Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 153,639 Positions 69,939 15,717 4,184 14,449 7,791 245 10,085 70,108 12,064 15,307 5,360 893 26,473 37,277 Changes from: March 4, 2014 Total Change is: 6,606 -1,040 3,453 -336 283 -159 68 1,293 -5,537 5,738 564 1,317 510 -474 1,552 Percent of Open Interest Represented by Each Category of Trader 45.5 10.2 2.7 9.4 5.1 0.2 6.6 45.6 7.9 10.0 3.5 0.6 17.2 24.3 Number of Traders in Each Category Total Traders: 86 10 6 6 . 8 . 21 22 13 13 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 66,889 Positions 7,994 30,679 718 934 1,965 0 26,467 12,221 7,122 1,729 1,248 0 21,925 12,936 Changes from: March 4, 2014 Total Change is: 6,357 -2,473 3,818 55 0 0 0 1,223 -6,689 6,634 -687 1,248 0 1,605 1,291 Percent of Open Interest Represented by Each Category of Trader 12.0 45.9 1.1 1.4 2.9 0.0 39.6 18.3 10.6 2.6 1.9 0.0 32.8 19.3 Number of Traders in Each Category Total Traders: 49 4 10 . . . 0 17 11 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 250,867 Positions 28,194 125,235 4,948 24,814 27,509 1,554 137,477 36,462 11,281 2,719 23,234 2,280 37,600 18,364 Changes from: March 4, 2014 Total Change is: -3,146 9,852 5,672 -271 260 241 -65 -10,364 -5,027 -2,749 968 -911 1,350 -2,127 -1,386 Percent of Open Interest Represented by Each Category of Trader 11.2 49.9 2.0 9.9 11.0 0.6 54.8 14.5 4.5 1.1 9.3 0.9 15.0 7.3 Number of Traders in Each Category Total Traders: 119 11 11 10 11 14 7 43 16 16 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 242,170 Positions 97,304 28,513 7,537 18,906 18,394 3,745 43,677 100,229 27,760 24,379 6,735 922 17,940 48,335 Changes from: March 4, 2014 Total Change is: 36,284 12,757 -7,886 5,298 -452 151 -146 -3,654 11,953 23,707 -2,742 247 888 628 2,072 Percent of Open Interest Represented by Each Category of Trader 40.2 11.8 3.1 7.8 7.6 1.5 18.0 41.4 11.5 10.1 2.8 0.4 7.4 20.0 Number of Traders in Each Category Total Traders: 127 10 12 6 8 15 7 24 41 20 4 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 322,020 Positions 73,477 63,301 7,474 41,452 87,563 5,604 106,455 43,550 9,828 17,463 30,180 5,336 54,931 69,184 Changes from: March 4, 2014 Total Change is: 17,712 -8,294 4,331 4,730 -432 4,294 313 10,295 -4,862 2,080 -1,376 -5,118 3,675 6,721 8,269 Percent of Open Interest Represented by Each Category of Trader 22.8 19.7 2.3 12.9 27.2 1.7 33.1 13.5 3.1 5.4 9.4 1.7 17.1 21.5 Number of Traders in Each Category Total Traders: 194 19 19 12 16 28 17 39 38 19 13 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 122,241 Positions 65,169 10,038 2,455 4,042 3,976 74 7,914 49,337 16,486 7,134 6,415 4 18,963 33,456 Changes from: March 4, 2014 Total Change is: 16,449 1,049 3,858 921 675 -1,120 1 -3,231 -2,199 13,708 303 -984 -68 3,091 2,332 Percent of Open Interest Represented by Each Category of Trader 53.3 8.2 2.0 3.3 3.3 0.1 6.5 40.4 13.5 5.8 5.2 0.0 15.5 27.4 Number of Traders in Each Category Total Traders: 74 8 8 4 . 7 . 11 29 12 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 166,949 Positions 44,103 68,771 6,872 41,236 1,471 171 11,686 29,157 50,202 4,803 3,683 953 6,923 5,669 Changes from: March 4, 2014 Total Change is: 40,064 -4,065 15,665 5,085 1,700 -260 0 4,878 -12,304 32,085 -187 -361 -213 781 367 Percent of Open Interest Represented by Each Category of Trader 26.4 41.2 4.1 24.7 0.9 0.1 7.0 17.5 30.1 2.9 2.2 0.6 4.1 3.4 Number of Traders in Each Category Total Traders: 102 6 9 5 . 6 . 22 29 15 15 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 20,185 Positions 4,414 7,969 3,060 0 773 0 9,569 3,221 1,154 1,000 3,055 0 988 953 Changes from: March 4, 2014 Total Change is: 1,722 21 1,032 -1 0 133 0 661 414 87 1,000 0 0 -46 57 Percent of Open Interest Represented by Each Category of Trader 21.9 39.5 15.2 0.0 3.8 0.0 47.4 16.0 5.7 5.0 15.1 0.0 4.9 4.7 Number of Traders in Each Category Total Traders: 22 . 6 . 0 . 0 . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 31,905 Positions 1,041 17,514 129 711 189 0 20,332 6,147 4,237 528 609 0 4,927 3,080 Changes from: March 4, 2014 Total Change is: 6,289 10 993 73 -144 0 0 2,161 787 3,563 4 13 0 622 860 Percent of Open Interest Represented by Each Category of Trader 3.3 54.9 0.4 2.2 0.6 0.0 63.7 19.3 13.3 1.7 1.9 0.0 15.4 9.7 Number of Traders in Each Category Total Traders: 54 . 8 . . . 0 22 11 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 64,348 Positions 16,778 40,525 771 7,650 4,255 415 24,824 8,339 341 4,321 2,656 175 9,075 6,873 Changes from: March 4, 2014 Total Change is: -1,897 91 -1,353 161 -558 121 -37 -1,682 -729 161 63 290 172 -267 -683 Percent of Open Interest Represented by Each Category of Trader 26.1 63.0 1.2 11.9 6.6 0.6 38.6 13.0 0.5 6.7 4.1 0.3 14.1 10.7 Number of Traders in Each Category Total Traders: 104 18 14 4 10 . 4 24 15 . 7 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 128,696 Positions 33,555 81,049 1,542 15,299 8,510 830 49,647 16,677 682 8,642 5,312 349 18,150 13,745 Changes from: March 4, 2014 Total Change is: -3,793 181 -2,706 322 -1,115 242 -74 -3,364 -1,457 321 126 580 344 -534 -1,365 Percent of Open Interest Represented by Each Category of Trader 26.1 63.0 1.2 11.9 6.6 0.6 38.6 13.0 0.5 6.7 4.1 0.3 14.1 10.7 Number of Traders in Each Category Total Traders: 104 18 14 4 10 . 4 24 15 . 7 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 899,687 Positions 48,023 167,747 115,805 309,714 101,251 50,403 94,790 202,750 62,368 47,383 60,398 3,180 168,020 135,785 Changes from: March 4, 2014 Total Change is: 19,315 2,874 2,672 11,855 5,620 -2,793 1,591 -5,867 1,361 -6,198 -107 3,696 724 8,824 6,408 Percent of Open Interest Represented by Each Category of Trader 5.3 18.6 12.9 34.4 11.3 5.6 10.5 22.5 6.9 5.3 6.7 0.4 18.7 15.1 Number of Traders in Each Category Total Traders: 598 43 40 34 114 60 64 88 140 93 52 61 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 225,984 Positions 73,962 68,806 5,577 62,356 21,699 1,664 18,469 31,101 2,223 7,993 7,782 542 53,198 86,590 Changes from: March 4, 2014 Total Change is: 5,827 2,025 608 3,349 2,396 -126 167 -5,446 -3,523 106 16 108 400 2,814 4,738 Percent of Open Interest Represented by Each Category of Trader 32.7 30.4 2.5 27.6 9.6 0.7 8.2 13.8 1.0 3.5 3.4 0.2 23.5 38.3 Number of Traders in Each Category Total Traders: 82 9 8 4 16 7 8 16 16 12 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,368,513 Positions 285,700 910,100 135,747 1,276,794 437,763 203,689 559,171 1,035,810 123,160 196,952 263,080 13,188 574,112 245,976 Changes from: March 4, 2014 Total Change is: 67,438 -14,981 -8,910 61,757 16,338 -13,116 6,900 -42,658 -16,131 9,029 -617 17,941 1,620 30,050 8,348 Percent of Open Interest Represented by Each Category of Trader 8.5 27.0 4.0 37.9 13.0 6.0 16.6 30.7 3.7 5.8 7.8 0.4 17.0 7.3 Number of Traders in Each Category Total Traders: 579 43 39 28 107 58 58 86 139 82 48 59 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 95,762 Positions 4,801 48,248 25 52,185 33,311 1,599 25,154 5,862 897 730 2,735 0 10,371 3,085 Changes from: March 4, 2014 Total Change is: 2 746 -262 3 887 389 -111 -834 325 -18 -634 -7 0 -37 -317 Percent of Open Interest Represented by Each Category of Trader 5.0 50.4 0.0 54.5 34.8 1.7 26.3 6.1 0.9 0.8 2.9 0.0 10.8 3.2 Number of Traders in Each Category Total Traders: 92 7 10 . 38 10 15 14 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 93,499 Positions 13,310 69,809 987 39,456 3,938 612 27,728 8,684 642 1,848 4,087 809 8,107 3,931 Changes from: March 4, 2014 Total Change is: -1,516 1,271 -1,991 560 -660 9 134 -3,346 -892 -27 -91 304 101 541 286 Percent of Open Interest Represented by Each Category of Trader 14.2 74.7 1.1 42.2 4.2 0.7 29.7 9.3 0.7 2.0 4.4 0.9 8.7 4.2 Number of Traders in Each Category Total Traders: 214 20 21 8 36 12 8 64 24 14 14 21 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 467,493 Positions 66,552 349,047 4,933 197,280 19,692 3,059 138,640 43,420 3,208 9,240 20,434 4,045 40,536 19,655 Changes from: March 4, 2014 Total Change is: -7,581 6,356 -9,954 2,798 -3,301 44 669 -16,728 -4,460 -133 -454 1,522 505 2,707 1,428 Percent of Open Interest Represented by Each Category of Trader 14.2 74.7 1.1 42.2 4.2 0.7 29.7 9.3 0.7 2.0 4.4 0.9 8.7 4.2 Number of Traders in Each Category Total Traders: 214 20 21 8 36 12 8 64 24 14 14 21 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 328,905 Positions 53,640 56,558 10,920 141,060 120,812 13,219 70,837 95,171 8,008 9,245 9,354 8 21,968 14,855 Changes from: March 4, 2014 Total Change is: 4,071 10,748 -3,454 -941 -1,154 -2,077 -1,206 -2,586 11,420 -54 206 967 8 -950 -592 Percent of Open Interest Represented by Each Category of Trader 16.3 17.2 3.3 42.9 36.7 4.0 21.5 28.9 2.4 2.8 2.8 0.0 6.7 4.5 Number of Traders in Each Category Total Traders: 262 22 16 7 54 35 28 46 62 18 12 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 94,942 Positions 3,657 45,268 0 33,615 253 108 16,332 13,407 3,258 5,445 4,264 17,364 15,163 11,020 Changes from: March 4, 2014 Total Change is: 27,251 -541 -47 0 116 -82 -664 2,931 677 3,258 198 1,172 16,964 4,989 5,973 Percent of Open Interest Represented by Each Category of Trader 3.9 47.7 0.0 35.4 0.3 0.1 17.2 14.1 3.4 5.7 4.5 18.3 16.0 11.6 Number of Traders in Each Category Total Traders: 82 7 8 0 21 . . 18 11 7 7 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 151,153 Positions 41,937 12,643 3,143 10,666 1,194 568 32,627 4,890 10,432 6,834 10,008 14,690 30,256 93,585 Changes from: March 4, 2014 Total Change is: 35,994 -172 -989 2,216 -995 -743 -568 -1,014 -389 6,821 1,500 -69 9,281 18,925 20,434 Percent of Open Interest Represented by Each Category of Trader 27.7 8.4 2.1 7.1 0.8 0.4 21.6 3.2 6.9 4.5 6.6 9.7 20.0 61.9 Number of Traders in Each Category Total Traders: 85 20 8 13 8 . . 24 9 14 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 106,413 Positions 2,244 69,788 6,964 57,569 11,233 4,031 21,070 4,535 6,438 1,833 265 0 6,264 3,159 Changes from: March 4, 2014 Total Change is: -791 39 -878 1,719 -4,233 -662 228 1,117 -1,678 436 0 0 0 -97 44 Percent of Open Interest Represented by Each Category of Trader 2.1 65.6 6.5 54.1 10.6 3.8 19.8 4.3 6.1 1.7 0.2 0.0 5.9 3.0 Number of Traders in Each Category Total Traders: 92 5 9 . 38 13 14 16 7 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 267,699 Positions 25,401 62,181 14,212 85,656 77,251 48,470 48,230 34,894 11,491 20,043 6,647 310 13,886 12,243 Changes from: March 4, 2014 Total Change is: 9,196 1,561 -998 1,833 2,308 -553 -604 -404 4,254 2,965 -36 85 -61 1,634 2,275 Percent of Open Interest Represented by Each Category of Trader 9.5 23.2 5.3 32.0 28.9 18.1 18.0 13.0 4.3 7.5 2.5 0.1 5.2 4.6 Number of Traders in Each Category Total Traders: 186 20 19 7 44 29 24 27 21 11 21 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 680,771 Positions 6,473 121,770 10,113 283,879 148,247 118,683 74,169 67,943 23,452 21,551 27,804 159 142,292 162,600 Changes from: March 4, 2014 Total Change is: -37,505 4,737 10,513 2,369 -9,970 -3,152 2,689 -12,365 -13,278 -17,781 6,791 -385 21 -13,996 -18,501 Percent of Open Interest Represented by Each Category of Trader 1.0 17.9 1.5 41.7 21.8 17.4 10.9 10.0 3.4 3.2 4.1 0.0 20.9 23.9 Number of Traders in Each Category Total Traders: 166 8 17 9 34 35 38 35 22 20 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 489,549 Positions 30,733 78,706 1,908 254,194 39,426 75,375 16,246 160,391 24,531 7,730 18,030 0 78,832 91,182 Changes from: March 4, 2014 Total Change is: -15,850 5,597 -2,197 -2,593 -10,391 751 8,126 -88 -5,244 -4,877 -610 -4,175 -1,845 -9,169 -3,796 Percent of Open Interest Represented by Each Category of Trader 6.3 16.1 0.4 51.9 8.1 15.4 3.3 32.8 5.0 1.6 3.7 0.0 16.1 18.6 Number of Traders in Each Category Total Traders: 78 . 9 . 33 9 22 . 14 8 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 924,744 Positions 69,480 158,128 14,335 221,860 274,510 62,943 285,183 113,697 95,624 42,582 66,889 26,083 106,654 112,535 Changes from: March 4, 2014 Total Change is: 21,190 16,409 16,241 -1,649 3,785 22,131 -3,992 33,764 648 -16,870 -4,308 -3,208 994 -6,943 6,895 Percent of Open Interest Represented by Each Category of Trader 7.5 17.1 1.6 24.0 29.7 6.8 30.8 12.3 10.3 4.6 7.2 2.8 11.5 12.2 Number of Traders in Each Category Total Traders: 219 18 19 10 36 37 31 48 19 26 13 28 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 54,607 Positions 6,827 21,824 8,626 0 0 500 27,218 12,010 11,406 0 0 0 30 241 Changes from: March 4, 2014 Total Change is: 10,822 -1,152 4,482 1,106 -420 0 420 9,179 2,427 2,433 0 0 0 -744 -46 Percent of Open Interest Represented by Each Category of Trader 12.5 40.0 15.8 0.0 0.0 0.9 49.8 22.0 20.9 0.0 0.0 0.0 0.1 0.4 Number of Traders in Each Category Total Traders: 37 7 11 11 0 0 . 6 10 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,412,737 Positions 215,648 116,770 47,610 579,619 1,058,808 191,559 732,275 280,379 86,783 251,490 146,378 29,391 278,362 455,059 Changes from: March 4, 2014 Total Change is: 5,455 38,366 -4,296 -16,874 -38,711 46,315 -17,144 53,576 -8,956 -4,476 5,157 -13,646 7,753 -22,192 16,779 Percent of Open Interest Represented by Each Category of Trader 8.9 4.8 2.0 24.0 43.9 7.9 30.4 11.6 3.6 10.4 6.1 1.2 11.5 18.9 Number of Traders in Each Category Total Traders: 356 23 38 19 43 75 54 54 66 50 19 38 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 1,915,981 Positions 157,612 148,798 31,355 668,791 541,606 208,071 444,932 397,659 54,241 141,329 166,108 9,491 200,159 358,652 Changes from: March 4, 2014 Total Change is: -28,975 1,534 -34,681 1,039 -11,252 31,093 5,443 32,131 11,519 -45,530 18,297 -16,075 3,560 -34,197 14,657 Percent of Open Interest Represented by Each Category of Trader 8.2 7.8 1.6 34.9 28.3 10.9 23.2 20.8 2.8 7.4 8.7 0.5 10.4 18.7 Number of Traders in Each Category Total Traders: 252 15 27 9 27 53 43 27 61 24 11 31 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 298,102 Positions 136,163 87,993 63,609 706 3,348 3,501 13,003 23,988 44,525 969 16,279 8,826 26,800 46,033 Changes from: March 4, 2014 Total Change is: 2,871 -3,602 -5,277 4,740 1 208 47 2,782 1,880 552 820 850 -1,966 -503 1,837 Percent of Open Interest Represented by Each Category of Trader 45.7 29.5 21.3 0.2 1.1 1.2 4.4 8.0 14.9 0.3 5.5 3.0 9.0 15.4 Number of Traders in Each Category Total Traders: 71 17 21 27 . . . 10 9 16 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,646,711 Positions 1,556,006 2,301,409 1,925,947 2,862,949 694,928 206,693 638,667 1,225,075 2,023,939 157,913 549,832 396,973 877,624 1,321,915 Changes from: March 4, 2014 Total Change is: 152,010 144,804 -62,670 -36,088 23,450 65,910 912 -89,925 28,692 103,363 15,878 11,879 -22,536 12,152 62,548 Percent of Open Interest Represented by Each Category of Trader 14.6 21.6 18.1 26.9 6.5 1.9 6.0 11.5 19.0 1.5 5.2 3.7 8.2 12.4 Number of Traders in Each Category Total Traders: 280 29 60 79 11 22 20 32 76 81 16 23 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 45,553 Positions 32,916 1,140 2,303 4,561 8,865 5,032 697 20,682 0 0 7,401 0 44 130 Changes from: March 4, 2014 Total Change is: 589 -1,397 -8 2,303 800 -2,392 -496 447 2,178 -494 0 -478 0 -574 -24 Percent of Open Interest Represented by Each Category of Trader 72.3 2.5 5.1 10.0 19.5 11.0 1.5 45.4 0.0 0.0 16.2 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 44 9 . . 4 9 . . 11 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 45,698 Positions 21,596 1,402 13,687 1,972 11,058 1,908 5,250 4,497 1,222 0 11,841 0 63 83 Changes from: March 4, 2014 Total Change is: 18,408 -378 -925 13,672 -446 5,417 65 4,663 158 842 0 -496 0 -10 -325 Percent of Open Interest Represented by Each Category of Trader 47.3 3.1 30.0 4.3 24.2 4.2 11.5 9.8 2.7 0.0 25.9 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 33 4 4 . . 9 . . 8 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 58,004 Positions 9,922 7,755 971 6,475 6,555 246 17,742 35,559 1,972 12,386 1,856 3 8,287 3,087 Changes from: March 4, 2014 Total Change is: 5,452 -208 15 220 22 469 88 4,603 4,527 -891 1,842 324 -1 -223 701 Percent of Open Interest Represented by Each Category of Trader 17.1 13.4 1.7 11.2 11.3 0.4 30.6 61.3 3.4 21.4 3.2 0.0 14.3 5.3 Number of Traders in Each Category Total Traders: 156 6 . . 9 6 . 18 32 9 69 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 355,040 Positions 58,509 48,998 38,303 44,084 19,581 23,050 61,692 90,209 67,981 9,990 8,532 31,039 20,392 27,347 Changes from: March 4, 2014 Total Change is: -7,956 -7,124 1,797 -2,163 6,589 -8 -3,097 1,308 6 -2,478 77 -387 -487 -581 -1,139 Percent of Open Interest Represented by Each Category of Trader 16.5 13.8 10.8 12.4 5.5 6.5 17.4 25.4 19.1 2.8 2.4 8.7 5.7 7.7 Number of Traders in Each Category Total Traders: 183 20 13 27 9 12 12 38 50 52 14 13 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 11, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 15,250 Positions 205 755 0 6,468 0 445 6,220 13,219 753 1,123 0 0 36 78 Changes from: March 4, 2014 Total Change is: 829 24 0 0 1,470 -100 1 31 916 0 -700 0 0 3 12 Percent of Open Interest Represented by Each Category of Trader 1.3 5.0 0.0 42.4 0.0 2.9 40.8 86.7 4.9 7.4 0.0 0.0 0.2 0.5 Number of Traders in Each Category Total Traders: 23 . . 0 6 0 . 7 . . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 18, 2014