Traders in Financial Futures - Futures Only Positions as of May 13, 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 121,632
Positions
25,514 20,885 723 13,816 7,187 180 28,502 52,814 6,333 17,541 1,738 18 29,005 31,754
Changes from: May 6, 2014 Total Change is: -655
822 5,701 337 -64 -1,466 -1 -337 -5,596 155 -882 -1,733 -100 -585 2,048
Percent of Open Interest Represented by Each Category of Trader
21.0 17.2 0.6 11.4 5.9 0.1 23.4 43.4 5.2 14.4 1.4 0.0 23.8 26.1
Number of Traders in Each Category Total Traders: 77
5 8 4 4 6 . 15 22 11 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 45,282
Positions
9,217 8,862 26 900 2,229 0 16,395 19,811 848 1,079 1,312 0 16,817 12,194
Changes from: May 6, 2014 Total Change is: -10,256
3,663 -11,581 -132 0 216 0 -8,094 357 155 466 -211 0 -6,314 940
Percent of Open Interest Represented by Each Category of Trader
20.4 19.6 0.1 2.0 4.9 0.0 36.2 43.8 1.9 2.4 2.9 0.0 37.1 26.9
Number of Traders in Each Category Total Traders: 39
7 4 . . . 0 9 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 230,333
Positions
12,986 119,711 3,463 24,767 30,227 1,870 140,876 29,298 3,091 1,591 23,557 4 41,685 19,112
Changes from: May 6, 2014 Total Change is: -10,931
5,334 -6,035 1,838 991 879 173 -15,157 -2,886 248 290 -1,576 -16 -4,632 -3,556
Percent of Open Interest Represented by Each Category of Trader
5.6 52.0 1.5 10.8 13.1 0.8 61.2 12.7 1.3 0.7 10.2 0.0 18.1 8.3
Number of Traders in Each Category Total Traders: 119
7 12 8 10 14 7 44 21 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 164,707
Positions
90,982 15,570 1,184 19,754 17,274 3,498 24,568 74,476 2,174 2,906 5,611 1,222 18,419 43,698
Changes from: May 6, 2014 Total Change is: -2,386
3,413 -2,403 -161 513 -390 -233 -1,231 15 -1,276 -1,609 769 0 -1,802 1,293
Percent of Open Interest Represented by Each Category of Trader
55.2 9.5 0.7 12.0 10.5 2.1 14.9 45.2 1.3 1.8 3.4 0.7 11.2 26.5
Number of Traders in Each Category Total Traders: 116
10 9 4 9 14 7 20 40 12 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 268,142
Positions
60,718 25,592 7,377 44,044 67,355 6,367 67,940 59,727 6,370 29,510 31,842 671 45,145 62,841
Changes from: May 6, 2014 Total Change is: -8,871
19,659 -9,543 4,542 1,104 -7,012 430 -27,087 9,680 -617 -1,690 -1,900 -175 -5,037 -4,276
Percent of Open Interest Represented by Each Category of Trader
22.6 9.5 2.8 16.4 25.1 2.4 25.3 22.3 2.4 11.0 11.9 0.3 16.8 23.4
Number of Traders in Each Category Total Traders: 197
17 15 11 15 32 17 27 47 15 19 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 107,302
Positions
20,267 49,482 472 5,094 3,281 76 51,927 22,254 1,578 1,213 6,775 515 26,160 22,869
Changes from: May 6, 2014 Total Change is: 2,366
-1,627 9,281 30 -428 -676 1 6,139 -4,865 -280 -933 -1,244 52 -588 67
Percent of Open Interest Represented by Each Category of Trader
18.9 46.1 0.4 4.7 3.1 0.1 48.4 20.7 1.5 1.1 6.3 0.5 24.4 21.3
Number of Traders in Each Category Total Traders: 74
. 13 . 4 5 . 21 19 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 35,769
Positions
16,809 21,333 6,116 2,008 0 0 4,861 3,878 2,209 1,095 0 2,184 487 49
Changes from: May 6, 2014 Total Change is: -567
-927 293 -13 126 0 0 244 -244 0 0 0 0 3 -603
Percent of Open Interest Represented by Each Category of Trader
47.0 59.6 17.1 5.6 0.0 0.0 13.6 10.8 6.2 3.1 0.0 6.1 1.4 0.1
Number of Traders in Each Category Total Traders: 22
5 8 7 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 149,209
Positions
32,015 37,519 4,142 1,019 1,190 181 86,714 88,093 11,692 2,512 4,235 364 10,570 1,793
Changes from: May 6, 2014 Total Change is: 2,754
-14,013 572 3,841 791 -1,051 45 16,989 5,196 -7,185 335 831 364 1,587 141
Percent of Open Interest Represented by Each Category of Trader
21.5 25.1 2.8 0.7 0.8 0.1 58.1 59.0 7.8 1.7 2.8 0.2 7.1 1.2
Number of Traders in Each Category Total Traders: 120
11 10 . 5 . . 50 21 9 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 20,617
Positions
4,046 11,270 3,060 1,361 209 0 10,699 2,395 0 100 3,055 0 1,351 628
Changes from: May 6, 2014 Total Change is: 345
589 349 0 313 0 0 -734 -21 0 0 0 0 177 17
Percent of Open Interest Represented by Each Category of Trader
19.6 54.7 14.8 6.6 1.0 0.0 51.9 11.6 0.0 0.5 14.8 0.0 6.6 3.0
Number of Traders in Each Category Total Traders: 21
. 5 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 30,932
Positions
1,552 22,236 52 2,111 509 0 22,012 4,228 242 518 875 0 4,445 2,790
Changes from: May 6, 2014 Total Change is: -2,093
-522 -642 9 426 0 0 -1,378 -240 38 -3 232 0 -663 -1,490
Percent of Open Interest Represented by Each Category of Trader
5.0 71.9 0.2 6.8 1.6 0.0 71.2 13.7 0.8 1.7 2.8 0.0 14.4 9.0
Number of Traders in Each Category Total Traders: 61
4 8 . 6 . 0 23 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 68,067
Positions
21,204 36,552 325 6,645 4,290 431 26,871 12,036 8 3,925 3,627 2 8,658 10,798
Changes from: May 6, 2014 Total Change is: 8,708
910 750 71 277 -213 35 6,744 4,173 -88 -494 1,438 0 1,253 2,542
Percent of Open Interest Represented by Each Category of Trader
31.2 53.7 0.5 9.8 6.3 0.6 39.5 17.7 0.0 5.8 5.3 0.0 12.7 15.9
Number of Traders in Each Category Total Traders: 120
20 16 . 9 . . 30 19 . 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 136,134
Positions
42,407 73,103 650 13,290 8,579 861 53,742 24,072 15 7,849 7,254 4 17,316 21,596
Changes from: May 6, 2014 Total Change is: 17,415
1,819 1,500 141 554 -425 69 13,488 8,346 -175 -987 2,876 0 2,506 5,083
Percent of Open Interest Represented by Each Category of Trader
31.2 53.7 0.5 9.8 6.3 0.6 39.5 17.7 0.0 5.8 5.3 0.0 12.7 15.9
Number of Traders in Each Category Total Traders: 120
20 16 . 9 . . 30 19 . 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 729,317
Positions
43,380 203,565 24,291 305,537 96,193 51,245 98,148 181,172 36,320 52,744 47,909 4,802 112,851 83,820
Changes from: May 6, 2014 Total Change is: 25,605
-878 8,781 -514 5,284 -3,216 2,371 7,873 5,962 1,680 -520 1,759 -124 10,433 8,906
Percent of Open Interest Represented by Each Category of Trader
5.9 27.9 3.3 41.9 13.2 7.0 13.5 24.8 5.0 7.2 6.6 0.7 15.5 11.5
Number of Traders in Each Category Total Traders: 582
35 44 25 123 51 60 92 128 81 53 56 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 138,748
Positions
18,110 56,268 1,133 47,557 21,711 2,104 9,655 14,319 996 12,483 5,622 0 46,710 36,595
Changes from: May 6, 2014 Total Change is: 5,241
168 407 -385 2,452 -803 532 2,619 -842 226 -1,341 -92 0 970 6,198
Percent of Open Interest Represented by Each Category of Trader
13.1 40.6 0.8 34.3 15.6 1.5 7.0 10.3 0.7 9.0 4.1 0.0 33.7 26.4
Number of Traders in Each Category Total Traders: 87
6 10 4 17 7 8 18 17 13 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,952,843
Positions
230,187 840,324 11,951 1,297,456 379,967 238,146 508,172 899,972 110,911 210,109 220,239 15,206 330,705 236,127
Changes from: May 6, 2014 Total Change is: 101,819
-6,903 40,198 1,026 14,475 -11,751 8,882 19,802 27,551 13,736 2,937 8,088 548 47,316 13,541
Percent of Open Interest Represented by Each Category of Trader
7.8 28.5 0.4 43.9 12.9 8.1 17.2 30.5 3.8 7.1 7.5 0.5 11.2 8.0
Number of Traders in Each Category Total Traders: 562
37 40 16 116 49 56 88 128 69 50 54 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 91,602
Positions
8,139 38,979 16 47,552 37,481 2,313 21,055 5,957 876 721 2,571 0 10,930 3,409
Changes from: May 6, 2014 Total Change is: 3,340
-1,574 3,812 0 1,310 -1,164 226 1,372 1,142 -10 14 -7 0 2,002 -659
Percent of Open Interest Represented by Each Category of Trader
8.9 42.6 0.0 51.9 40.9 2.5 23.0 6.5 1.0 0.8 2.8 0.0 11.9 3.7
Number of Traders in Each Category Total Traders: 87
7 11 . 35 10 15 13 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 93,266
Positions
6,789 34,142 10,118 31,267 8,136 938 16,899 15,371 8,926 2,181 2,366 56 16,093 13,214
Changes from: May 6, 2014 Total Change is: 5,467
559 283 1,028 181 -381 23 531 1,118 1,310 -31 564 -6 1,871 1,528
Percent of Open Interest Represented by Each Category of Trader
7.3 36.6 10.8 33.5 8.7 1.0 18.1 16.5 9.6 2.3 2.5 0.1 17.3 14.2
Number of Traders in Each Category Total Traders: 232
18 24 11 33 18 11 55 49 18 15 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 20,989
Positions
10,109 8,527 0 3,635 0 0 4,598 3,792 0 513 0 0 2,134 8,670
Changes from: May 6, 2014 Total Change is: 2,725
882 1,248 0 -1 0 0 1,788 -241 0 0 0 0 56 1,718
Percent of Open Interest Represented by Each Category of Trader
48.2 40.6 0.0 17.3 0.0 0.0 21.9 18.1 0.0 2.4 0.0 0.0 10.2 41.3
Number of Traders in Each Category Total Traders: 20
8 4 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 361,384
Positions
32,622 177,300 1,365 139,004 41,524 3,845 102,228 98,618 3,904 8,342 11,828 278 69,796 22,722
Changes from: May 6, 2014 Total Change is: 13,708
3,303 96 219 1,357 -1,462 -331 1,227 14,305 -958 -155 2,818 -28 9,074 -951
Percent of Open Interest Represented by Each Category of Trader
9.0 49.1 0.4 38.5 11.5 1.1 28.3 27.3 1.1 2.3 3.3 0.1 19.3 6.3
Number of Traders in Each Category Total Traders: 231
18 24 5 32 19 11 57 47 15 14 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 316,592
Positions
100,111 36,660 6,310 103,108 132,472 27,101 41,022 83,805 7,621 10,060 9,064 0 21,259 13,559
Changes from: May 6, 2014 Total Change is: 2,559
9,438 -1,613 1,613 -17,294 203 9,079 -1,090 -1,918 -1,833 1,384 -1,107 0 1,262 -1,865
Percent of Open Interest Represented by Each Category of Trader
31.6 11.6 2.0 32.6 41.8 8.6 13.0 26.5 2.4 3.2 2.9 0.0 6.7 4.3
Number of Traders in Each Category Total Traders: 250
23 13 4 48 44 27 32 57 16 16 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 60,157
Positions
2,982 16,586 119 32,441 216 165 6,464 14,676 356 6,810 19,234 0 10,820 8,805
Changes from: May 6, 2014 Total Change is: -531
697 39 0 886 0 21 -4,584 -73 249 1,427 84 0 773 -851
Percent of Open Interest Represented by Each Category of Trader
5.0 27.6 0.2 53.9 0.4 0.3 10.7 24.4 0.6 11.3 32.0 0.0 18.0 14.6
Number of Traders in Each Category Total Traders: 73
7 8 . 20 . . 13 7 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 111,042
Positions
16,953 5,104 1,532 21,634 1,119 35 36,087 4,480 3,399 20,296 6,068 0 11,106 89,305
Changes from: May 6, 2014 Total Change is: 2,347
-3,136 1,907 244 405 -60 -13 3,785 106 1,630 -322 1,489 0 -246 -2,956
Percent of Open Interest Represented by Each Category of Trader
15.3 4.6 1.4 19.5 1.0 0.0 32.5 4.0 3.1 18.3 5.5 0.0 10.0 80.4
Number of Traders in Each Category Total Traders: 86
16 7 4 9 . . 24 12 9 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 110,469
Positions
7,587 69,854 2,717 65,672 17,387 4,802 15,759 5,777 6,515 867 279 0 6,550 3,138
Changes from: May 6, 2014 Total Change is: 1,482
-579 2,015 -430 3,137 -641 -202 -457 170 43 -369 0 0 339 527
Percent of Open Interest Represented by Each Category of Trader
6.9 63.2 2.5 59.4 15.7 4.3 14.3 5.2 5.9 0.8 0.3 0.0 5.9 2.8
Number of Traders in Each Category Total Traders: 93
7 9 . 33 19 14 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 289,408
Positions
21,540 113,805 4,451 107,399 43,687 49,398 67,681 55,345 2,937 15,159 9,558 226 20,617 10,001
Changes from: May 6, 2014 Total Change is: 17,406
1,505 9,304 516 5,988 -13,573 2,970 4,155 15,655 -527 121 536 18 2,660 2,507
Percent of Open Interest Represented by Each Category of Trader
7.4 39.3 1.5 37.1 15.1 17.1 23.4 19.1 1.0 5.2 3.3 0.1 7.1 3.5
Number of Traders in Each Category Total Traders: 203
20 21 6 56 24 26 32 22 11 21 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 755,104
Positions
6,385 119,613 2,026 288,184 163,137 128,404 114,334 107,968 17,606 19,231 33,012 479 178,455 182,859
Changes from: May 6, 2014 Total Change is: 9,058
-646 20,289 -426 -1,792 -10,573 1,896 4,811 2,854 754 853 -963 -313 3,921 -4,460
Percent of Open Interest Represented by Each Category of Trader
0.8 15.8 0.3 38.2 21.6 17.0 15.1 14.3 2.3 2.5 4.4 0.1 23.6 24.2
Number of Traders in Each Category Total Traders: 169
4 22 7 33 35 37 30 28 21 9 8 .
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Traders in Financial Futures - Futures Only Positions as of May 13, 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 489,923
Positions
21,726 81,874 1,484 262,946 27,488 76,193 19,371 196,106 2,540 7,389 18,133 0 98,274 86,105
Changes from: May 6, 2014 Total Change is: 6,125
6 7,783 857 -712 -10,181 4,074 -1,148 14,831 1,729 32 -7,723 0 1,287 -5,245
Percent of Open Interest Represented by Each Category of Trader
4.4 16.7 0.3 53.7 5.6 15.6 4.0 40.0 0.5 1.5 3.7 0.0 20.1 17.6
Number of Traders in Each Category Total Traders: 82
. 10 5 34 13 23 . 14 8 . 4 0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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 1,133,955
Positions
43,862 138,038 18,003 236,954 365,006 75,621 509,146 190,018 75,004 32,788 106,501 32,778 109,799 132,986
Changes from: May 6, 2014 Total Change is: 11,735
-2,936 5,342 9,235 -39,114 -7,394 -2,101 29,642 -1,271 8,250 10,077 3,601 -66 -1,252 -3,861
Percent of Open Interest Represented by Each Category of Trader
3.9 12.2 1.6 20.9 32.2 6.7 44.9 16.8 6.6 2.9 9.4 2.9 9.7 11.7
Number of Traders in Each Category Total Traders: 246
11 32 12 38 48 29 50 30 32 10 27 9
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Traders in Financial Futures - Futures Only Positions as of May 13, 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 70,261
Positions
6,663 22,145 12,797 0 1,188 1,746 36,053 19,205 13,002 0 0 0 0 178
Changes from: May 6, 2014 Total Change is: 4,085
-348 2,140 445 0 -242 550 3,217 853 321 0 0 0 -100 18
Percent of Open Interest Represented by Each Category of Trader
9.5 31.5 18.2 0.0 1.7 2.5 51.3 27.3 18.5 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 34
5 9 9 0 . . 4 14 9 0 0 0
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Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,735,107
Positions
108,069 171,696 53,055 864,076 1,152,985 214,321 832,151 362,583 80,968 256,881 177,718 36,013 289,573 485,768
Changes from: May 6, 2014 Total Change is: 116,622
-29,635 9,584 7,891 95,514 48,483 9,510 11,528 16,330 17,702 4,204 6,267 2,021 -2,113 -1,166
Percent of Open Interest Represented by Each Category of Trader
4.0 6.3 1.9 31.6 42.2 7.8 30.4 13.3 3.0 9.4 6.5 1.3 10.6 17.8
Number of Traders in Each Category Total Traders: 379
21 44 14 43 80 59 59 63 51 17 52 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 2,152,185
Positions
142,374 136,280 23,905 870,892 830,565 207,561 517,051 311,699 46,199 109,590 195,716 19,246 215,367 381,014
Changes from: May 6, 2014 Total Change is: 90,075
-28,392 7,168 5,330 -20,813 62,912 6,273 97,169 -28,816 23,218 -6,395 -5,851 3,584 10,101 16,257
Percent of Open Interest Represented by Each Category of Trader
6.6 6.3 1.1 40.5 38.6 9.6 24.0 14.5 2.1 5.1 9.1 0.9 10.0 17.7
Number of Traders in Each Category Total Traders: 281
11 34 9 29 64 46 41 57 40 10 34 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 339,695
Positions
146,552 96,461 73,530 0 3,393 7,476 21,444 31,094 47,977 1,061 14,034 12,428 29,227 53,302
Changes from: May 6, 2014 Total Change is: 15,432
6,247 8,631 1,733 0 10 1,208 3,737 4,317 -758 134 -805 2,560 571 -1,464
Percent of Open Interest Represented by Each Category of Trader
43.1 28.4 21.6 0.0 1.0 2.2 6.3 9.2 14.1 0.3 4.1 3.7 8.6 15.7
Number of Traders in Each Category Total Traders: 77
13 27 31 0 . . 10 13 13 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 is11,560,228
Positions
2,089,937 2,324,082 2,166,608 2,838,891 679,168 302,404 618,746 1,749,203 2,169,378 324,271 639,383 250,364 799,629 1,279,638
Changes from: May 6, 2014 Total Change is: 158,666
110,205 27,170 45,962 29,712 -30,113 -13,410 -36,579 97,015 11,888 19,673 7,347 -37,993 29,208 50,800
Percent of Open Interest Represented by Each Category of Trader
18.1 20.1 18.7 24.6 5.9 2.6 5.4 15.1 18.8 2.8 5.5 2.2 6.9 11.1
Number of Traders in Each Category Total Traders: 293
31 56 82 11 21 19 40 85 92 9 29 26
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Traders in Financial Futures - Futures Only Positions as of May 13, 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 56,344
Positions
41,745 898 0 4,921 18,562 4,872 4,345 23,057 375 0 8,463 0 86 117
Changes from: May 6, 2014 Total Change is: 3,418
1,208 -4 0 -75 3,339 0 2,253 143 0 0 -30 0 32 -30
Percent of Open Interest Represented by Each Category of Trader
74.1 1.6 0.0 8.7 32.9 8.6 7.7 40.9 0.7 0.0 15.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 40
9 . 0 4 8 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 44,771
Positions
42,108 1,603 0 150 17,001 2,054 341 10,839 0 0 12,915 0 118 359
Changes from: May 6, 2014 Total Change is: -1,080
-1,279 -1,539 0 -7 0 0 129 481 0 0 73 0 77 -95
Percent of Open Interest Represented by Each Category of Trader
94.1 3.6 0.0 0.3 38.0 4.6 0.8 24.2 0.0 0.0 28.8 0.0 0.3 0.8
Number of Traders in Each Category Total Traders: 39
7 . 0 . 12 . . 8 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,532
Positions
10,389 6,506 917 6,269 2,389 369 8,386 33,234 2,593 13,387 1,201 1 8,221 3,322
Changes from: May 6, 2014 Total Change is: -9,318
527 -141 0 -268 -2,191 -21 -4,825 -5,423 -747 -2,232 -1,156 1 -1,753 360
Percent of Open Interest Represented by Each Category of Trader
20.6 12.9 1.8 12.4 4.7 0.7 16.6 65.8 5.1 26.5 2.4 0.0 16.3 6.6
Number of Traders in Each Category Total Traders: 136
7 . . 9 6 . 20 24 10 59 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 419,669
Positions
100,991 28,608 39,828 61,151 27,539 25,299 71,833 174,652 53,000 10,001 11,920 29,130 28,436 29,693
Changes from: May 6, 2014 Total Change is: 27,821
7,134 1,846 2,152 4,296 2,747 -1,447 21,619 24,807 3,132 -3,689 399 15 -5,391 -5,830
Percent of Open Interest Represented by Each Category of Trader
24.1 6.8 9.5 14.6 6.6 6.0 17.1 41.6 12.6 2.4 2.8 6.9 6.8 7.1
Number of Traders in Each Category Total Traders: 195
21 10 22 8 16 12 38 55 56 18 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 13, 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 16,363
Positions
781 7,550 0 6,883 77 310 6,805 7,653 756 762 0 0 66 17
Changes from: May 6, 2014 Total Change is: -540
11 0 0 317 0 -39 -202 -501 0 -625 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
4.8 46.1 0.0 42.1 0.5 1.9 41.6 46.8 4.6 4.7 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 16, 2014