Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 168,240
Positions
59,641 4,975 11,829 14,821 16,830 1,032 28,839 72,023 11,394 8,056 4,475 3,014 29,614 42,667
Changes from: November 26, 2013 Total Change is: 23,025
10,206 -4,659 3,970 32 128 258 4,538 19,975 2,532 -189 -2,830 249 1,428 3,402
Percent of Open Interest Represented by Each Category of Trader
35.5 3.0 7.0 8.8 10.0 0.6 17.1 42.8 6.8 4.8 2.7 1.8 17.6 25.4
Number of Traders in Each Category Total Traders: 95
10 6 6 6 7 4 21 31 15 10 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 49,312
Positions
16,363 24,613 1,407 0 1,266 0 10,954 4,299 3,116 511 3,850 0 16,962 10,762
Changes from: November 26, 2013 Total Change is: 3,578
-1,830 2,751 214 0 -440 0 1,748 13 1,217 0 -352 0 2,228 175
Percent of Open Interest Represented by Each Category of Trader
33.2 49.9 2.9 0.0 2.6 0.0 22.2 8.7 6.3 1.0 7.8 0.0 34.4 21.8
Number of Traders in Each Category Total Traders: 42
9 9 . 0 . 0 14 5 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 277,535
Positions
37,230 98,090 21,698 24,708 26,775 2,175 115,361 41,414 23,896 6,110 30,124 3,868 42,489 29,496
Changes from: November 26, 2013 Total Change is: 37,576
2,481 23,919 3,821 850 -969 643 15,895 595 6,485 567 522 1,305 5,530 1,255
Percent of Open Interest Represented by Each Category of Trader
13.4 35.3 7.8 8.9 9.6 0.8 41.6 14.9 8.6 2.2 10.9 1.4 15.3 10.6
Number of Traders in Each Category Total Traders: 139
7 15 10 10 14 6 42 27 27 10 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 302,686
Positions
150,831 3,961 19,213 20,966 17,717 5,550 39,286 141,186 28,893 8,515 12,414 8,621 20,811 65,132
Changes from: November 26, 2013 Total Change is: 17,169
9,633 -905 1,285 -349 780 925 -1,808 13,615 3,733 -1,062 -4,772 2,393 2,420 116
Percent of Open Interest Represented by Each Category of Trader
49.8 1.3 6.3 6.9 5.9 1.8 13.0 46.6 9.5 2.8 4.1 2.8 6.9 21.5
Number of Traders in Each Category Total Traders: 167
17 6 8 8 20 9 25 61 29 10 20 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 344,451
Positions
58,292 42,304 25,468 39,260 59,272 5,752 76,787 48,572 63,164 21,183 21,445 8,740 45,806 69,734
Changes from: November 26, 2013 Total Change is: 13,320
-2,945 6,557 2,870 -46 1,634 86 8,280 -3,579 1,580 -3 1,323 677 2,821 2,172
Percent of Open Interest Represented by Each Category of Trader
16.9 12.3 7.4 11.4 17.2 1.7 22.3 14.1 18.3 6.1 6.2 2.5 13.3 20.2
Number of Traders in Each Category Total Traders: 207
18 20 18 14 25 17 44 36 39 20 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 148,696
Positions
63,548 11,243 10,890 983 5,187 1,219 23,602 58,362 11,958 13,594 10,971 3,379 19,523 35,486
Changes from: November 26, 2013 Total Change is: 9,094
6,903 -7,516 998 -50 -153 181 3,167 12,493 273 457 634 -38 -2,795 2,223
Percent of Open Interest Represented by Each Category of Trader
42.7 7.6 7.3 0.7 3.5 0.8 15.9 39.2 8.0 9.1 7.4 2.3 13.1 23.9
Number of Traders in Each Category Total Traders: 101
15 5 6 . 9 5 24 30 21 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 40,200
Positions
18,914 25,108 8,481 2,083 0 0 3,103 441 3,286 1,651 0 2,184 498 700
Changes from: November 26, 2013 Total Change is: 73
130 -9 0 1 0 0 -44 34 29 0 0 0 -43 19
Percent of Open Interest Represented by Each Category of Trader
47.0 62.5 21.1 5.2 0.0 0.0 7.7 1.1 8.2 4.1 0.0 5.4 1.2 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 December 3, 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 121,464
Positions
42,678 52,434 2,803 38,913 480 0 18,788 49,070 3,618 8,761 8,911 414 5,489 3,734
Changes from: November 26, 2013 Total Change is: -6,110
293 -1,217 2,803 1 29 0 -11,204 -9,609 2,448 278 -860 -496 -232 793
Percent of Open Interest Represented by Each Category of Trader
35.1 43.2 2.3 32.0 0.4 0.0 15.5 40.4 3.0 7.2 7.3 0.3 4.5 3.1
Number of Traders in Each Category Total Traders: 91
4 11 . 5 . 0 27 29 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 18,318
Positions
1,409 9,323 11 629 207 0 12,038 5,953 252 642 312 0 3,337 2,260
Changes from: November 26, 2013 Total Change is: -2,601
-164 -2,414 8 12 0 0 -2,447 -240 246 -96 -188 0 -160 -13
Percent of Open Interest Represented by Each Category of Trader
7.7 50.9 0.1 3.4 1.1 0.0 65.7 32.5 1.4 3.5 1.7 0.0 18.2 12.3
Number of Traders in Each Category Total Traders: 51
. 6 . . . 0 18 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 88,694
Positions
14,502 50,596 4,948 7,220 4,148 477 36,158 5,252 9,191 4,405 1,757 1,637 10,157 10,689
Changes from: November 26, 2013 Total Change is: 4,607
969 7,597 -141 -237 -1 57 3,159 -2,430 1,104 -676 -581 -34 407 -965
Percent of Open Interest Represented by Each Category of Trader
16.4 57.0 5.6 8.1 4.7 0.5 40.8 5.9 10.4 5.0 2.0 1.8 11.5 12.1
Number of Traders in Each Category Total Traders: 115
17 14 9 11 . . 33 19 17 7 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 14,572
Positions
7,479 8,497 300 990 0 0 2,746 5,170 9 1,397 0 0 1,651 596
Changes from: November 26, 2013 Total Change is: 748
748 748 0 0 0 0 537 202 7 -700 0 0 155 -210
Percent of Open Interest Represented by Each Category of Trader
51.3 58.3 2.1 6.8 0.0 0.0 18.8 35.5 0.1 9.6 0.0 0.0 11.3 4.1
Number of Traders in Each Category Total Traders: 26
4 8 . . 0 0 7 4 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 148,245
Positions
21,796 91,949 1,546 12,459 8,296 954 82,014 15,355 3,174 7,327 4,825 1,962 17,013 20,186
Changes from: November 26, 2013 Total Change is: 7,719
11 13,268 148 -474 -1 114 6,720 -3,786 717 30 -1,179 -51 505 -1,510
Percent of Open Interest Represented by Each Category of Trader
14.7 62.0 1.0 8.4 5.6 0.6 55.3 10.4 2.1 4.9 3.3 1.3 11.5 13.6
Number of Traders in Each Category Total Traders: 111
15 14 7 10 . . 32 22 11 6 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 954,147
Positions
40,252 198,855 43,936 299,660 112,242 46,204 122,226 163,605 205,240 39,814 59,909 38,869 117,946 85,287
Changes from: November 26, 2013 Total Change is: 3,587
3,277 -7,866 472 -7,578 -808 1,784 500 151 5,502 -2,324 4,095 2,021 -68 -1,766
Percent of Open Interest Represented by Each Category of Trader
4.2 20.8 4.6 31.4 11.8 4.8 12.8 17.1 21.5 4.2 6.3 4.1 12.4 8.9
Number of Traders in Each Category Total Traders: 627
36 40 41 110 63 76 110 108 117 85 74 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 229,177
Positions
16,091 59,168 5,754 62,777 28,603 3,140 15,322 38,433 44,306 13,802 7,184 9,568 58,417 33,021
Changes from: November 26, 2013 Total Change is: -8,979
-1,865 -6,527 -1,018 -1,448 744 -107 -295 3,681 -3,833 -633 -1,009 52 168 -961
Percent of Open Interest Represented by Each Category of Trader
7.0 25.8 2.5 27.4 12.5 1.4 6.7 16.8 19.3 6.0 3.1 4.2 25.5 14.4
Number of Traders in Each Category Total Traders: 107
7 12 6 15 11 12 17 21 34 16 8 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 3,624,850
Positions
180,490 758,116 131,229 1,200,329 434,104 199,407 668,576 759,918 670,612 166,996 300,563 109,570 297,640 261,331
Changes from: November 26, 2013 Total Change is: 62,830
13,076 -19,326 20,082 -30,576 -7,688 9,386 12,749 -8,877 37,906 -12,056 21,923 13,445 -1,182 -4,022
Percent of Open Interest Represented by Each Category of Trader
5.0 20.9 3.6 33.1 12.0 5.5 18.4 21.0 18.5 4.6 8.3 3.0 8.2 7.2
Number of Traders in Each Category Total Traders: 598
36 39 39 106 59 69 108 104 112 77 68 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 108,688
Positions
3,331 56,934 79 58,608 36,932 2,041 32,388 5,670 991 888 2,582 0 10,362 3,458
Changes from: November 26, 2013 Total Change is: -5,619
844 -5,309 11 -6,266 644 82 1,098 -838 85 -346 -47 0 -1,127 -248
Percent of Open Interest Represented by Each Category of Trader
3.1 52.4 0.1 53.9 34.0 1.9 29.8 5.2 0.9 0.8 2.4 0.0 9.5 3.2
Number of Traders in Each Category Total Traders: 97
4 13 . 39 10 16 20 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 89,764
Positions
5,267 65,915 941 38,609 3,675 896 32,048 7,063 2,213 2,120 2,072 1,633 6,038 5,357
Changes from: November 26, 2013 Total Change is: 4,063
712 1,772 302 1,240 -7 436 948 1,284 339 -136 -30 268 -46 -301
Percent of Open Interest Represented by Each Category of Trader
5.9 73.4 1.0 43.0 4.1 1.0 35.7 7.9 2.5 2.4 2.3 1.8 6.7 6.0
Number of Traders in Each Category Total Traders: 229
18 24 10 37 13 8 64 31 21 20 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 448,820
Positions
26,335 329,573 4,704 193,043 18,375 4,480 160,239 35,316 11,065 10,601 10,358 8,163 30,190 26,786
Changes from: November 26, 2013 Total Change is: 20,316
3,560 8,858 1,509 6,202 -36 2,181 4,738 6,420 1,695 -680 -150 1,342 -231 -1,503
Percent of Open Interest Represented by Each Category of Trader
5.9 73.4 1.0 43.0 4.1 1.0 35.7 7.9 2.5 2.4 2.3 1.8 6.7 6.0
Number of Traders in Each Category Total Traders: 229
18 24 10 37 13 8 64 31 21 20 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 370,967
Positions
52,253 137,247 28,884 156,930 91,259 13,686 75,726 66,958 10,225 10,928 7,007 553 21,782 15,148
Changes from: November 26, 2013 Total Change is: -1,438
-295 3,325 318 -6,798 675 -1,357 1,577 -4,171 786 3,145 -493 -16 1,202 -504
Percent of Open Interest Represented by Each Category of Trader
14.1 37.0 7.8 42.3 24.6 3.7 20.4 18.0 2.8 2.9 1.9 0.1 5.9 4.1
Number of Traders in Each Category Total Traders: 256
17 21 6 56 36 24 50 46 21 18 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 71,237
Positions
5,543 45,782 418 31,885 463 430 13,774 10,757 519 6,368 3,665 0 12,300 9,203
Changes from: November 26, 2013 Total Change is: 2,494
510 -28 418 483 0 0 1,296 727 495 13 72 0 -721 810
Percent of Open Interest Represented by Each Category of Trader
7.8 64.3 0.6 44.8 0.6 0.6 19.3 15.1 0.7 8.9 5.1 0.0 17.3 12.9
Number of Traders in Each Category Total Traders: 82
7 9 . 21 . . 16 13 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 100,627
Positions
27,167 8,756 2,494 10,640 1,242 673 34,179 12,154 2,075 8,490 3,484 738 14,171 69,011
Changes from: November 26, 2013 Total Change is: 9,220
1,814 -333 1,641 -22 195 21 1,350 -245 1,055 126 -83 380 2,855 6,589
Percent of Open Interest Represented by Each Category of Trader
27.0 8.7 2.5 10.6 1.2 0.7 34.0 12.1 2.1 8.4 3.5 0.7 14.1 68.6
Number of Traders in Each Category Total Traders: 99
23 11 4 9 . . 28 7 7 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 89,447
Positions
2,312 56,865 1,605 47,111 15,526 4,291 23,283 3,613 3,983 439 871 0 6,423 2,693
Changes from: November 26, 2013 Total Change is: 44
-406 808 -63 1,819 111 110 -731 -584 -401 -369 0 0 85 63
Percent of Open Interest Represented by Each Category of Trader
2.6 63.6 1.8 52.7 17.4 4.8 26.0 4.0 4.5 0.5 1.0 0.0 7.2 3.0
Number of Traders in Each Category Total Traders: 85
4 11 . 34 17 14 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 247,916
Positions
13,235 109,365 12,357 96,158 32,986 39,233 45,345 37,666 3,826 19,160 3,603 505 18,097 8,375
Changes from: November 26, 2013 Total Change is: 11,949
2,127 -3,840 6,790 540 2,294 -431 -1,054 3,339 1,959 -1,628 -1,016 -126 3,772 2,980
Percent of Open Interest Represented by Each Category of Trader
5.3 44.1 5.0 38.8 13.3 15.8 18.3 15.2 1.5 7.7 1.5 0.2 7.3 3.4
Number of Traders in Each Category Total Traders: 177
15 23 10 54 21 25 26 13 10 20 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 845,383
Positions
12,042 66,975 36,941 314,655 135,607 109,770 85,701 146,053 104,223 28,063 27,150 14,432 139,555 204,232
Changes from: November 26, 2013 Total Change is: -61,994
-3,028 -6,172 -17,798 673 10,186 4,490 8,480 7,487 -49,276 3,417 -722 -940 -8,011 -9,249
Percent of Open Interest Represented by Each Category of Trader
1.4 7.9 4.4 37.2 16.0 13.0 10.1 17.3 12.3 3.3 3.2 1.7 16.5 24.2
Number of Traders in Each Category Total Traders: 169
6 14 16 31 39 39 25 32 38 10 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 484,440
Positions
22,084 119,960 7,448 276,964 18,801 44,553 16,973 164,106 14,330 10,557 17,491 6,511 85,020 91,239
Changes from: November 26, 2013 Total Change is: 15,071
2,386 19,852 -753 20,209 -560 -6,585 242 9,791 3,307 1,443 1,759 2,421 -7,599 -14,162
Percent of Open Interest Represented by Each Category of Trader
4.6 24.8 1.5 57.2 3.9 9.2 3.5 33.9 3.0 2.2 3.6 1.3 17.6 18.8
Number of Traders in Each Category Total Traders: 93
. 15 11 35 7 22 . 21 15 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 2013
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,009,192
Positions
90,903 69,891 41,305 249,628 225,859 60,330 287,920 317,431 99,375 35,460 66,364 29,427 114,844 99,210
Changes from: November 26, 2013 Total Change is: -10,518
712 -16,546 -3,168 6,855 5,859 3,192 -6,698 -170 10,398 -3,319 8,272 -5,710 -12,780 -12,645
Percent of Open Interest Represented by Each Category of Trader
9.0 6.9 4.1 24.7 22.4 6.0 28.5 31.5 9.8 3.5 6.6 2.9 11.4 9.8
Number of Traders in Each Category Total Traders: 202
13 20 13 35 33 29 38 29 25 13 20 6
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 44,868
Positions
10,494 23,653 5,568 672 0 0 20,847 8,352 5,489 2 0 1,503 293 303
Changes from: November 26, 2013 Total Change is: -19,055
-508 -18,902 289 49 0 0 -18,701 -434 -285 -169 0 -21 291 298
Percent of Open Interest Represented by Each Category of Trader
23.4 52.7 12.4 1.5 0.0 0.0 46.5 18.6 12.2 0.0 0.0 3.3 0.7 0.7
Number of Traders in Each Category Total Traders: 40
4 12 8 . 0 0 7 15 9 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 2,991,780
Positions
166,656 239,908 246,030 771,194 829,588 330,319 659,603 249,657 386,380 84,238 141,671 92,525 254,836 475,702
Changes from: November 26, 2013 Total Change is: 97,564
23,247 45,803 9,101 25,407 -37,713 -5,807 52,632 45,218 45,977 8,171 -72 -2,868 -58,298 -2,076
Percent of Open Interest Represented by Each Category of Trader
5.6 8.0 8.2 25.8 27.7 11.0 22.0 8.3 12.9 2.8 4.7 3.1 8.5 15.9
Number of Traders in Each Category Total Traders: 319
22 36 45 35 67 68 58 56 83 16 29 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 2,135,108
Positions
117,756 204,662 104,967 686,953 543,150 185,399 452,764 434,101 180,846 128,519 126,999 27,148 250,756 327,836
Changes from: November 26, 2013 Total Change is: -45,067
-19,518 -26,100 2,379 42,588 24,704 -190 -2,453 4,585 -33,420 15,874 -7,173 -2,379 -47,947 -7,472
Percent of Open Interest Represented by Each Category of Trader
5.5 9.6 4.9 32.2 25.4 8.7 21.2 20.3 8.5 6.0 5.9 1.3 11.7 15.4
Number of Traders in Each Category Total Traders: 235
12 24 26 29 49 43 43 44 53 12 21 10
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 265,474
Positions
100,847 70,926 65,992 808 392 943 23,519 26,012 35,786 1,518 7,904 13,560 22,501 43,959
Changes from: November 26, 2013 Total Change is: -25,754
-2,048 -9,294 -13,723 -708 392 -392 406 1,260 -8,017 -22 -996 1,879 -3,129 3,136
Percent of Open Interest Represented by Each Category of Trader
38.0 26.7 24.9 0.3 0.1 0.4 8.9 9.8 13.5 0.6 3.0 5.1 8.5 16.6
Number of Traders in Each Category Total Traders: 63
15 18 20 . . . 12 7 15 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 is17,350,822
Positions
830,141 2,978,079 3,544,233 2,717,022 558,949 299,996 899,909 605,113 6,420,230 306,588 420,920 1,328,910 1,003,793 1,194,392
Changes from: November 26, 2013 Total Change is: 333,002
-66,301 -115,633 140,995 35,873 8,011 3,056 -39,612 48,782 185,399 3,455 -17,530 34,482 35,656 45,441
Percent of Open Interest Represented by Each Category of Trader
4.8 17.2 20.4 15.7 3.2 1.7 5.2 3.5 37.0 1.8 2.4 7.7 5.8 6.9
Number of Traders in Each Category Total Traders: 287
23 62 81 9 22 24 51 70 94 19 23 35
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Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 47,354
Positions
32,522 1,067 0 255 8,871 9,042 5,025 18,304 0 0 9,488 0 510 582
Changes from: November 26, 2013 Total Change is: 1,041
1,026 50 0 -4 -16 10 -467 290 0 0 207 0 476 500
Percent of Open Interest Represented by Each Category of Trader
68.7 2.3 0.0 0.5 18.7 19.1 10.6 38.7 0.0 0.0 20.0 0.0 1.1 1.2
Number of Traders in Each Category Total Traders: 43
8 . 0 . 10 . . 10 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 36,006
Positions
27,559 6,869 168 0 8,178 4,687 398 1,885 3,170 0 11,025 0 24 24
Changes from: November 26, 2013 Total Change is: 3,741
323 1,219 -706 0 -298 815 186 -209 3,150 0 -231 0 -27 1
Percent of Open Interest Represented by Each Category of Trader
76.5 19.1 0.5 0.0 22.7 13.0 1.1 5.2 8.8 0.0 30.6 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 34
6 . . 0 10 . . 6 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 47,794
Positions
9,864 10,432 924 5,291 2,062 467 11,606 28,577 2,561 9,739 992 105 7,237 1,675
Changes from: November 26, 2013 Total Change is: 3,277
308 249 -147 -253 283 -4 2,020 2,304 451 268 16 -7 640 131
Percent of Open Interest Represented by Each Category of Trader
20.6 21.8 1.9 11.1 4.3 1.0 24.3 59.8 5.4 20.4 2.1 0.2 15.1 3.5
Number of Traders in Each Category Total Traders: 122
7 . . 10 4 . 24 21 12 48 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 3, 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 381,272
Positions
84,494 20,743 39,933 59,751 25,856 21,754 41,427 133,097 62,739 5,423 11,088 41,906 23,845 24,156
Changes from: November 26, 2013 Total Change is: -32,597
-365 -913 -3,281 -3,419 2,275 459 -14,341 -12,833 -719 2,835 -2,760 -14,211 445 -614
Percent of Open Interest Represented by Each Category of Trader
22.2 5.4 10.5 15.7 6.8 5.7 10.9 34.9 16.5 1.4 2.9 11.0 6.3 6.3
Number of Traders in Each Category Total Traders: 175
22 10 22 9 15 12 28 49 45 11 18 22
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Updated December 6, 2013