Traders in Financial Futures - Futures Only Positions as of November 12, 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 118,952
Positions
44,127 16,489 532 14,240 17,209 158 23,434 41,416 3,154 6,975 6,222 1,475 24,857 32,297
Changes from: November 5, 2013 Total Change is: 1,699
-611 -1,522 157 211 -597 -44 1,239 725 581 -1,988 -30 1,225 929 1,204
Percent of Open Interest Represented by Each Category of Trader
37.1 13.9 0.4 12.0 14.5 0.1 19.7 34.8 2.7 5.9 5.2 1.2 20.9 27.2
Number of Traders in Each Category Total Traders: 80
6 10 . 5 7 . 11 28 7 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 44,399
Positions
18,870 21,837 345 0 1,751 0 9,826 6,687 983 988 3,632 0 13,387 9,164
Changes from: November 5, 2013 Total Change is: -8,353
6,130 -3,205 46 0 -17 0 -9,656 -5,206 574 477 -2,116 0 -5,924 1,571
Percent of Open Interest Represented by Each Category of Trader
42.5 49.2 0.8 0.0 3.9 0.0 22.1 15.1 2.2 2.2 8.2 0.0 30.2 20.6
Number of Traders in Each Category Total Traders: 44
10 9 . 0 . 0 12 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 171,002
Positions
17,364 64,321 2,882 23,170 28,200 1,117 84,201 36,613 4,061 5,212 8,684 669 32,326 24,455
Changes from: November 5, 2013 Total Change is: -1,366
341 -1,404 468 222 -448 610 -3,356 -81 196 2,673 -1,081 490 -3,010 -116
Percent of Open Interest Represented by Each Category of Trader
10.2 37.6 1.7 13.5 16.5 0.7 49.2 21.4 2.4 3.0 5.1 0.4 18.9 14.3
Number of Traders in Each Category Total Traders: 112
6 12 7 8 15 4 26 28 10 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 195,690
Positions
108,594 5,783 20 23,297 13,124 2,973 33,894 100,099 3,051 12,565 16,386 1 11,295 54,253
Changes from: November 5, 2013 Total Change is: 26,686
22,268 -3,167 -149 213 -123 -323 1,706 22,952 136 3,767 447 -11 -921 6,924
Percent of Open Interest Represented by Each Category of Trader
55.5 3.0 0.0 11.9 6.7 1.5 17.3 51.2 1.6 6.4 8.4 0.0 5.8 27.7
Number of Traders in Each Category Total Traders: 124
10 8 . 8 11 4 22 45 8 5 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 229,166
Positions
41,892 41,584 2,548 38,615 54,681 5,656 74,893 45,636 6,449 19,910 12,578 751 38,452 59,283
Changes from: November 5, 2013 Total Change is: -23,388
6,221 -29,436 -727 -658 625 160 -13,277 1,042 845 -3,381 -2,667 -2,046 -10,525 8,816
Percent of Open Interest Represented by Each Category of Trader
18.3 18.1 1.1 16.9 23.9 2.5 32.7 19.9 2.8 8.7 5.5 0.3 16.8 25.9
Number of Traders in Each Category Total Traders: 167
16 17 9 14 22 14 25 37 18 15 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 137,241
Positions
77,585 9,373 44 493 35,627 882 23,717 50,217 1,541 13,058 12,168 286 19,635 27,103
Changes from: November 5, 2013 Total Change is: 7,744
12,000 -2,676 -62 -214 -434 19 -2,533 8,899 533 1,918 774 0 -3,917 691
Percent of Open Interest Represented by Each Category of Trader
56.5 6.8 0.0 0.4 26.0 0.6 17.3 36.6 1.1 9.5 8.9 0.2 14.3 19.7
Number of Traders in Each Category Total Traders: 90
12 7 . . 8 . 26 23 9 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,289
Positions
13,692 23,412 10,327 2,043 0 0 6,699 633 3,206 1,651 0 2,184 487 527
Changes from: November 5, 2013 Total Change is: -2,556
328 516 -2,907 876 0 0 -786 -213 23 0 0 0 -90 25
Percent of Open Interest Represented by Each Category of Trader
34.0 58.1 25.6 5.1 0.0 0.0 16.6 1.6 8.0 4.1 0.0 5.4 1.2 1.3
Number of Traders in Each Category Total Traders: 26
7 11 9 . 0 0 5 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 122,171
Positions
41,915 51,252 0 38,918 781 0 24,322 56,935 2,042 9,255 7,180 0 5,719 3,981
Changes from: November 5, 2013 Total Change is: 6,099
1,609 1,430 0 -2 314 0 4,761 549 334 -7 2,198 0 -596 1,274
Percent of Open Interest Represented by Each Category of Trader
34.3 42.0 0.0 31.9 0.6 0.0 19.9 46.6 1.7 7.6 5.9 0.0 4.7 3.3
Number of Traders in Each Category Total Traders: 88
. 10 0 5 . 0 22 32 6 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 21,996
Positions
1,461 12,793 4 1,007 207 0 15,410 6,385 150 561 312 0 3,403 2,145
Changes from: November 5, 2013 Total Change is: -371
-38 654 -1 28 0 0 77 -913 147 -163 0 0 -421 -258
Percent of Open Interest Represented by Each Category of Trader
6.6 58.2 0.0 4.6 0.9 0.0 70.1 29.0 0.7 2.6 1.4 0.0 15.5 9.8
Number of Traders in Each Category Total Traders: 49
. 7 . 4 . 0 16 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 78,368
Positions
15,469 45,369 3,951 6,383 4,275 514 30,034 5,257 6,883 5,229 1,593 804 9,102 9,724
Changes from: November 5, 2013 Total Change is: 1,820
1,477 124 70 211 68 -31 754 793 281 -298 -326 169 -813 672
Percent of Open Interest Represented by Each Category of Trader
19.7 57.9 5.0 8.1 5.5 0.7 38.3 6.7 8.8 6.7 2.0 1.0 11.6 12.4
Number of Traders in Each Category Total Traders: 112
22 14 4 8 . . 29 17 11 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 13,930
Positions
7,231 7,999 300 990 0 0 2,017 4,968 0 2,097 0 0 1,295 663
Changes from: November 5, 2013 Total Change is: 325
700 250 0 0 0 0 -51 250 0 0 -325 0 -324 150
Percent of Open Interest Represented by Each Category of Trader
51.9 57.4 2.2 7.1 0.0 0.0 14.5 35.7 0.0 15.1 0.0 0.0 9.3 4.8
Number of Traders in Each Category Total Traders: 22
4 5 . . 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 128,876
Positions
23,126 81,389 652 10,786 8,550 1,028 69,363 13,907 436 7,601 4,523 270 15,614 18,121
Changes from: November 5, 2013 Total Change is: 2,989
1,743 -63 -50 421 136 -61 2,157 1,633 14 -256 338 -2 -977 1,044
Percent of Open Interest Represented by Each Category of Trader
17.9 63.2 0.5 8.4 6.6 0.8 53.8 10.8 0.3 5.9 3.5 0.2 12.1 14.1
Number of Traders in Each Category Total Traders: 107
19 15 4 7 . . 29 20 . 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 728,575
Positions
32,422 200,392 29,814 307,645 113,271 43,104 113,224 157,592 42,961 41,407 52,721 12,842 105,155 75,877
Changes from: November 5, 2013 Total Change is: -84
1,969 -5,580 1,568 -722 242 -1,206 4,016 2,117 -2,483 -405 4,712 1,251 -4,070 -703
Percent of Open Interest Represented by Each Category of Trader
4.5 27.5 4.1 42.2 15.5 5.9 15.5 21.6 5.9 5.7 7.2 1.8 14.4 10.4
Number of Traders in Each Category Total Traders: 557
30 39 25 114 58 67 102 97 73 57 60 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 166,324
Positions
18,188 64,963 2,299 64,274 30,172 1,601 12,263 30,721 1,038 14,822 6,948 1,088 50,751 27,494
Changes from: November 5, 2013 Total Change is: 332
1,964 2,440 -980 8 1,975 10 -1,145 104 90 280 60 119 -14 -3,486
Percent of Open Interest Represented by Each Category of Trader
10.9 39.1 1.4 38.6 18.1 1.0 7.4 18.5 0.6 8.9 4.2 0.7 30.5 16.5
Number of Traders in Each Category Total Traders: 95
7 13 . 15 10 9 16 20 6 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 2,811,253
Positions
152,546 758,523 56,197 1,234,070 432,708 190,301 614,815 744,366 99,605 173,230 269,170 18,467 272,022 241,916
Changes from: November 5, 2013 Total Change is: -2,080
8,200 -31,928 4,564 -4,376 -9,391 -5,358 10,770 -4,970 2,169 -1,302 25,384 3,534 -20,281 13,916
Percent of Open Interest Represented by Each Category of Trader
5.4 27.0 2.0 43.9 15.4 6.8 21.9 26.5 3.5 6.2 9.6 0.7 9.7 8.6
Number of Traders in Each Category Total Traders: 541
34 35 20 110 54 61 98 97 59 53 60 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 108,110
Positions
3,638 55,634 35 61,568 37,764 1,831 28,254 5,522 861 892 2,888 0 11,031 3,575
Changes from: November 5, 2013 Total Change is: -2,353
-142 571 -12 -1,911 -1,079 -533 768 153 215 -334 30 0 -404 -1,698
Percent of Open Interest Represented by Each Category of Trader
3.4 51.5 0.0 56.9 34.9 1.7 26.1 5.1 0.8 0.8 2.7 0.0 10.2 3.3
Number of Traders in Each Category Total Traders: 97
5 14 . 38 10 15 18 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 79,457
Positions
2,737 62,244 72 38,420 3,732 574 29,091 6,097 176 2,327 2,468 48 6,012 4,046
Changes from: November 5, 2013 Total Change is: -4,665
-988 -4,701 -37 -899 44 29 -2,385 965 49 -233 -462 26 -227 -578
Percent of Open Interest Represented by Each Category of Trader
3.4 78.3 0.1 48.4 4.7 0.7 36.6 7.7 0.2 2.9 3.1 0.1 7.6 5.1
Number of Traders in Each Category Total Traders: 214
16 21 6 32 13 7 70 25 12 18 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 397,285
Positions
13,687 311,221 360 192,099 18,660 2,869 145,457 30,484 879 11,635 12,339 241 30,058 20,232
Changes from: November 5, 2013 Total Change is: -23,325
-4,942 -23,504 -187 -4,493 219 145 -11,926 4,826 245 -1,163 -2,309 131 -1,135 -2,891
Percent of Open Interest Represented by Each Category of Trader
3.4 78.3 0.1 48.4 4.7 0.7 36.6 7.7 0.2 2.9 3.1 0.1 7.6 5.1
Number of Traders in Each Category Total Traders: 214
16 21 6 32 13 7 70 25 12 18 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 352,881
Positions
55,710 117,904 23,882 154,626 91,650 17,725 63,053 69,751 8,451 6,642 7,722 521 22,271 15,275
Changes from: November 5, 2013 Total Change is: -2,003
821 6,107 1,528 1,741 -2,216 -296 -2,150 -5,658 -2,735 200 495 -13 -1,099 785
Percent of Open Interest Represented by Each Category of Trader
15.8 33.4 6.8 43.8 26.0 5.0 17.9 19.8 2.4 1.9 2.2 0.1 6.3 4.3
Number of Traders in Each Category Total Traders: 246
18 17 . 52 33 23 53 45 12 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 61,460
Positions
3,641 44,885 159 27,078 438 431 10,190 8,355 0 8,241 2,875 0 11,720 4,317
Changes from: November 5, 2013 Total Change is: -5,993
926 337 -15 -250 -100 -80 -8,219 -4,268 0 1,156 -345 0 489 -1,522
Percent of Open Interest Represented by Each Category of Trader
5.9 73.0 0.3 44.1 0.7 0.7 16.6 13.6 0.0 13.4 4.7 0.0 19.1 7.0
Number of Traders in Each Category Total Traders: 72
7 8 . 19 . . 17 6 0 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 80,823
Positions
27,923 6,786 1,041 12,092 754 592 20,436 4,683 771 6,813 1,963 400 10,755 63,833
Changes from: November 5, 2013 Total Change is: -161
794 687 260 -1,136 5 28 -1,778 234 80 -151 602 -200 1,942 -1,857
Percent of Open Interest Represented by Each Category of Trader
34.5 8.4 1.3 15.0 0.9 0.7 25.3 5.8 1.0 8.4 2.4 0.5 13.3 79.0
Number of Traders in Each Category Total Traders: 87
21 10 5 11 . . 23 9 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 87,262
Positions
2,257 54,427 1,629 41,625 17,188 4,056 26,690 3,567 3,649 264 625 0 7,092 2,121
Changes from: November 5, 2013 Total Change is: 3,434
-59 5,363 -134 2,987 -1,282 -19 1,012 -324 -37 -755 0 0 439 -133
Percent of Open Interest Represented by Each Category of Trader
2.6 62.4 1.9 47.7 19.7 4.6 30.6 4.1 4.2 0.3 0.7 0.0 8.1 2.4
Number of Traders in Each Category Total Traders: 87
4 12 . 33 15 16 16 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 253,241
Positions
12,242 133,788 4,728 111,082 24,070 40,162 49,240 38,668 1,212 19,108 5,354 707 14,760 4,552
Changes from: November 5, 2013 Total Change is: -16,964
1,537 -10,378 258 -105 2,924 1,931 -1,499 -11,421 66 -18,919 -241 100 -333 -203
Percent of Open Interest Represented by Each Category of Trader
4.8 52.8 1.9 43.9 9.5 15.9 19.4 15.3 0.5 7.5 2.1 0.3 5.8 1.8
Number of Traders in Each Category Total Traders: 180
17 20 6 51 21 25 29 16 11 21 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 676,333
Positions
23,243 73,648 10,704 291,129 130,210 110,561 75,276 124,303 11,876 17,988 33,347 5,876 129,680 175,808
Changes from: November 5, 2013 Total Change is: 5,590
12,878 -6,870 5,945 11,520 5,830 -1,493 -10,096 12,042 -1,115 -250 -12,399 373 -12,172 3,277
Percent of Open Interest Represented by Each Category of Trader
3.4 10.9 1.6 43.0 19.3 16.3 11.1 18.4 1.8 2.7 4.9 0.9 19.2 26.0
Number of Traders in Each Category Total Traders: 158
10 10 . 28 40 31 21 30 22 8 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 425,959
Positions
19,695 99,556 8,253 237,458 15,372 55,808 16,650 133,099 1,461 9,019 14,832 0 77,615 97,578
Changes from: November 5, 2013 Total Change is: 3,728
4,454 -10,550 7,246 738 -1,513 965 -1,474 -4,210 -578 -6,676 374 0 -947 11,994
Percent of Open Interest Represented by Each Category of Trader
4.6 23.4 1.9 55.7 3.6 13.1 3.9 31.2 0.3 2.1 3.5 0.0 18.2 22.9
Number of Traders in Each Category Total Traders: 81
. 11 4 32 7 20 . 17 6 . 6 0
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Traders in Financial Futures - Futures Only Positions as of November 12, 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 959,408
Positions
110,129 90,885 21,109 268,848 262,324 56,648 313,870 323,134 15,876 38,776 63,097 24,453 109,699 101,882
Changes from: November 5, 2013 Total Change is: -1,696
30,593 -17,379 -421 -7,766 -7,613 -2,535 -20,394 32,851 1,883 -7,389 -3,393 14 4,319 -5,103
Percent of Open Interest Represented by Each Category of Trader
11.5 9.5 2.2 28.0 27.3 5.9 32.7 33.7 1.7 4.0 6.6 2.5 11.4 10.6
Number of Traders in Each Category Total Traders: 213
11 24 7 32 34 28 39 37 24 14 22 4
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Traders in Financial Futures - Futures Only Positions as of November 12, 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 46,967
Positions
8,539 29,362 3,664 0 0 0 29,139 8,244 4,295 0 0 1,307 23 95
Changes from: November 5, 2013 Total Change is: 6,529
-780 3,287 1,873 0 0 0 3,998 -75 1,269 0 0 146 23 29
Percent of Open Interest Represented by Each Category of Trader
18.2 62.5 7.8 0.0 0.0 0.0 62.0 17.6 9.1 0.0 0.0 2.8 0.0 0.2
Number of Traders in Each Category Total Traders: 37
. 12 6 0 0 0 7 13 10 0 0 .
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Traders in Financial Futures - Futures Only Positions as of November 12, 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 2,292,115
Positions
200,250 143,370 72,824 714,381 788,341 316,577 526,260 258,296 71,515 65,637 160,801 38,254 286,417 442,137
Changes from: November 5, 2013 Total Change is: 16,178
-21,286 -22,464 14,053 18,600 -3,988 12,260 -38,910 -10,895 16,167 24,459 -1,063 1,375 -10,540 10,733
Percent of Open Interest Represented by Each Category of Trader
8.7 6.3 3.2 31.2 34.4 13.8 23.0 11.3 3.1 2.9 7.0 1.7 12.5 19.3
Number of Traders in Each Category Total Traders: 324
29 31 16 30 72 56 47 65 47 12 38 13
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Traders in Financial Futures - Futures Only Positions as of November 12, 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 1,903,736
Positions
189,954 205,118 28,482 674,970 523,153 161,424 486,478 475,572 42,261 83,359 132,815 14,409 222,399 320,502
Changes from: November 5, 2013 Total Change is: 31,280
-4,803 25,864 3,908 20,509 37,447 1,755 -6,587 -16,780 14,920 12,497 -50,908 3,390 -14,309 11,684
Percent of Open Interest Represented by Each Category of Trader
10.0 10.8 1.5 35.5 27.5 8.5 25.6 25.0 2.2 4.4 7.0 0.8 11.7 16.8
Number of Traders in Each Category Total Traders: 251
13 31 9 31 46 32 42 54 35 11 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 283,950
Positions
96,430 70,020 79,148 1,441 0 1,412 24,672 25,858 40,437 776 8,948 12,773 26,861 45,354
Changes from: November 5, 2013 Total Change is: 6,161
7,212 3,631 -640 621 0 -631 -398 496 -197 -545 444 -783 1,522 3,841
Percent of Open Interest Represented by Each Category of Trader
34.0 24.7 27.9 0.5 0.0 0.5 8.7 9.1 14.2 0.3 3.2 4.5 9.5 16.0
Number of Traders in Each Category Total Traders: 62
15 19 23 . 0 . 9 8 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,203,515
Positions
1,016,055 2,762,868 2,051,791 2,359,808 459,078 204,776 947,910 815,044 2,073,112 270,462 326,012 350,479 929,122 1,160,355
Changes from: November 5, 2013 Total Change is: 387,721
-121,442 79,608 160,511 148,901 -113,495 13,741 49,649 43,277 96,600 -27,317 -12,450 55,243 11,835 64,686
Percent of Open Interest Represented by Each Category of Trader
10.0 27.1 20.1 23.1 4.5 2.0 9.3 8.0 20.3 2.7 3.2 3.4 9.1 11.4
Number of Traders in Each Category Total Traders: 266
23 58 76 11 13 19 52 58 89 16 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 40,557
Positions
31,199 658 0 159 6,361 9,036 90 15,619 0 0 8,799 0 73 84
Changes from: November 5, 2013 Total Change is: 623
1,737 -187 0 -7 532 -16 -1,087 -88 0 0 408 0 -4 -26
Percent of Open Interest Represented by Each Category of Trader
76.9 1.6 0.0 0.4 15.7 22.3 0.2 38.5 0.0 0.0 21.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 39
6 . 0 . 7 . . 11 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 30,208
Positions
26,353 8,744 1,000 0 8,289 22 2,819 1,878 0 0 10,238 0 14 37
Changes from: November 5, 2013 Total Change is: 7,761
5,613 5,811 0 0 3,005 -4 2,144 -1,148 0 0 85 0 8 12
Percent of Open Interest Represented by Each Category of Trader
87.2 28.9 3.3 0.0 27.4 0.1 9.3 6.2 0.0 0.0 33.9 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
9 . . 0 9 . 5 5 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 41,351
Positions
10,703 9,518 793 5,404 2,237 339 7,420 25,214 1,167 8,866 332 1 6,658 1,750
Changes from: November 5, 2013 Total Change is: -2,455
-214 -250 0 140 -1,165 47 -3,266 -169 296 25 -476 1 516 -739
Percent of Open Interest Represented by Each Category of Trader
25.9 23.0 1.9 13.1 5.4 0.8 17.9 61.0 2.8 21.4 0.8 0.0 16.1 4.2
Number of Traders in Each Category Total Traders: 115
8 . . 6 6 . 21 22 8 47 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 407,724
Positions
86,294 34,774 42,383 66,269 22,631 17,097 53,271 134,767 62,120 5,500 15,111 51,692 23,098 27,149
Changes from: November 5, 2013 Total Change is: 18,203
-580 -1,671 143 1,784 1,744 1,054 -254 -1,944 6,347 139 1,311 9,154 416 2,065
Percent of Open Interest Represented by Each Category of Trader
21.2 8.5 10.4 16.3 5.6 4.2 13.1 33.1 15.2 1.3 3.7 12.7 5.7 6.7
Number of Traders in Each Category Total Traders: 180
16 12 21 11 13 12 35 44 45 15 22 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 12, 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 7,421
Positions
219 1,405 0 1,654 0 0 4,634 4,900 782 0 330 0 132 4
Changes from: November 5, 2013 Total Change is: 379
-80 0 0 12 0 0 359 290 0 0 221 0 88 -132
Percent of Open Interest Represented by Each Category of Trader
3.0 18.9 0.0 22.3 0.0 0.0 62.4 66.0 10.5 0.0 4.4 0.0 1.8 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 7 4 . 0 . 0
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Updated November 15, 2013