Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 133,925
Positions
36,211 31,086 3,719 15,367 16,340 359 33,770 36,713 6,770 7,438 10,934 2,012 28,278 25,991
Changes from: September 24, 2013 Total Change is: 3,473
-233 7,405 265 205 -81 -211 1,189 1,595 1,056 1,102 -4,904 -1 99 -1,653
Percent of Open Interest Represented by Each Category of Trader
27.0 23.2 2.8 11.5 12.2 0.3 25.2 27.4 5.1 5.6 8.2 1.5 21.1 19.4
Number of Traders in Each Category Total Traders: 86
5 13 8 6 4 . 18 24 16 8 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 48,026
Positions
5,221 21,382 1,789 0 2,089 0 17,374 9,810 1,127 537 2,305 0 21,977 9,523
Changes from: September 24, 2013 Total Change is: 6,105
153 3,830 196 0 -397 0 2,179 2,175 64 537 60 -3 2,979 180
Percent of Open Interest Represented by Each Category of Trader
10.9 44.5 3.7 0.0 4.3 0.0 36.2 20.4 2.3 1.1 4.8 0.0 45.8 19.8
Number of Traders in Each Category Total Traders: 42
4 11 4 0 . 0 14 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 200,527
Positions
7,709 70,702 8,843 20,904 27,116 2,210 94,120 27,184 19,060 3,271 9,744 2,426 41,986 33,242
Changes from: September 24, 2013 Total Change is: 15,068
2,974 11,812 1,285 -386 -1,075 233 2,901 -1,754 3,816 1,388 -1,971 522 2,336 2,202
Percent of Open Interest Represented by Each Category of Trader
3.8 35.3 4.4 10.4 13.5 1.1 46.9 13.6 9.5 1.6 4.9 1.2 20.9 16.6
Number of Traders in Each Category Total Traders: 119
4 14 6 7 16 7 31 26 22 6 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 198,309
Positions
88,740 11,224 4,960 26,485 12,377 613 30,378 84,072 17,847 8,460 15,703 2,411 18,416 49,103
Changes from: September 24, 2013 Total Change is: -3,676
-1,623 5,700 -754 -1,048 -248 -116 -3,753 -9,035 1,383 -1,102 1,044 -642 3,978 -1,008
Percent of Open Interest Represented by Each Category of Trader
44.7 5.7 2.5 13.4 6.2 0.3 15.3 42.4 9.0 4.3 7.9 1.2 9.3 24.8
Number of Traders in Each Category Total Traders: 131
10 11 7 8 12 6 23 42 27 . 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 337,731
Positions
17,762 82,096 17,979 36,391 58,555 6,781 118,161 29,321 58,576 22,552 19,440 8,421 51,108 56,561
Changes from: September 24, 2013 Total Change is: 13,416
572 3,383 3,647 -195 -2,399 -98 -3,238 -5,361 11,027 2,429 1,086 337 -1,064 1,794
Percent of Open Interest Represented by Each Category of Trader
5.3 24.3 5.3 10.8 17.3 2.0 35.0 8.7 17.3 6.7 5.8 2.5 15.1 16.7
Number of Traders in Each Category Total Traders: 210
12 25 15 15 23 17 47 37 38 19 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 134,483
Positions
60,365 5,392 6,935 0 36,797 1,528 20,115 31,657 11,123 9,445 10,693 3,619 21,352 26,739
Changes from: September 24, 2013 Total Change is: -12,023
-9,701 496 301 -18 -64 -101 -5,198 -12,713 1,235 -173 122 -14 1,646 -1,285
Percent of Open Interest Represented by Each Category of Trader
44.9 4.0 5.2 0.0 27.4 1.1 15.0 23.5 8.3 7.0 8.0 2.7 15.9 19.9
Number of Traders in Each Category Total Traders: 93
12 7 8 0 10 5 23 27 20 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 42,608
Positions
13,875 21,711 13,234 0 593 79 7,882 1,323 3,183 1,651 0 2,184 520 301
Changes from: September 24, 2013 Total Change is: -1,238
-380 -58 0 0 -277 79 -951 -774 0 0 0 0 14 -208
Percent of Open Interest Represented by Each Category of Trader
32.6 51.0 31.1 0.0 1.4 0.2 18.5 3.1 7.5 3.9 0.0 5.1 1.2 0.7
Number of Traders in Each Category Total Traders: 23
4 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 119,813
Positions
36,876 52,376 0 39,327 579 161 25,570 58,428 845 10,814 5,208 0 6,220 2,216
Changes from: September 24, 2013 Total Change is: -10,366
416 2,806 0 134 106 -1 -10,996 -12,473 -91 352 -763 0 -180 50
Percent of Open Interest Represented by Each Category of Trader
30.8 43.7 0.0 32.8 0.5 0.1 21.3 48.8 0.7 9.0 4.3 0.0 5.2 1.8
Number of Traders in Each Category Total Traders: 96
5 9 0 5 . . 29 23 5 13 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 19,813
Positions
4,471 11,304 3,603 0 166 437 1,367 505 103 9,232 3,166 0 600 529
Changes from: September 24, 2013 Total Change is: 69
-445 369 358 0 -225 -45 239 -245 -34 0 0 0 -4 -109
Percent of Open Interest Represented by Each Category of Trader
22.6 57.1 18.2 0.0 0.8 2.2 6.9 2.5 0.5 46.6 16.0 0.0 3.0 2.7
Number of Traders in Each Category Total Traders: 20
. 4 . 0 . . 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 22,577
Positions
1,432 13,019 0 377 207 0 16,143 6,935 5 665 671 0 3,955 1,740
Changes from: September 24, 2013 Total Change is: 2,956
28 3,853 0 -13 0 0 2,180 -555 0 107 -263 0 654 -79
Percent of Open Interest Represented by Each Category of Trader
6.3 57.7 0.0 1.7 0.9 0.0 71.5 30.7 0.0 2.9 3.0 0.0 17.5 7.7
Number of Traders in Each Category Total Traders: 47
. 7 0 . . 0 16 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 61,782
Positions
12,547 47,829 165 4,998 775 186 28,313 4,682 1,523 4,353 787 834 8,863 5,002
Changes from: September 24, 2013 Total Change is: -8,609
2,116 -8,503 42 -986 -12 -134 -9,839 261 171 165 -126 -14 -129 -295
Percent of Open Interest Represented by Each Category of Trader
20.3 77.4 0.3 8.1 1.3 0.3 45.8 7.6 2.5 7.0 1.3 1.3 14.3 8.1
Number of Traders in Each Category Total Traders: 107
19 13 5 6 . . 38 16 12 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 123,564
Positions
25,093 95,657 331 9,996 1,549 371 56,626 9,364 3,047 8,706 1,574 1,668 17,726 10,004
Changes from: September 24, 2013 Total Change is: -17,217
4,232 -17,006 84 -1,972 -23 -267 -19,679 522 343 329 -251 -28 -259 -590
Percent of Open Interest Represented by Each Category of Trader
20.3 77.4 0.3 8.1 1.3 0.3 45.8 7.6 2.5 7.0 1.3 1.3 14.3 8.1
Number of Traders in Each Category Total Traders: 107
19 13 5 6 . . 38 16 12 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 841,660
Positions
30,309 217,468 16,463 302,556 114,094 52,670 96,646 144,729 145,630 51,255 39,232 23,315 122,816 88,059
Changes from: September 24, 2013 Total Change is: 850
2,564 -3,219 -313 -12,882 -5,120 4,306 633 -2,543 5,514 1,438 1,270 -774 364 1,730
Percent of Open Interest Represented by Each Category of Trader
3.6 25.8 2.0 35.9 13.6 6.3 11.5 17.2 17.3 6.1 4.7 2.8 14.6 10.5
Number of Traders in Each Category Total Traders: 575
29 38 29 111 54 68 101 111 100 63 68 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 205,137
Positions
3,621 68,577 3,397 69,303 25,918 1,985 11,523 11,349 35,930 13,670 7,493 8,111 57,596 42,377
Changes from: September 24, 2013 Total Change is: -200
-255 -4,365 -322 -3,451 -2,129 -3 781 5,378 -515 489 86 -72 3,147 1,741
Percent of Open Interest Represented by Each Category of Trader
1.8 33.4 1.7 33.8 12.6 1.0 5.6 5.5 17.5 6.7 3.7 4.0 28.1 20.7
Number of Traders in Each Category Total Traders: 96
. 13 4 15 9 10 21 18 34 8 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 3,182,615
Positions
143,249 754,264 55,518 1,182,368 456,979 237,323 477,222 718,510 496,890 194,267 165,041 69,677 326,100 228,413
Changes from: September 24, 2013 Total Change is: 5,248
11,943 3,576 2,193 -45,743 -13,547 20,136 24,518 -14,348 4,882 3,845 5,021 -2,611 -13,916 -55
Percent of Open Interest Represented by Each Category of Trader
4.5 23.7 1.7 37.2 14.4 7.5 15.0 22.6 15.6 6.1 5.2 2.2 10.2 7.2
Number of Traders in Each Category Total Traders: 550
31 36 26 106 51 61 100 104 94 60 62 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 110,266
Positions
3,023 52,391 105 56,798 41,923 2,718 34,089 6,563 1,036 1,109 2,971 0 11,388 2,559
Changes from: September 24, 2013 Total Change is: 3,967
-657 773 5 2,643 2,047 -193 3,542 1,232 -175 192 345 0 -1,390 -67
Percent of Open Interest Represented by Each Category of Trader
2.7 47.5 0.1 51.5 38.0 2.5 30.9 6.0 0.9 1.0 2.7 0.0 10.3 2.3
Number of Traders in Each Category Total Traders: 104
4 17 . 37 12 16 19 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 82,399
Positions
1,889 62,991 617 35,738 4,765 480 33,427 5,609 786 2,511 2,110 603 6,348 4,438
Changes from: September 24, 2013 Total Change is: 2,332
-220 341 148 137 692 -75 2,039 213 -47 421 145 -69 -1 985
Percent of Open Interest Represented by Each Category of Trader
2.3 76.4 0.7 43.4 5.8 0.6 40.6 6.8 1.0 3.0 2.6 0.7 7.7 5.4
Number of Traders in Each Category Total Traders: 208
17 20 8 33 16 8 64 27 9 16 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 411,994
Positions
9,446 314,956 3,084 178,688 23,823 2,400 167,134 28,047 3,929 12,555 10,548 3,017 31,741 22,190
Changes from: September 24, 2013 Total Change is: 11,660
-1,100 1,703 740 687 3,460 -375 10,194 1,065 -236 2,105 725 -346 -7 4,925
Percent of Open Interest Represented by Each Category of Trader
2.3 76.4 0.7 43.4 5.8 0.6 40.6 6.8 1.0 3.0 2.6 0.7 7.7 5.4
Number of Traders in Each Category Total Traders: 208
17 20 8 33 16 8 64 27 9 16 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 345,607
Positions
58,983 104,298 17,568 139,433 89,698 21,068 72,607 82,551 8,217 6,194 4,265 473 21,063 17,468
Changes from: September 24, 2013 Total Change is: 13,590
-1,771 4,696 2,165 8,788 -2,969 1,056 3,781 5,033 388 353 182 -68 -1,103 3,106
Percent of Open Interest Represented by Each Category of Trader
17.1 30.2 5.1 40.3 26.0 6.1 21.0 23.9 2.4 1.8 1.2 0.1 6.1 5.1
Number of Traders in Each Category Total Traders: 255
18 16 4 60 34 22 55 47 16 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 62,162
Positions
2,923 39,960 0 27,181 86 608 14,996 13,348 0 6,014 1,789 0 10,440 6,371
Changes from: September 24, 2013 Total Change is: 2,305
-165 579 -83 93 -350 178 1,146 410 0 381 936 0 755 635
Percent of Open Interest Represented by Each Category of Trader
4.7 64.3 0.0 43.7 0.1 1.0 24.1 21.5 0.0 9.7 2.9 0.0 16.8 10.2
Number of Traders in Each Category Total Traders: 69
4 8 0 17 . . 16 10 0 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 69,433
Positions
21,179 2,809 1,485 11,384 2,283 729 19,827 3,627 1,073 5,540 430 400 7,816 56,597
Changes from: September 24, 2013 Total Change is: 2,795
5,093 -622 -473 103 80 -95 -2,407 1,122 333 615 -525 100 -474 2,875
Percent of Open Interest Represented by Each Category of Trader
30.5 4.0 2.1 16.4 3.3 1.0 28.6 5.2 1.5 8.0 0.6 0.6 11.3 81.5
Number of Traders in Each Category Total Traders: 81
20 7 4 10 . . 23 7 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 80,712
Positions
1,599 42,728 1,280 34,391 21,953 3,465 28,895 4,748 3,888 562 745 0 6,632 1,905
Changes from: September 24, 2013 Total Change is: 3,854
-2,131 3,740 360 -248 1,133 78 4,837 -1,603 37 0 0 0 921 109
Percent of Open Interest Represented by Each Category of Trader
2.0 52.9 1.6 42.6 27.2 4.3 35.8 5.9 4.8 0.7 0.9 0.0 8.2 2.4
Number of Traders in Each Category Total Traders: 87
. 13 . 30 17 12 15 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 248,975
Positions
15,372 134,926 6,969 104,529 22,051 33,906 49,986 35,403 2,996 20,058 6,746 554 14,605 5,424
Changes from: September 24, 2013 Total Change is: -21,117
-601 763 2,202 561 -100 -880 -3,385 -21,452 722 -15,636 -457 -40 -4,060 -1,875
Percent of Open Interest Represented by Each Category of Trader
6.2 54.2 2.8 42.0 8.9 13.6 20.1 14.2 1.2 8.1 2.7 0.2 5.9 2.2
Number of Traders in Each Category Total Traders: 166
14 22 6 49 19 23 28 14 10 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 716,487
Positions
11,076 95,942 18,265 288,979 81,555 101,598 76,608 112,967 50,701 16,800 53,201 14,170 138,290 188,087
Changes from: September 24, 2013 Total Change is: 23,969
10,232 25,631 149 -13,843 -25,329 10,474 12,102 -10,819 8,962 1,504 10,871 2,806 -8,415 1,225
Percent of Open Interest Represented by Each Category of Trader
1.5 13.4 2.5 40.3 11.4 14.2 10.7 15.8 7.1 2.3 7.4 2.0 19.3 26.3
Number of Traders in Each Category Total Traders: 155
5 17 14 37 31 38 24 24 34 8 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 402,075
Positions
8,796 101,074 531 227,339 19,877 55,436 13,918 140,187 1,952 17,569 11,640 0 76,534 71,377
Changes from: September 24, 2013 Total Change is: -5
4,817 -8,428 -1,939 -3,893 10,419 4,367 469 -1,732 108 -185 -1,827 0 -3,749 -974
Percent of Open Interest Represented by Each Category of Trader
2.2 25.1 0.1 56.5 4.9 13.8 3.5 34.9 0.5 4.4 2.9 0.0 19.0 17.8
Number of Traders in Each Category Total Traders: 78
. 11 4 33 7 19 . 15 8 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 941,009
Positions
89,951 89,231 18,398 281,486 337,062 60,326 249,063 187,621 39,893 62,693 63,104 32,241 106,958 113,133
Changes from: September 24, 2013 Total Change is: 55,762
4,337 -1,036 1,277 19,014 -24,865 -934 30,410 79,491 -2,574 -9,860 4,598 2,189 11,904 -2,383
Percent of Open Interest Represented by Each Category of Trader
9.6 9.5 2.0 29.9 35.8 6.4 26.5 19.9 4.2 6.7 6.7 3.4 11.4 12.0
Number of Traders in Each Category Total Traders: 217
14 23 10 32 34 28 43 28 24 18 25 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 26,184
Positions
9,487 10,916 2,496 1,070 0 500 4,460 3,778 7,334 2 25 679 156 456
Changes from: September 24, 2013 Total Change is: -8,753
2,660 -3,167 -4,988 1,070 0 500 -6,691 -83 -1,574 -1 0 177 94 382
Percent of Open Interest Represented by Each Category of Trader
36.2 41.7 9.5 4.1 0.0 1.9 17.0 14.4 28.0 0.0 0.1 2.6 0.6 1.7
Number of Traders in Each Category Total Traders: 35
8 6 8 . 0 . 9 9 6 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 2,428,572
Positions
121,381 115,569 212,730 637,025 786,083 250,496 485,654 142,262 283,924 52,224 107,191 92,971 292,167 437,346
Changes from: September 24, 2013 Total Change is: 70,997
24,575 -26,351 15,407 20,338 55,738 5,342 -29,664 -8,823 24,871 -9,102 -17,260 21,357 -2,128 715
Percent of Open Interest Represented by Each Category of Trader
5.0 4.8 8.8 26.2 32.4 10.3 20.0 5.9 11.7 2.2 4.4 3.8 12.0 18.0
Number of Traders in Each Category Total Traders: 303
26 30 44 27 76 64 54 49 75 15 26 15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 1,948,758
Positions
151,218 142,598 107,714 606,934 471,245 171,721 412,715 332,588 192,826 78,328 192,855 26,909 200,392 310,302
Changes from: September 24, 2013 Total Change is: 39,717
-60,501 8,971 33,563 15,823 -3,699 -7,025 20,554 -17,589 24,399 10,783 4,249 3,986 -1,865 -7,139
Percent of Open Interest Represented by Each Category of Trader
7.8 7.3 5.5 31.1 24.2 8.8 21.2 17.1 9.9 4.0 9.9 1.4 10.3 15.9
Number of Traders in Each Category Total Traders: 228
14 27 26 29 47 32 30 49 48 11 21 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 282,409
Positions
73,605 72,906 88,335 970 0 2,043 34,421 18,155 35,947 592 3,131 14,739 31,757 47,153
Changes from: September 24, 2013 Total Change is: -25,630
-6,913 -19,725 -9,460 0 0 0 -12,159 2,508 -981 -148 -2,949 1,630 2,400 3,347
Percent of Open Interest Represented by Each Category of Trader
26.1 25.8 31.3 0.3 0.0 0.7 12.2 6.4 12.7 0.2 1.1 5.2 11.2 16.7
Number of Traders in Each Category Total Traders: 51
8 18 19 . 0 . 13 6 14 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 is15,903,053
Positions
1,256,117 2,593,753 3,093,885 1,881,709 665,728 208,273 936,752 539,349 5,740,729 371,293 425,749 1,538,539 875,755 1,097,047
Changes from: September 24, 2013 Total Change is: 324,827
-52,423 110,870 2,887 265,398 -119,314 -26,272 -40,766 64,449 234,741 -38,950 62,828 -7,021 -12,765 1,661
Percent of Open Interest Represented by Each Category of Trader
7.9 16.3 19.5 11.8 4.2 1.3 5.9 3.4 36.1 2.3 2.7 9.7 5.5 6.9
Number of Traders in Each Category Total Traders: 277
21 55 72 11 17 23 61 59 101 19 24 29
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 41,597
Positions
30,137 588 0 0 8,698 9,054 2,370 15,237 0 0 7,944 0 36 76
Changes from: September 24, 2013 Total Change is: -218
882 9 0 0 386 -16 -1,091 -84 0 0 -503 0 7 -10
Percent of Open Interest Represented by Each Category of Trader
72.4 1.4 0.0 0.0 20.9 21.8 5.7 36.6 0.0 0.0 19.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
6 4 0 0 9 . . 11 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 18,827
Positions
16,423 1,665 500 0 5,916 26 1,871 1,866 0 0 8,775 0 7 79
Changes from: September 24, 2013 Total Change is: 233
-66 263 0 0 0 0 292 219 0 0 -262 0 7 13
Percent of Open Interest Represented by Each Category of Trader
87.2 8.8 2.7 0.0 31.4 0.1 9.9 9.9 0.0 0.0 46.6 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 28
6 . . 0 6 . 4 6 0 0 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 54,828
Positions
10,471 9,518 1,389 5,022 4,714 260 21,002 31,396 1,594 7,600 2,332 24 7,465 3,601
Changes from: September 24, 2013 Total Change is: 883
53 -238 125 5 -133 6 1,379 -385 729 -1,738 -26 20 303 785
Percent of Open Interest Represented by Each Category of Trader
19.1 17.4 2.5 9.2 8.6 0.5 38.3 57.3 2.9 13.9 4.3 0.0 13.6 6.6
Number of Traders in Each Category Total Traders: 144
6 . . 8 6 . 27 33 8 51 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 356,219
Positions
111,104 10,091 39,971 44,746 20,953 14,683 28,445 149,172 46,422 8,024 9,902 38,443 24,381 26,582
Changes from: September 24, 2013 Total Change is: -12,013
-5,381 -2,483 3,030 -8,896 1,357 2,049 -4,882 -14,241 9,061 1,544 -1,232 -9,338 800 -216
Percent of Open Interest Represented by Each Category of Trader
31.2 2.8 11.2 12.6 5.9 4.1 8.0 41.9 13.0 2.3 2.8 10.8 6.8 7.5
Number of Traders in Each Category Total Traders: 161
20 6 21 7 11 9 27 44 41 19 20 22
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Traders in Financial Futures - Options and Futures Combined Positions as of October 1, 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 7,288
Positions
1,012 1,405 0 2,254 0 485 2,727 4,477 782 0 106 0 28 33
Changes from: September 24, 2013 Total Change is: -62
19 0 0 180 0 -74 11 -121 0 0 106 0 -198 27
Percent of Open Interest Represented by Each Category of Trader
13.9 19.3 0.0 30.9 0.0 6.7 37.4 61.4 10.7 0.0 1.5 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 7 4 . 0 . 0
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Updated October 25, 2013