Traders in Financial Futures - Futures Only Positions as of February 25, 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 141,519
Positions
70,618 12,103 2,821 14,722 6,834 545 7,202 73,459 4,518 14,121 4,999 356 26,616 35,884
Changes from: February 18, 2014 Total Change is: -13,343
-11,030 502 1,031 431 -3,064 -145 -3,916 -9,698 -150 -43 104 183 296 -2,106
Percent of Open Interest Represented by Each Category of Trader
49.9 8.6 2.0 10.4 4.8 0.4 5.1 51.9 3.2 10.0 3.5 0.3 18.8 25.4
Number of Traders in Each Category Total Traders: 85
10 5 6 4 7 . 14 27 8 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 55,157
Positions
9,439 21,796 700 900 1,180 0 23,066 16,611 329 2,063 1,805 0 18,660 12,736
Changes from: February 18, 2014 Total Change is: 4,154
-341 2,813 -9 0 31 0 4,768 1,372 32 770 -180 0 -1,066 95
Percent of Open Interest Represented by Each Category of Trader
17.1 39.5 1.3 1.6 2.1 0.0 41.8 30.1 0.6 3.7 3.3 0.0 33.8 23.1
Number of Traders in Each Category Total Traders: 48
. 11 . . . 0 14 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 257,037
Positions
19,780 119,262 5,233 25,691 28,030 554 148,874 42,937 14,630 1,996 26,949 333 39,946 19,109
Changes from: February 18, 2014 Total Change is: 15,566
1,988 11,474 1,918 814 -206 -198 465 -2,782 10,752 428 -1,928 115 -716 -3,579
Percent of Open Interest Represented by Each Category of Trader
7.7 46.4 2.0 10.0 10.9 0.2 57.9 16.7 5.7 0.8 10.5 0.1 15.5 7.4
Number of Traders in Each Category Total Traders: 117
10 13 10 11 14 5 46 10 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 203,743
Positions
89,792 39,880 1,490 21,349 17,856 4,065 41,622 85,939 3,623 25,652 7,983 96 16,054 42,811
Changes from: February 18, 2014 Total Change is: 3,686
4,347 1,554 462 -1,756 438 612 -1,840 3,339 451 508 472 1 901 -3,643
Percent of Open Interest Represented by Each Category of Trader
44.1 19.6 0.7 10.5 8.8 2.0 20.4 42.2 1.8 12.6 3.9 0.0 7.9 21.0
Number of Traders in Each Category Total Traders: 117
9 12 6 8 17 6 24 33 12 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 296,924
Positions
85,407 52,613 3,986 42,683 81,330 5,228 82,354 44,265 10,536 18,688 36,736 1,462 46,580 60,768
Changes from: February 18, 2014 Total Change is: 5,564
-1,929 5,450 180 1,464 2,442 185 3,787 -2,058 837 931 -583 -228 337 -661
Percent of Open Interest Represented by Each Category of Trader
28.8 17.7 1.3 14.4 27.4 1.8 27.7 14.9 3.5 6.3 12.4 0.5 15.7 20.5
Number of Traders in Each Category Total Traders: 194
16 20 9 17 26 15 33 43 19 13 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 98,643
Positions
63,662 10,306 331 987 4,644 72 9,176 42,787 1,496 6,250 6,461 74 16,595 32,472
Changes from: February 18, 2014 Total Change is: -4,406
-4,735 838 -250 44 -637 -31 846 -4,163 -111 191 -792 -54 -306 794
Percent of Open Interest Represented by Each Category of Trader
64.5 10.4 0.3 1.0 4.7 0.1 9.3 43.4 1.5 6.3 6.5 0.1 16.8 32.9
Number of Traders in Each Category Total Traders: 72
8 10 6 . 7 . 12 25 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 39,607
Positions
21,267 23,340 6,182 1,984 0 0 2,670 3,924 3,185 1,650 0 2,275 394 701
Changes from: February 18, 2014 Total Change is: -801
-501 45 0 -8 0 0 -358 -867 1 0 0 0 65 20
Percent of Open Interest Represented by Each Category of Trader
53.7 58.9 15.6 5.0 0.0 0.0 6.7 9.9 8.0 4.2 0.0 5.7 1.0 1.8
Number of Traders in Each Category Total Traders: 20
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 128,542
Positions
48,866 53,435 1,315 39,536 1,784 266 8,429 42,950 18,526 4,898 4,306 1,063 5,643 4,897
Changes from: February 18, 2014 Total Change is: -2,555
-1,845 352 -148 -143 811 -401 974 -634 -2,017 538 -1,330 710 -223 102
Percent of Open Interest Represented by Each Category of Trader
38.0 41.6 1.0 30.8 1.4 0.2 6.6 33.4 14.4 3.8 3.3 0.8 4.4 3.8
Number of Traders in Each Category Total Traders: 106
7 9 . . 5 . 19 38 10 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 14,406
Positions
6,121 3,961 3,319 0 760 0 4,104 2,314 253 0 3,055 0 609 744
Changes from: February 18, 2014 Total Change is: 1,757
-1,487 3,088 189 0 251 0 2,889 -1,223 102 0 0 0 64 -650
Percent of Open Interest Represented by Each Category of Trader
42.5 27.5 23.0 0.0 5.3 0.0 28.5 16.1 1.8 0.0 21.2 0.0 4.2 5.2
Number of Traders in Each Category Total Traders: 23
4 5 . 0 . 0 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 22,142
Positions
1,042 13,375 14 848 207 0 15,468 5,032 583 524 796 0 3,663 2,135
Changes from: February 18, 2014 Total Change is: 626
-625 1,426 -13 21 -2 0 1,310 -761 -141 0 -13 0 74 130
Percent of Open Interest Represented by Each Category of Trader
4.7 60.4 0.1 3.8 0.9 0.0 69.9 22.7 2.6 2.4 3.6 0.0 16.5 9.6
Number of Traders in Each Category Total Traders: 56
. 8 . . . 0 21 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 60,457
Positions
16,711 39,831 341 7,434 4,176 629 20,940 7,045 169 4,354 1,442 8 9,872 6,817
Changes from: February 18, 2014 Total Change is: 4,794
-520 6,150 119 218 123 100 4,768 -1,645 108 -739 116 -5 744 -273
Percent of Open Interest Represented by Each Category of Trader
27.6 65.9 0.6 12.3 6.9 1.0 34.6 11.7 0.3 7.2 2.4 0.0 16.3 11.3
Number of Traders in Each Category Total Traders: 98
18 13 4 10 . 4 24 15 . 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 120,913
Positions
33,422 79,662 682 14,868 8,351 1,258 41,880 14,090 338 8,707 2,884 15 19,743 13,633
Changes from: February 18, 2014 Total Change is: 9,587
-1,039 12,300 238 436 246 200 9,536 -3,289 216 -1,478 232 -10 1,488 -546
Percent of Open Interest Represented by Each Category of Trader
27.6 65.9 0.6 12.3 6.9 1.0 34.6 11.7 0.3 7.2 2.4 0.0 16.3 11.3
Number of Traders in Each Category Total Traders: 98
18 13 4 10 . 4 24 15 . 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 851,046
Positions
40,703 172,415 87,900 299,557 104,770 50,044 99,661 191,726 60,874 47,928 53,487 3,659 160,722 126,173
Changes from: February 18, 2014 Total Change is: 17,261
74 -4,497 9,058 -13,594 2,867 2,864 -3,366 -7,905 10,061 2,046 2 1,292 8,827 3,519
Percent of Open Interest Represented by Each Category of Trader
4.8 20.3 10.3 35.2 12.3 5.9 11.7 22.5 7.2 5.6 6.3 0.4 18.9 14.8
Number of Traders in Each Category Total Traders: 564
39 38 28 112 54 60 89 126 83 46 60 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 212,848
Positions
63,741 66,188 2,228 60,231 21,895 1,569 23,094 29,093 2,061 7,813 8,926 142 51,969 80,746
Changes from: February 18, 2014 Total Change is: 11,818
9,078 1,076 -992 -1,101 -111 -34 2,338 4,590 97 -155 736 -21 2,608 6,477
Percent of Open Interest Represented by Each Category of Trader
29.9 31.1 1.0 28.3 10.3 0.7 10.8 13.7 1.0 3.7 4.2 0.1 24.4 37.9
Number of Traders in Each Category Total Traders: 82
10 7 . 16 7 8 15 17 12 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 3,190,988
Positions
267,709 914,035 45,457 1,237,923 455,667 201,079 573,234 1,003,564 103,664 206,324 228,556 11,833 543,765 227,133
Changes from: February 18, 2014 Total Change is: 27,216
5,540 22,697 -308 -49,179 28,180 1,201 16,544 -17,414 4,758 16,483 1,808 1,083 31,094 -14,789
Percent of Open Interest Represented by Each Category of Trader
8.4 28.6 1.4 38.8 14.3 6.3 18.0 31.4 3.2 6.5 7.2 0.4 17.0 7.1
Number of Traders in Each Category Total Traders: 546
39 37 20 104 53 53 88 124 70 43 58 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 95,951
Positions
4,829 45,234 32 53,054 36,841 1,906 24,451 5,614 677 1,036 2,529 0 9,966 3,118
Changes from: February 18, 2014 Total Change is: 1,722
-1,736 2,394 1 681 -24 -2 2,895 -137 31 310 0 0 -458 -541
Percent of Open Interest Represented by Each Category of Trader
5.0 47.1 0.0 55.3 38.4 2.0 25.5 5.9 0.7 1.1 2.6 0.0 10.4 3.2
Number of Traders in Each Category Total Traders: 93
7 11 . 36 12 14 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 92,114
Positions
12,024 68,759 202 37,601 4,115 1,312 30,269 9,122 429 1,940 3,660 501 7,837 4,014
Changes from: February 18, 2014 Total Change is: 4,839
176 5,211 -3 -76 -77 6 4,842 773 -401 107 -918 320 -132 -73
Percent of Open Interest Represented by Each Category of Trader
13.1 74.6 0.2 40.8 4.5 1.4 32.9 9.9 0.5 2.1 4.0 0.5 8.5 4.4
Number of Traders in Each Category Total Traders: 226
18 23 6 37 14 10 64 33 9 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 460,568
Positions
60,120 343,793 1,012 188,005 20,573 6,558 151,345 45,612 2,144 9,698 18,302 2,503 39,183 20,071
Changes from: February 18, 2014 Total Change is: 24,195
880 26,055 -13 -379 -385 29 24,212 3,867 -2,007 534 -4,588 1,600 -661 -363
Percent of Open Interest Represented by Each Category of Trader
13.1 74.6 0.2 40.8 4.5 1.4 32.9 9.9 0.5 2.1 4.0 0.5 8.5 4.4
Number of Traders in Each Category Total Traders: 226
18 23 6 37 14 10 64 33 9 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 304,668
Positions
44,433 48,644 9,873 145,121 123,742 12,998 55,892 79,312 6,881 8,815 7,455 0 20,655 15,763
Changes from: February 18, 2014 Total Change is: 10,101
-4,759 6,006 1,104 3,465 -1,394 698 6,799 1,733 103 -630 1,446 -8 3,329 413
Percent of Open Interest Represented by Each Category of Trader
14.6 16.0 3.2 47.6 40.6 4.3 18.3 26.0 2.3 2.9 2.4 0.0 6.8 5.2
Number of Traders in Each Category Total Traders: 255
23 13 5 56 38 27 41 57 14 14 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 69,112
Positions
3,324 45,405 0 32,591 82 727 16,742 13,519 0 5,725 3,538 0 10,003 5,841
Changes from: February 18, 2014 Total Change is: 226
171 225 0 716 0 -24 499 -874 -109 131 -153 0 -1,158 1,161
Percent of Open Interest Represented by Each Category of Trader
4.8 65.7 0.0 47.2 0.1 1.1 24.2 19.6 0.0 8.3 5.1 0.0 14.5 8.5
Number of Traders in Each Category Total Traders: 72
6 8 0 18 . . 14 10 0 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 115,550
Positions
42,391 11,291 1,513 11,531 5,266 870 33,912 4,221 3,095 6,122 9,318 5,182 10,934 74,794
Changes from: February 18, 2014 Total Change is: 498
3,861 698 553 -1,761 -195 -94 -4,047 2,973 -298 -57 -911 1,509 832 -3,737
Percent of Open Interest Represented by Each Category of Trader
36.7 9.8 1.3 10.0 4.6 0.8 29.3 3.7 2.7 5.3 8.1 4.5 9.5 64.7
Number of Traders in Each Category Total Traders: 87
19 5 . 10 . . 28 10 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 107,070
Positions
1,770 70,366 5,286 61,300 11,752 3,762 21,009 6,587 6,011 1,120 265 0 6,812 3,041
Changes from: February 18, 2014 Total Change is: 5,208
31 3,000 252 2,890 269 -108 334 -25 1,833 -392 0 0 368 -13
Percent of Open Interest Represented by Each Category of Trader
1.7 65.7 4.9 57.3 11.0 3.5 19.6 6.2 5.6 1.0 0.2 0.0 6.4 2.8
Number of Traders in Each Category Total Traders: 93
4 11 . 36 15 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 254,156
Positions
23,315 74,650 3,821 86,982 73,409 49,556 57,069 30,892 4,023 17,070 6,198 788 11,532 10,819
Changes from: February 18, 2014 Total Change is: 3,443
-984 -4,136 -416 -2,305 3,118 1,303 3,779 308 1,853 -467 -25 9 671 1,429
Percent of Open Interest Represented by Each Category of Trader
9.2 29.4 1.5 34.2 28.9 19.5 22.5 12.2 1.6 6.7 2.4 0.3 4.5 4.3
Number of Traders in Each Category Total Traders: 189
19 22 4 45 29 24 25 23 10 22 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 772,952
Positions
1,346 109,023 7,564 276,797 147,444 114,878 85,822 63,360 73,411 12,847 27,631 3,528 196,759 226,113
Changes from: February 18, 2014 Total Change is: 78,529
-3,064 480 -5,457 -1,417 -7,468 -6,078 -3,518 -10,895 62,165 -4,799 -8,894 2,323 38,374 52,353
Percent of Open Interest Represented by Each Category of Trader
0.2 14.1 1.0 35.8 19.1 14.9 11.1 8.2 9.5 1.7 3.6 0.5 25.5 29.3
Number of Traders in Each Category Total Traders: 150
. 15 7 33 31 36 32 24 23 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 484,045
Positions
22,090 89,271 15,856 258,481 22,645 68,650 18,363 156,476 3,000 7,790 23,334 2,592 87,223 102,221
Changes from: February 18, 2014 Total Change is: 32,698
2,733 -784 15,754 5,828 2,636 -2,795 254 6,850 1,255 -364 -831 756 9,277 9,857
Percent of Open Interest Represented by Each Category of Trader
4.6 18.4 3.3 53.4 4.7 14.2 3.8 32.3 0.6 1.6 4.8 0.5 18.0 21.1
Number of Traders in Each Category Total Traders: 78
4 10 7 34 6 21 . 13 7 . 5 .
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 1,019,477
Positions
57,679 151,774 30,831 231,758 258,736 65,212 263,294 120,558 174,920 47,457 71,130 27,487 120,839 118,829
Changes from: February 18, 2014 Total Change is: 105,209
2,624 14,488 -371 12,473 1,387 -5,215 13,590 3,434 68,493 1,887 8,890 3,650 8,078 10,453
Percent of Open Interest Represented by Each Category of Trader
5.7 14.9 3.0 22.7 25.4 6.4 25.8 11.8 17.2 4.7 7.0 2.7 11.9 11.7
Number of Traders in Each Category Total Traders: 231
14 27 12 36 39 37 50 23 33 15 27 13
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 49,530
Positions
7,470 16,646 12,445 500 0 0 19,787 10,942 9,227 0 0 0 101 270
Changes from: February 18, 2014 Total Change is: 3,611
-3,502 315 2,554 0 0 0 4,728 962 -153 0 0 0 -16 -67
Percent of Open Interest Represented by Each Category of Trader
15.1 33.6 25.1 1.0 0.0 0.0 39.9 22.1 18.6 0.0 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 40
7 9 10 . 0 0 12 10 8 0 0 0
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 2,513,746
Positions
175,803 115,233 64,708 590,988 1,060,462 250,129 696,329 218,989 132,375 236,647 144,123 37,227 329,540 490,500
Changes from: February 18, 2014 Total Change is: 83,718
14,088 -44,421 -856 -30,045 165,234 -29,184 20,463 -62,221 56,656 -3,940 -57,737 4,343 52,193 51,904
Percent of Open Interest Represented by Each Category of Trader
7.0 4.6 2.6 23.5 42.2 10.0 27.7 8.7 5.3 9.4 5.7 1.5 13.1 19.5
Number of Traders in Each Category Total Traders: 336
21 34 28 42 69 60 56 56 49 20 37 15
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 2,153,900
Positions
134,346 191,374 55,015 653,979 522,552 237,892 474,016 305,102 96,610 115,081 222,608 65,442 321,519 457,305
Changes from: February 18, 2014 Total Change is: 98,790
-10,420 -36,635 27,090 -44,321 25,750 -15,519 -9,397 -80,956 9,918 -17,930 -2,324 53,772 105,597 117,694
Percent of Open Interest Represented by Each Category of Trader
6.2 8.9 2.6 30.4 24.3 11.0 22.0 14.2 4.5 5.3 10.3 3.0 14.9 21.2
Number of Traders in Each Category Total Traders: 251
11 26 13 27 54 40 32 57 36 11 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 326,188
Positions
140,628 114,664 70,445 705 3,088 3,344 21,738 14,542 48,996 192 16,535 10,445 29,695 44,129
Changes from: February 18, 2014 Total Change is: 11,334
5,182 6,636 -275 0 0 400 -1,012 -622 6,428 78 -1,122 1,574 -1,041 -1,685
Percent of Open Interest Represented by Each Category of Trader
43.1 35.2 21.6 0.2 0.9 1.0 6.7 4.5 15.0 0.1 5.1 3.2 9.1 13.5
Number of Traders in Each Category Total Traders: 73
15 27 29 . . . 9 9 15 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,115,984
Positions
1,266,055 2,441,747 1,896,524 2,835,421 607,416 176,984 789,399 1,110,181 1,743,683 122,235 520,669 425,861 859,822 1,192,919
Changes from: February 18, 2014 Total Change is: 137,406
26,526 -104,738 33,136 10,922 12,505 2,903 -4,756 48,091 48,641 -36,179 -14,152 47,487 8,726 63,533
Percent of Open Interest Represented by Each Category of Trader
12.5 24.1 18.7 28.0 6.0 1.7 7.8 11.0 17.2 1.2 5.1 4.2 8.5 11.8
Number of Traders in Each Category Total Traders: 273
30 59 81 10 21 19 34 75 77 15 23 24
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 45,152
Positions
35,344 1,154 0 3,761 11,599 5,336 658 18,197 0 0 8,677 0 53 189
Changes from: February 18, 2014 Total Change is: -16
-27 10 0 0 -347 0 25 285 0 0 30 0 -14 6
Percent of Open Interest Represented by Each Category of Trader
78.3 2.6 0.0 8.3 25.7 11.8 1.5 40.3 0.0 0.0 19.2 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 48
10 . 0 4 10 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 27,907
Positions
22,340 3,479 0 2,360 5,965 1,938 796 4,022 405 0 12,006 0 68 92
Changes from: February 18, 2014 Total Change is: 924
711 845 0 2 -46 -2 210 167 0 0 -17 0 3 -23
Percent of Open Interest Represented by Each Category of Trader
80.1 12.5 0.0 8.5 21.4 6.9 2.9 14.4 1.5 0.0 43.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 36
5 5 0 . 9 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 49,811
Positions
10,094 7,709 751 6,723 4,703 389 7,091 30,940 1,707 14,200 1,374 10 8,846 2,228
Changes from: February 18, 2014 Total Change is: 182
-209 -284 0 19 1,412 -8 -603 -612 161 1,324 -261 2 -504 -228
Percent of Open Interest Represented by Each Category of Trader
20.3 15.5 1.5 13.5 9.4 0.8 14.2 62.1 3.4 28.5 2.8 0.0 17.8 4.5
Number of Traders in Each Category Total Traders: 155
6 . . 9 5 . 20 28 10 72 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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 367,042
Positions
64,652 54,809 42,576 33,917 18,401 29,063 70,104 91,414 56,595 10,709 7,298 38,088 21,338 28,798
Changes from: February 18, 2014 Total Change is: -42,069
-15,899 -13,316 -14,939 5,838 -1,187 -4,718 3,276 1,069 -7,519 -2,978 1,410 -6,317 1,187 3,448
Percent of Open Interest Represented by Each Category of Trader
17.6 14.9 11.6 9.2 5.0 7.9 19.1 24.9 15.4 2.9 2.0 10.4 5.8 7.8
Number of Traders in Each Category Total Traders: 179
21 14 24 7 13 10 43 44 54 16 11 22
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Traders in Financial Futures - Futures Only Positions as of February 25, 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 10,366
Positions
237 846 0 4,278 0 453 3,263 8,245 753 1,352 0 0 30 69
Changes from: February 18, 2014 Total Change is: 1,017
-228 332 0 434 -80 1 158 764 0 652 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
2.3 8.2 0.0 41.3 0.0 4.4 31.5 79.5 7.3 13.0 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 22
. . 0 5 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,477
Positions
1,149 5,427 0 5,460 0 0 1,858 3,853 50 0 0 0 960 147
Changes from: February 18, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.1 57.3 0.0 57.6 0.0 0.0 19.6 40.7 0.5 0.0 0.0 0.0 10.1 1.6
Number of Traders in Each Category Total Traders: 21
. . 0 7 0 0 6 4 . 0 0 0
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Updated February 28, 2014