Traders in Financial Futures - Futures Only Positions as of February 11, 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 157,495
Positions
84,402 2,329 1,335 14,430 16,629 690 10,623 85,926 5,355 14,876 4,742 165 25,619 40,324
Changes from: February 4, 2014 Total Change is: -3,130
-3,922 584 642 -47 -456 -1 -2,221 -1,725 525 1,418 1,072 -49 525 -3,722
Percent of Open Interest Represented by Each Category of Trader
53.6 1.5 0.8 9.2 10.6 0.4 6.7 54.6 3.4 9.4 3.0 0.1 16.3 25.6
Number of Traders in Each Category Total Traders: 93
13 4 6 4 7 . 17 32 13 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 42,433
Positions
8,719 15,634 604 900 1,149 0 16,363 10,581 339 632 625 0 14,876 13,501
Changes from: February 4, 2014 Total Change is: 515
258 147 -277 0 -94 0 -983 1,130 -16 -893 25 0 2,426 -400
Percent of Open Interest Represented by Each Category of Trader
20.5 36.8 1.4 2.1 2.7 0.0 38.6 24.9 0.8 1.5 1.5 0.0 35.1 31.8
Number of Traders in Each Category Total Traders: 39
5 9 . . . 0 11 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 204,982
Positions
19,102 85,412 1,846 24,008 30,177 828 121,615 33,969 4,496 1,168 28,767 20 31,899 19,467
Changes from: February 4, 2014 Total Change is: 2,292
3,305 54 843 219 -103 118 88 1,582 -397 -2,211 2,375 0 327 -2,180
Percent of Open Interest Represented by Each Category of Trader
9.3 41.7 0.9 11.7 14.7 0.4 59.3 16.6 2.2 0.6 14.0 0.0 15.6 9.5
Number of Traders in Each Category Total Traders: 111
8 13 6 9 15 6 39 17 8 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 196,435
Positions
84,301 40,931 647 24,799 18,660 3,425 40,886 80,114 3,054 24,135 6,218 94 15,094 43,292
Changes from: February 4, 2014 Total Change is: -2,926
943 349 -48 -2,743 513 -647 919 -1 -182 490 -1,220 -828 -830 -862
Percent of Open Interest Represented by Each Category of Trader
42.9 20.8 0.3 12.6 9.5 1.7 20.8 40.8 1.6 12.3 3.2 0.0 7.7 22.0
Number of Traders in Each Category Total Traders: 112
8 14 4 8 17 7 22 32 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 281,037
Positions
96,688 33,479 3,697 40,516 80,002 4,936 65,787 51,995 10,287 17,027 36,120 1,033 41,066 59,488
Changes from: February 4, 2014 Total Change is: 6,891
-4,114 9,866 432 654 -552 -145 9,378 5,235 344 -1,884 -1,592 -2,017 4,243 -4,680
Percent of Open Interest Represented by Each Category of Trader
34.4 11.9 1.3 14.4 28.5 1.8 23.4 18.5 3.7 6.1 12.9 0.4 14.6 21.2
Number of Traders in Each Category Total Traders: 183
18 17 11 13 28 13 28 43 16 9 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 110,523
Positions
77,014 9,071 527 953 5,561 138 9,097 53,108 1,661 5,026 7,007 155 15,952 33,295
Changes from: February 4, 2014 Total Change is: -14,871
-15,004 1,533 133 298 -5 -99 -714 -12,169 -256 401 -1,764 0 370 -2,244
Percent of Open Interest Represented by Each Category of Trader
69.7 8.2 0.5 0.9 5.0 0.1 8.2 48.1 1.5 4.5 6.3 0.1 14.4 30.1
Number of Traders in Each Category Total Traders: 82
11 9 6 . 8 . 13 30 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 41,817
Positions
19,955 24,490 8,024 2,126 0 0 4,399 3,244 3,184 1,650 0 2,184 295 691
Changes from: February 4, 2014 Total Change is: 3,048
-588 -831 829 -97 0 0 3,019 2,851 -2 0 0 0 -113 201
Percent of Open Interest Represented by Each Category of Trader
47.7 58.6 19.2 5.1 0.0 0.0 10.5 7.8 7.6 3.9 0.0 5.2 0.7 1.7
Number of Traders in Each Category Total Traders: 23
6 9 9 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 127,225
Positions
51,654 53,029 127 40,365 705 155 11,929 50,351 12,405 4,732 4,231 513 5,345 5,709
Changes from: February 4, 2014 Total Change is: -4,607
330 266 16 -1,160 -5 155 -3,908 -4,610 504 -550 -588 -10 16 -335
Percent of Open Interest Represented by Each Category of Trader
40.6 41.7 0.1 31.7 0.6 0.1 9.4 39.6 9.8 3.7 3.3 0.4 4.2 4.5
Number of Traders in Each Category Total Traders: 103
8 10 . 4 . . 19 38 8 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 19,085
Positions
1,856 10,602 29 845 209 0 11,942 4,957 768 525 412 0 3,120 2,108
Changes from: February 4, 2014 Total Change is: -1,013
173 452 25 -338 0 0 -784 -831 155 -199 -13 0 -45 -801
Percent of Open Interest Represented by Each Category of Trader
9.7 55.6 0.2 4.4 1.1 0.0 62.6 26.0 4.0 2.8 2.2 0.0 16.3 11.0
Number of Traders in Each Category Total Traders: 55
5 7 . . . 0 19 14 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 66,710
Positions
23,839 37,422 4,499 7,902 4,040 561 10,428 6,957 3,765 5,333 1,199 12 10,373 8,256
Changes from: February 4, 2014 Total Change is: 7,803
5,812 -5,167 4,357 1,222 -166 -55 -8,337 1,909 3,266 -156 80 9 1,684 3,569
Percent of Open Interest Represented by Each Category of Trader
35.7 56.1 6.7 11.8 6.1 0.8 15.6 10.4 5.6 8.0 1.8 0.0 15.5 12.4
Number of Traders in Each Category Total Traders: 95
22 11 8 11 . 4 20 14 8 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 13,379
Positions
8,459 10,643 0 965 0 0 2,420 1,200 0 500 0 0 1,035 1,536
Changes from: February 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
63.2 79.6 0.0 7.2 0.0 0.0 18.1 9.0 0.0 3.7 0.0 0.0 7.7 11.5
Number of Traders in Each Category Total Traders: 20
6 6 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 106,661
Positions
39,518 62,316 239 13,873 8,080 1,122 23,255 18,753 290 9,665 2,397 24 18,675 13,440
Changes from: February 4, 2014 Total Change is: -11,153
3,463 -22,862 -44 514 -331 -109 -14,273 8,657 -708 -1,311 160 18 1,297 4,066
Percent of Open Interest Represented by Each Category of Trader
37.1 58.4 0.2 13.0 7.6 1.1 21.8 17.6 0.3 9.1 2.2 0.0 17.5 12.6
Number of Traders in Each Category Total Traders: 94
23 10 . 10 . 4 20 16 4 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 808,380
Positions
40,563 181,731 66,948 315,879 106,570 45,341 105,003 196,650 42,570 47,601 53,495 4,019 140,455 111,056
Changes from: February 4, 2014 Total Change is: 36,433
-163 -11,335 15,686 13,811 -12,528 -289 -6,342 13,471 -1,981 -1,041 8,396 -1,015 17,766 26,028
Percent of Open Interest Represented by Each Category of Trader
5.0 22.5 8.3 39.1 13.2 5.6 13.0 24.3 5.3 5.9 6.6 0.5 17.4 13.7
Number of Traders in Each Category Total Traders: 571
39 38 26 116 58 59 91 123 80 55 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 192,719
Positions
47,354 65,449 3,640 61,893 22,458 2,468 18,867 21,062 1,954 7,891 8,442 246 48,406 67,000
Changes from: February 4, 2014 Total Change is: 17,965
10,538 2,645 -20 3,005 -691 632 1,726 -4,830 336 -1,380 -162 104 3,024 19,951
Percent of Open Interest Represented by Each Category of Trader
24.6 34.0 1.9 32.1 11.7 1.3 9.8 10.9 1.0 4.1 4.4 0.1 25.1 34.8
Number of Traders in Each Category Total Traders: 89
7 8 . 16 8 9 17 18 10 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 3,078,305
Positions
242,962 858,325 39,625 1,285,435 436,064 198,862 551,982 999,244 81,778 204,326 231,038 13,090 460,245 220,279
Changes from: February 4, 2014 Total Change is: 92,338
18,347 1,951 6,678 58,628 -54,583 -9,207 -47,060 84,781 -4,863 -2,742 38,349 -1,154 73,711 30,386
Percent of Open Interest Represented by Each Category of Trader
7.9 27.9 1.3 41.8 14.2 6.5 17.9 32.5 2.7 6.6 7.5 0.4 15.0 7.2
Number of Traders in Each Category Total Traders: 552
41 35 21 108 57 53 90 121 66 50 50 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 92,531
Positions
9,019 38,872 32 50,856 38,858 1,903 17,993 5,610 635 726 2,537 0 11,367 4,084
Changes from: February 4, 2014 Total Change is: -7,335
-1,198 -4,857 6 667 -3,222 -204 -6,039 246 -491 202 0 0 -278 1,187
Percent of Open Interest Represented by Each Category of Trader
9.7 42.0 0.0 55.0 42.0 2.1 19.4 6.1 0.7 0.8 2.7 0.0 12.3 4.4
Number of Traders in Each Category Total Traders: 87
8 9 . 34 12 13 14 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 81,194
Positions
10,903 60,314 229 37,283 4,011 1,289 21,711 7,886 524 1,484 3,237 19 7,753 3,685
Changes from: February 4, 2014 Total Change is: -14,315
356 -877 -10,163 1,747 -421 349 186 2,530 -2,488 -466 935 -630 -3,207 -3,552
Percent of Open Interest Represented by Each Category of Trader
13.4 74.3 0.3 45.9 4.9 1.6 26.7 9.7 0.6 1.8 4.0 0.0 9.5 4.5
Number of Traders in Each Category Total Traders: 202
20 20 4 35 13 9 54 31 13 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 405,971
Positions
54,516 301,570 1,144 186,415 20,056 6,447 108,553 39,432 2,618 7,419 16,186 94 38,765 18,424
Changes from: February 4, 2014 Total Change is: 8,733
3,231 -4,876 98 15,547 -2,103 1,747 -6,528 9,530 317 236 1,605 -81 -5,834 2,496
Percent of Open Interest Represented by Each Category of Trader
13.4 74.3 0.3 45.9 4.9 1.6 26.7 9.7 0.6 1.8 4.0 0.0 9.5 4.5
Number of Traders in Each Category Total Traders: 202
20 20 4 35 13 9 54 31 13 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 290,189
Positions
54,692 45,225 8,017 139,254 124,537 11,950 40,215 72,581 5,699 11,120 6,298 10 19,232 15,872
Changes from: February 4, 2014 Total Change is: 2,639
14,062 -22,405 697 -4,260 20,568 567 -6,271 3,269 -1,115 174 935 5 -1,220 118
Percent of Open Interest Represented by Each Category of Trader
18.8 15.6 2.8 48.0 42.9 4.1 13.9 25.0 2.0 3.8 2.2 0.0 6.6 5.5
Number of Traders in Each Category Total Traders: 253
27 9 5 57 38 27 39 56 12 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 72,609
Positions
3,654 45,115 0 32,958 0 661 18,676 16,023 145 5,898 5,448 19 10,598 5,198
Changes from: February 4, 2014 Total Change is: 1,444
1,224 123 0 -145 -206 -105 511 653 23 301 662 19 -384 275
Percent of Open Interest Represented by Each Category of Trader
5.0 62.1 0.0 45.4 0.0 0.9 25.7 22.1 0.2 8.1 7.5 0.0 14.6 7.2
Number of Traders in Each Category Total Traders: 83
6 8 0 21 0 . 18 15 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 112,393
Positions
35,386 10,609 1,081 13,764 1,329 459 42,310 1,962 1,402 8,224 10,263 24 9,743 85,264
Changes from: February 4, 2014 Total Change is: 724
1,740 -604 36 1,456 -1,329 -515 -483 -2,058 46 322 815 -76 -1,802 4,409
Percent of Open Interest Represented by Each Category of Trader
31.5 9.4 1.0 12.2 1.2 0.4 37.6 1.7 1.2 7.3 9.1 0.0 8.7 75.9
Number of Traders in Each Category Total Traders: 102
21 7 . 12 . . 37 5 10 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 101,350
Positions
2,611 64,965 4,220 59,576 12,800 3,874 19,049 8,072 4,180 2,189 265 0 5,651 2,974
Changes from: February 4, 2014 Total Change is: 607
50 1,147 -68 2,838 -4,421 51 -1,246 3,627 -6 -38 0 0 -974 277
Percent of Open Interest Represented by Each Category of Trader
2.6 64.1 4.2 58.8 12.6 3.8 18.8 8.0 4.1 2.2 0.3 0.0 5.6 2.9
Number of Traders in Each Category Total Traders: 93
6 11 . 32 16 12 13 8 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 258,061
Positions
24,522 80,871 4,925 82,680 74,649 49,863 65,834 29,925 2,085 17,434 6,398 869 9,849 8,476
Changes from: February 4, 2014 Total Change is: -7,396
3,740 -12,318 148 -6,839 7,268 2,324 -6,043 -2,142 -95 1,007 -283 26 -1,664 -2,324
Percent of Open Interest Represented by Each Category of Trader
9.5 31.3 1.9 32.0 28.9 19.3 25.5 11.6 0.8 6.8 2.5 0.3 3.8 3.3
Number of Traders in Each Category Total Traders: 190
18 23 4 42 32 25 25 23 8 21 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 694,851
Positions
6,662 98,470 10,439 299,568 140,894 121,889 73,097 95,803 11,028 16,184 39,149 1,463 154,521 175,716
Changes from: February 4, 2014 Total Change is: 16,143
2,179 2,624 -1,295 4,042 5,317 1,735 13,474 -4,437 -3,302 -2,885 7,764 1,089 1,106 6,648
Percent of Open Interest Represented by Each Category of Trader
1.0 14.2 1.5 43.1 20.3 17.5 10.5 13.8 1.6 2.3 5.6 0.2 22.2 25.3
Number of Traders in Each Category Total Traders: 160
4 15 4 38 31 37 25 33 19 4 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 455,014
Positions
19,368 101,668 102 262,069 22,220 66,868 16,835 148,964 1,548 7,795 21,762 1,806 78,623 90,076
Changes from: February 4, 2014 Total Change is: 889
8 -6,227 -251 -9,403 413 5,797 274 1,675 56 42 -1,075 24 4,342 477
Percent of Open Interest Represented by Each Category of Trader
4.3 22.3 0.0 57.6 4.9 14.7 3.7 32.7 0.3 1.7 4.8 0.4 17.3 19.8
Number of Traders in Each Category Total Traders: 78
. 10 . 34 6 21 . 15 8 . 5 .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 895,617
Positions
57,753 130,328 19,965 225,821 242,723 71,764 227,966 143,964 102,394 55,573 61,107 23,692 110,689 99,680
Changes from: February 4, 2014 Total Change is: -14,278
-8,236 5,228 6,941 6,882 -28,778 3,422 -24,351 -8,709 12,079 -2,363 1,571 -42 -8,610 -5,990
Percent of Open Interest Represented by Each Category of Trader
6.4 14.6 2.2 25.2 27.1 8.0 25.5 16.1 11.4 6.2 6.8 2.6 12.4 11.1
Number of Traders in Each Category Total Traders: 226
14 24 10 38 36 33 47 28 31 15 23 7
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 46,717
Positions
5,798 15,105 11,783 800 0 500 18,004 9,497 9,792 0 0 0 40 40
Changes from: February 4, 2014 Total Change is: 8,701
1,635 2,652 2,382 0 0 0 2,608 1,671 2,056 0 0 0 20 -60
Percent of Open Interest Represented by Each Category of Trader
12.4 32.3 25.2 1.7 0.0 1.1 38.5 20.3 21.0 0.0 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 42
9 9 9 . 0 . 10 11 10 0 0 0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 2,410,966
Positions
201,439 167,373 59,800 614,853 824,222 263,649 619,832 318,108 105,505 258,051 191,200 28,435 259,402 452,674
Changes from: February 4, 2014 Total Change is: 28,455
22,090 -15,986 -7,128 4,132 -13,881 18,746 -35,723 15,438 21,836 10,329 2,245 1,250 -7,077 5,935
Percent of Open Interest Represented by Each Category of Trader
8.4 6.9 2.5 25.5 34.2 10.9 25.7 13.2 4.4 10.7 7.9 1.2 10.8 18.8
Number of Traders in Each Category Total Traders: 361
28 40 17 40 72 57 47 71 44 18 45 12
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,970,055
Positions
138,953 197,638 18,489 690,461 491,281 239,553 444,166 378,503 59,837 141,414 227,433 10,885 226,297 346,436
Changes from: February 4, 2014 Total Change is: 37,577
24,164 4,013 -5,116 -6,604 -1,561 -3,737 28,083 33,696 14,753 -25,794 25,291 1,679 10,149 -31,441
Percent of Open Interest Represented by Each Category of Trader
7.1 10.0 0.9 35.0 24.9 12.2 22.5 19.2 3.0 7.2 11.5 0.6 11.5 17.6
Number of Traders in Each Category Total Traders: 260
17 27 10 30 56 43 26 58 31 17 28 7
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 293,954
Positions
129,983 100,147 64,330 719 2,855 2,755 22,295 16,286 36,800 0 18,981 6,471 30,601 45,329
Changes from: February 4, 2014 Total Change is: 20,845
19,845 15,424 -3,409 0 1,348 652 -1,041 -806 6,213 -268 3,317 -814 -333 -1,080
Percent of Open Interest Represented by Each Category of Trader
44.2 34.1 21.9 0.2 1.0 0.9 7.6 5.5 12.5 0.0 6.5 2.2 10.4 15.4
Number of Traders in Each Category Total Traders: 67
14 23 27 . . . 9 7 13 0 8 .
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 is 9,968,139
Positions
1,212,779 2,496,052 1,917,330 2,801,319 701,246 177,799 779,653 1,005,515 1,700,303 181,633 496,998 375,731 821,592 1,097,165
Changes from: February 4, 2014 Total Change is: 10,529
71,804 244,819 -120,687 -17,402 -153,462 8,876 65,312 80,417 -21,801 -56,711 -65,433 36,100 45,038 1,700
Percent of Open Interest Represented by Each Category of Trader
12.2 25.0 19.2 28.1 7.0 1.8 7.8 10.1 17.1 1.8 5.0 3.8 8.2 11.0
Number of Traders in Each Category Total Traders: 275
28 60 79 10 19 19 41 69 79 14 26 27
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 45,612
Positions
36,011 1,144 0 3,761 12,418 5,336 431 18,230 0 0 8,313 0 73 171
Changes from: February 4, 2014 Total Change is: -2,914
-3,320 -181 0 0 -213 0 380 752 0 0 -3,312 0 26 40
Percent of Open Interest Represented by Each Category of Trader
79.0 2.5 0.0 8.2 27.2 11.7 0.9 40.0 0.0 0.0 18.2 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 47
8 . 0 4 11 . . 12 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 26,773
Positions
21,472 3,016 40 2,354 5,904 1,944 40 4,034 380 510 11,339 0 33 116
Changes from: February 4, 2014 Total Change is: -203
-618 198 30 8 -193 -27 0 1,157 380 0 -1,754 0 24 6
Percent of Open Interest Represented by Each Category of Trader
80.2 11.3 0.1 8.8 22.1 7.3 0.1 15.1 1.4 1.9 42.4 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
6 4 . . 9 . . 8 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 47,189
Positions
10,612 7,668 751 8,950 492 416 6,847 34,409 872 10,015 588 0 8,726 1,993
Changes from: February 4, 2014 Total Change is: -425
535 -163 0 -966 -37 -5 -737 -1,238 168 43 222 0 537 628
Percent of Open Interest Represented by Each Category of Trader
22.5 16.2 1.6 19.0 1.0 0.9 14.5 72.9 1.8 21.2 1.2 0.0 18.5 4.2
Number of Traders in Each Category Total Traders: 142
7 . . 11 . . 24 30 7 59 6 0
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Traders in Financial Futures - Futures Only Positions as of February 11, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 378,851
Positions
77,858 75,587 51,084 27,679 14,077 29,503 48,477 94,340 62,372 41,240 7,851 19,292 21,346 24,745
Changes from: February 4, 2014 Total Change is: -5,266
-9,140 12,044 4,951 -9,264 29 9,090 -895 -34,009 3,578 -2,151 -1,919 2,414 -3,849 -1,444
Percent of Open Interest Represented by Each Category of Trader
20.6 20.0 13.5 7.3 3.7 7.8 12.8 24.9 16.5 10.9 2.1 5.1 5.6 6.5
Number of Traders in Each Category Total Traders: 169
23 9 24 6 11 11 41 40 53 15 11 23
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Traders in Financial Futures - Futures Only Positions as of February 11, 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 8,960
Positions
182 514 0 3,866 80 458 2,971 7,130 753 700 0 0 30 25
Changes from: February 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.0 5.7 0.0 43.1 0.9 5.1 33.2 79.6 8.4 7.8 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 7 4 . . 0 0
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Updated February 14, 2014