Traders in Financial Futures - Futures Only Positions as of April 29, 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 123,589
Positions
23,047 15,276 353 13,679 8,552 213 32,506 60,770 6,442 17,797 2,721 492 29,060 28,770
Changes from: April 22, 2014 Total Change is: 4,882
-447 2,885 -143 -463 745 37 1,939 -1,318 1,535 581 218 382 1,461 541
Percent of Open Interest Represented by Each Category of Trader
18.6 12.4 0.3 11.1 6.9 0.2 26.3 49.2 5.2 14.4 2.2 0.4 23.5 23.3
Number of Traders in Each Category Total Traders: 83
7 7 4 4 6 . 19 21 12 13 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 47,424
Positions
6,343 16,457 176 900 2,013 0 21,359 15,347 794 613 1,174 0 17,239 11,463
Changes from: April 22, 2014 Total Change is: 536
-239 451 61 0 0 0 240 380 451 0 80 0 23 -887
Percent of Open Interest Represented by Each Category of Trader
13.4 34.7 0.4 1.9 4.2 0.0 45.0 32.4 1.7 1.3 2.5 0.0 36.4 24.2
Number of Traders in Each Category Total Traders: 46
5 6 . . . 0 15 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 236,030
Positions
7,645 118,040 1,077 22,713 29,777 1,658 156,816 33,623 2,526 2,330 29,146 20 41,245 20,163
Changes from: April 22, 2014 Total Change is: -1,025
417 17 522 531 94 287 -5,577 -1,081 173 974 -880 20 1,628 -177
Percent of Open Interest Represented by Each Category of Trader
3.2 50.0 0.5 9.6 12.6 0.7 66.4 14.2 1.1 1.0 12.3 0.0 17.5 8.5
Number of Traders in Each Category Total Traders: 117
5 12 7 9 14 7 46 19 8 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 168,820
Positions
99,672 15,985 1,237 18,870 18,409 4,191 20,892 76,299 2,988 3,765 4,480 1,212 15,993 44,019
Changes from: April 22, 2014 Total Change is: 3,146
5,676 -1,032 589 513 145 189 -4,344 1,281 -97 1,215 -1,228 -20 -575 3,319
Percent of Open Interest Represented by Each Category of Trader
59.0 9.5 0.7 11.2 10.9 2.5 12.4 45.2 1.8 2.2 2.7 0.7 9.5 26.1
Number of Traders in Each Category Total Traders: 113
9 10 6 7 17 7 15 43 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 271,515
Positions
50,893 29,344 2,782 42,116 82,335 5,934 88,206 48,473 5,707 31,094 31,870 820 43,963 64,250
Changes from: April 22, 2014 Total Change is: 5,256
313 3,052 459 777 -4,674 -150 -303 3,929 1,855 1,783 -661 33 489 1,413
Percent of Open Interest Represented by Each Category of Trader
18.7 10.8 1.0 15.5 30.3 2.2 32.5 17.9 2.1 11.5 11.7 0.3 16.2 23.7
Number of Traders in Each Category Total Traders: 204
17 16 10 14 30 14 32 48 14 18 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 109,934
Positions
22,228 44,291 283 5,423 3,746 75 51,973 28,927 2,075 1,850 7,128 323 25,704 23,086
Changes from: April 22, 2014 Total Change is: 2,238
3,729 -3,520 -101 -75 58 0 1,497 5,629 746 -1,555 437 0 -2,003 -1,011
Percent of Open Interest Represented by Each Category of Trader
20.2 40.3 0.3 4.9 3.4 0.1 47.3 26.3 1.9 1.7 6.5 0.3 23.4 21.0
Number of Traders in Each Category Total Traders: 80
6 11 . 4 6 . 25 18 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 35,800
Positions
17,366 21,035 6,129 1,867 0 0 4,478 3,614 2,209 1,095 0 2,184 472 629
Changes from: April 22, 2014 Total Change is: 1,502
835 29 0 -5 0 0 719 1,404 -12 0 0 0 -35 81
Percent of Open Interest Represented by Each Category of Trader
48.5 58.8 17.1 5.2 0.0 0.0 12.5 10.1 6.2 3.1 0.0 6.1 1.3 1.8
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 29, 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 128,100
Positions
45,818 36,258 36 228 2,595 136 69,444 81,534 2,001 2,629 3,622 0 7,808 1,918
Changes from: April 22, 2014 Total Change is: -832
847 -3,378 -68 0 304 2 93 2,904 -189 -1,402 -236 0 -115 -171
Percent of Open Interest Represented by Each Category of Trader
35.8 28.3 0.0 0.2 2.0 0.1 54.2 63.6 1.6 2.1 2.8 0.0 6.1 1.5
Number of Traders in Each Category Total Traders: 108
8 9 . . 5 . 44 24 9 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,059
Positions
3,457 11,509 3,061 854 209 31 11,473 1,578 2,018 100 3,055 0 1,065 598
Changes from: April 22, 2014 Total Change is: 1,104
0 90 0 22 -16 -22 127 125 951 100 0 0 -74 -24
Percent of Open Interest Represented by Each Category of Trader
15.7 52.2 13.9 3.9 0.9 0.1 52.0 7.2 9.1 0.5 13.8 0.0 4.8 2.7
Number of Traders in Each Category Total Traders: 22
. 6 . . . . 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 29,858
Positions
1,341 20,984 41 1,468 189 0 21,399 4,761 212 521 888 0 4,876 2,783
Changes from: April 22, 2014 Total Change is: -2,721
238 -1,830 26 -152 0 0 -432 -1,248 -10 -2,498 16 0 107 325
Percent of Open Interest Represented by Each Category of Trader
4.5 70.3 0.1 4.9 0.6 0.0 71.7 15.9 0.7 1.7 3.0 0.0 16.3 9.3
Number of Traders in Each Category Total Traders: 60
4 9 . 4 . 0 23 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,839
Positions
3,211 1,589 0 228 100 181 1,714 3,023 0 0 0 0 505 946
Changes from: April 22, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
55.0 27.2 0.0 3.9 1.7 3.1 29.4 51.8 0.0 0.0 0.0 0.0 8.6 16.2
Number of Traders in Each Category Total Traders: 20
5 . 0 . . . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 60,892
Positions
20,843 37,645 202 6,401 4,385 408 20,829 7,933 74 4,339 1,948 2 7,797 8,297
Changes from: April 22, 2014 Total Change is: 899
390 409 -71 -832 69 79 1,818 -496 42 4 170 0 -531 698
Percent of Open Interest Represented by Each Category of Trader
34.2 61.8 0.3 10.5 7.2 0.7 34.2 13.0 0.1 7.1 3.2 0.0 12.8 13.6
Number of Traders in Each Category Total Traders: 109
18 15 . 8 . . 29 17 5 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 121,784
Positions
41,685 75,290 404 12,802 8,770 815 41,657 15,865 147 8,677 3,896 4 15,593 16,593
Changes from: April 22, 2014 Total Change is: 1,798
779 817 -141 -1,663 137 157 3,635 -991 84 8 339 0 -1,061 1,396
Percent of Open Interest Represented by Each Category of Trader
34.2 61.8 0.3 10.5 7.2 0.7 34.2 13.0 0.1 7.1 3.2 0.0 12.8 13.6
Number of Traders in Each Category Total Traders: 109
18 15 . 8 . . 29 17 5 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 702,673
Positions
43,209 220,228 16,114 296,518 96,468 49,156 101,578 165,198 29,845 54,689 45,615 4,269 107,296 75,781
Changes from: April 22, 2014 Total Change is: 15,923
931 12,271 863 -3,147 -280 4,724 1,702 -5,765 5,004 2,412 2,065 -253 3,687 -2,706
Percent of Open Interest Represented by Each Category of Trader
6.1 31.3 2.3 42.2 13.7 7.0 14.5 23.5 4.2 7.8 6.5 0.6 15.3 10.8
Number of Traders in Each Category Total Traders: 562
38 38 26 124 51 61 85 118 74 54 54 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 132,228
Positions
9,304 58,052 1,257 44,935 22,277 1,623 13,268 9,746 523 13,521 5,722 0 47,797 33,028
Changes from: April 22, 2014 Total Change is: 4,135
-1,699 4,800 197 -1,074 1,030 42 4,714 -1,245 6 18 -5 0 1,931 -690
Percent of Open Interest Represented by Each Category of Trader
7.0 43.9 1.0 34.0 16.8 1.2 10.0 7.4 0.4 10.2 4.3 0.0 36.1 25.0
Number of Traders in Each Category Total Traders: 84
5 10 4 15 7 7 21 14 10 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 2,852,227
Positions
228,751 870,105 15,057 1,265,628 378,667 229,952 501,794 837,504 86,366 213,917 207,543 13,267 297,495 213,766
Changes from: April 22, 2014 Total Change is: 58,938
9,990 34,193 6,492 -9,851 -6,036 22,895 384 -7,154 9,546 11,201 9,578 -497 8,778 -10,079
Percent of Open Interest Represented by Each Category of Trader
8.0 30.5 0.5 44.4 13.3 8.1 17.6 29.4 3.0 7.5 7.3 0.5 10.4 7.5
Number of Traders in Each Category Total Traders: 545
39 36 20 119 48 56 85 115 63 50 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 87,449
Positions
7,819 35,970 5 46,970 37,105 2,992 17,817 4,579 1,038 973 2,585 0 9,835 3,175
Changes from: April 22, 2014 Total Change is: -254
-655 478 5 471 354 -70 -96 -672 -338 268 0 0 161 -11
Percent of Open Interest Represented by Each Category of Trader
8.9 41.1 0.0 53.7 42.4 3.4 20.4 5.2 1.2 1.1 3.0 0.0 11.2 3.6
Number of Traders in Each Category Total Traders: 85
6 10 . 38 10 14 12 4 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 69,784
Positions
6,310 37,320 289 29,016 8,305 843 18,810 15,877 823 2,091 1,792 35 11,566 4,501
Changes from: April 22, 2014 Total Change is: 4,000
23 1,178 55 -582 1,448 208 2,856 1,400 5 422 -123 33 978 -205
Percent of Open Interest Represented by Each Category of Trader
9.0 53.5 0.4 41.6 11.9 1.2 27.0 22.8 1.2 3.0 2.6 0.1 16.6 6.4
Number of Traders in Each Category Total Traders: 219
18 20 4 34 17 9 45 50 17 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 348,922
Positions
31,548 186,600 1,446 145,082 41,523 4,217 94,052 79,383 4,114 10,456 8,959 176 57,831 22,504
Changes from: April 22, 2014 Total Change is: 20,001
117 5,889 276 -2,909 7,241 1,040 14,280 7,001 27 2,112 -613 167 4,891 -1,027
Percent of Open Interest Represented by Each Category of Trader
9.0 53.5 0.4 41.6 11.9 1.2 27.0 22.8 1.2 3.0 2.6 0.1 16.6 6.4
Number of Traders in Each Category Total Traders: 219
18 20 4 34 17 9 45 50 17 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 324,889
Positions
77,075 50,475 7,595 140,658 130,965 16,452 47,970 87,992 6,306 8,151 10,266 0 20,682 14,838
Changes from: April 22, 2014 Total Change is: 11,430
3,780 -2,559 821 -7,763 4,281 5,676 6,135 3,445 291 1,991 866 0 499 -1,391
Percent of Open Interest Represented by Each Category of Trader
23.7 15.5 2.3 43.3 40.3 5.1 14.8 27.1 1.9 2.5 3.2 0.0 6.4 4.6
Number of Traders in Each Category Total Traders: 259
21 16 4 55 40 28 39 57 16 13 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 61,062
Positions
2,398 16,351 119 32,127 216 135 10,733 14,510 0 5,605 20,084 0 9,945 9,647
Changes from: April 22, 2014 Total Change is: -816
-814 -81 0 -455 0 1 -46 -25 0 96 707 0 402 -1,418
Percent of Open Interest Represented by Each Category of Trader
3.9 26.8 0.2 52.6 0.4 0.2 17.6 23.8 0.0 9.2 32.9 0.0 16.3 15.8
Number of Traders in Each Category Total Traders: 70
5 8 . 22 . . 12 7 0 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 105,592
Positions
18,985 2,430 689 21,051 1,159 99 31,020 3,907 1,615 20,902 3,766 150 11,081 91,777
Changes from: April 22, 2014 Total Change is: 3,588
2,583 -57 -592 1,371 -15 64 850 745 335 298 -225 88 -1,409 3,245
Percent of Open Interest Represented by Each Category of Trader
18.0 2.3 0.7 19.9 1.1 0.1 29.4 3.7 1.5 19.8 3.6 0.1 10.5 86.9
Number of Traders in Each Category Total Traders: 80
16 5 4 8 . . 23 12 6 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 106,597
Positions
5,669 68,258 3,147 61,833 17,507 4,794 19,092 5,470 4,564 1,280 279 0 6,218 2,578
Changes from: April 22, 2014 Total Change is: 802
45 -969 -16 661 261 571 -707 1,206 14 0 0 0 234 -265
Percent of Open Interest Represented by Each Category of Trader
5.3 64.0 3.0 58.0 16.4 4.5 17.9 5.1 4.3 1.2 0.3 0.0 5.8 2.4
Number of Traders in Each Category Total Traders: 96
7 9 . 33 19 15 16 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 267,259
Positions
18,875 100,205 3,969 100,506 60,749 43,608 59,288 40,019 3,170 21,833 9,048 208 15,802 6,283
Changes from: April 22, 2014 Total Change is: 2,634
-2,647 1,344 309 3,914 399 -669 3,963 -376 330 -1,823 902 0 -743 395
Percent of Open Interest Represented by Each Category of Trader
7.1 37.5 1.5 37.6 22.7 16.3 22.2 15.0 1.2 8.2 3.4 0.1 5.9 2.4
Number of Traders in Each Category Total Traders: 196
20 19 7 51 26 26 28 22 9 23 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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 734,939
Positions
3,996 91,383 2,605 295,379 184,012 126,988 111,897 112,286 12,820 14,542 28,470 327 166,385 176,048
Changes from: April 22, 2014 Total Change is: 13,915
-1,346 1,399 -5,119 5,090 26,448 -5,697 20,228 -874 -520 2,007 -2,433 -537 -191 1,248
Percent of Open Interest Represented by Each Category of Trader
0.5 12.4 0.4 40.2 25.0 17.3 15.2 15.3 1.7 2.0 3.9 0.0 22.6 24.0
Number of Traders in Each Category Total Traders: 164
. 18 5 35 35 38 34 24 19 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 29, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 482,393
Positions
21,559 74,989 546 265,936 34,856 74,142 19,109 196,049 1,290 6,947 16,428 0 92,864 84,093
Changes from: April 22, 2014 Total Change is: -6,336
212 -1,018 -265 -11,225 -1,205 2,716 2,557 -7,385 411 -95 -2,934 0 -647 3,344
Percent of Open Interest Represented by Each Category of Trader
4.5 15.5 0.1 55.1 7.2 15.4 4.0 40.6 0.3 1.4 3.4 0.0 19.3 17.4
Number of Traders in Each Category Total Traders: 82
. 9 . 35 11 21 5 14 7 . 4 0
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 1,113,788
Positions
59,365 129,480 6,433 288,886 379,601 71,055 462,370 192,455 50,126 34,690 128,904 31,715 109,148 124,019
Changes from: April 22, 2014 Total Change is: 34,645
16,488 1,273 -4,895 1,402 27,030 -332 18,419 18,627 -10,550 7,816 -407 336 5,961 3,563
Percent of Open Interest Represented by Each Category of Trader
5.3 11.6 0.6 25.9 34.1 6.4 41.5 17.3 4.5 3.1 11.6 2.8 9.8 11.1
Number of Traders in Each Category Total Traders: 250
11 32 10 39 48 35 46 29 28 13 32 9
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 79,330
Positions
18,905 16,390 15,984 0 734 892 15,723 17,324 27,826 0 0 0 0 180
Changes from: April 22, 2014 Total Change is: 5,925
-26 1,505 2,966 0 -21 21 -15 -1,725 3,229 0 0 0 -250 -50
Percent of Open Interest Represented by Each Category of Trader
23.8 20.7 20.1 0.0 0.9 1.1 19.8 21.8 35.1 0.0 0.0 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 34
9 6 9 0 . . 4 14 8 0 0 0
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,528,687
Positions
131,050 160,993 41,458 730,421 1,053,310 218,955 768,787 331,632 67,436 258,550 158,387 35,564 276,466 460,952
Changes from: April 22, 2014 Total Change is: 35,143
-13,552 25,087 2,545 40,532 -8,975 36,629 7,059 -26,788 6,705 -42,892 -16,426 5,428 -7,311 10,938
Percent of Open Interest Represented by Each Category of Trader
5.2 6.4 1.6 28.9 41.7 8.7 30.4 13.1 2.7 10.2 6.3 1.4 10.9 18.2
Number of Traders in Each Category Total Traders: 350
21 37 11 40 76 53 52 62 49 16 46 13
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Traders in Financial Futures - Futures Only Positions as of April 29, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,097,086
Positions
162,394 115,387 35,743 817,913 763,074 207,289 498,524 377,680 24,503 129,333 189,111 20,547 200,840 363,752
Changes from: April 22, 2014 Total Change is: 74,693
13,125 -6,929 10,819 58,735 16,291 11,146 -46,612 8,179 2,836 -5,412 10,828 13,930 16,126 7,593
Percent of Open Interest Represented by Each Category of Trader
7.7 5.5 1.7 39.0 36.4 9.9 23.8 18.0 1.2 6.2 9.0 1.0 9.6 17.3
Number of Traders in Each Category Total Traders: 270
16 28 8 28 61 44 34 58 28 12 33 6
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Traders in Financial Futures - Futures Only Positions as of April 29, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 358,404
Positions
149,073 100,760 75,694 682 2,858 5,039 41,969 44,668 46,567 778 16,683 9,829 28,773 56,306
Changes from: April 22, 2014 Total Change is: 17,927
639 8,369 -85 -16 -911 250 14,218 2,909 3,002 13 2,868 -1,477 1,383 3,002
Percent of Open Interest Represented by Each Category of Trader
41.6 28.1 21.1 0.2 0.8 1.4 11.7 12.5 13.0 0.2 4.7 2.7 8.0 15.7
Number of Traders in Each Category Total Traders: 82
15 25 34 . . . 10 15 17 . 8 4
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 is11,168,071
Positions
1,800,594 2,363,077 2,148,343 2,802,173 649,886 291,481 731,261 1,522,845 2,078,608 298,835 641,717 274,341 742,435 1,197,773
Changes from: April 22, 2014 Total Change is: 147,163
82,164 84,014 53,354 -16,792 -30,294 14,179 28,954 58,041 -1,017 35,309 8,180 -15,798 -33,190 -23,496
Percent of Open Interest Represented by Each Category of Trader
16.1 21.2 19.2 25.1 5.8 2.6 6.5 13.6 18.6 2.7 5.7 2.5 6.6 10.7
Number of Traders in Each Category Total Traders: 289
29 58 80 11 22 18 38 82 92 9 28 25
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 51,386
Positions
39,905 1,002 0 4,990 14,991 4,859 1,205 21,533 379 0 8,458 0 48 164
Changes from: April 22, 2014 Total Change is: -10
1,092 -156 0 0 -320 15 -1,056 244 -50 -38 235 0 27 22
Percent of Open Interest Represented by Each Category of Trader
77.7 1.9 0.0 9.7 29.2 9.5 2.3 41.9 0.7 0.0 16.5 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 45
9 5 0 4 9 . . 9 . 0 6 0
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 46,689
Positions
43,946 5,576 0 164 15,683 2,071 215 9,870 246 0 12,842 0 47 401
Changes from: April 22, 2014 Total Change is: -584
-719 5,092 0 0 -5,959 0 0 -19 160 0 18 0 -25 124
Percent of Open Interest Represented by Each Category of Trader
94.1 11.9 0.0 0.4 33.6 4.4 0.5 21.1 0.5 0.0 27.5 0.0 0.1 0.9
Number of Traders in Each Category Total Traders: 36
6 4 0 . 10 . . 8 . 0 6 0
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 52,985
Positions
9,851 7,696 987 7,907 4,278 185 9,297 34,057 1,950 14,107 1,485 0 8,701 2,347
Changes from: April 22, 2014 Total Change is: 2,725
0 -51 0 245 -189 -38 -43 2,724 183 2,464 99 0 -86 -3
Percent of Open Interest Represented by Each Category of Trader
18.6 14.5 1.9 14.9 8.1 0.3 17.5 64.3 3.7 26.6 2.8 0.0 16.4 4.4
Number of Traders in Each Category Total Traders: 146
6 . . 10 5 . 21 29 8 70 . 0
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 365,215
Positions
84,172 31,153 34,336 47,694 21,125 27,205 60,954 136,976 46,960 13,739 11,885 28,171 21,984 27,404
Changes from: April 22, 2014 Total Change is: 3,085
9,603 -914 4,241 5,093 713 -1,254 -3,110 15,806 -6,669 2,624 122 -8,951 1,508 -9
Percent of Open Interest Represented by Each Category of Trader
23.0 8.5 9.4 13.1 5.8 7.4 16.7 37.5 12.9 3.8 3.3 7.7 6.0 7.5
Number of Traders in Each Category Total Traders: 192
19 11 22 10 11 11 41 55 56 17 17 21
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Traders in Financial Futures - Futures Only Positions as of April 29, 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 16,408
Positions
779 4,650 0 6,858 102 344 6,004 10,374 756 1,612 165 0 55 17
Changes from: April 22, 2014 Total Change is: -71
-4 0 0 231 -400 -3 2,967 336 0 -3,284 -4 0 22 0
Percent of Open Interest Represented by Each Category of Trader
4.7 28.3 0.0 41.8 0.6 2.1 36.6 63.2 4.6 9.8 1.0 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 6 . . . . 0
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Updated May 2, 2014