
8.5 59.4 0.0 44.7 0.6 0.6 22.2 19.8 0.0 9.3 10.0 0.0 14.6 9.7
Number of Traders in Each Category Total Traders: 87
7 8 0 20 . . 20 10 0 11 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 106,288
Positions
30,005 11,529 670 11,680 6,205 925 43,135 8,973 249 8,667 6,757 0 10,957 70,980
Changes from: December 24, 2013 Total Change is: 3,284
3,669 -954 50 1,291 -10,443 71 -1,273 1,291 -234 730 450 0 -1,020 13,053
Percent of Open Interest Represented by Each Category of Trader
28.2 10.8 0.6 11.0 5.8 0.9 40.6 8.4 0.2 8.2 6.4 0.0 10.3 66.8
Number of Traders in Each Category Total Traders: 88
19 6 4 10 . . 30 4 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 90,355
Positions
2,306 58,592 2,192 48,640 12,609 3,963 21,759 4,887 3,882 975 886 0 6,638 3,344
Changes from: December 24, 2013 Total Change is: -16
681 -207 325 -243 -25 514 -1,876 -1,765 354 -105 11 0 334 777
Percent of Open Interest Represented by Each Category of Trader
2.6 64.8 2.4 53.8 14.0 4.4 24.1 5.4 4.3 1.1 1.0 0.0 7.3 3.7
Number of Traders in Each Category Total Traders: 85
4 8 . 33 14 12 14 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 238,633
Positions
15,692 97,245 2,824 89,529 38,129 46,935 46,645 38,411 1,528 20,730 7,689 633 14,117 5,239
Changes from: December 24, 2013 Total Change is: 10,862
-342 2,373 -555 6,392 -2,477 2,932 1,111 10,267 57 623 -968 35 609 -802
Percent of Open Interest Represented by Each Category of Trader
6.6 40.8 1.2 37.5 16.0 19.7 19.5 16.1 0.6 8.7 3.2 0.3 5.9 2.2
Number of Traders in Each Category Total Traders: 184
15 24 . 48 22 26 26 22 11 21 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 765,659
Positions
7,454 61,953 25,318 299,387 128,664 126,324 77,462 145,447 64,784 31,323 24,289 4,753 128,853 184,126
Changes from: December 24, 2013 Total Change is: -50,613
-5,221 -11,786 -12,071 5,348 8,191 -3,430 1,012 2,200 -32,144 6,154 -2,306 -3,808 -6,452 4,542
Percent of Open Interest Represented by Each Category of Trader
1.0 8.1 3.3 39.1 16.8 16.5 10.1 19.0 8.5 4.1 3.2 0.6 16.8 24.0
Number of Traders in Each Category Total Traders: 163
7 11 14 34 37 39 27 33 36 8 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 453,359
Positions
19,313 106,991 615 278,868 24,078 46,973 19,758 160,967 2,783 10,998 20,415 10 74,041 90,527
Changes from: December 24, 2013 Total Change is: -5,551
0 -1,868 -1,646 3,195 1,160 48 -144 -4,402 -2,347 353 252 -576 -4,434 3,828
Percent of Open Interest Represented by Each Category of Trader
4.3 23.6 0.1 61.5 5.3 10.4 4.4 35.5 0.6 2.4 4.5 0.0 16.3 20.0
Number of Traders in Each Category Total Traders: 83
. 10 4 33 7 20 5 18 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 767,809
Positions
99,571 41,094 15,600 228,359 251,945 55,385 147,733 191,746 32,692 65,500 52,482 23,922 99,048 102,944
Changes from: December 24, 2013 Total Change is: -43,903
18,978 -2,200 -838 -16,538 14,783 -1,861 -28,767 -39,878 -9,369 -1,468 582 -3,289 -750 -1,832
Percent of Open Interest Represented by Each Category of Trader
13.0 5.4 2.0 29.7 32.8 7.2 19.2 25.0 4.3 8.5 6.8 3.1 12.9 13.4
Number of Traders in Each Category Total Traders: 196
17 13 6 34 34 27 39 23 26 17 18 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 56,850
Positions
14,641 24,365 7,773 297 0 0 26,779 17,366 4,391 2 0 1,495 1,472 1,460
Changes from: December 24, 2013 Total Change is: 2,119
804 -46 136 68 0 0 135 1,016 -192 0 0 0 1,168 1,205
Percent of Open Interest Represented by Each Category of Trader
25.8 42.9 13.7 0.5 0.0 0.0 47.1 30.5 7.7 0.0 0.0 2.6 2.6 2.6
Number of Traders in Each Category Total Traders: 42
6 10 10 . 0 0 6 18 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 2,751,282
Positions
201,898 139,214 193,253 614,210 870,388 262,480 570,738 200,409 347,311 202,644 125,989 119,796 238,953 492,443
Changes from: December 24, 2013 Total Change is: -235,972
15,398 -11,636 -115,057 -24,183 -36,343 -13,232 -25,581 14,358 -83,375 61,931 33,244 -53,639 1,766 29,708
Percent of Open Interest Represented by Each Category of Trader
7.3 5.1 7.0 22.3 31.6 9.5 20.7 7.3 12.6 7.4 4.6 4.4 8.7 17.9
Number of Traders in Each Category Total Traders: 304
18 29 33 33 69 59 52 54 79 21 28 15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 2,112,586
Positions
158,961 169,582 98,510 687,247 645,587 189,900 466,394 284,191 149,141 130,627 152,607 48,799 183,007 374,268
Changes from: December 24, 2013 Total Change is: -98,176
13,307 -11,051 -18,858 -15,564 -10,247 4,528 -14,541 -30,531 -59,904 -210 -1,113 14,351 -21,285 14,649
Percent of Open Interest Represented by Each Category of Trader
7.5 8.0 4.7 32.5 30.6 9.0 22.1 13.5 7.1 6.2 7.2 2.3 8.7 17.7
Number of Traders in Each Category Total Traders: 245
13 24 20 31 54 41 40 46 47 10 27 7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 306,411
Positions
121,230 80,609 86,168 652 0 943 26,150 36,415 35,015 0 11,288 8,981 27,272 46,991
Changes from: December 24, 2013 Total Change is: -1,913
-3,495 -5,985 1,896 0 0 0 -193 911 1,378 0 484 -208 -1,291 -389
Percent of Open Interest Represented by Each Category of Trader
39.6 26.3 28.1 0.2 0.0 0.3 8.5 11.9 11.4 0.0 3.7 2.9 8.9 15.3
Number of Traders in Each Category Total Traders: 64
17 17 23 . 0 . 8 11 15 0 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 is16,060,272
Positions
660,710 2,215,810 3,250,024 3,135,908 1,070,090 311,154 690,900 573,354 5,594,270 293,532 600,473 1,260,516 863,258 1,184,581
Changes from: December 24, 2013 Total Change is: 69,568
-47,240 -68,906 44,289 39,701 54,185 -5,053 -30,038 15,378 2,092 3,302 8,052 95,293 -32,778 -75,763
Percent of Open Interest Represented by Each Category of Trader
4.1 13.8 20.2 19.5 6.7 1.9 4.3 3.6 34.8 1.8 3.7 7.8 5.4 7.4
Number of Traders in Each Category Total Traders: 269
28 48 73 11 22 25 55 53 92 13 30 35
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 51,890
Positions
41,709 1,092 0 1,690 13,041 5,356 2,186 18,005 0 900 14,266 0 49 130
Changes from: December 24, 2013 Total Change is: 2,145
3,788 34 0 485 732 0 -3,043 -2,123 0 900 3,497 0 15 5
Percent of Open Interest Represented by Each Category of Trader
80.4 2.1 0.0 3.3 25.1 10.3 4.2 34.7 0.0 1.7 27.5 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 48
7 . 0 . 12 . . 11 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 34,001
Positions
29,316 170 0 0 10,719 4,493 187 2,809 0 0 15,741 0 5 69
Changes from: December 24, 2013 Total Change is: 3,755
4,579 -144 0 0 596 -2 -826 -78 0 0 3,384 0 4 -1
Percent of Open Interest Represented by Each Category of Trader
86.2 0.5 0.0 0.0 31.5 13.2 0.5 8.3 0.0 0.0 46.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 35
7 . 0 0 10 . . 9 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 44,855
Positions
9,563 3,142 865 5,939 4,013 464 8,197 30,325 1,620 11,602 1,810 82 6,522 2,534
Changes from: December 24, 2013 Total Change is: 130
-1,415 -23 29 30 1,220 -40 1,977 -2,284 66 -21 1,280 11 -508 -130
Percent of Open Interest Represented by Each Category of Trader
21.3 7.0 1.9 13.2 8.9 1.0 18.3 67.6 3.6 25.9 4.0 0.2 14.5 5.6
Number of Traders in Each Category Total Traders: 142
7 . . 11 5 . 21 31 9 56 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 349,696
Positions
73,819 28,233 35,629 51,525 24,528 16,761 57,256 131,803 45,065 12,619 7,008 37,758 19,264 22,911
Changes from: December 24, 2013 Total Change is: -4,577
1,838 -2,890 -1,008 3,556 644 -1,974 1,638 1,220 -1,135 -5,485 2,103 -2,100 93 563
Percent of Open Interest Represented by Each Category of Trader
21.1 8.1 10.2 14.7 7.0 4.8 16.4 37.7 12.9 3.6 2.0 10.8 5.5 6.6
Number of Traders in Each Category Total Traders: 155
21 10 22 9 13 11 29 33 32 14 13 20
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Updated January 6, 2014