Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,950
Positions
84,329 1,202 519 13,249 16,504 725 22,129 90,896 3,534 7,557 1,534 807 24,101 41,229
Changes from: December 31, 2013 Total Change is: 7,913
558 -414 -10 73 -98 103 4,083 5,612 204 684 -847 228 1,990 3,135
Percent of Open Interest Represented by Each Category of Trader
53.7 0.8 0.3 8.4 10.5 0.5 14.1 57.9 2.3 4.8 1.0 0.5 15.4 26.3
Number of Traders in Each Category Total Traders: 87
10 4 . 4 8 . 16 32 6 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,087
Positions
3,622 14,723 531 900 1,231 0 18,181 8,734 305 1,581 3,698 0 16,967 12,865
Changes from: December 31, 2013 Total Change is: -9,052
318 -7,364 211 0 0 0 -7,694 -1,185 -36 949 -594 0 -2,800 -84
Percent of Open Interest Represented by Each Category of Trader
8.6 35.0 1.3 2.1 2.9 0.0 43.2 20.8 0.7 3.8 8.8 0.0 40.3 30.6
Number of Traders in Each Category Total Traders: 36
4 8 . . . 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 194,668
Positions
13,381 85,032 1,496 25,129 26,157 1,379 107,597 32,451 4,034 2,681 23,739 256 38,715 20,124
Changes from: December 31, 2013 Total Change is: -12,218
251 -11,310 355 -1,067 176 60 -10,206 -2,232 961 -138 -2,003 205 -2,639 1,570
Percent of Open Interest Represented by Each Category of Trader
6.9 43.7 0.8 12.9 13.4 0.7 55.3 16.7 2.1 1.4 12.2 0.1 19.9 10.3
Number of Traders in Each Category Total Traders: 100
. 11 5 9 13 5 42 12 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 230,156
Positions
118,407 10,626 1,340 21,850 20,402 4,454 40,600 120,655 3,569 25,478 14,392 553 13,905 54,165
Changes from: December 31, 2013 Total Change is: -2,069
-3,385 4,134 1,175 -745 -705 262 -1,604 -6,188 808 -700 -2,965 315 1,805 1,095
Percent of Open Interest Represented by Each Category of Trader
51.4 4.6 0.6 9.5 8.9 1.9 17.6 52.4 1.6 11.1 6.3 0.2 6.0 23.5
Number of Traders in Each Category Total Traders: 142
13 8 . 8 20 6 19 57 7 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 238,570
Positions
43,982 24,290 2,242 39,773 67,302 4,885 84,159 43,290 4,664 18,108 30,363 682 40,075 60,852
Changes from: December 31, 2013 Total Change is: -3,501
16,055 -6,499 386 -1,420 -1,652 -314 -12,398 1,089 -187 1,156 -162 233 -7,012 3,605
Percent of Open Interest Represented by Each Category of Trader
18.4 10.2 0.9 16.7 28.2 2.0 35.3 18.1 2.0 7.6 12.7 0.3 16.8 25.5
Number of Traders in Each Category Total Traders: 179
15 16 9 13 26 12 34 37 14 14 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,121
Positions
82,150 3,510 270 648 5,440 169 13,382 66,755 1,971 6,534 10,659 13 16,984 33,334
Changes from: December 31, 2013 Total Change is: 2,050
1,421 1,436 193 -7 -840 4 -1,215 -173 1,012 346 432 4 292 -18
Percent of Open Interest Represented by Each Category of Trader
67.3 2.9 0.2 0.5 4.5 0.1 11.0 54.7 1.6 5.4 8.7 0.0 13.9 27.3
Number of Traders in Each Category Total Traders: 85
9 5 4 . 9 . 15 33 4 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,328
Positions
16,779 26,309 7,195 2,104 0 0 6,867 779 3,183 1,650 155 2,184 366 523
Changes from: December 31, 2013 Total Change is: 120
0 0 0 0 0 0 29 156 0 0 -18 0 91 -18
Percent of Open Interest Represented by Each Category of Trader
41.6 65.2 17.8 5.2 0.0 0.0 17.0 1.9 7.9 4.1 0.4 5.4 0.9 1.3
Number of Traders in Each Category Total Traders: 21
4 10 9 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,008
Positions
27,056 58,044 544 39,999 591 0 29,235 44,250 3,228 10,263 8,245 0 6,683 2,106
Changes from: December 31, 2013 Total Change is: 205
-414 -255 69 516 0 0 733 -2,235 4 -112 2,628 0 -591 -6
Percent of Open Interest Represented by Each Category of Trader
23.1 49.6 0.5 34.2 0.5 0.0 25.0 37.8 2.8 8.8 7.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 103
4 12 . 4 . 0 42 23 5 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 20,039
Positions
951 9,977 0 1,152 0 0 12,895 6,964 282 727 750 0 4,032 2,066
Changes from: December 31, 2013 Total Change is: 1,291
10 2,063 0 2 0 0 813 -1,161 0 9 128 0 457 261
Percent of Open Interest Represented by Each Category of Trader
4.7 49.8 0.0 5.7 0.0 0.0 64.3 34.8 1.4 3.6 3.7 0.0 20.1 10.3
Number of Traders in Each Category Total Traders: 54
. 9 0 4 0 0 20 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,744
Positions
16,930 41,210 229 6,805 4,023 485 25,995 6,472 211 4,178 1,917 19 8,894 9,180
Changes from: December 31, 2013 Total Change is: 3,936
522 2,638 52 -344 24 156 3,013 -225 -16 154 -183 2 397 1,488
Percent of Open Interest Represented by Each Category of Trader
26.6 64.6 0.4 10.7 6.3 0.8 40.8 10.2 0.3 6.6 3.0 0.0 14.0 14.4
Number of Traders in Each Category Total Traders: 101
19 12 . 10 . 4 32 12 . 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 127,488
Positions
33,859 82,420 458 13,610 8,045 970 51,990 12,944 421 8,355 3,834 37 17,788 18,359
Changes from: December 31, 2013 Total Change is: 7,871
1,044 5,275 104 -688 47 311 6,025 -449 -31 308 -365 4 794 2,975
Percent of Open Interest Represented by Each Category of Trader
26.6 64.6 0.4 10.7 6.3 0.8 40.8 10.2 0.3 6.6 3.0 0.0 14.0 14.4
Number of Traders in Each Category Total Traders: 101
19 12 . 10 . 4 32 12 . 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 699,646
Positions
46,782 238,853 10,775 318,368 100,555 35,577 106,315 157,188 23,967 48,145 57,619 4,618 105,100 70,494
Changes from: December 31, 2013 Total Change is: -786
-1,570 9,792 -1,547 1,406 642 -118 -2,493 -4,523 2,968 1,840 -4,316 -1,516 244 -2,167
Percent of Open Interest Represented by Each Category of Trader
6.7 34.1 1.5 45.5 14.4 5.1 15.2 22.5 3.4 6.9 8.2 0.7 15.0 10.1
Number of Traders in Each Category Total Traders: 556
43 33 21 117 53 62 108 92 68 54 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 141,573
Positions
7,620 69,874 1,025 56,512 23,940 1,136 9,189 9,836 1,257 8,092 9,970 142 56,600 24,393
Changes from: December 31, 2013 Total Change is: -986
-2,298 -3,115 580 -110 279 42 1,160 1,224 535 338 -2,158 -297 -936 1,924
Percent of Open Interest Represented by Each Category of Trader
5.4 49.4 0.7 39.9 16.9 0.8 6.5 6.9 0.9 5.7 7.0 0.1 40.0 17.2
Number of Traders in Each Category Total Traders: 77
5 10 . 16 8 8 13 15 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,790,363
Positions
215,413 864,500 29,145 1,315,307 389,102 166,174 512,931 764,062 86,250 209,876 247,858 12,765 242,502 230,507
Changes from: December 31, 2013 Total Change is: 999
-11,266 49,628 4,273 5,730 -35 1,049 -6,348 -16,821 247 6,963 -11,340 -5,548 5,899 -20,454
Percent of Open Interest Represented by Each Category of Trader
7.7 31.0 1.0 47.1 13.9 6.0 18.4 27.4 3.1 7.5 8.9 0.5 8.7 8.3
Number of Traders in Each Category Total Traders: 538
42 33 19 111 48 57 107 92 58 52 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 101,080
Positions
2,890 53,289 54 55,283 32,840 2,312 27,843 5,932 963 745 2,928 0 10,990 2,762
Changes from: December 31, 2013 Total Change is: 668
8 1,127 -2 19 576 53 405 -463 68 -135 -8 0 252 -683
Percent of Open Interest Represented by Each Category of Trader
2.9 52.7 0.1 54.7 32.5 2.3 27.5 5.9 1.0 0.7 2.9 0.0 10.9 2.7
Number of Traders in Each Category Total Traders: 91
4 12 . 38 10 15 16 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,468
Positions
13,281 62,186 25 38,285 3,683 956 25,206 11,798 530 1,679 4,104 126 6,382 3,060
Changes from: December 31, 2013 Total Change is: 2,541
608 -5,785 -99 -226 148 33 960 5,718 441 42 2,309 116 667 -339
Percent of Open Interest Represented by Each Category of Trader
15.4 71.9 0.0 44.3 4.3 1.1 29.2 13.6 0.6 1.9 4.7 0.1 7.4 3.5
Number of Traders in Each Category Total Traders: 210
18 18 . 35 14 8 73 26 9 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 432,342
Positions
66,403 310,932 123 191,423 18,417 4,778 126,031 58,989 2,652 8,395 20,521 629 31,908 15,301
Changes from: December 31, 2013 Total Change is: 12,705
3,039 -28,924 -496 -1,129 740 165 4,800 28,589 2,203 209 11,544 580 3,334 -1,696
Percent of Open Interest Represented by Each Category of Trader
15.4 71.9 0.0 44.3 4.3 1.1 29.2 13.6 0.6 1.9 4.7 0.1 7.4 3.5
Number of Traders in Each Category Total Traders: 210
18 18 . 35 14 8 73 26 9 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 294,623
Positions
29,741 93,697 6,250 146,178 88,427 14,100 58,492 67,327 6,517 11,028 5,684 10 22,307 12,611
Changes from: December 31, 2013 Total Change is: -1,810
4,373 628 -183 -2,962 1,055 -7 -4,902 -3,382 83 582 -329 3 1,203 322
Percent of Open Interest Represented by Each Category of Trader
10.1 31.8 2.1 49.6 30.0 4.8 19.9 22.9 2.2 3.7 1.9 0.0 7.6 4.3
Number of Traders in Each Category Total Traders: 249
22 16 . 55 33 24 51 46 14 17 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,585
Positions
6,365 45,416 0 33,767 432 459 19,013 16,438 91 6,987 7,086 0 11,903 8,663
Changes from: December 31, 2013 Total Change is: 2,880
-76 478 0 -104 0 2 2,183 1,478 91 -33 -452 0 817 1,283
Percent of Open Interest Represented by Each Category of Trader
8.1 57.8 0.0 43.0 0.5 0.6 24.2 20.9 0.1 8.9 9.0 0.0 15.1 11.0
Number of Traders in Each Category Total Traders: 87
7 8 0 21 . . 21 11 . 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 107,751
Positions
30,966 12,770 1,063 11,751 6,006 944 41,802 9,736 226 8,580 5,918 25 12,394 71,063
Changes from: December 31, 2013 Total Change is: 1,463
961 1,241 393 71 -199 19 -1,333 763 -23 -87 -839 25 1,437 83
Percent of Open Interest Represented by Each Category of Trader
28.7 11.9 1.0 10.9 5.6 0.9 38.8 9.0 0.2 8.0 5.5 0.0 11.5 66.0
Number of Traders in Each Category Total Traders: 91
21 7 4 10 . . 31 6 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 92,734
Positions
2,238 59,604 2,272 48,284 14,816 4,117 22,969 3,972 3,883 1,319 907 0 7,652 3,163
Changes from: December 31, 2013 Total Change is: 2,379
-68 1,012 80 -356 2,207 154 1,210 -915 1 344 21 0 1,014 -181
Percent of Open Interest Represented by Each Category of Trader
2.4 64.3 2.5 52.1 16.0 4.4 24.8 4.3 4.2 1.4 1.0 0.0 8.3 3.4
Number of Traders in Each Category Total Traders: 84
4 9 . 32 12 13 15 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 240,864
Positions
17,300 99,828 2,855 90,852 40,536 44,054 47,429 38,757 1,651 22,031 6,999 322 14,370 5,862
Changes from: December 31, 2013 Total Change is: 2,231
1,608 2,583 31 1,323 2,407 -2,881 784 346 123 1,301 -690 -311 253 623
Percent of Open Interest Represented by Each Category of Trader
7.2 41.4 1.2 37.7 16.8 18.3 19.7 16.1 0.7 9.1 2.9 0.1 6.0 2.4
Number of Traders in Each Category Total Traders: 187
16 25 . 49 22 26 27 19 12 24 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 642,340
Positions
6,034 62,059 1,891 292,055 134,131 115,205 71,209 120,831 9,773 19,830 25,555 1,885 124,458 171,010
Changes from: December 31, 2013 Total Change is: -5,719
-1,252 -643 -152 -12,071 6,234 -3,700 2,854 -6,666 -554 -5,206 1,287 -424 14,786 -1,101
Percent of Open Interest Represented by Each Category of Trader
0.9 9.7 0.3 45.5 20.9 17.9 11.1 18.8 1.5 3.1 4.0 0.3 19.4 26.6
Number of Traders in Each Category Total Traders: 155
5 12 4 34 35 37 21 34 13 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 456,790
Positions
19,313 103,445 595 278,766 24,218 53,915 20,544 161,754 1,335 10,889 22,692 0 71,433 88,836
Changes from: December 31, 2013 Total Change is: 4,636
0 -3,546 -20 -102 140 6,942 63 476 -194 -109 2,277 -10 -1,934 -1,429
Percent of Open Interest Represented by Each Category of Trader
4.2 22.6 0.1 61.0 5.3 11.8 4.5 35.4 0.3 2.4 5.0 0.0 15.6 19.4
Number of Traders in Each Category Total Traders: 84
. 10 4 33 7 21 4 19 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 780,431
Positions
87,505 71,646 2,224 224,491 276,843 63,371 185,194 152,068 32,566 63,851 56,270 23,224 98,005 102,219
Changes from: December 31, 2013 Total Change is: 19,629
-12,037 30,552 -12,969 -3,868 25,974 7,986 38,747 -41,172 2,783 -1,874 4,355 137 724 1,983
Percent of Open Interest Represented by Each Category of Trader
11.2 9.2 0.3 28.8 35.5 8.1 23.7 19.5 4.2 8.2 7.2 3.0 12.6 13.1
Number of Traders in Each Category Total Traders: 202
15 18 6 36 33 29 37 26 25 16 20 5
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 46,220
Positions
7,996 21,457 4,291 0 0 0 26,503 13,027 4,686 66 81 1,414 1,264 1,264
Changes from: December 31, 2013 Total Change is: -10,630
-6,645 -2,908 -3,482 -297 0 0 -276 -4,339 295 64 81 -81 -208 -196
Percent of Open Interest Represented by Each Category of Trader
17.3 46.4 9.3 0.0 0.0 0.0 57.3 28.2 10.1 0.1 0.2 3.1 2.7 2.7
Number of Traders in Each Category Total Traders: 39
8 9 9 0 0 0 7 12 9 . . .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,214,170
Positions
171,453 168,206 42,950 584,057 821,585 239,912 602,172 254,453 88,622 236,945 102,499 24,031 224,028 471,912
Changes from: December 31, 2013 Total Change is: 2,781
-10,999 28,900 -2,627 -39,457 -35,152 8,510 33,624 -3,001 -4,352 16,454 4,475 -6,797 8,425 12,825
Percent of Open Interest Represented by Each Category of Trader
7.7 7.6 1.9 26.4 37.1 10.8 27.2 11.5 4.0 10.7 4.6 1.1 10.1 21.3
Number of Traders in Each Category Total Traders: 315
17 34 10 35 66 54 49 63 40 18 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,896,310
Positions
154,203 188,435 19,878 651,977 671,819 179,506 519,732 279,922 25,184 144,743 151,322 13,357 187,730 366,887
Changes from: December 31, 2013 Total Change is: 22,852
-3,708 15,741 -9,013 -36,133 29,731 -5,288 47,987 -22,047 1,637 7,179 643 1,628 18,563 9,820
Percent of Open Interest Represented by Each Category of Trader
8.1 9.9 1.0 34.4 35.4 9.5 27.4 14.8 1.3 7.6 8.0 0.7 9.9 19.3
Number of Traders in Each Category Total Traders: 257
16 25 4 31 55 41 36 53 24 14 26 .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 278,090
Positions
104,175 69,519 79,750 652 0 943 23,460 33,027 29,586 0 11,197 8,212 31,312 45,856
Changes from: December 31, 2013 Total Change is: -27,001
-16,979 -11,090 -6,418 0 0 0 -2,793 -3,514 -4,171 0 42 -769 4,129 -1,081
Percent of Open Interest Represented by Each Category of Trader
37.5 25.0 28.7 0.2 0.0 0.3 8.4 11.9 10.6 0.0 4.0 3.0 11.3 16.5
Number of Traders in Each Category Total Traders: 54
19 14 22 . 0 . 5 7 8 0 6 .
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,197,465
Positions
858,351 2,106,244 2,198,792 2,977,065 1,127,835 208,360 655,281 652,798 1,976,145 281,646 521,162 297,266 744,559 1,108,863
Changes from: December 31, 2013 Total Change is: 42,855
131,991 -24,365 35,394 -83,886 54,085 4,236 -21,736 -43,447 -15,026 21,362 7,505 25,686 -55,166 -1,213
Percent of Open Interest Represented by Each Category of Trader
8.4 20.7 21.6 29.2 11.1 2.0 6.4 6.4 19.4 2.8 5.1 2.9 7.3 10.9
Number of Traders in Each Category Total Traders: 250
32 40 68 11 15 19 44 58 80 13 24 28
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,782
Positions
43,659 967 0 2,190 13,483 5,356 1,635 18,087 0 900 15,755 0 42 134
Changes from: December 31, 2013 Total Change is: 1,892
1,950 -125 0 500 442 0 -551 82 0 0 1,489 0 -7 4
Percent of Open Interest Represented by Each Category of Trader
81.2 1.8 0.0 4.1 25.1 10.0 3.0 33.6 0.0 1.7 29.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 49
8 . 0 . 12 . . 11 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,822
Positions
27,381 1,935 0 2,578 9,262 1,836 0 3,051 0 0 15,667 0 27 71
Changes from: December 31, 2013 Total Change is: -2,179
-1,935 1,765 0 2,578 -1,457 -2,657 -187 242 0 0 -74 0 22 2
Percent of Open Interest Represented by Each Category of Trader
86.0 6.1 0.0 8.1 29.1 5.8 0.0 9.6 0.0 0.0 49.2 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 35
6 . 0 . 9 . 0 9 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,642
Positions
9,579 4,883 819 5,831 2,947 552 7,145 34,211 925 13,214 214 0 8,577 2,091
Changes from: December 31, 2013 Total Change is: 2,998
16 2,365 0 -101 -1,066 88 -771 3,623 -33 1,670 -1,589 0 2,129 -390
Percent of Open Interest Represented by Each Category of Trader
20.5 10.5 1.8 12.5 6.3 1.2 15.3 73.3 2.0 28.3 0.5 0.0 18.4 4.5
Number of Traders in Each Category Total Traders: 133
7 . . 10 5 . 25 24 8 59 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 359,668
Positions
83,059 27,873 32,584 48,073 25,032 19,143 63,271 139,849 47,524 11,178 8,851 35,543 19,293 23,269
Changes from: December 31, 2013 Total Change is: 9,972
9,240 -360 -3,045 -3,452 504 2,382 6,015 8,046 2,459 -1,441 1,843 -2,215 29 358
Percent of Open Interest Represented by Each Category of Trader
23.1 7.7 9.1 13.4 7.0 5.3 17.6 38.9 13.2 3.1 2.5 9.9 5.4 6.5
Number of Traders in Each Category Total Traders: 167
22 8 22 9 15 10 34 38 37 15 15 20
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Updated January 10, 2014