Traders in Financial Futures - Futures Only Positions as of May 20, 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 121,268
Positions
25,401 21,276 842 13,783 6,045 567 28,339 51,672 6,460 17,499 2,238 55 28,322 32,113
Changes from: May 13, 2014 Total Change is: -364
-113 391 119 -33 -1,142 387 -163 -1,142 127 -42 500 37 -683 359
Percent of Open Interest Represented by Each Category of Trader
20.9 17.5 0.7 11.4 5.0 0.5 23.4 42.6 5.3 14.4 1.8 0.0 23.4 26.5
Number of Traders in Each Category Total Traders: 75
5 8 4 4 5 . 12 22 14 12 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 48,803
Positions
14,344 8,475 19 900 2,229 0 16,837 21,986 933 613 1,472 0 15,157 13,689
Changes from: May 13, 2014 Total Change is: 3,521
5,127 -387 -7 0 0 0 442 2,175 85 -466 160 0 -1,660 1,495
Percent of Open Interest Represented by Each Category of Trader
29.4 17.4 0.0 1.8 4.6 0.0 34.5 45.1 1.9 1.3 3.0 0.0 31.1 28.0
Number of Traders in Each Category Total Traders: 44
9 . . . . 0 11 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 237,637
Positions
13,946 115,263 4,297 24,843 30,334 1,882 151,947 37,204 3,162 1,182 25,818 4 36,374 19,673
Changes from: May 13, 2014 Total Change is: 7,304
960 -4,448 834 76 107 12 11,071 7,906 71 -409 2,261 0 -5,311 561
Percent of Open Interest Represented by Each Category of Trader
5.9 48.5 1.8 10.5 12.8 0.8 63.9 15.7 1.3 0.5 10.9 0.0 15.3 8.3
Number of Traders in Each Category Total Traders: 126
8 11 8 10 14 7 43 25 11 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 164,819
Positions
81,118 28,266 1,861 21,130 17,202 3,770 24,232 64,442 3,203 4,044 5,942 1,231 24,230 38,902
Changes from: May 13, 2014 Total Change is: 112
-9,864 12,696 677 1,376 -72 272 -336 -10,034 1,029 1,138 331 9 5,811 -4,796
Percent of Open Interest Represented by Each Category of Trader
49.2 17.1 1.1 12.8 10.4 2.3 14.7 39.1 1.9 2.5 3.6 0.7 14.7 23.6
Number of Traders in Each Category Total Traders: 120
6 14 6 9 15 9 23 37 15 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 268,199
Positions
73,464 23,477 8,152 47,713 66,251 6,488 57,288 60,999 7,758 25,799 31,442 613 40,924 63,019
Changes from: May 13, 2014 Total Change is: 57
12,746 -2,115 775 3,669 -1,104 121 -10,652 1,272 1,388 -3,711 -400 -58 -4,221 178
Percent of Open Interest Represented by Each Category of Trader
27.4 8.8 3.0 17.8 24.7 2.4 21.4 22.7 2.9 9.6 11.7 0.2 15.3 23.5
Number of Traders in Each Category Total Traders: 200
18 14 12 16 31 16 26 50 15 18 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 107,613
Positions
19,700 47,849 1,204 4,161 3,480 75 52,948 20,817 1,843 1,391 6,291 537 25,754 25,517
Changes from: May 13, 2014 Total Change is: 311
-567 -1,633 732 -933 199 -1 1,021 -1,437 265 178 -484 22 -406 2,648
Percent of Open Interest Represented by Each Category of Trader
18.3 44.5 1.1 3.9 3.2 0.1 49.2 19.3 1.7 1.3 5.8 0.5 23.9 23.7
Number of Traders in Each Category Total Traders: 75
. 11 . . 6 . 24 20 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 36,168
Positions
16,186 21,753 6,268 2,443 0 0 5,328 3,079 2,196 1,095 0 2,184 468 688
Changes from: May 13, 2014 Total Change is: 399
-623 420 152 435 0 0 467 -799 -13 0 0 0 -19 639
Percent of Open Interest Represented by Each Category of Trader
44.8 60.1 17.3 6.8 0.0 0.0 14.7 8.5 6.1 3.0 0.0 6.0 1.3 1.9
Number of Traders in Each Category Total Traders: 23
6 8 7 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 154,795
Positions
28,084 36,715 7,513 2,443 1,340 0 92,954 91,525 10,877 2,635 4,441 364 9,925 2,020
Changes from: May 13, 2014 Total Change is: 5,586
-3,931 -804 3,371 1,424 150 -181 6,240 3,432 -815 123 206 0 -645 227
Percent of Open Interest Represented by Each Category of Trader
18.1 23.7 4.9 1.6 0.9 0.0 60.0 59.1 7.0 1.7 2.9 0.2 6.4 1.3
Number of Traders in Each Category Total Traders: 127
11 11 . 6 . 0 51 21 8 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 20,807
Positions
4,275 11,401 3,176 1,432 209 0 10,426 2,354 0 100 3,055 0 1,398 612
Changes from: May 13, 2014 Total Change is: 190
229 131 116 71 0 0 -273 -41 0 0 0 0 47 -16
Percent of Open Interest Represented by Each Category of Trader
20.5 54.8 15.3 6.9 1.0 0.0 50.1 11.3 0.0 0.5 14.7 0.0 6.7 2.9
Number of Traders in Each Category Total Traders: 23
4 6 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 30,556
Positions
2,337 21,911 53 2,544 509 0 20,599 4,284 227 518 1,175 0 4,278 2,397
Changes from: May 13, 2014 Total Change is: -376
785 -325 1 433 0 0 -1,413 56 -15 0 300 0 -167 -393
Percent of Open Interest Represented by Each Category of Trader
7.6 71.7 0.2 8.3 1.7 0.0 67.4 14.0 0.7 1.7 3.8 0.0 14.0 7.8
Number of Traders in Each Category Total Traders: 63
4 8 . 6 . 0 23 11 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 60,912
Positions
20,828 32,119 277 6,778 4,385 540 19,780 12,292 617 4,554 2,265 8 7,532 8,411
Changes from: May 13, 2014 Total Change is: -7,156
-376 -4,433 -48 133 95 110 -7,091 256 610 629 -1,363 6 -1,127 -2,388
Percent of Open Interest Represented by Each Category of Trader
34.2 52.7 0.5 11.1 7.2 0.9 32.5 20.2 1.0 7.5 3.7 0.0 12.4 13.8
Number of Traders in Each Category Total Traders: 115
20 15 . 11 . 4 27 18 7 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 121,823
Positions
41,655 64,237 554 13,555 8,769 1,080 39,560 24,584 1,234 9,107 4,529 15 15,063 16,821
Changes from: May 13, 2014 Total Change is: -14,311
-752 -8,866 -96 265 190 219 -14,182 512 1,219 1,258 -2,725 11 -2,253 -4,775
Percent of Open Interest Represented by Each Category of Trader
34.2 52.7 0.5 11.1 7.2 0.9 32.5 20.2 1.0 7.5 3.7 0.0 12.4 13.8
Number of Traders in Each Category Total Traders: 115
20 15 . 11 . 4 27 18 7 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 742,933
Positions
51,543 196,032 28,671 301,965 97,194 52,646 86,024 186,096 44,074 52,445 45,840 4,979 120,586 87,400
Changes from: May 13, 2014 Total Change is: 13,616
8,163 -7,533 4,380 -3,571 1,002 1,401 -12,124 4,924 7,754 -299 -2,069 177 7,735 3,580
Percent of Open Interest Represented by Each Category of Trader
6.9 26.4 3.9 40.6 13.1 7.1 11.6 25.0 5.9 7.1 6.2 0.7 16.2 11.8
Number of Traders in Each Category Total Traders: 565
41 37 25 125 51 63 83 128 83 48 52 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 150,097
Positions
25,838 55,955 1,158 49,214 21,601 1,735 8,421 20,686 1,195 12,291 5,607 0 50,245 42,160
Changes from: May 13, 2014 Total Change is: 11,349
7,728 -313 25 1,657 -110 -369 -1,234 6,367 199 -192 -15 0 3,535 5,565
Percent of Open Interest Represented by Each Category of Trader
17.2 37.3 0.8 32.8 14.4 1.2 5.6 13.8 0.8 8.2 3.7 0.0 33.5 28.1
Number of Traders in Each Category Total Traders: 78
7 10 4 16 7 7 11 19 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 2,964,178
Positions
250,143 822,003 15,949 1,271,398 385,608 246,914 487,688 926,725 114,718 209,324 209,721 16,340 351,704 226,200
Changes from: May 13, 2014 Total Change is: 11,335
19,956 -18,321 3,998 -26,058 5,641 8,768 -20,484 26,753 3,807 -785 -10,518 1,134 20,999 -9,927
Percent of Open Interest Represented by Each Category of Trader
8.4 27.7 0.5 42.9 13.0 8.3 16.5 31.3 3.9 7.1 7.1 0.6 11.9 7.6
Number of Traders in Each Category Total Traders: 549
40 37 18 119 48 59 78 130 73 46 51 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 92,012
Positions
11,293 36,904 12 46,975 38,723 2,088 18,631 6,328 1,832 721 2,576 0 10,460 3,549
Changes from: May 13, 2014 Total Change is: 410
3,154 -2,075 -4 -577 1,242 -225 -2,424 371 956 0 5 0 -470 140
Percent of Open Interest Represented by Each Category of Trader
12.3 40.1 0.0 51.1 42.1 2.3 20.2 6.9 2.0 0.8 2.8 0.0 11.4 3.9
Number of Traders in Each Category Total Traders: 88
8 10 . 36 10 14 13 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 93,497
Positions
7,117 31,185 12,375 31,111 7,821 1,010 14,201 15,220 9,591 2,117 1,806 198 15,778 14,292
Changes from: May 13, 2014 Total Change is: 231
328 -2,957 2,257 -156 -315 72 -2,698 -151 665 -65 -560 143 -315 1,077
Percent of Open Interest Represented by Each Category of Trader
7.6 33.4 13.2 33.3 8.4 1.1 15.2 16.3 10.3 2.3 1.9 0.2 16.9 15.3
Number of Traders in Each Category Total Traders: 217
16 26 12 31 17 10 48 50 15 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 22,708
Positions
11,794 9,260 0 3,636 0 0 4,784 3,792 0 739 366 0 1,755 9,290
Changes from: May 13, 2014 Total Change is: 1,719
1,685 733 0 1 0 0 186 0 0 226 366 0 -379 620
Percent of Open Interest Represented by Each Category of Trader
51.9 40.8 0.0 16.0 0.0 0.0 21.1 16.7 0.0 3.3 1.6 0.0 7.7 40.9
Number of Traders in Each Category Total Traders: 23
9 4 0 . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 353,944
Positions
37,001 170,012 1,487 138,639 40,370 3,784 89,694 99,749 5,344 7,581 7,892 298 70,116 25,008
Changes from: May 13, 2014 Total Change is: -7,440
4,379 -7,288 122 -365 -1,154 -61 -12,534 1,131 1,440 -761 -3,936 20 320 2,286
Percent of Open Interest Represented by Each Category of Trader
10.5 48.0 0.4 39.2 11.4 1.1 25.3 28.2 1.5 2.1 2.2 0.1 19.8 7.1
Number of Traders in Each Category Total Traders: 215
17 25 5 30 18 10 50 48 12 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 321,272
Positions
105,039 31,173 11,169 113,170 134,994 16,506 38,975 94,541 7,834 11,263 8,941 0 17,316 16,114
Changes from: May 13, 2014 Total Change is: 4,680
4,928 -5,487 4,859 10,062 2,522 -10,595 -2,047 10,736 213 1,203 -123 0 -3,943 2,555
Percent of Open Interest Represented by Each Category of Trader
32.7 9.7 3.5 35.2 42.0 5.1 12.1 29.4 2.4 3.5 2.8 0.0 5.4 5.0
Number of Traders in Each Category Total Traders: 255
23 14 5 50 43 27 29 63 17 18 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 58,464
Positions
4,342 16,520 119 31,981 0 166 6,345 12,938 263 5,404 18,977 0 9,844 9,481
Changes from: May 13, 2014 Total Change is: -1,693
1,360 -66 0 -460 -216 1 -119 -1,738 -93 -1,406 -257 0 -976 676
Percent of Open Interest Represented by Each Category of Trader
7.4 28.3 0.2 54.7 0.0 0.3 10.9 22.1 0.4 9.2 32.5 0.0 16.8 16.2
Number of Traders in Each Category Total Traders: 69
7 8 . 20 0 . 13 9 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 110,187
Positions
17,749 6,983 1,617 23,570 1,199 45 34,102 3,892 2,029 19,986 4,954 0 11,089 89,468
Changes from: May 13, 2014 Total Change is: -855
796 1,879 85 1,936 80 10 -1,985 -588 -1,370 -310 -1,114 0 -17 163
Percent of Open Interest Represented by Each Category of Trader
16.1 6.3 1.5 21.4 1.1 0.0 30.9 3.5 1.8 18.1 4.5 0.0 10.1 81.2
Number of Traders in Each Category Total Traders: 77
17 9 6 9 . . 22 7 8 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 112,521
Positions
7,085 71,344 2,808 68,170 17,033 4,838 16,078 6,473 6,589 1,023 279 0 5,930 3,157
Changes from: May 13, 2014 Total Change is: 2,052
-502 1,490 91 2,498 -354 36 319 696 74 156 0 0 -620 19
Percent of Open Interest Represented by Each Category of Trader
6.3 63.4 2.5 60.6 15.1 4.3 14.3 5.8 5.9 0.9 0.2 0.0 5.3 2.8
Number of Traders in Each Category Total Traders: 96
7 11 . 34 17 13 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 295,942
Positions
22,734 126,059 4,692 107,520 39,719 51,875 72,117 52,274 3,184 16,023 11,098 226 17,571 6,815
Changes from: May 13, 2014 Total Change is: 6,534
1,194 12,254 241 121 -3,968 2,477 4,436 -3,071 247 864 1,540 0 -3,046 -3,186
Percent of Open Interest Represented by Each Category of Trader
7.7 42.6 1.6 36.3 13.4 17.5 24.4 17.7 1.1 5.4 3.8 0.1 5.9 2.3
Number of Traders in Each Category Total Traders: 206
20 21 5 58 24 28 32 20 11 22 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 817,068
Positions
4,318 123,722 6,194 286,259 162,131 131,271 128,952 111,855 36,178 23,075 34,782 905 199,916 210,030
Changes from: May 13, 2014 Total Change is: 61,964
-2,067 4,109 4,168 -1,925 -1,006 2,867 14,618 3,887 18,572 3,844 1,770 426 21,461 27,171
Percent of Open Interest Represented by Each Category of Trader
0.5 15.1 0.8 35.0 19.8 16.1 15.8 13.7 4.4 2.8 4.3 0.1 24.5 25.7
Number of Traders in Each Category Total Traders: 176
5 20 7 33 36 39 34 27 20 8 13 4
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Traders in Financial Futures - Futures Only Positions as of May 20, 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 503,490
Positions
23,942 81,893 6,256 259,719 31,366 74,528 20,383 200,151 5,379 7,149 15,102 1,526 104,608 87,289
Changes from: May 13, 2014 Total Change is: 13,567
2,216 19 4,772 -3,227 3,878 -1,665 1,012 4,045 2,839 -240 -3,031 1,526 6,334 1,184
Percent of Open Interest Represented by Each Category of Trader
4.8 16.3 1.2 51.6 6.2 14.8 4.0 39.8 1.1 1.4 3.0 0.3 20.8 17.3
Number of Traders in Each Category Total Traders: 82
. 10 6 33 12 22 4 13 10 . 5 .
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Traders in Financial Futures - Futures Only Positions as of May 20, 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 1,191,576
Positions
60,728 160,576 21,169 240,247 367,020 69,905 518,866 194,508 90,438 35,970 110,217 30,176 124,077 147,567
Changes from: May 13, 2014 Total Change is: 57,621
16,866 22,538 3,166 3,293 2,014 -5,716 9,720 4,490 15,434 3,182 3,716 -2,602 14,278 14,581
Percent of Open Interest Represented by Each Category of Trader
5.1 13.5 1.8 20.2 30.8 5.9 43.5 16.3 7.6 3.0 9.2 2.5 10.4 12.4
Number of Traders in Each Category Total Traders: 247
14 30 11 41 46 30 49 29 32 11 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 73,799
Positions
6,497 20,742 14,006 0 1,374 1,942 37,054 17,382 14,300 0 0 0 0 4,053
Changes from: May 13, 2014 Total Change is: 3,538
-166 -1,403 1,209 0 186 196 1,001 -1,823 1,298 0 0 0 0 3,875
Percent of Open Interest Represented by Each Category of Trader
8.8 28.1 19.0 0.0 1.9 2.6 50.2 23.6 19.4 0.0 0.0 0.0 0.0 5.5
Number of Traders in Each Category Total Traders: 34
5 9 9 0 . . . 15 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 2,796,523
Positions
136,488 160,063 66,805 847,022 1,117,691 222,247 813,025 394,924 107,763 233,458 200,907 32,700 337,015 493,423
Changes from: May 13, 2014 Total Change is: 61,416
28,419 -11,633 13,750 -17,054 -35,294 7,926 -19,126 32,341 26,795 -23,423 23,189 -3,313 47,442 7,655
Percent of Open Interest Represented by Each Category of Trader
4.9 5.7 2.4 30.3 40.0 7.9 29.1 14.1 3.9 8.3 7.2 1.2 12.1 17.6
Number of Traders in Each Category Total Traders: 387
24 45 21 39 86 61 56 67 49 18 52 14
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Traders in Financial Futures - Futures Only Positions as of May 20, 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 2,184,214
Positions
128,836 145,449 26,992 857,743 803,986 205,648 490,110 309,362 78,739 95,363 195,445 20,214 280,569 398,379
Changes from: May 13, 2014 Total Change is: 32,029
-13,538 9,169 3,087 -13,149 -26,579 -1,913 -26,941 -2,337 32,540 -14,227 -271 968 65,202 17,365
Percent of Open Interest Represented by Each Category of Trader
5.9 6.7 1.2 39.3 36.8 9.4 22.4 14.2 3.6 4.4 8.9 0.9 12.8 18.2
Number of Traders in Each Category Total Traders: 287
10 39 13 32 60 46 44 54 40 11 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 361,265
Positions
164,843 103,300 72,081 0 4,153 9,097 21,776 36,281 48,097 875 12,916 15,851 28,645 59,489
Changes from: May 13, 2014 Total Change is: 21,570
18,291 6,839 -1,449 0 760 1,621 332 5,187 120 -186 -1,118 3,423 -582 6,187
Percent of Open Interest Represented by Each Category of Trader
45.6 28.6 20.0 0.0 1.1 2.5 6.0 10.0 13.3 0.2 3.6 4.4 7.9 16.5
Number of Traders in Each Category Total Traders: 77
13 26 32 0 . . 11 13 13 . 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 is11,672,391
Positions
2,159,058 2,343,108 2,149,777 2,820,371 724,302 263,147 659,182 1,838,267 2,219,955 319,285 664,996 265,910 815,706 1,202,929
Changes from: May 13, 2014 Total Change is: 112,163
69,121 19,026 -16,831 -18,520 45,134 -39,257 40,436 89,064 50,577 -4,986 25,613 15,546 16,077 -76,709
Percent of Open Interest Represented by Each Category of Trader
18.5 20.1 18.4 24.2 6.2 2.3 5.6 15.7 19.0 2.7 5.7 2.3 7.0 10.3
Number of Traders in Each Category Total Traders: 304
28 58 79 11 21 17 43 87 96 8 37 29
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Traders in Financial Futures - Futures Only Positions as of May 20, 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 57,514
Positions
41,186 1,068 0 6,956 18,264 4,872 4,081 23,264 375 0 9,558 0 44 113
Changes from: May 13, 2014 Total Change is: 1,170
-559 170 0 2,035 -298 0 -264 207 0 0 1,095 0 -42 -4
Percent of Open Interest Represented by Each Category of Trader
71.6 1.9 0.0 12.1 31.8 8.5 7.1 40.4 0.7 0.0 16.6 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 40
8 4 0 4 8 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 44,970
Positions
42,321 1,477 50 150 17,152 2,054 267 10,560 57 0 13,213 0 71 407
Changes from: May 13, 2014 Total Change is: 199
213 -126 50 0 151 0 -74 -279 57 0 298 0 -47 48
Percent of Open Interest Represented by Each Category of Trader
94.1 3.3 0.1 0.3 38.1 4.6 0.6 23.5 0.1 0.0 29.4 0.0 0.2 0.9
Number of Traders in Each Category Total Traders: 42
7 4 . . 12 . . 8 . 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 47,494
Positions
10,133 6,812 931 6,468 1,782 367 6,743 32,372 2,190 13,045 678 0 7,617 2,362
Changes from: May 13, 2014 Total Change is: -3,038
-256 306 14 199 -607 -2 -1,643 -862 -403 -342 -523 -1 -604 -960
Percent of Open Interest Represented by Each Category of Trader
21.3 14.3 2.0 13.6 3.8 0.8 14.2 68.2 4.6 27.5 1.4 0.0 16.0 5.0
Number of Traders in Each Category Total Traders: 136
7 . . 11 5 . 21 25 9 59 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 425,151
Positions
88,196 27,674 55,369 60,451 29,375 25,382 86,181 174,608 43,126 10,677 12,524 31,187 24,582 25,906
Changes from: May 13, 2014 Total Change is: 5,482
-12,795 -934 15,541 -700 1,836 83 14,348 -44 -9,874 676 604 2,057 -3,854 -3,787
Percent of Open Interest Represented by Each Category of Trader
20.7 6.5 13.0 14.2 6.9 6.0 20.3 41.1 10.1 2.5 2.9 7.3 5.8 6.1
Number of Traders in Each Category Total Traders: 207
20 11 26 7 18 12 38 64 58 18 20 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 20, 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 16,576
Positions
746 7,550 0 7,419 77 300 7,016 7,876 756 276 0 0 63 17
Changes from: May 13, 2014 Total Change is: 213
-35 0 0 536 0 -10 211 223 0 -486 0 0 -3 0
Percent of Open Interest Represented by Each Category of Trader
4.5 45.5 0.0 44.8 0.5 1.8 42.3 47.5 4.6 1.7 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 9 . . . 0 0
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Updated May 23, 2014