Traders in Financial Futures - Futures Only Positions as of May 6, 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 122,287
Positions
24,692 15,184 386 13,880 8,653 181 28,839 58,410 6,178 18,423 3,471 118 29,590 29,706
Changes from: April 29, 2014 Total Change is: -1,302
1,645 -92 33 201 101 -32 -3,667 -2,360 -264 626 750 -374 530 936
Percent of Open Interest Represented by Each Category of Trader
20.2 12.4 0.3 11.4 7.1 0.1 23.6 47.8 5.1 15.1 2.8 0.1 24.2 24.3
Number of Traders in Each Category Total Traders: 80
6 7 5 4 6 . 17 21 11 13 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 55,538
Positions
5,554 20,443 158 900 2,013 0 24,489 19,454 693 613 1,523 0 23,131 11,254
Changes from: April 29, 2014 Total Change is: 8,114
-789 3,986 -18 0 0 0 3,130 4,107 -101 0 349 0 5,892 -209
Percent of Open Interest Represented by Each Category of Trader
10.0 36.8 0.3 1.6 3.6 0.0 44.1 35.0 1.2 1.1 2.7 0.0 41.6 20.3
Number of Traders in Each Category Total Traders: 48
6 6 . . . 0 15 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 241,264
Positions
7,652 125,746 1,625 23,776 29,348 1,697 156,033 32,184 2,843 1,301 25,133 20 46,317 22,668
Changes from: April 29, 2014 Total Change is: 5,234
7 7,706 548 1,063 -429 39 -783 -1,439 317 -1,029 -4,013 0 5,072 2,505
Percent of Open Interest Represented by Each Category of Trader
3.2 52.1 0.7 9.9 12.2 0.7 64.7 13.3 1.2 0.5 10.4 0.0 19.2 9.4
Number of Traders in Each Category Total Traders: 124
5 14 7 10 13 7 47 22 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 167,093
Positions
87,569 17,973 1,345 19,241 17,664 3,731 25,799 74,461 3,450 4,515 4,842 1,222 20,221 42,405
Changes from: April 29, 2014 Total Change is: -1,727
-12,103 1,988 108 371 -745 -460 4,907 -1,838 462 750 362 10 4,228 -1,614
Percent of Open Interest Represented by Each Category of Trader
52.4 10.8 0.8 11.5 10.6 2.2 15.4 44.6 2.1 2.7 2.9 0.7 12.1 25.4
Number of Traders in Each Category Total Traders: 120
9 12 5 7 16 6 19 45 16 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 277,013
Positions
41,059 35,135 2,835 42,940 74,367 5,937 95,027 50,047 6,987 31,200 33,742 846 50,182 67,117
Changes from: April 29, 2014 Total Change is: 5,498
-9,834 5,791 53 824 -7,968 3 6,821 1,574 1,280 106 1,872 26 6,219 2,867
Percent of Open Interest Represented by Each Category of Trader
14.8 12.7 1.0 15.5 26.8 2.1 34.3 18.1 2.5 11.3 12.2 0.3 18.1 24.2
Number of Traders in Each Category Total Traders: 214
12 21 9 15 30 14 41 46 15 19 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 104,936
Positions
21,894 40,201 442 5,522 3,957 75 45,788 27,119 1,858 2,146 8,019 463 26,748 22,802
Changes from: April 29, 2014 Total Change is: -4,998
-334 -4,090 159 99 211 0 -6,185 -1,808 -217 296 891 140 1,044 -284
Percent of Open Interest Represented by Each Category of Trader
20.9 38.3 0.4 5.3 3.8 0.1 43.6 25.8 1.8 2.0 7.6 0.4 25.5 21.7
Number of Traders in Each Category Total Traders: 82
6 11 . 4 6 . 22 21 7 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 36,336
Positions
17,736 21,040 6,129 1,882 0 0 4,617 4,122 2,209 1,095 0 2,184 484 652
Changes from: April 29, 2014 Total Change is: 536
370 5 0 15 0 0 139 508 0 0 0 0 12 23
Percent of Open Interest Represented by Each Category of Trader
48.8 57.9 16.9 5.2 0.0 0.0 12.7 11.3 6.1 3.0 0.0 6.0 1.3 1.8
Number of Traders in Each Category Total Traders: 22
6 8 7 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 146,455
Positions
46,028 36,947 301 228 2,241 136 69,725 82,897 18,877 2,177 3,404 0 8,983 1,652
Changes from: April 29, 2014 Total Change is: 18,355
210 689 265 0 -354 0 281 1,363 16,876 -452 -218 0 1,175 -266
Percent of Open Interest Represented by Each Category of Trader
31.4 25.2 0.2 0.2 1.5 0.1 47.6 56.6 12.9 1.5 2.3 0.0 6.1 1.1
Number of Traders in Each Category Total Traders: 105
7 9 . . 4 . 45 22 10 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 20,272
Positions
3,457 10,921 3,060 1,048 209 0 11,433 2,416 0 100 3,055 0 1,174 611
Changes from: April 29, 2014 Total Change is: -1,787
0 -588 -1 194 0 -31 -40 838 -2,018 0 0 0 109 13
Percent of Open Interest Represented by Each Category of Trader
17.1 53.9 15.1 5.2 1.0 0.0 56.4 11.9 0.0 0.5 15.1 0.0 5.8 3.0
Number of Traders in Each Category Total Traders: 21
. 6 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 33,025
Positions
2,074 22,878 43 1,685 509 0 23,390 4,468 204 521 643 0 5,108 4,280
Changes from: April 29, 2014 Total Change is: 3,167
733 1,894 2 217 320 0 1,991 -293 -8 0 -245 0 232 1,497
Percent of Open Interest Represented by Each Category of Trader
6.3 69.3 0.1 5.1 1.5 0.0 70.8 13.5 0.6 1.6 1.9 0.0 15.5 13.0
Number of Traders in Each Category Total Traders: 60
4 10 . 5 . 0 22 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 5,906
Positions
3,228 1,718 0 229 100 180 1,599 3,091 0 0 0 0 670 817
Changes from: April 29, 2014 Total Change is: 67
17 129 0 1 0 -1 -115 68 0 0 0 0 165 -129
Percent of Open Interest Represented by Each Category of Trader
54.7 29.1 0.0 3.9 1.7 3.0 27.1 52.3 0.0 0.0 0.0 0.0 11.3 13.8
Number of Traders in Each Category Total Traders: 21
5 4 0 . . . 4 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 59,360
Positions
20,294 35,802 255 6,368 4,502 396 20,127 7,863 95 4,418 2,189 2 7,405 8,257
Changes from: April 29, 2014 Total Change is: -1,533
-549 -1,844 53 -33 117 -12 -702 -70 22 80 241 0 -392 -40
Percent of Open Interest Represented by Each Category of Trader
34.2 60.3 0.4 10.7 7.6 0.7 33.9 13.2 0.2 7.4 3.7 0.0 12.5 13.9
Number of Traders in Each Category Total Traders: 105
19 15 . 8 . . 23 17 4 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 118,719
Positions
40,588 71,603 509 12,736 9,004 792 40,254 15,726 190 8,836 4,378 4 14,810 16,513
Changes from: April 29, 2014 Total Change is: -3,065
-1,097 -3,687 105 -66 234 -23 -1,403 -139 43 159 482 0 -783 -80
Percent of Open Interest Represented by Each Category of Trader
34.2 60.3 0.4 10.7 7.6 0.7 33.9 13.2 0.2 7.4 3.7 0.0 12.5 13.9
Number of Traders in Each Category Total Traders: 105
19 15 . 8 . . 23 17 4 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 703,712
Positions
44,258 194,784 24,805 300,252 99,409 48,874 90,275 175,210 34,640 53,264 46,150 4,926 102,418 74,914
Changes from: April 29, 2014 Total Change is: 1,038
1,049 -25,444 8,691 3,734 2,941 -282 -11,303 10,012 4,795 -1,425 535 657 -4,878 -867
Percent of Open Interest Represented by Each Category of Trader
6.3 27.7 3.5 42.7 14.1 6.9 12.8 24.9 4.9 7.6 6.6 0.7 14.6 10.6
Number of Traders in Each Category Total Traders: 570
39 39 25 119 53 61 86 128 82 50 56 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 133,507
Positions
17,942 55,861 1,518 45,105 22,514 1,572 7,036 15,161 770 13,824 5,714 0 45,740 30,397
Changes from: April 29, 2014 Total Change is: 1,279
8,638 -2,191 261 170 237 -51 -6,232 5,415 247 303 -8 0 -2,057 -2,631
Percent of Open Interest Represented by Each Category of Trader
13.4 41.8 1.1 33.8 16.9 1.2 5.3 11.4 0.6 10.4 4.3 0.0 34.3 22.8
Number of Traders in Each Category Total Traders: 84
7 10 5 15 7 7 17 16 14 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 2,851,024
Positions
237,090 800,126 10,925 1,282,981 391,718 229,264 488,370 872,421 97,175 207,172 212,151 14,658 283,389 222,586
Changes from: April 29, 2014 Total Change is: -1,203
8,339 -69,979 -4,132 17,353 13,051 -688 -13,424 34,917 10,809 -6,745 4,608 1,391 -14,106 8,820
Percent of Open Interest Represented by Each Category of Trader
8.3 28.1 0.4 45.0 13.7 8.0 17.1 30.6 3.4 7.3 7.4 0.5 9.9 7.8
Number of Traders in Each Category Total Traders: 554
39 38 16 114 50 56 83 129 71 45 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 88,262
Positions
9,713 35,167 16 46,242 38,645 2,087 19,683 4,815 886 707 2,578 0 8,928 4,068
Changes from: April 29, 2014 Total Change is: 813
1,894 -803 11 -728 1,540 -905 1,866 236 -152 -266 -7 0 -907 893
Percent of Open Interest Represented by Each Category of Trader
11.0 39.8 0.0 52.4 43.8 2.4 22.3 5.5 1.0 0.8 2.9 0.0 10.1 4.6
Number of Traders in Each Category Total Traders: 84
7 10 . 36 10 14 13 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 87,799
Positions
6,230 33,859 9,090 31,085 8,517 915 16,367 14,253 7,615 2,212 1,802 61 14,222 11,687
Changes from: April 29, 2014 Total Change is: 18,015
-80 -3,461 8,801 2,069 213 72 -2,443 -1,624 6,793 121 10 26 2,656 7,186
Percent of Open Interest Represented by Each Category of Trader
7.1 38.6 10.4 35.4 9.7 1.0 18.6 16.2 8.7 2.5 2.1 0.1 16.2 13.3
Number of Traders in Each Category Total Traders: 208
13 25 11 31 18 12 48 43 21 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 18,264
Positions
9,227 7,279 0 3,636 0 0 2,810 4,033 0 513 0 0 2,078 6,952
Changes from: April 29, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.5 39.9 0.0 19.9 0.0 0.0 15.4 22.1 0.0 2.8 0.0 0.0 11.4 38.1
Number of Traders in Each Category Total Traders: 21
9 . 0 . 0 0 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 347,676
Positions
29,319 177,204 1,146 137,647 42,986 4,176 101,001 84,313 4,862 8,497 9,010 306 60,722 23,673
Changes from: April 29, 2014 Total Change is: -1,246
-2,229 -9,396 -300 -7,435 1,463 -41 6,949 4,930 748 -1,959 51 130 2,891 1,169
Percent of Open Interest Represented by Each Category of Trader
8.4 51.0 0.3 39.6 12.4 1.2 29.1 24.3 1.4 2.4 2.6 0.1 17.5 6.8
Number of Traders in Each Category Total Traders: 205
13 24 5 30 19 12 47 43 18 11 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 314,033
Positions
90,673 38,273 4,697 120,402 132,269 18,022 42,112 85,723 9,454 8,676 10,171 0 19,997 15,424
Changes from: April 29, 2014 Total Change is: -10,856
13,598 -12,202 -2,898 -20,256 1,304 1,570 -5,858 -2,269 3,148 525 -95 0 -685 586
Percent of Open Interest Represented by Each Category of Trader
28.9 12.2 1.5 38.3 42.1 5.7 13.4 27.3 3.0 2.8 3.2 0.0 6.4 4.9
Number of Traders in Each Category Total Traders: 257
23 14 4 49 42 29 36 62 16 14 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 60,688
Positions
2,285 16,547 119 31,555 216 144 11,048 14,749 107 5,383 19,150 0 10,047 9,656
Changes from: April 29, 2014 Total Change is: -374
-113 196 0 -572 0 9 315 239 107 -222 -934 0 102 9
Percent of Open Interest Represented by Each Category of Trader
3.8 27.3 0.2 52.0 0.4 0.2 18.2 24.3 0.2 8.9 31.6 0.0 16.6 15.9
Number of Traders in Each Category Total Traders: 68
5 8 . 20 . . 12 8 . 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 108,695
Positions
20,089 3,197 1,288 21,229 1,179 48 32,302 4,374 1,769 20,618 4,579 0 11,352 92,261
Changes from: April 29, 2014 Total Change is: 3,103
1,104 767 599 178 20 -51 1,282 467 154 -284 813 -150 271 484
Percent of Open Interest Represented by Each Category of Trader
18.5 2.9 1.2 19.5 1.1 0.0 29.7 4.0 1.6 19.0 4.2 0.0 10.4 84.9
Number of Traders in Each Category Total Traders: 78
18 6 5 9 . . 20 11 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 108,987
Positions
8,166 67,839 3,147 62,535 18,028 5,004 16,216 5,607 6,472 1,236 279 0 6,211 2,611
Changes from: April 29, 2014 Total Change is: 2,390
2,497 -419 0 702 521 210 -2,876 137 1,908 -44 0 0 -7 33
Percent of Open Interest Represented by Each Category of Trader
7.5 62.2 2.9 57.4 16.5 4.6 14.9 5.1 5.9 1.1 0.3 0.0 5.7 2.4
Number of Traders in Each Category Total Traders: 98
7 9 . 33 21 14 16 7 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 272,002
Positions
20,035 104,501 3,935 101,411 57,260 46,428 63,526 39,690 3,464 15,038 9,022 208 17,957 7,494
Changes from: April 29, 2014 Total Change is: 4,743
1,160 4,296 -34 905 -3,489 2,820 4,238 -329 294 -6,795 -26 0 2,155 1,211
Percent of Open Interest Represented by Each Category of Trader
7.4 38.4 1.4 37.3 21.1 17.1 23.4 14.6 1.3 5.5 3.3 0.1 6.6 2.8
Number of Traders in Each Category Total Traders: 197
22 20 6 55 25 26 28 19 9 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 746,046
Positions
7,031 99,324 2,452 289,976 173,710 126,508 109,523 105,114 16,852 18,378 33,975 792 174,534 187,319
Changes from: April 29, 2014 Total Change is: 11,107
3,035 7,941 -153 -5,403 -10,302 -480 -2,374 -7,172 4,032 3,836 5,505 465 8,149 11,271
Percent of Open Interest Represented by Each Category of Trader
0.9 13.3 0.3 38.9 23.3 17.0 14.7 14.1 2.3 2.5 4.6 0.1 23.4 25.1
Number of Traders in Each Category Total Traders: 169
5 18 5 33 36 40 35 24 22 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 483,798
Positions
21,720 74,091 627 263,658 37,669 72,119 20,519 181,275 811 7,357 25,856 0 96,987 91,350
Changes from: April 29, 2014 Total Change is: 1,405
161 -898 81 -2,278 2,813 -2,023 1,410 -14,774 -479 410 9,428 0 4,123 7,257
Percent of Open Interest Represented by Each Category of Trader
4.5 15.3 0.1 54.5 7.8 14.9 4.2 37.5 0.2 1.5 5.3 0.0 20.0 18.9
Number of Traders in Each Category Total Traders: 82
. 10 4 34 12 22 4 13 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 1,122,220
Positions
46,798 132,696 8,768 276,068 372,400 77,722 479,504 191,289 66,754 22,711 102,900 32,844 111,051 136,847
Changes from: April 29, 2014 Total Change is: 8,432
-12,567 3,216 2,335 -12,818 -7,201 6,667 17,134 -1,166 16,628 -11,979 -26,004 1,129 1,903 12,828
Percent of Open Interest Represented by Each Category of Trader
4.2 11.8 0.8 24.6 33.2 6.9 42.7 17.0 5.9 2.0 9.2 2.9 9.9 12.2
Number of Traders in Each Category Total Traders: 239
9 28 9 38 51 32 45 32 28 10 26 9
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Traders in Financial Futures - Futures Only Positions as of May 6, 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 66,176
Positions
7,011 20,005 12,352 0 1,430 1,196 32,836 18,352 12,681 0 0 0 100 160
Changes from: April 29, 2014 Total Change is: -13,154
-11,894 3,615 -3,632 0 696 304 17,113 1,028 -15,145 0 0 0 100 -20
Percent of Open Interest Represented by Each Category of Trader
10.6 30.2 18.7 0.0 2.2 1.8 49.6 27.7 19.2 0.0 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
5 9 9 0 . . 4 13 8 0 0 0
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Traders in Financial Futures - Futures Only Positions as of May 6, 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 2,618,485
Positions
137,704 162,112 45,164 768,562 1,104,502 204,811 820,623 346,253 63,266 252,677 171,451 33,992 291,686 486,934
Changes from: April 29, 2014 Total Change is: 89,798
6,654 1,119 3,706 38,141 51,192 -14,144 51,836 14,621 -4,170 -5,873 13,064 -1,572 15,220 25,982
Percent of Open Interest Represented by Each Category of Trader
5.3 6.2 1.7 29.4 42.2 7.8 31.3 13.2 2.4 9.6 6.5 1.3 11.1 18.6
Number of Traders in Each Category Total Traders: 357
21 39 13 41 77 57 52 63 48 17 47 13
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Traders in Financial Futures - Futures Only Positions as of May 6, 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 2,062,110
Positions
170,766 129,112 18,575 891,705 767,653 201,288 419,882 340,515 22,981 115,985 201,567 15,662 205,266 364,757
Changes from: April 29, 2014 Total Change is: -34,976
8,372 13,725 -17,168 73,792 4,579 -6,001 -78,642 -37,165 -1,522 -13,348 12,456 -4,885 4,426 1,005
Percent of Open Interest Represented by Each Category of Trader
8.3 6.3 0.9 43.2 37.2 9.8 20.4 16.5 1.1 5.6 9.8 0.8 10.0 17.7
Number of Traders in Each Category Total Traders: 277
14 34 8 31 63 46 32 57 31 11 35 7
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Traders in Financial Futures - Futures Only Positions as of May 6, 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 324,263
Positions
140,305 87,830 71,797 0 3,383 6,268 17,707 26,777 48,735 927 14,839 9,868 28,656 54,766
Changes from: April 29, 2014 Total Change is: -34,141
-8,768 -12,930 -3,897 -682 525 1,229 -24,262 -17,891 2,168 149 -1,844 39 -117 -1,540
Percent of Open Interest Represented by Each Category of Trader
43.3 27.1 22.1 0.0 1.0 1.9 5.5 8.3 15.0 0.3 4.6 3.0 8.8 16.9
Number of Traders in Each Category Total Traders: 77
13 26 32 0 . . 11 12 14 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 is11,401,562
Positions
1,979,732 2,296,912 2,120,646 2,809,179 709,281 315,814 655,325 1,652,188 2,157,490 304,598 632,036 288,357 770,421 1,228,838
Changes from: April 29, 2014 Total Change is: 233,491
179,138 -66,165 -27,697 7,006 59,395 24,333 -75,936 129,343 78,882 5,763 -9,681 14,016 27,986 31,065
Percent of Open Interest Represented by Each Category of Trader
17.4 20.1 18.6 24.6 6.2 2.8 5.7 14.5 18.9 2.7 5.5 2.5 6.8 10.8
Number of Traders in Each Category Total Traders: 292
32 54 80 10 23 19 43 81 91 8 28 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 52,926
Positions
40,537 902 0 4,996 15,223 4,872 2,092 22,914 375 0 8,493 0 54 147
Changes from: April 29, 2014 Total Change is: 1,540
632 -100 0 6 232 13 887 1,381 -4 0 35 0 6 -17
Percent of Open Interest Represented by Each Category of Trader
76.6 1.7 0.0 9.4 28.8 9.2 4.0 43.3 0.7 0.0 16.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 43
9 . 0 4 9 . . 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 45,851
Positions
43,387 3,142 0 157 17,001 2,054 212 10,358 0 0 12,842 0 41 454
Changes from: April 29, 2014 Total Change is: -838
-559 -2,434 0 -7 1,318 -17 -3 488 -246 0 0 0 -6 53
Percent of Open Interest Represented by Each Category of Trader
94.6 6.9 0.0 0.3 37.1 4.5 0.5 22.6 0.0 0.0 28.0 0.0 0.1 1.0
Number of Traders in Each Category Total Traders: 40
7 . 0 . 12 . . 9 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 59,850
Positions
9,862 6,647 917 6,537 4,580 390 13,211 38,657 3,340 15,619 2,357 0 9,974 2,962
Changes from: April 29, 2014 Total Change is: 6,865
11 -1,049 -70 -1,370 302 205 3,914 4,600 1,390 1,512 872 0 1,273 615
Percent of Open Interest Represented by Each Category of Trader
16.5 11.1 1.5 10.9 7.7 0.7 22.1 64.6 5.6 26.1 3.9 0.0 16.7 4.9
Number of Traders in Each Category Total Traders: 156
6 . . 8 6 . 21 33 9 72 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 391,848
Positions
93,857 26,762 37,676 56,855 24,792 26,746 50,214 149,845 49,868 13,690 11,521 29,115 33,827 35,523
Changes from: April 29, 2014 Total Change is: 26,633
9,685 -4,391 3,340 9,161 3,667 -459 -10,740 12,869 2,908 -49 -364 944 11,843 8,119
Percent of Open Interest Represented by Each Category of Trader
24.0 6.8 9.6 14.5 6.3 6.8 12.8 38.2 12.7 3.5 2.9 7.4 8.6 9.1
Number of Traders in Each Category Total Traders: 195
22 9 23 9 15 12 36 59 58 18 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 6, 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 16,903
Positions
770 7,550 0 6,566 77 349 7,007 8,154 756 1,387 0 0 68 17
Changes from: April 29, 2014 Total Change is: 495
-9 2,900 0 -292 -25 5 1,003 -2,220 0 -225 -165 0 13 0
Percent of Open Interest Represented by Each Category of Trader
4.6 44.7 0.0 38.8 0.5 2.1 41.5 48.2 4.5 8.2 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 8 . . . 0 0
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Updated May 9, 2014