Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 173,967
Positions
79,027 4,203 7,565 14,048 15,902 812 28,343 86,340 8,381 7,337 5,088 2,058 26,396 43,618
Changes from: December 3, 2013 Total Change is: 5,727
19,386 -772 -4,264 -773 -928 -221 -496 14,317 -3,013 -718 613 -956 -3,218 950
Percent of Open Interest Represented by Each Category of Trader
45.4 2.4 4.3 8.1 9.1 0.5 16.3 49.6 4.8 4.2 2.9 1.2 15.2 25.1
Number of Traders in Each Category Total Traders: 95
14 7 9 4 7 . 18 31 15 7 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 66,946
Positions
11,703 30,854 9,783 900 1,266 0 20,908 5,386 2,560 571 4,637 0 20,523 12,461
Changes from: December 3, 2013 Total Change is: 17,634
-4,661 6,241 8,376 900 0 0 9,954 1,088 -556 60 787 0 3,561 1,699
Percent of Open Interest Represented by Each Category of Trader
17.5 46.1 14.6 1.3 1.9 0.0 31.2 8.0 3.8 0.9 6.9 0.0 30.7 18.6
Number of Traders in Each Category Total Traders: 47
8 10 7 . . 0 15 7 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 272,701
Positions
37,518 104,894 30,108 25,289 26,598 1,351 112,761 39,109 16,322 5,624 27,251 1,407 42,319 25,660
Changes from: December 3, 2013 Total Change is: -4,834
288 6,804 8,410 581 -177 -824 -2,600 -2,304 -7,574 -485 -2,873 -2,462 -169 -3,835
Percent of Open Interest Represented by Each Category of Trader
13.8 38.5 11.0 9.3 9.8 0.5 41.3 14.3 6.0 2.1 10.0 0.5 15.5 9.4
Number of Traders in Each Category Total Traders: 132
7 15 12 10 14 7 41 24 23 8 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 297,601
Positions
146,981 9,799 17,477 22,650 15,659 4,357 40,786 134,537 32,280 8,249 16,139 6,603 18,220 60,750
Changes from: December 3, 2013 Total Change is: -5,085
-3,850 5,838 -1,736 1,684 -2,057 -1,193 1,500 -6,649 3,387 -266 3,726 -2,018 -2,592 -4,382
Percent of Open Interest Represented by Each Category of Trader
49.4 3.3 5.9 7.6 5.3 1.5 13.7 45.2 10.8 2.8 5.4 2.2 6.1 20.4
Number of Traders in Each Category Total Traders: 155
15 8 12 9 17 9 23 53 34 8 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 354,643
Positions
56,572 47,636 48,743 41,130 62,161 5,549 87,976 49,816 34,172 22,116 25,955 5,278 53,108 75,332
Changes from: December 3, 2013 Total Change is: 10,192
-1,720 5,332 23,275 1,870 2,889 -202 11,189 1,244 -28,992 933 4,510 -3,462 7,302 5,597
Percent of Open Interest Represented by Each Category of Trader
16.0 13.4 13.7 11.6 17.5 1.6 24.8 14.0 9.6 6.2 7.3 1.5 15.0 21.2
Number of Traders in Each Category Total Traders: 196
16 19 20 15 22 16 42 40 35 17 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 144,966
Positions
69,380 12,154 8,416 955 4,959 525 23,583 61,105 9,246 12,405 10,313 2,150 18,305 36,098
Changes from: December 3, 2013 Total Change is: -3,730
5,831 911 -2,474 -28 -229 -694 -19 2,743 -2,712 -1,189 -658 -1,229 -1,217 612
Percent of Open Interest Represented by Each Category of Trader
47.9 8.4 5.8 0.7 3.4 0.4 16.3 42.2 6.4 8.6 7.1 1.5 12.6 24.9
Number of Traders in Each Category Total Traders: 95
13 5 7 . 8 5 21 32 18 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 43,513
Positions
18,470 25,529 10,536 2,083 0 0 3,785 409 4,479 1,651 0 2,184 325 376
Changes from: December 3, 2013 Total Change is: 3,313
-444 421 2,055 0 0 0 682 -32 1,193 0 0 0 -173 -324
Percent of Open Interest Represented by Each Category of Trader
42.4 58.7 24.2 4.8 0.0 0.0 8.7 0.9 10.3 3.8 0.0 5.0 0.7 0.9
Number of Traders in Each Category Total Traders: 26
7 11 11 . 0 0 . . 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 155,227
Positions
38,326 67,034 11,068 39,223 480 0 31,637 46,476 15,679 9,168 9,863 1,755 8,371 2,872
Changes from: December 3, 2013 Total Change is: 33,763
-4,352 14,600 8,265 310 0 0 12,849 -2,594 12,061 407 952 1,341 2,882 -862
Percent of Open Interest Represented by Each Category of Trader
24.7 43.2 7.1 25.3 0.3 0.0 20.4 29.9 10.1 5.9 6.4 1.1 5.4 1.9
Number of Traders in Each Category Total Traders: 110
5 12 . 4 . 0 36 30 14 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 19,953
Positions
1,403 10,950 102 629 0 0 11,486 4,626 1,253 717 800 0 4,363 2,222
Changes from: December 3, 2013 Total Change is: 1,635
-6 1,627 91 0 -207 0 -552 -1,327 1,001 75 488 0 1,026 -38
Percent of Open Interest Represented by Each Category of Trader
7.0 54.9 0.5 3.2 0.0 0.0 57.6 23.2 6.3 3.6 4.0 0.0 21.9 11.1
Number of Traders in Each Category Total Traders: 50
. 7 . . 0 0 15 14 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 87,136
Positions
15,783 50,326 5,108 7,575 4,134 303 32,754 4,623 8,940 5,065 2,412 1,600 10,009 9,691
Changes from: December 3, 2013 Total Change is: -1,558
1,281 -270 160 356 -14 -175 -3,404 -629 -251 660 656 -37 -148 -998
Percent of Open Interest Represented by Each Category of Trader
18.1 57.8 5.9 8.7 4.7 0.3 37.6 5.3 10.3 5.8 2.8 1.8 11.5 11.1
Number of Traders in Each Category Total Traders: 120
21 12 12 11 . . 34 15 18 10 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 14,568
Positions
7,479 8,497 300 990 0 0 2,731 5,170 41 1,397 0 0 1,629 559
Changes from: December 3, 2013 Total Change is: -4
0 0 0 0 0 0 -15 0 33 0 0 0 -21 -37
Percent of Open Interest Represented by Each Category of Trader
51.3 58.3 2.1 6.8 0.0 0.0 18.7 35.5 0.3 9.6 0.0 0.0 11.2 3.8
Number of Traders in Each Category Total Traders: 26
4 8 . . 0 0 7 4 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 145,137
Positions
22,562 89,611 3,663 13,170 8,268 605 74,844 13,704 2,999 8,517 6,006 2,018 16,760 18,263
Changes from: December 3, 2013 Total Change is: -3,108
766 -2,338 2,117 711 -28 -349 -7,170 -1,651 -174 1,190 1,181 56 -254 -1,923
Percent of Open Interest Represented by Each Category of Trader
15.5 61.7 2.5 9.1 5.7 0.4 51.6 9.4 2.1 5.9 4.1 1.4 11.5 12.6
Number of Traders in Each Category Total Traders: 116
18 13 10 10 . . 32 19 15 9 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 978,696
Positions
43,543 213,497 41,013 303,932 111,363 47,233 121,705 161,923 213,351 39,542 55,859 37,281 131,097 97,178
Changes from: December 3, 2013 Total Change is: 24,550
3,290 14,642 -2,923 4,272 -879 1,029 -520 -1,682 8,111 -272 -4,050 -1,588 13,152 11,890
Percent of Open Interest Represented by Each Category of Trader
4.4 21.8 4.2 31.1 11.4 4.8 12.4 16.5 21.8 4.0 5.7 3.8 13.4 9.9
Number of Traders in Each Category Total Traders: 621
37 41 44 110 60 79 102 112 113 84 74 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 242,259
Positions
19,343 65,268 7,076 61,898 28,091 3,346 17,423 33,606 46,864 14,035 7,327 9,420 62,855 41,261
Changes from: December 3, 2013 Total Change is: 13,083
3,253 6,100 1,322 -879 -512 205 2,101 -4,827 2,558 233 144 -148 4,438 8,240
Percent of Open Interest Represented by Each Category of Trader
8.0 26.9 2.9 25.6 11.6 1.4 7.2 13.9 19.3 5.8 3.0 3.9 25.9 17.0
Number of Traders in Each Category Total Traders: 109
8 14 7 15 11 12 18 20 35 16 7 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 3,682,185
Positions
192,074 812,220 98,609 1,225,812 431,998 203,793 646,521 766,691 707,327 165,218 280,343 101,621 341,209 279,583
Changes from: December 3, 2013 Total Change is: 57,336
11,584 54,104 -32,619 25,483 -2,106 4,387 -22,056 6,773 36,715 -1,778 -20,220 -7,949 43,569 18,252
Percent of Open Interest Represented by Each Category of Trader
5.2 22.1 2.7 33.3 11.7 5.5 17.6 20.8 19.2 4.5 7.6 2.8 9.3 7.6
Number of Traders in Each Category Total Traders: 592
37 40 43 105 57 72 102 106 109 74 70 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 107,217
Positions
3,068 57,213 85 56,929 35,393 1,641 32,971 6,018 678 844 2,582 0 11,001 3,607
Changes from: December 3, 2013 Total Change is: -1,471
-263 279 6 -1,679 -1,539 -400 583 348 -313 -44 0 0 639 149
Percent of Open Interest Represented by Each Category of Trader
2.9 53.4 0.1 53.1 33.0 1.5 30.8 5.6 0.6 0.8 2.4 0.0 10.3 3.4
Number of Traders in Each Category Total Traders: 93
5 13 . 39 9 16 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 88,990
Positions
6,297 64,634 2,323 37,264 3,568 1,002 29,344 4,829 2,867 2,054 1,545 1,643 6,197 6,579
Changes from: December 3, 2013 Total Change is: -774
1,030 -1,281 1,382 -1,345 -107 106 -2,703 -2,234 654 -66 -527 10 159 1,222
Percent of Open Interest Represented by Each Category of Trader
7.1 72.6 2.6 41.9 4.0 1.1 33.0 5.4 3.2 2.3 1.7 1.8 7.0 7.4
Number of Traders in Each Category Total Traders: 214
17 21 12 35 14 9 61 33 20 17 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 444,950
Positions
31,483 323,170 11,614 186,318 17,841 5,008 146,722 24,147 14,337 10,269 7,725 8,214 30,984 32,893
Changes from: December 3, 2013 Total Change is: -3,870
5,148 -6,403 6,910 -6,725 -534 528 -13,516 -11,169 3,272 -332 -2,633 51 795 6,108
Percent of Open Interest Represented by Each Category of Trader
7.1 72.6 2.6 41.9 4.0 1.1 33.0 5.4 3.2 2.3 1.7 1.8 7.0 7.4
Number of Traders in Each Category Total Traders: 214
17 21 12 35 14 9 61 33 20 17 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 355,361
Positions
43,042 118,064 38,351 153,375 91,887 12,759 64,731 61,405 11,029 8,968 6,013 645 22,461 15,209
Changes from: December 3, 2013 Total Change is: -15,605
-9,211 -19,183 9,467 -3,555 628 -927 -10,995 -5,553 804 -1,960 -994 91 680 61
Percent of Open Interest Represented by Each Category of Trader
12.1 33.2 10.8 43.2 25.9 3.6 18.2 17.3 3.1 2.5 1.7 0.2 6.3 4.3
Number of Traders in Each Category Total Traders: 244
17 20 11 55 34 24 52 41 19 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 84,502
Positions
6,311 46,330 5,370 32,681 463 467 14,987 12,299 3,833 3,821 5,061 1,551 15,481 9,128
Changes from: December 3, 2013 Total Change is: 13,265
768 548 4,952 796 0 37 1,213 1,542 3,314 -2,547 1,396 1,551 3,181 -75
Percent of Open Interest Represented by Each Category of Trader
7.5 54.8 6.4 38.7 0.5 0.6 17.7 14.6 4.5 4.5 6.0 1.8 18.3 10.8
Number of Traders in Each Category Total Traders: 87
9 9 5 21 . . 19 12 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 107,389
Positions
25,811 9,770 6,053 10,438 1,200 675 32,176 14,672 5,470 11,035 2,596 594 15,137 66,359
Changes from: December 3, 2013 Total Change is: 6,762
-1,356 1,014 3,559 -202 -42 2 -2,003 2,518 3,395 2,545 -888 -144 966 -2,652
Percent of Open Interest Represented by Each Category of Trader
24.0 9.1 5.6 9.7 1.1 0.6 30.0 13.7 5.1 10.3 2.4 0.6 14.1 61.8
Number of Traders in Each Category Total Traders: 97
21 13 10 8 . . 25 11 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 93,246
Positions
2,377 58,792 1,911 48,106 16,634 3,068 26,303 5,027 4,757 439 875 0 6,285 2,182
Changes from: December 3, 2013 Total Change is: 3,799
65 1,927 306 995 1,108 -1,223 3,020 1,414 774 0 4 0 -138 -511
Percent of Open Interest Represented by Each Category of Trader
2.5 63.1 2.0 51.6 17.8 3.3 28.2 5.4 5.1 0.5 0.9 0.0 6.7 2.3
Number of Traders in Each Category Total Traders: 93
4 11 . 34 18 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 260,882
Positions
22,129 103,279 27,017 86,249 38,278 37,945 46,004 36,276 6,437 19,469 4,791 553 15,079 6,306
Changes from: December 3, 2013 Total Change is: 12,966
8,894 -6,086 14,660 -9,909 5,292 -1,288 659 -1,390 2,611 309 1,188 48 -3,018 -2,069
Percent of Open Interest Represented by Each Category of Trader
8.5 39.6 10.4 33.1 14.7 14.5 17.6 13.9 2.5 7.5 1.8 0.2 5.8 2.4
Number of Traders in Each Category Total Traders: 182
15 23 9 52 22 24 29 15 14 20 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 795,235
Positions
9,693 65,824 30,422 316,670 130,196 108,469 73,642 137,895 79,676 27,765 28,450 11,100 137,798 203,202
Changes from: December 3, 2013 Total Change is: -50,148
-2,349 -1,150 -6,519 2,015 -5,411 -1,301 -12,060 -8,158 -24,547 -298 1,300 -3,332 -1,757 -1,030
Percent of Open Interest Represented by Each Category of Trader
1.2 8.3 3.8 39.8 16.4 13.6 9.3 17.3 10.0 3.5 3.6 1.4 17.3 25.6
Number of Traders in Each Category Total Traders: 169
5 18 18 30 40 41 25 32 36 11 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 465,115
Positions
21,554 111,894 3,081 275,128 20,885 44,526 17,000 159,726 11,753 10,637 18,532 2,607 78,830 92,112
Changes from: December 3, 2013 Total Change is: -19,325
-530 -8,066 -4,367 -1,836 2,084 -27 27 -4,380 -2,577 80 1,041 -3,904 -6,190 872
Percent of Open Interest Represented by Each Category of Trader
4.6 24.1 0.7 59.2 4.5 9.6 3.7 34.3 2.5 2.3 4.0 0.6 16.9 19.8
Number of Traders in Each Category Total Traders: 88
. 11 7 34 8 22 . 20 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 918,012
Positions
83,172 55,274 32,511 240,676 231,559 59,404 213,014 249,501 94,680 54,163 63,519 29,354 111,039 102,212
Changes from: December 3, 2013 Total Change is: -91,181
-7,731 -14,618 -8,794 -8,952 5,700 -926 -74,906 -67,930 -4,696 18,703 -2,845 -74 -3,805 3,002
Percent of Open Interest Represented by Each Category of Trader
9.1 6.0 3.5 26.2 25.2 6.5 23.2 27.2 10.3 5.9 6.9 3.2 12.1 11.1
Number of Traders in Each Category Total Traders: 201
13 26 11 33 33 28 32 29 26 16 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 49,457
Positions
11,731 26,772 6,186 672 0 0 24,709 10,321 4,371 2 0 1,503 283 304
Changes from: December 3, 2013 Total Change is: 4,589
1,237 3,119 618 0 0 0 3,862 1,969 -1,118 0 0 0 -10 1
Percent of Open Interest Represented by Each Category of Trader
23.7 54.1 12.5 1.4 0.0 0.0 50.0 20.9 8.8 0.0 0.0 3.0 0.6 0.6
Number of Traders in Each Category Total Traders: 41
5 12 6 . 0 0 6 16 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,853,102
Positions
149,507 210,348 232,253 683,022 855,522 305,489 636,542 194,050 374,891 123,601 102,322 97,392 250,405 480,835
Changes from: December 3, 2013 Total Change is: -138,678
-17,149 -29,560 -13,777 -88,172 25,934 -24,830 -23,061 -55,607 -11,489 39,363 -39,349 4,867 -4,431 5,133
Percent of Open Interest Represented by Each Category of Trader
5.2 7.4 8.1 23.9 30.0 10.7 22.3 6.8 13.1 4.3 3.6 3.4 8.8 16.9
Number of Traders in Each Category Total Traders: 322
19 37 46 34 70 65 67 50 85 18 27 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,047,728
Positions
134,596 186,748 79,722 720,230 593,148 184,200 388,777 345,868 155,366 136,047 143,222 30,015 218,775 329,439
Changes from: December 3, 2013 Total Change is: -87,379
16,841 -17,914 -25,245 33,277 49,998 -1,198 -63,987 -88,233 -25,480 7,528 16,222 2,867 -31,982 1,603
Percent of Open Interest Represented by Each Category of Trader
6.6 9.1 3.9 35.2 29.0 9.0 19.0 16.9 7.6 6.6 7.0 1.5 10.7 16.1
Number of Traders in Each Category Total Traders: 245
12 29 24 28 53 43 42 43 49 14 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 275,696
Positions
105,277 71,515 74,604 763 392 943 24,950 28,108 33,194 935 9,385 11,860 23,170 45,696
Changes from: December 3, 2013 Total Change is: 10,223
4,430 589 8,612 -45 0 0 1,431 2,096 -2,592 -583 1,481 -1,700 670 1,737
Percent of Open Interest Represented by Each Category of Trader
38.2 25.9 27.1 0.3 0.1 0.3 9.0 10.2 12.0 0.3 3.4 4.3 8.4 16.6
Number of Traders in Each Category Total Traders: 66
16 18 22 . . . 13 7 16 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,803,845
Positions
829,330 2,834,828 3,656,191 2,841,220 726,078 318,989 843,903 605,402 6,645,364 325,186 434,182 1,363,775 979,888 1,219,037
Changes from: December 3, 2013 Total Change is: 453,024
-810 -143,251 111,958 124,198 167,129 18,993 -56,007 289 225,135 18,598 13,262 34,865 -23,905 24,645
Percent of Open Interest Represented by Each Category of Trader
4.7 15.9 20.5 16.0 4.1 1.8 4.7 3.4 37.3 1.8 2.4 7.7 5.5 6.8
Number of Traders in Each Category Total Traders: 287
23 63 79 10 21 25 59 60 99 19 22 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 58,226
Positions
35,220 1,067 9,027 255 10,049 9,036 4,655 19,383 0 0 9,550 0 33 114
Changes from: December 3, 2013 Total Change is: 10,872
2,698 0 9,027 0 1,178 -6 -370 1,079 0 0 62 0 -477 -468
Percent of Open Interest Represented by Each Category of Trader
60.5 1.8 15.5 0.4 17.3 15.5 8.0 33.3 0.0 0.0 16.4 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 44
7 4 . . 11 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 42,025
Positions
27,850 4,624 8,608 0 10,015 4,624 736 2,303 195 0 11,619 0 12 37
Changes from: December 3, 2013 Total Change is: 6,019
291 -2,245 8,440 0 1,837 -63 338 418 -2,975 0 594 0 -12 13
Percent of Open Interest Represented by Each Category of Trader
66.3 11.0 20.5 0.0 23.8 11.0 1.8 5.5 0.5 0.0 27.6 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 34
6 . . 0 10 . . 6 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,124
Positions
9,802 10,543 880 4,973 2,178 471 16,946 29,919 2,333 8,510 1,353 70 6,137 2,377
Changes from: December 3, 2013 Total Change is: 2,330
-62 111 -44 -318 116 4 5,340 1,342 -228 -1,229 361 -34 -1,100 702
Percent of Open Interest Represented by Each Category of Trader
19.6 21.0 1.8 9.9 4.3 0.9 33.8 59.7 4.7 17.0 2.7 0.1 12.2 4.7
Number of Traders in Each Category Total Traders: 133
7 . . 8 5 . 19 29 13 53 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 387,342
Positions
90,019 21,904 36,029 59,269 23,772 23,828 51,254 149,711 50,762 5,134 9,332 46,967 24,080 25,037
Changes from: December 3, 2013 Total Change is: 6,070
5,525 1,161 -3,904 -482 -2,084 2,074 9,827 16,614 -11,977 -289 -1,756 5,061 235 881
Percent of Open Interest Represented by Each Category of Trader
23.2 5.7 9.3 15.3 6.1 6.2 13.2 38.7 13.1 1.3 2.4 12.1 6.2 6.5
Number of Traders in Each Category Total Traders: 171
23 9 21 12 12 13 32 45 43 8 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,115
Positions
81 1,405 0 2,395 0 286 4,809 4,482 1,480 0 1,450 0 64 12
Changes from: December 3, 2013 Total Change is: 1,110
-149 0 0 852 0 286 -510 -401 698 0 518 0 -67 9
Percent of Open Interest Represented by Each Category of Trader
0.9 15.4 0.0 26.3 0.0 3.1 52.8 49.2 16.2 0.0 15.9 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 20
. . 0 6 0 . 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 13, 2013