Traders in Financial Futures - Futures Only Positions as of March 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 133,246
Positions
29,163 3,838 572 14,509 8,756 225 43,634 71,904 6,301 16,336 2,380 147 22,359 39,123
Changes from: March 18, 2014 Total Change is: -53,536
-45,225 -12,852 -3,305 26 632 33 24,005 -16,765 -22,909 -305 -2,746 -322 -5,534 4,698
Percent of Open Interest Represented by Each Category of Trader
21.9 2.9 0.4 10.9 6.6 0.2 32.7 54.0 4.7 12.3 1.8 0.1 16.8 29.4
Number of Traders in Each Category Total Traders: 87
11 5 5 . 8 . 21 22 11 11 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 47,353
Positions
660 16,703 82 934 1,965 0 24,405 15,594 491 632 532 0 20,149 11,986
Changes from: March 18, 2014 Total Change is: -2,038
-153 -3,238 -71 0 0 0 -274 8 164 0 532 0 -1,704 567
Percent of Open Interest Represented by Each Category of Trader
1.4 35.3 0.2 2.0 4.1 0.0 51.5 32.9 1.0 1.3 1.1 0.0 42.6 25.3
Number of Traders in Each Category Total Traders: 40
. 7 . . . 0 13 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 202,115
Positions
9,965 94,041 1,236 23,568 28,315 1,971 130,224 26,035 2,748 1,993 30,050 13 30,397 17,706
Changes from: March 18, 2014 Total Change is: -6,846
2,546 -6,449 1,157 -359 231 35 -4,254 -2,549 -388 -2,305 3,239 -604 -2,674 -1,518
Percent of Open Interest Represented by Each Category of Trader
4.9 46.5 0.6 11.7 14.0 1.0 64.4 12.9 1.4 1.0 14.9 0.0 15.0 8.8
Number of Traders in Each Category Total Traders: 107
7 9 . 10 14 7 37 19 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 158,280
Positions
93,589 9,721 81 19,806 19,334 4,299 22,065 75,868 2,325 2,758 5,277 1 13,356 41,374
Changes from: March 18, 2014 Total Change is: 1,358
13,756 -1,263 -189 -474 1,197 -256 -4,456 499 64 -684 223 0 -6,403 1,083
Percent of Open Interest Represented by Each Category of Trader
59.1 6.1 0.1 12.5 12.2 2.7 13.9 47.9 1.5 1.7 3.3 0.0 8.4 26.1
Number of Traders in Each Category Total Traders: 111
7 10 4 7 17 7 20 40 10 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 262,179
Positions
42,530 26,612 1,647 42,337 92,523 5,851 95,313 35,310 3,734 23,186 32,320 1,049 46,532 63,133
Changes from: March 18, 2014 Total Change is: -2,264
7,641 -5,264 511 240 264 -68 -8,373 1,911 228 1,076 1,620 71 -3,590 -1,537
Percent of Open Interest Represented by Each Category of Trader
16.2 10.2 0.6 16.1 35.3 2.2 36.4 13.5 1.4 8.8 12.3 0.4 17.7 24.1
Number of Traders in Each Category Total Traders: 179
12 17 8 15 29 15 32 36 12 14 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 84,232
Positions
25,149 9,343 19 6,242 4,333 100 25,739 35,731 826 4,332 6,547 147 21,678 27,186
Changes from: March 18, 2014 Total Change is: 2,495
-4,592 4,041 19 1,154 -434 25 4,291 -1,360 141 68 -664 141 1,248 586
Percent of Open Interest Represented by Each Category of Trader
29.9 11.1 0.0 7.4 5.1 0.1 30.6 42.4 1.0 5.1 7.8 0.2 25.7 32.3
Number of Traders in Each Category Total Traders: 72
5 10 . 4 7 . 16 21 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 115,858
Positions
44,478 32,664 0 39,816 2,007 155 21,740 73,759 153 3,167 3,543 0 6,349 3,577
Changes from: March 18, 2014 Total Change is: 4,801
148 88 0 615 301 -15 3,132 5,408 -28 384 -952 0 565 -1
Percent of Open Interest Represented by Each Category of Trader
38.4 28.2 0.0 34.4 1.7 0.1 18.8 63.7 0.1 2.7 3.1 0.0 5.5 3.1
Number of Traders in Each Category Total Traders: 92
4 9 0 . 4 . 24 30 . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 24,298
Positions
4,403 12,732 3,060 0 394 0 13,372 3,718 369 2,000 3,055 0 1,094 970
Changes from: March 18, 2014 Total Change is: 4,881
-44 5,157 0 0 -152 0 4,625 645 -786 1,000 0 0 86 17
Percent of Open Interest Represented by Each Category of Trader
18.1 52.4 12.6 0.0 1.6 0.0 55.0 15.3 1.5 8.2 12.6 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 24
. 7 . 0 . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 32,748
Positions
884 20,030 0 1,327 189 0 24,745 9,025 266 521 878 0 5,005 2,360
Changes from: March 18, 2014 Total Change is: 1,285
-92 2,198 0 470 0 0 1,411 -917 62 -200 202 0 -366 -260
Percent of Open Interest Represented by Each Category of Trader
2.7 61.2 0.0 4.1 0.6 0.0 75.6 27.6 0.8 1.6 2.7 0.0 15.3 7.2
Number of Traders in Each Category Total Traders: 56
. 9 0 4 . 0 23 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 63,777
Positions
20,346 42,690 25 6,995 4,467 214 22,649 7,085 6 4,707 1,793 3 8,834 7,496
Changes from: March 18, 2014 Total Change is: -28,119
-2,116 -7,242 -16,666 -1,457 45 -61 -2,610 1,016 -4,171 -255 127 -214 -572 -955
Percent of Open Interest Represented by Each Category of Trader
31.9 66.9 0.0 11.0 7.0 0.3 35.5 11.1 0.0 7.4 2.8 0.0 13.9 11.8
Number of Traders in Each Category Total Traders: 102
19 14 . 9 . 4 23 16 . 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 127,553
Positions
40,691 85,380 50 13,990 8,933 427 45,298 14,170 11 9,413 3,586 5 17,668 14,991
Changes from: March 18, 2014 Total Change is: -28,008
5,828 2,744 -25,668 -984 90 -121 -6,307 -1,978 -2,103 491 254 -427 1,283 -799
Percent of Open Interest Represented by Each Category of Trader
31.9 66.9 0.0 11.0 7.0 0.3 35.5 11.1 0.0 7.4 2.8 0.0 13.9 11.8
Number of Traders in Each Category Total Traders: 102
19 14 . 9 . 4 23 16 . 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 683,526
Positions
45,014 218,933 9,464 322,290 95,446 41,357 90,698 180,300 19,531 54,654 49,067 3,138 97,380 66,290
Changes from: March 18, 2014 Total Change is: -346,067
-6,767 35,810 -166,837 6,586 -8,379 -31,908 -15,362 -25,458 -58,898 4,273 -14,009 -11,945 -65,208 -64,442
Percent of Open Interest Represented by Each Category of Trader
6.6 32.0 1.4 47.2 14.0 6.1 13.3 26.4 2.9 8.0 7.2 0.5 14.2 9.7
Number of Traders in Each Category Total Traders: 553
35 32 20 117 54 59 84 127 78 48 55 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 123,300
Positions
8,442 62,306 309 53,170 21,373 1,632 3,593 7,514 409 9,412 6,507 310 46,023 22,940
Changes from: March 18, 2014 Total Change is: -130,622
-68,944 -11,458 -24,569 -12,014 -448 -1,302 -12,578 -27,316 -2,479 229 -959 -3,933 -5,032 -58,158
Percent of Open Interest Represented by Each Category of Trader
6.8 50.5 0.3 43.1 17.3 1.3 2.9 6.1 0.3 7.6 5.3 0.3 37.3 18.6
Number of Traders in Each Category Total Traders: 77
4 12 . 15 7 7 12 16 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 2,801,131
Positions
218,619 818,898 10,016 1,351,769 376,532 192,458 446,653 875,058 84,480 226,942 213,530 13,411 256,783 216,748
Changes from: March 18, 2014 Total Change is:-1,077,226
-75,972 -150,519 -324,485 50,461 -82,193 -110,493 -185,860 -162,651 -110,154 20,116 -65,354 -39,958 -300,881 -31,419
Percent of Open Interest Represented by Each Category of Trader
7.8 29.2 0.4 48.3 13.4 6.9 15.9 31.2 3.0 8.1 7.6 0.5 9.2 7.7
Number of Traders in Each Category Total Traders: 537
34 32 16 112 50 55 82 127 65 44 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 93,444
Positions
4,130 44,023 41 49,900 34,878 2,094 25,579 5,812 733 705 2,809 0 10,262 3,054
Changes from: March 18, 2014 Total Change is: -24,295
-2,595 -4,801 -16,439 -2,567 19 52 -1,427 -950 -209 0 74 -75 -1,035 -1,966
Percent of Open Interest Represented by Each Category of Trader
4.4 47.1 0.0 53.4 37.3 2.2 27.4 6.2 0.8 0.8 3.0 0.0 11.0 3.3
Number of Traders in Each Category Total Traders: 95
6 13 . 37 10 14 17 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 75,742
Positions
5,348 55,839 381 37,513 4,053 408 22,784 8,959 937 1,691 2,020 70 6,610 3,075
Changes from: March 18, 2014 Total Change is: -56,272
-8,622 -12,962 -27,973 -480 -35 -3,341 -3,470 -149 -4,684 -825 -875 -1,767 -5,109 -4,485
Percent of Open Interest Represented by Each Category of Trader
7.1 73.7 0.5 49.5 5.4 0.5 30.1 11.8 1.2 2.2 2.7 0.1 8.7 4.1
Number of Traders in Each Category Total Traders: 211
18 22 4 34 12 7 58 33 10 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 378,710
Positions
26,742 279,197 1,904 187,565 20,263 2,041 113,920 44,795 4,683 8,455 10,100 351 33,049 15,376
Changes from: March 18, 2014 Total Change is: -166,449
-42,239 -65,435 -62,696 3,268 -175 -7,342 -29,468 -1,465 -9,188 -1,562 -9,445 -3,763 -13,459 -6,940
Percent of Open Interest Represented by Each Category of Trader
7.1 73.7 0.5 49.5 5.4 0.5 30.1 11.8 1.2 2.2 2.7 0.1 8.7 4.1
Number of Traders in Each Category Total Traders: 211
18 22 4 34 12 7 58 33 10 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 316,083
Positions
52,862 65,667 5,890 140,644 123,687 12,561 63,483 78,636 9,119 8,210 5,930 13 23,301 14,580
Changes from: March 18, 2014 Total Change is: -41,579
562 -2,520 -22,917 -4,073 801 -1,144 -12,550 -11,435 625 -1,333 -2,428 -630 -119 -1,931
Percent of Open Interest Represented by Each Category of Trader
16.7 20.8 1.9 44.5 39.1 4.0 20.1 24.9 2.9 2.6 1.9 0.0 7.4 4.6
Number of Traders in Each Category Total Traders: 235
21 14 4 53 35 26 38 52 12 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 62,554
Positions
3,618 15,698 119 31,191 216 165 11,891 14,499 0 6,429 19,560 0 9,141 12,297
Changes from: March 18, 2014 Total Change is: 1,611
1,650 -147 100 -366 0 -23 -910 243 0 1,335 376 0 -175 1,062
Percent of Open Interest Represented by Each Category of Trader
5.8 25.1 0.2 49.9 0.3 0.3 19.0 23.2 0.0 10.3 31.3 0.0 14.6 19.7
Number of Traders in Each Category Total Traders: 74
7 7 . 19 . . 13 11 0 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 102,756
Positions
18,231 5,817 179 18,730 1,239 35 34,377 5,151 329 20,938 2,810 0 9,937 87,196
Changes from: March 18, 2014 Total Change is: 6,632
1,218 132 -51 1,734 15 0 2,619 -3,918 -773 1,070 1,749 0 815 9,478
Percent of Open Interest Represented by Each Category of Trader
17.7 5.7 0.2 18.2 1.2 0.0 33.5 5.0 0.3 20.4 2.7 0.0 9.7 84.9
Number of Traders in Each Category Total Traders: 79
16 6 . 6 . . 27 9 5 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 102,634
Positions
3,984 67,429 2,140 60,135 15,007 4,325 20,377 6,334 4,108 1,462 279 0 6,103 3,012
Changes from: March 18, 2014 Total Change is: -25,375
1,673 -2,889 -23,330 2,300 3,491 -2,783 -873 1,573 -879 -574 0 0 -909 -558
Percent of Open Interest Represented by Each Category of Trader
3.9 65.7 2.1 58.6 14.6 4.2 19.9 6.2 4.0 1.4 0.3 0.0 5.9 2.9
Number of Traders in Each Category Total Traders: 92
6 9 . 36 14 13 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 237,889
Positions
28,135 56,744 2,555 77,623 73,882 49,103 47,116 36,533 2,058 20,532 7,870 147 10,620 8,997
Changes from: March 18, 2014 Total Change is: -49,749
-5,486 -8,325 -32,028 -3,040 272 -1,841 572 -182 -1,697 709 1,319 -212 -6,726 -7,055
Percent of Open Interest Represented by Each Category of Trader
11.8 23.9 1.1 32.6 31.1 20.6 19.8 15.4 0.9 8.6 3.3 0.1 4.5 3.8
Number of Traders in Each Category Total Traders: 184
20 20 . 44 28 23 25 20 7 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 710,477
Positions
5,120 116,312 3,148 307,058 142,131 126,632 77,750 108,118 17,059 14,236 30,128 677 158,797 166,272
Changes from: March 18, 2014 Total Change is: -9,372
2,129 -21,549 -2,999 3,892 -3,016 2,259 -10,033 21,633 -5,922 -4,363 -1,628 518 5,147 1,332
Percent of Open Interest Represented by Each Category of Trader
0.7 16.4 0.4 43.2 20.0 17.8 10.9 15.2 2.4 2.0 4.2 0.1 22.4 23.4
Number of Traders in Each Category Total Traders: 167
5 21 5 36 33 39 30 28 14 4 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 479,346
Positions
23,503 69,273 2,337 263,471 34,814 76,074 16,904 192,461 1,512 7,801 21,431 0 87,744 81,444
Changes from: March 18, 2014 Total Change is: -7,435
-8,416 -9,771 1,906 -14 -1,273 -917 2,676 17,328 -7,351 145 139 0 4,536 -7,496
Percent of Open Interest Represented by Each Category of Trader
4.9 14.5 0.5 55.0 7.3 15.9 3.5 40.2 0.3 1.6 4.5 0.0 18.3 17.0
Number of Traders in Each Category Total Traders: 82
. 7 . 35 11 23 . 17 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 992,558
Positions
77,943 166,841 3,616 164,727 316,989 79,616 438,867 133,163 71,806 37,097 74,234 25,912 92,974 120,381
Changes from: March 18, 2014 Total Change is: 80,562
23,900 28,684 -12,897 -39,293 30,573 14,541 117,880 19,319 -19,609 6,851 10,300 299 -11,110 9,352
Percent of Open Interest Represented by Each Category of Trader
7.9 16.8 0.4 16.6 31.9 8.0 44.2 13.4 7.2 3.7 7.5 2.6 9.4 12.1
Number of Traders in Each Category Total Traders: 232
15 30 6 32 41 30 46 28 28 15 25 8
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Traders in Financial Futures - Futures Only Positions as of March 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 77,485
Positions
6,856 20,512 18,774 0 0 500 32,452 18,585 18,873 0 0 0 30 241
Changes from: March 18, 2014 Total Change is: 10,707
-61 2,644 3,146 0 0 0 5,497 2,792 2,125 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
8.8 26.5 24.2 0.0 0.0 0.6 41.9 24.0 24.4 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 38
8 10 11 0 0 . 6 12 8 0 0 0
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Traders in Financial Futures - Futures Only Positions as of March 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 2,490,662
Positions
202,710 82,835 46,709 645,144 1,195,430 181,674 742,833 263,526 85,890 281,901 153,106 31,885 271,916 449,607
Changes from: March 18, 2014 Total Change is: 49,468
19,322 -26,414 -7,511 11,893 118,375 -17,637 17,667 -12,075 -7,234 35,099 -2,804 6,858 -8,989 -2,090
Percent of Open Interest Represented by Each Category of Trader
8.1 3.3 1.9 25.9 48.0 7.3 29.8 10.6 3.4 11.3 6.1 1.3 10.9 18.1
Number of Traders in Each Category Total Traders: 340
27 26 9 37 78 53 50 61 38 19 42 10
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Traders in Financial Futures - Futures Only Positions as of March 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 2,014,031
Positions
140,467 137,978 33,718 793,530 559,218 206,094 464,380 464,687 27,744 158,203 179,183 8,766 181,129 396,643
Changes from: March 18, 2014 Total Change is: 92,877
-23,431 -28,288 19,502 85,980 2,699 7,041 41,900 32,230 -18,362 26,787 11,053 -61 -46,479 67,063
Percent of Open Interest Represented by Each Category of Trader
7.0 6.9 1.7 39.4 27.8 10.2 23.1 23.1 1.4 7.9 8.9 0.4 9.0 19.7
Number of Traders in Each Category Total Traders: 276
18 32 7 26 59 44 29 71 24 10 31 5
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Traders in Financial Futures - Futures Only Positions as of March 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 335,742
Positions
149,036 103,301 69,719 708 2,848 3,501 26,045 28,747 44,393 1,091 20,391 10,382 30,867 52,460
Changes from: March 18, 2014 Total Change is: 17,718
150 664 4,599 0 -500 0 4,734 1,109 1,834 -408 2,782 2,555 4,254 4,675
Percent of Open Interest Represented by Each Category of Trader
44.4 30.8 20.8 0.2 0.8 1.0 7.8 8.6 13.2 0.3 6.1 3.1 9.2 15.6
Number of Traders in Each Category Total Traders: 79
18 21 31 . . . 13 9 18 . 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 is10,382,396
Positions
1,420,477 1,960,250 2,058,401 2,794,550 591,288 258,229 544,902 1,399,847 1,973,024 201,671 524,417 287,185 843,957 1,329,755
Changes from: March 18, 2014 Total Change is: 335,420
202,164 -99,325 87,731 -78,881 -69,196 29,987 -5,872 243,527 118,204 93,090 41,738 -102,526 -8,477 85,280
Percent of Open Interest Represented by Each Category of Trader
13.7 18.9 19.8 26.9 5.7 2.5 5.2 13.5 19.0 1.9 5.1 2.8 8.1 12.8
Number of Traders in Each Category Total Traders: 264
26 57 76 11 19 20 29 77 84 11 25 23
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Traders in Financial Futures - Futures Only Positions as of March 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 38,805
Positions
27,571 1,008 0 4,799 7,899 4,835 1,325 17,201 197 0 7,518 0 78 147
Changes from: March 18, 2014 Total Change is: 187
375 0 0 42 -98 -1 -190 415 -2 0 -133 0 -37 6
Percent of Open Interest Represented by Each Category of Trader
71.1 2.6 0.0 12.4 20.4 12.5 3.4 44.3 0.5 0.0 19.4 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
7 . 0 5 9 . 5 10 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 31,338
Positions
28,031 563 0 776 11,188 1,919 437 5,293 155 0 12,126 0 20 94
Changes from: March 18, 2014 Total Change is: 784
1,517 137 0 -852 116 97 -102 93 155 0 219 0 -31 -33
Percent of Open Interest Represented by Each Category of Trader
89.4 1.8 0.0 2.5 35.7 6.1 1.4 16.9 0.5 0.0 38.7 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 37
5 4 0 . 11 . . 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 50,393
Positions
12,455 526 767 7,830 5,575 153 5,122 37,812 2,148 13,801 1,068 0 8,117 2,344
Changes from: March 18, 2014 Total Change is: -1,305
-667 373 0 739 -1,100 -89 -3,261 976 -108 2,048 -768 0 33 -589
Percent of Open Interest Represented by Each Category of Trader
24.7 1.0 1.5 15.5 11.1 0.3 10.2 75.0 4.3 27.4 2.1 0.0 16.1 4.7
Number of Traders in Each Category Total Traders: 142
7 . . 10 6 . 19 35 10 57 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 335,826
Positions
45,565 48,625 34,258 47,887 19,254 20,653 58,466 80,183 62,909 11,125 8,498 33,346 21,617 28,100
Changes from: March 18, 2014 Total Change is: -799
-4,359 -368 -5,738 5,004 2,832 248 4,053 7,680 4,795 2,030 -9 -3,569 -3,263 -6,670
Percent of Open Interest Represented by Each Category of Trader
13.6 14.5 10.2 14.3 5.7 6.1 17.4 23.9 18.7 3.3 2.5 9.9 6.4 8.4
Number of Traders in Each Category Total Traders: 178
17 15 26 8 12 10 44 41 53 16 11 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 13,594
Positions
86 4,650 0 5,240 77 348 6,085 7,608 749 1,059 159 0 27 3
Changes from: March 18, 2014 Total Change is: -5,837
-132 3,818 -4,329 -859 77 -97 -13 -4,813 -487 96 0 0 -16 -6
Percent of Open Interest Represented by Each Category of Trader
0.6 34.2 0.0 38.5 0.6 2.6 44.8 56.0 5.5 7.8 1.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 8 . . 4 . 0
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Updated March 28, 2014