Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 202,146
Positions
89,230 4,553 24,483 14,199 15,838 803 21,108 90,284 17,811 7,081 5,501 2,192 25,239 40,682
Changes from: December 10, 2013 Total Change is: 28,179
10,203 350 16,917 151 -64 -8 -7,235 3,944 9,430 -257 412 134 -1,156 -2,936
Percent of Open Interest Represented by Each Category of Trader
44.1 2.3 12.1 7.0 7.8 0.4 10.4 44.7 8.8 3.5 2.7 1.1 12.5 20.1
Number of Traders in Each Category Total Traders: 90
12 6 10 5 6 4 14 33 15 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 50,105
Positions
523 21,251 1,266 900 1,316 0 24,218 7,588 1,296 632 4,329 0 21,270 13,060
Changes from: December 10, 2013 Total Change is: -16,841
-11,179 -9,603 -8,517 0 50 0 3,311 2,201 -1,264 61 -308 0 747 600
Percent of Open Interest Represented by Each Category of Trader
1.0 42.4 2.5 1.8 2.6 0.0 48.3 15.1 2.6 1.3 8.6 0.0 42.5 26.1
Number of Traders in Each Category Total Traders: 42
. 10 . . . 0 14 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 208,027
Positions
14,216 83,576 5,248 26,633 26,729 1,690 105,057 29,187 12,259 4,884 26,714 1,224 36,816 21,400
Changes from: December 10, 2013 Total Change is: -64,674
-23,303 -21,318 -24,860 1,344 130 339 -7,704 -9,922 -4,064 -740 -537 -183 -5,504 -4,260
Percent of Open Interest Represented by Each Category of Trader
6.8 40.2 2.5 12.8 12.8 0.8 50.5 14.0 5.9 2.3 12.8 0.6 17.7 10.3
Number of Traders in Each Category Total Traders: 121
6 11 6 11 14 7 43 19 20 8 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 269,873
Positions
119,118 5,294 10,746 23,220 21,465 4,573 45,795 130,544 21,114 26,264 15,459 3,060 15,984 57,618
Changes from: December 10, 2013 Total Change is: -27,728
-27,863 -4,505 -6,731 570 5,806 216 5,009 -3,993 -11,166 18,016 -681 -3,543 -2,236 -3,132
Percent of Open Interest Represented by Each Category of Trader
44.1 2.0 4.0 8.6 8.0 1.7 17.0 48.4 7.8 9.7 5.7 1.1 5.9 21.3
Number of Traders in Each Category Total Traders: 153
12 5 6 10 21 10 28 52 29 7 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 290,292
Positions
26,185 23,162 15,288 41,615 66,446 5,546 93,825 42,352 35,087 16,541 28,654 6,465 49,741 67,292
Changes from: December 10, 2013 Total Change is: -64,351
-30,387 -24,474 -33,455 485 4,285 -4 5,849 -7,464 914 -5,575 2,698 1,187 -3,367 -8,040
Percent of Open Interest Represented by Each Category of Trader
9.0 8.0 5.3 14.3 22.9 1.9 32.3 14.6 12.1 5.7 9.9 2.2 17.1 23.2
Number of Traders in Each Category Total Traders: 198
15 18 14 16 24 17 38 35 32 17 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 136,580
Positions
73,411 2,701 9,045 995 5,894 921 14,075 61,352 8,612 5,749 10,138 3,148 20,624 34,769
Changes from: December 10, 2013 Total Change is: -8,387
4,031 -9,452 628 40 935 396 -9,508 247 -634 -6,656 -175 998 2,319 -1,330
Percent of Open Interest Represented by Each Category of Trader
53.7 2.0 6.6 0.7 4.3 0.7 10.3 44.9 6.3 4.2 7.4 2.3 15.1 25.5
Number of Traders in Each Category Total Traders: 83
8 . 6 . 9 5 17 28 14 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 114,614
Positions
25,759 54,276 0 39,340 641 0 32,277 50,442 1,204 8,675 6,066 0 7,359 1,985
Changes from: December 10, 2013 Total Change is: -40,613
-12,567 -12,758 -11,068 117 161 0 640 3,966 -14,475 -493 -3,797 -1,755 -1,012 -887
Percent of Open Interest Represented by Each Category of Trader
22.5 47.4 0.0 34.3 0.6 0.0 28.2 44.0 1.1 7.6 5.3 0.0 6.4 1.7
Number of Traders in Each Category Total Traders: 85
. 11 0 4 . 0 30 23 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 17,939
Positions
986 6,702 0 818 0 0 11,193 8,057 252 716 627 0 3,974 2,301
Changes from: December 10, 2013 Total Change is: -2,014
-417 -4,248 -102 189 0 0 -293 3,431 -1,001 -1 -173 0 -389 79
Percent of Open Interest Represented by Each Category of Trader
5.5 37.4 0.0 4.6 0.0 0.0 62.4 44.9 1.4 4.0 3.5 0.0 22.2 12.8
Number of Traders in Each Category Total Traders: 48
. 6 0 4 0 0 16 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 89,782
Positions
16,430 47,097 11,797 7,886 4,113 237 26,328 3,421 10,875 4,453 1,803 1,677 10,099 8,762
Changes from: December 10, 2013 Total Change is: 2,646
647 -3,230 6,689 311 -21 -66 -6,425 -1,202 1,935 -611 -609 77 90 -929
Percent of Open Interest Represented by Each Category of Trader
18.3 52.5 13.1 8.8 4.6 0.3 29.3 3.8 12.1 5.0 2.0 1.9 11.2 9.8
Number of Traders in Each Category Total Traders: 110
20 11 18 11 . . 30 14 19 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 16,827
Positions
8,429 8,748 1,568 990 0 0 2,779 4,968 461 1,397 0 0 1,203 1,082
Changes from: December 10, 2013 Total Change is: 2,259
950 251 1,268 0 0 0 48 -202 420 0 0 0 -426 523
Percent of Open Interest Represented by Each Category of Trader
50.1 52.0 9.3 5.9 0.0 0.0 16.5 29.5 2.7 8.3 0.0 0.0 7.2 6.4
Number of Traders in Each Category Total Traders: 25
4 7 . . 0 0 7 . 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 145,909
Positions
22,597 83,292 13,862 13,792 8,226 473 61,579 11,387 6,349 6,980 4,474 2,486 17,791 15,360
Changes from: December 10, 2013 Total Change is: 772
35 -6,319 10,200 622 -42 -132 -13,265 -2,317 3,350 -1,537 -1,532 468 1,031 -2,903
Percent of Open Interest Represented by Each Category of Trader
15.5 57.1 9.5 9.5 5.6 0.3 42.2 7.8 4.4 4.8 3.1 1.7 12.2 10.5
Number of Traders in Each Category Total Traders: 108
18 13 16 10 . . 30 16 16 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,092,243
Positions
38,657 215,687 113,032 303,238 115,371 61,612 122,645 151,175 242,565 44,754 57,556 45,731 120,009 89,512
Changes from: December 10, 2013 Total Change is: 113,546
-4,885 2,191 72,019 -694 4,008 14,380 939 -10,748 29,214 5,212 1,697 8,451 -11,088 -7,665
Percent of Open Interest Represented by Each Category of Trader
3.5 19.7 10.3 27.8 10.6 5.6 11.2 13.8 22.2 4.1 5.3 4.2 11.0 8.2
Number of Traders in Each Category Total Traders: 631
38 39 53 111 58 79 119 99 122 92 74 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 270,606
Positions
24,635 66,784 22,823 62,454 25,812 3,028 16,270 36,838 51,935 18,064 7,484 12,940 58,457 42,961
Changes from: December 10, 2013 Total Change is: 28,346
5,291 1,516 15,747 556 -2,279 -318 -1,153 3,231 5,072 4,029 157 3,520 -4,398 1,700
Percent of Open Interest Represented by Each Category of Trader
9.1 24.7 8.4 23.1 9.5 1.1 6.0 13.6 19.2 6.7 2.8 4.8 21.6 15.9
Number of Traders in Each Category Total Traders: 110
7 14 9 16 10 11 18 22 35 16 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 4,108,187
Positions
177,852 852,255 343,305 1,232,282 476,157 264,559 661,011 700,824 824,010 167,245 284,157 130,163 307,760 232,756
Changes from: December 10, 2013 Total Change is: 426,001
-14,222 40,036 244,696 6,469 44,159 60,765 14,490 -65,867 116,683 2,027 3,815 28,542 -33,449 -46,827
Percent of Open Interest Represented by Each Category of Trader
4.3 20.7 8.4 30.0 11.6 6.4 16.1 17.1 20.1 4.1 6.9 3.2 7.5 5.7
Number of Traders in Each Category Total Traders: 604
39 38 50 104 56 75 113 100 117 82 71 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 112,997
Positions
3,049 55,778 3,152 59,869 36,202 2,318 27,797 6,657 2,593 964 2,951 0 13,255 3,347
Changes from: December 10, 2013 Total Change is: 5,780
-19 -1,435 3,067 2,940 809 677 -5,174 639 1,914 120 369 0 2,254 -261
Percent of Open Interest Represented by Each Category of Trader
2.7 49.4 2.8 53.0 32.0 2.1 24.6 5.9 2.3 0.9 2.6 0.0 11.7 3.0
Number of Traders in Each Category Total Traders: 96
4 14 6 37 9 17 17 9 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 107,523
Positions
6,166 69,023 7,310 38,011 3,559 6,508 31,636 5,799 7,151 2,360 1,521 1,404 6,976 5,247
Changes from: December 10, 2013 Total Change is: 18,533
-131 4,389 4,987 747 -9 5,506 2,292 970 4,284 306 -24 -239 779 -1,332
Percent of Open Interest Represented by Each Category of Trader
5.7 64.2 6.8 35.4 3.3 6.1 29.4 5.4 6.7 2.2 1.4 1.3 6.5 4.9
Number of Traders in Each Category Total Traders: 221
22 21 20 38 12 8 67 27 28 16 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 537,613
Positions
30,830 345,117 36,551 190,054 17,795 32,539 158,182 28,996 35,756 11,800 7,603 7,022 34,881 26,236
Changes from: December 10, 2013 Total Change is: 92,663
-653 21,947 24,937 3,736 -46 27,531 11,459 4,849 21,418 1,531 -122 -1,193 3,897 -6,658
Percent of Open Interest Represented by Each Category of Trader
5.7 64.2 6.8 35.4 3.3 6.1 29.4 5.4 6.7 2.2 1.4 1.3 6.5 4.9
Number of Traders in Each Category Total Traders: 221
22 21 20 38 12 8 67 27 28 16 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 370,671
Positions
39,218 114,497 50,881 155,523 92,599 12,531 61,514 62,629 12,531 9,007 6,671 2,180 27,285 16,152
Changes from: December 10, 2013 Total Change is: 15,310
-3,824 -3,567 12,529 2,148 712 -228 -3,217 1,223 1,502 40 659 1,536 4,823 943
Percent of Open Interest Represented by Each Category of Trader
10.6 30.9 13.7 42.0 25.0 3.4 16.6 16.9 3.4 2.4 1.8 0.6 7.4 4.4
Number of Traders in Each Category Total Traders: 245
16 20 13 55 34 22 50 43 25 15 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 71,148
Positions
5,509 41,065 0 32,861 261 470 16,463 15,619 1 5,615 5,313 0 10,229 8,419
Changes from: December 10, 2013 Total Change is: -13,354
-802 -5,265 -5,370 180 -202 3 1,476 3,320 -3,832 1,794 252 -1,551 -5,252 -709
Percent of Open Interest Represented by Each Category of Trader
7.7 57.7 0.0 46.2 0.4 0.7 23.1 22.0 0.0 7.9 7.5 0.0 14.4 11.8
Number of Traders in Each Category Total Traders: 89
7 8 0 20 . . 21 14 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 86,386
Positions
22,485 13,724 453 9,689 3,205 778 35,226 6,610 389 7,113 2,829 0 10,253 58,398
Changes from: December 10, 2013 Total Change is: -21,003
-3,326 3,954 -5,600 -749 2,005 103 3,050 -8,062 -5,081 -3,922 233 -594 -4,884 -7,961
Percent of Open Interest Represented by Each Category of Trader
26.0 15.9 0.5 11.2 3.7 0.9 40.8 7.7 0.5 8.2 3.3 0.0 11.9 67.6
Number of Traders in Each Category Total Traders: 84
17 8 . 8 . . 31 . 5 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 117,743
Positions
2,806 60,925 17,064 48,622 14,733 8,071 26,070 5,815 5,779 1,020 875 812 7,499 3,669
Changes from: December 10, 2013 Total Change is: 24,497
429 2,133 15,153 516 -1,901 5,003 -233 788 1,022 581 0 812 1,214 1,487
Percent of Open Interest Represented by Each Category of Trader
2.4 51.7 14.5 41.3 12.5 6.9 22.1 4.9 4.9 0.9 0.7 0.7 6.4 3.1
Number of Traders in Each Category Total Traders: 89
4 11 5 32 16 14 15 6 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 287,482
Positions
25,047 103,803 32,554 79,608 39,846 48,919 48,910 32,019 4,308 20,017 6,153 7,996 20,123 11,884
Changes from: December 10, 2013 Total Change is: 26,600
2,918 524 5,537 -6,641 1,568 10,974 2,906 -4,257 -2,129 548 1,362 7,443 5,044 5,578
Percent of Open Interest Represented by Each Category of Trader
8.7 36.1 11.3 27.7 13.9 17.0 17.0 11.1 1.5 7.0 2.1 2.8 7.0 4.1
Number of Traders in Each Category Total Traders: 181
20 21 10 47 22 28 26 17 18 22 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 790,456
Positions
5,258 66,567 36,627 313,701 128,573 117,379 64,013 137,252 77,652 24,372 28,579 10,965 140,490 186,863
Changes from: December 10, 2013 Total Change is: -4,778
-4,435 742 6,205 -2,970 -1,623 8,910 -9,629 -643 -2,024 -3,393 129 -136 2,692 -16,339
Percent of Open Interest Represented by Each Category of Trader
0.7 8.4 4.6 39.7 16.3 14.8 8.1 17.4 9.8 3.1 3.6 1.4 17.8 23.6
Number of Traders in Each Category Total Traders: 171
5 18 18 32 42 39 19 36 35 10 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 453,497
Positions
19,313 107,548 2,471 272,461 20,474 45,144 18,870 161,686 6,628 10,762 19,621 1,318 76,529 88,607
Changes from: December 10, 2013 Total Change is: -11,618
-2,241 -4,346 -610 -2,666 -411 618 1,870 1,960 -5,125 125 1,089 -1,289 -2,301 -3,505
Percent of Open Interest Represented by Each Category of Trader
4.3 23.7 0.5 60.1 4.5 10.0 4.2 35.7 1.5 2.4 4.3 0.3 16.9 19.5
Number of Traders in Each Category Total Traders: 83
. 10 7 34 6 21 . 19 14 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 844,496
Positions
77,331 49,762 25,962 236,205 241,624 56,524 184,585 215,628 67,986 61,605 56,182 26,735 107,563 104,093
Changes from: December 10, 2013 Total Change is: -73,516
-5,841 -5,512 -6,549 -4,471 10,065 -2,880 -28,429 -33,872 -26,693 7,442 -7,337 -2,619 -3,476 1,881
Percent of Open Interest Represented by Each Category of Trader
9.2 5.9 3.1 28.0 28.6 6.7 21.9 25.5 8.1 7.3 6.7 3.2 12.7 12.3
Number of Traders in Each Category Total Traders: 203
12 23 8 32 35 29 36 28 26 16 21 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 51,769
Positions
12,197 25,145 7,565 672 0 0 24,892 12,716 4,591 2 0 1,518 332 234
Changes from: December 10, 2013 Total Change is: 2,312
466 -1,627 1,379 0 0 0 183 2,395 220 0 0 15 49 -70
Percent of Open Interest Represented by Each Category of Trader
23.6 48.6 14.6 1.3 0.0 0.0 48.1 24.6 8.9 0.0 0.0 2.9 0.6 0.5
Number of Traders in Each Category Total Traders: 41
6 10 9 . 0 0 6 17 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 2,792,298
Positions
164,000 162,724 243,181 662,792 857,661 277,387 610,246 200,247 366,581 122,709 110,406 95,606 249,795 478,506
Changes from: December 10, 2013 Total Change is: -60,804
14,493 -47,624 10,928 -20,230 2,139 -28,101 -26,296 6,196 -8,310 -892 8,083 -1,786 -610 -2,329
Percent of Open Interest Represented by Each Category of Trader
5.9 5.8 8.7 23.7 30.7 9.9 21.9 7.2 13.1 4.4 4.0 3.4 8.9 17.1
Number of Traders in Each Category Total Traders: 320
20 35 46 32 71 64 63 54 82 15 30 16
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,996,570
Positions
145,428 163,407 60,402 700,034 558,895 195,291 368,807 349,050 166,305 131,045 135,586 30,598 198,660 337,035
Changes from: December 10, 2013 Total Change is: -51,159
10,831 -23,341 -19,320 -20,196 -34,253 11,091 -19,970 3,182 10,940 -5,003 -7,635 582 -20,115 7,596
Percent of Open Interest Represented by Each Category of Trader
7.3 8.2 3.0 35.1 28.0 9.8 18.5 17.5 8.3 6.6 6.8 1.5 10.0 16.9
Number of Traders in Each Category Total Traders: 237
14 25 26 30 48 43 38 46 49 15 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 292,003
Positions
113,742 78,873 80,673 763 392 943 24,376 26,970 35,624 285 9,448 10,565 25,032 48,515
Changes from: December 10, 2013 Total Change is: 16,307
8,465 7,358 6,069 0 0 0 -574 -1,137 2,431 -650 62 -1,295 1,861 2,819
Percent of Open Interest Represented by Each Category of Trader
39.0 27.0 27.6 0.3 0.1 0.3 8.3 9.2 12.2 0.1 3.2 3.6 8.6 16.6
Number of Traders in Each Category Total Traders: 62
16 17 22 . . . 12 6 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 is14,844,505
Positions
651,577 2,407,432 3,000,449 2,924,923 875,941 289,580 778,724 619,458 5,089,938 247,433 417,555 922,317 939,565 1,221,836
Changes from: December 10, 2013 Total Change is:-2,959,341
-177,753 -427,395 -655,742 83,703 149,863 -29,409 -65,178 14,056 -1,555,427 -77,753 -16,627 -441,459 -40,323 2,799
Percent of Open Interest Represented by Each Category of Trader
4.4 16.2 20.2 19.7 5.9 2.0 5.2 4.2 34.3 1.7 2.8 6.2 6.3 8.2
Number of Traders in Each Category Total Traders: 276
22 60 77 9 23 24 54 59 93 15 25 33
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 49,859
Positions
39,379 985 0 555 13,683 5,356 4,515 19,693 0 0 10,034 0 54 108
Changes from: December 10, 2013 Total Change is: -8,367
4,159 -82 -9,027 300 3,634 -3,680 -140 310 0 0 484 0 21 -6
Percent of Open Interest Represented by Each Category of Trader
79.0 2.0 0.0 1.1 27.4 10.7 9.1 39.5 0.0 0.0 20.1 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 43
7 . 0 . 11 . . 11 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 28,853
Positions
23,482 337 0 0 9,799 4,495 842 2,560 0 0 11,614 0 34 48
Changes from: December 10, 2013 Total Change is: -13,172
-4,368 -4,287 -8,608 0 -216 -129 106 257 -195 0 -5 0 22 11
Percent of Open Interest Represented by Each Category of Trader
81.4 1.2 0.0 0.0 34.0 15.6 2.9 8.9 0.0 0.0 40.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
7 . 0 0 10 . . 6 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 40,441
Positions
9,863 2,832 838 5,507 2,802 541 7,817 28,612 1,259 8,441 891 71 6,104 2,595
Changes from: December 10, 2013 Total Change is: -9,683
61 -7,712 -42 534 624 70 -9,129 -1,307 -1,074 -70 -462 1 -33 218
Percent of Open Interest Represented by Each Category of Trader
24.4 7.0 2.1 13.6 6.9 1.3 19.3 70.7 3.1 20.9 2.2 0.2 15.1 6.4
Number of Traders in Each Category Total Traders: 122
8 . . 10 5 . 20 25 7 44 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 378,966
Positions
77,248 22,128 47,210 51,120 22,640 18,435 38,557 139,768 64,435 26,345 7,886 33,483 22,133 22,981
Changes from: December 10, 2013 Total Change is: -8,376
-12,771 224 11,181 -8,149 -1,132 -5,393 -12,697 -9,943 13,673 21,211 -1,446 -13,484 -1,947 -2,056
Percent of Open Interest Represented by Each Category of Trader
20.4 5.8 12.5 13.5 6.0 4.9 10.2 36.9 17.0 7.0 2.1 8.8 5.8 6.1
Number of Traders in Each Category Total Traders: 167
21 12 23 9 11 9 28 49 46 10 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2013
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 8,993
Positions
51 1,566 440 2,788 0 385 4,291 4,180 988 0 1,429 0 50 5
Changes from: December 10, 2013 Total Change is: -122
-30 161 440 393 0 99 -518 -302 -492 0 -21 0 -14 -7
Percent of Open Interest Represented by Each Category of Trader
0.6 17.4 4.9 31.0 0.0 4.3 47.7 46.5 11.0 0.0 15.9 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 22
. . . 6 0 . 7 4 . 0 . 0
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Updated December 20, 2013