Traders in Financial Futures - Futures Only 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 117,253
Positions
44,738 18,011 375 14,029 17,806 202 22,195 40,691 2,573 8,963 6,252 250 23,928 31,093
Changes from: October 29, 2013 Total Change is: 1,096
-763 -4,107 36 32 706 54 2,703 3,376 250 -1,072 44 0 -144 737
Percent of Open Interest Represented by Each Category of Trader
38.2 15.4 0.3 12.0 15.2 0.2 18.9 34.7 2.2 7.6 5.3 0.2 20.4 26.5
Number of Traders in Each Category Total Traders: 84
7 9 . 5 7 . 15 26 8 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 52,752
Positions
12,740 25,042 299 0 1,768 0 19,482 11,893 409 511 5,748 0 19,311 7,593
Changes from: October 29, 2013 Total Change is: -1,953
3,414 -2,895 229 0 0 0 -2,218 1,204 -40 0 104 0 -3,338 -555
Percent of Open Interest Represented by Each Category of Trader
24.2 47.5 0.6 0.0 3.4 0.0 36.9 22.5 0.8 1.0 10.9 0.0 36.6 14.4
Number of Traders in Each Category Total Traders: 48
9 9 . 0 . 0 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 172,368
Positions
17,023 65,725 2,414 22,948 28,648 507 87,557 36,694 3,865 2,539 9,765 179 35,336 24,571
Changes from: October 29, 2013 Total Change is: -5,059
2,913 -10,781 1,351 -13 416 -286 -7,548 5,782 -694 -637 -1,711 123 -268 741
Percent of Open Interest Represented by Each Category of Trader
9.9 38.1 1.4 13.3 16.6 0.3 50.8 21.3 2.2 1.5 5.7 0.1 20.5 14.3
Number of Traders in Each Category Total Traders: 117
6 13 6 8 15 5 30 29 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 169,004
Positions
86,326 8,950 169 23,084 13,247 3,296 32,188 77,147 2,915 8,798 15,939 12 12,216 47,329
Changes from: October 29, 2013 Total Change is: 17,017
12,875 -1,865 127 -467 800 554 6,309 10,679 -182 -590 2,522 12 -1,621 4,370
Percent of Open Interest Represented by Each Category of Trader
51.1 5.3 0.1 13.7 7.8 2.0 19.0 45.6 1.7 5.2 9.4 0.0 7.2 28.0
Number of Traders in Each Category Total Traders: 119
8 9 . 8 14 4 24 39 8 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 252,554
Positions
35,671 71,020 3,275 39,273 54,056 5,496 88,170 44,594 5,604 23,291 15,245 2,797 48,977 50,467
Changes from: October 29, 2013 Total Change is: -30,369
1,836 -36,869 955 -651 4,773 -18 -28,940 6,038 1,329 -642 -2,090 384 -4,622 -4,871
Percent of Open Interest Represented by Each Category of Trader
14.1 28.1 1.3 15.6 21.4 2.2 34.9 17.7 2.2 9.2 6.0 1.1 19.4 20.0
Number of Traders in Each Category Total Traders: 186
14 20 10 15 22 15 35 36 18 19 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 129,497
Positions
65,585 12,049 106 707 36,061 863 26,250 41,318 1,008 11,140 11,394 286 23,552 26,412
Changes from: October 29, 2013 Total Change is: 444
6,229 260 -209 -217 -263 26 -2,332 -2,967 99 -431 1,123 0 -2,721 2,375
Percent of Open Interest Represented by Each Category of Trader
50.6 9.3 0.1 0.5 27.8 0.7 20.3 31.9 0.8 8.6 8.8 0.2 18.2 20.4
Number of Traders in Each Category Total Traders: 84
11 9 4 . 7 . 27 19 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 116,072
Positions
40,306 49,822 0 38,920 467 0 19,561 56,386 1,708 9,262 4,982 0 6,315 2,707
Changes from: October 29, 2013 Total Change is: 1,566
1,052 548 0 165 -25 -68 -269 1,689 109 605 -1,504 0 -28 817
Percent of Open Interest Represented by Each Category of Trader
34.7 42.9 0.0 33.5 0.4 0.0 16.9 48.6 1.5 8.0 4.3 0.0 5.4 2.3
Number of Traders in Each Category Total Traders: 89
5 10 0 5 . 0 27 24 9 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 76,549
Positions
13,992 45,245 3,882 6,173 4,207 545 29,280 4,464 6,602 5,527 1,919 635 9,915 9,052
Changes from: October 29, 2013 Total Change is: 5,134
-1,018 4,626 -368 -664 118 71 6,026 -490 397 454 -196 73 164 904
Percent of Open Interest Represented by Each Category of Trader
18.3 59.1 5.1 8.1 5.5 0.7 38.3 5.8 8.6 7.2 2.5 0.8 13.0 11.8
Number of Traders in Each Category Total Traders: 114
20 13 4 7 . . 35 16 11 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 13,605
Positions
6,531 7,749 300 990 0 0 2,068 4,718 0 2,097 325 0 1,619 513
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 57.0 2.2 7.3 0.0 0.0 15.2 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 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 125,887
Positions
21,383 81,452 702 10,365 8,414 1,089 67,206 12,274 422 7,857 4,185 272 16,591 17,077
Changes from: October 29, 2013 Total Change is: 8,722
-2,309 6,482 94 -708 235 142 11,403 116 198 -344 -283 1 245 1,737
Percent of Open Interest Represented by Each Category of Trader
17.0 64.7 0.6 8.2 6.7 0.9 53.4 9.8 0.3 6.2 3.3 0.2 13.2 13.6
Number of Traders in Each Category Total Traders: 108
17 14 4 6 . . 34 20 . 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 728,659
Positions
30,453 205,973 28,246 308,368 113,029 44,310 109,208 155,475 45,444 41,812 48,009 11,592 109,226 76,580
Changes from: October 29, 2013 Total Change is: 7,538
-863 -7,809 3,775 -7,900 623 461 564 5,223 8,475 -720 549 483 3,262 -4,243
Percent of Open Interest Represented by Each Category of Trader
4.2 28.3 3.9 42.3 15.5 6.1 15.0 21.3 6.2 5.7 6.6 1.6 15.0 10.5
Number of Traders in Each Category Total Traders: 545
29 42 25 108 60 65 98 93 67 54 61 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 165,992
Positions
16,224 62,523 3,279 64,266 28,197 1,591 13,408 30,617 948 14,542 6,888 969 50,765 30,980
Changes from: October 29, 2013 Total Change is: -798
255 -7,347 230 -2,489 1,456 127 -1,605 7,922 251 405 -3 0 2,028 -3,434
Percent of Open Interest Represented by Each Category of Trader
9.8 37.7 2.0 38.7 17.0 1.0 8.1 18.4 0.6 8.8 4.1 0.6 30.6 18.7
Number of Traders in Each Category Total Traders: 90
5 14 4 15 9 8 17 18 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 2,813,333
Positions
144,346 790,451 51,633 1,238,446 442,099 195,659 604,045 749,336 97,436 174,532 243,786 14,933 292,303 228,000
Changes from: October 29, 2013 Total Change is: 41,680
6,633 9,910 5,504 -24,973 -2,084 -409 39,807 15,469 12,160 -4,345 4,042 1,135 6,168 -4,047
Percent of Open Interest Represented by Each Category of Trader
5.1 28.1 1.8 44.0 15.7 7.0 21.5 26.6 3.5 6.2 8.7 0.5 10.4 8.1
Number of Traders in Each Category Total Traders: 531
33 38 20 103 58 59 95 93 55 51 60 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 110,463
Positions
3,780 55,063 47 63,479 38,843 2,364 27,486 5,369 646 1,226 2,858 0 11,435 5,273
Changes from: October 29, 2013 Total Change is: -789
1,303 -2,818 -29 2,536 1,118 -171 -3,618 -954 -3 -29 242 0 -778 1,826
Percent of Open Interest Represented by Each Category of Trader
3.4 49.8 0.0 57.5 35.2 2.1 24.9 4.9 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 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 84,122
Positions
3,726 66,945 109 39,318 3,688 545 31,477 5,132 127 2,560 2,930 22 6,239 4,625
Changes from: October 29, 2013 Total Change is: 5,184
1,357 6,143 -52 337 -607 13 2,936 -526 -61 386 80 -3 271 198
Percent of Open Interest Represented by Each Category of Trader
4.4 79.6 0.1 46.7 4.4 0.6 37.4 6.1 0.2 3.0 3.5 0.0 7.4 5.5
Number of Traders in Each Category Total Traders: 213
18 21 5 33 13 6 68 24 8 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 420,610
Positions
18,629 334,725 547 196,592 18,441 2,724 157,383 25,658 634 12,798 14,648 110 31,193 23,123
Changes from: October 29, 2013 Total Change is: 25,921
6,784 30,713 -262 1,686 -3,033 66 14,679 -2,632 -305 1,931 400 -15 1,357 989
Percent of Open Interest Represented by Each Category of Trader
4.4 79.6 0.1 46.7 4.4 0.6 37.4 6.1 0.2 3.0 3.5 0.0 7.4 5.5
Number of Traders in Each Category Total Traders: 213
18 21 5 33 13 6 68 24 8 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 354,884
Positions
54,889 111,797 22,354 152,885 93,866 18,021 65,203 75,409 11,186 6,442 7,227 534 23,370 14,490
Changes from: October 29, 2013 Total Change is: 10,063
-7,736 2,784 8,083 7,321 4,740 -1,079 -2,764 -9,841 3,974 -37 815 284 2,017 303
Percent of Open Interest Represented by Each Category of Trader
15.5 31.5 6.3 43.1 26.4 5.1 18.4 21.2 3.2 1.8 2.0 0.2 6.6 4.1
Number of Traders in Each Category Total Traders: 255
21 17 4 53 36 23 50 49 15 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 - Futures Only 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 670,743
Positions
10,365 80,518 4,759 279,609 124,380 112,054 85,372 112,261 12,991 18,238 45,746 5,503 141,852 172,531
Changes from: October 29, 2013 Total Change is: 11,253
3,256 -29,638 4,407 21,437 7,099 -1,876 -623 39,676 -4,433 2,323 -4,357 -147 -13,091 522
Percent of Open Interest Represented by Each Category of Trader
1.5 12.0 0.7 41.7 18.5 16.7 12.7 16.7 1.9 2.7 6.8 0.8 21.1 25.7
Number of Traders in Each Category Total Traders: 159
6 18 . 29 38 31 23 27 18 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 422,231
Positions
15,241 110,106 1,007 236,720 16,885 54,843 18,124 137,309 2,039 15,695 14,458 0 78,562 85,584
Changes from: October 29, 2013 Total Change is: 11,034
656 2,865 33 8,518 -8,549 1,356 2,995 4,920 -27 429 3,629 0 -2,926 6,807
Percent of Open Interest Represented by Each Category of Trader
3.6 26.1 0.2 56.1 4.0 13.0 4.3 32.5 0.5 3.7 3.4 0.0 18.6 20.3
Number of Traders in Each Category Total Traders: 80
. 12 4 33 7 19 . 15 8 . 5 0
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Traders in Financial Futures - Futures Only 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 961,104
Positions
79,536 108,264 21,530 276,614 269,937 59,183 334,264 290,283 13,993 46,165 66,490 24,439 105,380 106,985
Changes from: October 29, 2013 Total Change is: 15,268
-20,364 -12,456 2,248 -19,701 -13,821 5,050 43,718 34,311 -8,280 13,759 3,855 -414 -748 4,775
Percent of Open Interest Represented by Each Category of Trader
8.3 11.3 2.2 28.8 28.1 6.2 34.8 30.2 1.5 4.8 6.9 2.5 11.0 11.1
Number of Traders in Each Category Total Traders: 222
14 23 7 32 36 29 39 40 21 14 24 4
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Traders in Financial Futures - Futures Only 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 - Futures Only 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 2,275,937
Positions
221,536 165,834 58,771 695,781 792,329 304,317 565,170 269,191 55,348 41,178 161,864 36,879 296,957 431,404
Changes from: October 29, 2013 Total Change is: 119,003
66,159 16,874 9,388 -6,030 19,159 -1,455 44,680 62,689 7,221 -9,802 -17,951 6,786 2,056 16,292
Percent of Open Interest Represented by Each Category of Trader
9.7 7.3 2.6 30.6 34.8 13.4 24.8 11.8 2.4 1.8 7.1 1.6 13.0 19.0
Number of Traders in Each Category Total Traders: 319
31 33 13 27 73 54 43 65 43 12 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 1,872,456
Positions
194,757 179,254 24,574 654,461 485,706 159,669 493,065 492,352 27,341 70,862 183,723 11,019 236,708 308,818
Changes from: October 29, 2013 Total Change is: 55,945
-17,237 -195 5,241 38,674 -421 -3,367 25,166 63,389 2,898 4,099 -9,370 -3,530 4,001 1,300
Percent of Open Interest Represented by Each Category of Trader
10.4 9.6 1.3 35.0 25.9 8.5 26.3 26.3 1.5 3.8 9.8 0.6 12.6 16.5
Number of Traders in Each Category Total Traders: 245
13 31 11 30 46 30 41 49 28 9 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 277,789
Positions
89,218 66,389 79,788 820 0 2,043 25,070 25,362 40,634 1,321 8,504 13,556 25,339 41,513
Changes from: October 29, 2013 Total Change is: -27,616
-13,029 -18,581 -8,499 91 0 0 -2,098 3,179 -800 995 -2,803 -2,743 -1,533 2,631
Percent of Open Interest Represented by Each Category of Trader
32.1 23.9 28.7 0.3 0.0 0.7 9.0 9.1 14.6 0.5 3.1 4.9 9.1 14.9
Number of Traders in Each Category Total Traders: 61
14 17 23 . 0 . 9 10 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 is 9,815,794
Positions
1,137,497 2,683,260 1,891,280 2,210,907 572,573 191,035 898,261 771,767 1,976,512 297,779 338,462 295,236 917,287 1,095,669
Changes from: October 29, 2013 Total Change is: 234,586
-166,667 98,162 9,202 260,202 -13,013 48,155 34,792 76,748 60,881 -4,724 -40,937 -53,231 45,976 48,619
Percent of Open Interest Represented by Each Category of Trader
11.6 27.3 19.3 22.5 5.8 1.9 9.2 7.9 20.1 3.0 3.4 3.0 9.3 11.2
Number of Traders in Each Category Total Traders: 269
21 60 76 10 14 18 46 62 86 16 24 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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 - Futures Only 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 43,806
Positions
10,917 9,768 793 5,264 3,402 292 10,686 25,383 871 8,841 808 0 6,142 2,489
Changes from: October 29, 2013 Total Change is: -8,140
228 750 0 616 -2,616 29 -7,802 -4,388 -83 -176 -1,205 0 -952 -627
Percent of Open Interest Represented by Each Category of Trader
24.9 22.3 1.8 12.0 7.8 0.7 24.4 57.9 2.0 20.2 1.8 0.0 14.0 5.7
Number of Traders in Each Category Total Traders: 123
8 . . 6 7 . 22 25 7 47 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only 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 - Futures Only 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