Traders in Financial Futures - Futures Only Positions as of January 28, 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 157,214
Positions
83,566 1,519 1,064 12,833 16,764 821 11,944 86,683 4,722 13,130 3,127 635 28,499 41,879
Changes from: January 21, 2014 Total Change is: -12,242
-10,853 530 257 53 693 90 -6,878 -12,059 263 1,794 1,049 -311 3,343 -2,754
Percent of Open Interest Represented by Each Category of Trader
53.2 1.0 0.7 8.2 10.7 0.5 7.6 55.1 3.0 8.4 2.0 0.4 18.1 26.6
Number of Traders in Each Category Total Traders: 87
13 4 5 4 8 . 11 32 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 40,869
Positions
7,492 14,413 1,013 900 1,243 0 15,499 9,920 413 1,135 1,207 0 14,417 12,660
Changes from: January 21, 2014 Total Change is: -1,241
-3,395 1,495 -8 0 12 0 -796 448 100 503 -1,623 0 2,355 -1,665
Percent of Open Interest Represented by Each Category of Trader
18.3 35.3 2.5 2.2 3.0 0.0 37.9 24.3 1.0 2.8 3.0 0.0 35.3 31.0
Number of Traders in Each Category Total Traders: 43
6 8 . . . 0 11 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 218,738
Positions
14,809 101,520 1,042 25,882 27,835 1,593 129,536 35,595 3,735 2,102 25,985 0 40,039 21,433
Changes from: January 21, 2014 Total Change is: 10,626
1,234 15,922 112 -918 670 107 8,550 -5,683 223 -673 791 -310 2,301 -1,206
Percent of Open Interest Represented by Each Category of Trader
6.8 46.4 0.5 11.8 12.7 0.7 59.2 16.3 1.7 1.0 11.9 0.0 18.3 9.8
Number of Traders in Each Category Total Traders: 112
5 12 6 11 14 6 43 16 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 203,014
Positions
83,311 33,443 472 25,807 18,128 3,875 43,671 88,714 3,506 24,608 9,615 718 17,046 44,543
Changes from: January 21, 2014 Total Change is: -14,534
-20,671 16,222 -355 2,397 -1,497 126 1,904 -22,873 455 -405 -3,313 256 1,759 -3,555
Percent of Open Interest Represented by Each Category of Trader
41.0 16.5 0.2 12.7 8.9 1.9 21.5 43.7 1.7 12.1 4.7 0.4 8.4 21.9
Number of Traders in Each Category Total Traders: 124
9 12 . 11 17 7 22 38 10 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 260,799
Positions
69,721 37,878 2,055 41,253 70,547 5,462 76,591 39,634 6,420 18,196 34,879 744 40,357 63,180
Changes from: January 21, 2014 Total Change is: 5,499
225 13,201 617 774 4,931 454 1,787 -11,845 510 -666 4,299 182 1,616 -6,850
Percent of Open Interest Represented by Each Category of Trader
26.7 14.5 0.8 15.8 27.1 2.1 29.4 15.2 2.5 7.0 13.4 0.3 15.5 24.2
Number of Traders in Each Category Total Traders: 182
18 15 7 15 25 13 37 33 18 12 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 136,426
Positions
100,898 5,127 825 578 6,073 213 12,068 77,095 1,303 5,384 7,871 108 15,049 37,811
Changes from: January 21, 2014 Total Change is: -1,077
4,883 396 97 -34 803 28 -2,365 -1,155 285 -2,183 610 24 -1,812 -2,165
Percent of Open Interest Represented by Each Category of Trader
74.0 3.8 0.6 0.4 4.5 0.2 8.8 56.5 1.0 3.9 5.8 0.1 11.0 27.7
Number of Traders in Each Category Total Traders: 87
12 7 4 . 10 4 15 29 5 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 38,646
Positions
19,757 25,108 7,195 2,205 0 0 2,099 386 3,185 1,650 0 2,184 371 588
Changes from: January 21, 2014 Total Change is: 232
1,099 1 0 4 0 0 -760 255 1 0 0 0 -112 -25
Percent of Open Interest Represented by Each Category of Trader
51.1 65.0 18.6 5.7 0.0 0.0 5.4 1.0 8.2 4.3 0.0 5.7 1.0 1.5
Number of Traders in Each Category Total Traders: 21
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 133,035
Positions
49,344 52,819 209 41,558 791 0 23,693 63,346 4,713 8,105 4,770 197 5,216 6,190
Changes from: January 21, 2014 Total Change is: 11,893
12,965 -2,566 -406 4 3 0 4,945 13,582 108 -5,235 60 197 -685 915
Percent of Open Interest Represented by Each Category of Trader
37.1 39.7 0.2 31.2 0.6 0.0 17.8 47.6 3.5 6.1 3.6 0.1 3.9 4.7
Number of Traders in Each Category Total Traders: 112
7 9 4 4 . 0 21 47 6 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 12,527
Positions
6,564 366 3,273 666 122 0 1,445 3,998 8 0 3,055 0 571 1,705
Changes from: January 21, 2014 Total Change is: 178
740 0 144 3 122 0 -432 -208 -322 0 0 0 45 442
Percent of Open Interest Represented by Each Category of Trader
52.4 2.9 26.1 5.3 1.0 0.0 11.5 31.9 0.1 0.0 24.4 0.0 4.6 13.6
Number of Traders in Each Category Total Traders: 23
7 . . . . 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 21,796
Positions
899 11,227 3 1,152 209 0 14,609 6,240 774 890 1,114 0 3,469 2,229
Changes from: January 21, 2014 Total Change is: -1,021
-42 336 3 -90 0 0 -702 -2,071 212 -204 405 0 -198 94
Percent of Open Interest Represented by Each Category of Trader
4.1 51.5 0.0 5.3 1.0 0.0 67.0 28.6 3.6 4.1 5.1 0.0 15.9 10.2
Number of Traders in Each Category Total Traders: 58
. 9 . . . 0 17 13 . 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 61,970
Positions
18,089 41,816 157 7,079 4,072 646 22,856 6,454 491 4,808 1,685 1 7,845 6,651
Changes from: January 21, 2014 Total Change is: -4,326
1,776 -4,020 -19 -87 -2 188 -5,710 1,064 326 528 -275 -6 -1,322 -1,583
Percent of Open Interest Represented by Each Category of Trader
29.2 67.5 0.3 11.4 6.6 1.0 36.9 10.4 0.8 7.8 2.7 0.0 12.7 10.7
Number of Traders in Each Category Total Traders: 101
20 12 . 10 . 4 30 13 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 123,940
Positions
36,177 83,632 313 14,158 8,144 1,291 45,712 12,907 982 9,616 3,369 1 15,690 13,301
Changes from: January 21, 2014 Total Change is: -8,652
3,551 -8,040 -38 -174 -3 375 -11,419 2,128 652 1,056 -549 -11 -2,644 -3,166
Percent of Open Interest Represented by Each Category of Trader
29.2 67.5 0.3 11.4 6.6 1.0 36.9 10.4 0.8 7.8 2.7 0.0 12.7 10.7
Number of Traders in Each Category Total Traders: 101
20 12 . 10 . 4 30 13 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 743,768
Positions
43,864 216,761 37,912 311,069 108,673 43,401 112,908 175,695 32,860 47,104 49,528 5,262 109,389 73,675
Changes from: January 21, 2014 Total Change is: 21,692
-4,187 -16,393 12,479 -14,922 5,170 6,066 8,507 3,491 720 -3,350 -856 815 15,566 10,200
Percent of Open Interest Represented by Each Category of Trader
5.9 29.1 5.1 41.8 14.6 5.8 15.2 23.6 4.4 6.3 6.7 0.7 14.7 9.9
Number of Traders in Each Category Total Traders: 557
44 30 25 113 57 60 101 107 75 49 56 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 161,367
Positions
25,593 71,498 3,688 59,815 22,728 1,239 15,157 14,794 1,583 9,243 9,421 146 44,903 36,270
Changes from: January 21, 2014 Total Change is: 13,580
10,806 101 630 891 -1,515 70 464 1,925 58 -124 -31 0 785 12,342
Percent of Open Interest Represented by Each Category of Trader
15.9 44.3 2.3 37.1 14.1 0.8 9.4 9.2 1.0 5.7 5.8 0.1 27.8 22.5
Number of Traders in Each Category Total Traders: 78
7 10 5 16 7 7 16 14 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 2,912,005
Positions
228,418 863,379 34,054 1,263,308 436,765 203,771 557,384 873,135 87,759 199,201 210,434 15,682 322,428 187,026
Changes from: January 21, 2014 Total Change is: 40,561
-16,352 -23,856 630 -78,155 34,339 29,068 40,356 7,974 3,167 -13,281 -1,276 1,225 73,903 -10,710
Percent of Open Interest Represented by Each Category of Trader
7.8 29.6 1.2 43.4 15.0 7.0 19.1 30.0 3.0 6.8 7.2 0.5 11.1 6.4
Number of Traders in Each Category Total Traders: 538
43 29 20 106 54 56 99 106 65 47 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 104,190
Positions
5,249 53,015 2 54,733 35,663 1,861 27,713 5,193 3,035 1,237 2,545 0 10,360 2,876
Changes from: January 21, 2014 Total Change is: -1,283
2,075 -4,802 -22 -3,492 2,764 -120 -2,745 -483 2,027 694 -25 0 300 -622
Percent of Open Interest Represented by Each Category of Trader
5.0 50.9 0.0 52.5 34.2 1.8 26.6 5.0 2.9 1.2 2.4 0.0 9.9 2.8
Number of Traders in Each Category Total Traders: 97
7 12 . 38 11 13 18 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 85,684
Positions
10,168 67,423 233 37,147 4,865 1,017 26,589 6,255 228 1,617 2,674 67 8,619 2,922
Changes from: January 21, 2014 Total Change is: 965
-1,226 -698 16 -429 1,178 -47 1,489 1,357 -20 -431 -111 24 1,591 -733
Percent of Open Interest Represented by Each Category of Trader
11.9 78.7 0.3 43.4 5.7 1.2 31.0 7.3 0.3 1.9 3.1 0.1 10.1 3.4
Number of Traders in Each Category Total Traders: 210
19 21 4 36 14 9 70 24 9 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 428,422
Positions
50,838 337,115 1,166 185,737 24,327 5,086 132,943 31,273 1,139 8,086 13,371 334 43,093 14,611
Changes from: January 21, 2014 Total Change is: 4,826
-6,129 -3,491 79 -2,146 5,890 -237 7,443 6,784 -101 -2,157 -553 120 7,954 -3,665
Percent of Open Interest Represented by Each Category of Trader
11.9 78.7 0.3 43.4 5.7 1.2 31.0 7.3 0.3 1.9 3.1 0.1 10.1 3.4
Number of Traders in Each Category Total Traders: 210
19 21 4 36 14 9 70 24 9 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 295,753
Positions
30,415 86,703 5,960 144,699 91,068 16,164 57,914 67,367 7,984 11,631 5,508 7 20,979 14,992
Changes from: January 21, 2014 Total Change is: 1,555
4,069 -5,880 269 -7,804 1,555 4,844 -908 1,496 859 1,078 -461 -3 -849 -1,124
Percent of Open Interest Represented by Each Category of Trader
10.3 29.3 2.0 48.9 30.8 5.5 19.6 22.8 2.7 3.9 1.9 0.0 7.1 5.1
Number of Traders in Each Category Total Traders: 247
26 13 4 58 34 28 45 49 12 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 67,980
Positions
4,474 45,187 0 32,719 835 477 13,346 10,710 0 5,301 7,719 0 11,663 3,052
Changes from: January 21, 2014 Total Change is: -9,309
-1,420 -115 0 -1,279 432 -111 -3,959 -5,402 -375 -1,293 -661 0 -872 -3,077
Percent of Open Interest Represented by Each Category of Trader
6.6 66.5 0.0 48.1 1.2 0.7 19.6 15.8 0.0 7.8 11.4 0.0 17.2 4.5
Number of Traders in Each Category Total Traders: 81
6 8 0 20 . . 21 8 0 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 106,629
Positions
29,824 14,575 709 11,365 6,149 908 40,638 2,817 1,535 11,588 5,696 95 9,967 74,145
Changes from: January 21, 2014 Total Change is: -2,274
-1,269 1,777 5 272 289 1 -2,313 -429 827 384 1,153 95 -276 -5,992
Percent of Open Interest Represented by Each Category of Trader
28.0 13.7 0.7 10.7 5.8 0.9 38.1 2.6 1.4 10.9 5.3 0.1 9.3 69.5
Number of Traders in Each Category Total Traders: 95
17 10 4 11 . . 34 6 7 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 105,614
Positions
2,605 66,697 4,187 56,889 18,169 3,580 24,980 5,311 4,683 1,288 265 0 7,402 2,722
Changes from: January 21, 2014 Total Change is: 8,257
-128 3,983 706 5,453 2,118 141 578 1,108 224 288 0 0 995 -23
Percent of Open Interest Represented by Each Category of Trader
2.5 63.2 4.0 53.9 17.2 3.4 23.7 5.0 4.4 1.2 0.3 0.0 7.0 2.6
Number of Traders in Each Category Total Traders: 92
5 11 . 33 15 14 17 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 256,803
Positions
18,478 99,496 3,424 89,028 59,986 45,905 67,779 32,947 2,104 17,162 3,048 460 12,463 9,433
Changes from: January 21, 2014 Total Change is: 11,320
2,423 -3,291 605 -5,725 16,341 -929 15,726 -6,356 -326 -1,570 18 185 931 5,073
Percent of Open Interest Represented by Each Category of Trader
7.2 38.7 1.3 34.7 23.4 17.9 26.4 12.8 0.8 6.7 1.2 0.2 4.9 3.7
Number of Traders in Each Category Total Traders: 190
19 24 . 43 30 24 28 20 11 20 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 672,669
Positions
3,001 96,477 3,241 291,350 133,580 117,053 87,657 115,353 11,787 21,959 35,724 439 136,182 159,015
Changes from: January 21, 2014 Total Change is: 3,182
-3,977 17,658 1,384 15,966 -16,387 -1,796 -6,078 2,962 6,619 -5,458 3,742 -62 -3,416 -10,938
Percent of Open Interest Represented by Each Category of Trader
0.4 14.3 0.5 43.3 19.9 17.4 13.0 17.1 1.8 3.3 5.3 0.1 20.2 23.6
Number of Traders in Each Category Total Traders: 167
. 18 6 37 34 37 28 32 23 6 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 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 463,566
Positions
25,303 104,449 100 265,888 23,716 60,774 19,570 163,217 1,025 9,383 21,303 1,630 79,893 87,352
Changes from: January 21, 2014 Total Change is: -1,896
3,338 11,945 43 -6,291 -1,264 1,457 -2,104 -8,746 -884 -31 -3,063 0 2,576 -1,384
Percent of Open Interest Represented by Each Category of Trader
5.5 22.5 0.0 57.4 5.1 13.1 4.2 35.2 0.2 2.0 4.6 0.4 17.2 18.8
Number of Traders in Each Category Total Traders: 80
. 9 . 33 6 19 . 17 6 4 5 .
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Traders in Financial Futures - Futures Only Positions as of January 28, 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 939,319
Positions
73,670 117,101 4,799 208,636 297,413 66,764 303,730 163,256 89,807 57,290 59,466 24,735 109,888 115,978
Changes from: January 21, 2014 Total Change is: 26,063
-9,789 8,582 -646 -7,270 3,412 1,091 35,041 4,024 10,038 -9,506 -4,191 1,901 5,203 1,852
Percent of Open Interest Represented by Each Category of Trader
7.8 12.5 0.5 22.2 31.7 7.1 32.3 17.4 9.6 6.1 6.3 2.6 11.7 12.3
Number of Traders in Each Category Total Traders: 211
12 19 6 33 37 29 45 25 26 17 22 8
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Traders in Financial Futures - Futures Only Positions as of January 28, 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 48,703
Positions
7,754 26,779 5,160 400 0 0 31,168 12,501 3,874 0 12 303 44 74
Changes from: January 21, 2014 Total Change is: 1,983
-3,635 2,955 1,292 0 0 0 5,623 -1,453 -218 -473 12 16 -622 -621
Percent of Open Interest Represented by Each Category of Trader
15.9 55.0 10.6 0.8 0.0 0.0 64.0 25.7 8.0 0.0 0.0 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 40
4 12 9 . 0 0 8 13 11 0 . .
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Traders in Financial Futures - Futures Only Positions as of January 28, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,334,109
Positions
147,736 132,965 56,607 559,000 960,113 207,623 763,671 245,558 79,687 227,381 181,605 26,462 265,942 443,489
Changes from: January 21, 2014 Total Change is: 101,240
12,079 -25,434 13,698 -42,930 34,538 8,632 91,431 29,906 18,142 -15,647 53,376 2,564 13,271 -34,182
Percent of Open Interest Represented by Each Category of Trader
6.3 5.7 2.4 23.9 41.1 8.9 32.7 10.5 3.4 9.7 7.8 1.1 11.4 19.0
Number of Traders in Each Category Total Traders: 338
25 29 13 40 71 58 58 57 46 17 41 10
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Traders in Financial Futures - Futures Only Positions as of January 28, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,961,650
Positions
108,547 226,960 17,473 637,278 536,597 251,346 544,509 302,452 33,503 136,157 211,730 18,933 213,904 362,656
Changes from: January 21, 2014 Total Change is: -2,029
-39,555 44,792 -3,476 13,895 -125,841 51,211 -63,332 -1,181 15,791 5,183 32,198 4,943 13,311 -20,466
Percent of Open Interest Represented by Each Category of Trader
5.5 11.6 0.9 32.5 27.4 12.8 27.8 15.4 1.7 6.9 10.8 1.0 10.9 18.5
Number of Traders in Each Category Total Traders: 262
11 28 7 31 56 41 34 60 36 11 30 6
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Traders in Financial Futures - Futures Only Positions as of January 28, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 291,494
Positions
120,163 78,237 80,988 719 769 1,067 22,427 23,935 30,022 968 16,821 6,176 28,964 53,479
Changes from: January 21, 2014 Total Change is: 11,734
4,878 -321 3,189 -6 769 77 3,383 -3,533 913 968 4,428 173 -1,841 6,039
Percent of Open Interest Represented by Each Category of Trader
41.2 26.8 27.8 0.2 0.3 0.4 7.7 8.2 10.3 0.3 5.8 2.1 9.9 18.3
Number of Traders in Each Category Total Traders: 62
18 18 26 . . . 6 8 11 . 7 .
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Traders in Financial Futures - Futures Only Positions as of January 28, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,006,639
Positions
1,030,112 2,198,771 2,101,822 2,861,144 1,077,607 187,763 694,089 749,062 1,816,124 271,184 520,971 312,320 732,081 1,042,199
Changes from: January 21, 2014 Total Change is: -319,420
-35,230 218,927 -44,289 -19,441 -121,990 -17,112 19,800 -83,575 -146,762 -12,974 -6,473 -29,182 -34,230 -88,964
Percent of Open Interest Represented by Each Category of Trader
10.3 22.0 21.0 28.6 10.8 1.9 6.9 7.5 18.1 2.7 5.2 3.1 7.3 10.4
Number of Traders in Each Category Total Traders: 264
31 50 74 11 19 20 45 64 79 17 20 25
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Traders in Financial Futures - Futures Only Positions as of January 28, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,477
Positions
45,061 1,401 0 3,249 13,768 5,347 618 17,881 152 0 15,737 0 50 191
Changes from: January 21, 2014 Total Change is: -529
-489 -20 0 59 -388 -9 -261 -483 125 0 190 0 46 56
Percent of Open Interest Represented by Each Category of Trader
82.7 2.6 0.0 6.0 25.3 9.8 1.1 32.8 0.3 0.0 28.9 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 47
7 4 0 4 10 . . 12 . 0 8 0
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Traders in Financial Futures - Futures Only Positions as of January 28, 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 33,770
Positions
28,836 2,157 0 2,370 9,862 1,977 558 2,587 20 0 17,108 0 9 59
Changes from: January 21, 2014 Total Change is: 1,177
1,010 712 0 -65 -397 15 208 -34 20 0 855 0 -11 6
Percent of Open Interest Represented by Each Category of Trader
85.4 6.4 0.0 7.0 29.2 5.9 1.7 7.7 0.1 0.0 50.7 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 36
6 . 0 . 10 . . 7 . 0 8 0
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Traders in Financial Futures - Futures Only Positions as of January 28, 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 48,844
Positions
10,069 7,920 751 7,936 619 552 8,854 35,067 1,315 10,832 553 0 8,535 2,067
Changes from: January 21, 2014 Total Change is: -924
-6 -456 0 -469 -229 -62 -1,450 -942 198 1,203 -134 0 -338 701
Percent of Open Interest Represented by Each Category of Trader
20.6 16.2 1.5 16.2 1.3 1.1 18.1 71.8 2.7 22.2 1.1 0.0 17.5 4.2
Number of Traders in Each Category Total Traders: 144
7 . . 10 4 . 21 32 6 63 5 0
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Traders in Financial Futures - Futures Only Positions as of January 28, 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 376,043
Positions
94,932 25,094 36,407 42,946 21,141 20,332 55,983 144,172 52,877 4,938 6,824 45,403 22,225 23,793
Changes from: January 21, 2014 Total Change is: -40,913
-1,597 -2,531 -7,740 -14,585 -5,659 -109 -15,099 -14,694 4,398 1,510 -6,331 -7,696 5 -551
Percent of Open Interest Represented by Each Category of Trader
25.2 6.7 9.7 11.4 5.6 5.4 14.9 38.3 14.1 1.3 1.8 12.1 5.9 6.3
Number of Traders in Each Category Total Traders: 167
25 7 22 9 12 11 39 33 44 12 15 26
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Updated January 31, 2014