Traders in Financial Futures - Futures Only Positions as of January 21, 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 169,456
Positions
94,419 989 807 12,780 16,071 731 18,822 98,742 4,459 11,336 2,078 946 25,156 44,633
Changes from: January 14, 2014 Total Change is: -1,914
6,068 -131 -67 1,183 -574 -1,724 -5,284 -1,648 301 -1,372 437 188 -1,207 1,304
Percent of Open Interest Represented by Each Category of Trader
55.7 0.6 0.5 7.5 9.5 0.4 11.1 58.3 2.6 6.7 1.2 0.6 14.8 26.3
Number of Traders in Each Category Total Traders: 91
12 4 5 4 7 . 12 34 9 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 42,110
Positions
10,887 12,918 1,021 900 1,231 0 16,295 9,472 313 632 2,830 0 12,062 14,325
Changes from: January 14, 2014 Total Change is: -681
3,937 -817 301 0 0 0 -556 -1,703 4 -1,089 0 0 -3,278 1,534
Percent of Open Interest Represented by Each Category of Trader
25.9 30.7 2.4 2.1 2.9 0.0 38.7 22.5 0.7 1.5 6.7 0.0 28.6 34.0
Number of Traders in Each Category Total Traders: 39
7 7 . . . 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 208,112
Positions
13,575 85,598 930 26,800 27,165 1,486 120,986 41,278 3,512 2,775 25,194 310 37,738 22,639
Changes from: January 14, 2014 Total Change is: 6,740
81 1,706 -640 954 565 6 6,090 3,207 -468 120 -122 -95 692 2,581
Percent of Open Interest Represented by Each Category of Trader
6.5 41.1 0.4 12.9 13.1 0.7 58.1 19.8 1.7 1.3 12.1 0.1 18.1 10.9
Number of Traders in Each Category Total Traders: 112
. 12 6 10 16 7 41 18 8 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 217,548
Positions
103,982 17,221 827 23,410 19,625 3,749 41,767 111,587 3,051 25,013 12,928 462 15,287 48,098
Changes from: January 14, 2014 Total Change is: -776
-2,770 3,722 -720 1,097 -447 -549 2,844 -4,062 -662 71 3,456 -120 33 -1,394
Percent of Open Interest Represented by Each Category of Trader
47.8 7.9 0.4 10.8 9.0 1.7 19.2 51.3 1.4 11.5 5.9 0.2 7.0 22.1
Number of Traders in Each Category Total Traders: 138
11 10 . 9 19 7 18 54 7 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 255,300
Positions
69,496 24,677 1,438 40,479 65,616 5,008 74,804 51,479 5,910 18,862 30,580 562 38,741 70,030
Changes from: January 14, 2014 Total Change is: 11,866
20,425 -2,590 -711 -373 -170 -61 -5,386 4,971 567 1,568 972 76 -4,239 8,812
Percent of Open Interest Represented by Each Category of Trader
27.2 9.7 0.6 15.9 25.7 2.0 29.3 20.2 2.3 7.4 12.0 0.2 15.2 27.4
Number of Traders in Each Category Total Traders: 182
18 14 8 14 26 13 29 41 20 13 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 137,503
Positions
96,015 4,731 728 612 5,270 185 14,433 78,250 1,018 7,567 7,261 84 16,861 39,976
Changes from: January 14, 2014 Total Change is: 25,162
22,303 79 429 -157 868 17 5,317 19,595 -1,179 -554 -2,745 71 -1,085 8,027
Percent of Open Interest Represented by Each Category of Trader
69.8 3.4 0.5 0.4 3.8 0.1 10.5 56.9 0.7 5.5 5.3 0.1 12.3 29.1
Number of Traders in Each Category Total Traders: 86
12 6 4 . 9 4 14 31 4 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 38,414
Positions
18,658 25,107 7,195 2,201 0 0 2,859 131 3,184 1,650 0 2,184 483 613
Changes from: January 14, 2014 Total Change is: -793
1,701 -386 0 7 0 0 -2,419 -467 1 0 0 0 -83 59
Percent of Open Interest Represented by Each Category of Trader
48.6 65.4 18.7 5.7 0.0 0.0 7.4 0.3 8.3 4.3 0.0 5.7 1.3 1.6
Number of Traders in Each Category Total Traders: 22
7 8 9 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 121,142
Positions
36,379 55,385 615 41,554 788 0 18,748 49,764 4,605 13,340 4,710 0 5,901 5,275
Changes from: January 14, 2014 Total Change is: 8,144
7,866 -3,979 116 1,446 197 0 -4,930 8,257 1,365 3,432 -801 -1 -1,150 2,990
Percent of Open Interest Represented by Each Category of Trader
30.0 45.7 0.5 34.3 0.7 0.0 15.5 41.1 3.8 11.0 3.9 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 107
7 10 . 4 . 0 29 35 7 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 12,349
Positions
5,824 366 3,129 663 0 0 1,877 4,206 330 0 3,055 0 526 1,263
Changes from: January 14, 2014 Total Change is: 110
47 0 8 35 0 0 -112 -27 79 0 0 0 53 50
Percent of Open Interest Represented by Each Category of Trader
47.2 3.0 25.3 5.4 0.0 0.0 15.2 34.1 2.7 0.0 24.7 0.0 4.3 10.2
Number of Traders in Each Category Total Traders: 23
6 . . . 0 0 . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 22,817
Positions
941 10,891 0 1,242 209 0 15,311 8,311 562 1,094 709 0 3,667 2,135
Changes from: January 14, 2014 Total Change is: -53
0 -852 0 37 209 0 -315 229 360 210 -20 0 -345 21
Percent of Open Interest Represented by Each Category of Trader
4.1 47.7 0.0 5.4 0.9 0.0 67.1 36.4 2.5 4.8 3.1 0.0 16.1 9.4
Number of Traders in Each Category Total Traders: 66
. 11 0 4 . 0 22 16 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 66,296
Positions
16,313 45,836 176 7,166 4,074 458 28,566 5,390 165 4,280 1,959 6 9,167 8,234
Changes from: January 14, 2014 Total Change is: 131
152 611 -73 440 41 -104 184 -23 -165 -239 147 0 -65 -305
Percent of Open Interest Represented by Each Category of Trader
24.6 69.1 0.3 10.8 6.1 0.7 43.1 8.1 0.2 6.5 3.0 0.0 13.8 12.4
Number of Traders in Each Category Total Traders: 95
17 13 . 10 . 4 25 15 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 132,592
Positions
32,626 91,672 351 14,332 8,147 916 57,131 10,779 330 8,560 3,918 12 18,334 16,467
Changes from: January 14, 2014 Total Change is: 261
304 1,222 -146 880 82 -208 367 -45 -329 -478 294 0 -129 -609
Percent of Open Interest Represented by Each Category of Trader
24.6 69.1 0.3 10.8 6.1 0.7 43.1 8.1 0.2 6.5 3.0 0.0 13.8 12.4
Number of Traders in Each Category Total Traders: 95
17 13 . 10 . 4 25 15 5 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 722,076
Positions
48,051 233,154 25,433 325,991 103,503 37,335 104,402 172,204 32,140 50,454 50,384 4,447 93,823 63,475
Changes from: January 14, 2014 Total Change is: 2,547
-1,020 -3,675 11,664 536 1,499 1,542 -3,362 4,664 -552 713 -7,425 -1,107 -5,867 -4,064
Percent of Open Interest Represented by Each Category of Trader
6.7 32.3 3.5 45.1 14.3 5.2 14.5 23.8 4.5 7.0 7.0 0.6 13.0 8.8
Number of Traders in Each Category Total Traders: 552
44 34 25 117 53 57 92 105 71 54 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 147,787
Positions
14,787 71,397 3,058 58,924 24,243 1,169 14,693 12,869 1,525 9,367 9,452 146 44,118 23,928
Changes from: January 14, 2014 Total Change is: 5,360
7,854 6,208 114 2,089 31 -17 3,092 -1,131 1 -235 -37 4 -7,542 187
Percent of Open Interest Represented by Each Category of Trader
10.0 48.3 2.1 39.9 16.4 0.8 9.9 8.7 1.0 6.3 6.4 0.1 29.9 16.2
Number of Traders in Each Category Total Traders: 76
7 10 4 16 8 8 16 11 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 2,871,444
Positions
244,770 887,235 33,424 1,341,463 402,426 174,703 517,028 865,161 84,592 212,482 211,710 14,457 248,525 197,736
Changes from: January 14, 2014 Total Change is: -14,067
11,432 6,387 1,948 -7,743 7,362 7,774 -26,656 34,591 -8,380 -894 -42,573 78 8,374 -21,254
Percent of Open Interest Represented by Each Category of Trader
8.5 30.9 1.2 46.7 14.0 6.1 18.0 30.1 2.9 7.4 7.4 0.5 8.7 6.9
Number of Traders in Each Category Total Traders: 534
42 34 22 110 49 52 90 105 61 52 52 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 105,473
Positions
3,174 57,817 24 58,225 32,899 1,981 30,458 5,676 1,008 543 2,570 0 10,060 3,498
Changes from: January 14, 2014 Total Change is: 1,212
252 989 -8 -241 425 -142 1,685 -604 168 0 -373 0 -502 757
Percent of Open Interest Represented by Each Category of Trader
3.0 54.8 0.0 55.2 31.2 1.9 28.9 5.4 1.0 0.5 2.4 0.0 9.5 3.3
Number of Traders in Each Category Total Traders: 94
5 14 . 40 11 15 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 84,719
Positions
11,393 68,121 217 37,577 3,687 1,065 25,100 4,898 248 2,049 2,785 43 7,028 3,655
Changes from: January 14, 2014 Total Change is: -1,517
-384 10,363 38 -311 -138 112 -1,517 -8,540 -23 -3 -3,264 -8 579 -58
Percent of Open Interest Represented by Each Category of Trader
13.4 80.4 0.3 44.4 4.4 1.3 29.6 5.8 0.3 2.4 3.3 0.1 8.3 4.3
Number of Traders in Each Category Total Traders: 222
21 21 4 39 13 9 71 23 8 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 423,596
Positions
56,967 340,606 1,087 187,883 18,437 5,323 125,500 24,489 1,240 10,243 13,924 214 35,139 18,276
Changes from: January 14, 2014 Total Change is: -7,584
-1,920 51,817 190 -1,556 -691 560 -7,583 -42,699 -115 -16 -16,319 -38 2,894 -289
Percent of Open Interest Represented by Each Category of Trader
13.4 80.4 0.3 44.4 4.4 1.3 29.6 5.8 0.3 2.4 3.3 0.1 8.3 4.3
Number of Traders in Each Category Total Traders: 222
21 21 4 39 13 9 71 23 8 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 294,198
Positions
26,346 92,583 5,691 152,503 89,513 11,320 58,822 65,871 7,125 10,553 5,969 10 21,828 16,116
Changes from: January 14, 2014 Total Change is: 526
990 352 -72 167 724 -1,407 675 804 171 -315 -888 0 317 842
Percent of Open Interest Represented by Each Category of Trader
9.0 31.5 1.9 51.8 30.4 3.8 20.0 22.4 2.4 3.6 2.0 0.0 7.4 5.5
Number of Traders in Each Category Total Traders: 244
22 14 . 55 34 25 46 49 12 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 77,289
Positions
5,894 45,302 0 33,998 403 588 17,305 16,112 375 6,594 8,380 0 12,535 6,129
Changes from: January 14, 2014 Total Change is: 1,718
-46 120 0 138 0 16 248 1,485 350 -168 109 0 1,180 -362
Percent of Open Interest Represented by Each Category of Trader
7.6 58.6 0.0 44.0 0.5 0.8 22.4 20.8 0.5 8.5 10.8 0.0 16.2 7.9
Number of Traders in Each Category Total Traders: 87
7 8 0 22 . . 21 10 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 108,903
Positions
31,093 12,798 704 11,093 5,860 907 42,951 3,246 708 11,204 4,543 0 10,243 80,137
Changes from: January 14, 2014 Total Change is: 4,148
209 783 68 -476 -196 -13 2,977 -2,578 213 660 -1,225 0 510 7,096
Percent of Open Interest Represented by Each Category of Trader
28.6 11.8 0.6 10.2 5.4 0.8 39.4 3.0 0.7 10.3 4.2 0.0 9.4 73.6
Number of Traders in Each Category Total Traders: 92
20 9 . 10 . . 29 5 7 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 97,357
Positions
2,733 62,714 3,481 51,436 16,051 3,439 24,402 4,203 4,459 1,000 265 0 6,407 2,745
Changes from: January 14, 2014 Total Change is: 2,606
225 2,124 75 1,784 834 31 499 -446 534 0 -642 0 -542 96
Percent of Open Interest Represented by Each Category of Trader
2.8 64.4 3.6 52.8 16.5 3.5 25.1 4.3 4.6 1.0 0.3 0.0 6.6 2.8
Number of Traders in Each Category Total Traders: 93
6 11 . 35 14 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 245,483
Positions
16,055 102,787 2,819 94,753 43,645 46,834 52,053 39,303 2,430 18,732 3,030 275 11,532 4,360
Changes from: January 14, 2014 Total Change is: 2,248
335 491 -15 5,494 397 30 -392 1,909 565 -1,435 -721 -46 -2,288 -362
Percent of Open Interest Represented by Each Category of Trader
6.5 41.9 1.1 38.6 17.8 19.1 21.2 16.0 1.0 7.6 1.2 0.1 4.7 1.8
Number of Traders in Each Category Total Traders: 192
16 25 4 47 24 25 28 22 15 25 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 669,487
Positions
6,978 78,819 1,857 275,384 149,967 118,849 93,735 112,391 5,168 27,417 31,982 501 139,598 169,953
Changes from: January 14, 2014 Total Change is: -4,086
1,824 -6,816 -1,049 -4,808 728 -879 4,409 5,015 -2,112 207 3,321 143 -1,821 -2,437
Percent of Open Interest Represented by Each Category of Trader
1.0 11.8 0.3 41.1 22.4 17.8 14.0 16.8 0.8 4.1 4.8 0.1 20.9 25.4
Number of Traders in Each Category Total Traders: 171
5 20 5 35 38 39 22 34 13 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 465,462
Positions
21,965 92,504 57 272,179 24,980 59,317 21,674 171,963 1,909 9,414 24,366 1,630 77,317 88,736
Changes from: January 14, 2014 Total Change is: 21
-472 -6,550 14 -603 3,158 -877 -1,229 2,926 368 -99 682 0 2,919 300
Percent of Open Interest Represented by Each Category of Trader
4.7 19.9 0.0 58.5 5.4 12.7 4.7 36.9 0.4 2.0 5.2 0.4 16.6 19.1
Number of Traders in Each Category Total Traders: 83
. 10 . 33 7 19 4 17 7 4 5 .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 913,256
Positions
83,459 108,519 5,445 215,906 294,001 65,673 268,689 159,232 79,769 66,796 63,657 22,834 104,685 114,126
Changes from: January 14, 2014 Total Change is: 99,050
9,334 19,119 -517 -4,424 13,387 -1,612 57,364 32,143 29,926 -196 -1,827 -616 9,791 9,047
Percent of Open Interest Represented by Each Category of Trader
9.1 11.9 0.6 23.6 32.2 7.2 29.4 17.4 8.7 7.3 7.0 2.5 11.5 12.5
Number of Traders in Each Category Total Traders: 214
13 18 5 35 36 28 43 28 25 19 22 5
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Traders in Financial Futures - Futures Only Positions as of January 21, 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 46,720
Positions
11,389 23,824 3,868 400 0 0 25,545 13,954 4,092 473 0 287 666 695
Changes from: January 14, 2014 Total Change is: -543
1,266 -72 401 0 0 0 -1,590 301 168 397 -185 -551 -634 -605
Percent of Open Interest Represented by Each Category of Trader
24.4 51.0 8.3 0.9 0.0 0.0 54.7 29.9 8.8 1.0 0.0 0.6 1.4 1.5
Number of Traders in Each Category Total Traders: 40
5 12 9 . 0 0 7 13 7 . 0 .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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 2,232,869
Positions
135,657 158,399 42,909 601,930 925,575 198,991 672,240 215,652 61,545 243,028 128,229 23,898 252,671 477,671
Changes from: January 14, 2014 Total Change is: 35,470
-14,391 3,431 -4,367 36,303 100,651 -58,824 65,236 -10,407 -8,771 7,868 -5,825 945 11,471 18,637
Percent of Open Interest Represented by Each Category of Trader
6.1 7.1 1.9 27.0 41.5 8.9 30.1 9.7 2.8 10.9 5.7 1.1 11.3 21.4
Number of Traders in Each Category Total Traders: 339
23 39 13 39 70 58 55 57 42 20 36 9
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Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,963,679
Positions
148,102 182,168 20,949 623,383 662,438 200,135 607,841 303,633 17,712 130,974 179,532 13,990 200,593 383,122
Changes from: January 14, 2014 Total Change is: 12,835
11,413 17,754 -3,434 2,044 -37,485 -2,651 865 39,084 -2,457 4,929 6,349 3,027 -901 -7,352
Percent of Open Interest Represented by Each Category of Trader
7.5 9.3 1.1 31.7 33.7 10.2 31.0 15.5 0.9 6.7 9.1 0.7 10.2 19.5
Number of Traders in Each Category Total Traders: 261
16 28 7 28 58 40 31 56 27 14 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 279,760
Positions
115,285 78,558 77,799 725 0 990 19,044 27,468 29,109 0 12,393 6,003 30,805 47,440
Changes from: January 14, 2014 Total Change is: 899
7,742 4,662 214 0 -100 47 -5,193 -2,746 -330 0 428 -1,020 -561 -256
Percent of Open Interest Represented by Each Category of Trader
41.2 28.1 27.8 0.3 0.0 0.4 6.8 9.8 10.4 0.0 4.4 2.1 11.0 17.0
Number of Traders in Each Category Total Traders: 60
19 19 23 . 0 . 7 6 11 0 6 .
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Traders in Financial Futures - Futures Only Positions as of January 21, 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 is10,326,059
Positions
1,065,342 1,979,844 2,146,111 2,880,585 1,199,597 204,875 674,289 832,637 1,962,886 284,158 527,444 341,502 766,311 1,131,163
Changes from: January 14, 2014 Total Change is: 235,941
67,182 -45,015 -17,443 3,860 13,776 1,064 8,048 148,838 118,508 35,134 17,992 25,589 -6,001 -27,368
Percent of Open Interest Represented by Each Category of Trader
10.3 19.2 20.8 27.9 11.6 2.0 6.5 8.1 19.0 2.8 5.1 3.3 7.4 11.0
Number of Traders in Each Category Total Traders: 261
32 45 71 11 18 20 42 64 83 14 26 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 55,006
Positions
45,550 1,421 0 3,190 14,156 5,356 879 18,364 27 0 15,547 0 4 135
Changes from: January 14, 2014 Total Change is: 462
882 340 0 500 559 0 -343 -337 27 -600 -125 0 -4 -2
Percent of Open Interest Represented by Each Category of Trader
82.8 2.6 0.0 5.8 25.7 9.7 1.6 33.4 0.0 0.0 28.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 50
8 5 0 . 12 . . 12 . 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 32,593
Positions
27,826 1,445 0 2,435 10,259 1,962 350 2,621 0 0 16,253 0 20 53
Changes from: January 14, 2014 Total Change is: 230
286 -189 -20 -217 267 200 -20 70 0 0 -91 0 1 -7
Percent of Open Interest Represented by Each Category of Trader
85.4 4.4 0.0 7.5 31.5 6.0 1.1 8.0 0.0 0.0 49.9 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . 0 . 10 . . 6 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 49,768
Positions
10,075 8,376 751 8,405 848 614 10,304 36,009 1,117 9,629 687 0 8,873 1,366
Changes from: January 14, 2014 Total Change is: 6,841
126 406 -68 2,255 -268 64 2,274 6,875 169 509 320 0 1,512 -657
Percent of Open Interest Represented by Each Category of Trader
20.2 16.8 1.5 16.9 1.7 1.2 20.7 72.4 2.2 19.3 1.4 0.0 17.8 2.7
Number of Traders in Each Category Total Traders: 145
8 . . 10 4 . 34 21 6 62 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 416,956
Positions
96,529 27,625 44,147 57,531 26,800 20,441 71,082 158,866 48,479 3,428 13,155 53,099 22,220 24,344
Changes from: January 14, 2014 Total Change is: 19,628
646 84 7,078 4,975 -44 166 5,213 1,580 1,408 -5,498 5,075 4,543 1,097 -262
Percent of Open Interest Represented by Each Category of Trader
23.2 6.6 10.6 13.8 6.4 4.9 17.0 38.1 11.6 0.8 3.2 12.7 5.3 5.8
Number of Traders in Each Category Total Traders: 188
25 8 25 9 15 11 36 51 46 9 22 25
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Traders in Financial Futures - Futures Only Positions as of January 21, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 7,177
Positions
369 440 0 2,832 80 274 2,899 4,058 753 0 1,546 0 50 26
Changes from: January 14, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.1 6.1 0.0 39.5 1.1 3.8 40.4 56.5 10.5 0.0 21.5 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 20
. . 0 5 . . 7 . . 0 . 0
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Updated January 24, 2014