Traders in Financial Futures - Futures Only Positions as of April 1, 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 117,966 Positions 26,035 4,045 868 14,779 8,529 206 30,213 62,407 4,849 17,574 2,886 110 23,332 34,066 Changes from: March 25, 2014 Total Change is: -15,280 -3,128 207 296 270 -227 -19 -13,421 -9,497 -1,452 1,238 506 -37 973 -5,057 Percent of Open Interest Represented by Each Category of Trader 22.1 3.4 0.7 12.5 7.2 0.2 25.6 52.9 4.1 14.9 2.4 0.1 19.8 28.9 Number of Traders in Each Category Total Traders: 81 9 6 5 4 7 . 17 19 7 13 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 47,228 Positions 3,138 15,919 61 934 1,965 0 24,168 16,128 303 632 611 0 17,992 12,241 Changes from: March 25, 2014 Total Change is: -125 2,478 -784 -21 0 0 0 -237 534 -188 0 79 0 -2,157 255 Percent of Open Interest Represented by Each Category of Trader 6.6 33.7 0.1 2.0 4.2 0.0 51.2 34.1 0.6 1.3 1.3 0.0 38.1 25.9 Number of Traders in Each Category Total Traders: 41 4 7 . . . 0 11 13 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 211,437 Positions 8,124 98,318 1,055 24,063 27,813 1,479 141,351 33,275 2,263 1,974 29,102 13 31,115 18,119 Changes from: March 25, 2014 Total Change is: 9,322 -1,841 4,277 -181 495 -502 -492 11,127 7,240 -485 -19 -948 0 718 413 Percent of Open Interest Represented by Each Category of Trader 3.8 46.5 0.5 11.4 13.2 0.7 66.9 15.7 1.1 0.9 13.8 0.0 14.7 8.6 Number of Traders in Each Category Total Traders: 111 7 9 . 10 13 6 36 25 6 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 188,464 Positions 115,453 10,089 83 17,796 20,460 3,660 32,157 96,976 2,235 3,298 6,767 21 13,761 48,173 Changes from: March 25, 2014 Total Change is: 30,184 21,864 368 2 -2,010 1,126 -639 10,092 21,108 -90 540 1,490 20 405 6,799 Percent of Open Interest Represented by Each Category of Trader 61.3 5.4 0.0 9.4 10.9 1.9 17.1 51.5 1.2 1.7 3.6 0.0 7.3 25.6 Number of Traders in Each Category Total Traders: 119 12 8 . 5 18 6 17 45 11 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 260,075 Positions 47,949 26,479 2,018 42,071 91,478 5,297 89,129 37,164 3,227 26,954 32,205 831 42,599 61,376 Changes from: March 25, 2014 Total Change is: -2,104 5,419 -133 371 -266 -1,045 -554 -6,184 1,854 -507 3,768 -115 -218 -3,933 -1,757 Percent of Open Interest Represented by Each Category of Trader 18.4 10.2 0.8 16.2 35.2 2.0 34.3 14.3 1.2 10.4 12.4 0.3 16.4 23.6 Number of Traders in Each Category Total Traders: 187 15 15 9 14 29 14 33 39 11 17 25 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 93,999 Positions 22,418 25,431 418 7,513 3,913 100 35,355 30,372 612 2,861 7,193 707 24,015 25,253 Changes from: March 25, 2014 Total Change is: 9,767 -2,731 16,088 399 1,271 -420 0 9,616 -5,359 -214 -1,471 646 560 2,337 -1,933 Percent of Open Interest Represented by Each Category of Trader 23.8 27.1 0.4 8.0 4.2 0.1 37.6 32.3 0.7 3.0 7.7 0.8 25.5 26.9 Number of Traders in Each Category Total Traders: 80 5 14 . 5 6 . 20 18 4 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 33,748 Positions 16,341 20,329 7,301 1,883 0 0 2,367 1,092 2,214 1,095 0 2,184 363 628 Changes from: March 25, 2014 Total Change is: -1,214 -769 1,476 -145 -6 0 0 -294 -2,378 18 0 0 0 -18 -185 Percent of Open Interest Represented by Each Category of Trader 48.4 60.2 21.6 5.6 0.0 0.0 7.0 3.2 6.6 3.2 0.0 6.5 1.1 1.9 Number of Traders in Each Category Total Traders: 20 5 9 7 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 145,270 Positions 44,706 40,867 314 40,381 1,989 151 49,528 95,000 161 2,329 3,815 0 7,700 2,973 Changes from: March 25, 2014 Total Change is: 29,412 228 8,203 314 565 -18 -4 27,788 21,241 8 -838 272 0 1,351 -604 Percent of Open Interest Represented by Each Category of Trader 30.8 28.1 0.2 27.8 1.4 0.1 34.1 65.4 0.1 1.6 2.6 0.0 5.3 2.0 Number of Traders in Each Category Total Traders: 95 5 10 . . 4 . 35 22 . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 26,490 Positions 3,887 11,162 7,097 0 155 119 12,202 1,942 2,010 0 3,055 0 1,175 950 Changes from: March 25, 2014 Total Change is: 2,192 -516 -1,570 4,037 0 -239 119 -1,170 -1,776 1,641 -2,000 0 0 81 -20 Percent of Open Interest Represented by Each Category of Trader 14.7 42.1 26.8 0.0 0.6 0.4 46.1 7.3 7.6 0.0 11.5 0.0 4.4 3.6 Number of Traders in Each Category Total Traders: 25 . 8 . 0 . . 4 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 32,313 Positions 946 20,777 63 1,391 189 0 21,919 8,014 222 2,885 549 0 4,887 2,499 Changes from: March 25, 2014 Total Change is: -435 62 747 63 64 0 0 -2,826 -1,011 -44 2,364 -329 0 -118 139 Percent of Open Interest Represented by Each Category of Trader 2.9 64.3 0.2 4.3 0.6 0.0 67.8 24.8 0.7 8.9 1.7 0.0 15.1 7.7 Number of Traders in Each Category Total Traders: 56 . 10 . 4 . 0 19 12 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 64,050 Positions 20,480 40,713 189 6,842 4,441 263 23,465 8,802 12 4,538 1,994 2 8,261 7,636 Changes from: March 25, 2014 Total Change is: 273 135 -1,977 164 -154 -26 49 816 1,717 7 -169 201 -1 -574 140 Percent of Open Interest Represented by Each Category of Trader 32.0 63.6 0.3 10.7 6.9 0.4 36.6 13.7 0.0 7.1 3.1 0.0 12.9 11.9 Number of Traders in Each Category Total Traders: 106 20 13 . 10 . 4 27 15 . 6 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 128,099 Positions 40,960 81,426 378 13,683 8,881 525 46,929 17,603 24 9,075 3,987 4 16,521 15,271 Changes from: March 25, 2014 Total Change is: 546 269 -3,954 328 -307 -52 98 1,631 3,433 13 -338 401 -1 -1,147 280 Percent of Open Interest Represented by Each Category of Trader 32.0 63.6 0.3 10.7 6.9 0.4 36.6 13.7 0.0 7.1 3.1 0.0 12.9 11.9 Number of Traders in Each Category Total Traders: 106 20 13 . 10 . 4 27 15 . 6 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 681,463 Positions 44,301 220,148 9,328 313,918 93,509 40,122 93,306 170,812 23,817 52,853 50,158 3,064 100,753 70,504 Changes from: March 25, 2014 Total Change is: -2,063 -712 1,215 -137 -8,373 -1,937 -1,235 2,608 -9,488 4,287 -1,801 1,091 -74 3,373 4,215 Percent of Open Interest Represented by Each Category of Trader 6.5 32.3 1.4 46.1 13.7 5.9 13.7 25.1 3.5 7.8 7.4 0.4 14.8 10.3 Number of Traders in Each Category Total Traders: 555 40 36 21 114 52 60 88 116 73 50 59 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 121,259 Positions 7,949 59,413 386 47,092 21,130 1,561 4,588 7,117 651 12,747 5,975 5 46,280 25,021 Changes from: March 25, 2014 Total Change is: -2,041 -493 -2,893 77 -6,078 -243 -71 995 -397 242 3,335 -532 -305 257 2,081 Percent of Open Interest Represented by Each Category of Trader 6.6 49.0 0.3 38.8 17.4 1.3 3.8 5.9 0.5 10.5 4.9 0.0 38.2 20.6 Number of Traders in Each Category Total Traders: 84 4 12 . 15 7 8 18 15 7 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 2,801,019 Positions 218,892 840,808 7,577 1,341,138 368,907 185,797 471,774 846,655 87,650 204,141 224,523 11,685 272,365 227,417 Changes from: March 25, 2014 Total Change is: -112 273 21,910 -2,439 -10,631 -7,625 -6,661 25,121 -28,403 3,170 -22,801 10,993 -1,726 15,582 10,669 Percent of Open Interest Represented by Each Category of Trader 7.8 30.0 0.3 47.9 13.2 6.6 16.8 30.2 3.1 7.3 8.0 0.4 9.7 8.1 Number of Traders in Each Category Total Traders: 535 39 35 17 109 49 54 85 116 59 45 57 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 92,271 Positions 4,527 43,550 0 49,285 34,356 2,080 23,657 5,240 809 1,021 3,026 0 10,892 3,210 Changes from: March 25, 2014 Total Change is: -1,173 397 -473 -41 -615 -522 -14 -1,922 -572 76 316 217 0 630 156 Percent of Open Interest Represented by Each Category of Trader 4.9 47.2 0.0 53.4 37.2 2.3 25.6 5.7 0.9 1.1 3.3 0.0 11.8 3.5 Number of Traders in Each Category Total Traders: 94 6 13 0 38 10 15 15 5 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 73,334 Positions 4,856 53,581 521 34,226 4,355 493 22,566 8,916 585 2,116 1,528 36 7,935 3,318 Changes from: March 25, 2014 Total Change is: -2,408 -493 -2,259 140 -3,287 303 85 -218 -43 -352 425 -492 -34 1,325 243 Percent of Open Interest Represented by Each Category of Trader 6.6 73.1 0.7 46.7 5.9 0.7 30.8 12.2 0.8 2.9 2.1 0.0 10.8 4.5 Number of Traders in Each Category Total Traders: 210 20 19 4 35 12 7 62 28 13 15 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 366,668 Positions 24,278 267,903 2,605 171,128 21,777 2,464 112,830 44,581 2,923 10,582 7,642 182 39,676 16,591 Changes from: March 25, 2014 Total Change is: -12,042 -2,464 -11,294 701 -16,437 1,514 423 -1,090 -214 -1,760 2,127 -2,458 -169 6,627 1,215 Percent of Open Interest Represented by Each Category of Trader 6.6 73.1 0.7 46.7 5.9 0.7 30.8 12.2 0.8 2.9 2.1 0.0 10.8 4.5 Number of Traders in Each Category Total Traders: 210 20 19 4 35 12 7 62 28 13 15 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 318,490 Positions 51,804 67,017 8,458 149,122 122,012 11,228 61,761 81,683 5,351 9,306 7,326 0 21,460 15,415 Changes from: March 25, 2014 Total Change is: 2,407 -1,058 1,350 2,568 8,478 -1,675 -1,333 -1,722 3,047 -3,768 1,096 1,396 -13 -1,841 835 Percent of Open Interest Represented by Each Category of Trader 16.3 21.0 2.7 46.8 38.3 3.5 19.4 25.6 1.7 2.9 2.3 0.0 6.7 4.8 Number of Traders in Each Category Total Traders: 250 22 11 4 57 37 27 42 56 13 14 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 61,990 Positions 3,763 16,277 119 29,311 216 196 12,857 13,651 0 6,187 19,425 0 9,557 12,106 Changes from: March 25, 2014 Total Change is: -564 145 579 0 -1,880 0 31 966 -848 0 -242 -135 0 416 -191 Percent of Open Interest Represented by Each Category of Trader 6.1 26.3 0.2 47.3 0.3 0.3 20.7 22.0 0.0 10.0 31.3 0.0 15.4 19.5 Number of Traders in Each Category Total Traders: 81 7 8 . 21 . . 17 12 0 7 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 98,586 Positions 16,953 4,442 375 15,618 2,509 35 34,564 2,322 724 20,520 2,109 0 9,797 86,070 Changes from: March 25, 2014 Total Change is: -4,170 -1,278 -1,375 196 -3,112 1,270 0 187 -2,829 395 -418 -701 0 -140 -1,126 Percent of Open Interest Represented by Each Category of Trader 17.2 4.5 0.4 15.8 2.5 0.0 35.1 2.4 0.7 20.8 2.1 0.0 9.9 87.3 Number of Traders in Each Category Total Traders: 76 18 6 5 6 . . 26 6 4 11 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 102,622 Positions 3,957 69,587 1,829 60,677 14,805 4,367 20,207 3,933 4,209 763 279 0 6,613 3,613 Changes from: March 25, 2014 Total Change is: -12 -27 2,158 -311 542 -202 42 -170 -2,401 101 -699 0 0 510 601 Percent of Open Interest Represented by Each Category of Trader 3.9 67.8 1.8 59.1 14.4 4.3 19.7 3.8 4.1 0.7 0.3 0.0 6.4 3.5 Number of Traders in Each Category Total Traders: 91 6 8 . 37 14 13 16 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 253,385 Positions 23,751 67,408 2,874 98,395 71,402 41,978 48,280 49,554 1,974 22,743 9,306 224 13,166 8,665 Changes from: March 25, 2014 Total Change is: 15,496 -4,384 10,664 319 20,772 -2,480 -7,125 1,164 13,021 -84 2,211 1,436 77 2,546 -332 Percent of Open Interest Represented by Each Category of Trader 9.4 26.6 1.1 38.8 28.2 16.6 19.1 19.6 0.8 9.0 3.7 0.1 5.2 3.4 Number of Traders in Each Category Total Traders: 192 21 17 . 52 24 23 25 21 7 26 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 714,381 Positions 8,385 89,915 7,452 292,606 151,104 131,935 86,354 123,510 17,797 14,159 31,717 667 155,026 160,284 Changes from: March 25, 2014 Total Change is: 3,904 3,265 -26,397 4,304 -14,452 8,973 5,303 8,604 15,392 738 -77 1,589 -10 -3,771 -5,988 Percent of Open Interest Represented by Each Category of Trader 1.2 12.6 1.0 41.0 21.2 18.5 12.1 17.3 2.5 2.0 4.4 0.1 21.7 22.4 Number of Traders in Each Category Total Traders: 174 6 17 . 33 39 38 25 37 17 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 479,414 Positions 24,661 83,446 421 269,900 39,046 73,065 13,462 181,704 1,514 7,614 20,766 0 88,777 79,452 Changes from: March 25, 2014 Total Change is: 68 1,158 14,173 -1,916 6,429 4,232 -3,009 -3,442 -10,757 2 -187 -665 0 1,033 -1,992 Percent of Open Interest Represented by Each Category of Trader 5.1 17.4 0.1 56.3 8.1 15.2 2.8 37.9 0.3 1.6 4.3 0.0 18.5 16.6 Number of Traders in Each Category Total Traders: 83 . 10 . 35 12 23 . 14 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 1,024,119 Positions 61,697 133,701 12,989 189,310 316,620 70,513 473,237 154,774 65,201 21,336 106,143 32,329 97,507 131,849 Changes from: March 25, 2014 Total Change is: 31,561 -16,246 -33,140 9,373 24,583 -369 -9,103 34,370 21,611 -6,605 -15,761 31,909 6,417 4,533 11,468 Percent of Open Interest Represented by Each Category of Trader 6.0 13.1 1.3 18.5 30.9 6.9 46.2 15.1 6.4 2.1 10.4 3.2 9.5 12.9 Number of Traders in Each Category Total Traders: 229 15 25 6 35 40 30 48 26 26 10 30 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 53,975 Positions 16,444 12,880 7,562 0 0 0 12,812 16,198 17,152 0 0 0 5 183 Changes from: March 25, 2014 Total Change is: -23,510 9,588 -7,632 -11,212 0 0 -500 -19,640 -2,387 -1,721 0 0 0 -25 -58 Percent of Open Interest Represented by Each Category of Trader 30.5 23.9 14.0 0.0 0.0 0.0 23.7 30.0 31.8 0.0 0.0 0.0 0.0 0.3 Number of Traders in Each Category Total Traders: 32 8 6 9 0 0 0 5 12 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 2,503,964 Positions 166,011 85,413 36,807 651,255 1,194,881 184,527 861,425 307,395 48,290 277,302 150,341 26,781 251,566 469,529 Changes from: March 25, 2014 Total Change is: 13,302 -36,699 2,578 -9,902 6,111 -549 2,853 118,592 43,869 -37,600 -4,599 -2,765 -5,104 -20,350 19,922 Percent of Open Interest Represented by Each Category of Trader 6.6 3.4 1.5 26.0 47.7 7.4 34.4 12.3 1.9 11.1 6.0 1.1 10.0 18.8 Number of Traders in Each Category Total Traders: 352 29 30 12 36 78 52 52 64 40 17 46 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 1,964,183 Positions 123,621 108,320 39,698 804,402 549,375 210,203 399,752 445,329 32,880 173,191 193,447 4,385 176,051 380,546 Changes from: March 25, 2014 Total Change is: -49,848 -16,846 -29,658 5,980 10,872 -9,843 4,109 -64,628 -19,358 5,136 14,988 14,264 -4,381 -5,078 -16,097 Percent of Open Interest Represented by Each Category of Trader 6.3 5.5 2.0 41.0 28.0 10.7 20.4 22.7 1.7 8.8 9.8 0.2 9.0 19.4 Number of Traders in Each Category Total Traders: 271 18 27 8 25 60 45 28 70 24 10 33 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 291,999 Positions 126,876 81,564 68,014 708 3,791 1,950 16,930 20,663 33,484 1,733 14,942 11,450 30,854 56,141 Changes from: March 25, 2014 Total Change is: -43,743 -22,160 -21,737 -1,705 0 943 -1,551 -9,115 -8,084 -10,909 642 -5,449 1,068 -13 3,681 Percent of Open Interest Represented by Each Category of Trader 43.5 27.9 23.3 0.2 1.3 0.7 5.8 7.1 11.5 0.6 5.1 3.9 10.6 19.2 Number of Traders in Each Category Total Traders: 74 13 24 30 . . . 7 12 13 . 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 is10,575,721 Positions 1,487,804 2,005,984 2,068,255 2,770,661 557,850 251,764 480,226 1,371,410 2,143,031 244,342 556,177 295,397 834,241 1,325,853 Changes from: March 25, 2014 Total Change is: 193,325 67,327 45,734 9,854 -23,889 -33,438 -6,465 -64,676 -28,437 170,007 42,671 31,760 8,212 -9,716 -3,902 Percent of Open Interest Represented by Each Category of Trader 14.1 19.0 19.6 26.2 5.3 2.4 4.5 13.0 20.3 2.3 5.3 2.8 7.9 12.5 Number of Traders in Each Category Total Traders: 269 26 59 79 10 19 18 28 80 88 11 25 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 40,441 Positions 27,808 1,008 0 4,960 8,281 4,831 2,524 18,055 201 30 7,909 0 87 156 Changes from: March 25, 2014 Total Change is: 1,636 237 0 0 161 382 -4 1,199 854 4 30 391 0 9 9 Percent of Open Interest Represented by Each Category of Trader 68.8 2.5 0.0 12.3 20.5 11.9 6.2 44.6 0.5 0.1 19.6 0.0 0.2 0.4 Number of Traders in Each Category Total Traders: 41 7 . 0 4 8 . 4 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 30,723 Positions 28,036 391 0 362 10,174 1,950 221 5,180 122 0 12,752 0 32 154 Changes from: March 25, 2014 Total Change is: -615 5 -172 0 -414 -1,014 31 -216 -113 -33 0 626 0 12 60 Percent of Open Interest Represented by Each Category of Trader 91.3 1.3 0.0 1.2 33.1 6.3 0.7 16.9 0.4 0.0 41.5 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 35 6 4 0 . 9 . . 8 . 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 52,151 Positions 12,457 809 767 8,082 4,649 150 5,793 40,036 2,457 14,081 1,305 30 8,334 1,948 Changes from: March 25, 2014 Total Change is: 1,758 2 283 0 252 -926 -3 671 2,224 309 280 237 30 217 -396 Percent of Open Interest Represented by Each Category of Trader 23.9 1.6 1.5 15.5 8.9 0.3 11.1 76.8 4.7 27.0 2.5 0.1 16.0 3.7 Number of Traders in Each Category Total Traders: 147 7 . . 10 6 . 18 35 8 61 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 357,046 Positions 65,748 46,668 32,543 50,486 21,861 21,940 69,263 108,762 58,026 10,468 11,278 31,735 16,837 24,233 Changes from: March 25, 2014 Total Change is: 21,220 20,183 -1,957 -1,715 2,599 2,607 1,287 10,797 28,579 -4,883 -657 2,780 -1,611 -4,780 -3,867 Percent of Open Interest Represented by Each Category of Trader 18.4 13.1 9.1 14.1 6.1 6.1 19.4 30.5 16.3 2.9 3.2 8.9 4.7 6.8 Number of Traders in Each Category Total Traders: 189 21 13 22 7 13 10 45 47 47 17 14 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 1, 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 14,143 Positions 151 4,650 0 5,674 77 343 2,864 8,162 749 4,343 159 0 19 3 Changes from: March 25, 2014 Total Change is: 549 65 0 0 434 0 -5 -3,221 554 0 3,284 0 0 -8 0 Percent of Open Interest Represented by Each Category of Trader 1.1 32.9 0.0 40.1 0.5 2.4 20.3 57.7 5.3 30.7 1.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 24 . . 0 5 . . 6 . . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 4, 2014