Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 193,744
Positions
89,474 2,104 8,818 11,631 16,345 2,770 23,926 101,532 10,472 12,398 3,418 2,762 31,493 45,522
Changes from: January 7, 2014 Total Change is: 20,744
4,146 388 2,088 -1,696 -66 1,892 2,189 10,305 2,664 5,337 997 139 3,984 2,336
Percent of Open Interest Represented by Each Category of Trader
46.2 1.1 4.6 6.0 8.4 1.4 12.3 52.4 5.4 6.4 1.8 1.4 16.3 23.5
Number of Traders in Each Category Total Traders: 95
12 . 7 5 7 4 20 31 14 12 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 45,316
Positions
7,105 13,668 1,255 900 1,231 0 16,851 11,387 1,191 1,721 2,830 0 16,292 13,754
Changes from: January 7, 2014 Total Change is: 931
3,483 -920 165 0 0 0 -1,330 2,275 277 140 -868 0 -1,804 1
Percent of Open Interest Represented by Each Category of Trader
15.7 30.2 2.8 2.0 2.7 0.0 37.2 25.1 2.6 3.8 6.2 0.0 36.0 30.4
Number of Traders in Each Category Total Traders: 42
6 7 . . . 0 10 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 218,757
Positions
13,590 83,200 6,870 25,665 26,582 1,969 114,320 37,123 12,452 2,345 25,824 2,193 39,353 22,545
Changes from: January 7, 2014 Total Change is: 7,838
134 -1,866 354 538 354 396 6,669 5,255 996 -384 1,542 742 -1,606 66
Percent of Open Interest Represented by Each Category of Trader
6.2 38.0 3.1 11.7 12.2 0.9 52.3 17.0 5.7 1.1 11.8 1.0 18.0 10.3
Number of Traders in Each Category Total Traders: 115
. 12 9 10 16 9 42 17 22 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 252,427
Positions
107,655 12,968 12,333 22,313 20,852 4,599 38,469 114,259 18,827 25,725 10,897 3,562 18,944 54,130
Changes from: January 7, 2014 Total Change is: -9,336
-12,767 2,955 1,606 463 -219 -177 -2,468 -6,033 1,904 -357 -4,866 585 1,875 -5,093
Percent of Open Interest Represented by Each Category of Trader
42.6 5.1 4.9 8.8 8.3 1.8 15.2 45.3 7.5 10.2 4.3 1.4 7.5 21.4
Number of Traders in Each Category Total Traders: 149
11 10 7 8 20 7 18 57 27 8 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 294,974
Positions
49,590 26,546 16,291 40,658 65,898 5,784 83,313 48,593 29,221 17,492 29,636 5,796 46,829 67,210
Changes from: January 7, 2014 Total Change is: 4,634
5,192 1,134 -685 957 -1,695 545 -4,025 4,797 1,011 -665 -746 -366 2,669 638
Percent of Open Interest Represented by Each Category of Trader
16.8 9.0 5.5 13.8 22.3 2.0 28.2 16.5 9.9 5.9 10.0 2.0 15.9 22.8
Number of Traders in Each Category Total Traders: 201
14 18 17 15 28 17 37 43 34 20 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 131,298
Positions
74,288 4,891 6,519 734 4,860 442 9,521 57,857 8,375 6,950 10,058 4,066 20,403 34,228
Changes from: January 7, 2014 Total Change is: -9,075
-8,265 1,302 -342 86 -1,021 71 -4,210 -8,789 1,190 1,120 -861 463 811 -1,089
Percent of Open Interest Represented by Each Category of Trader
56.6 3.7 5.0 0.6 3.7 0.3 7.3 44.1 6.4 5.3 7.7 3.1 15.5 26.1
Number of Traders in Each Category Total Traders: 87
9 6 6 . 8 4 15 30 17 7 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 39,207
Positions
16,957 25,493 7,195 2,194 0 0 5,278 598 3,183 1,650 0 2,184 566 554
Changes from: January 7, 2014 Total Change is: -1,121
178 -816 0 90 0 0 -1,589 -181 0 0 -155 0 200 31
Percent of Open Interest Represented by Each Category of Trader
43.2 65.0 18.4 5.6 0.0 0.0 13.5 1.5 8.1 4.2 0.0 5.6 1.4 1.4
Number of Traders in Each Category Total Traders: 21
5 10 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 112,998
Positions
28,513 59,364 499 40,108 591 0 23,678 41,507 3,240 9,908 5,511 1 7,051 2,285
Changes from: January 7, 2014 Total Change is: -4,010
1,457 1,320 -45 109 0 0 -5,557 -2,743 12 -355 -2,734 1 368 179
Percent of Open Interest Represented by Each Category of Trader
25.2 52.5 0.4 35.5 0.5 0.0 21.0 36.7 2.9 8.8 4.9 0.0 6.2 2.0
Number of Traders in Each Category Total Traders: 99
5 11 . 4 . 0 40 22 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 12,239
Positions
5,777 366 3,121 628 0 0 1,989 4,233 251 0 3,055 0 473 1,213
Changes from: January 7, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
47.2 3.0 25.5 5.1 0.0 0.0 16.3 34.6 2.1 0.0 25.0 0.0 3.9 9.9
Number of Traders in Each Category Total Traders: 21
5 . . . 0 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 22,870
Positions
941 11,743 0 1,205 0 0 15,626 8,082 202 884 729 0 4,012 2,114
Changes from: January 7, 2014 Total Change is: 2,831
-10 1,766 0 53 0 0 2,731 1,118 -80 157 -21 0 -20 48
Percent of Open Interest Represented by Each Category of Trader
4.1 51.3 0.0 5.3 0.0 0.0 68.3 35.3 0.9 3.9 3.2 0.0 17.5 9.2
Number of Traders in Each Category Total Traders: 61
. 10 0 4 0 0 22 13 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 67,944
Positions
16,172 45,225 263 6,726 4,033 562 28,431 5,379 1,370 4,451 1,812 550 9,418 8,750
Changes from: January 7, 2014 Total Change is: 2,421
-776 4,027 -4 -79 10 77 2,372 -1,055 98 328 -105 -0 405 -627
Percent of Open Interest Represented by Each Category of Trader
23.8 66.6 0.4 9.9 5.9 0.8 41.8 7.9 2.0 6.6 2.7 0.8 13.9 12.9
Number of Traders in Each Category Total Traders: 104
18 13 . 10 . . 33 13 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 135,887
Positions
32,345 90,450 526 13,452 8,065 1,124 56,863 10,758 2,740 8,902 3,624 1,100 18,836 17,501
Changes from: January 7, 2014 Total Change is: 4,841
-1,552 8,053 -8 -158 20 154 4,745 -2,109 195 655 -210 -1 810 -1,254
Percent of Open Interest Represented by Each Category of Trader
23.8 66.6 0.4 9.9 5.9 0.8 41.8 7.9 2.0 6.6 2.7 0.8 13.9 12.9
Number of Traders in Each Category Total Traders: 104
18 13 . 10 . . 33 13 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 874,294
Positions
50,082 235,607 22,132 325,817 100,538 38,325 108,083 169,998 142,401 50,958 60,088 24,416 112,079 80,788
Changes from: January 7, 2014 Total Change is: 25,480
1,706 -2,625 4,209 7,328 1,402 429 1,785 11,049 11,453 2,137 566 1,244 -4,810 -2,247
Percent of Open Interest Represented by Each Category of Trader
5.7 26.9 2.5 37.3 11.5 4.4 12.4 19.4 16.3 5.8 6.9 2.8 12.8 9.2
Number of Traders in Each Category Total Traders: 629
44 33 39 120 55 67 111 114 108 83 68 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 193,445
Positions
7,842 65,191 4,265 56,770 22,886 2,977 10,954 15,614 32,744 9,621 9,734 8,775 59,496 31,257
Changes from: January 7, 2014 Total Change is: 3,240
-502 -4,683 2,050 306 238 70 2,069 4,366 1,552 1,652 -676 252 -4,208 70
Percent of Open Interest Represented by Each Category of Trader
4.1 33.7 2.2 29.3 11.8 1.5 5.7 8.1 16.9 5.0 5.0 4.5 30.8 16.2
Number of Traders in Each Category Total Traders: 99
6 10 5 15 8 10 15 21 33 14 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 3,404,246
Positions
235,695 876,571 64,840 1,351,343 394,368 170,632 554,148 840,427 479,782 207,808 252,888 77,083 262,915 247,655
Changes from: January 7, 2014 Total Change is: 111,202
17,561 16,812 4,273 35,187 5,897 1,717 30,150 64,982 17,935 3,457 7,242 3,931 -3,010 -11,587
Percent of Open Interest Represented by Each Category of Trader
6.9 25.7 1.9 39.7 11.6 5.0 16.3 24.7 14.1 6.1 7.4 2.3 7.7 7.3
Number of Traders in Each Category Total Traders: 593
43 32 36 114 50 61 110 109 101 74 61 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 104,305
Positions
2,922 56,828 32 58,466 32,474 2,123 28,773 6,279 863 543 2,943 0 10,584 2,764
Changes from: January 7, 2014 Total Change is: 3,180
32 3,539 -22 3,183 -366 -189 930 345 -122 -202 15 0 -430 -20
Percent of Open Interest Represented by Each Category of Trader
2.8 54.5 0.0 56.1 31.1 2.0 27.6 6.0 0.8 0.5 2.8 0.0 10.1 2.6
Number of Traders in Each Category Total Traders: 94
4 14 . 40 10 15 15 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 88,623
Positions
11,835 57,761 226 37,888 3,826 953 26,535 13,214 1,837 2,009 6,138 780 6,560 3,890
Changes from: January 7, 2014 Total Change is: 239
-1,464 -4,423 170 -397 142 -3 1,372 1,618 90 364 1,897 82 25 666
Percent of Open Interest Represented by Each Category of Trader
13.4 65.2 0.3 42.8 4.3 1.1 29.9 14.9 2.1 2.3 6.9 0.9 7.4 4.4
Number of Traders in Each Category Total Traders: 228
20 20 5 38 14 10 71 25 15 20 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 443,116
Positions
59,176 288,803 1,132 189,439 19,128 4,763 132,676 66,068 9,184 10,045 30,689 3,900 32,802 19,450
Changes from: January 7, 2014 Total Change is: 1,194
-7,320 -22,116 849 -1,984 711 -15 6,858 8,088 452 1,819 9,483 410 126 3,332
Percent of Open Interest Represented by Each Category of Trader
13.4 65.2 0.3 42.8 4.3 1.1 29.9 14.9 2.1 2.3 6.9 0.9 7.4 4.4
Number of Traders in Each Category Total Traders: 228
20 20 5 38 14 10 71 25 15 20 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 294,791
Positions
25,356 92,233 5,779 152,336 88,789 12,727 58,128 64,931 7,525 10,776 6,857 487 21,678 15,463
Changes from: January 7, 2014 Total Change is: -759
-4,385 -1,472 -486 6,158 362 -1,373 -376 -2,264 603 -136 1,173 17 -779 2,682
Percent of Open Interest Represented by Each Category of Trader
8.6 31.3 2.0 51.7 30.1 4.3 19.7 22.0 2.6 3.7 2.3 0.2 7.4 5.2
Number of Traders in Each Category Total Traders: 250
19 15 4 57 33 25 50 49 19 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 75,571
Positions
5,940 45,182 0 33,860 403 572 17,057 14,627 25 6,762 8,271 0 11,355 6,491
Changes from: January 7, 2014 Total Change is: -3,014
-425 -234 0 93 -29 113 -1,956 -1,811 -66 -225 1,185 0 -548 -2,172
Percent of Open Interest Represented by Each Category of Trader
7.9 59.8 0.0 44.8 0.5 0.8 22.6 19.4 0.0 8.9 10.9 0.0 15.0 8.6
Number of Traders in Each Category Total Traders: 87
8 8 0 22 . . 21 8 . 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 104,755
Positions
30,884 12,015 636 11,569 6,056 920 39,974 5,824 495 10,544 5,768 0 9,733 73,041
Changes from: January 7, 2014 Total Change is: -2,996
-82 -755 -427 -182 50 -24 -1,828 -3,912 269 1,964 -150 -25 -2,661 1,978
Percent of Open Interest Represented by Each Category of Trader
29.5 11.5 0.6 11.0 5.8 0.9 38.2 5.6 0.5 10.1 5.5 0.0 9.3 69.7
Number of Traders in Each Category Total Traders: 93
20 8 . 11 . . 30 5 5 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 94,751
Positions
2,508 60,590 3,406 49,652 15,217 3,408 23,903 4,649 3,925 1,000 907 0 6,949 2,649
Changes from: January 7, 2014 Total Change is: 2,017
270 986 1,134 1,368 401 -709 934 677 42 -319 0 0 -703 -514
Percent of Open Interest Represented by Each Category of Trader
2.6 63.9 3.6 52.4 16.1 3.6 25.2 4.9 4.1 1.1 1.0 0.0 7.3 2.8
Number of Traders in Each Category Total Traders: 87
5 9 . 34 13 13 14 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 243,235
Positions
15,720 102,296 2,834 89,259 43,248 46,804 52,445 37,394 1,865 20,167 3,751 321 13,820 4,722
Changes from: January 7, 2014 Total Change is: 2,371
-1,580 2,468 -21 -1,593 2,712 2,750 5,016 -1,363 214 -1,864 -3,248 -1 -550 -1,140
Percent of Open Interest Represented by Each Category of Trader
6.5 42.1 1.2 36.7 17.8 19.2 21.6 15.4 0.8 8.3 1.5 0.1 5.7 1.9
Number of Traders in Each Category Total Traders: 183
17 24 . 44 24 25 27 19 13 23 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 762,589
Positions
5,997 87,130 22,018 276,190 149,442 128,752 91,578 99,832 54,499 30,864 29,436 3,805 148,885 187,675
Changes from: January 7, 2014 Total Change is: 16,351
1,134 25,523 -913 -11,799 14,837 5,697 11,917 -32,482 -2,345 4,767 4,344 -1,164 9,057 2,854
Percent of Open Interest Represented by Each Category of Trader
0.8 11.4 2.9 36.2 19.6 16.9 12.0 13.1 7.1 4.0 3.9 0.5 19.5 24.6
Number of Traders in Each Category Total Traders: 174
5 19 17 36 37 47 30 30 35 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 467,474
Positions
22,437 99,054 43 272,782 21,822 60,194 21,903 168,670 3,481 9,513 23,684 1,630 75,491 88,896
Changes from: January 7, 2014 Total Change is: 9,266
3,124 -4,391 -552 -5,984 -2,396 6,279 2,232 7,351 620 -1,376 992 1,630 3,293 -267
Percent of Open Interest Represented by Each Category of Trader
4.8 21.2 0.0 58.4 4.7 12.9 4.7 36.1 0.7 2.0 5.1 0.3 16.1 19.0
Number of Traders in Each Category Total Traders: 82
. 9 . 33 6 21 4 18 11 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 826,506
Positions
74,449 90,844 7,034 220,330 282,019 67,285 213,332 124,134 56,958 66,728 66,335 24,493 95,897 107,403
Changes from: January 7, 2014 Total Change is: 36,504
-13,274 18,411 4,403 -4,161 4,104 3,914 26,462 -25,329 19,019 2,978 9,055 288 -3,124 2,639
Percent of Open Interest Represented by Each Category of Trader
9.0 11.0 0.9 26.7 34.1 8.1 25.8 15.0 6.9 8.1 8.0 3.0 11.6 13.0
Number of Traders in Each Category Total Traders: 212
13 19 9 35 32 28 45 26 27 19 22 10
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 47,263
Positions
10,123 23,896 3,467 400 0 0 27,135 13,653 3,924 76 185 838 1,300 1,300
Changes from: January 7, 2014 Total Change is: 1,043
2,127 2,439 -824 400 0 0 632 626 -762 10 104 -576 36 36
Percent of Open Interest Represented by Each Category of Trader
21.4 50.6 7.3 0.8 0.0 0.0 57.4 28.9 8.3 0.2 0.4 1.8 2.8 2.8
Number of Traders in Each Category Total Traders: 40
5 12 8 . 0 0 7 13 7 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 2,680,117
Positions
157,601 137,918 214,933 550,731 841,565 299,047 600,820 176,645 286,023 219,760 141,850 88,543 262,658 493,591
Changes from: January 7, 2014 Total Change is: -9,107
-28,306 -19,736 21,112 -22,218 9,251 26,783 3,363 -24,415 -30,891 96 14,973 4,341 16,613 -10,525
Percent of Open Interest Represented by Each Category of Trader
5.9 5.1 8.0 20.5 31.4 11.2 22.4 6.6 10.7 8.2 5.3 3.3 9.8 18.4
Number of Traders in Each Category Total Traders: 339
20 37 49 38 70 65 64 51 80 22 37 16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 2,206,222
Positions
129,321 159,080 102,306 624,326 704,243 221,421 605,811 252,892 151,347 120,465 172,760 35,645 215,580 406,528
Changes from: January 7, 2014 Total Change is: 79,973
-16,396 -16,705 10,145 -34,635 28,567 34,608 90,341 -17,660 6,392 -16,721 19,847 -6,925 13,165 21,704
Percent of Open Interest Represented by Each Category of Trader
5.9 7.2 4.6 28.3 31.9 10.0 27.5 11.5 6.9 5.5 7.8 1.6 9.8 18.4
Number of Traders in Each Category Total Traders: 257
11 30 27 26 57 43 36 53 51 12 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 279,177
Positions
107,543 73,896 77,585 725 100 943 24,314 30,208 29,472 0 11,965 7,023 31,572 47,985
Changes from: January 7, 2014 Total Change is: 718
3,368 4,377 -2,165 73 100 0 854 -2,809 -124 0 768 -1,189 -99 1,760
Percent of Open Interest Represented by Each Category of Trader
38.5 26.5 27.8 0.3 0.0 0.3 8.7 10.8 10.6 0.0 4.3 2.5 11.3 17.2
Number of Traders in Each Category Total Traders: 58
18 17 21 . . . 7 7 10 0 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 is15,913,060
Positions
944,866 2,101,644 3,272,853 2,937,854 1,187,021 296,285 685,581 637,546 5,380,291 279,531 515,485 1,278,327 837,472 1,243,608
Changes from: January 7, 2014 Total Change is: -35,867
150,953 -82,298 -28,351 -102,909 58,861 -7,446 21,635 81,988 -96,180 -33,645 -52,599 28,895 31,181 61,263
Percent of Open Interest Represented by Each Category of Trader
5.9 13.2 20.6 18.5 7.5 1.9 4.3 4.0 33.8 1.8 3.2 8.0 5.3 7.8
Number of Traders in Each Category Total Traders: 273
30 49 74 9 23 24 44 66 92 17 30 38
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Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 54,544
Positions
44,668 1,081 0 2,690 13,597 5,356 1,222 18,701 0 600 15,672 0 8 137
Changes from: January 7, 2014 Total Change is: 762
1,009 114 0 500 114 0 -413 614 0 -300 -83 0 -34 3
Percent of Open Interest Represented by Each Category of Trader
81.9 2.0 0.0 4.9 24.9 9.8 2.2 34.3 0.0 1.1 28.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 49
8 4 0 . 12 . . 11 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 32,363
Positions
27,540 1,634 20 2,652 9,992 1,762 370 2,551 0 0 16,344 0 19 60
Changes from: January 7, 2014 Total Change is: 541
159 -301 20 74 730 -74 370 -500 0 0 677 0 -8 -11
Percent of Open Interest Represented by Each Category of Trader
85.1 5.0 0.1 8.2 30.9 5.4 1.1 7.9 0.0 0.0 50.5 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . . . 9 . . 6 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 43,935
Positions
9,949 8,397 907 6,155 1,116 550 8,289 28,987 1,438 9,113 367 115 7,419 2,058
Changes from: January 7, 2014 Total Change is: -3,723
370 3,081 7 316 -1,831 -2 828 -5,170 52 -4,104 149 54 -1,245 -64
Percent of Open Interest Represented by Each Category of Trader
22.6 19.1 2.1 14.0 2.5 1.3 18.9 66.0 3.3 20.7 0.8 0.3 16.9 4.7
Number of Traders in Each Category Total Traders: 137
7 . . 10 4 . 23 25 10 62 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 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 397,328
Positions
95,883 27,541 37,069 52,556 26,844 20,275 65,869 157,286 47,071 8,926 8,080 48,556 21,123 24,606
Changes from: January 7, 2014 Total Change is: 37,660
12,824 -332 4,485 4,483 1,812 1,132 2,598 17,437 -453 -2,252 -771 13,013 1,830 1,337
Percent of Open Interest Represented by Each Category of Trader
24.1 6.9 9.3 13.2 6.8 5.1 16.6 39.6 11.8 2.2 2.0 12.2 5.3 6.2
Number of Traders in Each Category Total Traders: 188
24 8 23 10 14 11 36 47 43 13 21 27
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Updated January 17, 2014