Traders in Financial Futures - Futures Only Positions as of November 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 129,471
Positions
49,869 9,054 2,362 14,711 17,137 163 24,480 52,902 3,196 8,447 6,192 1,360 24,883 37,105
Changes from: November 19, 2013 Total Change is: 7,658
5,821 -7,582 1,572 -14 55 15 -1,336 8,052 275 1,416 26 648 -739 4,597
Percent of Open Interest Represented by Each Category of Trader
38.5 7.0 1.8 11.4 13.2 0.1 18.9 40.9 2.5 6.5 4.8 1.1 19.2 28.7
Number of Traders in Each Category Total Traders: 85
8 8 4 5 7 . 14 30 8 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 42,421
Positions
18,097 21,926 43 0 1,706 0 9,028 4,290 1,019 511 3,650 0 13,723 9,787
Changes from: November 19, 2013 Total Change is: 651
139 1,567 -217 0 0 0 174 -981 -4 0 437 0 559 -151
Percent of Open Interest Represented by Each Category of Trader
42.7 51.7 0.1 0.0 4.0 0.0 21.3 10.1 2.4 1.2 8.6 0.0 32.3 23.1
Number of Traders in Each Category Total Traders: 39
10 8 . 0 . 0 11 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 214,443
Positions
31,699 75,470 11,170 24,203 27,551 1,123 100,719 41,404 4,737 5,204 29,053 140 35,448 23,795
Changes from: November 19, 2013 Total Change is: 30,994
11,999 6,689 9,967 323 -6 -100 5,508 1,759 162 746 12,027 -667 3,056 1,163
Percent of Open Interest Represented by Each Category of Trader
14.8 35.2 5.2 11.3 12.8 0.5 47.0 19.3 2.2 2.4 13.5 0.1 16.5 11.1
Number of Traders in Each Category Total Traders: 127
7 14 6 10 14 5 39 24 10 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 236,713
Positions
138,777 4,991 3,298 21,395 16,258 3,716 40,686 129,748 3,341 11,819 16,303 41 13,640 59,017
Changes from: November 19, 2013 Total Change is: 22,502
13,455 -1,387 2,722 -1,013 2,058 229 4,945 14,321 121 -641 -517 33 2,651 4,922
Percent of Open Interest Represented by Each Category of Trader
58.6 2.1 1.4 9.0 6.9 1.6 17.2 54.8 1.4 5.0 6.9 0.0 5.8 24.9
Number of Traders in Each Category Total Traders: 139
14 8 4 9 16 6 21 55 12 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 243,049
Positions
58,983 35,810 4,202 39,429 55,610 5,132 65,636 52,053 10,562 21,049 21,057 212 37,844 58,411
Changes from: November 19, 2013 Total Change is: 10,723
12,476 -6,935 1,273 444 -663 -523 -7,904 5,626 4,518 1,321 6,543 -720 -162 1,604
Percent of Open Interest Represented by Each Category of Trader
24.3 14.7 1.7 16.2 22.9 2.1 27.0 21.4 4.3 8.7 8.7 0.1 15.6 24.0
Number of Traders in Each Category Total Traders: 174
18 17 9 15 20 15 26 44 16 14 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 111,673
Positions
57,027 17,066 339 997 6,009 74 21,535 46,031 1,486 11,514 10,635 305 18,396 29,728
Changes from: November 19, 2013 Total Change is: -25,026
-23,449 6,742 197 939 -29,388 -890 -531 -2,812 150 -127 -326 -10 -1,305 1,311
Percent of Open Interest Represented by Each Category of Trader
51.1 15.3 0.3 0.9 5.4 0.1 19.3 41.2 1.3 10.3 9.5 0.3 16.5 26.6
Number of Traders in Each Category Total Traders: 91
12 7 4 . 8 . 24 28 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 40,127
Positions
18,784 25,117 8,481 2,082 0 0 3,147 407 3,257 1,651 0 2,184 541 681
Changes from: November 19, 2013 Total Change is: -2,508
2,419 -1,000 -1,846 4 0 0 -3,129 147 52 0 0 0 -8 139
Percent of Open Interest Represented by Each Category of Trader
46.8 62.6 21.1 5.2 0.0 0.0 7.8 1.0 8.1 4.1 0.0 5.4 1.3 1.7
Number of Traders in Each Category Total Traders: 23
7 9 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 127,570
Positions
42,385 53,651 0 38,912 451 0 29,992 58,679 1,170 8,483 9,774 907 5,721 2,938
Changes from: November 19, 2013 Total Change is: -2,539
686 1,005 0 2 0 0 -2,826 -5,363 -529 -18 916 907 -761 525
Percent of Open Interest Represented by Each Category of Trader
33.2 42.1 0.0 30.5 0.4 0.0 23.5 46.0 0.9 6.6 7.7 0.7 4.5 2.3
Number of Traders in Each Category Total Traders: 89
4 11 0 5 . 0 29 25 4 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 12,817
Positions
6,147 3,636 3,803 611 0 0 1,310 1,090 214 100 3,299 0 632 775
Changes from: November 19, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.0 28.4 29.7 4.8 0.0 0.0 10.2 8.5 1.7 0.8 25.7 0.0 4.9 6.0
Number of Traders in Each Category Total Traders: 21
5 5 . . 0 0 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 20,919
Positions
1,573 11,737 3 617 207 0 14,485 6,193 6 738 500 0 3,497 2,273
Changes from: November 19, 2013 Total Change is: -3,531
-43 -2,879 1 -215 0 0 -3,164 -341 -107 -13 -124 0 10 -81
Percent of Open Interest Represented by Each Category of Trader
7.5 56.1 0.0 2.9 1.0 0.0 69.2 29.6 0.0 3.5 2.4 0.0 16.7 10.9
Number of Traders in Each Category Total Traders: 52
4 6 . . . 0 18 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 81,713
Positions
13,534 43,056 5,004 7,457 4,149 420 32,815 7,442 6,959 5,028 2,359 851 9,647 11,475
Changes from: November 19, 2013 Total Change is: 2,651
-2,221 476 773 1,569 -20 -21 2,594 695 355 -203 -18 51 -247 360
Percent of Open Interest Represented by Each Category of Trader
16.6 52.7 6.1 9.1 5.1 0.5 40.2 9.1 8.5 6.2 2.9 1.0 11.8 14.0
Number of Traders in Each Category Total Traders: 113
17 15 6 10 . . 28 21 12 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 13,811
Positions
6,731 7,749 300 990 0 0 2,198 4,968 0 2,097 0 0 1,495 794
Changes from: November 19, 2013 Total Change is: -187
-500 -250 0 0 0 0 278 0 0 0 0 0 35 63
Percent of Open Interest Represented by Each Category of Trader
48.7 56.1 2.2 7.2 0.0 0.0 15.9 36.0 0.0 15.2 0.0 0.0 10.8 5.7
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 135,804
Positions
21,785 78,794 1,227 12,933 8,297 840 74,583 18,297 569 7,260 6,115 303 16,304 21,362
Changes from: November 19, 2013 Total Change is: 5,675
-2,430 2,463 534 3,138 -39 -41 5,186 1,944 154 -336 34 33 -563 593
Percent of Open Interest Represented by Each Category of Trader
16.0 58.0 0.9 9.5 6.1 0.6 54.9 13.5 0.4 5.3 4.5 0.2 12.0 15.7
Number of Traders in Each Category Total Traders: 109
15 16 5 9 . . 28 24 4 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 741,827
Positions
36,992 204,566 32,768 306,803 114,337 42,024 110,332 156,000 53,809 41,013 53,660 13,971 104,114 70,691
Changes from: November 19, 2013 Total Change is: -3,892
2,024 5,606 -453 -1,505 100 -276 902 679 7 -1,108 -2,782 1,257 -4,739 -8,029
Percent of Open Interest Represented by Each Category of Trader
5.0 27.6 4.4 41.4 15.4 5.7 14.9 21.0 7.3 5.5 7.2 1.9 14.0 9.5
Number of Traders in Each Category Total Traders: 564
34 38 27 111 62 69 100 104 79 54 60 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 168,933
Positions
18,333 65,688 3,132 64,188 28,972 1,575 14,756 34,121 1,320 14,815 7,958 825 49,989 25,342
Changes from: November 19, 2013 Total Change is: -202
-846 3,105 871 -253 -202 82 -403 1,480 -163 132 873 -111 489 -6,137
Percent of Open Interest Represented by Each Category of Trader
10.9 38.9 1.9 38.0 17.1 0.9 8.7 20.2 0.8 8.8 4.7 0.5 29.6 15.0
Number of Traders in Each Category Total Traders: 90
8 13 4 15 10 9 16 17 6 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,864,468
Positions
167,228 768,321 74,248 1,228,915 442,665 186,404 620,191 751,708 120,133 174,172 271,692 22,550 270,627 226,747
Changes from: November 19, 2013 Total Change is: -18,448
-4,211 -6,056 11,941 -6,742 1,029 -1,310 7,324 -3,206 50 -3,605 -15,679 4,245 -26,140 -9,462
Percent of Open Interest Represented by Each Category of Trader
5.8 26.8 2.6 42.9 15.5 6.5 21.7 26.2 4.2 6.1 9.5 0.8 9.4 7.9
Number of Traders in Each Category Total Traders: 548
34 37 23 107 58 62 100 101 65 52 58 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 114,233
Positions
2,487 62,243 68 64,874 36,288 1,959 31,290 6,520 863 1,234 2,629 0 11,458 3,663
Changes from: November 19, 2013 Total Change is: 6,180
-41 6,362 39 2,152 -880 78 2,728 454 147 342 -237 0 735 217
Percent of Open Interest Represented by Each Category of Trader
2.2 54.5 0.1 56.8 31.8 1.7 27.4 5.7 0.8 1.1 2.3 0.0 10.0 3.2
Number of Traders in Each Category Total Traders: 99
. 15 . 40 10 16 17 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 82,209
Positions
4,495 64,132 112 37,368 3,682 460 31,429 5,631 69 2,307 2,615 28 5,940 5,480
Changes from: November 19, 2013 Total Change is: 2,702
610 858 49 -346 55 -276 2,798 1,463 -19 -42 -202 -8 -63 784
Percent of Open Interest Represented by Each Category of Trader
5.5 78.0 0.1 45.5 4.5 0.6 38.2 6.8 0.1 2.8 3.2 0.0 7.2 6.7
Number of Traders in Each Category Total Traders: 223
21 21 8 33 14 7 64 30 9 22 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 411,044
Positions
22,475 320,661 562 186,841 18,411 2,299 157,146 28,153 344 11,535 13,076 140 29,702 27,398
Changes from: November 19, 2013 Total Change is: 13,510
3,048 4,292 243 -1,731 273 -1,382 13,992 7,315 -97 -208 -1,012 -40 -315 3,918
Percent of Open Interest Represented by Each Category of Trader
5.5 78.0 0.1 45.5 4.5 0.6 38.2 6.8 0.1 2.8 3.2 0.0 7.2 6.7
Number of Traders in Each Category Total Traders: 223
21 21 8 33 14 7 64 30 9 22 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 371,028
Positions
52,548 133,889 28,494 163,728 90,584 15,043 73,851 71,080 8,874 7,783 7,359 221 20,486 15,484
Changes from: November 19, 2013 Total Change is: 23,496
3,224 20,722 3,422 5,859 -297 -1,662 15,345 4,230 -734 328 342 0 -2,286 -2,527
Percent of Open Interest Represented by Each Category of Trader
14.2 36.1 7.7 44.1 24.4 4.1 19.9 19.2 2.4 2.1 2.0 0.1 5.5 4.2
Number of Traders in Each Category Total Traders: 257
16 20 5 56 35 24 52 50 15 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 68,743
Positions
5,033 45,810 0 31,402 463 430 12,478 10,030 24 6,355 3,593 0 13,021 8,393
Changes from: November 19, 2013 Total Change is: 3,887
9 925 -392 344 10 -11 2,492 1,430 24 598 761 -200 1,023 1,340
Percent of Open Interest Represented by Each Category of Trader
7.3 66.6 0.0 45.7 0.7 0.6 18.2 14.6 0.0 9.2 5.2 0.0 18.9 12.2
Number of Traders in Each Category Total Traders: 79
6 9 0 22 . . 17 10 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 91,407
Positions
25,353 9,089 853 10,662 1,047 652 32,829 12,399 1,020 8,364 3,567 358 11,316 62,422
Changes from: November 19, 2013 Total Change is: 6,665
1,246 788 -48 -1,356 -65 74 5,549 5,190 -581 641 -151 -9 1,149 1,467
Percent of Open Interest Represented by Each Category of Trader
27.7 9.9 0.9 11.7 1.1 0.7 35.9 13.6 1.1 9.2 3.9 0.4 12.4 68.3
Number of Traders in Each Category Total Traders: 101
23 12 5 9 . . 28 10 7 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 89,403
Positions
2,718 56,057 1,668 45,292 15,415 4,181 24,014 4,197 4,384 808 871 0 6,338 2,630
Changes from: November 19, 2013 Total Change is: 589
270 -13 18 2,161 -423 -4 -2,853 674 722 369 -292 0 -94 -93
Percent of Open Interest Represented by Each Category of Trader
3.0 62.7 1.9 50.7 17.2 4.7 26.9 4.7 4.9 0.9 1.0 0.0 7.1 2.9
Number of Traders in Each Category Total Traders: 93
5 12 . 35 17 15 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 235,967
Positions
11,108 113,205 5,567 95,618 30,692 39,664 46,399 34,327 1,867 20,788 4,619 631 14,325 5,395
Changes from: November 19, 2013 Total Change is: -8,825
-510 -4,038 -64 -4,969 4,142 -1,558 372 -6,504 671 -1,588 -1,076 13 -1,192 -411
Percent of Open Interest Represented by Each Category of Trader
4.7 48.0 2.4 40.5 13.0 16.8 19.7 14.5 0.8 8.8 2.0 0.3 6.1 2.3
Number of Traders in Each Category Total Traders: 174
15 21 5 52 22 25 25 13 8 21 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 799,593
Positions
14,931 70,923 40,032 303,904 124,907 100,060 71,164 118,170 104,939 20,626 28,917 9,202 134,735 202,443
Changes from: November 19, 2013 Total Change is: 112,348
-10,148 -5,267 18,332 17,106 -658 -6,497 -7,529 -6,210 90,744 1,315 -6,110 1,516 7,509 26,498
Percent of Open Interest Represented by Each Category of Trader
1.9 8.9 5.0 38.0 15.6 12.5 8.9 14.8 13.1 2.6 3.6 1.2 16.9 25.3
Number of Traders in Each Category Total Traders: 161
8 13 9 31 37 36 20 30 23 8 10 7
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Traders in Financial Futures - Futures Only Positions as of November 26, 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 464,197
Positions
19,698 100,108 8,201 256,755 19,361 51,138 17,708 153,776 8,434 9,114 16,299 2,307 90,842 104,573
Changes from: November 19, 2013 Total Change is: 7,525
-3,319 -12,158 -5,763 5,874 4,396 -385 1,075 12,994 5,254 101 -12 2,307 2,381 892
Percent of Open Interest Represented by Each Category of Trader
4.2 21.6 1.8 55.3 4.2 11.0 3.8 33.1 1.8 2.0 3.5 0.5 19.6 22.5
Number of Traders in Each Category Total Traders: 85
. 12 8 33 7 24 . 20 11 . 5 .
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Traders in Financial Futures - Futures Only Positions as of November 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,013,980
Positions
90,191 86,282 44,473 242,773 217,230 57,138 294,480 320,750 85,665 38,779 57,167 34,355 126,126 110,920
Changes from: November 19, 2013 Total Change is: 16,564
-28,814 -7,869 14,481 -23,551 -10,216 631 -13,318 -34,141 48,598 -342 -6,445 5,300 13,579 6,225
Percent of Open Interest Represented by Each Category of Trader
8.9 8.5 4.4 23.9 21.4 5.6 29.0 31.6 8.4 3.8 5.6 3.4 12.4 10.9
Number of Traders in Each Category Total Traders: 207
11 23 9 36 33 29 39 30 31 16 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 63,923
Positions
11,002 42,555 5,279 623 0 0 39,548 8,786 5,774 171 0 1,524 2 5
Changes from: November 19, 2013 Total Change is: 6,617
-60 4,215 1,156 106 0 0 5,495 1,445 -348 131 0 149 -12 0
Percent of Open Interest Represented by Each Category of Trader
17.2 66.6 8.3 1.0 0.0 0.0 61.9 13.7 9.0 0.3 0.0 2.4 0.0 0.0
Number of Traders in Each Category Total Traders: 41
. 13 8 . 0 0 10 13 11 . 0 .
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Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,477,469
Positions
155,495 177,982 101,113 747,555 862,897 316,478 601,925 247,636 130,938 95,714 149,690 34,025 294,226 456,710
Changes from: November 19, 2013 Total Change is: 103,101
-32,777 14,009 22,333 41,297 20,310 -3,108 7,113 1,373 31,194 13,095 -11,419 -1,853 25,807 30,262
Percent of Open Interest Represented by Each Category of Trader
6.3 7.2 4.1 30.2 34.8 12.8 24.3 10.0 5.3 3.9 6.0 1.4 11.9 18.4
Number of Traders in Each Category Total Traders: 308
21 35 24 33 69 61 45 61 53 12 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 2,041,788
Positions
144,021 234,737 71,415 644,896 512,285 171,225 451,638 437,079 137,802 111,157 132,892 18,128 291,506 326,225
Changes from: November 19, 2013 Total Change is: 12,286
-112,059 -8,300 23,901 -46,126 -53,201 -2,144 -7,234 -36,197 66,292 31,671 202 4,931 53,054 16,802
Percent of Open Interest Represented by Each Category of Trader
7.1 11.5 3.5 31.6 25.1 8.4 22.1 21.4 6.7 5.4 6.5 0.9 14.3 16.0
Number of Traders in Each Category Total Traders: 231
10 28 13 25 49 32 35 48 35 9 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 288,493
Positions
102,895 80,332 79,603 1,516 0 1,335 23,671 25,664 40,786 1,540 8,703 11,679 25,468 40,391
Changes from: November 19, 2013 Total Change is: -3,749
185 -1,202 -267 0 0 0 -2,043 -271 -1,732 249 -19 -944 803 686
Percent of Open Interest Represented by Each Category of Trader
35.7 27.8 27.6 0.5 0.0 0.5 8.2 8.9 14.1 0.5 3.0 4.0 8.8 14.0
Number of Traders in Each Category Total Traders: 69
16 22 24 . 0 . 11 9 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 is10,424,169
Positions
998,032 2,848,542 2,040,787 2,639,822 569,128 199,597 988,581 817,795 2,044,385 275,642 486,220 331,451 905,872 1,086,264
Changes from: November 19, 2013 Total Change is: 298,655
-12,589 -18,109 122,510 124,672 114,311 -1,814 67,670 12,558 -14,511 -2,001 129,136 -7,104 21,822 -38,322
Percent of Open Interest Represented by Each Category of Trader
9.6 27.3 19.6 25.3 5.5 1.9 9.5 7.8 19.6 2.6 4.7 3.2 8.7 10.4
Number of Traders in Each Category Total Traders: 267
26 59 80 11 14 19 41 67 84 17 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 46,313
Positions
31,496 1,017 0 259 8,887 9,032 5,492 18,014 0 0 9,281 0 34 82
Changes from: November 19, 2013 Total Change is: 3,939
-91 147 0 0 2,438 0 4,060 896 -9 0 469 0 -21 -2
Percent of Open Interest Represented by Each Category of Trader
68.0 2.2 0.0 0.6 19.2 19.5 11.9 38.9 0.0 0.0 20.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 42
7 . 0 . 9 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 32,265
Positions
27,236 5,650 874 0 8,476 3,872 212 2,094 20 0 11,256 0 51 23
Changes from: November 19, 2013 Total Change is: 3,216
395 2,454 -201 0 -3,999 3,850 -898 190 20 0 933 0 50 -31
Percent of Open Interest Represented by Each Category of Trader
84.4 17.5 2.7 0.0 26.3 12.0 0.7 6.5 0.1 0.0 34.9 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 33
6 . . 0 10 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 42,877
Positions
9,735 9,518 801 5,516 1,779 471 9,121 26,431 1,372 9,411 1,014 0 6,450 1,491
Changes from: November 19, 2013 Total Change is: -362
-620 0 8 288 -242 -2 -1,253 -366 51 990 279 0 176 -90
Percent of Open Interest Represented by Each Category of Trader
22.7 22.2 1.9 12.9 4.1 1.1 21.3 61.6 3.2 21.9 2.4 0.0 15.0 3.5
Number of Traders in Each Category Total Traders: 109
7 . . 8 4 . 24 19 9 40 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 413,869
Positions
84,859 21,656 43,214 63,170 23,581 21,295 55,768 145,930 63,458 2,588 13,848 56,117 23,400 24,770
Changes from: November 19, 2013 Total Change is: -25,772
-8,152 -14,012 -8,422 -6,140 -105 4,619 -8,690 -3,786 7,304 -1,400 -3,649 -5,090 199 -2,631
Percent of Open Interest Represented by Each Category of Trader
20.5 5.2 10.4 15.3 5.7 5.1 13.5 35.3 15.3 0.6 3.3 13.6 5.7 6.0
Number of Traders in Each Category Total Traders: 186
22 10 22 10 13 14 33 51 44 9 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 26, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,005
Positions
230 1,405 0 1,543 0 0 5,319 4,883 782 0 932 0 131 3
Changes from: November 19, 2013 Total Change is: 402
18 0 0 -166 0 0 550 -201 0 0 604 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
2.9 17.6 0.0 19.3 0.0 0.0 66.4 61.0 9.8 0.0 11.6 0.0 1.6 0.0
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 7 4 . 0 . 0
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Updated December 2, 2013