Traders in Financial Futures - Futures Only Positions as of February 4, 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 160,625
Positions
88,324 1,745 693 14,477 17,085 691 12,844 87,651 4,830 13,458 3,670 214 25,094 44,046
Changes from: January 28, 2014 Total Change is: 3,411
4,758 226 -371 1,644 321 -130 900 968 108 328 543 -421 -3,405 2,167
Percent of Open Interest Represented by Each Category of Trader
55.0 1.1 0.4 9.0 10.6 0.4 8.0 54.6 3.0 8.4 2.3 0.1 15.6 27.4
Number of Traders in Each Category Total Traders: 95
14 4 5 4 8 . 16 33 11 11 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 41,918
Positions
8,461 15,487 881 900 1,243 0 17,346 9,451 355 1,525 600 0 12,450 13,901
Changes from: January 28, 2014 Total Change is: 1,049
969 1,074 -132 0 0 0 1,847 -469 -58 390 -607 0 -1,967 1,241
Percent of Open Interest Represented by Each Category of Trader
20.2 36.9 2.1 2.1 3.0 0.0 41.4 22.5 0.8 3.6 1.4 0.0 29.7 33.2
Number of Traders in Each Category Total Traders: 43
5 9 . . . 0 12 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 202,690
Positions
15,797 85,358 1,003 23,789 30,280 710 121,527 32,387 4,893 3,379 26,392 20 31,572 21,647
Changes from: January 28, 2014 Total Change is: -16,048
988 -16,162 -39 -2,093 2,445 -883 -8,009 -3,208 1,158 1,277 407 20 -8,467 214
Percent of Open Interest Represented by Each Category of Trader
7.8 42.1 0.5 11.7 14.9 0.4 60.0 16.0 2.4 1.7 13.0 0.0 15.6 10.7
Number of Traders in Each Category Total Traders: 106
6 12 6 9 16 5 35 16 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 199,361
Positions
83,358 40,582 695 27,542 18,147 4,072 39,967 80,115 3,236 23,645 7,438 922 15,924 44,154
Changes from: January 28, 2014 Total Change is: -3,653
47 7,139 223 1,735 19 197 -3,704 -8,599 -270 -963 -2,177 204 -1,122 -389
Percent of Open Interest Represented by Each Category of Trader
41.8 20.4 0.3 13.8 9.1 2.0 20.0 40.2 1.6 11.9 3.7 0.5 8.0 22.1
Number of Traders in Each Category Total Traders: 118
9 13 4 11 18 7 19 34 11 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 274,146
Positions
100,802 23,613 3,265 39,862 80,554 5,081 56,409 46,760 9,943 18,911 37,712 3,050 36,823 64,168
Changes from: January 28, 2014 Total Change is: 13,347
31,081 -14,265 1,210 -1,391 10,007 -381 -20,182 7,126 3,523 715 2,833 2,306 -3,534 988
Percent of Open Interest Represented by Each Category of Trader
36.8 8.6 1.2 14.5 29.4 1.9 20.6 17.1 3.6 6.9 13.8 1.1 13.4 23.4
Number of Traders in Each Category Total Traders: 183
19 13 10 12 32 12 25 38 16 12 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 125,394
Positions
92,018 7,538 394 655 5,566 237 9,811 65,277 1,917 4,625 8,771 155 15,582 35,539
Changes from: January 28, 2014 Total Change is: -11,032
-8,880 2,411 -431 77 -507 24 -2,257 -11,818 614 -759 900 47 533 -2,272
Percent of Open Interest Represented by Each Category of Trader
73.4 6.0 0.3 0.5 4.4 0.2 7.8 52.1 1.5 3.7 7.0 0.1 12.4 28.3
Number of Traders in Each Category Total Traders: 87
11 10 4 . 8 4 14 29 7 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 38,769
Positions
20,543 25,321 7,195 2,223 0 0 1,380 393 3,186 1,650 0 2,184 408 490
Changes from: January 28, 2014 Total Change is: 123
786 213 0 18 0 0 -719 7 1 0 0 0 37 -98
Percent of Open Interest Represented by Each Category of Trader
53.0 65.3 18.6 5.7 0.0 0.0 3.6 1.0 8.2 4.3 0.0 5.6 1.1 1.3
Number of Traders in Each Category Total Traders: 21
6 9 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 131,832
Positions
51,324 52,763 111 41,525 710 0 15,837 54,961 11,901 5,282 4,819 523 5,329 6,044
Changes from: January 28, 2014 Total Change is: -1,203
1,980 -56 -98 -33 -81 0 -7,856 -8,385 7,188 -2,823 49 326 113 -146
Percent of Open Interest Represented by Each Category of Trader
38.9 40.0 0.1 31.5 0.5 0.0 12.0 41.7 9.0 4.0 3.7 0.4 4.0 4.6
Number of Traders in Each Category Total Traders: 109
8 8 . 4 . 0 20 44 8 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 16,431
Positions
10,261 366 3,130 688 122 0 1,709 7,920 0 0 3,055 0 643 1,838
Changes from: January 28, 2014 Total Change is: 3,904
3,697 0 -143 22 0 0 264 3,922 -8 0 0 0 72 133
Percent of Open Interest Represented by Each Category of Trader
62.4 2.2 19.0 4.2 0.7 0.0 10.4 48.2 0.0 0.0 18.6 0.0 3.9 11.2
Number of Traders in Each Category Total Traders: 20
5 . . . . 0 . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 20,098
Positions
1,683 10,150 4 1,183 209 0 12,726 5,788 613 724 425 0 3,165 2,909
Changes from: January 28, 2014 Total Change is: -1,698
784 -1,077 1 31 0 0 -1,883 -452 -161 -166 -689 0 -304 680
Percent of Open Interest Represented by Each Category of Trader
8.4 50.5 0.0 5.9 1.0 0.0 63.3 28.8 3.1 3.6 2.1 0.0 15.7 14.5
Number of Traders in Each Category Total Traders: 53
. 8 . . . 0 17 14 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 58,907
Positions
18,028 42,589 142 6,680 4,206 616 18,764 5,048 499 5,488 1,119 3 8,689 4,687
Changes from: January 28, 2014 Total Change is: -3,063
-61 773 -15 -400 134 -30 -4,092 -1,406 8 680 -566 3 844 -1,964
Percent of Open Interest Represented by Each Category of Trader
30.6 72.3 0.2 11.3 7.1 1.0 31.9 8.6 0.8 9.3 1.9 0.0 14.8 8.0
Number of Traders in Each Category Total Traders: 101
20 12 . 9 . 4 31 13 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 117,814
Positions
36,055 85,178 283 13,359 8,411 1,231 37,528 10,096 998 10,976 2,237 6 17,378 9,374
Changes from: January 28, 2014 Total Change is: -6,126
-122 1,546 -30 -799 267 -60 -8,184 -2,811 16 1,360 -1,132 5 1,688 -3,927
Percent of Open Interest Represented by Each Category of Trader
30.6 72.3 0.2 11.3 7.1 1.0 31.9 8.6 0.8 9.3 1.9 0.0 14.8 8.0
Number of Traders in Each Category Total Traders: 101
20 12 . 9 . 4 31 13 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 771,947
Positions
40,726 193,066 51,262 302,068 119,097 45,631 111,344 183,180 44,551 48,642 45,099 5,033 122,689 85,028
Changes from: January 28, 2014 Total Change is: 28,179
-3,137 -23,695 13,350 -9,000 10,424 2,230 -1,564 7,484 11,691 1,538 -4,429 -228 13,300 11,352
Percent of Open Interest Represented by Each Category of Trader
5.3 25.0 6.6 39.1 15.4 5.9 14.4 23.7 5.8 6.3 5.8 0.7 15.9 11.0
Number of Traders in Each Category Total Traders: 564
43 33 27 112 56 56 96 116 75 51 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 174,754
Positions
36,816 62,804 3,660 58,888 23,149 1,836 17,141 25,892 1,618 9,271 8,604 142 45,382 47,049
Changes from: January 28, 2014 Total Change is: 13,387
11,223 -8,694 -28 -927 421 597 1,984 11,098 35 28 -817 -4 479 10,779
Percent of Open Interest Represented by Each Category of Trader
21.1 35.9 2.1 33.7 13.2 1.1 9.8 14.8 0.9 5.3 4.9 0.1 26.0 26.9
Number of Traders in Each Category Total Traders: 81
6 8 4 16 8 8 17 17 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 2,985,967
Positions
224,615 856,374 32,947 1,226,807 490,647 208,069 599,042 914,463 86,641 207,068 192,689 14,244 386,534 189,893
Changes from: January 28, 2014 Total Change is: 73,962
-3,803 -7,005 -1,107 -36,501 53,882 4,298 41,658 41,328 -1,118 7,867 -17,745 -1,438 64,106 2,867
Percent of Open Interest Represented by Each Category of Trader
7.5 28.7 1.1 41.1 16.4 7.0 20.1 30.6 2.9 6.9 6.5 0.5 12.9 6.4
Number of Traders in Each Category Total Traders: 547
44 31 22 105 53 52 93 116 61 48 57 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 99,866
Positions
10,217 43,729 26 50,189 42,080 2,107 24,032 5,364 1,126 524 2,537 0 11,645 2,897
Changes from: January 28, 2014 Total Change is: -4,324
4,968 -9,286 24 -4,544 6,417 246 -3,681 171 -1,909 -713 -8 0 1,285 21
Percent of Open Interest Represented by Each Category of Trader
10.2 43.8 0.0 50.3 42.1 2.1 24.1 5.4 1.1 0.5 2.5 0.0 11.7 2.9
Number of Traders in Each Category Total Traders: 93
9 10 . 34 12 13 19 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 95,510
Positions
10,548 61,191 10,392 35,536 4,432 940 21,525 5,356 3,012 1,950 2,302 649 10,960 7,237
Changes from: January 28, 2014 Total Change is: 9,825
380 -6,232 10,158 -1,612 -434 -77 -5,064 -899 2,784 332 -372 582 2,341 4,314
Percent of Open Interest Represented by Each Category of Trader
11.0 64.1 10.9 37.2 4.6 1.0 22.5 5.6 3.2 2.0 2.4 0.7 11.5 7.6
Number of Traders in Each Category Total Traders: 196
20 20 11 36 14 9 56 26 13 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 16,062
Positions
10,390 10,001 83 1,362 0 0 1,060 1,927 0 1,127 0 0 2,040 4,051
Changes from: January 28, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
64.7 62.3 0.5 8.5 0.0 0.0 6.6 12.0 0.0 7.0 0.0 0.0 12.7 25.2
Number of Traders in Each Category Total Traders: 20
6 5 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 397,238
Positions
51,285 306,446 1,046 170,868 22,159 4,700 115,081 29,902 2,301 7,183 14,581 175 44,599 15,928
Changes from: January 28, 2014 Total Change is: -31,184
447 -30,669 -120 -14,869 -2,168 -386 -17,862 -1,371 1,162 -903 1,210 -159 1,506 1,317
Percent of Open Interest Represented by Each Category of Trader
12.9 77.1 0.3 43.0 5.6 1.2 29.0 7.5 0.6 1.8 3.7 0.0 11.2 4.0
Number of Traders in Each Category Total Traders: 194
20 20 4 35 14 9 57 25 11 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 287,550
Positions
40,630 67,630 7,320 143,514 103,969 11,383 46,486 69,312 6,814 10,946 5,363 5 20,452 15,754
Changes from: January 28, 2014 Total Change is: -8,203
10,215 -19,073 1,360 -1,185 12,901 -4,781 -11,428 1,945 -1,170 -685 -145 -2 -527 762
Percent of Open Interest Represented by Each Category of Trader
14.1 23.5 2.5 49.9 36.2 4.0 16.2 24.1 2.4 3.8 1.9 0.0 7.1 5.5
Number of Traders in Each Category Total Traders: 248
24 12 5 55 42 28 43 50 11 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 71,165
Positions
2,430 44,992 0 33,103 206 766 18,165 15,370 122 5,597 4,786 0 10,982 4,923
Changes from: January 28, 2014 Total Change is: 3,185
-2,044 -195 0 384 -629 289 4,819 4,660 122 296 -2,933 0 -681 1,871
Percent of Open Interest Represented by Each Category of Trader
3.4 63.2 0.0 46.5 0.3 1.1 25.5 21.6 0.2 7.9 6.7 0.0 15.4 6.9
Number of Traders in Each Category Total Traders: 82
6 8 0 23 . . 16 15 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 111,669
Positions
33,646 11,213 1,045 12,308 2,658 974 42,793 4,020 1,356 7,902 9,448 100 11,545 80,855
Changes from: January 28, 2014 Total Change is: 5,040
3,822 -3,362 336 943 -3,491 66 2,155 1,203 -179 -3,686 3,752 5 1,578 6,710
Percent of Open Interest Represented by Each Category of Trader
30.1 10.0 0.9 11.0 2.4 0.9 38.3 3.6 1.2 7.1 8.5 0.1 10.3 72.4
Number of Traders in Each Category Total Traders: 94
18 8 . 11 . . 35 5 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 100,743
Positions
2,561 63,818 4,288 56,738 17,221 3,823 20,295 4,445 4,186 2,227 265 0 6,625 2,697
Changes from: January 28, 2014 Total Change is: -4,871
-44 -2,879 101 -151 -948 243 -4,685 -866 -497 939 0 0 -777 -25
Percent of Open Interest Represented by Each Category of Trader
2.5 63.3 4.3 56.3 17.1 3.8 20.1 4.4 4.2 2.2 0.3 0.0 6.6 2.7
Number of Traders in Each Category Total Traders: 90
5 11 . 31 16 14 14 7 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 265,457
Positions
20,782 93,189 4,777 89,519 67,381 47,539 71,877 32,067 2,180 16,427 6,681 843 11,513 10,800
Changes from: January 28, 2014 Total Change is: 8,654
2,304 -6,307 1,353 491 7,395 1,634 4,098 -880 76 -735 3,633 383 -950 1,367
Percent of Open Interest Represented by Each Category of Trader
7.8 35.1 1.8 33.7 25.4 17.9 27.1 12.1 0.8 6.2 2.5 0.3 4.3 4.1
Number of Traders in Each Category Total Traders: 188
17 24 5 42 30 23 27 22 9 19 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 678,708
Positions
4,483 95,846 11,734 295,526 135,577 120,154 59,623 100,240 14,330 19,069 31,385 374 153,415 169,068
Changes from: January 28, 2014 Total Change is: 6,039
1,482 -631 8,493 4,176 1,997 3,101 -28,034 -15,113 2,543 -2,890 -4,339 -65 17,233 10,053
Percent of Open Interest Represented by Each Category of Trader
0.7 14.1 1.7 43.5 20.0 17.7 8.8 14.8 2.1 2.8 4.6 0.1 22.6 24.9
Number of Traders in Each Category Total Traders: 158
. 18 5 38 31 38 18 34 22 6 9 .
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Traders in Financial Futures - Futures Only Positions as of February 4, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 454,125
Positions
19,360 107,895 353 271,472 21,807 61,071 16,561 147,289 1,492 7,753 22,837 1,782 74,281 89,599
Changes from: January 28, 2014 Total Change is: -9,441
-5,943 3,446 253 5,584 -1,909 297 -3,009 -15,928 467 -1,630 1,534 152 -5,612 2,247
Percent of Open Interest Represented by Each Category of Trader
4.3 23.8 0.1 59.8 4.8 13.4 3.6 32.4 0.3 1.7 5.0 0.4 16.4 19.7
Number of Traders in Each Category Total Traders: 78
. 10 . 34 5 21 . 16 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 909,895
Positions
65,989 125,100 13,024 218,939 271,501 68,342 252,317 152,673 90,315 57,936 59,536 23,734 119,299 105,670
Changes from: January 28, 2014 Total Change is: -29,424
-7,681 7,999 8,225 10,303 -25,912 1,578 -51,413 -10,583 508 646 70 -1,001 9,411 -10,308
Percent of Open Interest Represented by Each Category of Trader
7.3 13.7 1.4 24.1 29.8 7.5 27.7 16.8 9.9 6.4 6.5 2.6 13.1 11.6
Number of Traders in Each Category Total Traders: 217
14 21 7 37 34 32 47 25 28 16 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 38,016
Positions
4,163 12,453 9,401 800 0 500 15,396 7,826 7,736 0 0 0 20 100
Changes from: January 28, 2014 Total Change is: -10,687
-3,591 -14,326 4,241 400 0 500 -15,772 -4,675 3,862 0 -12 -303 -24 26
Percent of Open Interest Represented by Each Category of Trader
11.0 32.8 24.7 2.1 0.0 1.3 40.5 20.6 20.3 0.0 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
6 11 9 . 0 . 11 10 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 2,382,511
Positions
179,349 183,359 66,928 610,721 838,103 244,903 655,555 302,670 83,669 247,722 188,955 27,185 266,479 446,739
Changes from: January 28, 2014 Total Change is: 48,402
31,613 50,394 10,321 51,721 -122,010 37,280 -108,116 57,112 3,982 20,341 7,350 723 537 3,250
Percent of Open Interest Represented by Each Category of Trader
7.5 7.7 2.8 25.6 35.2 10.3 27.5 12.7 3.5 10.4 7.9 1.1 11.2 18.8
Number of Traders in Each Category Total Traders: 355
30 37 17 42 71 58 51 61 46 18 45 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 1,932,478
Positions
114,789 193,625 23,605 697,065 492,842 243,290 416,083 344,807 45,084 167,208 202,142 9,206 216,148 377,877
Changes from: January 28, 2014 Total Change is: -29,172
6,242 -33,335 6,132 59,787 -43,755 -8,056 -128,426 42,355 11,581 31,051 -9,588 -9,727 2,244 15,221
Percent of Open Interest Represented by Each Category of Trader
5.9 10.0 1.2 36.1 25.5 12.6 21.5 17.8 2.3 8.7 10.5 0.5 11.2 19.6
Number of Traders in Each Category Total Traders: 260
15 28 10 30 55 40 30 59 29 17 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 273,109
Positions
110,138 84,723 67,739 719 1,507 2,103 23,336 17,092 30,587 268 15,664 7,285 30,934 46,409
Changes from: January 28, 2014 Total Change is: -18,385
-10,025 6,486 -13,249 0 738 1,036 909 -6,843 565 -700 -1,157 1,109 1,970 -7,070
Percent of Open Interest Represented by Each Category of Trader
40.3 31.0 24.8 0.3 0.6 0.8 8.5 6.3 11.2 0.1 5.7 2.7 11.3 17.0
Number of Traders in Each Category Total Traders: 64
15 20 24 . . . 8 8 14 . 6 .
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Traders in Financial Futures - Futures Only Positions as of February 4, 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 is 9,957,610
Positions
1,140,975 2,251,233 2,038,017 2,818,721 854,708 168,923 714,341 925,098 1,722,104 238,344 562,431 339,631 776,554 1,095,465
Changes from: January 28, 2014 Total Change is: -49,029
110,863 52,462 -63,805 -42,423 -222,899 -18,840 20,252 176,036 -94,020 -32,840 41,460 27,311 44,473 53,266
Percent of Open Interest Represented by Each Category of Trader
11.5 22.6 20.5 28.3 8.6 1.7 7.2 9.3 17.3 2.4 5.6 3.4 7.8 11.0
Number of Traders in Each Category Total Traders: 270
32 54 79 10 20 20 41 67 79 14 25 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 48,526
Positions
39,331 1,325 0 3,761 12,631 5,336 51 17,478 0 0 11,625 0 47 131
Changes from: January 28, 2014 Total Change is: -5,951
-5,730 -76 0 512 -1,137 -11 -567 -403 -152 0 -4,112 0 -3 -60
Percent of Open Interest Represented by Each Category of Trader
81.1 2.7 0.0 7.8 26.0 11.0 0.1 36.0 0.0 0.0 24.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
8 5 0 4 11 . . 12 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 26,976
Positions
22,090 2,818 10 2,346 6,097 1,971 40 2,877 0 510 13,093 0 9 110
Changes from: January 28, 2014 Total Change is: -6,794
-6,746 661 10 -24 -3,765 -6 -518 290 -20 510 -4,015 0 0 51
Percent of Open Interest Represented by Each Category of Trader
81.9 10.4 0.0 8.7 22.6 7.3 0.1 10.7 0.0 1.9 48.5 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 35
6 . . . 9 . . 7 0 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 47,614
Positions
10,077 7,831 751 9,916 529 421 7,584 35,647 704 9,972 366 0 8,189 1,365
Changes from: January 28, 2014 Total Change is: -1,230
8 -89 0 1,980 -90 -131 -1,270 580 -611 -860 -187 0 -346 -702
Percent of Open Interest Represented by Each Category of Trader
21.2 16.4 1.6 20.8 1.1 0.9 15.9 74.9 1.5 20.9 0.8 0.0 17.2 2.9
Number of Traders in Each Category Total Traders: 145
7 . . 12 4 . 30 23 7 63 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 384,117
Positions
86,998 63,543 46,133 36,943 14,048 20,413 49,372 128,349 58,794 43,391 9,770 16,878 25,195 26,189
Changes from: January 28, 2014 Total Change is: 8,074
-7,934 38,449 9,726 -6,003 -7,093 81 -6,611 -15,823 5,917 38,453 2,946 -28,525 2,970 2,396
Percent of Open Interest Represented by Each Category of Trader
22.6 16.5 12.0 9.6 3.7 5.3 12.9 33.4 15.3 11.3 2.5 4.4 6.6 6.8
Number of Traders in Each Category Total Traders: 168
22 10 24 8 9 12 38 39 51 16 15 21
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Updated February 7, 2014