Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 165,665
Positions
84,445 596 7,119 14,072 16,316 881 16,864 83,463 8,088 6,382 5,964 3,001 24,815 40,238
Changes from: December 17, 2013 Total Change is: -36,481
-4,785 -3,956 -17,364 -127 478 78 -4,245 -6,821 -9,723 -698 463 809 -425 -444
Percent of Open Interest Represented by Each Category of Trader
51.0 0.4 4.3 8.5 9.8 0.5 10.2 50.4 4.9 3.9 3.6 1.8 15.0 24.3
Number of Traders in Each Category Total Traders: 87
12 . 8 4 8 . 11 33 12 6 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,614
Positions
2,176 22,690 1,124 900 1,266 0 25,485 10,173 1,541 1,793 3,198 0 20,595 13,622
Changes from: December 17, 2013 Total Change is: 3,510
1,653 1,440 -141 0 -50 0 1,267 2,585 245 1,161 -1,131 0 -675 562
Percent of Open Interest Represented by Each Category of Trader
4.1 42.3 2.1 1.7 2.4 0.0 47.5 19.0 2.9 3.3 6.0 0.0 38.4 25.4
Number of Traders in Each Category Total Traders: 45
. 9 . . . 0 15 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 216,645
Positions
13,605 86,762 7,137 25,490 26,432 1,532 108,549 33,431 12,497 6,267 26,073 1,548 40,021 21,233
Changes from: December 17, 2013 Total Change is: 8,618
-611 3,186 1,889 -1,143 -296 -159 3,492 4,244 238 1,383 -641 324 3,206 -167
Percent of Open Interest Represented by Each Category of Trader
6.3 40.0 3.3 11.8 12.2 0.7 50.1 15.4 5.8 2.9 12.0 0.7 18.5 9.8
Number of Traders in Each Category Total Traders: 117
5 10 8 8 15 6 40 20 17 8 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 284,935
Positions
131,280 7,072 14,467 23,230 21,186 5,063 42,761 133,684 22,841 25,716 18,388 3,579 15,999 58,656
Changes from: December 17, 2013 Total Change is: 15,062
12,162 1,777 3,720 10 -280 490 -3,033 3,140 1,727 -549 2,929 519 15 1,038
Percent of Open Interest Represented by Each Category of Trader
46.1 2.5 5.1 8.2 7.4 1.8 15.0 46.9 8.0 9.0 6.5 1.3 5.6 20.6
Number of Traders in Each Category Total Traders: 161
11 8 6 10 20 10 23 61 27 8 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 299,113
Positions
27,734 29,362 19,889 40,407 68,910 5,637 96,806 42,173 32,213 20,270 29,614 6,386 49,771 64,929
Changes from: December 17, 2013 Total Change is: 8,822
1,549 6,200 4,601 -1,208 2,464 91 2,982 -179 -2,874 3,729 961 -79 30 -2,363
Percent of Open Interest Represented by Each Category of Trader
9.3 9.8 6.6 13.5 23.0 1.9 32.4 14.1 10.8 6.8 9.9 2.1 16.6 21.7
Number of Traders in Each Category Total Traders: 195
11 21 14 15 25 16 34 37 32 21 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 140,574
Positions
78,985 2,729 8,979 665 5,546 762 15,104 63,359 8,048 5,635 11,549 3,678 18,719 35,923
Changes from: December 17, 2013 Total Change is: 3,994
5,574 28 -65 -330 -348 -159 1,028 2,007 -564 -114 1,411 530 -1,906 1,154
Percent of Open Interest Represented by Each Category of Trader
56.2 1.9 6.4 0.5 3.9 0.5 10.7 45.1 5.7 4.0 8.2 2.6 13.3 25.6
Number of Traders in Each Category Total Traders: 86
9 . 6 . 9 4 19 28 16 7 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 123,733
Positions
26,308 58,538 0 39,350 691 0 38,298 52,819 3,204 9,503 6,433 0 7,070 2,048
Changes from: December 17, 2013 Total Change is: 9,119
549 4,262 0 10 50 0 6,021 2,377 2,000 828 367 0 -289 63
Percent of Open Interest Represented by Each Category of Trader
21.3 47.3 0.0 31.8 0.6 0.0 31.0 42.7 2.6 7.7 5.2 0.0 5.7 1.7
Number of Traders in Each Category Total Traders: 96
4 11 0 4 . 0 39 21 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 18,668
Positions
979 7,736 0 1,141 0 0 11,651 8,246 282 1,008 521 0 3,607 1,883
Changes from: December 17, 2013 Total Change is: 729
-7 1,034 0 323 0 0 458 189 30 292 -106 0 -367 -418
Percent of Open Interest Represented by Each Category of Trader
5.2 41.4 0.0 6.1 0.0 0.0 62.4 44.2 1.5 5.4 2.8 0.0 19.3 10.1
Number of Traders in Each Category Total Traders: 54
. 9 0 4 0 0 18 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 61,118
Positions
16,206 38,416 187 7,262 4,045 311 23,153 6,928 1,001 4,249 2,259 516 8,234 7,457
Changes from: December 17, 2013 Total Change is: -28,664
-224 -8,681 -11,609 -625 -69 74 -3,175 3,506 -9,875 -205 455 -1,160 -1,865 -1,306
Percent of Open Interest Represented by Each Category of Trader
26.5 62.9 0.3 11.9 6.6 0.5 37.9 11.3 1.6 7.0 3.7 0.8 13.5 12.2
Number of Traders in Each Category Total Traders: 104
19 14 . 11 . 4 26 15 8 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 122,236
Positions
32,411 76,832 374 14,523 8,089 621 46,306 13,856 2,001 8,497 4,517 1,033 16,469 14,913
Changes from: December 17, 2013 Total Change is: -23,674
9,815 -6,460 -13,488 731 -137 148 -15,273 2,469 -4,348 1,517 43 -1,453 -1,322 -447
Percent of Open Interest Represented by Each Category of Trader
26.5 62.9 0.3 11.9 6.6 0.5 37.9 11.3 1.6 7.0 3.7 0.8 13.5 12.2
Number of Traders in Each Category Total Traders: 104
19 14 . 11 . 4 26 15 8 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 836,871
Positions
48,151 234,885 15,563 317,716 101,994 37,672 107,874 162,023 126,813 48,534 55,795 23,009 111,538 79,116
Changes from: December 17, 2013 Total Change is: -255,372
9,494 19,198 -97,469 14,479 -13,377 -23,940 -14,771 10,848 -115,752 3,780 -1,762 -22,722 -8,471 -10,396
Percent of Open Interest Represented by Each Category of Trader
5.8 28.1 1.9 38.0 12.2 4.5 12.9 19.4 15.2 5.8 6.7 2.7 13.3 9.5
Number of Traders in Each Category Total Traders: 572
39 35 30 112 58 69 87 104 92 67 68 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 183,885
Positions
6,081 71,325 1,466 58,649 22,217 2,942 9,016 7,461 30,986 7,497 9,310 8,488 58,760 29,690
Changes from: December 17, 2013 Total Change is: -86,721
-18,554 4,541 -21,357 -3,805 -3,596 -86 -7,255 -29,376 -20,950 -10,566 1,826 -4,452 303 -13,271
Percent of Open Interest Represented by Each Category of Trader
3.3 38.8 0.8 31.9 12.1 1.6 4.9 4.1 16.9 4.1 5.1 4.6 32.0 16.1
Number of Traders in Each Category Total Traders: 89
4 11 4 16 8 10 11 20 29 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,264,931
Positions
231,174 838,623 49,662 1,303,345 406,896 165,645 514,143 792,659 459,286 210,690 237,932 67,099 263,888 247,130
Changes from: December 17, 2013 Total Change is: -843,255
53,322 -13,632 -293,644 71,063 -69,261 -98,914 -146,867 91,834 -364,724 43,444 -46,225 -63,064 -43,871 14,374
Percent of Open Interest Represented by Each Category of Trader
7.1 25.7 1.5 39.9 12.5 5.1 15.7 24.3 14.1 6.5 7.3 2.1 8.1 7.6
Number of Traders in Each Category Total Traders: 541
38 35 28 105 54 63 86 99 85 62 62 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 100,837
Positions
3,027 51,162 90 55,448 32,968 2,653 27,236 6,886 812 878 2,928 0 10,693 3,338
Changes from: December 17, 2013 Total Change is: -12,160
-22 -4,616 -3,062 -4,421 -3,234 335 -561 229 -1,780 -86 -23 0 -2,562 -8
Percent of Open Interest Represented by Each Category of Trader
3.0 50.7 0.1 55.0 32.7 2.6 27.0 6.8 0.8 0.9 2.9 0.0 10.6 3.3
Number of Traders in Each Category Total Traders: 92
5 11 . 38 10 17 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 84,547
Positions
11,322 66,935 164 37,533 3,529 977 24,900 6,025 1,285 1,779 1,539 732 5,855 3,361
Changes from: December 17, 2013 Total Change is: -22,976
5,156 -2,088 -7,147 -477 -30 -5,530 -6,737 225 -5,866 -581 18 -673 -1,121 -1,886
Percent of Open Interest Represented by Each Category of Trader
13.4 79.2 0.2 44.4 4.2 1.2 29.5 7.1 1.5 2.1 1.8 0.9 6.9 4.0
Number of Traders in Each Category Total Traders: 207
19 20 4 38 12 9 57 29 13 16 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 422,734
Positions
56,608 334,677 818 187,667 17,643 4,887 124,498 30,123 6,426 8,896 7,695 3,659 29,275 16,806
Changes from: December 17, 2013 Total Change is: -114,880
25,778 -10,439 -35,733 -2,387 -152 -27,652 -33,684 1,127 -29,330 -2,905 91 -3,363 -5,606 -9,429
Percent of Open Interest Represented by Each Category of Trader
13.4 79.2 0.2 44.4 4.2 1.2 29.5 7.1 1.5 2.1 1.8 0.9 6.9 4.0
Number of Traders in Each Category Total Traders: 207
19 20 4 38 12 9 57 29 13 16 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 294,035
Positions
24,737 88,783 5,994 149,482 87,753 13,740 59,502 69,406 7,830 10,448 6,515 301 22,002 13,713
Changes from: December 17, 2013 Total Change is: -76,636
-14,481 -25,714 -44,887 -6,041 -4,846 1,209 -2,012 6,777 -4,702 1,440 -156 -1,879 -5,283 -2,438
Percent of Open Interest Represented by Each Category of Trader
8.4 30.2 2.0 50.8 29.8 4.7 20.2 23.6 2.7 3.6 2.2 0.1 7.5 4.7
Number of Traders in Each Category Total Traders: 241
19 15 4 57 34 21 42 49 15 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 74,919
Positions
6,290 43,405 0 33,760 122 545 16,722 15,172 1 6,259 6,991 0 11,342 8,683
Changes from: December 17, 2013 Total Change is: 3,771
781 2,340 0 899 -139 75 259 -447 0 644 1,678 0 1,113 264
Percent of Open Interest Represented by Each Category of Trader
8.4 57.9 0.0 45.1 0.2 0.7 22.3 20.3 0.0 8.4 9.3 0.0 15.1 11.6
Number of Traders in Each Category Total Traders: 87
7 8 0 20 . 4 20 12 . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 103,004
Positions
26,336 12,483 620 10,389 16,648 854 44,408 7,682 483 7,937 6,307 0 11,977 57,927
Changes from: December 17, 2013 Total Change is: 16,618
3,851 -1,241 167 700 13,443 76 9,182 1,072 94 824 3,478 0 1,724 -471
Percent of Open Interest Represented by Each Category of Trader
25.6 12.1 0.6 10.1 16.2 0.8 43.1 7.5 0.5 7.7 6.1 0.0 11.6 56.2
Number of Traders in Each Category Total Traders: 94
18 7 4 9 . . 33 8 6 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 90,371
Positions
1,625 58,799 1,867 48,883 12,634 3,449 23,635 6,652 3,528 1,080 875 0 6,304 2,567
Changes from: December 17, 2013 Total Change is: -27,372
-1,181 -2,126 -15,197 261 -2,099 -4,622 -2,435 837 -2,251 60 0 -812 -1,195 -1,102
Percent of Open Interest Represented by Each Category of Trader
1.8 65.1 2.1 54.1 14.0 3.8 26.2 7.4 3.9 1.2 1.0 0.0 7.0 2.8
Number of Traders in Each Category Total Traders: 84
4 8 . 32 14 12 13 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 227,771
Positions
16,034 94,872 3,379 83,137 40,606 44,003 45,534 28,144 1,471 20,107 8,657 598 13,508 6,041
Changes from: December 17, 2013 Total Change is: -59,711
-9,013 -8,931 -29,175 3,529 760 -4,916 -3,376 -3,875 -2,837 90 2,504 -7,398 -6,615 -5,843
Percent of Open Interest Represented by Each Category of Trader
7.0 41.7 1.5 36.5 17.8 19.3 20.0 12.4 0.6 8.8 3.8 0.3 5.9 2.7
Number of Traders in Each Category Total Traders: 180
15 24 . 47 22 26 26 20 11 20 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 816,272
Positions
12,676 73,739 37,389 294,039 120,474 129,753 76,451 143,247 96,928 25,169 26,596 8,561 135,305 179,584
Changes from: December 17, 2013 Total Change is: 25,815
7,418 7,172 762 -19,662 -8,099 12,374 12,438 5,995 19,276 797 -1,984 -2,403 -5,185 -7,279
Percent of Open Interest Represented by Each Category of Trader
1.6 9.0 4.6 36.0 14.8 15.9 9.4 17.5 11.9 3.1 3.3 1.0 16.6 22.0
Number of Traders in Each Category Total Traders: 172
7 17 19 35 36 41 27 33 41 11 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 458,910
Positions
19,313 108,859 2,261 275,673 22,918 46,925 19,902 165,370 5,130 10,645 20,163 586 78,475 86,699
Changes from: December 17, 2013 Total Change is: 5,413
0 1,311 -210 3,211 2,444 1,781 1,032 3,684 -1,498 -117 542 -732 1,946 -1,908
Percent of Open Interest Represented by Each Category of Trader
4.2 23.7 0.5 60.1 5.0 10.2 4.3 36.0 1.1 2.3 4.4 0.1 17.1 18.9
Number of Traders in Each Category Total Traders: 84
. 12 6 33 6 20 4 19 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 811,712
Positions
80,593 43,294 16,438 244,897 237,162 57,246 176,500 231,624 42,061 66,968 51,900 27,211 99,798 104,776
Changes from: December 17, 2013 Total Change is: -32,784
3,262 -6,468 -9,523 8,692 -4,462 722 -8,085 15,995 -25,926 5,363 -4,282 476 -7,765 683
Percent of Open Interest Represented by Each Category of Trader
9.9 5.3 2.0 30.2 29.2 7.1 21.7 28.5 5.2 8.3 6.4 3.4 12.3 12.9
Number of Traders in Each Category Total Traders: 199
14 18 8 34 31 29 41 25 26 15 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 54,731
Positions
13,837 24,411 7,637 229 0 0 26,644 16,350 4,583 2 0 1,495 304 255
Changes from: December 17, 2013 Total Change is: 2,962
1,640 -734 72 -443 0 0 1,752 3,634 -8 0 0 -23 -28 21
Percent of Open Interest Represented by Each Category of Trader
25.3 44.6 14.0 0.4 0.0 0.0 48.7 29.9 8.4 0.0 0.0 2.7 0.6 0.5
Number of Traders in Each Category Total Traders: 42
5 10 10 . 0 0 7 17 10 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 2,987,254
Positions
186,500 150,850 308,309 638,393 906,730 275,712 596,319 186,051 430,686 140,713 92,745 173,435 237,187 462,735
Changes from: December 17, 2013 Total Change is: 194,956
22,500 -11,873 65,128 -24,399 49,070 -1,675 -13,927 -14,196 64,104 18,004 -17,660 77,830 -12,608 -15,770
Percent of Open Interest Represented by Each Category of Trader
6.2 5.0 10.3 21.4 30.4 9.2 20.0 6.2 14.4 4.7 3.1 5.8 7.9 15.5
Number of Traders in Each Category Total Traders: 325
19 39 47 32 70 61 63 51 81 20 31 17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 2,210,762
Positions
145,654 180,634 117,369 702,811 655,834 185,372 480,935 314,721 209,045 130,837 153,721 34,448 204,291 359,619
Changes from: December 17, 2013 Total Change is: 214,192
226 17,227 56,967 2,777 96,939 -9,919 112,127 -34,329 42,739 -207 18,134 3,850 5,632 22,583
Percent of Open Interest Represented by Each Category of Trader
6.6 8.2 5.3 31.8 29.7 8.4 21.8 14.2 9.5 5.9 7.0 1.6 9.2 16.3
Number of Traders in Each Category Total Traders: 248
14 26 23 29 55 43 47 40 49 13 24 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 308,324
Positions
124,725 86,594 84,272 652 0 943 26,343 35,504 33,638 0 10,804 9,189 28,562 47,380
Changes from: December 17, 2013 Total Change is: 16,320
10,982 7,721 3,599 -111 -392 0 1,967 8,534 -1,987 -285 1,356 -1,376 3,531 -1,135
Percent of Open Interest Represented by Each Category of Trader
40.5 28.1 27.3 0.2 0.0 0.3 8.5 11.5 10.9 0.0 3.5 3.0 9.3 15.4
Number of Traders in Each Category Total Traders: 64
17 18 23 . 0 . 11 7 14 0 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 is15,990,703
Positions
707,950 2,284,716 3,205,735 3,096,207 1,015,905 316,207 720,938 557,976 5,592,177 290,230 592,421 1,165,223 896,036 1,260,344
Changes from: December 17, 2013 Total Change is: 1,146,198
56,373 -122,716 205,286 171,284 139,964 26,627 -57,787 -61,482 502,239 42,798 174,866 242,906 -43,529 38,508
Percent of Open Interest Represented by Each Category of Trader
4.4 14.3 20.0 19.4 6.4 2.0 4.5 3.5 35.0 1.8 3.7 7.3 5.6 7.9
Number of Traders in Each Category Total Traders: 273
27 50 74 12 22 25 50 59 91 14 29 36
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 49,745
Positions
37,921 1,058 0 1,205 12,309 5,356 5,229 20,128 0 0 10,769 0 34 125
Changes from: December 17, 2013 Total Change is: -114
-1,458 73 0 650 -1,374 0 714 435 0 0 735 0 -20 17
Percent of Open Interest Represented by Each Category of Trader
76.2 2.1 0.0 2.4 24.7 10.8 10.5 40.5 0.0 0.0 21.6 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 47
8 . 0 . 12 . . 11 0 0 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 30,246
Positions
24,737 314 0 0 10,123 4,495 1,013 2,887 0 0 12,357 0 1 70
Changes from: December 17, 2013 Total Change is: 1,393
1,255 -23 0 0 324 0 171 327 0 0 743 0 -33 22
Percent of Open Interest Represented by Each Category of Trader
81.8 1.0 0.0 0.0 33.5 14.9 3.3 9.5 0.0 0.0 40.9 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 37
8 . 0 0 10 . . 9 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 44,725
Positions
10,978 3,165 836 5,908 2,793 504 6,220 32,609 1,553 11,624 530 71 7,031 2,664
Changes from: December 17, 2013 Total Change is: 4,284
1,115 334 -2 401 -9 -37 -1,597 3,997 294 3,183 -361 -1 927 69
Percent of Open Interest Represented by Each Category of Trader
24.5 7.1 1.9 13.2 6.2 1.1 13.9 72.9 3.5 26.0 1.2 0.2 15.7 6.0
Number of Traders in Each Category Total Traders: 131
7 . . 11 5 . 18 30 9 52 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 354,273
Positions
71,981 31,123 36,637 47,969 23,884 18,735 55,618 130,583 46,200 18,104 4,905 39,858 19,171 22,348
Changes from: December 17, 2013 Total Change is: -24,693
-5,267 8,995 -10,573 -3,151 1,244 300 17,061 -9,185 -18,235 -8,241 -2,981 6,375 -2,962 -633
Percent of Open Interest Represented by Each Category of Trader
20.3 8.8 10.3 13.5 6.7 5.3 15.7 36.9 13.0 5.1 1.4 11.3 5.4 6.3
Number of Traders in Each Category Total Traders: 163
23 10 24 9 14 11 28 43 40 13 9 17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 7,599
Positions
143 640 0 3,634 0 632 2,402 4,121 753 0 1,429 0 35 24
Changes from: December 17, 2013 Total Change is: -1,394
92 -926 -440 846 0 247 -1,889 -59 -235 0 0 0 -15 19
Percent of Open Interest Represented by Each Category of Trader
1.9 8.4 0.0 47.8 0.0 8.3 31.6 54.2 9.9 0.0 18.8 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 20
. . 0 6 0 . 6 4 . 0 . 0
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Updated December 30, 2013