Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 145,215
Positions
49,435 9,634 7,859 14,790 16,702 774 24,301 52,049 8,863 8,244 7,305 2,765 28,186 39,266
Changes from: November 19, 2013 Total Change is: 11,550
4,997 -7,489 3,398 -62 -380 441 -1,166 8,022 1,635 1,618 859 737 -47 4,328
Percent of Open Interest Represented by Each Category of Trader
34.0 6.6 5.4 10.2 11.5 0.5 16.7 35.8 6.1 5.7 5.0 1.9 19.4 27.0
Number of Traders in Each Category Total Traders: 86
8 8 7 6 6 4 19 26 15 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 45,734
Positions
18,193 21,862 1,193 0 1,706 0 9,205 4,286 1,899 511 4,202 0 14,733 10,587
Changes from: November 19, 2013 Total Change is: 856
223 1,591 -469 0 0 0 238 -780 -38 0 547 0 902 6
Percent of Open Interest Represented by Each Category of Trader
39.8 47.8 2.6 0.0 3.7 0.0 20.1 9.4 4.2 1.1 9.2 0.0 32.2 23.1
Number of Traders in Each Category Total Traders: 41
10 8 . 0 . 0 12 4 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 239,960
Positions
34,750 74,171 17,877 23,858 27,744 1,532 99,467 40,819 17,411 5,543 29,602 2,564 36,959 28,241
Changes from: November 19, 2013 Total Change is: 33,853
13,680 6,693 9,835 115 78 -24 5,000 656 1,925 789 12,588 -313 2,847 2,416
Percent of Open Interest Represented by Each Category of Trader
14.5 30.9 7.5 9.9 11.6 0.6 41.5 17.0 7.3 2.3 12.3 1.1 15.4 11.8
Number of Traders in Each Category Total Traders: 133
9 12 10 9 16 6 37 28 26 8 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 285,517
Positions
141,198 4,866 17,929 21,315 16,937 4,626 41,094 127,571 25,160 9,577 17,186 6,228 18,392 65,016
Changes from: November 19, 2013 Total Change is: 28,564
14,349 -880 3,855 -1,165 1,878 794 5,091 14,690 2,495 -1,168 -373 755 3,559 5,350
Percent of Open Interest Represented by Each Category of Trader
49.5 1.7 6.3 7.5 5.9 1.6 14.4 44.7 8.8 3.4 6.0 2.2 6.4 22.8
Number of Traders in Each Category Total Traders: 158
12 10 8 8 18 9 26 55 27 9 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 331,131
Positions
61,237 35,747 22,598 39,307 57,638 5,666 68,507 52,151 61,584 21,186 20,122 8,063 42,985 67,562
Changes from: November 19, 2013 Total Change is: 14,404
15,570 -7,321 1,138 348 -340 -477 -7,718 8,177 3,477 1,300 5,994 53 713 3,704
Percent of Open Interest Represented by Each Category of Trader
18.5 10.8 6.8 11.9 17.4 1.7 20.7 15.7 18.6 6.4 6.1 2.4 13.0 20.4
Number of Traders in Each Category Total Traders: 193
19 17 15 14 23 17 34 42 38 19 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 139,602
Positions
56,646 18,759 9,892 1,033 5,341 1,038 20,435 45,869 11,685 13,137 10,337 3,418 22,318 33,263
Changes from: November 19, 2013 Total Change is: -17,860
-22,084 10,947 -174 1,033 -30,156 -195 -574 -3,678 3,163 20 135 491 459 1,607
Percent of Open Interest Represented by Each Category of Trader
40.6 13.4 7.1 0.7 3.8 0.7 14.6 32.9 8.4 9.4 7.4 2.4 16.0 23.8
Number of Traders in Each Category Total Traders: 96
13 6 7 . 8 4 24 29 19 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,127
Positions
18,784 25,117 8,481 2,082 0 0 3,147 407 3,257 1,651 0 2,184 541 681
Changes from: November 19, 2013 Total Change is: -2,508
2,419 -1,000 -1,846 4 0 0 -3,129 147 52 0 0 0 -8 139
Percent of Open Interest Represented by Each Category of Trader
46.8 62.6 21.1 5.2 0.0 0.0 7.8 1.0 8.1 4.1 0.0 5.4 1.3 1.7
Number of Traders in Each Category Total Traders: 23
7 9 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 127,573
Positions
42,385 53,651 0 38,912 451 0 29,992 58,679 1,170 8,483 9,771 910 5,721 2,941
Changes from: November 19, 2013 Total Change is: -2,551
686 1,007 -2 2 0 0 -2,824 -5,363 -531 -18 913 910 -773 515
Percent of Open Interest Represented by Each Category of Trader
33.2 42.1 0.0 30.5 0.4 0.0 23.5 46.0 0.9 6.6 7.7 0.7 4.5 2.3
Number of Traders in Each Category Total Traders: 89
4 11 . 5 . 0 29 25 4 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 12,817
Positions
6,147 3,636 3,803 611 0 0 1,310 1,090 214 100 3,299 0 632 775
Changes from: November 19, 2013 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.0 28.4 29.7 4.8 0.0 0.0 10.2 8.5 1.7 0.8 25.7 0.0 4.9 6.0
Number of Traders in Each Category Total Traders: 21
5 5 . . 0 0 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 20,919
Positions
1,573 11,737 3 617 207 0 14,485 6,193 6 738 500 0 3,497 2,273
Changes from: November 19, 2013 Total Change is: -3,531
-43 -2,879 1 -215 0 0 -3,164 -341 -107 -13 -124 0 10 -81
Percent of Open Interest Represented by Each Category of Trader
7.5 56.1 0.0 2.9 1.0 0.0 69.2 29.6 0.0 3.5 2.4 0.0 16.7 10.9
Number of Traders in Each Category Total Traders: 52
4 6 . . . 0 18 13 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 84,087
Positions
13,534 42,999 5,089 7,457 4,149 420 32,999 7,682 8,087 5,081 2,338 1,671 9,750 11,654
Changes from: November 19, 2013 Total Change is: 2,894
-2,221 469 781 1,569 -20 -21 2,614 821 425 -265 -164 225 -215 377
Percent of Open Interest Represented by Each Category of Trader
16.1 51.1 6.1 8.9 4.9 0.5 39.2 9.1 9.6 6.0 2.8 2.0 11.6 13.9
Number of Traders in Each Category Total Traders: 116
17 15 8 10 . . 29 23 17 7 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 13,824
Positions
6,731 7,749 300 990 0 0 2,209 4,968 1 2,097 0 0 1,496 806
Changes from: November 19, 2013 Total Change is: -187
-500 -250 0 0 0 0 278 0 -0 0 0 0 35 63
Percent of Open Interest Represented by Each Category of Trader
48.7 56.1 2.2 7.2 0.0 0.0 16.0 35.9 0.0 15.2 0.0 0.0 10.8 5.8
Number of Traders in Each Category Total Traders: 22
. 6 . . 0 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 140,526
Positions
21,785 78,680 1,398 12,933 8,297 840 75,294 19,141 2,457 7,297 6,004 2,013 16,509 21,695
Changes from: November 19, 2013 Total Change is: 6,161
-2,430 2,449 551 3,138 -39 -41 5,229 2,198 294 -336 -135 258 -500 627
Percent of Open Interest Represented by Each Category of Trader
15.5 56.0 1.0 9.2 5.9 0.6 53.6 13.6 1.7 5.2 4.3 1.4 11.7 15.4
Number of Traders in Each Category Total Traders: 112
15 16 7 9 . . 28 25 12 5 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 950,560
Positions
36,975 206,721 43,464 307,238 113,050 44,419 121,725 163,454 199,738 42,138 55,814 36,848 118,013 87,053
Changes from: November 19, 2013 Total Change is: 16,091
2,215 6,198 -148 -1,475 -123 -59 2,149 226 14,705 -656 -1,063 3,080 -3,719 -6,724
Percent of Open Interest Represented by Each Category of Trader
3.9 21.7 4.6 32.3 11.9 4.7 12.8 17.2 21.0 4.4 5.9 3.9 12.4 9.2
Number of Traders in Each Category Total Traders: 615
32 40 36 112 62 75 102 112 113 80 73 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 238,156
Positions
17,956 65,695 6,772 64,225 27,860 3,248 15,617 34,752 48,139 14,434 8,192 9,516 58,249 33,982
Changes from: November 19, 2013 Total Change is: 7,479
-1,030 3,123 1,437 -219 -392 230 -333 968 5,325 -317 909 1,181 1,206 -5,301
Percent of Open Interest Represented by Each Category of Trader
7.5 27.6 2.8 27.0 11.7 1.4 6.6 14.6 20.2 6.1 3.4 4.0 24.5 14.3
Number of Traders in Each Category Total Traders: 106
8 14 7 15 11 12 16 21 34 14 7 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 3,562,020
Positions
167,415 777,442 111,147 1,230,905 441,792 190,020 655,827 768,795 632,706 179,053 278,640 96,125 298,822 265,353
Changes from: November 19, 2013 Total Change is: 43,063
-3,219 -4,071 11,519 -6,763 865 -961 7,734 -8,388 51,577 -1,259 -9,419 9,057 -24,621 -7,116
Percent of Open Interest Represented by Each Category of Trader
4.7 21.8 3.1 34.6 12.4 5.3 18.4 21.6 17.8 5.0 7.8 2.7 8.4 7.4
Number of Traders in Each Category Total Traders: 588
33 38 33 108 58 67 101 107 108 72 69 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 114,307
Positions
2,487 62,243 68 64,874 36,288 1,959 31,290 6,508 906 1,234 2,629 0 11,489 3,706
Changes from: November 19, 2013 Total Change is: 6,179
-41 6,362 39 2,152 -880 78 2,728 440 153 342 -237 0 728 223
Percent of Open Interest Represented by Each Category of Trader
2.2 54.5 0.1 56.8 31.7 1.7 27.4 5.7 0.8 1.1 2.3 0.0 10.1 3.2
Number of Traders in Each Category Total Traders: 99
. 15 . 40 10 16 17 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 85,701
Positions
4,555 64,143 639 37,368 3,682 460 31,100 5,779 1,874 2,256 2,102 1,364 6,084 5,658
Changes from: November 19, 2013 Total Change is: 3,121
534 881 178 -346 55 -276 2,833 1,155 328 -196 -163 150 -84 812
Percent of Open Interest Represented by Each Category of Trader
5.3 74.8 0.7 43.6 4.3 0.5 36.3 6.7 2.2 2.6 2.5 1.6 7.1 6.6
Number of Traders in Each Category Total Traders: 227
21 21 9 33 14 7 63 32 15 21 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 428,504
Positions
22,774 320,715 3,195 186,841 18,411 2,299 155,501 28,896 9,370 11,282 10,508 6,822 30,420 28,288
Changes from: November 19, 2013 Total Change is: 15,605
2,668 4,407 891 -1,731 273 -1,382 14,166 5,776 1,640 -979 -813 752 -419 4,062
Percent of Open Interest Represented by Each Category of Trader
5.3 74.8 0.7 43.6 4.3 0.5 36.3 6.7 2.2 2.6 2.5 1.6 7.1 6.6
Number of Traders in Each Category Total Traders: 227
21 21 9 33 14 7 63 32 15 21 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 372,404
Positions
52,548 133,922 28,566 163,728 90,584 15,043 74,148 71,129 9,439 7,783 7,500 570 20,579 15,652
Changes from: November 19, 2013 Total Change is: 23,748
3,224 20,755 3,428 5,859 -297 -1,662 15,474 4,317 -619 328 318 95 -2,379 -2,587
Percent of Open Interest Represented by Each Category of Trader
14.1 36.0 7.7 44.0 24.3 4.0 19.9 19.1 2.5 2.1 2.0 0.2 5.5 4.2
Number of Traders in Each Category Total Traders: 258
16 20 6 56 35 24 52 50 19 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 68,743
Positions
5,033 45,810 0 31,402 463 430 12,478 10,030 24 6,355 3,593 0 13,021 8,393
Changes from: November 19, 2013 Total Change is: 3,887
9 925 -392 344 10 -11 2,492 1,430 24 598 761 -200 1,023 1,340
Percent of Open Interest Represented by Each Category of Trader
7.3 66.6 0.0 45.7 0.7 0.6 18.2 14.6 0.0 9.2 5.2 0.0 18.9 12.2
Number of Traders in Each Category Total Traders: 79
6 9 0 22 . . 17 10 . 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 91,407
Positions
25,353 9,089 853 10,662 1,047 652 32,829 12,399 1,020 8,364 3,567 358 11,316 62,422
Changes from: November 19, 2013 Total Change is: 6,665
1,246 788 -48 -1,356 -65 74 5,549 5,190 -581 641 -151 -9 1,149 1,467
Percent of Open Interest Represented by Each Category of Trader
27.7 9.9 0.9 11.7 1.1 0.7 35.9 13.6 1.1 9.2 3.9 0.4 12.4 68.3
Number of Traders in Each Category Total Traders: 101
23 12 5 9 . . 28 10 7 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 89,403
Positions
2,718 56,057 1,668 45,292 15,415 4,181 24,014 4,197 4,384 808 871 0 6,338 2,630
Changes from: November 19, 2013 Total Change is: 589
270 -13 18 2,161 -423 -4 -2,853 674 722 369 -292 0 -94 -93
Percent of Open Interest Represented by Each Category of Trader
3.0 62.7 1.9 50.7 17.2 4.7 26.9 4.7 4.9 0.9 1.0 0.0 7.1 2.9
Number of Traders in Each Category Total Traders: 93
5 12 . 35 17 15 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 235,967
Positions
11,108 113,205 5,567 95,618 30,692 39,664 46,399 34,327 1,867 20,788 4,619 631 14,325 5,395
Changes from: November 19, 2013 Total Change is: -8,825
-510 -4,038 -64 -4,969 4,142 -1,558 372 -6,504 671 -1,588 -1,076 13 -1,192 -411
Percent of Open Interest Represented by Each Category of Trader
4.7 48.0 2.4 40.5 13.0 16.8 19.7 14.5 0.8 8.8 2.0 0.3 6.1 2.3
Number of Traders in Each Category Total Traders: 174
15 21 5 52 22 25 25 13 8 21 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 907,377
Positions
15,070 73,147 54,738 313,983 125,421 105,280 77,222 138,566 153,499 24,646 27,872 15,372 147,566 213,481
Changes from: November 19, 2013 Total Change is: 79,129
-3,547 -6,401 8,087 12,212 683 -8,500 -3,131 -633 75,643 3,818 -6,000 -4,978 -475 21,229
Percent of Open Interest Represented by Each Category of Trader
1.7 8.1 6.0 34.6 13.8 11.6 8.5 15.3 16.9 2.7 3.1 1.7 16.3 23.5
Number of Traders in Each Category Total Traders: 167
7 14 14 31 37 37 24 30 41 11 9 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 469,369
Positions
19,698 100,108 8,201 256,755 19,361 51,138 16,731 154,315 11,023 9,114 15,732 4,090 92,619 105,401
Changes from: November 19, 2013 Total Change is: 12,278
-3,317 -12,158 -5,769 5,874 4,396 -385 98 13,625 7,750 101 -579 4,090 3,836 1,308
Percent of Open Interest Represented by Each Category of Trader
4.2 21.3 1.7 54.7 4.1 10.9 3.6 32.9 2.3 1.9 3.4 0.9 19.7 22.5
Number of Traders in Each Category Total Traders: 85
. 12 8 33 7 24 . 20 14 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 1,019,710
Positions
90,191 86,438 44,473 242,773 220,000 57,138 294,618 317,601 88,977 38,779 58,092 35,137 127,624 111,855
Changes from: November 19, 2013 Total Change is: -30,573
-28,114 2,840 -1,836 -23,670 -8,233 -2,863 1,217 -34,763 11,785 -342 -4,164 375 12,875 6,286
Percent of Open Interest Represented by Each Category of Trader
8.8 8.5 4.4 23.8 21.6 5.6 28.9 31.1 8.7 3.8 5.7 3.4 12.5 11.0
Number of Traders in Each Category Total Traders: 207
11 23 9 36 33 29 40 29 33 16 17 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 63,923
Positions
11,002 42,555 5,279 623 0 0 39,548 8,786 5,774 171 0 1,524 2 5
Changes from: November 19, 2013 Total Change is: 6,617
-60 4,215 1,156 106 0 0 5,495 1,445 -348 131 0 149 -12 0
Percent of Open Interest Represented by Each Category of Trader
17.2 66.6 8.3 1.0 0.0 0.0 61.9 13.7 9.0 0.3 0.0 2.4 0.0 0.0
Number of Traders in Each Category Total Traders: 41
. 13 8 . 0 0 10 13 11 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 2,894,216
Positions
143,408 194,106 236,929 745,786 867,301 336,126 606,970 204,439 340,402 76,067 141,744 95,393 313,134 477,778
Changes from: November 19, 2013 Total Change is: -54,721
-12,537 27,635 -70,252 42,437 18,281 -24,928 7,338 -2,854 -23,434 2,030 -3,388 2,195 22,429 22,024
Percent of Open Interest Represented by Each Category of Trader
5.0 6.7 8.2 25.8 30.0 11.6 21.0 7.1 11.8 2.6 4.9 3.3 10.8 16.5
Number of Traders in Each Category Total Traders: 312
24 32 45 32 70 66 57 53 83 16 28 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 2,180,175
Positions
137,274 230,762 102,589 644,364 518,445 185,589 455,217 429,516 214,266 112,645 134,173 29,527 298,703 335,308
Changes from: November 19, 2013 Total Change is: -134,830
-95,437 -1,335 -17,451 -42,143 -55,412 -14,406 4,867 -11,928 -48,696 33,793 1,188 -6,676 51,320 19,887
Percent of Open Interest Represented by Each Category of Trader
6.3 10.6 4.7 29.6 23.8 8.5 20.9 19.7 9.8 5.2 6.2 1.4 13.7 15.4
Number of Traders in Each Category Total Traders: 234
10 28 22 25 49 37 44 42 47 12 23 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 291,228
Positions
102,895 80,219 79,716 1,516 0 1,335 23,113 24,752 43,803 1,540 8,900 11,681 25,630 40,822
Changes from: November 19, 2013 Total Change is: -3,795
185 -1,202 -267 0 0 0 -2,055 -308 -1,757 249 -19 -945 795 703
Percent of Open Interest Represented by Each Category of Trader
35.3 27.5 27.4 0.5 0.0 0.5 7.9 8.5 15.0 0.5 3.1 4.0 8.8 14.0
Number of Traders in Each Category Total Traders: 69
16 22 24 . 0 . 12 9 17 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 is17,017,819
Positions
896,442 3,093,712 3,403,239 2,681,149 550,938 296,940 939,521 556,331 6,234,831 303,133 438,450 1,294,428 968,137 1,148,951
Changes from: November 19, 2013 Total Change is: 458,399
-132,783 -127,807 276,934 122,238 104,893 18,375 32,435 -15,338 129,059 -6,665 96,934 9,525 9,280 -34,176
Percent of Open Interest Represented by Each Category of Trader
5.3 18.2 20.0 15.8 3.2 1.7 5.5 3.3 36.6 1.8 2.6 7.6 5.7 6.8
Number of Traders in Each Category Total Traders: 286
27 62 85 9 21 22 46 71 96 19 22 32
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Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 46,313
Positions
31,496 1,017 0 259 8,887 9,032 5,492 18,014 0 0 9,281 0 34 82
Changes from: November 19, 2013 Total Change is: 3,939
-91 147 0 0 2,438 0 4,060 896 -9 0 469 0 -21 -2
Percent of Open Interest Represented by Each Category of Trader
68.0 2.2 0.0 0.6 19.2 19.5 11.9 38.9 0.0 0.0 20.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 42
7 . 0 . 9 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 32,265
Positions
27,236 5,650 874 0 8,476 3,872 212 2,094 20 0 11,256 0 51 23
Changes from: November 19, 2013 Total Change is: 3,216
395 2,454 -201 0 -3,999 3,850 -898 190 20 0 933 0 50 -31
Percent of Open Interest Represented by Each Category of Trader
84.4 17.5 2.7 0.0 26.3 12.0 0.7 6.5 0.1 0.0 34.9 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 33
6 . . 0 10 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 44,517
Positions
9,556 10,183 1,070 5,544 1,779 471 9,586 26,273 2,110 9,472 976 111 6,597 1,544
Changes from: November 19, 2013 Total Change is: -370
-68 567 -537 280 -242 -2 -1,265 -373 34 998 262 14 176 -93
Percent of Open Interest Represented by Each Category of Trader
21.5 22.9 2.4 12.5 4.0 1.1 21.5 59.0 4.7 21.3 2.2 0.2 14.8 3.5
Number of Traders in Each Category Total Traders: 115
6 . . 10 4 . 27 17 12 44 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 413,869
Positions
84,859 21,656 43,214 63,170 23,581 21,295 55,768 145,930 63,458 2,588 13,848 56,117 23,400 24,770
Changes from: November 19, 2013 Total Change is: -25,772
-8,152 -14,012 -8,422 -6,140 -105 4,619 -8,690 -3,786 7,304 -1,400 -3,649 -5,090 199 -2,631
Percent of Open Interest Represented by Each Category of Trader
20.5 5.2 10.4 15.3 5.7 5.1 13.5 35.3 15.3 0.6 3.3 13.6 5.7 6.0
Number of Traders in Each Category Total Traders: 186
22 10 22 10 13 14 33 51 44 9 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 26, 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 8,005
Positions
230 1,405 0 1,543 0 0 5,319 4,883 782 0 932 0 131 3
Changes from: November 19, 2013 Total Change is: 402
18 0 0 -166 0 0 550 -201 0 0 604 0 0 -1
Percent of Open Interest Represented by Each Category of Trader
2.9 17.6 0.0 19.3 0.0 0.0 66.4 61.0 9.8 0.0 11.6 0.0 1.6 0.0
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 7 4 . 0 . 0
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Updated December 2, 2013