Traders in Financial Futures - Futures Only Positions as of April 8, 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 120,336
Positions
25,725 7,844 1,151 14,882 7,256 178 30,064 60,963 5,847 17,024 3,212 149 25,316 33,736
Changes from: April 1, 2014 Total Change is: 2,370
-310 3,799 283 103 -1,273 -28 -149 -1,444 998 -550 326 39 1,984 -330
Percent of Open Interest Represented by Each Category of Trader
21.4 6.5 1.0 12.4 6.0 0.1 25.0 50.7 4.9 14.1 2.7 0.1 21.0 28.0
Number of Traders in Each Category Total Traders: 80
7 9 6 4 4 . 16 19 9 13 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 44,752
Positions
9,073 14,406 2 934 2,013 0 18,662 13,847 367 613 901 0 15,101 13,216
Changes from: April 1, 2014 Total Change is: -2,476
5,935 -1,513 -59 0 48 0 -5,506 -2,281 64 -19 290 0 -2,891 975
Percent of Open Interest Represented by Each Category of Trader
20.3 32.2 0.0 2.1 4.5 0.0 41.7 30.9 0.8 1.4 2.0 0.0 33.7 29.5
Number of Traders in Each Category Total Traders: 39
6 5 . . . 0 9 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 226,667
Positions
7,659 104,778 492 21,423 28,062 1,467 155,023 37,067 2,486 1,900 32,521 13 36,204 19,781
Changes from: April 1, 2014 Total Change is: 15,230
-465 6,460 -563 -2,640 249 -12 13,672 3,792 223 -74 3,419 0 5,089 1,662
Percent of Open Interest Represented by Each Category of Trader
3.4 46.2 0.2 9.5 12.4 0.6 68.4 16.4 1.1 0.8 14.3 0.0 16.0 8.7
Number of Traders in Each Category Total Traders: 116
5 11 4 8 13 6 41 25 6 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 181,814
Positions
112,183 13,948 176 18,766 19,249 4,066 24,135 90,072 2,184 2,652 7,056 1,227 16,425 43,836
Changes from: April 1, 2014 Total Change is: -6,650
-3,270 3,859 93 970 -1,211 406 -8,022 -6,904 -51 -646 289 1,206 2,664 -4,337
Percent of Open Interest Represented by Each Category of Trader
61.7 7.7 0.1 10.3 10.6 2.2 13.3 49.5 1.2 1.5 3.9 0.7 9.0 24.1
Number of Traders in Each Category Total Traders: 115
11 9 4 7 16 6 16 40 9 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 261,439
Positions
58,013 26,687 1,814 42,370 90,142 5,386 78,871 41,407 4,038 26,463 29,534 755 43,729 61,676
Changes from: April 1, 2014 Total Change is: 1,364
10,064 208 -204 299 -1,336 89 -10,258 4,243 811 -491 -2,671 -76 1,130 300
Percent of Open Interest Represented by Each Category of Trader
22.2 10.2 0.7 16.2 34.5 2.1 30.2 15.8 1.5 10.1 11.3 0.3 16.7 23.6
Number of Traders in Each Category Total Traders: 190
16 15 9 14 30 14 31 41 14 19 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 96,887
Positions
21,824 32,365 397 5,654 3,864 75 38,593 25,557 1,274 3,410 6,489 271 25,389 26,595
Changes from: April 1, 2014 Total Change is: 2,888
-594 6,934 -21 -1,859 -49 -25 3,238 -4,815 662 549 -704 -436 1,374 1,342
Percent of Open Interest Represented by Each Category of Trader
22.5 33.4 0.4 5.8 4.0 0.1 39.8 26.4 1.3 3.5 6.7 0.3 26.2 27.4
Number of Traders in Each Category Total Traders: 72
6 13 . . 6 . 22 13 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 130,331
Positions
44,820 42,906 109 228 2,284 152 69,774 78,479 345 7,263 3,629 0 7,640 2,427
Changes from: April 1, 2014 Total Change is: -14,939
114 2,039 -205 -40,153 295 1 20,246 -16,521 184 4,934 -186 0 -60 -546
Percent of Open Interest Represented by Each Category of Trader
34.4 32.9 0.1 0.2 1.8 0.1 53.5 60.2 0.3 5.6 2.8 0.0 5.9 1.9
Number of Traders in Each Category Total Traders: 103
5 10 . . 4 . 44 19 4 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 22,284
Positions
3,679 13,459 3,060 564 122 99 13,194 1,437 443 0 3,055 0 1,245 609
Changes from: April 1, 2014 Total Change is: -4,206
-208 2,297 -4,037 564 -33 -20 992 -505 -1,567 0 0 0 70 -341
Percent of Open Interest Represented by Each Category of Trader
16.5 60.4 13.7 2.5 0.5 0.4 59.2 6.4 2.0 0.0 13.7 0.0 5.6 2.7
Number of Traders in Each Category Total Traders: 21
. 6 . . . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 32,898
Positions
1,055 21,825 15 1,586 189 0 22,536 7,368 204 2,806 637 0 4,696 2,660
Changes from: April 1, 2014 Total Change is: 585
109 1,048 -48 195 0 0 617 -646 -18 -79 88 0 -191 161
Percent of Open Interest Represented by Each Category of Trader
3.2 66.3 0.0 4.8 0.6 0.0 68.5 22.4 0.6 8.5 1.9 0.0 14.3 8.1
Number of Traders in Each Category Total Traders: 59
. 9 . 5 . 0 21 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 58,307
Positions
21,147 36,075 111 6,677 4,589 276 17,260 8,254 45 4,675 1,924 2 8,115 7,033
Changes from: April 1, 2014 Total Change is: -5,743
667 -4,639 -78 -165 148 14 -6,205 -548 33 137 -70 0 -146 -603
Percent of Open Interest Represented by Each Category of Trader
36.3 61.9 0.2 11.5 7.9 0.5 29.6 14.2 0.1 8.0 3.3 0.0 13.9 12.1
Number of Traders in Each Category Total Traders: 103
21 13 . 9 . . 22 18 . 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 116,613
Positions
42,293 72,149 222 13,354 9,177 552 34,520 16,507 89 9,349 3,847 4 16,230 14,066
Changes from: April 1, 2014 Total Change is: -11,486
1,333 -9,277 -156 -329 296 27 -12,409 -1,096 65 274 -140 0 -291 -1,205
Percent of Open Interest Represented by Each Category of Trader
36.3 61.9 0.2 11.5 7.9 0.5 29.6 14.2 0.1 8.0 3.3 0.0 13.9 12.1
Number of Traders in Each Category Total Traders: 103
21 13 . 9 . . 22 18 . 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 676,428
Positions
42,567 222,458 12,017 309,079 98,475 41,691 83,106 164,129 28,119 56,404 38,845 3,536 99,911 67,159
Changes from: April 1, 2014 Total Change is: -5,034
-1,735 2,310 2,689 -4,838 4,966 1,569 -10,201 -6,682 4,301 3,551 -11,313 472 -842 -3,346
Percent of Open Interest Represented by Each Category of Trader
6.3 32.9 1.8 45.7 14.6 6.2 12.3 24.3 4.2 8.3 5.7 0.5 14.8 9.9
Number of Traders in Each Category Total Traders: 554
40 37 23 120 50 60 86 118 83 55 48 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 124,265
Positions
8,838 59,371 488 45,954 21,557 1,618 7,453 8,498 726 13,805 6,029 12 45,371 25,966
Changes from: April 1, 2014 Total Change is: 3,006
889 -42 102 -1,138 427 57 2,865 1,381 75 1,058 54 7 -909 945
Percent of Open Interest Represented by Each Category of Trader
7.1 47.8 0.4 37.0 17.3 1.3 6.0 6.8 0.6 11.1 4.9 0.0 36.5 20.9
Number of Traders in Each Category Total Traders: 87
. 13 4 14 7 7 21 13 9 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 2,760,817
Positions
212,307 859,101 13,980 1,322,107 391,072 193,884 423,830 823,723 91,397 216,651 167,733 13,963 272,698 205,964
Changes from: April 1, 2014 Total Change is: -40,202
-6,585 18,293 6,403 -19,031 22,165 8,087 -47,944 -22,932 3,747 12,510 -56,790 2,278 333 -21,453
Percent of Open Interest Represented by Each Category of Trader
7.7 31.1 0.5 47.9 14.2 7.0 15.4 29.8 3.3 7.8 6.1 0.5 9.9 7.5
Number of Traders in Each Category Total Traders: 531
39 36 18 116 46 56 83 118 68 49 44 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 90,796
Positions
6,768 39,769 0 48,658 36,574 2,202 20,727 4,962 753 705 2,787 0 10,983 3,749
Changes from: April 1, 2014 Total Change is: -1,475
2,241 -3,781 0 -627 2,218 122 -2,930 -278 -56 -316 -239 0 91 539
Percent of Open Interest Represented by Each Category of Trader
7.5 43.8 0.0 53.6 40.3 2.4 22.8 5.5 0.8 0.8 3.1 0.0 12.1 4.1
Number of Traders in Each Category Total Traders: 91
9 11 0 37 10 14 15 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 74,360
Positions
6,174 46,947 234 32,501 4,618 762 20,700 16,269 356 2,295 1,488 37 11,301 3,649
Changes from: April 1, 2014 Total Change is: 1,027
1,318 -6,634 -287 -1,724 263 269 -1,866 7,353 -229 178 -40 1 3,366 331
Percent of Open Interest Represented by Each Category of Trader
8.3 63.1 0.3 43.7 6.2 1.0 27.8 21.9 0.5 3.1 2.0 0.1 15.2 4.9
Number of Traders in Each Category Total Traders: 223
16 22 4 35 14 9 56 45 15 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 371,802
Positions
30,870 234,734 1,169 162,506 23,090 3,811 103,499 81,345 1,780 11,474 7,441 187 56,506 18,245
Changes from: April 1, 2014 Total Change is: 5,134
6,592 -33,169 -1,436 -8,622 1,313 1,347 -9,331 36,764 -1,143 892 -201 5 16,830 1,654
Percent of Open Interest Represented by Each Category of Trader
8.3 63.1 0.3 43.7 6.2 1.0 27.8 21.9 0.5 3.1 2.0 0.1 15.2 4.9
Number of Traders in Each Category Total Traders: 223
16 22 4 35 14 9 56 45 15 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 316,752
Positions
62,256 59,406 5,588 147,836 123,312 11,608 49,489 82,485 9,603 9,076 7,306 0 21,296 17,444
Changes from: April 1, 2014 Total Change is: -1,738
10,452 -7,611 -2,870 -1,286 1,300 380 -12,272 802 4,252 -230 -20 0 -164 2,029
Percent of Open Interest Represented by Each Category of Trader
19.7 18.8 1.8 46.7 38.9 3.7 15.6 26.0 3.0 2.9 2.3 0.0 6.7 5.5
Number of Traders in Each Category Total Traders: 249
22 13 4 54 38 28 38 58 13 14 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 62,964
Positions
2,642 16,126 119 32,169 216 132 12,160 14,825 81 5,370 19,577 0 10,291 11,888
Changes from: April 1, 2014 Total Change is: 974
-1,121 -151 0 2,858 0 -64 -697 1,174 81 -817 152 0 734 -218
Percent of Open Interest Represented by Each Category of Trader
4.2 25.6 0.2 51.1 0.3 0.2 19.3 23.5 0.1 8.5 31.1 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 72
5 8 . 22 . . 12 10 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 99,593
Positions
17,476 4,663 296 15,972 1,174 35 31,818 2,166 796 21,342 2,497 39 11,819 87,927
Changes from: April 1, 2014 Total Change is: 1,007
523 221 -79 354 -1,335 0 -2,746 -156 72 822 388 39 2,022 1,857
Percent of Open Interest Represented by Each Category of Trader
17.5 4.7 0.3 16.0 1.2 0.0 31.9 2.2 0.8 21.4 2.5 0.0 11.9 88.3
Number of Traders in Each Category Total Traders: 75
17 6 . 6 . . 26 5 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 103,230
Positions
4,724 69,351 1,844 60,368 16,141 4,344 20,587 3,924 4,416 816 279 0 6,131 2,931
Changes from: April 1, 2014 Total Change is: 608
767 -236 15 -309 1,336 -23 380 -9 207 53 0 0 -482 -682
Percent of Open Interest Represented by Each Category of Trader
4.6 67.2 1.8 58.5 15.6 4.2 19.9 3.8 4.3 0.8 0.3 0.0 5.9 2.8
Number of Traders in Each Category Total Traders: 94
6 9 . 35 15 13 19 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 263,193
Positions
26,000 87,531 3,064 97,744 66,994 45,283 51,274 42,812 1,951 22,765 7,772 364 14,748 7,422
Changes from: April 1, 2014 Total Change is: 9,808
2,249 20,123 190 -651 -4,408 3,305 2,994 -6,742 -23 22 -1,534 140 1,582 -1,243
Percent of Open Interest Represented by Each Category of Trader
9.9 33.3 1.2 37.1 25.5 17.2 19.5 16.3 0.7 8.6 3.0 0.1 5.6 2.8
Number of Traders in Each Category Total Traders: 194
22 17 . 55 23 25 29 19 8 25 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 709,594
Positions
8,917 84,380 6,926 273,949 181,176 127,242 91,324 104,742 12,940 19,529 31,520 583 168,184 160,085
Changes from: April 1, 2014 Total Change is: -4,787
532 -5,535 -526 -18,657 30,072 -4,693 4,970 -18,768 -4,857 5,370 -197 -84 13,158 -199
Percent of Open Interest Represented by Each Category of Trader
1.3 11.9 1.0 38.6 25.5 17.9 12.9 14.8 1.8 2.8 4.4 0.1 23.7 22.6
Number of Traders in Each Category Total Traders: 174
7 16 4 32 38 38 30 32 16 6 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 481,663
Positions
24,226 72,654 1,168 271,198 36,056 73,032 13,320 186,274 1,190 7,013 21,514 0 90,516 89,775
Changes from: April 1, 2014 Total Change is: 2,249
-435 -10,792 747 1,298 -2,990 -33 -142 4,570 -324 -601 748 0 1,739 10,323
Percent of Open Interest Represented by Each Category of Trader
5.0 15.1 0.2 56.3 7.5 15.2 2.8 38.7 0.2 1.5 4.5 0.0 18.8 18.6
Number of Traders in Each Category Total Traders: 83
. 8 4 36 11 23 . 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 8, 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 1,057,788
Positions
43,338 154,038 9,959 253,751 326,099 77,901 472,152 170,276 49,894 22,866 118,429 29,938 97,989 121,254
Changes from: April 1, 2014 Total Change is: 33,669
-18,359 20,337 -3,030 64,441 9,479 7,388 -1,085 15,502 -15,307 1,530 12,286 -2,391 482 -10,595
Percent of Open Interest Represented by Each Category of Trader
4.1 14.6 0.9 24.0 30.8 7.4 44.6 16.1 4.7 2.2 11.2 2.8 9.3 11.5
Number of Traders in Each Category Total Traders: 244
13 27 7 37 42 34 46 36 21 10 33 9
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 64,992
Positions
17,469 13,507 9,607 0 859 0 17,474 20,399 20,437 0 0 0 5 183
Changes from: April 1, 2014 Total Change is: 11,017
1,025 627 2,045 0 859 0 4,662 4,201 3,285 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
26.9 20.8 14.8 0.0 1.3 0.0 26.9 31.4 31.4 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 33
9 5 9 0 . 0 7 10 6 0 0 0
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Traders in Financial Futures - Futures Only Positions as of April 8, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,572,114
Positions
152,708 164,186 38,072 696,936 1,101,411 188,387 874,094 356,496 56,816 275,411 173,554 27,926 261,764 465,266
Changes from: April 1, 2014 Total Change is: 68,150
-13,303 78,773 1,265 45,681 -93,470 3,860 12,669 49,101 8,526 -1,891 23,213 1,145 10,198 -4,263
Percent of Open Interest Represented by Each Category of Trader
5.9 6.4 1.5 27.1 42.8 7.3 34.0 13.9 2.2 10.7 6.7 1.1 10.2 18.1
Number of Traders in Each Category Total Traders: 363
17 46 12 38 77 53 52 65 42 19 49 14
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 2,045,106
Positions
172,126 142,860 23,616 796,431 642,080 213,069 441,948 425,033 21,410 179,585 193,964 3,623 193,298 379,451
Changes from: April 1, 2014 Total Change is: 80,923
48,505 34,540 -16,082 -7,971 92,705 2,866 42,196 -20,296 -11,470 6,394 517 -762 17,247 -1,095
Percent of Open Interest Represented by Each Category of Trader
8.4 7.0 1.2 38.9 31.4 10.4 21.6 20.8 1.0 8.8 9.5 0.2 9.5 18.6
Number of Traders in Each Category Total Traders: 280
15 33 5 26 58 44 31 70 23 13 34 4
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Traders in Financial Futures - Futures Only Positions as of April 8, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 310,870
Positions
139,131 89,333 69,912 708 3,791 2,650 19,037 28,907 35,040 1,137 12,247 12,452 30,803 56,538
Changes from: April 1, 2014 Total Change is: 18,871
12,255 7,769 1,898 0 0 700 2,107 8,244 1,556 -596 -2,695 1,002 -51 397
Percent of Open Interest Represented by Each Category of Trader
44.8 28.7 22.5 0.2 1.2 0.9 6.1 9.3 11.3 0.4 3.9 4.0 9.9 18.2
Number of Traders in Each Category Total Traders: 76
16 23 31 . . . 8 14 14 . 6 5
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Traders in Financial Futures - Futures Only Positions as of April 8, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,647,642
Positions
1,518,807 2,141,488 2,053,667 2,807,846 566,022 297,418 538,646 1,368,557 2,090,004 262,308 564,586 298,597 780,349 1,267,303
Changes from: April 1, 2014 Total Change is: 71,921
31,003 135,504 -14,588 37,185 8,172 45,654 58,420 -2,853 -53,027 17,966 8,409 3,200 -53,892 -58,550
Percent of Open Interest Represented by Each Category of Trader
14.3 20.1 19.3 26.4 5.3 2.8 5.1 12.9 19.6 2.5 5.3 2.8 7.3 11.9
Number of Traders in Each Category Total Traders: 283
30 56 78 11 24 22 33 80 93 12 26 25
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Traders in Financial Futures - Futures Only Positions as of April 8, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 47,153
Positions
34,526 1,008 0 4,960 14,917 4,831 2,498 17,937 201 38 8,123 0 99 136
Changes from: April 1, 2014 Total Change is: 6,712
6,718 0 0 0 6,636 0 -26 -118 0 8 214 0 12 -20
Percent of Open Interest Represented by Each Category of Trader
73.2 2.1 0.0 10.5 31.6 10.2 5.3 38.0 0.4 0.1 17.2 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 43
8 . 0 4 9 . 4 10 . . 5 0
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 42,450
Positions
38,738 307 0 333 21,407 1,936 775 4,978 634 0 12,998 0 34 190
Changes from: April 1, 2014 Total Change is: 11,727
10,702 -84 0 -29 11,233 -14 554 -202 512 0 246 0 2 36
Percent of Open Interest Represented by Each Category of Trader
91.3 0.7 0.0 0.8 50.4 4.6 1.8 11.7 1.5 0.0 30.6 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
6 . 0 . 10 . . 7 . 0 7 0
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 50,988
Positions
9,782 8,654 987 7,405 3,638 145 5,741 31,729 3,075 14,902 801 0 8,951 1,959
Changes from: April 1, 2014 Total Change is: -1,163
-2,675 7,845 220 -677 -1,011 -5 -52 -8,307 618 821 -504 -30 617 11
Percent of Open Interest Represented by Each Category of Trader
19.2 17.0 1.9 14.5 7.1 0.3 11.3 62.2 6.0 29.2 1.6 0.0 17.6 3.8
Number of Traders in Each Category Total Traders: 144
7 . . 10 6 . 18 31 8 65 5 0
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 359,952
Positions
66,641 39,839 35,186 49,751 23,372 22,509 61,513 106,680 61,727 7,122 9,047 34,775 20,728 26,817
Changes from: April 1, 2014 Total Change is: 2,906
893 -6,829 2,643 -735 1,511 569 -7,750 -2,082 3,701 -3,346 -2,231 3,040 3,891 2,584
Percent of Open Interest Represented by Each Category of Trader
18.5 11.1 9.8 13.8 6.5 6.3 17.1 29.6 17.1 2.0 2.5 9.7 5.8 7.5
Number of Traders in Each Category Total Traders: 177
18 11 22 8 14 12 40 52 49 12 11 22
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Traders in Financial Futures - Futures Only Positions as of April 8, 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 15,669
Positions
774 4,650 0 5,844 77 340 3,021 9,674 756 4,896 169 0 38 3
Changes from: April 1, 2014 Total Change is: 1,526
623 0 0 170 0 -3 157 1,512 7 553 10 0 19 0
Percent of Open Interest Represented by Each Category of Trader
4.9 29.7 0.0 37.3 0.5 2.2 19.3 61.7 4.8 31.2 1.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 6 . . 4 . 0
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Updated April 11, 2014