Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 130,451
Positions
36,444 23,681 3,454 15,162 16,421 570 32,581 35,118 5,714 6,336 15,838 2,013 28,179 27,644
Changes from: September 17, 2013 Total Change is: -22,369
-5,103 12,609 -33,176 250 -186 121 15,209 -6,401 -1,760 -663 9,471 -495 3,250 -2,552
Percent of Open Interest Represented by Each Category of Trader
27.9 18.2 2.6 11.6 12.6 0.4 25.0 26.9 4.4 4.9 12.1 1.5 21.6 21.2
Number of Traders in Each Category Total Traders: 83
. 12 7 6 4 . 22 20 16 8 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 41,921
Positions
5,068 17,552 1,593 0 2,486 0 15,196 7,636 1,063 0 2,245 3 18,998 9,343
Changes from: September 17, 2013 Total Change is: 10,635
-3,505 10,758 572 0 126 0 4,987 971 29 0 158 -26 8,578 -1,953
Percent of Open Interest Represented by Each Category of Trader
12.1 41.9 3.8 0.0 5.9 0.0 36.2 18.2 2.5 0.0 5.4 0.0 45.3 22.3
Number of Traders in Each Category Total Traders: 44
4 10 4 0 4 0 16 8 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 185,459
Positions
4,735 58,890 7,558 21,290 28,192 1,977 91,219 28,938 15,244 1,882 11,716 1,904 39,650 31,040
Changes from: September 17, 2013 Total Change is: 23,813
1,696 20,312 1,450 275 799 286 15,205 -2,084 2,777 -1,028 -1,024 639 2,513 658
Percent of Open Interest Represented by Each Category of Trader
2.6 31.8 4.1 11.5 15.2 1.1 49.2 15.6 8.2 1.0 6.3 1.0 21.4 16.7
Number of Traders in Each Category Total Traders: 117
4 14 6 8 16 7 33 22 21 . 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 201,986
Positions
90,363 5,524 5,714 27,533 12,625 728 34,131 93,107 16,463 9,562 14,659 3,053 14,438 50,111
Changes from: September 17, 2013 Total Change is: -742
1,511 2,503 488 1,254 473 -699 -3,884 -6,933 1,329 -328 2,409 103 -516 -414
Percent of Open Interest Represented by Each Category of Trader
44.7 2.7 2.8 13.6 6.3 0.4 16.9 46.1 8.2 4.7 7.3 1.5 7.1 24.8
Number of Traders in Each Category Total Traders: 129
10 9 6 8 12 5 25 40 24 5 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 324,314
Positions
17,190 78,713 14,332 36,586 60,954 6,878 121,400 34,682 47,549 20,123 18,354 8,084 52,172 54,767
Changes from: September 17, 2013 Total Change is: 47,597
-3,641 47,635 1,790 538 -2,462 1,077 30,143 -8,983 5,821 624 2,473 2,846 8,398 -2,599
Percent of Open Interest Represented by Each Category of Trader
5.3 24.3 4.4 11.3 18.8 2.1 37.4 10.7 14.7 6.2 5.7 2.5 16.1 16.9
Number of Traders in Each Category Total Traders: 214
12 24 14 15 24 17 50 41 39 18 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 146,506
Positions
70,066 4,897 6,634 18 36,861 1,628 25,313 44,369 9,888 9,619 10,571 3,633 19,706 28,024
Changes from: September 17, 2013 Total Change is: -40
6,295 247 1,373 18 -263 114 -11,900 -2,612 1,996 -339 629 1,010 1,393 -2,533
Percent of Open Interest Represented by Each Category of Trader
47.8 3.3 4.5 0.0 25.2 1.1 17.3 30.3 6.7 6.6 7.2 2.5 13.5 19.1
Number of Traders in Each Category Total Traders: 93
13 8 8 . 9 5 23 24 19 . 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 43,846
Positions
14,255 21,769 13,234 0 870 0 8,833 2,097 3,183 1,651 0 2,184 506 509
Changes from: September 17, 2013 Total Change is: 1,921
-132 612 0 0 -121 0 1,996 1,314 0 0 0 0 57 116
Percent of Open Interest Represented by Each Category of Trader
32.5 49.6 30.2 0.0 2.0 0.0 20.1 4.8 7.3 3.8 0.0 5.0 1.2 1.2
Number of Traders in Each Category Total Traders: 23
4 11 9 0 . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 130,179
Positions
36,460 49,570 0 39,193 473 162 36,566 70,901 936 10,462 5,971 0 6,400 2,166
Changes from: September 17, 2013 Total Change is: 18,678
-2,492 12,302 0 540 -94 -86 18,982 7,276 -137 518 913 0 1,353 -1,496
Percent of Open Interest Represented by Each Category of Trader
28.0 38.1 0.0 30.1 0.4 0.1 28.1 54.5 0.7 8.0 4.6 0.0 4.9 1.7
Number of Traders in Each Category Total Traders: 99
5 9 0 4 . . 38 21 6 12 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 19,744
Positions
4,916 10,935 3,245 0 391 482 1,128 750 137 9,232 3,166 0 604 638
Changes from: September 17, 2013 Total Change is: -395
531 106 -572 0 -142 3 -445 40 67 0 111 0 21 -8
Percent of Open Interest Represented by Each Category of Trader
24.9 55.4 16.4 0.0 2.0 2.4 5.7 3.8 0.7 46.8 16.0 0.0 3.1 3.2
Number of Traders in Each Category Total Traders: 21
4 4 . 0 . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 19,621
Positions
1,404 9,166 0 390 207 0 13,963 7,490 5 558 934 0 3,301 1,819
Changes from: September 17, 2013 Total Change is: 3,779
-3 3,143 0 109 -103 0 2,782 707 0 51 202 0 840 -170
Percent of Open Interest Represented by Each Category of Trader
7.2 46.7 0.0 2.0 1.1 0.0 71.2 38.2 0.0 2.8 4.8 0.0 16.8 9.3
Number of Traders in Each Category Total Traders: 50
. 7 0 . . 0 18 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 70,391
Positions
10,431 56,332 124 5,984 786 319 38,153 4,421 1,352 4,188 913 848 8,992 5,297
Changes from: September 17, 2013 Total Change is: -17,588
197 12,031 -11,356 -1,508 320 107 8,878 -1,269 -6,736 -423 -74 -1,877 -4,869 -8,734
Percent of Open Interest Represented by Each Category of Trader
14.8 80.0 0.2 8.5 1.1 0.5 54.2 6.3 1.9 6.0 1.3 1.2 12.8 7.5
Number of Traders in Each Category Total Traders: 103
17 14 4 7 . . 36 13 11 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 140,781
Positions
20,861 112,663 247 11,968 1,572 638 76,305 8,842 2,704 8,377 1,825 1,696 17,985 10,593
Changes from: September 17, 2013 Total Change is: -2,660
1,107 34,186 -11,242 -515 640 214 14,267 -4,260 -6,190 958 303 -2,159 900 -14,153
Percent of Open Interest Represented by Each Category of Trader
14.8 80.0 0.2 8.5 1.1 0.5 54.2 6.3 1.9 6.0 1.3 1.2 12.8 7.5
Number of Traders in Each Category Total Traders: 103
17 14 4 7 . . 36 13 11 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 840,810
Positions
27,745 220,687 16,776 315,438 119,214 48,364 96,013 147,272 140,116 49,817 37,962 24,090 122,452 86,329
Changes from: September 17, 2013 Total Change is: -298,480
-2,287 49,513 -126,954 -4,194 -1,419 -1,081 -10,962 -28,476 -101,066 4,577 -17,471 -6,569 -49,942 -64,957
Percent of Open Interest Represented by Each Category of Trader
3.3 26.2 2.0 37.5 14.2 5.8 11.4 17.5 16.7 5.9 4.5 2.9 14.6 10.3
Number of Traders in Each Category Total Traders: 561
28 35 31 108 59 72 94 109 98 65 63 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 205,336
Positions
3,876 72,942 3,719 72,754 28,047 1,988 10,742 5,970 36,445 13,182 7,407 8,183 54,449 40,636
Changes from: September 17, 2013 Total Change is: -119,286
-48,462 19,260 -35,882 4,486 906 -332 -14,202 -32,384 -16,687 2,555 -3,232 -3,353 -7,410 -47,582
Percent of Open Interest Represented by Each Category of Trader
1.9 35.5 1.8 35.4 13.7 1.0 5.2 2.9 17.7 6.4 3.6 4.0 26.5 19.8
Number of Traders in Each Category Total Traders: 94
. 14 4 16 9 10 19 17 33 8 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 3,177,367
Positions
131,306 750,688 53,325 1,228,111 470,526 217,187 452,704 732,857 492,008 190,421 160,020 72,289 340,016 228,467
Changes from: September 17, 2013 Total Change is: -895,968
15,575 -64,032 -240,061 -44,309 -12,529 -2,840 -137,023 -133,682 -268,673 15,388 -65,916 -21,361 -212,664 -86,874
Percent of Open Interest Represented by Each Category of Trader
4.1 23.6 1.7 38.7 14.8 6.8 14.2 23.1 15.5 6.0 5.0 2.3 10.7 7.2
Number of Traders in Each Category Total Traders: 536
30 33 27 103 55 65 93 103 94 61 58 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 106,299
Positions
3,680 51,618 100 54,155 39,876 2,911 30,547 5,331 1,211 917 2,626 0 12,778 2,626
Changes from: September 17, 2013 Total Change is: -14,740
68 935 -11,917 -4,007 338 11 2,130 -2,148 48 8 818 -818 -263 -2,007
Percent of Open Interest Represented by Each Category of Trader
3.5 48.6 0.1 50.9 37.5 2.7 28.7 5.0 1.1 0.9 2.5 0.0 12.0 2.5
Number of Traders in Each Category Total Traders: 93
4 16 . 34 12 14 17 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 80,067
Positions
2,109 62,651 469 35,600 4,073 555 31,388 5,396 833 2,090 1,965 673 6,350 3,453
Changes from: September 17, 2013 Total Change is: -28,879
-1,553 2,163 -15,648 1,110 -1,298 -434 364 35 -6,648 -510 -2,573 -410 -5,151 -4,066
Percent of Open Interest Represented by Each Category of Trader
2.6 78.2 0.6 44.5 5.1 0.7 39.2 6.7 1.0 2.6 2.5 0.8 7.9 4.3
Number of Traders in Each Category Total Traders: 206
16 24 9 33 15 8 64 28 11 14 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 400,334
Positions
10,546 313,253 2,344 178,001 20,363 2,775 156,940 26,981 4,166 10,450 9,823 3,363 31,748 17,265
Changes from: September 17, 2013 Total Change is: -75,564
-4,085 53,744 -59,974 11,187 -8,370 -291 2,036 -13,117 -19,950 -531 -12,863 -2,048 -1,907 -12,694
Percent of Open Interest Represented by Each Category of Trader
2.6 78.2 0.6 44.5 5.1 0.7 39.2 6.7 1.0 2.6 2.5 0.8 7.9 4.3
Number of Traders in Each Category Total Traders: 206
16 24 9 33 15 8 64 28 11 14 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 332,018
Positions
60,754 99,602 15,403 130,645 92,667 20,012 68,826 77,518 7,830 5,842 4,083 541 22,166 14,362
Changes from: September 17, 2013 Total Change is: -41,971
-5,438 20,453 -12,073 -6,833 -39,285 -1,815 -3,016 8,099 -7,478 411 -2,742 -847 -4,880 -6,282
Percent of Open Interest Represented by Each Category of Trader
18.3 30.0 4.6 39.3 27.9 6.0 20.7 23.3 2.4 1.8 1.2 0.2 6.7 4.3
Number of Traders in Each Category Total Traders: 249
19 16 4 56 36 22 48 50 12 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 59,857
Positions
3,088 39,381 83 27,088 436 430 13,850 12,938 0 5,633 853 0 9,685 5,736
Changes from: September 17, 2013 Total Change is: 3,203
-181 555 83 1,004 174 0 2,012 1,066 -112 397 247 0 0 1,190
Percent of Open Interest Represented by Each Category of Trader
5.2 65.8 0.1 45.3 0.7 0.7 23.1 21.6 0.0 9.4 1.4 0.0 16.2 9.6
Number of Traders in Each Category Total Traders: 69
6 8 . 18 . . 16 8 0 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 66,638
Positions
16,086 3,431 1,958 11,281 2,203 824 22,234 2,505 740 4,925 955 300 8,290 53,722
Changes from: September 17, 2013 Total Change is: 6,366
-1,962 812 1,360 411 1,056 34 4,888 -181 221 857 99 0 557 2,965
Percent of Open Interest Represented by Each Category of Trader
24.1 5.1 2.9 16.9 3.3 1.2 33.4 3.8 1.1 7.4 1.4 0.5 12.4 80.6
Number of Traders in Each Category Total Traders: 82
18 7 4 9 4 . 27 5 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 76,858
Positions
3,730 38,988 920 34,639 20,820 3,387 24,058 6,351 3,851 562 745 0 5,711 1,796
Changes from: September 17, 2013 Total Change is: -15,678
2,844 -487 -9,497 -2,746 -682 5 -1,831 -260 -1,652 0 1 0 -2,801 -3,106
Percent of Open Interest Represented by Each Category of Trader
4.9 50.7 1.2 45.1 27.1 4.4 31.3 8.3 5.0 0.7 1.0 0.0 7.4 2.3
Number of Traders in Each Category Total Traders: 85
5 9 . 31 17 11 13 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 270,092
Positions
15,973 134,163 4,767 103,968 22,151 34,786 53,371 56,855 2,274 35,694 7,203 594 18,665 7,299
Changes from: September 17, 2013 Total Change is: -31,957
-1,807 19,454 -45,749 -1,836 -2,926 4,490 5,042 14,420 -6,426 18,608 -7,567 -124 -4,155 -7,529
Percent of Open Interest Represented by Each Category of Trader
5.9 49.7 1.8 38.5 8.2 12.9 19.8 21.1 0.8 13.2 2.7 0.2 6.9 2.7
Number of Traders in Each Category Total Traders: 170
14 22 5 53 19 24 24 18 9 16 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 692,517
Positions
845 70,311 18,116 302,822 106,884 91,124 64,506 123,786 41,739 15,296 42,330 11,364 146,706 186,862
Changes from: September 17, 2013 Total Change is: -18,857
5 -29,732 -1,610 13,644 9,249 -10,680 -3,956 29,166 -18,354 -7,329 -685 -310 9,734 4,100
Percent of Open Interest Represented by Each Category of Trader
0.1 10.2 2.6 43.7 15.4 13.2 9.3 17.9 6.0 2.2 6.1 1.6 21.2 27.0
Number of Traders in Each Category Total Traders: 152
. 18 16 37 30 38 18 31 32 8 7 6
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 402,080
Positions
3,979 109,502 2,470 231,232 9,458 51,069 13,449 141,919 1,844 17,754 13,467 0 80,283 72,351
Changes from: September 17, 2013 Total Change is: 7,757
-2,006 6,447 -3,071 346 -6,054 1,539 733 12,265 173 9,102 123 0 941 -3,665
Percent of Open Interest Represented by Each Category of Trader
1.0 27.2 0.6 57.5 2.4 12.7 3.3 35.3 0.5 4.4 3.3 0.0 20.0 18.0
Number of Traders in Each Category Total Traders: 77
. 13 6 31 7 18 . 13 7 4 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 885,247
Positions
85,614 90,268 17,121 262,472 361,927 61,260 218,653 108,130 42,467 72,553 58,506 30,053 95,054 115,516
Changes from: September 17, 2013 Total Change is: -3,063
-30,984 15,501 -1,304 35,159 8,010 -6,211 -25,661 -6,290 -1,917 20,966 -2,262 -346 7,234 -8,245
Percent of Open Interest Represented by Each Category of Trader
9.7 10.2 1.9 29.6 40.9 6.9 24.7 12.2 4.8 8.2 6.6 3.4 10.7 13.0
Number of Traders in Each Category Total Traders: 207
12 24 11 30 36 28 39 27 24 16 23 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 34,937
Positions
6,827 14,083 7,484 0 0 0 11,151 3,861 8,908 3 25 502 62 74
Changes from: September 17, 2013 Total Change is: 2,089
-821 374 1,198 0 0 0 1,138 -582 1,082 -10 0 31 -529 -14
Percent of Open Interest Represented by Each Category of Trader
19.5 40.3 21.4 0.0 0.0 0.0 31.9 11.1 25.5 0.0 0.1 1.4 0.2 0.2
Number of Traders in Each Category Total Traders: 37
8 8 9 0 0 0 10 9 8 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 2,357,575
Positions
96,806 141,920 197,323 616,687 730,345 245,154 515,318 151,085 259,053 61,326 124,450 71,614 294,295 436,631
Changes from: September 17, 2013 Total Change is: -182,280
-29,893 19,114 -32,627 31,066 18,540 -45,442 2,335 -30,118 -79,630 -17,656 2,492 -22,140 11,708 -12,467
Percent of Open Interest Represented by Each Category of Trader
4.1 6.0 8.4 26.2 31.0 10.4 21.9 6.4 11.0 2.6 5.3 3.0 12.5 18.5
Number of Traders in Each Category Total Traders: 286
24 27 40 27 74 59 51 46 72 13 24 13
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 1,909,041
Positions
211,720 133,627 74,151 591,111 474,945 178,747 392,161 350,177 168,427 67,546 188,605 22,923 202,256 317,440
Changes from: September 17, 2013 Total Change is: -125,230
-10,140 -1,048 -63,941 -29,296 13,485 7,262 33,032 -7,088 -62,663 -12,367 16,199 -10,073 22,957 -17,364
Percent of Open Interest Represented by Each Category of Trader
11.1 7.0 3.9 31.0 24.9 9.4 20.5 18.3 8.8 3.5 9.9 1.2 10.6 16.6
Number of Traders in Each Category Total Traders: 223
14 25 23 30 44 32 31 48 46 9 22 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 308,039
Positions
80,518 92,631 97,795 970 0 2,043 46,579 15,647 36,928 740 6,080 13,109 29,357 43,806
Changes from: September 17, 2013 Total Change is: 10,224
6,412 9,223 2,366 26 0 0 1,494 -1,992 -779 740 211 -1,273 1,238 2,468
Percent of Open Interest Represented by Each Category of Trader
26.1 30.1 31.7 0.3 0.0 0.7 15.1 5.1 12.0 0.2 2.0 4.3 9.5 14.2
Number of Traders in Each Category Total Traders: 59
16 15 23 . 0 . 17 4 14 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 is15,578,225
Positions
1,308,540 2,482,883 3,090,998 1,616,312 785,043 234,545 977,518 474,901 5,505,988 410,243 362,921 1,545,560 888,520 1,095,386
Changes from: September 17, 2013 Total Change is: -521,324
-89,110 179,416 -88,305 176,149 17,143 -46,289 -58,204 -41,546 -181,620 25,347 -17,808 -303,181 43,891 -39,132
Percent of Open Interest Represented by Each Category of Trader
8.4 15.9 19.8 10.4 5.0 1.5 6.3 3.0 35.3 2.6 2.3 9.9 5.7 7.0
Number of Traders in Each Category Total Traders: 267
27 50 74 12 13 22 65 50 95 20 20 29
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 41,815
Positions
29,255 579 0 0 8,312 9,070 3,461 15,321 0 0 8,447 0 29 86
Changes from: September 17, 2013 Total Change is: 1,935
16 119 0 0 1,344 2,988 -1,059 -2,578 0 0 127 0 -10 -65
Percent of Open Interest Represented by Each Category of Trader
70.0 1.4 0.0 0.0 19.9 21.7 8.3 36.6 0.0 0.0 20.2 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
5 4 0 0 9 . . 11 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 18,594
Positions
16,489 1,402 500 0 5,916 26 1,579 1,647 0 0 9,037 0 0 66
Changes from: September 17, 2013 Total Change is: 941
-713 1,251 500 0 -57 0 1,156 -1,069 0 0 326 0 -2 -10
Percent of Open Interest Represented by Each Category of Trader
88.7 7.5 2.7 0.0 31.8 0.1 8.5 8.9 0.0 0.0 48.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 27
6 . . 0 6 . 4 5 0 0 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 53,945
Positions
10,418 9,756 1,264 5,018 4,847 254 19,623 31,781 865 9,338 2,358 4 7,162 2,816
Changes from: September 17, 2013 Total Change is: -14,997
-876 -21,093 450 -132 1,813 -67 -6,216 5,325 -3,452 -2,957 1,477 -1 -1,746 552
Percent of Open Interest Represented by Each Category of Trader
19.3 18.1 2.3 9.3 9.0 0.5 36.4 58.9 1.6 17.3 4.4 0.0 13.3 5.2
Number of Traders in Each Category Total Traders: 147
6 . . 7 6 . 26 31 8 54 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 368,232
Positions
116,485 12,574 36,941 53,642 19,596 12,634 33,327 163,413 37,361 6,480 11,134 47,781 23,581 26,798
Changes from: September 17, 2013 Total Change is: -58,833
-21,889 3,981 -30,869 4,322 -1,132 -249 2,442 -18,125 -6,466 799 1,184 -4,585 -2,338 -2,572
Percent of Open Interest Represented by Each Category of Trader
31.6 3.4 10.0 14.6 5.3 3.4 9.1 44.4 10.1 1.8 3.0 13.0 6.4 7.3
Number of Traders in Each Category Total Traders: 162
21 7 21 6 10 8 31 43 37 18 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 24, 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 7,350
Positions
993 1,405 0 2,074 0 559 2,716 4,598 782 0 0 0 226 6
Changes from: September 17, 2013 Total Change is: -1,964
-215 933 -1,405 51 0 -83 237 -1,213 -194 -338 0 0 -17 -2
Percent of Open Interest Represented by Each Category of Trader
13.5 19.1 0.0 28.2 0.0 7.6 37.0 62.6 10.6 0.0 0.0 0.0 3.1 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 . 7 4 . 0 0 0
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Updated September 27, 2013