Traders in Financial Futures - Futures Only Positions as of December 17, 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 187,136
Positions
88,475 4,820 19,015 14,140 15,838 539 21,881 90,593 12,112 7,345 4,570 889 22,740 38,760
Changes from: December 10, 2013 Total Change is: 26,377
9,368 115 16,989 92 -162 -48 -7,104 3,735 8,631 -249 315 -89 -1,213 -3,109
Percent of Open Interest Represented by Each Category of Trader
47.3 2.6 10.2 7.6 8.5 0.3 11.7 48.4 6.5 3.9 2.4 0.5 12.2 20.7
Number of Traders in Each Category Total Traders: 88
12 6 6 5 6 . 14 31 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 47,367
Positions
449 21,563 327 900 1,316 0 24,216 7,305 282 632 4,329 0 20,561 12,245
Changes from: December 10, 2013 Total Change is: -17,139
-11,182 -9,270 -8,371 0 50 0 3,340 1,898 -1,554 61 -308 0 567 416
Percent of Open Interest Represented by Each Category of Trader
0.9 45.5 0.7 1.9 2.8 0.0 51.1 15.4 0.6 1.3 9.1 0.0 43.4 25.9
Number of Traders in Each Category Total Traders: 40
. 10 . . . 0 13 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 191,648
Positions
14,211 84,500 698 26,613 26,670 1,497 106,066 30,174 2,619 4,880 26,149 180 34,884 19,161
Changes from: December 10, 2013 Total Change is: -63,956
-22,474 -21,655 -24,919 1,324 144 187 -7,775 -9,688 -3,545 -719 -794 104 -6,139 -3,790
Percent of Open Interest Represented by Each Category of Trader
7.4 44.1 0.4 13.9 13.9 0.8 55.3 15.7 1.4 2.5 13.6 0.1 18.2 10.0
Number of Traders in Each Category Total Traders: 115
7 10 . 10 14 5 41 18 4 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 232,743
Positions
117,342 4,665 83 23,144 20,819 4,157 45,916 133,054 2,489 26,312 14,316 190 13,110 52,970
Changes from: December 10, 2013 Total Change is: -29,486
-27,992 -5,030 -6,490 575 5,612 204 5,174 -2,401 -13,069 18,311 -707 -3,784 -2,415 -3,821
Percent of Open Interest Represented by Each Category of Trader
50.4 2.0 0.0 9.9 8.9 1.8 19.7 57.2 1.1 11.3 6.2 0.1 5.6 22.8
Number of Traders in Each Category Total Traders: 139
12 5 . 9 21 7 26 50 8 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 230,955
Positions
24,197 24,696 922 42,111 65,808 4,905 91,807 42,189 3,993 16,502 28,454 499 46,019 59,489
Changes from: December 10, 2013 Total Change is: -71,145
-31,038 -23,981 -35,343 569 4,134 -160 8,086 -4,976 -4,398 -5,142 2,459 -244 -3,475 -8,636
Percent of Open Interest Represented by Each Category of Trader
10.5 10.7 0.4 18.2 28.5 2.1 39.8 18.3 1.7 7.1 12.3 0.2 19.9 25.8
Number of Traders in Each Category Total Traders: 183
13 19 6 17 23 15 32 37 11 15 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 113,118
Positions
73,875 1,669 150 968 6,296 267 13,933 61,370 970 5,580 9,907 1 17,374 32,488
Changes from: December 10, 2013 Total Change is: -13,502
5,622 -10,578 -588 13 1,382 -6 -10,722 579 -2,073 -6,654 -409 0 906 -1,809
Percent of Open Interest Represented by Each Category of Trader
65.3 1.5 0.1 0.9 5.6 0.2 12.3 54.3 0.9 4.9 8.8 0.0 15.4 28.7
Number of Traders in Each Category Total Traders: 77
7 4 . . 10 4 17 26 . 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 114,614
Positions
25,759 54,276 0 39,340 641 0 32,277 50,442 1,204 8,675 6,066 0 7,359 1,985
Changes from: December 10, 2013 Total Change is: -40,613
-12,567 -12,758 -11,068 117 161 0 640 3,966 -14,475 -493 -3,797 -1,755 -1,012 -887
Percent of Open Interest Represented by Each Category of Trader
22.5 47.4 0.0 34.3 0.6 0.0 28.2 44.0 1.1 7.6 5.3 0.0 6.4 1.7
Number of Traders in Each Category Total Traders: 85
. 11 0 4 . 0 30 23 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 17,939
Positions
986 6,702 0 818 0 0 11,193 8,057 252 716 627 0 3,974 2,301
Changes from: December 10, 2013 Total Change is: -2,014
-417 -4,248 -102 189 0 0 -293 3,431 -1,001 -1 -173 0 -389 79
Percent of Open Interest Represented by Each Category of Trader
5.5 37.4 0.0 4.6 0.0 0.0 62.4 44.9 1.4 4.0 3.5 0.0 22.2 12.8
Number of Traders in Each Category Total Traders: 48
. 6 0 4 0 0 16 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 87,167
Positions
16,400 47,119 11,753 7,886 4,113 237 26,377 3,276 9,372 4,241 1,716 967 9,937 8,617
Changes from: December 10, 2013 Total Change is: 2,656
646 -3,234 6,703 311 -21 -66 -6,378 -1,240 1,891 -628 -621 101 77 -858
Percent of Open Interest Represented by Each Category of Trader
18.8 54.1 13.5 9.0 4.7 0.3 30.3 3.8 10.8 4.9 2.0 1.1 11.4 9.9
Number of Traders in Each Category Total Traders: 107
19 12 17 11 . . 31 10 15 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 16,810
Positions
8,429 8,748 1,568 990 0 0 2,769 4,968 454 1,397 0 0 1,203 1,072
Changes from: December 10, 2013 Total Change is: 2,256
950 251 1,268 0 0 0 48 -202 416 0 0 0 -426 523
Percent of Open Interest Represented by Each Category of Trader
50.1 52.0 9.3 5.9 0.0 0.0 16.5 29.6 2.7 8.3 0.0 0.0 7.2 6.4
Number of Traders in Each Category Total Traders: 25
4 7 . . 0 0 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 140,714
Positions
22,537 83,336 13,774 13,792 8,226 473 60,940 10,340 4,111 6,804 4,549 816 17,467 15,089
Changes from: December 10, 2013 Total Change is: 799
33 -6,327 10,227 622 -42 -132 -13,167 -2,391 3,265 -1,533 -1,519 479 1,005 -2,761
Percent of Open Interest Represented by Each Category of Trader
16.0 59.2 9.8 9.8 5.8 0.3 43.3 7.3 2.9 4.8 3.2 0.6 12.4 10.7
Number of Traders in Each Category Total Traders: 105
17 14 15 10 . . 30 15 11 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 873,627
Positions
39,627 215,536 101,136 302,970 116,354 59,554 113,473 142,327 87,201 43,970 56,425 19,833 105,862 75,261
Changes from: December 10, 2013 Total Change is: 108,976
-4,024 4,251 71,031 -407 3,544 14,828 1,372 -14,235 25,723 4,023 2,014 6,834 -10,406 -5,015
Percent of Open Interest Represented by Each Category of Trader
4.5 24.7 11.6 34.7 13.3 6.8 13.0 16.3 10.0 5.0 6.5 2.3 12.1 8.6
Number of Traders in Each Category Total Traders: 580
39 38 49 110 58 75 111 97 91 62 65 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 199,902
Positions
25,208 66,715 19,657 62,461 26,646 1,666 16,907 38,118 2,985 18,592 7,117 2,238 50,188 34,760
Changes from: December 10, 2013 Total Change is: 24,749
5,686 1,480 15,849 606 -2,608 -32 -152 4,844 969 4,192 54 1,224 -3,593 2,969
Percent of Open Interest Represented by Each Category of Trader
12.6 33.4 9.8 31.2 13.3 0.8 8.5 19.1 1.5 9.3 3.6 1.1 25.1 17.4
Number of Traders in Each Category Total Traders: 93
7 13 7 16 9 9 18 17 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,368,625
Positions
176,411 848,422 303,080 1,230,888 476,882 261,099 660,265 698,476 243,647 162,294 281,946 52,569 278,372 202,504
Changes from: December 10, 2013 Total Change is: 421,134
-15,503 46,902 242,866 7,653 43,476 61,583 52,825 -50,192 78,569 -5,289 5,353 32,495 -34,065 -39,918
Percent of Open Interest Represented by Each Category of Trader
5.2 25.2 9.0 36.5 14.2 7.8 19.6 20.7 7.2 4.8 8.4 1.6 8.3 6.0
Number of Traders in Each Category Total Traders: 565
39 38 42 103 56 71 111 96 85 58 64 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 112,926
Positions
3,049 55,778 3,152 59,869 36,202 2,318 27,797 6,669 2,551 964 2,951 0 13,226 3,305
Changes from: December 10, 2013 Total Change is: 5,790
-19 -1,435 3,067 2,940 809 677 -5,174 632 1,923 120 369 0 2,256 -252
Percent of Open Interest Represented by Each Category of Trader
2.7 49.4 2.8 53.0 32.1 2.1 24.6 5.9 2.3 0.9 2.6 0.0 11.7 2.9
Number of Traders in Each Category Total Traders: 96
4 14 6 37 9 17 17 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 103,403
Positions
6,156 69,039 6,697 38,011 3,559 6,508 31,857 5,659 5,051 1,982 1,496 337 6,805 5,056
Changes from: December 10, 2013 Total Change is: 18,710
-130 4,426 5,029 747 -9 5,506 2,267 810 4,467 -101 -365 144 781 -1,297
Percent of Open Interest Represented by Each Category of Trader
6.0 66.8 6.5 36.8 3.4 6.3 30.8 5.5 4.9 1.9 1.4 0.3 6.6 4.9
Number of Traders in Each Category Total Traders: 217
22 21 18 38 12 8 67 26 22 16 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 517,013
Positions
30,778 345,197 33,484 190,054 17,795 32,539 159,284 28,297 25,257 9,908 7,482 1,683 34,026 25,279
Changes from: December 10, 2013 Total Change is: 93,552
-652 22,128 25,144 3,736 -46 27,531 11,333 4,049 22,337 -505 -1,827 722 3,906 -6,486
Percent of Open Interest Represented by Each Category of Trader
6.0 66.8 6.5 36.8 3.4 6.3 30.8 5.5 4.9 1.9 1.4 0.3 6.6 4.9
Number of Traders in Each Category Total Traders: 217
22 21 18 38 12 8 67 26 22 16 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 369,120
Positions
39,218 114,481 50,809 155,523 92,599 12,531 61,629 62,966 11,543 9,014 6,484 1,762 27,091 15,945
Changes from: December 10, 2013 Total Change is: 15,156
-3,824 -3,564 12,529 2,148 712 -228 -3,072 1,389 1,311 49 594 1,497 4,746 916
Percent of Open Interest Represented by Each Category of Trader
10.6 31.0 13.8 42.1 25.1 3.4 16.7 17.1 3.1 2.4 1.8 0.5 7.3 4.3
Number of Traders in Each Category Total Traders: 245
16 20 12 55 34 22 49 44 21 15 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 71,148
Positions
5,509 41,065 0 32,861 261 470 16,463 15,619 1 5,615 5,313 0 10,229 8,419
Changes from: December 10, 2013 Total Change is: -13,354
-802 -5,265 -5,370 180 -202 3 1,476 3,320 -3,832 1,794 252 -1,551 -5,252 -709
Percent of Open Interest Represented by Each Category of Trader
7.7 57.7 0.0 46.2 0.4 0.7 23.1 22.0 0.0 7.9 7.5 0.0 14.4 11.8
Number of Traders in Each Category Total Traders: 89
7 8 0 20 . . 21 14 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 86,386
Positions
22,485 13,724 453 9,689 3,205 778 35,226 6,610 389 7,113 2,829 0 10,253 58,398
Changes from: December 10, 2013 Total Change is: -21,003
-3,326 3,954 -5,600 -749 2,005 103 3,050 -8,062 -5,081 -3,922 233 -594 -4,884 -7,961
Percent of Open Interest Represented by Each Category of Trader
26.0 15.9 0.5 11.2 3.7 0.9 40.8 7.7 0.5 8.2 3.3 0.0 11.9 67.6
Number of Traders in Each Category Total Traders: 84
17 8 . 8 . . 31 . 5 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 117,743
Positions
2,806 60,925 17,064 48,622 14,733 8,071 26,070 5,815 5,779 1,020 875 812 7,499 3,669
Changes from: December 10, 2013 Total Change is: 24,497
429 2,133 15,153 516 -1,901 5,003 -233 788 1,022 581 0 812 1,214 1,487
Percent of Open Interest Represented by Each Category of Trader
2.4 51.7 14.5 41.3 12.5 6.9 22.1 4.9 4.9 0.9 0.7 0.7 6.4 3.1
Number of Traders in Each Category Total Traders: 89
4 11 5 32 16 14 15 6 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 287,482
Positions
25,047 103,803 32,554 79,608 39,846 48,919 48,910 32,019 4,308 20,017 6,153 7,996 20,123 11,884
Changes from: December 10, 2013 Total Change is: 26,600
2,918 524 5,537 -6,641 1,568 10,974 2,906 -4,257 -2,129 548 1,362 7,443 5,044 5,578
Percent of Open Interest Represented by Each Category of Trader
8.7 36.1 11.3 27.7 13.9 17.0 17.0 11.1 1.5 7.0 2.1 2.8 7.0 4.1
Number of Traders in Each Category Total Traders: 181
20 21 10 47 22 28 26 17 18 22 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 634,859
Positions
6,510 69,546 2,229 300,111 127,968 108,916 55,757 101,841 15,043 19,442 32,623 658 126,193 176,035
Changes from: December 10, 2013 Total Change is: -16,411
-2,808 1,497 345 -3,742 -1,513 7,851 -11,030 -4,798 -5,710 -3,510 1,389 -1,363 3,556 -14,109
Percent of Open Interest Represented by Each Category of Trader
1.0 11.0 0.4 47.3 20.2 17.2 8.8 16.0 2.4 3.1 5.1 0.1 19.9 27.7
Number of Traders in Each Category Total Traders: 166
5 17 5 32 42 35 21 31 15 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 448,590
Positions
19,313 107,548 2,471 272,457 20,474 45,130 19,853 162,412 3,936 10,762 19,132 0 74,668 87,487
Changes from: December 10, 2013 Total Change is: -11,466
-2,209 -4,346 -610 -2,686 -411 628 1,854 2,344 -5,195 125 465 -977 -2,396 -3,364
Percent of Open Interest Represented by Each Category of Trader
4.3 24.0 0.6 60.7 4.6 10.1 4.4 36.2 0.9 2.4 4.3 0.0 16.6 19.5
Number of Traders in Each Category Total Traders: 83
. 10 7 34 6 21 . 19 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 836,620
Positions
76,608 49,912 25,245 236,205 239,730 56,524 183,100 217,837 64,961 61,605 54,460 26,148 106,224 101,803
Changes from: December 10, 2013 Total Change is: -73,798
-5,826 -5,694 -6,322 -4,471 10,462 -2,880 -29,914 -34,795 -26,161 7,470 -7,162 -2,451 -3,243 1,205
Percent of Open Interest Represented by Each Category of Trader
9.2 6.0 3.0 28.2 28.7 6.8 21.9 26.0 7.8 7.4 6.5 3.1 12.7 12.2
Number of Traders in Each Category Total Traders: 203
12 23 7 32 35 29 36 28 24 16 21 4
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 51,769
Positions
12,197 25,145 7,565 672 0 0 24,892 12,716 4,591 2 0 1,518 332 234
Changes from: December 10, 2013 Total Change is: 2,312
466 -1,627 1,379 0 0 0 183 2,395 220 0 0 15 49 -70
Percent of Open Interest Represented by Each Category of Trader
23.6 48.6 14.6 1.3 0.0 0.0 48.1 24.6 8.9 0.0 0.0 2.9 0.6 0.5
Number of Traders in Each Category Total Traders: 41
6 10 9 . 0 0 6 17 10 . 0 .
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,188,276
Positions
168,554 156,886 53,795 661,377 849,415 234,577 611,559 237,909 83,180 122,482 94,690 28,869 223,883 448,955
Changes from: December 10, 2013 Total Change is: -104,279
15,587 -45,227 -7,241 -29,218 3,783 -31,176 -25,260 -446 -23,587 -6,294 -1,736 7,399 -4,489 -6,048
Percent of Open Interest Represented by Each Category of Trader
7.7 7.2 2.5 30.2 38.8 10.7 27.9 10.9 3.8 5.6 4.3 1.3 10.2 20.5
Number of Traders in Each Category Total Traders: 314
21 34 11 33 70 56 51 63 38 13 29 7
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,761,766
Positions
133,944 166,353 10,127 696,701 552,972 185,386 361,798 342,283 38,705 133,330 131,618 12,302 189,473 322,020
Changes from: December 10, 2013 Total Change is: -89,488
-1,443 -34,088 -17,426 -23,015 -31,950 12,629 -25,345 -6,576 -7,927 -3,145 -7,624 -2,014 -21,802 5,488
Percent of Open Interest Represented by Each Category of Trader
7.6 9.4 0.6 39.5 31.4 10.5 20.5 19.4 2.2 7.6 7.5 0.7 10.8 18.3
Number of Traders in Each Category Total Traders: 231
15 24 11 30 47 37 38 41 24 14 22 .
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 290,761
Positions
113,633 78,873 80,673 763 392 943 24,423 27,056 34,534 285 9,257 10,563 24,944 48,470
Changes from: December 10, 2013 Total Change is: 16,226
8,356 7,243 6,184 0 0 0 -562 -1,162 2,368 -650 73 -1,295 1,825 2,815
Percent of Open Interest Represented by Each Category of Trader
39.1 27.1 27.7 0.3 0.1 0.3 8.4 9.3 11.9 0.1 3.2 3.6 8.6 16.7
Number of Traders in Each Category Total Traders: 61
16 17 22 . . . 10 7 14 . 6 .
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,993,489
Positions
705,398 2,350,140 2,008,777 2,875,534 879,478 203,247 819,937 661,882 2,000,551 209,551 444,678 282,699 887,795 1,162,037
Changes from: December 10, 2013 Total Change is: -740,577
-411,505 -368,723 -34,086 88,139 135,209 -7,035 -97,841 -246,138 -131,709 -81,073 -58,285 -40,946 -24,521 11,136
Percent of Open Interest Represented by Each Category of Trader
7.1 23.5 20.1 28.8 8.8 2.0 8.2 6.6 20.0 2.1 4.4 2.8 8.9 11.6
Number of Traders in Each Category Total Traders: 261
25 53 71 10 17 20 46 61 87 12 24 22
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 49,859
Positions
39,379 985 0 555 13,683 5,356 4,515 19,693 0 0 10,034 0 54 108
Changes from: December 10, 2013 Total Change is: -8,367
4,159 -82 -9,027 300 3,634 -3,680 -140 310 0 0 484 0 21 -6
Percent of Open Interest Represented by Each Category of Trader
79.0 2.0 0.0 1.1 27.4 10.7 9.1 39.5 0.0 0.0 20.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 43
7 . 0 . 11 . . 11 0 0 8 0
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 28,853
Positions
23,482 337 0 0 9,799 4,495 842 2,560 0 0 11,614 0 34 48
Changes from: December 10, 2013 Total Change is: -13,172
-4,368 -4,287 -8,608 0 -216 -129 106 257 -195 0 -5 0 22 11
Percent of Open Interest Represented by Each Category of Trader
81.4 1.2 0.0 0.0 34.0 15.6 2.9 8.9 0.0 0.0 40.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
7 . 0 0 10 . . 6 0 0 5 0
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 39,322
Positions
9,863 2,155 819 5,500 2,802 541 7,509 28,855 711 8,379 888 0 6,000 2,551
Changes from: December 10, 2013 Total Change is: -9,748
61 -7,702 -41 534 624 70 -8,977 -1,223 -1,220 -92 -462 -3 -80 209
Percent of Open Interest Represented by Each Category of Trader
25.1 5.5 2.1 14.0 7.1 1.4 19.1 73.4 1.8 21.3 2.3 0.0 15.3 6.5
Number of Traders in Each Category Total Traders: 120
8 . . 10 5 . 19 26 . 44 6 0
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 378,966
Positions
77,248 22,128 47,210 51,120 22,640 18,435 38,557 139,768 64,435 26,345 7,886 33,483 22,133 22,981
Changes from: December 10, 2013 Total Change is: -8,376
-12,771 224 11,181 -8,149 -1,132 -5,393 -12,697 -9,943 13,673 21,211 -1,446 -13,484 -1,947 -2,056
Percent of Open Interest Represented by Each Category of Trader
20.4 5.8 12.5 13.5 6.0 4.9 10.2 36.9 17.0 7.0 2.1 8.8 5.8 6.1
Number of Traders in Each Category Total Traders: 167
21 12 23 9 11 9 28 49 46 10 15 19
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Traders in Financial Futures - Futures Only Positions as of December 17, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,993
Positions
51 1,566 440 2,788 0 385 4,291 4,180 988 0 1,429 0 50 5
Changes from: December 10, 2013 Total Change is: -122
-30 161 440 393 0 99 -518 -302 -492 0 -21 0 -14 -7
Percent of Open Interest Represented by Each Category of Trader
0.6 17.4 4.9 31.0 0.0 4.3 47.7 46.5 11.0 0.0 15.9 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 22
. . . 6 0 . 7 4 . 0 . 0
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Updated December 20, 2013