Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 130,799
Positions
44,505 18,667 4,447 14,029 17,513 543 21,242 40,283 8,387 8,673 6,305 2,117 26,855 32,537
Changes from: October 29, 2013 Total Change is: 876
-900 -4,217 421 -190 954 -197 2,949 3,053 6 -1,194 -173 135 -153 894
Percent of Open Interest Represented by Each Category of Trader
34.0 14.3 3.4 10.7 13.4 0.4 16.2 30.8 6.4 6.6 4.8 1.6 20.5 24.9
Number of Traders in Each Category Total Traders: 86
6 10 7 5 7 4 15 28 15 11 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 55,641
Positions
12,747 25,045 1,690 0 1,768 0 19,464 11,994 1,424 511 5,748 0 19,805 7,971
Changes from: October 29, 2013 Total Change is: -1,764
3,421 -2,916 421 0 0 0 -2,214 1,171 79 0 104 0 -3,471 -622
Percent of Open Interest Represented by Each Category of Trader
22.9 45.0 3.0 0.0 3.2 0.0 35.0 21.6 2.6 0.9 10.3 0.0 35.6 14.3
Number of Traders in Each Category Total Traders: 48
10 8 4 0 . 0 16 8 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 195,800
Positions
16,958 65,097 9,720 22,948 28,678 743 86,070 35,395 16,574 2,586 9,556 2,451 37,750 27,587
Changes from: October 29, 2013 Total Change is: -4,841
2,349 -10,265 2,199 7 383 -402 -7,395 4,740 -836 -590 -1,559 321 -494 579
Percent of Open Interest Represented by Each Category of Trader
8.7 33.2 5.0 11.7 14.6 0.4 44.0 18.1 8.5 1.3 4.9 1.3 19.3 14.1
Number of Traders in Each Category Total Traders: 121
6 13 10 8 16 7 32 30 23 . 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 201,506
Positions
86,373 8,302 9,296 23,084 13,576 3,591 31,941 75,660 19,249 8,146 15,624 3,676 16,149 52,533
Changes from: October 29, 2013 Total Change is: 21,892
12,865 -1,753 2,095 -609 1,002 653 6,127 9,723 2,322 -1,171 1,769 1,256 -1,646 4,825
Percent of Open Interest Represented by Each Category of Trader
42.9 4.1 4.6 11.5 6.7 1.8 15.9 37.5 9.6 4.0 7.8 1.8 8.0 26.1
Number of Traders in Each Category Total Traders: 135
8 9 6 9 14 6 26 41 25 8 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 354,559
Positions
30,050 71,353 28,643 39,211 55,852 6,191 89,844 36,222 71,239 22,915 16,571 10,547 55,919 57,941
Changes from: October 29, 2013 Total Change is: -26,712
-7,976 -36,701 9,725 408 5,215 -1,037 -29,265 462 2,691 -123 -1,965 1,417 -2,551 -6,518
Percent of Open Interest Represented by Each Category of Trader
8.5 20.1 8.1 11.1 15.8 1.7 25.3 10.2 20.1 6.5 4.7 3.0 15.8 16.3
Number of Traders in Each Category Total Traders: 210
13 22 16 15 23 18 43 36 39 24 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 153,163
Positions
62,287 9,117 12,439 479 36,186 1,229 25,956 41,423 9,385 12,020 10,527 2,853 26,516 30,004
Changes from: October 29, 2013 Total Change is: 3,064
5,590 -712 2,572 -153 -206 -70 -2,263 -2,788 407 -184 1,024 -88 -2,747 2,926
Percent of Open Interest Represented by Each Category of Trader
40.7 6.0 8.1 0.3 23.6 0.8 16.9 27.0 6.1 7.8 6.9 1.9 17.3 19.6
Number of Traders in Each Category Total Traders: 92
11 9 8 . 10 5 24 25 17 . 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,845
Positions
13,364 22,896 13,234 1,167 0 0 7,485 846 3,183 1,651 0 2,184 577 502
Changes from: October 29, 2013 Total Change is: 660
-433 274 0 885 0 0 300 469 0 0 0 0 -92 -83
Percent of Open Interest Represented by Each Category of Trader
31.2 53.4 30.9 2.7 0.0 0.0 17.5 2.0 7.4 3.9 0.0 5.1 1.3 1.2
Number of Traders in Each Category Total Traders: 25
5 12 9 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 116,098
Positions
40,306 49,820 2 38,920 467 0 19,559 56,386 1,710 9,262 4,982 0 6,339 2,731
Changes from: October 29, 2013 Total Change is: 1,572
1,052 551 -3 165 -25 -68 -266 1,689 106 605 -1,504 0 -19 826
Percent of Open Interest Represented by Each Category of Trader
34.7 42.9 0.0 33.5 0.4 0.0 16.8 48.6 1.5 8.0 4.3 0.0 5.5 2.4
Number of Traders in Each Category Total Traders: 89
5 10 . 5 . 0 27 24 9 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 22,367
Positions
1,499 12,139 5 979 207 0 15,333 7,298 3 724 312 0 3,824 2,403
Changes from: October 29, 2013 Total Change is: -1,197
22 -1,738 2 -5 0 0 -835 65 0 -313 0 0 -68 474
Percent of Open Interest Represented by Each Category of Trader
6.7 54.3 0.0 4.4 0.9 0.0 68.6 32.6 0.0 3.2 1.4 0.0 17.1 10.7
Number of Traders in Each Category Total Traders: 54
. 7 . 4 . 0 19 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 78,508
Positions
13,992 45,239 3,922 6,173 4,207 545 29,632 4,777 7,317 5,556 1,904 1,359 10,012 9,238
Changes from: October 29, 2013 Total Change is: 5,019
-1,001 4,635 -388 -664 118 71 6,012 -534 401 455 -160 -28 161 905
Percent of Open Interest Represented by Each Category of Trader
17.8 57.6 5.0 7.9 5.4 0.7 37.7 6.1 9.3 7.1 2.4 1.7 12.8 11.8
Number of Traders in Each Category Total Traders: 116
21 12 6 7 . . 36 18 15 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 13,616
Positions
6,531 7,749 300 990 0 0 2,078 4,718 1 2,097 325 0 1,619 523
Changes from: October 29, 2013 Total Change is: 773
-578 670 300 -310 0 0 622 -250 -0 698 18 0 41 35
Percent of Open Interest Represented by Each Category of Trader
48.0 56.9 2.2 7.3 0.0 0.0 15.3 34.7 0.0 15.4 2.4 0.0 11.9 3.8
Number of Traders in Each Category Total Traders: 23
4 5 . . 0 0 6 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 129,783
Positions
21,383 81,440 783 10,365 8,414 1,089 67,910 12,918 1,831 7,897 4,137 1,740 16,786 17,430
Changes from: October 29, 2013 Total Change is: 8,493
-2,276 6,499 54 -708 235 142 11,375 26 208 -344 -214 -197 239 1,740
Percent of Open Interest Represented by Each Category of Trader
16.5 62.8 0.6 8.0 6.5 0.8 52.3 10.0 1.4 6.1 3.2 1.3 12.9 13.4
Number of Traders in Each Category Total Traders: 110
18 13 6 6 . . 34 21 10 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 936,421
Positions
30,375 206,657 40,053 308,777 112,347 46,942 116,016 157,208 199,562 41,347 50,015 31,879 121,469 91,757
Changes from: October 29, 2013 Total Change is: -9,441
-1,085 -7,069 2,602 -8,093 705 313 -1,925 2,847 -1,647 -450 887 -786 1,630 -7,292
Percent of Open Interest Represented by Each Category of Trader
3.2 22.1 4.3 33.0 12.0 5.0 12.4 16.8 21.3 4.4 5.3 3.4 13.0 9.8
Number of Traders in Each Category Total Traders: 592
27 44 37 107 61 71 98 106 102 76 73 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 233,231
Positions
15,990 62,505 6,546 64,294 27,580 2,931 14,590 30,924 48,345 13,899 7,217 8,917 57,719 38,266
Changes from: October 29, 2013 Total Change is: -10,714
-506 -7,339 -12 -2,553 1,634 62 -2,890 5,933 -6,206 121 29 230 1,040 -5,044
Percent of Open Interest Represented by Each Category of Trader
6.9 26.8 2.8 27.6 11.8 1.3 6.3 13.3 20.7 6.0 3.1 3.8 24.7 16.4
Number of Traders in Each Category Total Traders: 108
5 15 5 15 10 11 18 22 35 14 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 3,515,951
Positions
143,967 792,806 95,495 1,240,382 441,801 202,090 666,557 790,844 596,658 172,923 249,673 79,129 318,749 267,454
Changes from: October 29, 2013 Total Change is: 6,366
5,576 9,818 4,599 -25,605 -2,549 -838 38,204 17,950 -10,584 -2,512 4,631 -5,424 2,949 -11,238
Percent of Open Interest Represented by Each Category of Trader
4.1 22.5 2.7 35.3 12.6 5.7 19.0 22.5 17.0 4.9 7.1 2.3 9.1 7.6
Number of Traders in Each Category Total Traders: 564
31 40 34 102 59 65 96 101 96 67 68 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 110,522
Positions
3,780 55,063 47 63,479 38,843 2,364 27,486 5,350 685 1,226 2,858 0 11,455 5,312
Changes from: October 29, 2013 Total Change is: -789
1,303 -2,818 -29 2,536 1,118 -171 -3,618 -944 -8 -29 242 0 -773 1,821
Percent of Open Interest Represented by Each Category of Trader
3.4 49.8 0.0 57.4 35.1 2.1 24.9 4.8 0.6 1.1 2.6 0.0 10.4 4.8
Number of Traders in Each Category Total Traders: 94
6 13 . 38 10 14 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 87,588
Positions
3,726 66,809 804 39,318 3,688 545 31,138 5,472 1,774 2,554 2,329 1,318 6,411 4,850
Changes from: October 29, 2013 Total Change is: 4,995
1,357 6,142 -16 337 -607 13 2,826 -446 -171 453 -9 -99 295 188
Percent of Open Interest Represented by Each Category of Trader
4.3 76.3 0.9 44.9 4.2 0.6 35.6 6.2 2.0 2.9 2.7 1.5 7.3 5.5
Number of Traders in Each Category Total Traders: 216
18 21 7 33 13 6 69 24 13 18 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 437,938
Positions
18,629 334,043 4,018 196,592 18,441 2,724 155,691 27,361 8,868 12,772 11,645 6,589 32,055 24,249
Changes from: October 29, 2013 Total Change is: 24,974
6,784 30,708 -82 1,686 -3,033 66 14,128 -2,229 -855 2,267 -47 -494 1,474 940
Percent of Open Interest Represented by Each Category of Trader
4.3 76.3 0.9 44.9 4.2 0.6 35.6 6.2 2.0 2.9 2.7 1.5 7.3 5.5
Number of Traders in Each Category Total Traders: 216
18 21 7 33 13 6 69 24 13 18 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 355,997
Positions
54,889 111,806 22,419 152,885 93,866 18,021 65,283 75,286 11,757 6,442 7,376 670 23,630 14,796
Changes from: October 29, 2013 Total Change is: 10,046
-7,736 2,767 8,080 7,321 4,740 -1,079 -2,694 -9,724 3,857 -37 836 176 2,156 391
Percent of Open Interest Represented by Each Category of Trader
15.4 31.4 6.3 42.9 26.4 5.1 18.3 21.1 3.3 1.8 2.1 0.2 6.6 4.2
Number of Traders in Each Category Total Traders: 255
21 17 5 53 36 23 51 48 19 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 67,453
Positions
2,715 44,548 174 27,328 538 511 18,409 12,623 0 7,085 3,220 0 11,231 5,839
Changes from: October 29, 2013 Total Change is: 453
-585 452 174 -145 0 0 195 -97 0 277 781 0 537 -857
Percent of Open Interest Represented by Each Category of Trader
4.0 66.0 0.3 40.5 0.8 0.8 27.3 18.7 0.0 10.5 4.8 0.0 16.7 8.7
Number of Traders in Each Category Total Traders: 72
5 8 . 19 . . 17 7 0 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 80,984
Positions
27,129 6,099 781 13,228 749 564 22,214 4,449 691 6,964 1,361 600 8,813 65,690
Changes from: October 29, 2013 Total Change is: -1,555
-102 1,640 -436 41 55 50 -1,581 -952 -126 915 -153 200 -516 -1,833
Percent of Open Interest Represented by Each Category of Trader
33.5 7.5 1.0 16.3 0.9 0.7 27.4 5.5 0.9 8.6 1.7 0.7 10.9 81.1
Number of Traders in Each Category Total Traders: 89
21 9 . 14 . . 23 9 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 83,828
Positions
2,316 49,064 1,763 38,638 18,470 4,075 25,678 3,891 3,686 1,019 625 0 6,653 2,254
Changes from: October 29, 2013 Total Change is: 421
25 821 187 992 -479 546 -1,614 -70 -254 142 -473 0 397 143
Percent of Open Interest Represented by Each Category of Trader
2.8 58.5 2.1 46.1 22.0 4.9 30.6 4.6 4.4 1.2 0.7 0.0 7.9 2.7
Number of Traders in Each Category Total Traders: 85
4 13 . 31 16 15 13 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 270,205
Positions
10,705 144,166 4,470 111,187 21,146 38,231 50,739 50,089 1,146 38,027 5,595 607 15,093 4,755
Changes from: October 29, 2013 Total Change is: -1,793
-1,195 -71 47 -3,721 -96 2,598 -1,861 -4,289 -50 133 -796 75 2,181 789
Percent of Open Interest Represented by Each Category of Trader
4.0 53.4 1.7 41.1 7.8 14.1 18.8 18.5 0.4 14.1 2.1 0.2 5.6 1.8
Number of Traders in Each Category Total Traders: 179
15 20 6 58 18 24 28 14 10 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 755,792
Positions
8,622 82,048 20,036 288,042 124,252 116,557 81,073 113,863 52,145 17,572 45,391 13,275 158,469 188,225
Changes from: October 29, 2013 Total Change is: 26,044
689 -26,958 5,265 24,932 6,356 894 -1,895 42,522 2,489 3,135 -3,341 -197 -9,267 -984
Percent of Open Interest Represented by Each Category of Trader
1.1 10.9 2.7 38.1 16.4 15.4 10.7 15.1 6.9 2.3 6.0 1.8 21.0 24.9
Number of Traders in Each Category Total Traders: 161
5 19 17 30 38 35 25 26 32 7 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 422,591
Positions
15,241 110,106 1,007 236,720 16,885 54,843 18,124 137,310 2,040 15,695 14,458 0 78,920 85,942
Changes from: October 29, 2013 Total Change is: 11,023
663 2,865 25 8,518 -8,549 1,356 2,995 4,921 -26 429 3,629 0 -2,937 6,803
Percent of Open Interest Represented by Each Category of Trader
3.6 26.1 0.2 56.0 4.0 13.0 4.3 32.5 0.5 3.7 3.4 0.0 18.7 20.3
Number of Traders in Each Category Total Traders: 80
. 12 4 33 7 19 . 15 9 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 1,016,063
Positions
78,066 100,814 41,104 276,679 270,477 62,859 324,881 288,575 50,031 46,207 65,096 29,620 106,615 107,486
Changes from: October 29, 2013 Total Change is: 20,795
-19,767 -12,209 2,835 -19,636 -14,474 5,788 42,719 34,958 -4,276 13,706 3,396 234 -807 4,544
Percent of Open Interest Represented by Each Category of Trader
7.7 9.9 4.0 27.2 26.6 6.2 32.0 28.4 4.9 4.5 6.4 2.9 10.5 10.6
Number of Traders in Each Category Total Traders: 225
15 22 15 33 35 29 43 38 34 16 23 6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 40,438
Positions
9,319 26,075 1,791 0 0 0 25,141 8,319 3,026 0 0 1,161 0 66
Changes from: October 29, 2013 Total Change is: 573
3,260 6,261 -1,600 -2,970 0 0 5,648 -338 -3,751 0 0 0 -14 1
Percent of Open Interest Represented by Each Category of Trader
23.0 64.5 4.4 0.0 0.0 0.0 62.2 20.6 7.5 0.0 0.0 2.9 0.0 0.2
Number of Traders in Each Category Total Traders: 36
. 11 7 0 0 0 7 13 11 0 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 2,852,628
Positions
182,088 165,688 264,602 704,959 813,056 338,758 568,639 215,101 334,084 33,403 152,528 104,832 321,262 463,978
Changes from: October 29, 2013 Total Change is: 244,843
78,685 -7,857 24,181 -5,284 35,255 1,371 47,028 66,366 90,913 -20,104 -17,992 28,999 -945 23,609
Percent of Open Interest Represented by Each Category of Trader
6.4 5.8 9.3 24.7 28.5 11.9 19.9 7.5 11.7 1.2 5.3 3.7 11.3 16.3
Number of Traders in Each Category Total Traders: 328
29 35 51 26 75 64 55 56 80 15 37 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 2,147,727
Positions
168,603 174,304 98,593 651,527 493,229 181,181 480,218 445,261 224,584 71,481 187,474 24,784 246,757 318,317
Changes from: October 29, 2013 Total Change is: 95,692
-1,157 5,786 -11,866 41,379 1,253 127 16,585 64,372 44,188 3,110 -10,017 -523 3,848 2,370
Percent of Open Interest Represented by Each Category of Trader
7.9 8.1 4.6 30.3 23.0 8.4 22.4 20.7 10.5 3.3 8.7 1.2 11.5 14.8
Number of Traders in Each Category Total Traders: 248
14 30 26 30 46 34 43 50 52 11 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 280,645
Positions
89,218 66,275 79,902 820 0 2,043 24,553 24,509 43,693 1,321 8,701 13,560 25,535 41,962
Changes from: October 29, 2013 Total Change is: -28,069
-13,029 -18,721 -8,499 91 0 0 -2,139 3,368 -1,046 995 -2,915 -2,743 -1,698 2,487
Percent of Open Interest Represented by Each Category of Trader
31.8 23.6 28.5 0.3 0.0 0.7 8.7 8.7 15.6 0.5 3.1 4.8 9.1 15.0
Number of Traders in Each Category Total Traders: 61
14 17 23 . 0 . 10 10 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,508,887
Positions
1,134,795 3,049,583 3,178,056 2,258,957 559,265 270,134 888,532 507,038 6,223,869 336,701 341,273 1,231,526 986,317 1,148,144
Changes from: October 29, 2013 Total Change is: 578,208
-190,762 137,360 75,886 299,514 -28,368 62,039 7,678 39,507 317,675 -9,636 -46,701 -32,689 48,503 53,500
Percent of Open Interest Represented by Each Category of Trader
6.9 18.5 19.3 13.7 3.4 1.6 5.4 3.1 37.7 2.0 2.1 7.5 6.0 7.0
Number of Traders in Each Category Total Traders: 294
23 63 82 9 22 24 55 65 102 21 27 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 39,934
Positions
29,462 845 0 166 5,829 9,052 1,177 15,707 0 0 8,391 0 77 110
Changes from: October 29, 2013 Total Change is: 139
308 24 0 -24 -201 0 -134 265 0 0 21 0 -11 30
Percent of Open Interest Represented by Each Category of Trader
73.8 2.1 0.0 0.4 14.6 22.7 2.9 39.3 0.0 0.0 21.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 41
6 5 0 . 8 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 22,447
Positions
20,740 2,933 1,000 0 5,284 26 675 3,026 0 0 10,153 0 6 25
Changes from: October 29, 2013 Total Change is: 2,752
2,850 2,513 0 0 -366 0 -90 622 0 0 0 0 -8 -17
Percent of Open Interest Represented by Each Category of Trader
92.4 13.1 4.5 0.0 23.5 0.1 3.0 13.5 0.0 0.0 45.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
9 . . 0 8 . . 6 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 45,541
Positions
10,029 9,768 1,771 5,325 3,402 292 11,031 24,842 1,944 8,782 838 90 6,277 2,594
Changes from: October 29, 2013 Total Change is: -7,565
56 750 234 644 -2,616 29 -7,914 -4,757 509 -255 -1,186 67 -933 -594
Percent of Open Interest Represented by Each Category of Trader
22.0 21.4 3.9 11.7 7.5 0.6 24.2 54.5 4.3 19.3 1.8 0.2 13.8 5.7
Number of Traders in Each Category Total Traders: 127
8 . . 8 7 . 22 25 11 48 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 389,521
Positions
86,874 36,445 42,240 64,485 20,887 16,043 53,525 136,711 55,773 5,361 13,800 42,538 22,682 25,084
Changes from: October 29, 2013 Total Change is: 27,031
-5,740 1,818 2,306 9,033 1,298 -252 11,336 14,445 5,934 1,652 1,417 1,525 1,237 -1,460
Percent of Open Interest Represented by Each Category of Trader
22.3 9.4 10.8 16.6 5.4 4.1 13.7 35.1 14.3 1.4 3.5 10.9 5.8 6.4
Number of Traders in Each Category Total Traders: 180
15 13 21 10 12 11 35 46 47 14 22 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 5, 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 7,042
Positions
299 1,405 0 1,642 0 0 4,275 4,610 782 0 109 0 44 136
Changes from: October 29, 2013 Total Change is: 151
-947 0 0 -176 -25 0 1,278 177 0 0 1 0 -4 -2
Percent of Open Interest Represented by Each Category of Trader
4.2 20.0 0.0 23.3 0.0 0.0 60.7 65.5 11.1 0.0 1.5 0.0 0.6 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 7 4 . 0 . 0
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Updated November 8, 2013