Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 127,553
Positions
43,304 27,838 2,462 15,421 16,347 270 24,186 35,531 6,515 7,940 10,100 1,508 25,946 26,981
Changes from: October 1, 2013 Total Change is: -6,372
7,093 -3,249 -1,257 54 7 -88 -9,584 -1,181 -255 502 -834 -504 -2,332 990
Percent of Open Interest Represented by Each Category of Trader
34.0 21.8 1.9 12.1 12.8 0.2 19.0 27.9 5.1 6.2 7.9 1.2 20.3 21.2
Number of Traders in Each Category Total Traders: 91
6 12 8 6 4 . 23 24 18 11 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 53,210
Positions
6,071 26,237 1,558 0 1,849 0 19,330 11,006 899 537 2,578 0 24,816 9,083
Changes from: October 1, 2013 Total Change is: 5,185
850 4,855 -232 0 -240 0 1,956 1,196 -228 0 273 0 2,839 -439
Percent of Open Interest Represented by Each Category of Trader
11.4 49.3 2.9 0.0 3.5 0.0 36.3 20.7 1.7 1.0 4.8 0.0 46.6 17.1
Number of Traders in Each Category Total Traders: 43
5 11 4 0 . 0 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 203,580
Positions
8,380 80,929 7,219 21,755 28,120 1,546 107,049 31,482 14,137 1,680 8,728 2,266 39,548 29,153
Changes from: October 1, 2013 Total Change is: 3,053
671 10,227 -1,624 851 1,004 -664 12,929 4,298 -4,923 -1,590 -1,017 -160 -2,438 -4,089
Percent of Open Interest Represented by Each Category of Trader
4.1 39.8 3.5 10.7 13.8 0.8 52.6 15.5 6.9 0.8 4.3 1.1 19.4 14.3
Number of Traders in Each Category Total Traders: 124
5 14 6 8 17 8 41 23 20 4 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 190,824
Positions
75,293 19,817 5,560 27,895 14,220 447 35,571 69,435 15,099 10,276 13,699 2,147 18,533 50,397
Changes from: October 1, 2013 Total Change is: -7,485
-13,447 8,594 600 1,410 1,843 -165 5,194 -14,637 -2,747 1,817 -2,003 -264 118 1,295
Percent of Open Interest Represented by Each Category of Trader
39.5 10.4 2.9 14.6 7.5 0.2 18.6 36.4 7.9 5.4 7.2 1.1 9.7 26.4
Number of Traders in Each Category Total Traders: 127
9 10 7 9 15 6 26 35 24 5 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 332,868
Positions
21,338 86,212 17,025 37,391 59,425 5,071 120,417 29,359 51,358 20,129 19,019 8,192 51,947 57,206
Changes from: October 1, 2013 Total Change is: -4,863
3,577 4,116 -954 1,000 869 -1,709 2,255 38 -7,218 -2,423 -420 -229 839 645
Percent of Open Interest Represented by Each Category of Trader
6.4 25.9 5.1 11.2 17.9 1.5 36.2 8.8 15.4 6.0 5.7 2.5 15.6 17.2
Number of Traders in Each Category Total Traders: 208
14 24 15 16 24 15 43 36 34 21 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 131,953
Positions
62,537 7,336 5,604 51 36,752 1,213 22,638 33,160 7,334 9,466 10,225 2,514 20,595 27,815
Changes from: October 1, 2013 Total Change is: -2,530
2,172 1,943 -1,332 51 -45 -314 2,523 1,504 -3,789 21 -468 -1,105 -757 1,076
Percent of Open Interest Represented by Each Category of Trader
47.4 5.6 4.2 0.0 27.9 0.9 17.2 25.1 5.6 7.2 7.7 1.9 15.6 21.1
Number of Traders in Each Category Total Traders: 84
11 7 8 . 8 4 25 20 17 . 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 41,352
Positions
13,875 21,456 13,234 0 441 95 6,585 273 3,183 1,651 0 2,184 545 486
Changes from: October 1, 2013 Total Change is: -1,256
0 -255 0 0 -152 16 -1,297 -1,050 0 0 0 0 25 185
Percent of Open Interest Represented by Each Category of Trader
33.6 51.9 32.0 0.0 1.1 0.2 15.9 0.7 7.7 4.0 0.0 5.3 1.3 1.2
Number of Traders in Each Category Total Traders: 22
4 11 9 0 . . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 108,000
Positions
36,811 48,783 0 38,593 580 160 16,740 49,739 883 9,382 4,915 0 5,431 2,940
Changes from: October 1, 2013 Total Change is: -11,813
-65 -3,593 0 -734 1 -1 -8,830 -8,689 38 -1,432 -293 0 -789 724
Percent of Open Interest Represented by Each Category of Trader
34.1 45.2 0.0 35.7 0.5 0.1 15.5 46.1 0.8 8.7 4.6 0.0 5.0 2.7
Number of Traders in Each Category Total Traders: 91
4 10 0 4 . . 23 28 4 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 23,230
Positions
1,438 12,845 0 462 207 0 16,829 7,863 5 688 312 0 3,808 1,998
Changes from: October 1, 2013 Total Change is: 653
6 -174 0 85 0 0 686 928 0 23 -359 0 -147 258
Percent of Open Interest Represented by Each Category of Trader
6.2 55.3 0.0 2.0 0.9 0.0 72.4 33.8 0.0 3.0 1.3 0.0 16.4 8.6
Number of Traders in Each Category Total Traders: 52
. 7 0 . . 0 18 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 53,299
Positions
10,820 38,169 184 4,463 1,121 180 20,909 4,821 1,547 4,406 1,022 948 9,844 5,308
Changes from: October 1, 2013 Total Change is: -8,483
-1,727 -9,660 18 -536 346 -6 -7,404 139 24 53 235 114 981 306
Percent of Open Interest Represented by Each Category of Trader
20.3 71.6 0.3 8.4 2.1 0.3 39.2 9.0 2.9 8.3 1.9 1.8 18.5 10.0
Number of Traders in Each Category Total Traders: 98
20 10 5 5 . . 31 12 11 12 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 106,598
Positions
21,639 76,338 367 8,925 2,241 360 41,818 9,642 3,095 8,811 2,044 1,895 19,687 10,616
Changes from: October 1, 2013 Total Change is: -16,966
-3,454 -19,319 36 -1,071 692 -11 -14,808 278 48 105 470 228 1,962 612
Percent of Open Interest Represented by Each Category of Trader
20.3 71.6 0.3 8.4 2.1 0.3 39.2 9.0 2.9 8.3 1.9 1.8 18.5 10.0
Number of Traders in Each Category Total Traders: 98
20 10 5 5 . . 31 12 11 12 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 907,532
Positions
33,916 215,386 24,433 299,782 122,182 48,922 95,407 145,737 188,521 53,564 40,663 27,983 135,004 93,706
Changes from: October 1, 2013 Total Change is: 65,872
3,607 -2,082 7,970 -2,774 8,089 -3,748 -1,239 1,008 42,891 2,309 1,431 4,668 12,188 5,646
Percent of Open Interest Represented by Each Category of Trader
3.7 23.7 2.7 33.0 13.5 5.4 10.5 16.1 20.8 5.9 4.5 3.1 14.9 10.3
Number of Traders in Each Category Total Traders: 587
34 36 34 105 59 68 113 102 106 76 62 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 222,423
Positions
7,425 59,076 4,521 67,555 26,983 1,843 11,181 17,742 46,845 14,649 7,299 10,307 58,097 47,807
Changes from: October 1, 2013 Total Change is: 17,286
3,804 -9,500 1,123 -1,748 1,064 -142 -342 6,394 10,916 978 -194 2,196 501 5,430
Percent of Open Interest Represented by Each Category of Trader
3.3 26.6 2.0 30.4 12.1 0.8 5.0 8.0 21.1 6.6 3.3 4.6 26.1 21.5
Number of Traders in Each Category Total Traders: 102
. 13 5 15 9 10 21 20 35 13 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 3,425,546
Positions
159,956 809,046 72,064 1,176,842 491,707 219,689 501,185 720,026 628,321 201,858 174,104 81,096 384,534 229,493
Changes from: October 1, 2013 Total Change is: 242,931
16,706 54,782 16,546 -5,526 34,728 -17,634 23,963 1,516 131,431 7,592 9,063 11,419 58,434 1,080
Percent of Open Interest Represented by Each Category of Trader
4.7 23.6 2.1 34.4 14.4 6.4 14.6 21.0 18.3 5.9 5.1 2.4 11.2 6.7
Number of Traders in Each Category Total Traders: 561
36 34 32 100 56 62 108 99 100 69 59 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 107,262
Positions
3,744 47,549 56 54,848 42,773 3,112 31,514 6,009 1,760 883 2,866 0 11,345 3,137
Changes from: October 1, 2013 Total Change is: -3,004
721 -4,842 -49 -1,950 850 394 -2,575 -553 724 -226 -105 0 -43 578
Percent of Open Interest Represented by Each Category of Trader
3.5 44.3 0.1 51.1 39.9 2.9 29.4 5.6 1.6 0.8 2.7 0.0 10.6 2.9
Number of Traders in Each Category Total Traders: 96
5 15 . 35 12 14 16 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 78,035
Positions
2,289 58,225 512 33,836 4,691 802 29,361 5,982 1,369 2,518 2,271 778 6,569 3,405
Changes from: October 1, 2013 Total Change is: -4,364
400 -4,766 -105 -1,901 -74 322 -4,066 373 583 8 162 174 221 -1,033
Percent of Open Interest Represented by Each Category of Trader
2.9 74.6 0.7 43.4 6.0 1.0 37.6 7.7 1.8 3.2 2.9 1.0 8.4 4.4
Number of Traders in Each Category Total Traders: 212
18 21 7 30 16 8 58 33 13 18 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 390,175
Positions
11,446 291,126 2,560 169,181 23,455 4,011 146,803 29,910 6,846 12,592 11,355 3,888 32,847 17,024
Changes from: October 1, 2013 Total Change is: -21,819
2,000 -23,830 -524 -9,507 -368 1,611 -20,331 1,863 2,916 38 808 871 1,106 -5,166
Percent of Open Interest Represented by Each Category of Trader
2.9 74.6 0.7 43.4 6.0 1.0 37.6 7.7 1.8 3.2 2.9 1.0 8.4 4.4
Number of Traders in Each Category Total Traders: 212
18 21 7 30 16 8 58 33 13 18 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 328,656
Positions
59,771 90,373 16,257 134,649 93,002 19,772 62,719 78,569 8,340 6,000 5,307 440 20,707 16,594
Changes from: October 1, 2013 Total Change is: -16,952
788 -13,925 -1,311 -4,784 3,304 -1,296 -9,888 -3,982 123 -194 1,042 -33 -356 -874
Percent of Open Interest Represented by Each Category of Trader
18.2 27.5 4.9 41.0 28.3 6.0 19.1 23.9 2.5 1.8 1.6 0.1 6.3 5.0
Number of Traders in Each Category Total Traders: 258
20 15 6 57 36 21 51 53 18 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,747
Positions
3,703 42,302 0 28,010 553 496 13,310 13,071 0 5,073 1,653 0 11,155 3,672
Changes from: October 1, 2013 Total Change is: -415
780 2,342 0 829 467 -112 -1,686 -277 0 -941 -136 0 715 -2,699
Percent of Open Interest Represented by Each Category of Trader
6.0 68.5 0.0 45.4 0.9 0.8 21.6 21.2 0.0 8.2 2.7 0.0 18.1 5.9
Number of Traders in Each Category Total Traders: 64
5 7 0 18 . . 15 8 0 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 71,971
Positions
23,735 3,864 646 11,883 884 359 17,806 5,798 1,774 4,577 897 400 10,791 57,349
Changes from: October 1, 2013 Total Change is: 2,538
2,556 1,055 -839 499 -1,399 -370 -2,021 2,171 701 -963 467 0 2,975 752
Percent of Open Interest Represented by Each Category of Trader
33.0 5.4 0.9 16.5 1.2 0.5 24.7 8.1 2.5 6.4 1.2 0.6 15.0 79.7
Number of Traders in Each Category Total Traders: 75
19 7 . 11 . . 20 8 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 79,886
Positions
1,766 43,794 1,387 34,439 19,744 3,474 28,197 4,502 3,960 562 745 0 6,101 2,280
Changes from: October 1, 2013 Total Change is: -826
167 1,066 107 48 -2,209 9 -698 -246 72 0 0 0 -531 375
Percent of Open Interest Represented by Each Category of Trader
2.2 54.8 1.7 43.1 24.7 4.3 35.3 5.6 5.0 0.7 0.9 0.0 7.6 2.9
Number of Traders in Each Category Total Traders: 84
. 12 . 31 15 12 14 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 246,941
Positions
15,564 137,375 5,339 105,439 21,047 34,017 48,883 33,733 2,901 20,745 6,604 503 13,550 5,422
Changes from: October 1, 2013 Total Change is: -2,034
192 2,449 -1,630 910 -1,004 111 -1,103 -1,670 -95 687 -142 -51 -1,055 -2
Percent of Open Interest Represented by Each Category of Trader
6.3 55.6 2.2 42.7 8.5 13.8 19.8 13.7 1.2 8.4 2.7 0.2 5.5 2.2
Number of Traders in Each Category Total Traders: 168
15 20 6 51 18 22 27 15 9 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 726,851
Positions
12,301 97,603 21,422 282,330 92,468 101,914 79,762 93,457 60,677 16,674 56,884 13,530 138,241 188,897
Changes from: October 1, 2013 Total Change is: 10,364
1,225 1,660 3,157 -6,648 10,912 316 3,154 -19,510 9,976 -126 3,683 -640 -49 810
Percent of Open Interest Represented by Each Category of Trader
1.7 13.4 2.9 38.8 12.7 14.0 11.0 12.9 8.3 2.3 7.8 1.9 19.0 26.0
Number of Traders in Each Category Total Traders: 161
5 16 13 34 34 37 23 32 39 5 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 405,446
Positions
7,446 104,100 766 230,519 22,191 54,812 13,927 136,018 1,867 17,676 11,616 0 78,433 74,076
Changes from: October 1, 2013 Total Change is: 3,371
-1,350 3,026 235 3,180 2,314 -624 9 -4,169 -85 107 -24 0 1,900 2,699
Percent of Open Interest Represented by Each Category of Trader
1.8 25.7 0.2 56.9 5.5 13.5 3.4 33.5 0.5 4.4 2.9 0.0 19.3 18.3
Number of Traders in Each Category Total Traders: 79
. 12 5 33 8 18 . 14 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 975,588
Positions
99,423 108,377 15,491 293,071 295,742 63,189 257,644 232,439 57,493 51,570 63,981 31,714 105,995 107,163
Changes from: October 1, 2013 Total Change is: 34,580
9,472 19,146 -2,907 11,585 -41,321 2,863 8,581 44,818 17,600 -11,124 878 -527 -963 -5,970
Percent of Open Interest Represented by Each Category of Trader
10.2 11.1 1.6 30.0 30.3 6.5 26.4 23.8 5.9 5.3 6.6 3.3 10.9 11.0
Number of Traders in Each Category Total Traders: 225
13 26 8 32 34 30 43 36 34 17 24 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 28,525
Positions
6,083 14,347 2,915 2,000 205 500 10,015 3,653 6,063 73 25 793 83 24
Changes from: October 1, 2013 Total Change is: 2,341
-3,404 3,431 419 930 205 0 5,555 -125 -1,271 71 0 114 -73 -432
Percent of Open Interest Represented by Each Category of Trader
21.3 50.3 10.2 7.0 0.7 1.8 35.1 12.8 21.3 0.3 0.1 2.8 0.3 0.1
Number of Traders in Each Category Total Traders: 40
8 8 6 . . . 9 10 7 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 2,528,015
Positions
110,222 134,941 252,220 624,186 714,026 293,604 470,476 144,380 321,744 64,482 127,281 96,904 294,178 442,916
Changes from: October 1, 2013 Total Change is: 99,444
-11,159 19,372 39,490 -12,839 -72,057 43,108 -15,178 2,118 37,820 12,258 20,090 3,933 2,010 5,571
Percent of Open Interest Represented by Each Category of Trader
4.4 5.3 10.0 24.7 28.2 11.6 18.6 5.7 12.7 2.6 5.0 3.8 11.6 17.5
Number of Traders in Each Category Total Traders: 313
21 39 43 27 74 65 53 50 81 17 32 21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 1,976,372
Positions
177,324 157,348 110,029 599,339 473,952 169,198 426,318 357,387 175,197 69,425 204,740 26,503 223,040 302,019
Changes from: October 1, 2013 Total Change is: 27,614
26,106 14,750 2,315 -7,595 2,707 -2,523 13,602 24,799 -17,629 -8,903 11,885 -407 22,648 -8,283
Percent of Open Interest Represented by Each Category of Trader
9.0 8.0 5.6 30.3 24.0 8.6 21.6 18.1 8.9 3.5 10.4 1.3 11.3 15.3
Number of Traders in Each Category Total Traders: 242
18 28 26 31 45 33 33 52 49 12 23 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 306,421
Positions
85,276 72,799 94,350 821 0 2,043 32,099 26,175 40,922 847 11,715 15,701 34,363 42,717
Changes from: October 1, 2013 Total Change is: 24,012
11,671 -107 6,015 -149 0 0 -2,322 8,020 4,975 255 8,584 962 2,605 -4,436
Percent of Open Interest Represented by Each Category of Trader
27.8 23.8 30.8 0.3 0.0 0.7 10.5 8.5 13.4 0.3 3.8 5.1 11.2 13.9
Number of Traders in Each Category Total Traders: 60
11 18 22 . 0 . 14 7 17 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 is16,572,325
Positions
1,216,858 2,635,025 3,350,071 1,875,649 613,883 203,307 957,562 459,572 6,156,418 358,107 438,371 1,562,452 891,900 1,153,225
Changes from: October 1, 2013 Total Change is: 669,272
-39,259 41,272 256,186 -6,060 -51,845 -4,967 20,810 -79,778 415,689 -13,186 12,622 23,913 16,145 56,179
Percent of Open Interest Represented by Each Category of Trader
7.3 15.9 20.2 11.3 3.7 1.2 5.8 2.8 37.1 2.2 2.6 9.4 5.4 7.0
Number of Traders in Each Category Total Traders: 279
21 61 80 10 18 23 61 54 99 21 25 31
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 40,552
Positions
29,846 981 0 0 7,096 9,056 1,597 15,470 0 0 7,875 0 53 74
Changes from: October 1, 2013 Total Change is: -1,045
-291 393 0 0 -1,602 2 -773 233 0 0 -69 0 17 -2
Percent of Open Interest Represented by Each Category of Trader
73.6 2.4 0.0 0.0 17.5 22.3 3.9 38.1 0.0 0.0 19.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 41
5 6 0 0 9 . . 11 0 0 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 17,021
Positions
16,149 0 500 0 4,768 26 325 2,294 0 0 9,353 0 21 80
Changes from: October 1, 2013 Total Change is: -1,806
-274 -1,665 0 0 -1,148 0 -1,546 428 0 0 578 0 14 1
Percent of Open Interest Represented by Each Category of Trader
94.9 0.0 2.9 0.0 28.0 0.2 1.9 13.5 0.0 0.0 54.9 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 29
8 0 . 0 6 . . 7 0 0 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 60,025
Positions
10,447 9,595 1,097 4,911 5,594 272 25,318 36,185 1,818 8,572 2,284 22 7,569 3,158
Changes from: October 1, 2013 Total Change is: 5,197
-23 77 -292 -112 880 12 4,315 4,789 223 971 -48 -2 104 -443
Percent of Open Interest Represented by Each Category of Trader
17.4 16.0 1.8 8.2 9.3 0.5 42.2 60.3 3.0 14.3 3.8 0.0 12.6 5.3
Number of Traders in Each Category Total Traders: 146
6 . . 7 6 . 28 30 9 54 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 376,488
Positions
106,414 23,624 45,541 38,555 13,615 16,033 34,474 141,110 60,592 10,729 8,506 39,114 25,036 28,353
Changes from: October 1, 2013 Total Change is: 20,269
-4,690 13,533 5,570 -6,191 -7,338 1,350 6,029 -8,062 14,170 2,705 -1,396 671 655 1,771
Percent of Open Interest Represented by Each Category of Trader
28.3 6.3 12.1 10.2 3.6 4.3 9.2 37.5 16.1 2.8 2.3 10.4 6.6 7.5
Number of Traders in Each Category Total Traders: 170
19 10 24 8 13 12 36 39 52 20 14 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 8, 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 6,847
Positions
999 1,405 0 1,730 0 82 3,204 4,451 782 0 106 0 50 21
Changes from: October 1, 2013 Total Change is: -441
-13 0 0 -524 0 -403 477 -26 0 0 0 0 22 -12
Percent of Open Interest Represented by Each Category of Trader
14.6 20.5 0.0 25.3 0.0 1.2 46.8 65.0 11.4 0.0 1.5 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 . 8 . . 0 . 0
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Updated October 28, 2013