Traders in Financial Futures - Futures Only Positions as of April 22, 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 118,707
Positions
23,494 12,391 496 14,142 7,807 176 30,567 62,088 4,907 17,216 2,503 110 27,599 28,229
Changes from: April 15, 2014 Total Change is: -818
-235 885 45 -1,414 74 -1 501 -706 55 -375 10 0 606 -1,180
Percent of Open Interest Represented by Each Category of Trader
19.8 10.4 0.4 11.9 6.6 0.1 25.7 52.3 4.1 14.5 2.1 0.1 23.2 23.8
Number of Traders in Each Category Total Traders: 76
8 7 5 4 5 . 15 19 8 13 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 46,888
Positions
6,582 16,006 115 900 2,013 0 21,119 14,967 343 613 1,094 0 17,216 12,350
Changes from: April 15, 2014 Total Change is: -2,088
-52 -365 -1 0 -226 0 -2,173 -2,422 -33 0 270 0 171 689
Percent of Open Interest Represented by Each Category of Trader
14.0 34.1 0.2 1.9 4.3 0.0 45.0 31.9 0.7 1.3 2.3 0.0 36.7 26.3
Number of Traders in Each Category Total Traders: 42
5 6 . . . 0 13 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 237,055
Positions
7,228 118,023 555 22,182 29,683 1,371 162,393 34,704 2,353 1,356 30,026 0 39,617 20,340
Changes from: April 15, 2014 Total Change is: 10,367
-327 3,247 172 366 -1,174 362 8,938 4,876 -291 -88 1,189 -20 1,255 2,006
Percent of Open Interest Represented by Each Category of Trader
3.0 49.8 0.2 9.4 12.5 0.6 68.5 14.6 1.0 0.6 12.7 0.0 16.7 8.6
Number of Traders in Each Category Total Traders: 115
6 11 8 8 14 6 45 19 9 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 165,674
Positions
93,996 17,017 648 18,357 18,264 4,002 25,236 75,018 3,085 2,550 5,708 1,232 16,568 40,700
Changes from: April 15, 2014 Total Change is: 831
2,434 -165 139 -1,057 -2,592 -221 2,507 3,313 -702 -185 1,038 0 -2,084 21
Percent of Open Interest Represented by Each Category of Trader
56.7 10.3 0.4 11.1 11.0 2.4 15.2 45.3 1.9 1.5 3.4 0.7 10.0 24.6
Number of Traders in Each Category Total Traders: 117
8 10 5 6 17 6 21 42 12 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 266,259
Positions
50,580 26,292 2,323 41,339 87,009 6,084 88,509 44,544 3,852 29,311 32,531 787 43,474 62,837
Changes from: April 15, 2014 Total Change is: -4,463
-1,168 -2,014 -79 -519 -2,478 827 -4,425 -3,570 -246 728 1,612 15 404 1,470
Percent of Open Interest Represented by Each Category of Trader
19.0 9.9 0.9 15.5 32.7 2.3 33.2 16.7 1.4 11.0 12.2 0.3 16.3 23.6
Number of Traders in Each Category Total Traders: 192
15 15 7 12 32 15 32 41 11 16 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 107,696
Positions
18,499 47,811 384 5,498 3,688 75 50,476 23,298 1,329 3,405 6,691 323 27,707 24,097
Changes from: April 15, 2014 Total Change is: 8,763
-2,039 11,577 120 -30 -51 0 8,833 -99 -4 -203 -86 0 2,086 -2,694
Percent of Open Interest Represented by Each Category of Trader
17.2 44.4 0.4 5.1 3.4 0.1 46.9 21.6 1.2 3.2 6.2 0.3 25.7 22.4
Number of Traders in Each Category Total Traders: 80
6 12 . . 6 . 24 19 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 34,298
Positions
16,531 21,006 6,129 1,872 0 0 3,759 2,210 2,221 1,095 0 2,184 507 548
Changes from: April 15, 2014 Total Change is: 549
376 39 0 -5 0 0 172 587 8 0 0 0 -2 -85
Percent of Open Interest Represented by Each Category of Trader
48.2 61.2 17.9 5.5 0.0 0.0 11.0 6.4 6.5 3.2 0.0 6.4 1.5 1.6
Number of Traders in Each Category Total Traders: 21
6 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 128,932
Positions
44,971 39,636 104 228 2,291 134 69,351 78,630 2,190 4,031 3,858 0 7,923 2,089
Changes from: April 15, 2014 Total Change is: -2,480
-132 -133 0 0 26 -19 -2,315 -2,053 10 -964 -22 0 940 -289
Percent of Open Interest Represented by Each Category of Trader
34.9 30.7 0.1 0.2 1.8 0.1 53.8 61.0 1.7 3.1 3.0 0.0 6.1 1.6
Number of Traders in Each Category Total Traders: 104
7 10 . . 4 . 45 19 8 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,955
Positions
3,457 11,419 3,061 832 225 53 11,346 1,453 1,067 0 3,055 0 1,139 622
Changes from: April 15, 2014 Total Change is: -2,477
112 -2,731 0 1 0 -1 -2,643 60 140 0 0 0 -86 55
Percent of Open Interest Represented by Each Category of Trader
16.5 54.5 14.6 4.0 1.1 0.3 54.1 6.9 5.1 0.0 14.6 0.0 5.4 3.0
Number of Traders in Each Category Total Traders: 21
. 6 . . . . 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 32,579
Positions
1,103 22,814 15 1,620 189 0 21,831 6,009 222 3,019 872 0 4,769 2,458
Changes from: April 15, 2014 Total Change is: -521
4 1,088 10 16 0 0 -559 -1,288 12 -31 -61 0 27 -282
Percent of Open Interest Represented by Each Category of Trader
3.4 70.0 0.0 5.0 0.6 0.0 67.0 18.4 0.7 9.3 2.7 0.0 14.6 7.5
Number of Traders in Each Category Total Traders: 60
. 10 . 5 . 0 20 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 59,993
Positions
20,453 37,237 273 7,233 4,317 329 19,011 8,428 32 4,335 1,779 2 8,327 7,599
Changes from: April 15, 2014 Total Change is: 6,394
-447 5,554 165 370 -104 -38 5,839 313 -15 -695 84 -3 1,217 438
Percent of Open Interest Represented by Each Category of Trader
34.1 62.1 0.5 12.1 7.2 0.5 31.7 14.0 0.1 7.2 3.0 0.0 13.9 12.7
Number of Traders in Each Category Total Traders: 110
21 15 . 10 . . 24 21 4 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 119,986
Positions
40,906 74,473 545 14,465 8,633 658 38,022 16,856 63 8,669 3,557 4 16,654 15,197
Changes from: April 15, 2014 Total Change is: 12,787
-894 11,107 330 740 -207 -76 11,678 626 -30 -1,389 167 -5 2,433 875
Percent of Open Interest Represented by Each Category of Trader
34.1 62.1 0.5 12.1 7.2 0.5 31.7 14.0 0.1 7.2 3.0 0.0 13.9 12.7
Number of Traders in Each Category Total Traders: 110
21 15 . 10 . . 24 21 4 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 686,751
Positions
42,278 207,957 15,250 299,665 96,748 44,432 99,876 170,962 24,841 52,276 43,550 4,523 103,609 78,487
Changes from: April 15, 2014 Total Change is: -1,289
-1,379 941 1,673 -2,685 -5,677 351 11,233 -177 -5,442 -2,577 2,523 256 -2,718 4,264
Percent of Open Interest Represented by Each Category of Trader
6.2 30.3 2.2 43.6 14.1 6.5 14.5 24.9 3.6 7.6 6.3 0.7 15.1 11.4
Number of Traders in Each Category Total Traders: 548
39 37 23 119 53 59 86 114 76 51 49 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 128,093
Positions
11,003 53,252 1,060 46,009 21,247 1,581 8,554 10,991 517 13,503 5,727 0 45,866 33,718
Changes from: April 15, 2014 Total Change is: 1,740
604 1,844 804 1,416 -525 -149 1,982 -2,975 -253 -127 -145 -5 -2,532 3,144
Percent of Open Interest Represented by Each Category of Trader
8.6 41.6 0.8 35.9 16.6 1.2 6.7 8.6 0.4 10.5 4.5 0.0 35.8 26.3
Number of Traders in Each Category Total Traders: 81
6 9 4 15 7 7 19 14 9 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,793,289
Positions
218,761 835,912 8,565 1,275,479 384,703 207,057 501,410 844,658 76,820 202,716 197,965 13,764 288,717 223,845
Changes from: April 15, 2014 Total Change is: -15,145
-3,626 1,774 -1,944 -20,964 -26,217 2,957 33,907 1,643 -13,600 -11,839 13,751 893 -929 5,598
Percent of Open Interest Represented by Each Category of Trader
7.8 29.9 0.3 45.7 13.8 7.4 18.0 30.2 2.8 7.3 7.1 0.5 10.3 8.0
Number of Traders in Each Category Total Traders: 532
39 35 17 114 50 54 84 114 65 47 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 87,703
Positions
8,474 35,492 0 46,499 36,751 3,062 17,913 5,251 1,376 705 2,585 0 9,674 3,186
Changes from: April 15, 2014 Total Change is: -2,599
-1,634 640 -5 -73 -3,034 461 -517 624 -848 0 -7 0 17 -430
Percent of Open Interest Represented by Each Category of Trader
9.7 40.5 0.0 53.0 41.9 3.5 20.4 6.0 1.6 0.8 2.9 0.0 11.0 3.6
Number of Traders in Each Category Total Traders: 85
8 10 0 34 11 13 12 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 65,784
Positions
6,286 36,142 234 29,598 6,856 635 15,954 14,476 817 1,669 1,914 2 10,588 4,706
Changes from: April 15, 2014 Total Change is: -4,322
-871 -6,634 59 -1,081 630 -138 -2,661 1,221 117 -458 -344 -36 746 803
Percent of Open Interest Represented by Each Category of Trader
9.6 54.9 0.4 45.0 10.4 1.0 24.3 22.0 1.2 2.5 2.9 0.0 16.1 7.2
Number of Traders in Each Category Total Traders: 218
18 21 4 32 17 7 43 49 16 13 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 328,921
Positions
31,431 180,711 1,170 147,991 34,282 3,177 79,772 72,382 4,087 8,344 9,572 9 52,940 23,531
Changes from: April 15, 2014 Total Change is: -21,608
-4,353 -33,170 296 -5,403 3,152 -689 -13,304 6,103 583 -2,290 -1,721 -178 3,730 4,016
Percent of Open Interest Represented by Each Category of Trader
9.6 54.9 0.4 45.0 10.4 1.0 24.3 22.0 1.2 2.5 2.9 0.0 16.1 7.2
Number of Traders in Each Category Total Traders: 218
18 21 4 32 17 7 43 49 16 13 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 313,459
Positions
73,295 53,034 6,774 148,421 126,684 10,776 41,835 84,547 6,015 6,160 9,400 0 20,183 16,229
Changes from: April 15, 2014 Total Change is: -2,509
2,015 -618 746 1,874 -2,258 -107 -733 1,201 -3,189 -2,121 273 0 -994 1,443
Percent of Open Interest Represented by Each Category of Trader
23.4 16.9 2.2 47.3 40.4 3.4 13.3 27.0 1.9 2.0 3.0 0.0 6.4 5.2
Number of Traders in Each Category Total Traders: 245
22 12 4 54 40 26 32 58 15 11 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 61,878
Positions
3,212 16,432 119 32,582 216 134 10,779 14,535 0 5,509 19,377 0 9,543 11,065
Changes from: April 15, 2014 Total Change is: -711
271 104 0 38 0 -41 -388 -37 0 408 4 0 -999 -741
Percent of Open Interest Represented by Each Category of Trader
5.2 26.6 0.2 52.7 0.3 0.2 17.4 23.5 0.0 8.9 31.3 0.0 15.4 17.9
Number of Traders in Each Category Total Traders: 71
6 8 . 21 . . 12 8 0 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 102,004
Positions
16,402 2,487 1,281 19,680 1,174 35 30,170 3,162 1,280 20,604 3,991 62 12,490 88,532
Changes from: April 15, 2014 Total Change is: 2,707
-232 -2,289 1,091 920 -50 0 -1,134 698 249 -489 -239 62 2,240 3,185
Percent of Open Interest Represented by Each Category of Trader
16.1 2.4 1.3 19.3 1.2 0.0 29.6 3.1 1.3 20.2 3.9 0.1 12.2 86.8
Number of Traders in Each Category Total Traders: 76
19 5 4 7 . . 22 7 . 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 105,795
Positions
5,624 69,227 3,163 61,172 17,246 4,223 19,799 4,264 4,550 1,280 279 0 5,984 2,843
Changes from: April 15, 2014 Total Change is: -719
-849 -29 -33 2,983 -1,571 151 -2,901 346 -8 -215 0 0 153 425
Percent of Open Interest Represented by Each Category of Trader
5.3 65.4 3.0 57.8 16.3 4.0 18.7 4.0 4.3 1.2 0.3 0.0 5.7 2.7
Number of Traders in Each Category Total Traders: 95
7 9 . 32 18 14 18 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 264,625
Positions
21,522 98,861 3,660 96,592 60,350 44,277 55,325 40,395 2,840 23,656 8,146 208 16,545 5,888
Changes from: April 15, 2014 Total Change is: 270
-1,477 2,631 401 1,152 -7,802 -310 1,903 8,282 50 466 1,021 -60 -1,855 -3,943
Percent of Open Interest Represented by Each Category of Trader
8.1 37.4 1.4 36.5 22.8 16.7 20.9 15.3 1.1 8.9 3.1 0.1 6.3 2.2
Number of Traders in Each Category Total Traders: 192
19 19 5 51 26 25 27 20 9 24 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 721,024
Positions
5,342 89,984 7,724 290,289 157,564 132,685 91,669 113,160 13,340 12,535 30,903 864 166,576 174,800
Changes from: April 15, 2014 Total Change is: -8,712
1,068 4,092 -480 9,780 -14,514 225 -6,138 5,800 735 -869 2,268 -1,080 -11,953 -5,758
Percent of Open Interest Represented by Each Category of Trader
0.7 12.5 1.1 40.3 21.9 18.4 12.7 15.7 1.9 1.7 4.3 0.1 23.1 24.2
Number of Traders in Each Category Total Traders: 172
. 22 4 31 37 38 29 31 18 8 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 488,729
Positions
21,347 76,007 811 277,161 36,061 71,426 16,552 203,434 879 7,042 19,362 0 93,511 80,749
Changes from: April 15, 2014 Total Change is: -2,350
-184 1,471 39 -1,264 2,600 1,200 1,519 4,022 -116 12 29 0 -3,556 -11,595
Percent of Open Interest Represented by Each Category of Trader
4.4 15.6 0.2 56.7 7.4 14.6 3.4 41.6 0.2 1.4 4.0 0.0 19.1 16.5
Number of Traders in Each Category Total Traders: 86
. 9 . 38 11 23 . 17 7 . 4 0
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Traders in Financial Futures - Futures Only Positions as of April 22, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,079,143
Positions
42,877 128,207 11,328 287,484 352,571 71,387 443,951 173,828 60,676 26,874 129,311 31,379 103,187 120,456
Changes from: April 15, 2014 Total Change is: -5,349
13,876 -19,407 -7,013 -273 21,479 -783 -6,708 -90 -700 -1,229 -554 1,129 -3,648 590
Percent of Open Interest Represented by Each Category of Trader
4.0 11.9 1.0 26.6 32.7 6.6 41.1 16.1 5.6 2.5 12.0 2.9 9.6 11.2
Number of Traders in Each Category Total Traders: 251
10 31 7 41 43 35 48 34 27 12 32 9
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 73,405
Positions
18,931 14,885 13,018 0 755 871 15,738 19,049 24,597 0 0 0 250 230
Changes from: April 15, 2014 Total Change is: 1,908
330 1,264 1,165 0 105 421 -1,839 -2,752 1,655 0 0 0 176 50
Percent of Open Interest Represented by Each Category of Trader
25.8 20.3 17.7 0.0 1.0 1.2 21.4 26.0 33.5 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 33
9 6 9 0 . . 6 11 7 0 0 0
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,493,544
Positions
144,602 135,906 38,913 689,889 1,062,285 182,326 761,728 358,420 60,731 301,442 174,813 30,136 283,777 450,014
Changes from: April 15, 2014 Total Change is: -3,803
9,657 -22,718 1,088 -54,389 47,267 -8,254 15,610 -12,985 4,515 37,577 -847 1,329 -10,936 -13,198
Percent of Open Interest Represented by Each Category of Trader
5.8 5.5 1.6 27.7 42.6 7.3 30.5 14.4 2.4 12.1 7.0 1.2 11.4 18.0
Number of Traders in Each Category Total Traders: 366
27 37 11 40 77 53 52 65 39 20 48 11
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 2,022,393
Positions
149,269 122,316 24,924 759,178 746,783 196,143 545,136 369,501 21,667 134,745 178,283 6,617 184,714 356,159
Changes from: April 15, 2014 Total Change is: 2,897
-11,203 -17,900 11,093 -4,002 65,187 -10,856 40,992 -37,282 -228 -656 -2,679 1,996 -24,239 -6,434
Percent of Open Interest Represented by Each Category of Trader
7.4 6.0 1.2 37.5 36.9 9.7 27.0 18.3 1.1 6.7 8.8 0.3 9.1 17.6
Number of Traders in Each Category Total Traders: 283
20 30 7 24 64 43 38 61 26 12 34 8
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 340,477
Positions
148,434 92,391 75,779 698 3,769 4,789 27,751 41,759 43,565 765 13,815 11,306 27,390 53,304
Changes from: April 15, 2014 Total Change is: 16,383
8,130 -547 1,635 -10 0 343 4,388 11,989 4,532 5 2,401 -573 -2,067 -3,397
Percent of Open Interest Represented by Each Category of Trader
43.6 27.1 22.3 0.2 1.1 1.4 8.2 12.3 12.8 0.2 4.1 3.3 8.0 15.7
Number of Traders in Each Category Total Traders: 80
18 22 34 . . . 8 16 15 . 7 5
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 is11,020,908
Positions
1,718,430 2,279,063 2,094,989 2,818,965 680,180 277,302 702,307 1,464,804 2,079,625 263,526 633,537 290,139 775,625 1,221,269
Changes from: April 15, 2014 Total Change is: 202,011
36,998 -6,098 92,229 3,110 46,060 -6,846 50,278 64,126 -10,326 18,467 -8,481 21,561 -3,460 9,786
Percent of Open Interest Represented by Each Category of Trader
15.6 20.7 19.0 25.6 6.2 2.5 6.4 13.3 18.9 2.4 5.7 2.6 7.0 11.1
Number of Traders in Each Category Total Traders: 285
26 59 79 11 23 18 34 86 92 9 27 24
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 51,396
Positions
38,813 1,158 0 4,990 15,311 4,844 2,261 21,289 429 38 8,223 0 21 142
Changes from: April 15, 2014 Total Change is: 1,139
1,783 150 0 0 -18 0 -809 733 243 0 45 0 -78 -14
Percent of Open Interest Represented by Each Category of Trader
75.5 2.3 0.0 9.7 29.8 9.4 4.4 41.4 0.8 0.1 16.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 45
9 . 0 4 9 . . 10 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 47,273
Positions
44,665 484 0 164 21,642 2,071 215 9,889 86 0 12,824 0 72 277
Changes from: April 15, 2014 Total Change is: 1,551
1,961 246 0 -8 27 -21 -465 1,125 86 0 78 0 -2 10
Percent of Open Interest Represented by Each Category of Trader
94.5 1.0 0.0 0.3 45.8 4.4 0.5 20.9 0.2 0.0 27.1 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 38
6 4 0 . 11 . . 8 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 50,260
Positions
9,851 7,747 987 7,662 4,467 223 9,340 31,333 1,767 11,643 1,386 0 8,787 2,350
Changes from: April 15, 2014 Total Change is: -2,128
0 -18 0 300 -168 80 -3,200 -1,603 194 -158 -127 0 656 -486
Percent of Open Interest Represented by Each Category of Trader
19.6 15.4 2.0 15.2 8.9 0.4 18.6 62.3 3.5 23.2 2.8 0.0 17.5 4.7
Number of Traders in Each Category Total Traders: 146
6 . . 10 5 . 22 28 9 68 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 22, 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 362,130
Positions
74,569 32,067 30,095 42,601 20,412 28,459 64,064 121,170 53,629 11,115 11,763 37,122 20,476 27,413
Changes from: April 15, 2014 Total Change is: -6,757
-4,150 -6,380 -8,861 4,780 -1,486 8,141 6,209 13,175 -7,167 1,959 1,412 -5,767 -1,901 176
Percent of Open Interest Represented by Each Category of Trader
20.6 8.9 8.3 11.8 5.6 7.9 17.7 33.5 14.8 3.1 3.2 10.3 5.7 7.6
Number of Traders in Each Category Total Traders: 185
19 14 21 9 14 12 36 50 52 13 16 23
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Traders in Financial Futures - Futures Only Positions as of April 22, 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 16,479
Positions
783 4,650 0 6,627 502 347 3,037 10,038 756 4,896 169 0 33 17
Changes from: April 15, 2014 Total Change is: -48
-5 0 0 28 425 -47 -19 -442 0 0 0 0 -5 16
Percent of Open Interest Represented by Each Category of Trader
4.8 28.2 0.0 40.2 3.0 2.1 18.4 60.9 4.6 29.7 1.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 5 . . 6 . . 4 . 0
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Updated April 25, 2014