Traders in Financial Futures - Futures Only Positions as of February 18, 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 154,862
Positions
81,648 11,601 1,790 14,291 9,898 690 11,118 83,157 4,668 14,164 4,895 173 26,320 37,990
Changes from: February 11, 2014 Total Change is: -2,633
-2,754 9,272 455 -139 -6,731 0 495 -2,769 -687 -712 153 8 701 -2,334
Percent of Open Interest Represented by Each Category of Trader
52.7 7.5 1.2 9.2 6.4 0.4 7.2 53.7 3.0 9.1 3.2 0.1 17.0 24.5
Number of Traders in Each Category Total Traders: 92
11 4 7 4 7 . 18 31 10 11 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 51,003
Positions
9,780 18,983 709 900 1,149 0 18,298 15,239 297 1,293 1,985 0 19,726 12,641
Changes from: February 11, 2014 Total Change is: 8,570
1,061 3,349 105 0 0 0 1,935 4,658 -42 661 1,360 0 4,850 -860
Percent of Open Interest Represented by Each Category of Trader
19.2 37.2 1.4 1.8 2.3 0.0 35.9 29.9 0.6 2.5 3.9 0.0 38.7 24.8
Number of Traders in Each Category Total Traders: 42
4 10 . . . 0 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 241,471
Positions
17,792 107,788 3,315 24,877 28,236 752 148,409 45,719 3,878 1,568 28,877 218 40,662 22,688
Changes from: February 11, 2014 Total Change is: 36,489
-1,310 22,376 1,469 869 -1,941 -76 26,794 11,750 -618 400 110 198 8,763 3,221
Percent of Open Interest Represented by Each Category of Trader
7.4 44.6 1.4 10.3 11.7 0.3 61.5 18.9 1.6 0.6 12.0 0.1 16.8 9.4
Number of Traders in Each Category Total Traders: 120
10 12 9 10 14 5 47 15 9 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 200,057
Positions
85,445 38,326 1,028 23,105 17,418 3,453 43,462 82,600 3,172 25,144 7,511 95 15,153 46,454
Changes from: February 11, 2014 Total Change is: 3,622
1,144 -2,605 381 -1,694 -1,242 28 2,576 2,486 118 1,009 1,293 1 59 3,162
Percent of Open Interest Represented by Each Category of Trader
42.7 19.2 0.5 11.5 8.7 1.7 21.7 41.3 1.6 12.6 3.8 0.0 7.6 23.2
Number of Traders in Each Category Total Traders: 115
9 12 6 8 15 4 24 33 12 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 291,360
Positions
87,336 47,163 3,806 41,219 78,888 5,043 78,567 46,323 9,699 17,757 37,319 1,690 46,243 61,429
Changes from: February 11, 2014 Total Change is: 10,323
-9,352 13,684 109 703 -1,114 107 12,780 -5,672 -588 730 1,199 657 5,177 1,941
Percent of Open Interest Represented by Each Category of Trader
30.0 16.2 1.3 14.1 27.1 1.7 27.0 15.9 3.3 6.1 12.8 0.6 15.9 21.1
Number of Traders in Each Category Total Traders: 189
17 18 11 15 26 13 33 40 18 12 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 103,049
Positions
68,397 9,468 581 943 5,281 103 8,330 46,950 1,607 6,059 7,253 128 16,901 31,678
Changes from: February 11, 2014 Total Change is: -7,474
-8,617 397 54 -10 -280 -35 -767 -6,158 -54 1,033 246 -27 949 -1,617
Percent of Open Interest Represented by Each Category of Trader
66.4 9.2 0.6 0.9 5.1 0.1 8.1 45.6 1.6 5.9 7.0 0.1 16.4 30.7
Number of Traders in Each Category Total Traders: 77
9 9 6 . 9 . 11 28 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 40,408
Positions
21,768 23,295 6,182 1,992 0 0 3,028 4,791 3,184 1,650 0 2,275 329 681
Changes from: February 11, 2014 Total Change is: -1,409
1,813 -1,195 -1,842 -134 0 0 -1,371 1,547 0 0 0 91 34 -10
Percent of Open Interest Represented by Each Category of Trader
53.9 57.6 15.3 4.9 0.0 0.0 7.5 11.9 7.9 4.1 0.0 5.6 0.8 1.7
Number of Traders in Each Category Total Traders: 23
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 131,097
Positions
50,711 53,083 1,463 39,679 973 667 7,455 43,584 20,543 4,360 5,636 353 5,866 4,795
Changes from: February 11, 2014 Total Change is: 3,872
-943 54 1,336 -686 268 512 -4,474 -6,767 8,138 -372 1,405 -160 521 -914
Percent of Open Interest Represented by Each Category of Trader
38.7 40.5 1.1 30.3 0.7 0.5 5.7 33.2 15.7 3.3 4.3 0.3 4.5 3.7
Number of Traders in Each Category Total Traders: 104
7 11 5 4 . . 17 41 8 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 12,649
Positions
7,608 873 3,130 0 509 0 1,215 3,537 151 0 3,055 0 545 1,394
Changes from: February 11, 2014 Total Change is: -3,782
-2,653 507 0 -688 387 0 -494 -4,383 151 0 0 0 -98 -444
Percent of Open Interest Represented by Each Category of Trader
60.1 6.9 24.7 0.0 4.0 0.0 9.6 28.0 1.2 0.0 24.2 0.0 4.3 11.0
Number of Traders in Each Category Total Traders: 20
5 . . 0 . 0 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 21,516
Positions
1,667 11,949 27 827 209 0 14,158 5,793 724 524 809 0 3,589 2,005
Changes from: February 11, 2014 Total Change is: 2,431
-189 1,347 -2 -18 0 0 2,216 836 -44 -1 397 0 469 -103
Percent of Open Interest Represented by Each Category of Trader
7.7 55.5 0.1 3.8 1.0 0.0 65.8 26.9 3.4 2.4 3.8 0.0 16.7 9.3
Number of Traders in Each Category Total Traders: 58
4 8 . . . 0 19 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 55,663
Positions
17,231 33,681 222 7,216 4,053 529 16,172 8,690 61 5,093 1,326 13 9,128 7,090
Changes from: February 11, 2014 Total Change is: -11,047
-6,609 -3,741 -4,277 -686 13 -32 5,745 1,733 -3,704 -240 128 1 -1,245 -1,167
Percent of Open Interest Represented by Each Category of Trader
31.0 60.5 0.4 13.0 7.3 1.0 29.1 15.6 0.1 9.1 2.4 0.0 16.4 12.7
Number of Traders in Each Category Total Traders: 100
20 11 . 11 . 4 23 16 . 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 111,326
Positions
34,461 67,362 444 14,432 8,105 1,058 32,344 17,379 122 10,185 2,652 25 18,255 14,179
Changes from: February 11, 2014 Total Change is: 4,665
-5,057 5,046 205 559 25 -64 9,089 -1,374 -168 520 255 1 -420 739
Percent of Open Interest Represented by Each Category of Trader
31.0 60.5 0.4 13.0 7.3 1.0 29.1 15.6 0.1 9.1 2.4 0.0 16.4 12.7
Number of Traders in Each Category Total Traders: 100
20 11 . 11 . 4 23 16 . 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 833,784
Positions
40,629 176,911 78,841 313,151 101,902 47,180 103,026 199,631 50,813 45,882 53,486 2,367 151,895 122,653
Changes from: February 11, 2014 Total Change is: 25,404
65 -4,820 11,893 -2,728 -4,668 1,838 -1,976 2,981 8,243 -1,719 -9 -1,652 11,440 11,598
Percent of Open Interest Represented by Each Category of Trader
4.9 21.2 9.5 37.6 12.2 5.7 12.4 23.9 6.1 5.5 6.4 0.3 18.2 14.7
Number of Traders in Each Category Total Traders: 569
39 37 31 115 54 58 92 127 82 55 50 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 201,030
Positions
54,663 65,112 3,220 61,332 22,006 1,603 20,756 24,503 1,964 7,968 8,190 163 49,361 74,269
Changes from: February 11, 2014 Total Change is: 8,311
7,309 -337 -420 -561 -452 -865 1,889 3,441 10 77 -252 -83 955 7,269
Percent of Open Interest Represented by Each Category of Trader
27.2 32.4 1.6 30.5 10.9 0.8 10.3 12.2 1.0 4.0 4.1 0.1 24.6 36.9
Number of Traders in Each Category Total Traders: 94
10 8 . 16 7 8 17 19 11 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 3,163,772
Positions
262,169 891,338 45,765 1,287,102 427,487 199,878 556,690 1,020,978 98,906 189,841 226,748 10,750 512,671 241,922
Changes from: February 11, 2014 Total Change is: 85,467
19,207 33,013 6,140 1,667 -8,577 1,016 4,708 21,734 17,128 -14,485 -4,290 -2,340 52,426 21,643
Percent of Open Interest Represented by Each Category of Trader
8.3 28.2 1.4 40.7 13.5 6.3 17.6 32.3 3.1 6.0 7.2 0.3 16.2 7.6
Number of Traders in Each Category Total Traders: 549
41 34 24 107 53 51 91 125 67 48 50 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 94,229
Positions
6,565 42,840 31 52,373 36,865 1,908 21,556 5,751 646 726 2,529 0 10,424 3,659
Changes from: February 11, 2014 Total Change is: 1,698
-2,454 3,968 -1 1,517 -1,993 5 3,563 141 11 0 -8 0 -943 -425
Percent of Open Interest Represented by Each Category of Trader
7.0 45.5 0.0 55.6 39.1 2.0 22.9 6.1 0.7 0.8 2.7 0.0 11.1 3.9
Number of Traders in Each Category Total Traders: 90
8 10 . 34 12 13 15 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 87,275
Positions
11,848 63,548 205 37,677 4,192 1,306 25,427 8,349 830 1,833 4,578 181 7,969 4,087
Changes from: February 11, 2014 Total Change is: 6,080
945 3,234 -24 394 180 16 3,716 463 307 349 1,341 162 216 402
Percent of Open Interest Represented by Each Category of Trader
13.6 72.8 0.2 43.2 4.8 1.5 29.1 9.6 1.0 2.1 5.2 0.2 9.1 4.7
Number of Traders in Each Category Total Traders: 223
22 22 5 36 14 10 58 34 10 16 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 436,373
Positions
59,240 317,738 1,025 188,384 20,958 6,529 127,133 41,745 4,151 9,164 22,890 903 39,844 20,434
Changes from: February 11, 2014 Total Change is: 30,402
4,724 16,168 -119 1,969 902 82 18,580 2,313 1,533 1,745 6,704 809 1,079 2,010
Percent of Open Interest Represented by Each Category of Trader
13.6 72.8 0.2 43.2 4.8 1.5 29.1 9.6 1.0 2.1 5.2 0.2 9.1 4.7
Number of Traders in Each Category Total Traders: 223
22 22 5 36 14 10 58 34 10 16 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 294,567
Positions
49,192 42,638 8,769 141,656 125,136 12,300 49,093 77,579 6,778 9,445 6,009 8 17,326 15,350
Changes from: February 11, 2014 Total Change is: 4,378
-5,500 -2,587 752 2,402 599 350 8,878 4,998 1,079 -1,675 -289 -2 -1,906 -522
Percent of Open Interest Represented by Each Category of Trader
16.7 14.5 3.0 48.1 42.5 4.2 16.7 26.3 2.3 3.2 2.0 0.0 5.9 5.2
Number of Traders in Each Category Total Traders: 255
26 10 5 55 40 26 40 59 13 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 68,886
Positions
3,153 45,180 0 31,875 82 751 16,243 14,393 109 5,594 3,691 0 11,161 4,680
Changes from: February 11, 2014 Total Change is: -3,723
-501 65 0 -1,083 82 90 -2,433 -1,630 -36 -304 -1,757 -19 563 -518
Percent of Open Interest Represented by Each Category of Trader
4.6 65.6 0.0 46.3 0.1 1.1 23.6 20.9 0.2 8.1 5.4 0.0 16.2 6.8
Number of Traders in Each Category Total Traders: 71
5 8 0 17 . . 14 11 . 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 115,052
Positions
38,530 10,593 960 13,292 5,461 964 37,959 1,248 3,393 6,179 10,229 3,673 10,102 78,531
Changes from: February 11, 2014 Total Change is: 2,659
3,144 -16 -121 -472 4,132 505 -4,351 -714 1,991 -2,045 -34 3,649 359 -6,733
Percent of Open Interest Represented by Each Category of Trader
33.5 9.2 0.8 11.6 4.7 0.8 33.0 1.1 2.9 5.4 8.9 3.2 8.8 68.3
Number of Traders in Each Category Total Traders: 95
22 7 . 11 . . 32 5 10 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 101,862
Positions
1,739 67,366 5,034 58,410 11,483 3,870 20,675 6,612 4,178 1,512 265 0 6,444 3,054
Changes from: February 11, 2014 Total Change is: 512
-872 2,401 814 -1,166 -1,317 -4 1,626 -1,460 -2 -677 0 0 793 80
Percent of Open Interest Represented by Each Category of Trader
1.7 66.1 4.9 57.3 11.3 3.8 20.3 6.5 4.1 1.5 0.3 0.0 6.3 3.0
Number of Traders in Each Category Total Traders: 92
4 11 . 34 15 13 15 8 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 250,713
Positions
24,299 78,786 4,237 89,287 70,291 48,253 53,290 30,584 2,170 17,537 6,223 779 10,861 9,390
Changes from: February 11, 2014 Total Change is: -7,348
-223 -2,085 -688 6,607 -4,358 -1,610 -12,544 659 85 103 -175 -90 1,012 914
Percent of Open Interest Represented by Each Category of Trader
9.7 31.4 1.7 35.6 28.0 19.2 21.3 12.2 0.9 7.0 2.5 0.3 4.3 3.7
Number of Traders in Each Category Total Traders: 192
18 22 5 44 31 23 27 24 9 21 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 694,423
Positions
4,410 108,543 13,021 278,214 154,912 120,956 89,340 74,255 11,246 17,646 36,525 1,205 158,385 173,760
Changes from: February 11, 2014 Total Change is: -428
-2,252 10,073 2,582 -21,354 14,018 -933 16,243 -21,548 218 1,462 -2,624 -258 3,864 -1,956
Percent of Open Interest Represented by Each Category of Trader
0.6 15.6 1.9 40.1 22.3 17.4 12.9 10.7 1.6 2.5 5.3 0.2 22.8 25.0
Number of Traders in Each Category Total Traders: 159
5 15 6 35 32 37 33 24 22 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 451,347
Positions
19,357 90,055 102 252,653 20,009 71,445 18,109 149,626 1,745 8,154 24,165 1,836 77,946 92,364
Changes from: February 11, 2014 Total Change is: -3,667
-11 -11,613 0 -9,416 -2,211 4,577 1,274 662 197 359 2,403 30 -677 2,288
Percent of Open Interest Represented by Each Category of Trader
4.3 20.0 0.0 56.0 4.4 15.8 4.0 33.2 0.4 1.8 5.4 0.4 17.3 20.5
Number of Traders in Each Category Total Traders: 78
. 10 . 34 6 21 . 14 8 . 6 .
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 914,268
Positions
55,055 137,286 31,202 219,285 257,349 70,427 249,704 117,124 106,427 45,570 62,240 23,837 112,761 108,376
Changes from: February 11, 2014 Total Change is: 18,651
-2,698 6,958 11,237 -6,536 14,626 -1,337 21,738 -26,840 4,033 -10,003 1,133 145 2,072 8,696
Percent of Open Interest Represented by Each Category of Trader
6.0 15.0 3.4 24.0 28.1 7.7 27.3 12.8 11.6 5.0 6.8 2.6 12.3 11.9
Number of Traders in Each Category Total Traders: 223
13 24 8 37 37 35 47 26 29 14 24 8
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 45,919
Positions
10,972 16,331 9,891 500 0 0 15,059 9,980 9,380 0 0 0 117 337
Changes from: February 11, 2014 Total Change is: -798
5,174 1,226 -1,892 -300 0 -500 -2,945 483 -412 0 0 0 77 297
Percent of Open Interest Represented by Each Category of Trader
23.9 35.6 21.5 1.1 0.0 0.0 32.8 21.7 20.4 0.0 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 41
9 8 7 . 0 0 10 13 10 0 0 0
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 2,430,028
Positions
161,715 159,654 65,564 621,033 895,228 279,313 675,866 281,210 75,719 240,587 201,860 32,884 277,347 438,596
Changes from: February 11, 2014 Total Change is: 19,062
-39,724 -7,719 5,764 6,180 71,006 15,664 56,034 -36,898 -29,786 -17,464 10,660 4,449 17,945 -14,078
Percent of Open Interest Represented by Each Category of Trader
6.7 6.6 2.7 25.6 36.8 11.5 27.8 11.6 3.1 9.9 8.3 1.4 11.4 18.0
Number of Traders in Each Category Total Traders: 361
27 42 26 42 72 59 55 60 47 16 47 12
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 2,055,110
Positions
144,766 228,009 27,925 698,300 496,802 253,411 483,413 386,058 86,692 133,011 224,932 11,670 215,922 339,611
Changes from: February 11, 2014 Total Change is: 85,055
5,813 30,371 9,436 7,839 5,521 13,858 39,247 7,555 26,855 -8,403 -2,501 785 -10,375 -6,825
Percent of Open Interest Represented by Each Category of Trader
7.0 11.1 1.4 34.0 24.2 12.3 23.5 18.8 4.2 6.5 10.9 0.6 10.5 16.5
Number of Traders in Each Category Total Traders: 269
11 35 14 28 58 40 30 61 32 14 31 8
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 314,854
Positions
135,446 108,028 70,720 705 3,088 2,944 22,750 15,164 42,568 114 17,657 8,871 30,736 45,814
Changes from: February 11, 2014 Total Change is: 20,900
5,463 7,881 6,390 -14 233 189 455 -1,122 5,768 114 -1,324 2,400 135 485
Percent of Open Interest Represented by Each Category of Trader
43.0 34.3 22.5 0.2 1.0 0.9 7.2 4.8 13.5 0.0 5.6 2.8 9.8 14.6
Number of Traders in Each Category Total Traders: 69
14 25 27 . . . 8 8 13 . 7 4
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 9,978,578
Positions
1,239,529 2,546,485 1,863,388 2,824,499 594,911 174,081 794,155 1,062,090 1,695,042 158,414 534,821 378,374 851,096 1,129,386
Changes from: February 11, 2014 Total Change is: 10,439
26,750 50,433 -53,942 23,180 -106,335 -3,718 14,502 56,575 -5,261 -23,219 37,823 2,643 29,504 32,221
Percent of Open Interest Represented by Each Category of Trader
12.4 25.5 18.7 28.3 6.0 1.7 8.0 10.6 17.0 1.6 5.4 3.8 8.5 11.3
Number of Traders in Each Category Total Traders: 275
25 64 79 10 20 18 38 70 75 14 27 27
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 45,168
Positions
35,371 1,144 0 3,761 11,946 5,336 633 17,912 0 0 8,647 0 67 183
Changes from: February 11, 2014 Total Change is: -444
-640 0 0 0 -472 0 202 -318 0 0 334 0 -6 12
Percent of Open Interest Represented by Each Category of Trader
78.3 2.5 0.0 8.3 26.4 11.8 1.4 39.7 0.0 0.0 19.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 48
10 . 0 4 11 . . 11 0 0 7 0
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 26,983
Positions
21,629 2,634 0 2,358 6,011 1,940 586 3,855 405 0 12,023 0 65 115
Changes from: February 11, 2014 Total Change is: 210
157 -382 -40 4 107 -4 546 -179 25 -510 684 0 32 -1
Percent of Open Interest Represented by Each Category of Trader
80.2 9.8 0.0 8.7 22.3 7.2 2.2 14.3 1.5 0.0 44.6 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 36
7 . 0 . 9 . . 7 . 0 6 0
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Traders in Financial Futures - Futures Only Positions as of February 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 49,629
Positions
10,303 7,993 751 6,704 3,291 397 7,694 31,552 1,546 12,876 1,635 8 9,350 2,456
Changes from: February 11, 2014 Total Change is: 2,440
-309 325 0 -2,246 2,799 -19 847 -2,857 674 2,861 1,047 8 624 463
Percent of Open Interest Represented by Each Category of Trader
20.8 16.1 1.5 13.5 6.6 0.8 15.5 63.6 3.1 25.9 3.3 0.0 18.8 4.9
Number of Traders in Each Category Total Traders: 158
6 4 . 9 5 . 19 34 7 70 10 .
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 409,111
Positions
80,551 68,125 57,515 28,079 19,588 33,781 66,828 90,345 64,114 13,687 5,888 44,405 20,151 25,350
Changes from: February 11, 2014 Total Change is: 30,260
2,693 -7,462 6,431 400 5,511 4,278 18,351 -3,995 1,742 -27,553 -1,963 25,113 -1,195 605
Percent of Open Interest Represented by Each Category of Trader
19.7 16.7 14.1 6.9 4.8 8.3 16.3 22.1 15.7 3.3 1.4 10.9 4.9 6.2
Number of Traders in Each Category Total Traders: 185
24 9 25 7 13 13 45 41 58 20 12 32
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Traders in Financial Futures - Futures Only Positions as of February 18, 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 9,349
Positions
465 514 0 3,844 80 452 3,105 7,481 753 700 0 0 30 69
Changes from: February 11, 2014 Total Change is: 389
283 0 0 -22 0 -6 134 351 0 0 0 0 0 44
Percent of Open Interest Represented by Each Category of Trader
5.0 5.5 0.0 41.1 0.9 4.8 33.2 80.0 8.1 7.5 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 21
. . 0 4 . . 7 4 . . 0 0
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Updated February 21, 2014