Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 149,037
Positions
83,771 1,616 529 13,176 16,602 622 18,046 85,284 3,330 6,873 2,381 579 22,111 38,094
Changes from: December 24, 2013 Total Change is: -322
-161 188 102 -896 348 1 426 1,717 278 -20 -3,210 0 -52 254
Percent of Open Interest Represented by Each Category of Trader
56.2 1.1 0.4 8.8 11.1 0.4 12.1 57.2 2.2 4.6 1.6 0.4 14.8 25.6
Number of Traders in Each Category Total Traders: 83
11 4 4 4 8 . 10 32 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,139
Positions
3,304 22,087 320 900 1,231 0 25,875 9,919 341 632 4,292 0 19,767 12,949
Changes from: December 24, 2013 Total Change is: 8
1,148 -950 -4 0 -35 0 390 -32 -250 -1,161 1,094 0 -115 185
Percent of Open Interest Represented by Each Category of Trader
6.5 43.2 0.6 1.8 2.4 0.0 50.6 19.4 0.7 1.2 8.4 0.0 38.7 25.3
Number of Traders in Each Category Total Traders: 43
5 8 . . . 0 13 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 206,886
Positions
13,130 96,342 1,141 26,196 25,981 1,319 117,803 34,683 3,073 2,819 25,742 51 41,354 18,554
Changes from: December 24, 2013 Total Change is: 8,823
-107 9,060 -28 662 -327 -1 8,324 -656 541 -3,674 16 0 3,106 218
Percent of Open Interest Represented by Each Category of Trader
6.3 46.6 0.6 12.7 12.6 0.6 56.9 16.8 1.5 1.4 12.4 0.0 20.0 9.0
Number of Traders in Each Category Total Traders: 106
4 11 4 9 13 4 38 18 4 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 232,225
Positions
121,792 6,492 165 22,595 21,107 4,192 42,204 126,843 2,761 26,178 17,357 238 12,100 53,070
Changes from: December 24, 2013 Total Change is: -6,935
-5,656 720 95 -565 521 66 -1,734 -8,362 134 491 51 0 234 -160
Percent of Open Interest Represented by Each Category of Trader
52.4 2.8 0.1 9.7 9.1 1.8 18.2 54.6 1.2 11.3 7.5 0.1 5.2 22.9
Number of Traders in Each Category Total Traders: 147
13 7 . 8 19 6 21 58 6 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 242,071
Positions
27,927 30,789 1,856 41,193 68,954 5,199 96,557 42,201 4,851 16,952 30,525 449 47,087 57,247
Changes from: December 24, 2013 Total Change is: 1,865
1,558 -448 485 426 725 174 1,003 649 92 -3,296 1,068 -17 1,440 -863
Percent of Open Interest Represented by Each Category of Trader
11.5 12.7 0.8 17.0 28.5 2.1 39.9 17.4 2.0 7.0 12.6 0.2 19.5 23.6
Number of Traders in Each Category Total Traders: 177
13 18 7 15 25 14 31 34 12 17 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 120,071
Positions
80,729 2,074 77 655 6,280 165 14,597 66,928 959 6,188 10,227 9 16,692 33,352
Changes from: December 24, 2013 Total Change is: 2,187
1,832 -174 69 -10 369 -8 -413 3,549 -108 -9 -1,122 8 826 -396
Percent of Open Interest Represented by Each Category of Trader
67.2 1.7 0.1 0.5 5.2 0.1 12.2 55.7 0.8 5.2 8.5 0.0 13.9 27.8
Number of Traders in Each Category Total Traders: 79
8 . . . 10 . 18 27 . 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,208
Positions
16,779 26,309 7,195 2,104 0 0 6,838 623 3,183 1,650 173 2,184 275 541
Changes from: December 24, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
41.7 65.4 17.9 5.2 0.0 0.0 17.0 1.5 7.9 4.1 0.4 5.4 0.7 1.3
Number of Traders in Each Category Total Traders: 20
4 10 9 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 116,803
Positions
27,470 58,299 475 39,483 591 0 28,502 46,485 3,224 10,375 5,617 0 7,274 2,112
Changes from: December 24, 2013 Total Change is: -6,930
1,162 -239 475 133 -100 0 -9,796 -6,334 20 872 -816 0 204 64
Percent of Open Interest Represented by Each Category of Trader
23.5 49.9 0.4 33.8 0.5 0.0 24.4 39.8 2.8 8.9 4.8 0.0 6.2 1.8
Number of Traders in Each Category Total Traders: 98
4 12 . 4 . 0 39 22 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 18,748
Positions
941 7,914 0 1,150 0 0 12,082 8,125 282 718 622 0 3,575 1,805
Changes from: December 24, 2013 Total Change is: 80
-38 178 0 9 0 0 431 -121 0 -290 101 0 -32 -78
Percent of Open Interest Represented by Each Category of Trader
5.0 42.2 0.0 6.1 0.0 0.0 64.4 43.3 1.5 3.8 3.3 0.0 19.1 9.6
Number of Traders in Each Category Total Traders: 52
. 9 0 4 0 0 17 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 59,809
Positions
16,408 38,573 177 7,149 3,999 330 22,983 6,697 226 4,024 2,100 17 8,497 7,692
Changes from: December 24, 2013 Total Change is: 55
215 160 25 -113 -46 19 -51 -313 -39 -351 -159 0 349 407
Percent of Open Interest Represented by Each Category of Trader
27.4 64.5 0.3 12.0 6.7 0.6 38.4 11.2 0.4 6.7 3.5 0.0 14.2 12.9
Number of Traders in Each Category Total Traders: 98
19 13 . 10 . 4 25 16 . 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 119,617
Positions
32,815 77,145 354 14,298 7,998 659 45,965 13,393 452 8,047 4,199 33 16,994 15,384
Changes from: December 24, 2013 Total Change is: 109
430 320 49 -225 -91 38 -101 -625 -78 -701 -318 0 697 814
Percent of Open Interest Represented by Each Category of Trader
27.4 64.5 0.3 12.0 6.7 0.6 38.4 11.2 0.4 6.7 3.5 0.0 14.2 12.9
Number of Traders in Each Category Total Traders: 98
19 13 . 10 . 4 25 16 . 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 700,432
Positions
48,352 229,061 12,322 316,962 99,913 35,694 108,808 161,711 21,000 46,304 61,935 6,134 104,857 72,661
Changes from: December 24, 2013 Total Change is: 15,649
681 -7,852 3,960 -620 -3,731 564 1,537 4,409 3,967 -651 6,958 1,788 4,423 5,585
Percent of Open Interest Represented by Each Category of Trader
6.9 32.7 1.8 45.3 14.3 5.1 15.5 23.1 3.0 6.6 8.8 0.9 15.0 10.4
Number of Traders in Each Category Total Traders: 542
39 32 18 114 53 63 105 90 65 47 61 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 142,559
Positions
9,918 72,989 445 56,622 23,661 1,094 8,029 8,612 722 7,754 12,128 439 57,536 22,469
Changes from: December 24, 2013 Total Change is: 7,803
5,089 1,664 0 -2,061 47 41 -884 3,672 146 256 3,057 1 5,215 -825
Percent of Open Interest Represented by Each Category of Trader
7.0 51.2 0.3 39.7 16.6 0.8 5.6 6.0 0.5 5.4 8.5 0.3 40.4 15.8
Number of Traders in Each Category Total Traders: 79
5 12 . 16 8 8 12 15 5 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,789,364
Positions
226,679 814,872 24,872 1,309,577 389,137 165,125 519,279 780,883 86,003 202,913 259,198 18,313 236,603 250,961
Changes from: December 24, 2013 Total Change is: 39,232
-3,489 -29,028 1,249 7,073 -19,022 2,748 14,950 6,532 16,259 116 24,158 4,284 -3,958 32,052
Percent of Open Interest Represented by Each Category of Trader
8.1 29.2 0.9 46.9 14.0 5.9 18.6 28.0 3.1 7.3 9.3 0.7 8.5 9.0
Number of Traders in Each Category Total Traders: 524
40 30 15 107 49 58 105 89 52 45 58 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 100,412
Positions
2,882 52,162 56 55,264 32,264 2,259 27,438 6,395 895 880 2,936 0 10,738 3,445
Changes from: December 24, 2013 Total Change is: -388
-145 1,000 -34 -184 -704 -394 202 -496 104 2 8 0 61 128
Percent of Open Interest Represented by Each Category of Trader
2.9 51.9 0.1 55.0 32.1 2.2 27.3 6.4 0.9 0.9 2.9 0.0 10.7 3.4
Number of Traders in Each Category Total Traders: 89
4 12 . 37 10 15 14 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 83,927
Positions
12,673 67,971 124 38,510 3,535 923 24,246 6,080 90 1,637 1,795 10 5,715 3,399
Changes from: December 24, 2013 Total Change is: 1,223
1,351 1,023 4 977 7 -55 -689 49 -187 -161 176 7 -25 198
Percent of Open Interest Represented by Each Category of Trader
15.1 81.0 0.1 45.9 4.2 1.1 28.9 7.2 0.1 2.0 2.1 0.0 6.8 4.1
Number of Traders in Each Category Total Traders: 202
19 20 . 39 12 9 57 27 . 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 419,637
Positions
63,364 339,856 619 192,552 17,677 4,613 121,231 30,400 449 8,186 8,977 49 28,574 16,997
Changes from: December 24, 2013 Total Change is: 6,114
6,756 5,115 19 4,885 34 -274 -3,445 247 -935 -804 880 36 -124 992
Percent of Open Interest Represented by Each Category of Trader
15.1 81.0 0.1 45.9 4.2 1.1 28.9 7.2 0.1 2.0 2.1 0.0 6.8 4.1
Number of Traders in Each Category Total Traders: 202
19 20 . 39 12 9 57 27 . 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 296,433
Positions
25,368 93,069 6,433 149,140 87,372 14,107 63,394 70,709 6,434 10,446 6,013 7 21,104 12,289
Changes from: December 24, 2013 Total Change is: 3,291
631 4,299 455 -342 -381 367 3,897 1,114 -953 4 -323 0 -768 -1,287
Percent of Open Interest Represented by Each Category of Trader
8.6 31.4 2.2 50.3 29.5 4.8 21.4 23.9 2.2 3.5 2.0 0.0 7.1 4.1
Number of Traders in Each Category Total Traders: 244
20 15 4 55 35 22 49 47 12 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 75,705
Positions
6,441 44,938 0 33,871 432 457 16,830 14,960 0 7,020 7,538 0 11,086 7,380
Changes from: December 24, 2013 Total Change is: 786
151 1,533 0 111 310 -88 108 -212 -1 761 547 0 -256 -1,303
Percent of Open Interest Represented by Each Category of Trader
8.5 59.4 0.0 44.7 0.6 0.6 22.2 19.8 0.0 9.3 10.0 0.0 14.6 9.7
Number of Traders in Each Category Total Traders: 87
7 8 0 20 . . 20 10 0 11 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 106,288
Positions
30,005 11,529 670 11,680 6,205 925 43,135 8,973 249 8,667 6,757 0 10,957 70,980
Changes from: December 24, 2013 Total Change is: 3,284
3,669 -954 50 1,291 -10,443 71 -1,273 1,291 -234 730 450 0 -1,020 13,053
Percent of Open Interest Represented by Each Category of Trader
28.2 10.8 0.6 11.0 5.8 0.9 40.6 8.4 0.2 8.2 6.4 0.0 10.3 66.8
Number of Traders in Each Category Total Traders: 88
19 6 4 10 . . 30 4 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 90,355
Positions
2,306 58,592 2,192 48,640 12,609 3,963 21,759 4,887 3,882 975 886 0 6,638 3,344
Changes from: December 24, 2013 Total Change is: -16
681 -207 325 -243 -25 514 -1,876 -1,765 354 -105 11 0 334 777
Percent of Open Interest Represented by Each Category of Trader
2.6 64.8 2.4 53.8 14.0 4.4 24.1 5.4 4.3 1.1 1.0 0.0 7.3 3.7
Number of Traders in Each Category Total Traders: 85
4 8 . 33 14 12 14 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 238,633
Positions
15,692 97,245 2,824 89,529 38,129 46,935 46,645 38,411 1,528 20,730 7,689 633 14,117 5,239
Changes from: December 24, 2013 Total Change is: 10,862
-342 2,373 -555 6,392 -2,477 2,932 1,111 10,267 57 623 -968 35 609 -802
Percent of Open Interest Represented by Each Category of Trader
6.6 40.8 1.2 37.5 16.0 19.7 19.5 16.1 0.6 8.7 3.2 0.3 5.9 2.2
Number of Traders in Each Category Total Traders: 184
15 24 . 48 22 26 26 22 11 21 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 648,059
Positions
7,286 62,702 2,043 304,126 127,897 118,905 68,355 127,497 10,327 25,036 24,268 2,309 109,672 172,111
Changes from: December 24, 2013 Total Change is: 18,045
-3,755 -12,651 -337 27,197 8,280 -2,227 -6,787 24,231 -485 9,042 -4,766 1,106 -5,709 4,894
Percent of Open Interest Represented by Each Category of Trader
1.1 9.7 0.3 46.9 19.7 18.3 10.5 19.7 1.6 3.9 3.7 0.4 16.9 26.6
Number of Traders in Each Category Total Traders: 160
6 12 . 34 37 37 23 35 14 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 452,154
Positions
19,313 106,991 615 278,868 24,078 46,973 20,481 161,278 1,529 10,998 20,415 10 73,367 90,265
Changes from: December 24, 2013 Total Change is: -1,947
0 -1,868 -1,646 3,198 1,160 48 -413 -5,566 -768 353 2,205 10 -2,729 4,478
Percent of Open Interest Represented by Each Category of Trader
4.3 23.7 0.1 61.7 5.3 10.4 4.5 35.7 0.3 2.4 4.5 0.0 16.2 20.0
Number of Traders in Each Category Total Traders: 83
. 10 4 33 7 20 4 19 5 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 760,802
Positions
99,542 41,094 15,193 228,359 250,869 55,385 146,447 193,240 29,783 65,725 51,915 23,087 97,281 100,236
Changes from: December 24, 2013 Total Change is: -42,505
18,907 -1,940 -495 -16,538 14,519 -1,861 -28,861 -40,500 -7,768 -1,376 633 -3,043 -1,470 -2,050
Percent of Open Interest Represented by Each Category of Trader
13.1 5.4 2.0 30.0 33.0 7.3 19.2 25.4 3.9 8.6 6.8 3.0 12.8 13.2
Number of Traders in Each Category Total Traders: 196
17 13 5 34 34 27 39 23 23 17 18 4
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 56,850
Positions
14,641 24,365 7,773 297 0 0 26,779 17,366 4,391 2 0 1,495 1,472 1,460
Changes from: December 24, 2013 Total Change is: 2,119
804 -46 136 68 0 0 135 1,016 -192 0 0 0 1,168 1,205
Percent of Open Interest Represented by Each Category of Trader
25.8 42.9 13.7 0.5 0.0 0.0 47.1 30.5 7.7 0.0 0.0 2.6 2.6 2.6
Number of Traders in Each Category Total Traders: 42
6 10 10 . 0 0 6 18 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,211,389
Positions
182,452 139,306 45,577 623,514 856,737 231,402 568,548 257,454 92,974 220,491 98,024 30,828 215,603 459,087
Changes from: December 24, 2013 Total Change is: 47,461
-3,062 -6,116 -2,449 -8,841 -40,645 15,448 -39,055 45,117 12,549 66,374 -4,651 -782 7,279 28,990
Percent of Open Interest Represented by Each Category of Trader
8.3 6.3 2.1 28.2 38.7 10.5 25.7 11.6 4.2 10.0 4.4 1.4 9.7 20.8
Number of Traders in Each Category Total Traders: 300
20 27 9 34 68 55 39 65 36 17 30 6
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,873,458
Positions
157,911 172,694 28,891 688,110 642,088 184,794 471,745 301,969 23,547 137,564 150,679 11,729 169,167 357,067
Changes from: December 24, 2013 Total Change is: -3,864
29,064 -17,399 2,341 -3,187 -8,793 3,280 -14,516 -4,580 -3,235 2,554 2,343 1,673 -21,838 20,506
Percent of Open Interest Represented by Each Category of Trader
8.4 9.2 1.5 36.7 34.3 9.9 25.2 16.1 1.3 7.3 8.0 0.6 9.0 19.1
Number of Traders in Each Category Total Traders: 242
14 23 6 31 54 39 35 48 20 11 26 .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 305,091
Positions
121,154 80,609 86,168 652 0 943 26,253 36,541 33,757 0 11,155 8,981 27,183 46,937
Changes from: December 24, 2013 Total Change is: -1,829
-3,451 -5,985 1,896 0 0 0 -53 1,027 1,268 0 560 -206 -1,283 -389
Percent of Open Interest Represented by Each Category of Trader
39.7 26.4 28.2 0.2 0.0 0.3 8.6 12.0 11.1 0.0 3.7 2.9 8.9 15.4
Number of Traders in Each Category Total Traders: 63
17 17 23 . 0 . 9 9 13 0 8 .
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,154,610
Positions
726,360 2,130,609 2,163,398 3,060,951 1,073,750 204,124 677,017 696,245 1,991,171 260,284 513,657 271,580 799,725 1,110,076
Changes from: December 24, 2013 Total Change is: -119,521
-60,668 -62,193 47,312 42,508 53,714 -1,912 -28,380 39,774 -73,326 7,730 -28,102 -20,817 -31,968 -73,971
Percent of Open Interest Represented by Each Category of Trader
7.2 21.0 21.3 30.1 10.6 2.0 6.7 6.9 19.6 2.6 5.1 2.7 7.9 10.9
Number of Traders in Each Category Total Traders: 250
31 41 68 12 15 20 46 53 80 10 28 24
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,890
Positions
41,709 1,092 0 1,690 13,041 5,356 2,186 18,005 0 900 14,266 0 49 130
Changes from: December 24, 2013 Total Change is: 2,145
3,788 34 0 485 732 0 -3,043 -2,123 0 900 3,497 0 15 5
Percent of Open Interest Represented by Each Category of Trader
80.4 2.1 0.0 3.3 25.1 10.3 4.2 34.7 0.0 1.7 27.5 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 48
7 . 0 . 12 . . 11 0 . 9 0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,001
Positions
29,316 170 0 0 10,719 4,493 187 2,809 0 0 15,741 0 5 69
Changes from: December 24, 2013 Total Change is: 3,755
4,579 -144 0 0 596 -2 -826 -78 0 0 3,384 0 4 -1
Percent of Open Interest Represented by Each Category of Trader
86.2 0.5 0.0 0.0 31.5 13.2 0.5 8.3 0.0 0.0 46.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 35
7 . 0 0 10 . . 9 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,644
Positions
9,563 2,518 819 5,932 4,013 464 7,916 30,588 958 11,544 1,803 0 6,448 2,481
Changes from: December 24, 2013 Total Change is: 37
-1,415 6 0 32 1,220 -40 1,953 -2,285 -6 -3 1,276 0 -484 -134
Percent of Open Interest Represented by Each Category of Trader
21.9 5.8 1.9 13.6 9.2 1.1 18.1 70.1 2.2 26.5 4.1 0.0 14.8 5.7
Number of Traders in Each Category Total Traders: 138
7 . . 11 5 . 23 29 7 54 7 0
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Traders in Financial Futures - Futures Only Positions as of December 31, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 349,696
Positions
73,819 28,233 35,629 51,525 24,528 16,761 57,256 131,803 45,065 12,619 7,008 37,758 19,264 22,911
Changes from: December 24, 2013 Total Change is: -4,577
1,838 -2,890 -1,008 3,556 644 -1,974 1,638 1,220 -1,135 -5,485 2,103 -2,100 93 563
Percent of Open Interest Represented by Each Category of Trader
21.1 8.1 10.2 14.7 7.0 4.8 16.4 37.7 12.9 3.6 2.0 10.8 5.5 6.6
Number of Traders in Each Category Total Traders: 155
21 10 22 9 13 11 29 33 32 14 13 20
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Updated January 6, 2014