Traders in Financial Futures - Futures Only 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 121,813
Positions
44,048 16,636 790 14,725 17,082 148 25,816 44,850 2,921 7,031 6,166 712 25,622 32,508
Changes from: November 12, 2013 Total Change is: 2,861
-79 147 258 485 -127 -10 2,382 3,434 -233 56 -56 -763 765 211
Percent of Open Interest Represented by Each Category of Trader
36.2 13.7 0.6 12.1 14.0 0.1 21.2 36.8 2.4 5.8 5.1 0.6 21.0 26.7
Number of Traders in Each Category Total Traders: 82
6 11 . 6 6 . 13 28 6 8 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 41,770
Positions
17,958 20,359 260 0 1,706 0 8,854 5,271 1,023 511 3,213 0 13,164 9,938
Changes from: November 12, 2013 Total Change is: -2,629
-912 -1,478 -85 0 -45 0 -972 -1,416 40 -477 -419 0 -223 774
Percent of Open Interest Represented by Each Category of Trader
43.0 48.7 0.6 0.0 4.1 0.0 21.2 12.6 2.4 1.2 7.7 0.0 31.5 23.8
Number of Traders in Each Category Total Traders: 41
10 9 . 0 . 0 11 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 183,449
Positions
19,700 68,781 1,203 23,880 27,557 1,223 95,211 39,645 4,575 4,458 17,026 807 32,392 22,632
Changes from: November 12, 2013 Total Change is: 12,447
2,336 4,460 -1,679 710 -643 106 11,010 3,032 514 -754 8,342 138 66 -1,823
Percent of Open Interest Represented by Each Category of Trader
10.7 37.5 0.7 13.0 15.0 0.7 51.9 21.6 2.5 2.4 9.3 0.4 17.7 12.3
Number of Traders in Each Category Total Traders: 121
5 14 5 10 14 5 34 26 12 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 214,211
Positions
125,322 6,378 576 22,408 14,200 3,487 35,741 115,427 3,220 12,460 16,820 8 10,989 54,095
Changes from: November 12, 2013 Total Change is: 18,521
16,728 595 556 -889 1,076 514 1,847 15,328 169 -105 434 7 -306 -158
Percent of Open Interest Represented by Each Category of Trader
58.5 3.0 0.3 10.5 6.6 1.6 16.7 53.9 1.5 5.8 7.9 0.0 5.1 25.3
Number of Traders in Each Category Total Traders: 131
12 8 . 8 15 5 18 51 9 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 232,326
Positions
46,507 42,745 2,929 38,985 56,273 5,655 73,540 46,427 6,044 19,728 14,514 932 38,006 56,807
Changes from: November 12, 2013 Total Change is: 3,160
4,615 1,161 381 370 1,592 -1 -1,353 791 -405 -182 1,936 181 -446 -2,476
Percent of Open Interest Represented by Each Category of Trader
20.0 18.4 1.3 16.8 24.2 2.4 31.7 20.0 2.6 8.5 6.2 0.4 16.4 24.5
Number of Traders in Each Category Total Traders: 179
16 19 9 14 23 14 28 40 16 14 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 136,699
Positions
80,476 10,324 142 58 35,397 964 22,066 48,843 1,336 11,641 10,961 315 19,701 28,417
Changes from: November 12, 2013 Total Change is: -542
2,891 951 98 -435 -230 82 -1,651 -1,374 -205 -1,417 -1,207 29 66 1,314
Percent of Open Interest Represented by Each Category of Trader
58.9 7.6 0.1 0.0 25.9 0.7 16.1 35.7 1.0 8.5 8.0 0.2 14.4 20.8
Number of Traders in Each Category Total Traders: 85
13 6 5 . 7 . 20 29 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 130,109
Positions
41,699 52,646 0 38,910 451 0 32,818 64,042 1,699 8,501 8,858 0 6,482 2,413
Changes from: November 12, 2013 Total Change is: 7,938
-216 1,394 0 -8 -330 0 8,496 7,107 -343 -754 1,678 0 763 -1,568
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 0 5 . 0 32 28 6 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 79,063
Positions
15,754 42,580 4,231 5,888 4,168 441 30,222 6,748 6,605 5,231 2,376 800 9,894 11,116
Changes from: November 12, 2013 Total Change is: 695
285 -2,789 280 -496 -107 -74 188 1,491 -279 2 783 -4 792 1,392
Percent of Open Interest Represented by Each Category of Trader
19.9 53.9 5.4 7.4 5.3 0.6 38.2 8.5 8.4 6.6 3.0 1.0 12.5 14.1
Number of Traders in Each Category Total Traders: 111
21 15 4 8 . . 26 18 11 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 13,998
Positions
7,231 7,999 300 990 0 0 1,920 4,968 0 2,097 0 0 1,460 731
Changes from: November 12, 2013 Total Change is: 68
0 0 0 0 0 0 -97 0 0 0 0 0 165 68
Percent of Open Interest Represented by Each Category of Trader
51.7 57.1 2.1 7.1 0.0 0.0 13.7 35.5 0.0 15.0 0.0 0.0 10.4 5.2
Number of Traders in Each Category Total Traders: 22
4 5 . . 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 130,129
Positions
24,215 76,331 693 9,795 8,336 881 69,397 16,353 415 7,596 6,081 270 16,867 20,769
Changes from: November 12, 2013 Total Change is: 1,253
1,089 -5,058 41 -991 -214 -147 34 2,446 -21 -5 1,558 0 1,253 2,648
Percent of Open Interest Represented by Each Category of Trader
18.6 58.7 0.5 7.5 6.4 0.7 53.3 12.6 0.3 5.8 4.7 0.2 13.0 16.0
Number of Traders in Each Category Total Traders: 106
18 16 4 7 . . 26 21 . 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 745,718
Positions
34,968 198,959 33,221 308,308 114,237 42,300 109,430 155,321 53,802 42,121 56,442 12,714 108,853 78,721
Changes from: November 12, 2013 Total Change is: 17,144
2,546 -1,433 3,408 663 966 -804 -3,795 -2,271 10,842 714 3,721 -128 3,698 2,844
Percent of Open Interest Represented by Each Category of Trader
4.7 26.7 4.5 41.3 15.3 5.7 14.7 20.8 7.2 5.6 7.6 1.7 14.6 10.6
Number of Traders in Each Category Total Traders: 569
34 39 26 111 62 69 98 109 78 54 62 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 169,135
Positions
19,179 62,583 2,261 64,441 29,174 1,493 15,159 32,641 1,483 14,683 7,085 936 49,500 31,479
Changes from: November 12, 2013 Total Change is: 2,811
991 -2,380 -38 167 -998 -108 2,896 1,920 445 -139 137 -152 -1,251 3,985
Percent of Open Interest Represented by Each Category of Trader
11.3 37.0 1.3 38.1 17.2 0.9 9.0 19.3 0.9 8.7 4.2 0.6 29.3 18.6
Number of Traders in Each Category Total Traders: 89
7 13 . 15 10 9 18 15 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,882,916
Positions
171,439 774,377 62,307 1,235,657 441,636 187,714 612,867 754,914 120,083 177,777 287,371 18,305 296,767 236,209
Changes from: November 12, 2013 Total Change is: 71,663
18,893 15,854 6,110 1,587 8,928 -2,587 -1,948 10,548 20,478 4,547 18,201 -162 24,745 -5,707
Percent of Open Interest Represented by Each Category of Trader
5.9 26.9 2.2 42.9 15.3 6.5 21.3 26.2 4.2 6.2 10.0 0.6 10.3 8.2
Number of Traders in Each Category Total Traders: 554
38 35 21 107 58 62 96 107 66 52 61 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 108,053
Positions
2,528 55,881 29 62,722 37,168 1,881 28,562 6,066 716 892 2,866 0 10,723 3,446
Changes from: November 12, 2013 Total Change is: -57
-1,110 247 -6 1,154 -596 50 308 544 -145 0 -22 0 -308 -129
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 9.9 3.2
Number of Traders in Each Category Total Traders: 95
. 14 . 39 10 15 17 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 79,507
Positions
3,885 63,274 64 37,714 3,628 736 28,631 4,168 88 2,349 2,818 36 6,003 4,696
Changes from: November 12, 2013 Total Change is: 50
1,148 1,030 -8 -705 -104 162 -461 -1,929 -88 22 350 -12 -8 650
Percent of Open Interest Represented by Each Category of Trader
4.9 79.6 0.1 47.4 4.6 0.9 36.0 5.2 0.1 3.0 3.5 0.0 7.6 5.9
Number of Traders in Each Category Total Traders: 214
22 20 8 32 13 7 66 22 11 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 397,534
Positions
19,427 316,369 319 188,572 18,138 3,681 143,154 20,838 441 11,743 14,088 180 30,017 23,480
Changes from: November 12, 2013 Total Change is: 249
5,740 5,148 -41 -3,527 -522 812 -2,303 -9,646 -438 108 1,749 -61 -41 3,248
Percent of Open Interest Represented by Each Category of Trader
4.9 79.6 0.1 47.4 4.6 0.9 36.0 5.2 0.1 3.0 3.5 0.0 7.6 5.9
Number of Traders in Each Category Total Traders: 214
22 20 8 32 13 7 66 22 11 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 347,532
Positions
49,324 113,167 25,072 157,869 90,881 16,705 58,506 66,850 9,608 7,455 7,017 221 22,772 18,011
Changes from: November 12, 2013 Total Change is: -5,349
-6,386 -4,737 1,190 3,243 -769 -1,020 -4,547 -2,901 1,157 813 -705 -300 501 2,736
Percent of Open Interest Represented by Each Category of Trader
14.2 32.6 7.2 45.4 26.2 4.8 16.8 19.2 2.8 2.1 2.0 0.1 6.6 5.2
Number of Traders in Each Category Total Traders: 240
16 17 4 55 33 23 47 43 12 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 687,245
Positions
25,079 76,190 21,700 286,798 125,565 106,557 78,693 124,380 14,195 19,311 35,027 7,686 127,226 175,945
Changes from: November 12, 2013 Total Change is: 10,912
1,836 2,542 10,996 -4,331 -4,645 -4,004 3,417 77 2,319 1,323 1,680 1,810 -2,454 137
Percent of Open Interest Represented by Each Category of Trader
3.6 11.1 3.2 41.7 18.3 15.5 11.5 18.1 2.1 2.8 5.1 1.1 18.5 25.6
Number of Traders in Each Category Total Traders: 165
12 12 8 29 40 32 20 30 23 7 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 456,672
Positions
23,017 112,266 13,964 250,881 14,965 51,523 16,633 140,782 3,180 9,013 16,311 0 88,461 103,681
Changes from: November 12, 2013 Total Change is: 30,713
3,322 12,710 5,711 13,423 -407 -4,285 -17 7,683 1,719 -6 1,479 0 10,846 6,103
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 22.7
Number of Traders in Each Category Total Traders: 81
4 12 7 34 5 19 . 15 7 . 6 0
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Traders in Financial Futures - Futures Only 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 997,416
Positions
119,005 94,151 29,992 266,324 227,446 56,507 307,798 354,891 37,067 39,121 63,612 29,055 112,547 104,695
Changes from: November 12, 2013 Total Change is: 38,008
8,876 3,266 8,883 -2,524 -34,878 -141 -6,072 31,757 21,191 345 515 4,602 2,848 2,813
Percent of Open Interest Represented by Each Category of Trader
11.9 9.4 3.0 26.7 22.8 5.7 30.9 35.6 3.7 3.9 6.4 2.9 11.3 10.5
Number of Traders in Each Category Total Traders: 213
10 22 9 33 34 29 40 36 30 13 23 7
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Traders in Financial Futures - Futures Only 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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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 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,374,368
Positions
188,272 163,973 78,780 706,258 842,587 319,586 594,812 246,263 99,744 82,619 161,109 35,878 268,419 426,448
Changes from: November 12, 2013 Total Change is: 82,253
-11,978 20,603 5,956 -8,123 54,246 3,009 68,552 -12,033 28,229 16,982 308 -2,376 -17,998 -15,689
Percent of Open Interest Represented by Each Category of Trader
7.9 6.9 3.3 29.7 35.5 13.5 25.1 10.4 4.2 3.5 6.8 1.5 11.3 18.0
Number of Traders in Each Category Total Traders: 320
23 35 18 31 72 58 49 60 50 14 36 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,029,502
Positions
256,080 243,037 47,514 691,022 565,486 173,369 458,872 473,276 71,510 79,486 132,690 13,197 238,452 309,423
Changes from: November 12, 2013 Total Change is: 125,766
66,126 37,919 19,032 16,052 42,333 11,945 -27,606 -2,296 29,249 -3,873 -125 -1,212 16,053 -11,079
Percent of Open Interest Represented by Each Category of Trader
12.6 12.0 2.3 34.0 27.9 8.5 22.6 23.3 3.5 3.9 6.5 0.7 11.7 15.2
Number of Traders in Each Category Total Traders: 248
17 31 11 32 46 32 40 50 40 10 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 292,242
Positions
102,710 81,534 79,870 1,516 0 1,335 25,714 25,935 42,518 1,291 8,722 12,623 24,665 39,705
Changes from: November 12, 2013 Total Change is: 8,292
6,280 11,514 722 75 0 -77 1,042 77 2,081 515 -226 -150 -2,196 -5,649
Percent of Open Interest Represented by Each Category of Trader
35.1 27.9 27.3 0.5 0.0 0.5 8.8 8.9 14.5 0.4 3.0 4.3 8.4 13.6
Number of Traders in Each Category Total Traders: 71
16 24 26 . 0 . 11 9 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 is10,125,514
Positions
1,010,621 2,866,651 1,918,277 2,515,150 454,817 201,411 920,911 805,237 2,058,896 277,643 357,084 338,555 884,050 1,124,586
Changes from: November 12, 2013 Total Change is: -78,001
-5,434 103,783 -133,514 155,342 -4,261 -3,365 -26,999 -9,807 -14,216 7,181 31,072 -11,924 -45,072 -35,769
Percent of Open Interest Represented by Each Category of Trader
10.0 28.3 18.9 24.8 4.5 2.0 9.1 8.0 20.3 2.7 3.5 3.3 8.7 11.1
Number of Traders in Each Category Total Traders: 258
25 57 77 10 14 19 39 64 83 15 17 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 43,239
Positions
10,355 9,518 793 5,228 2,021 473 10,374 26,797 1,321 8,421 735 0 6,274 1,581
Changes from: November 12, 2013 Total Change is: 1,888
-348 0 0 -176 -216 134 2,954 1,583 154 -445 403 -1 -384 -169
Percent of Open Interest Represented by Each Category of Trader
23.9 22.0 1.8 12.1 4.7 1.1 24.0 62.0 3.1 19.5 1.7 0.0 14.5 3.7
Number of Traders in Each Category Total Traders: 114
7 . . 7 5 . 24 20 9 43 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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