Traders in Financial Futures - Futures Only Positions as of April 15, 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 119,525
Positions
23,729 11,506 451 15,556 7,733 177 30,066 62,794 4,852 17,591 2,493 110 26,993 29,409
Changes from: April 8, 2014 Total Change is: -811
-1,996 3,662 -700 674 477 -1 2 1,831 -995 567 -719 -39 1,677 -4,327
Percent of Open Interest Represented by Each Category of Trader
19.9 9.6 0.4 13.0 6.5 0.1 25.2 52.5 4.1 14.7 2.1 0.1 22.6 24.6
Number of Traders in Each Category Total Traders: 76
8 7 5 4 5 . 17 16 8 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 48,976
Positions
6,634 16,371 116 900 2,239 0 23,292 17,389 376 613 824 0 17,045 11,661
Changes from: April 8, 2014 Total Change is: 4,224
-2,439 1,965 114 -34 226 0 4,630 3,542 9 0 -77 0 1,944 -1,555
Percent of Open Interest Represented by Each Category of Trader
13.5 33.4 0.2 1.8 4.6 0.0 47.6 35.5 0.8 1.3 1.7 0.0 34.8 23.8
Number of Traders in Each Category Total Traders: 46
5 6 . . . 0 14 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 226,688
Positions
7,555 114,776 383 21,816 30,857 1,009 153,455 29,828 2,644 1,444 28,837 20 38,362 18,334
Changes from: April 8, 2014 Total Change is: 21
-104 9,998 -109 393 2,795 -458 -1,568 -7,239 158 -456 -3,684 7 2,158 -1,447
Percent of Open Interest Represented by Each Category of Trader
3.3 50.6 0.2 9.6 13.6 0.4 67.7 13.2 1.2 0.6 12.7 0.0 16.9 8.1
Number of Traders in Each Category Total Traders: 111
6 11 6 7 14 5 45 18 6 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 164,843
Positions
91,562 17,182 509 19,414 20,856 4,223 22,729 71,705 3,787 2,735 4,670 1,232 18,652 40,679
Changes from: April 8, 2014 Total Change is: -16,971
-20,621 3,234 333 648 1,607 157 -1,406 -18,367 1,603 83 -2,386 5 2,227 -3,157
Percent of Open Interest Represented by Each Category of Trader
55.5 10.4 0.3 11.8 12.7 2.6 13.8 43.5 2.3 1.7 2.8 0.7 11.3 24.7
Number of Traders in Each Category Total Traders: 110
7 11 5 6 18 6 20 37 15 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 270,722
Positions
51,748 28,306 2,402 41,858 89,487 5,257 92,934 48,114 4,098 28,583 30,919 772 43,070 61,367
Changes from: April 8, 2014 Total Change is: 9,283
-6,265 1,619 588 -512 -655 -129 14,063 6,707 60 2,120 1,385 17 -659 -309
Percent of Open Interest Represented by Each Category of Trader
19.1 10.5 0.9 15.5 33.1 1.9 34.3 17.8 1.5 10.6 11.4 0.3 15.9 22.7
Number of Traders in Each Category Total Traders: 199
15 15 7 14 30 12 36 45 15 16 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 98,933
Positions
20,538 36,234 264 5,528 3,739 75 41,643 23,397 1,333 3,608 6,777 323 25,621 26,791
Changes from: April 8, 2014 Total Change is: 2,046
-1,286 3,869 -133 -126 -125 0 3,050 -2,160 59 198 288 52 232 196
Percent of Open Interest Represented by Each Category of Trader
20.8 36.6 0.3 5.6 3.8 0.1 42.1 23.6 1.3 3.6 6.9 0.3 25.9 27.1
Number of Traders in Each Category Total Traders: 76
6 12 . . 6 . 21 18 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 33,749
Positions
16,155 20,967 6,129 1,877 0 0 3,587 1,623 2,213 1,095 0 2,184 509 633
Changes from: April 8, 2014 Total Change is: 1
-186 638 -1,172 -6 0 0 1,220 531 -1 0 0 0 146 5
Percent of Open Interest Represented by Each Category of Trader
47.9 62.1 18.2 5.6 0.0 0.0 10.6 4.8 6.6 3.2 0.0 6.5 1.5 1.9
Number of Traders in Each Category Total Traders: 20
5 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 131,412
Positions
45,103 39,769 104 228 2,265 153 71,666 80,683 2,180 4,995 3,880 0 6,983 2,378
Changes from: April 8, 2014 Total Change is: 1,081
283 -3,137 -5 0 -19 1 1,892 2,204 1,835 -2,268 251 0 -657 -49
Percent of Open Interest Represented by Each Category of Trader
34.3 30.3 0.1 0.2 1.7 0.1 54.5 61.4 1.7 3.8 3.0 0.0 5.3 1.8
Number of Traders in Each Category Total Traders: 102
6 10 . . 4 . 41 21 9 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 23,432
Positions
3,345 14,150 3,061 831 225 54 13,989 1,393 927 0 3,055 0 1,225 567
Changes from: April 8, 2014 Total Change is: 1,148
-334 691 1 267 103 -45 795 -44 484 0 0 0 -20 -42
Percent of Open Interest Represented by Each Category of Trader
14.3 60.4 13.1 3.5 1.0 0.2 59.7 5.9 4.0 0.0 13.0 0.0 5.2 2.4
Number of Traders in Each Category Total Traders: 21
. 7 . . . . 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 33,100
Positions
1,099 21,726 5 1,604 189 0 22,390 7,297 210 3,050 933 0 4,742 2,740
Changes from: April 8, 2014 Total Change is: 202
44 -99 -10 18 0 0 -146 -71 6 244 296 0 46 80
Percent of Open Interest Represented by Each Category of Trader
3.3 65.6 0.0 4.8 0.6 0.0 67.6 22.0 0.6 9.2 2.8 0.0 14.3 8.3
Number of Traders in Each Category Total Traders: 60
. 9 . 5 . 0 19 13 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 53,600
Positions
20,900 31,683 108 6,863 4,420 367 13,172 8,115 47 5,029 1,695 5 7,111 7,161
Changes from: April 8, 2014 Total Change is: -4,707
-247 -4,392 -4 186 -169 91 -4,088 -139 2 355 -229 3 -1,005 128
Percent of Open Interest Represented by Each Category of Trader
39.0 59.1 0.2 12.8 8.2 0.7 24.6 15.1 0.1 9.4 3.2 0.0 13.3 13.4
Number of Traders in Each Category Total Traders: 106
20 15 . 10 . . 23 17 5 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 107,199
Positions
41,800 63,366 215 13,725 8,840 734 26,344 16,230 93 10,058 3,390 9 14,221 14,322
Changes from: April 8, 2014 Total Change is: -9,414
-493 -8,783 -7 371 -337 182 -8,176 -277 4 709 -457 5 -2,009 256
Percent of Open Interest Represented by Each Category of Trader
39.0 59.1 0.2 12.8 8.2 0.7 24.6 15.1 0.1 9.4 3.2 0.0 13.3 13.4
Number of Traders in Each Category Total Traders: 106
20 15 . 10 . . 23 17 5 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 688,040
Positions
43,657 207,016 13,577 302,350 102,425 44,081 88,643 171,139 30,284 54,854 41,028 4,266 106,327 74,223
Changes from: April 8, 2014 Total Change is: 11,611
1,090 -15,442 1,561 -6,729 3,950 2,390 5,537 7,010 2,165 -1,550 2,183 731 6,417 7,065
Percent of Open Interest Represented by Each Category of Trader
6.3 30.1 2.0 43.9 14.9 6.4 12.9 24.9 4.4 8.0 6.0 0.6 15.5 10.8
Number of Traders in Each Category Total Traders: 580
41 38 22 119 54 62 89 125 86 54 60 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 126,353
Positions
10,399 51,408 256 44,593 21,772 1,730 6,572 13,966 770 13,630 5,872 5 48,398 30,574
Changes from: April 8, 2014 Total Change is: 2,088
1,561 -7,963 -232 -1,361 215 112 -881 5,468 44 -175 -157 -7 3,027 4,608
Percent of Open Interest Represented by Each Category of Trader
8.2 40.7 0.2 35.3 17.2 1.4 5.2 11.1 0.6 10.8 4.6 0.0 38.3 24.2
Number of Traders in Each Category Total Traders: 87
4 10 . 14 7 7 18 19 9 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 2,808,434
Positions
222,387 834,138 10,509 1,296,443 410,920 204,100 467,503 843,015 90,420 214,555 184,214 12,871 289,646 218,247
Changes from: April 8, 2014 Total Change is: 47,617
10,080 -24,963 -3,471 -25,664 19,848 10,216 43,673 19,292 -977 -2,096 16,481 -1,092 16,948 12,283
Percent of Open Interest Represented by Each Category of Trader
7.9 29.7 0.4 46.2 14.6 7.3 16.6 30.0 3.2 7.6 6.6 0.5 10.3 7.8
Number of Traders in Each Category Total Traders: 562
41 37 18 115 52 57 86 124 71 49 58 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 90,302
Positions
10,108 34,852 5 46,572 39,785 2,601 18,430 4,627 2,224 705 2,592 0 9,657 3,616
Changes from: April 8, 2014 Total Change is: -494
3,340 -4,917 5 -2,086 3,211 399 -2,297 -335 1,471 0 -195 0 -1,326 -133
Percent of Open Interest Represented by Each Category of Trader
11.2 38.6 0.0 51.6 44.1 2.9 20.4 5.1 2.5 0.8 2.9 0.0 10.7 4.0
Number of Traders in Each Category Total Traders: 86
10 9 . 34 11 14 14 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 70,106
Positions
7,157 42,776 175 30,679 6,226 773 18,615 13,256 701 2,127 2,259 37 9,842 3,903
Changes from: April 8, 2014 Total Change is: -4,255
983 -4,171 -59 -1,822 1,608 11 -2,085 -3,013 345 -168 770 0 -1,459 254
Percent of Open Interest Represented by Each Category of Trader
10.2 61.0 0.2 43.8 8.9 1.1 26.6 18.9 1.0 3.0 3.2 0.1 14.0 5.6
Number of Traders in Each Category Total Traders: 212
16 22 4 33 16 9 49 38 14 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 350,529
Positions
35,784 213,881 874 153,394 31,130 3,866 93,076 66,279 3,504 10,634 11,293 187 49,210 19,515
Changes from: April 8, 2014 Total Change is: -21,273
4,914 -20,853 -295 -9,112 8,040 55 -10,423 -15,066 1,724 -840 3,852 0 -7,296 1,270
Percent of Open Interest Represented by Each Category of Trader
10.2 61.0 0.2 43.8 8.9 1.1 26.6 18.9 1.0 3.0 3.2 0.1 14.0 5.6
Number of Traders in Each Category Total Traders: 212
16 22 4 33 16 9 49 38 14 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 315,968
Positions
71,280 53,652 6,028 146,547 128,942 10,883 42,568 83,346 9,204 8,281 9,127 0 21,177 14,786
Changes from: April 8, 2014 Total Change is: -784
9,024 -5,754 440 -1,289 5,630 -725 -6,921 861 -399 -795 1,821 0 -119 -2,658
Percent of Open Interest Represented by Each Category of Trader
22.6 17.0 1.9 46.4 40.8 3.4 13.5 26.4 2.9 2.6 2.9 0.0 6.7 4.7
Number of Traders in Each Category Total Traders: 252
22 13 4 52 41 27 35 59 15 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 62,589
Positions
2,941 16,328 119 32,544 216 175 11,167 14,572 0 5,101 19,373 0 10,542 11,806
Changes from: April 8, 2014 Total Change is: -375
299 202 0 375 0 43 -993 -253 -81 -269 -204 0 251 -82
Percent of Open Interest Represented by Each Category of Trader
4.7 26.1 0.2 52.0 0.3 0.3 17.8 23.3 0.0 8.1 31.0 0.0 16.8 18.9
Number of Traders in Each Category Total Traders: 69
5 8 . 21 . . 12 8 0 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 99,297
Positions
16,634 4,776 190 18,760 1,224 35 31,304 2,464 1,031 21,093 4,230 0 10,250 85,347
Changes from: April 8, 2014 Total Change is: -296
-842 113 -106 2,788 50 0 -514 298 235 -249 1,733 -39 -1,569 -2,580
Percent of Open Interest Represented by Each Category of Trader
16.8 4.8 0.2 18.9 1.2 0.0 31.5 2.5 1.0 21.2 4.3 0.0 10.3 86.0
Number of Traders in Each Category Total Traders: 82
20 6 4 7 . . 25 7 6 12 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 106,514
Positions
6,473 69,256 3,196 58,189 18,817 4,072 22,700 3,918 4,558 1,495 279 0 5,831 2,418
Changes from: April 8, 2014 Total Change is: 3,284
1,749 -95 1,352 -2,179 2,676 -272 2,113 -6 142 679 0 0 -300 -513
Percent of Open Interest Represented by Each Category of Trader
6.1 65.0 3.0 54.6 17.7 3.8 21.3 3.7 4.3 1.4 0.3 0.0 5.5 2.3
Number of Traders in Each Category Total Traders: 97
8 9 . 34 17 14 18 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 264,355
Positions
22,999 96,230 3,259 95,440 68,152 44,587 53,422 32,113 2,790 23,190 7,125 268 18,400 9,831
Changes from: April 8, 2014 Total Change is: 1,162
-3,001 8,699 195 -2,304 1,158 -696 2,148 -10,699 839 425 -647 -96 3,652 2,409
Percent of Open Interest Represented by Each Category of Trader
8.7 36.4 1.2 36.1 25.8 16.9 20.2 12.1 1.1 8.8 2.7 0.1 7.0 3.7
Number of Traders in Each Category Total Traders: 184
21 17 4 49 26 25 28 15 9 24 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 729,736
Positions
4,274 85,892 8,204 280,509 172,078 132,460 97,807 107,360 12,605 13,404 28,635 1,944 178,529 180,558
Changes from: April 8, 2014 Total Change is: 20,142
-4,643 1,512 1,278 6,560 -9,098 5,218 6,483 2,618 -335 -6,125 -2,885 1,361 10,345 20,473
Percent of Open Interest Represented by Each Category of Trader
0.6 11.8 1.1 38.4 23.6 18.2 13.4 14.7 1.7 1.8 3.9 0.3 24.5 24.7
Number of Traders in Each Category Total Traders: 174
4 21 6 30 38 38 32 31 15 6 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 491,079
Positions
21,531 74,536 772 278,425 33,461 70,226 15,033 199,412 995 7,030 19,333 0 97,067 92,344
Changes from: April 8, 2014 Total Change is: 9,416
-2,695 1,882 -396 7,227 -2,595 -2,806 1,713 13,138 -195 17 -2,181 0 6,551 2,569
Percent of Open Interest Represented by Each Category of Trader
4.4 15.2 0.2 56.7 6.8 14.3 3.1 40.6 0.2 1.4 3.9 0.0 19.8 18.8
Number of Traders in Each Category Total Traders: 79
. 7 . 37 10 22 . 15 6 . 4 0
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Traders in Financial Futures - Futures Only Positions as of April 15, 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 1,084,492
Positions
29,001 147,614 18,341 287,757 331,092 72,170 450,659 173,918 61,376 28,103 129,865 30,250 106,835 119,866
Changes from: April 8, 2014 Total Change is: 26,704
-14,337 -6,424 8,382 34,006 4,993 -5,731 -21,493 3,642 11,482 5,237 11,436 312 8,846 -1,388
Percent of Open Interest Represented by Each Category of Trader
2.7 13.6 1.7 26.5 30.5 6.7 41.6 16.0 5.7 2.6 12.0 2.8 9.9 11.1
Number of Traders in Each Category Total Traders: 243
8 27 7 39 42 33 46 35 23 13 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 71,497
Positions
18,601 13,621 11,853 0 650 450 17,577 21,801 22,942 0 0 0 74 180
Changes from: April 8, 2014 Total Change is: 6,505
1,132 114 2,246 0 -209 450 103 1,402 2,505 0 0 0 69 -3
Percent of Open Interest Represented by Each Category of Trader
26.0 19.1 16.6 0.0 0.9 0.6 24.6 30.5 32.1 0.0 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 34
9 6 9 0 . . 8 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 2,497,347
Positions
134,945 158,624 37,825 744,278 1,015,018 190,580 746,118 371,405 56,216 263,865 175,660 28,807 294,713 463,212
Changes from: April 8, 2014 Total Change is: -74,767
-17,763 -5,562 -247 47,342 -86,393 2,193 -127,976 14,909 -600 -11,546 2,106 881 32,949 -2,054
Percent of Open Interest Represented by Each Category of Trader
5.4 6.4 1.5 29.8 40.6 7.6 29.9 14.9 2.3 10.6 7.0 1.2 11.8 18.5
Number of Traders in Each Category Total Traders: 362
22 42 12 40 77 54 53 62 39 17 49 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 2,019,496
Positions
160,472 140,216 13,831 763,180 681,596 206,999 504,144 406,783 21,895 135,401 180,962 4,621 208,953 362,593
Changes from: April 8, 2014 Total Change is: -25,610
-11,654 -2,644 -9,785 -33,251 39,516 -6,070 62,196 -18,250 485 -44,184 -13,002 998 15,655 -16,858
Percent of Open Interest Represented by Each Category of Trader
7.9 6.9 0.7 37.8 33.8 10.3 25.0 20.1 1.1 6.7 9.0 0.2 10.3 18.0
Number of Traders in Each Category Total Traders: 282
18 32 7 26 61 44 36 62 26 13 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 324,094
Positions
140,304 92,938 74,144 708 3,769 4,446 23,363 29,770 39,033 760 11,414 11,879 29,457 56,701
Changes from: April 8, 2014 Total Change is: 13,224
1,173 3,605 4,232 0 -22 1,796 4,326 863 3,993 -377 -833 -573 -1,346 163
Percent of Open Interest Represented by Each Category of Trader
43.3 28.7 22.9 0.2 1.2 1.4 7.2 9.2 12.0 0.2 3.5 3.7 9.1 17.5
Number of Traders in Each Category Total Traders: 76
17 22 33 . . . 8 14 13 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 is10,818,897
Positions
1,681,432 2,285,161 2,002,760 2,815,855 634,120 284,148 652,029 1,400,678 2,089,951 245,059 642,018 268,578 779,085 1,211,483
Changes from: April 8, 2014 Total Change is: 171,255
162,625 143,673 -50,907 8,009 68,098 -13,270 113,383 32,121 -53 -17,249 77,432 -30,019 -1,264 -55,820
Percent of Open Interest Represented by Each Category of Trader
15.5 21.1 18.5 26.0 5.9 2.6 6.0 12.9 19.3 2.3 5.9 2.5 7.2 11.2
Number of Traders in Each Category Total Traders: 287
28 57 79 11 23 18 32 87 90 9 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 50,257
Positions
37,030 1,008 0 4,990 15,329 4,844 3,070 20,556 186 38 8,178 0 99 156
Changes from: April 8, 2014 Total Change is: 3,104
2,504 0 0 30 412 13 572 2,619 -15 0 55 0 0 20
Percent of Open Interest Represented by Each Category of Trader
73.7 2.0 0.0 9.9 30.5 9.6 6.1 40.9 0.4 0.1 16.3 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 42
8 . 0 4 9 . . 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 45,722
Positions
42,704 238 0 172 21,615 2,092 680 8,764 0 0 12,746 0 74 267
Changes from: April 8, 2014 Total Change is: 3,272
3,966 -69 0 -161 208 156 -95 3,786 -634 0 -252 0 40 77
Percent of Open Interest Represented by Each Category of Trader
93.4 0.5 0.0 0.4 47.3 4.6 1.5 19.2 0.0 0.0 27.9 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 40
9 . 0 . 11 . . 7 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 52,388
Positions
9,851 7,765 987 7,362 4,635 143 12,540 32,936 1,573 11,801 1,513 0 8,131 2,836
Changes from: April 8, 2014 Total Change is: 1,400
69 -889 0 -43 997 -2 6,799 1,207 -1,502 -3,101 712 0 -820 877
Percent of Open Interest Represented by Each Category of Trader
18.8 14.8 1.9 14.1 8.8 0.3 23.9 62.9 3.0 22.5 2.9 0.0 15.5 5.4
Number of Traders in Each Category Total Traders: 154
6 . . 9 6 . 25 29 7 69 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 368,887
Positions
78,719 38,447 38,956 37,821 21,898 20,318 57,855 107,995 60,796 9,156 10,351 42,889 22,377 27,237
Changes from: April 8, 2014 Total Change is: 8,935
12,078 -1,392 3,770 -11,930 -1,474 -2,191 -3,658 1,315 -931 2,034 1,304 8,114 1,649 420
Percent of Open Interest Represented by Each Category of Trader
21.3 10.4 10.6 10.3 5.9 5.5 15.7 29.3 16.5 2.5 2.8 11.6 6.1 7.4
Number of Traders in Each Category Total Traders: 183
19 15 21 8 13 10 39 49 50 14 14 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 15, 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 16,527
Positions
788 4,650 0 6,599 77 394 3,056 10,480 756 4,896 169 0 38 1
Changes from: April 8, 2014 Total Change is: 858
14 0 0 755 0 54 35 806 0 0 0 0 0 -2
Percent of Open Interest Represented by Each Category of Trader
4.8 28.1 0.0 39.9 0.5 2.4 18.5 63.4 4.6 29.6 1.0 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 18, 2014