Traders in Financial Futures - Futures Only Positions as of January 14, 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 171,370
Positions
88,351 1,120 874 11,597 16,645 2,455 24,106 100,390 4,158 12,708 1,641 758 26,363 43,329
Changes from: January 7, 2014 Total Change is: 14,420
4,022 -82 355 -1,652 141 1,730 1,977 9,494 624 5,151 107 -49 2,262 2,100
Percent of Open Interest Represented by Each Category of Trader
51.6 0.7 0.5 6.8 9.7 1.4 14.1 58.6 2.4 7.4 1.0 0.4 15.4 25.3
Number of Traders in Each Category Total Traders: 92
11 4 . 4 8 . 17 32 8 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 42,791
Positions
6,950 13,735 720 900 1,231 0 16,851 11,175 309 1,721 2,830 0 15,340 12,791
Changes from: January 7, 2014 Total Change is: 704
3,328 -988 189 0 0 0 -1,330 2,441 4 140 -868 0 -1,627 -74
Percent of Open Interest Represented by Each Category of Trader
16.2 32.1 1.7 2.1 2.9 0.0 39.4 26.1 0.7 4.0 6.6 0.0 35.8 29.9
Number of Traders in Each Category Total Traders: 40
6 7 . . . 0 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 201,372
Positions
13,494 83,892 1,570 25,846 26,600 1,480 114,896 38,071 3,980 2,655 25,316 405 37,046 20,058
Changes from: January 7, 2014 Total Change is: 6,704
113 -1,140 74 717 443 101 7,299 5,620 -54 -26 1,577 149 -1,669 -66
Percent of Open Interest Represented by Each Category of Trader
6.7 41.7 0.8 12.8 13.2 0.7 57.1 18.9 2.0 1.3 12.6 0.2 18.4 10.0
Number of Traders in Each Category Total Traders: 108
. 12 6 10 15 6 41 15 9 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 218,324
Positions
106,752 13,499 1,547 22,313 20,072 4,298 38,923 115,649 3,713 24,942 9,472 582 15,254 49,492
Changes from: January 7, 2014 Total Change is: -11,832
-11,655 2,873 207 463 -330 -156 -1,677 -5,006 144 -536 -4,920 29 1,349 -4,673
Percent of Open Interest Represented by Each Category of Trader
48.9 6.2 0.7 10.2 9.2 2.0 17.8 53.0 1.7 11.4 4.3 0.3 7.0 22.7
Number of Traders in Each Category Total Traders: 136
12 9 . 8 20 5 17 55 10 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 243,434
Positions
49,071 27,267 2,149 40,852 65,786 5,069 80,190 46,508 5,343 17,294 29,608 486 42,980 61,218
Changes from: January 7, 2014 Total Change is: 4,864
5,089 2,977 -93 1,079 -1,516 184 -3,969 3,218 679 -814 -755 -196 2,905 366
Percent of Open Interest Represented by Each Category of Trader
20.2 11.2 0.9 16.8 27.0 2.1 32.9 19.1 2.2 7.1 12.2 0.2 17.7 25.1
Number of Traders in Each Category Total Traders: 185
16 15 10 16 27 14 35 38 14 15 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 112,341
Positions
73,712 4,652 299 769 4,402 168 9,116 58,655 2,197 8,121 10,006 13 17,946 31,949
Changes from: January 7, 2014 Total Change is: -9,780
-8,438 1,142 29 121 -1,038 -1 -4,266 -8,100 226 1,587 -653 0 962 -1,385
Percent of Open Interest Represented by Each Category of Trader
65.6 4.1 0.3 0.7 3.9 0.1 8.1 52.2 2.0 7.2 8.9 0.0 16.0 28.4
Number of Traders in Each Category Total Traders: 79
9 6 . . 7 . 12 30 5 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 39,207
Positions
16,957 25,493 7,195 2,194 0 0 5,278 598 3,183 1,650 0 2,184 566 554
Changes from: January 7, 2014 Total Change is: -1,121
178 -816 0 90 0 0 -1,589 -181 0 0 -155 0 200 31
Percent of Open Interest Represented by Each Category of Trader
43.2 65.0 18.4 5.6 0.0 0.0 13.5 1.5 8.1 4.2 0.0 5.6 1.4 1.4
Number of Traders in Each Category Total Traders: 21
5 10 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 112,998
Positions
28,513 59,364 499 40,108 591 0 23,678 41,507 3,240 9,908 5,511 1 7,051 2,285
Changes from: January 7, 2014 Total Change is: -4,010
1,457 1,320 -45 109 0 0 -5,557 -2,743 12 -355 -2,734 1 368 179
Percent of Open Interest Represented by Each Category of Trader
25.2 52.5 0.4 35.5 0.5 0.0 21.0 36.7 2.9 8.8 4.9 0.0 6.2 2.0
Number of Traders in Each Category Total Traders: 99
5 11 . 4 . 0 40 22 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 12,239
Positions
5,777 366 3,121 628 0 0 1,989 4,233 251 0 3,055 0 473 1,213
Changes from: January 7, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.2 3.0 25.5 5.1 0.0 0.0 16.3 34.6 2.1 0.0 25.0 0.0 3.9 9.9
Number of Traders in Each Category Total Traders: 21
5 . . . 0 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 22,870
Positions
941 11,743 0 1,205 0 0 15,626 8,082 202 884 729 0 4,012 2,114
Changes from: January 7, 2014 Total Change is: 2,831
-10 1,766 0 53 0 0 2,731 1,118 -80 157 -21 0 -20 48
Percent of Open Interest Represented by Each Category of Trader
4.1 51.3 0.0 5.3 0.0 0.0 68.3 35.3 0.9 3.9 3.2 0.0 17.5 9.2
Number of Traders in Each Category Total Traders: 61
. 10 0 4 0 0 22 13 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 66,166
Positions
16,161 45,225 249 6,726 4,033 562 28,382 5,412 330 4,519 1,812 6 9,232 8,538
Changes from: January 7, 2014 Total Change is: 2,422
-769 4,015 20 -79 10 77 2,387 -1,060 119 342 -105 -13 338 -642
Percent of Open Interest Represented by Each Category of Trader
24.4 68.4 0.4 10.2 6.1 0.8 42.9 8.2 0.5 6.8 2.7 0.0 14.0 12.9
Number of Traders in Each Category Total Traders: 102
18 13 . 10 . . 33 13 4 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 132,331
Positions
32,322 90,450 497 13,452 8,065 1,124 56,764 10,824 659 9,038 3,624 12 18,463 17,076
Changes from: January 7, 2014 Total Change is: 4,843
-1,537 8,030 39 -158 20 154 4,774 -2,120 238 683 -210 -25 675 -1,283
Percent of Open Interest Represented by Each Category of Trader
24.4 68.4 0.4 10.2 6.1 0.8 42.9 8.2 0.5 6.8 2.7 0.0 14.0 12.9
Number of Traders in Each Category Total Traders: 102
18 13 . 10 . . 33 13 4 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 719,529
Positions
49,071 236,829 13,769 325,455 102,003 35,793 107,764 167,540 32,692 49,741 57,809 5,554 99,690 67,539
Changes from: January 7, 2014 Total Change is: 19,884
2,289 -2,024 2,994 7,087 1,449 217 1,449 10,352 8,725 1,596 190 937 -5,410 -2,955
Percent of Open Interest Represented by Each Category of Trader
6.8 32.9 1.9 45.2 14.2 5.0 15.0 23.3 4.5 6.9 8.0 0.8 13.9 9.4
Number of Traders in Each Category Total Traders: 580
40 36 23 119 54 61 114 100 74 58 59 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 142,427
Positions
6,933 65,189 2,944 56,835 24,212 1,186 11,601 14,000 1,524 9,602 9,489 142 51,660 23,741
Changes from: January 7, 2014 Total Change is: 854
-687 -4,685 1,919 323 272 50 2,412 4,164 267 1,510 -481 0 -4,940 -652
Percent of Open Interest Represented by Each Category of Trader
4.9 45.8 2.1 39.9 17.0 0.8 8.1 9.8 1.1 6.7 6.7 0.1 36.3 16.7
Number of Traders in Each Category Total Traders: 79
5 9 . 15 8 8 16 15 8 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 2,885,511
Positions
233,338 880,848 31,476 1,349,206 395,064 166,929 543,684 830,570 92,972 213,376 254,283 14,379 240,151 218,990
Changes from: January 7, 2014 Total Change is: 95,148
17,925 16,348 2,331 33,899 5,962 755 30,753 66,508 6,722 3,500 6,425 1,614 -2,351 -11,517
Percent of Open Interest Represented by Each Category of Trader
8.1 30.5 1.1 46.8 13.7 5.8 18.8 28.8 3.2 7.4 8.8 0.5 8.3 7.6
Number of Traders in Each Category Total Traders: 561
41 34 20 113 49 56 114 98 60 55 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 104,261
Positions
2,922 56,828 32 58,466 32,474 2,123 28,773 6,280 840 543 2,943 0 10,562 2,741
Changes from: January 7, 2014 Total Change is: 3,181
32 3,539 -22 3,183 -366 -189 930 348 -123 -202 15 0 -428 -21
Percent of Open Interest Represented by Each Category of Trader
2.8 54.5 0.0 56.1 31.1 2.0 27.6 6.0 0.8 0.5 2.8 0.0 10.1 2.6
Number of Traders in Each Category Total Traders: 94
4 14 . 40 10 15 15 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 86,236
Positions
11,777 57,758 179 37,888 3,826 953 26,617 13,438 271 2,052 6,049 50 6,449 3,713
Changes from: January 7, 2014 Total Change is: -232
-1,503 -4,429 155 -397 142 -3 1,410 1,640 -259 373 1,944 -75 67 653
Percent of Open Interest Represented by Each Category of Trader
13.7 67.0 0.2 43.9 4.4 1.1 30.9 15.6 0.3 2.4 7.0 0.1 7.5 4.3
Number of Traders in Each Category Total Traders: 224
20 20 . 38 14 10 70 25 8 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 431,180
Positions
58,887 288,789 897 189,439 19,128 4,763 133,083 67,188 1,355 10,259 30,243 252 32,245 18,565
Changes from: January 7, 2014 Total Change is: -1,162
-7,516 -22,143 774 -1,984 711 -15 7,052 8,199 -1,297 1,864 9,722 -377 337 3,264
Percent of Open Interest Represented by Each Category of Trader
13.7 67.0 0.2 43.9 4.4 1.1 30.9 15.6 0.3 2.4 7.0 0.1 7.5 4.3
Number of Traders in Each Category Total Traders: 224
20 20 . 38 14 10 70 25 8 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 293,672
Positions
25,356 92,231 5,763 152,336 88,789 12,727 58,147 65,067 6,954 10,868 6,857 10 21,511 15,274
Changes from: January 7, 2014 Total Change is: -951
-4,385 -1,466 -487 6,158 362 -1,373 -345 -2,260 437 -160 1,173 0 -796 2,663
Percent of Open Interest Represented by Each Category of Trader
8.6 31.4 2.0 51.9 30.2 4.3 19.8 22.2 2.4 3.7 2.3 0.0 7.3 5.2
Number of Traders in Each Category Total Traders: 248
19 15 . 57 33 25 50 49 14 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 75,571
Positions
5,940 45,182 0 33,860 403 572 17,057 14,627 25 6,762 8,271 0 11,355 6,491
Changes from: January 7, 2014 Total Change is: -3,014
-425 -234 0 93 -29 113 -1,956 -1,811 -66 -225 1,185 0 -548 -2,172
Percent of Open Interest Represented by Each Category of Trader
7.9 59.8 0.0 44.8 0.5 0.8 22.6 19.4 0.0 8.9 10.9 0.0 15.0 8.6
Number of Traders in Each Category Total Traders: 87
8 8 0 22 . . 21 8 . 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 104,755
Positions
30,884 12,015 636 11,569 6,056 920 39,974 5,824 495 10,544 5,768 0 9,733 73,041
Changes from: January 7, 2014 Total Change is: -2,996
-82 -755 -427 -182 50 -24 -1,828 -3,912 269 1,964 -150 -25 -2,661 1,978
Percent of Open Interest Represented by Each Category of Trader
29.5 11.5 0.6 11.0 5.8 0.9 38.2 5.6 0.5 10.1 5.5 0.0 9.3 69.7
Number of Traders in Each Category Total Traders: 93
20 8 . 11 . . 30 5 5 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 94,751
Positions
2,508 60,590 3,406 49,652 15,217 3,408 23,903 4,649 3,925 1,000 907 0 6,949 2,649
Changes from: January 7, 2014 Total Change is: 2,017
270 986 1,134 1,368 401 -709 934 677 42 -319 0 0 -703 -514
Percent of Open Interest Represented by Each Category of Trader
2.6 63.9 3.6 52.4 16.1 3.6 25.2 4.9 4.1 1.1 1.0 0.0 7.3 2.8
Number of Traders in Each Category Total Traders: 87
5 9 . 34 13 13 14 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 243,235
Positions
15,720 102,296 2,834 89,259 43,248 46,804 52,445 37,394 1,865 20,167 3,751 321 13,820 4,722
Changes from: January 7, 2014 Total Change is: 2,371
-1,580 2,468 -21 -1,593 2,712 2,750 5,016 -1,363 214 -1,864 -3,248 -1 -550 -1,140
Percent of Open Interest Represented by Each Category of Trader
6.5 42.1 1.2 36.7 17.8 19.2 21.6 15.4 0.8 8.3 1.5 0.1 5.7 1.9
Number of Traders in Each Category Total Traders: 183
17 24 . 44 24 25 27 19 13 23 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 673,573
Positions
5,154 85,635 2,906 280,192 149,239 119,728 89,326 107,376 7,280 27,210 28,661 358 141,419 172,390
Changes from: January 7, 2014 Total Change is: 31,233
-880 23,576 1,015 -11,863 15,108 4,523 18,117 -13,455 -2,493 7,380 3,106 -1,527 16,961 1,380
Percent of Open Interest Represented by Each Category of Trader
0.8 12.7 0.4 41.6 22.2 17.8 13.3 15.9 1.1 4.0 4.3 0.1 21.0 25.6
Number of Traders in Each Category Total Traders: 168
4 19 4 36 37 41 24 32 12 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 465,441
Positions
22,437 99,054 43 272,782 21,822 60,194 22,903 169,037 1,541 9,513 23,684 1,630 74,398 88,436
Changes from: January 7, 2014 Total Change is: 8,651
3,124 -4,391 -552 -5,984 -2,396 6,279 2,359 7,283 206 -1,376 992 1,630 2,965 -400
Percent of Open Interest Represented by Each Category of Trader
4.8 21.3 0.0 58.6 4.7 12.9 4.9 36.3 0.3 2.0 5.1 0.4 16.0 19.0
Number of Traders in Each Category Total Traders: 82
. 9 . 33 6 21 5 17 6 4 5 .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 814,206
Positions
74,125 89,400 5,962 220,330 280,614 67,285 211,325 127,089 49,843 66,992 65,484 23,450 94,894 105,079
Changes from: January 7, 2014 Total Change is: 33,775
-13,380 17,754 3,738 -4,161 3,771 3,914 26,131 -24,979 17,277 3,141 9,214 226 -3,111 2,860
Percent of Open Interest Represented by Each Category of Trader
9.1 11.0 0.7 27.1 34.5 8.3 26.0 15.6 6.1 8.2 8.0 2.9 11.7 12.9
Number of Traders in Each Category Total Traders: 210
13 19 6 35 32 28 40 29 22 19 22 8
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Traders in Financial Futures - Futures Only Positions as of January 14, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 47,263
Positions
10,123 23,896 3,467 400 0 0 27,135 13,653 3,924 76 185 838 1,300 1,300
Changes from: January 7, 2014 Total Change is: 1,043
2,127 2,439 -824 400 0 0 632 626 -762 10 104 -576 36 36
Percent of Open Interest Represented by Each Category of Trader
21.4 50.6 7.3 0.8 0.0 0.0 57.4 28.9 8.3 0.2 0.4 1.8 2.8 2.8
Number of Traders in Each Category Total Traders: 40
5 12 8 . 0 0 7 13 7 . . .
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Traders in Financial Futures - Futures Only Positions as of January 14, 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 2,197,399
Positions
150,048 154,968 47,276 565,627 824,924 257,815 607,004 226,059 70,316 235,160 134,054 22,953 241,200 459,034
Changes from: January 7, 2014 Total Change is: -16,771
-21,405 -13,238 4,326 -18,430 3,339 17,903 4,832 -28,394 -18,306 -1,785 31,555 -1,078 17,172 -12,878
Percent of Open Interest Represented by Each Category of Trader
6.8 7.1 2.2 25.7 37.5 11.7 27.6 10.3 3.2 10.7 6.1 1.0 11.0 20.9
Number of Traders in Each Category Total Traders: 331
19 38 13 38 70 57 51 60 47 18 37 5
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Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,950,844
Positions
136,689 164,414 24,383 621,339 699,923 202,786 606,976 264,549 20,169 126,045 173,183 10,963 201,494 390,474
Changes from: January 7, 2014 Total Change is: 54,534
-17,514 -24,021 4,505 -30,638 28,104 23,280 87,244 -15,373 -5,015 -18,698 21,861 -2,394 13,764 23,587
Percent of Open Interest Represented by Each Category of Trader
7.0 8.4 1.2 31.8 35.9 10.4 31.1 13.6 1.0 6.5 8.9 0.6 10.3 20.0
Number of Traders in Each Category Total Traders: 252
12 29 8 26 57 40 34 51 29 12 30 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 278,861
Positions
107,543 73,896 77,585 725 100 943 24,237 30,214 29,439 0 11,965 7,023 31,366 47,696
Changes from: January 7, 2014 Total Change is: 771
3,368 4,377 -2,165 73 100 0 777 -2,813 -147 0 768 -1,189 54 1,840
Percent of Open Interest Represented by Each Category of Trader
38.6 26.5 27.8 0.3 0.0 0.3 8.7 10.8 10.6 0.0 4.3 2.5 11.2 17.1
Number of Traders in Each Category Total Traders: 58
18 17 21 . . . 7 7 10 0 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 is10,090,118
Positions
998,160 2,024,859 2,163,554 2,876,725 1,185,821 203,811 666,241 683,799 1,844,378 249,024 509,452 315,913 772,312 1,158,531
Changes from: January 7, 2014 Total Change is: -107,347
139,809 -81,385 -35,238 -100,340 57,986 -4,549 10,960 31,001 -131,767 -32,622 -11,710 18,647 27,753 49,668
Percent of Open Interest Represented by Each Category of Trader
9.9 20.1 21.4 28.5 11.8 2.0 6.6 6.8 18.3 2.5 5.0 3.1 7.7 11.5
Number of Traders in Each Category Total Traders: 251
33 41 69 11 17 19 41 59 79 16 25 27
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Traders in Financial Futures - Futures Only Positions as of January 14, 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 54,544
Positions
44,668 1,081 0 2,690 13,597 5,356 1,222 18,701 0 600 15,672 0 8 137
Changes from: January 7, 2014 Total Change is: 762
1,009 114 0 500 114 0 -413 614 0 -300 -83 0 -34 3
Percent of Open Interest Represented by Each Category of Trader
81.9 2.0 0.0 4.9 24.9 9.8 2.2 34.3 0.0 1.1 28.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 49
8 4 0 . 12 . . 11 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 32,363
Positions
27,540 1,634 20 2,652 9,992 1,762 370 2,551 0 0 16,344 0 19 60
Changes from: January 7, 2014 Total Change is: 541
159 -301 20 74 730 -74 370 -500 0 0 677 0 -8 -11
Percent of Open Interest Represented by Each Category of Trader
85.1 5.0 0.1 8.2 30.9 5.4 1.1 7.9 0.0 0.0 50.5 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . . . 9 . . 6 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 42,927
Positions
9,949 7,970 819 6,150 1,116 550 8,030 29,134 948 9,120 367 0 7,361 2,023
Changes from: January 7, 2014 Total Change is: -3,715
370 3,087 0 319 -1,831 -2 885 -5,077 23 -4,094 153 0 -1,216 -68
Percent of Open Interest Represented by Each Category of Trader
23.2 18.6 1.9 14.3 2.6 1.3 18.7 67.9 2.2 21.2 0.9 0.0 17.1 4.7
Number of Traders in Each Category Total Traders: 131
7 . . 9 4 . 23 25 8 58 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 397,328
Positions
95,883 27,541 37,069 52,556 26,844 20,275 65,869 157,286 47,071 8,926 8,080 48,556 21,123 24,606
Changes from: January 7, 2014 Total Change is: 37,660
12,824 -332 4,485 4,483 1,812 1,132 2,598 17,437 -453 -2,252 -771 13,013 1,830 1,337
Percent of Open Interest Represented by Each Category of Trader
24.1 6.9 9.3 13.2 6.8 5.1 16.6 39.6 11.8 2.2 2.0 12.2 5.3 6.2
Number of Traders in Each Category Total Traders: 188
24 8 23 10 14 11 36 47 43 13 21 27
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Updated January 17, 2014