Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 193,719
Positions
94,774 2,312 9,283 12,814 15,739 1,072 19,485 99,552 10,992 10,984 3,998 3,612 30,704 47,159
Changes from: January 14, 2014 Total Change is: -25
5,300 208 465 1,183 -606 -1,698 -4,441 -1,980 520 -1,414 579 849 -789 1,637
Percent of Open Interest Represented by Each Category of Trader
48.9 1.2 4.8 6.6 8.1 0.6 10.1 51.4 5.7 5.7 2.1 1.9 15.8 24.3
Number of Traders in Each Category Total Traders: 94
12 4 7 5 6 . 18 31 15 12 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 45,447
Positions
11,129 13,172 1,930 900 1,231 0 16,298 9,464 1,371 632 2,830 0 13,186 15,448
Changes from: January 14, 2014 Total Change is: 131
4,025 -496 675 0 0 0 -553 -1,922 180 -1,089 0 0 -3,106 1,694
Percent of Open Interest Represented by Each Category of Trader
24.5 29.0 4.2 2.0 2.7 0.0 35.9 20.8 3.0 1.4 6.2 0.0 29.0 34.0
Number of Traders in Each Category Total Traders: 41
7 7 . . . 0 11 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 228,602
Positions
14,549 84,381 6,397 26,685 27,281 2,082 120,571 40,937 13,438 2,319 25,674 2,460 40,101 25,952
Changes from: January 14, 2014 Total Change is: 9,844
959 1,181 -473 1,020 699 112 6,251 3,815 986 -26 -150 267 748 3,408
Percent of Open Interest Represented by Each Category of Trader
6.4 36.9 2.8 11.7 11.9 0.9 52.7 17.9 5.9 1.0 11.2 1.1 17.5 11.4
Number of Traders in Each Category Total Traders: 119
5 10 9 10 17 9 40 22 21 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 250,702
Positions
105,833 16,453 10,776 23,296 20,280 4,229 41,013 110,269 17,919 25,191 14,294 3,882 18,563 52,600
Changes from: January 14, 2014 Total Change is: -1,726
-1,822 3,485 -1,557 983 -572 -370 2,544 -3,990 -907 -534 3,397 320 -382 -1,531
Percent of Open Interest Represented by Each Category of Trader
42.2 6.6 4.3 9.3 8.1 1.7 16.4 44.0 7.1 10.0 5.7 1.5 7.4 21.0
Number of Traders in Each Category Total Traders: 152
10 11 6 10 18 8 21 54 24 6 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 314,442
Positions
69,074 26,537 17,409 40,423 65,481 6,015 78,276 52,532 33,658 19,063 29,950 7,229 43,293 75,629
Changes from: January 14, 2014 Total Change is: 19,468
19,484 -8 1,118 -236 -417 232 -5,037 3,939 4,437 1,572 315 1,434 -3,536 8,419
Percent of Open Interest Represented by Each Category of Trader
22.0 8.4 5.5 12.9 20.8 1.9 24.9 16.7 10.7 6.1 9.5 2.3 13.8 24.1
Number of Traders in Each Category Total Traders: 204
16 17 17 14 26 16 31 49 43 18 33 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 161,601
Positions
96,197 5,196 9,023 629 5,640 549 15,377 77,673 8,490 6,755 7,718 4,575 20,006 42,736
Changes from: January 14, 2014 Total Change is: 30,303
21,909 305 2,505 -106 780 107 5,856 19,816 114 -194 -2,340 509 -397 8,508
Percent of Open Interest Represented by Each Category of Trader
59.5 3.2 5.6 0.4 3.5 0.3 9.5 48.1 5.3 4.2 4.8 2.8 12.4 26.4
Number of Traders in Each Category Total Traders: 95
11 7 7 . 9 6 20 29 15 8 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 38,414
Positions
18,658 25,107 7,195 2,201 0 0 2,859 131 3,184 1,650 0 2,184 483 613
Changes from: January 14, 2014 Total Change is: -793
1,701 -386 0 7 0 0 -2,419 -467 1 0 0 0 -83 59
Percent of Open Interest Represented by Each Category of Trader
48.6 65.4 18.7 5.7 0.0 0.0 7.4 0.3 8.3 4.3 0.0 5.7 1.3 1.6
Number of Traders in Each Category Total Traders: 22
7 8 9 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 121,142
Positions
36,379 55,385 615 41,554 788 0 18,748 49,764 4,605 13,340 4,710 0 5,901 5,275
Changes from: January 14, 2014 Total Change is: 8,144
7,866 -3,979 116 1,446 197 0 -4,930 8,257 1,365 3,432 -801 -1 -1,150 2,990
Percent of Open Interest Represented by Each Category of Trader
30.0 45.7 0.5 34.3 0.7 0.0 15.5 41.1 3.8 11.0 3.9 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 107
7 10 . 4 . 0 29 35 7 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 12,349
Positions
5,824 366 3,129 663 0 0 1,877 4,206 330 0 3,055 0 526 1,263
Changes from: January 14, 2014 Total Change is: 110
47 0 8 35 0 0 -112 -27 79 0 0 0 53 50
Percent of Open Interest Represented by Each Category of Trader
47.2 3.0 25.3 5.4 0.0 0.0 15.2 34.1 2.7 0.0 24.7 0.0 4.3 10.2
Number of Traders in Each Category Total Traders: 23
6 . . . 0 0 . 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 22,817
Positions
941 10,891 0 1,242 209 0 15,311 8,311 562 1,094 709 0 3,667 2,135
Changes from: January 14, 2014 Total Change is: -53
0 -852 0 37 209 0 -315 229 360 210 -20 0 -345 21
Percent of Open Interest Represented by Each Category of Trader
4.1 47.7 0.0 5.4 0.9 0.0 67.1 36.4 2.5 4.8 3.1 0.0 16.1 9.4
Number of Traders in Each Category Total Traders: 66
. 11 0 4 . 0 22 16 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 67,995
Positions
16,315 45,836 201 7,166 4,074 458 28,467 5,195 1,245 4,229 1,959 577 9,338 8,450
Changes from: January 14, 2014 Total Change is: 51
142 611 -62 440 41 -104 36 -184 -125 -222 147 27 -80 -300
Percent of Open Interest Represented by Each Category of Trader
24.0 67.4 0.3 10.5 6.0 0.7 41.9 7.6 1.8 6.2 2.9 0.8 13.7 12.4
Number of Traders in Each Category Total Traders: 97
17 13 . 10 . 4 25 15 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 135,990
Positions
32,629 91,672 401 14,332 8,147 916 56,934 10,391 2,491 8,457 3,918 1,154 18,676 16,901
Changes from: January 14, 2014 Total Change is: 103
285 1,222 -124 880 82 -208 71 -367 -249 -444 294 53 -161 -600
Percent of Open Interest Represented by Each Category of Trader
24.0 67.4 0.3 10.5 6.0 0.7 41.9 7.6 1.8 6.2 2.9 0.8 13.7 12.4
Number of Traders in Each Category Total Traders: 97
17 13 . 10 . 4 25 15 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 846,955
Positions
48,582 232,961 31,190 326,198 101,943 39,700 105,365 177,219 115,016 52,361 49,972 23,249 105,293 75,706
Changes from: January 14, 2014 Total Change is: -27,339
-1,500 -2,646 9,058 381 1,405 1,374 -2,718 7,220 -27,385 1,403 -10,116 -1,167 -6,785 -5,083
Percent of Open Interest Represented by Each Category of Trader
5.7 27.5 3.7 38.5 12.0 4.7 12.4 20.9 13.6 6.2 5.9 2.7 12.4 8.9
Number of Traders in Each Category Total Traders: 591
43 35 37 118 53 62 94 114 99 73 60 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 191,286
Positions
15,089 71,399 4,101 58,907 22,791 3,015 14,298 14,252 26,484 9,376 9,748 8,404 51,613 31,092
Changes from: January 14, 2014 Total Change is: -2,158
7,247 6,208 -164 2,137 -95 38 3,343 -1,362 -6,260 -244 14 -372 -7,883 -166
Percent of Open Interest Represented by Each Category of Trader
7.9 37.3 2.1 30.8 11.9 1.6 7.5 7.5 13.8 4.9 5.1 4.4 27.0 16.3
Number of Traders in Each Category Total Traders: 96
7 12 5 16 8 10 15 17 29 11 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 3,278,346
Positions
245,616 885,959 57,295 1,342,514 401,819 177,365 523,846 883,340 374,153 215,629 201,818 73,526 268,403 223,071
Changes from: January 14, 2014 Total Change is: -125,901
9,921 9,388 -7,545 -8,829 7,451 6,733 -30,303 42,913 -105,629 7,821 -51,069 -3,557 5,488 -24,585
Percent of Open Interest Represented by Each Category of Trader
7.5 27.0 1.7 41.0 12.3 5.4 16.0 26.9 11.4 6.6 6.2 2.2 8.2 6.8
Number of Traders in Each Category Total Traders: 558
41 35 34 111 49 57 92 110 93 66 54 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 105,516
Positions
3,174 57,817 24 58,225 32,899 1,981 30,458 5,672 1,032 543 2,570 0 10,079 3,522
Changes from: January 14, 2014 Total Change is: 1,211
252 989 -8 -241 425 -142 1,685 -607 169 0 -373 0 -504 758
Percent of Open Interest Represented by Each Category of Trader
3.0 54.8 0.0 55.2 31.2 1.9 28.9 5.4 1.0 0.5 2.4 0.0 9.6 3.3
Number of Traders in Each Category Total Traders: 94
5 14 . 40 11 15 15 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 86,947
Positions
11,433 68,118 285 37,577 3,687 1,065 25,076 4,883 1,507 2,037 2,795 790 7,178 3,817
Changes from: January 14, 2014 Total Change is: -1,676
-402 10,358 59 -311 -138 112 -1,459 -8,330 -330 28 -3,342 10 618 -73
Percent of Open Interest Represented by Each Category of Trader
13.1 78.3 0.3 43.2 4.2 1.2 28.8 5.6 1.7 2.3 3.2 0.9 8.3 4.4
Number of Traders in Each Category Total Traders: 227
21 21 6 39 13 9 71 24 14 19 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 434,736
Positions
57,165 340,592 1,425 187,883 18,437 5,323 125,381 24,417 7,535 10,186 13,977 3,948 35,891 19,083
Changes from: January 14, 2014 Total Change is: -8,380
-2,011 51,789 294 -1,556 -691 560 -7,295 -41,651 -1,649 140 -16,712 48 3,089 -367
Percent of Open Interest Represented by Each Category of Trader
13.1 78.3 0.3 43.2 4.2 1.2 28.8 5.6 1.7 2.3 3.2 0.9 8.3 4.4
Number of Traders in Each Category Total Traders: 227
21 21 6 39 13 9 71 24 14 19 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 295,312
Positions
26,346 92,586 5,708 152,503 89,513 11,320 58,790 65,670 7,784 10,450 5,969 496 21,916 16,266
Changes from: January 14, 2014 Total Change is: 521
990 353 -71 167 724 -1,407 662 739 259 -326 -888 9 238 803
Percent of Open Interest Represented by Each Category of Trader
8.9 31.4 1.9 51.6 30.3 3.8 19.9 22.2 2.6 3.5 2.0 0.2 7.4 5.5
Number of Traders in Each Category Total Traders: 245
22 14 4 55 34 25 45 50 17 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 77,289
Positions
5,894 45,302 0 33,998 403 588 17,305 16,112 375 6,594 8,380 0 12,535 6,129
Changes from: January 14, 2014 Total Change is: 1,718
-46 120 0 138 0 16 248 1,485 350 -168 109 0 1,180 -362
Percent of Open Interest Represented by Each Category of Trader
7.6 58.6 0.0 44.0 0.5 0.8 22.4 20.8 0.5 8.5 10.8 0.0 16.2 7.9
Number of Traders in Each Category Total Traders: 87
7 8 0 22 . . 21 10 . 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 108,903
Positions
31,093 12,798 704 11,093 5,860 907 42,951 3,246 708 11,204 4,543 0 10,243 80,137
Changes from: January 14, 2014 Total Change is: 4,148
209 783 68 -476 -196 -13 2,977 -2,578 213 660 -1,225 0 510 7,096
Percent of Open Interest Represented by Each Category of Trader
28.6 11.8 0.6 10.2 5.4 0.8 39.4 3.0 0.7 10.3 4.2 0.0 9.4 73.6
Number of Traders in Each Category Total Traders: 92
20 9 . 10 . . 29 5 7 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 97,357
Positions
2,733 62,714 3,481 51,436 16,051 3,439 24,402 4,203 4,459 1,000 265 0 6,407 2,745
Changes from: January 14, 2014 Total Change is: 2,606
225 2,124 75 1,784 834 31 499 -446 534 0 -642 0 -542 96
Percent of Open Interest Represented by Each Category of Trader
2.8 64.4 3.6 52.8 16.5 3.5 25.1 4.3 4.6 1.0 0.3 0.0 6.6 2.8
Number of Traders in Each Category Total Traders: 93
6 11 . 35 14 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 245,483
Positions
16,055 102,787 2,819 94,753 43,645 46,834 52,053 39,303 2,430 18,732 3,030 275 11,532 4,360
Changes from: January 14, 2014 Total Change is: 2,248
335 491 -15 5,494 397 30 -392 1,909 565 -1,435 -721 -46 -2,288 -362
Percent of Open Interest Represented by Each Category of Trader
6.5 41.9 1.1 38.6 17.8 19.1 21.2 16.0 1.0 7.6 1.2 0.1 4.7 1.8
Number of Traders in Each Category Total Traders: 192
16 25 4 47 24 25 28 22 15 25 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 750,926
Positions
6,505 80,601 18,807 272,300 150,635 128,025 91,037 95,780 52,195 28,876 33,508 4,243 148,937 187,132
Changes from: January 14, 2014 Total Change is: -11,663
508 -6,529 -3,211 -3,891 1,193 -727 -541 -4,052 -2,304 -1,988 4,071 438 52 -543
Percent of Open Interest Represented by Each Category of Trader
0.9 10.7 2.5 36.3 20.1 17.0 12.1 12.8 7.0 3.8 4.5 0.6 19.8 24.9
Number of Traders in Each Category Total Traders: 178
7 19 19 35 38 44 32 27 35 10 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 468,061
Positions
21,965 92,504 57 272,179 24,980 59,317 21,689 172,787 3,123 9,414 24,366 1,630 78,687 89,297
Changes from: January 14, 2014 Total Change is: 587
-472 -6,550 14 -603 3,158 -877 -214 4,117 -358 -99 682 0 3,196 401
Percent of Open Interest Represented by Each Category of Trader
4.7 19.8 0.0 58.2 5.3 12.7 4.6 36.9 0.7 2.0 5.2 0.3 16.8 19.1
Number of Traders in Each Category Total Traders: 84
. 10 . 33 7 19 5 17 9 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 927,818
Positions
81,513 108,014 8,892 217,044 295,398 65,673 270,736 156,039 87,744 66,521 65,558 23,808 105,887 116,692
Changes from: January 14, 2014 Total Change is: 101,312
7,064 17,170 1,858 -3,286 13,379 -1,612 57,404 31,905 30,786 -207 -777 -686 9,990 9,289
Percent of Open Interest Represented by Each Category of Trader
8.8 11.6 1.0 23.4 31.8 7.1 29.2 16.8 9.5 7.2 7.1 2.6 11.4 12.6
Number of Traders in Each Category Total Traders: 216
13 18 9 35 36 28 48 25 30 19 22 7
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 46,720
Positions
11,389 23,824 3,868 400 0 0 25,545 13,954 4,092 473 0 287 666 695
Changes from: January 14, 2014 Total Change is: -543
1,266 -72 401 0 0 0 -1,590 301 168 397 -185 -551 -634 -605
Percent of Open Interest Represented by Each Category of Trader
24.4 51.0 8.3 0.9 0.0 0.0 54.7 29.9 8.8 1.0 0.0 0.6 1.4 1.5
Number of Traders in Each Category Total Traders: 40
5 12 9 . 0 0 7 13 7 . 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,723,077
Positions
145,259 151,807 209,614 583,410 939,665 242,661 672,342 170,530 274,753 228,150 129,513 92,786 274,101 511,747
Changes from: January 14, 2014 Total Change is: 42,960
-12,342 13,889 -5,319 32,679 98,100 -56,386 71,522 -6,116 -11,270 8,390 -12,337 4,244 11,443 18,157
Percent of Open Interest Represented by Each Category of Trader
5.3 5.6 7.7 21.4 34.5 8.9 24.7 6.3 10.1 8.4 4.8 3.4 10.1 18.8
Number of Traders in Each Category Total Traders: 347
24 38 54 40 69 65 67 49 84 24 36 20
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 2,223,786
Positions
145,059 185,684 98,807 626,144 666,875 220,523 604,285 285,601 151,827 124,304 178,002 37,704 215,133 398,763
Changes from: January 14, 2014 Total Change is: 17,565
15,737 26,604 -3,498 1,818 -37,368 -898 -1,526 32,709 480 3,839 5,243 2,059 -447 -7,765
Percent of Open Interest Represented by Each Category of Trader
6.5 8.3 4.4 28.2 30.0 9.9 27.2 12.8 6.8 5.6 8.0 1.7 9.7 17.9
Number of Traders in Each Category Total Traders: 265
13 31 27 28 58 44 37 53 50 16 28 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 280,050
Positions
115,285 78,558 77,799 725 0 990 19,115 27,462 29,141 0 12,393 6,003 30,992 47,704
Changes from: January 14, 2014 Total Change is: 873
7,742 4,662 214 0 -100 47 -5,199 -2,746 -331 0 428 -1,020 -580 -281
Percent of Open Interest Represented by Each Category of Trader
41.2 28.1 27.8 0.3 0.0 0.4 6.8 9.8 10.4 0.0 4.4 2.1 11.1 17.0
Number of Traders in Each Category Total Traders: 60
19 19 23 . 0 . 7 6 11 0 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 is16,597,409
Positions
1,012,206 2,058,982 3,301,888 2,941,431 1,207,023 303,344 692,902 755,283 5,763,321 304,416 549,719 1,441,172 836,730 1,216,678
Changes from: January 14, 2014 Total Change is: 684,349
67,339 -42,662 29,035 3,577 20,003 7,058 7,321 117,736 383,029 24,885 34,234 162,845 -742 -26,930
Percent of Open Interest Represented by Each Category of Trader
6.1 12.4 19.9 17.7 7.3 1.8 4.2 4.6 34.7 1.8 3.3 8.7 5.0 7.3
Number of Traders in Each Category Total Traders: 284
26 54 76 9 26 27 47 68 99 14 33 37
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 55,006
Positions
45,550 1,421 0 3,190 14,156 5,356 879 18,364 27 0 15,547 0 4 135
Changes from: January 14, 2014 Total Change is: 462
882 340 0 500 559 0 -343 -337 27 -600 -125 0 -4 -2
Percent of Open Interest Represented by Each Category of Trader
82.8 2.6 0.0 5.8 25.7 9.7 1.6 33.4 0.0 0.0 28.3 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 50
8 5 0 . 12 . . 12 . 0 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 32,593
Positions
27,826 1,445 0 2,435 10,259 1,962 350 2,621 0 0 16,253 0 20 53
Changes from: January 14, 2014 Total Change is: 230
286 -189 -20 -217 267 200 -20 70 0 0 -91 0 1 -7
Percent of Open Interest Represented by Each Category of Trader
85.4 4.4 0.0 7.5 31.5 6.0 1.1 8.0 0.0 0.0 49.9 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 34
6 . 0 . 10 . . 6 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 51,090
Positions
10,075 8,863 883 8,412 848 614 10,631 35,950 1,699 9,690 685 147 8,940 1,401
Changes from: January 14, 2014 Total Change is: 7,155
126 466 -24 2,257 -268 64 2,341 6,963 261 577 318 32 1,522 -657
Percent of Open Interest Represented by Each Category of Trader
19.7 17.3 1.7 16.5 1.7 1.2 20.8 70.4 3.3 19.0 1.3 0.3 17.5 2.7
Number of Traders in Each Category Total Traders: 151
8 . . 11 4 . 34 21 9 65 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 416,956
Positions
96,529 27,625 44,147 57,531 26,800 20,441 71,082 158,866 48,479 3,428 13,155 53,099 22,220 24,344
Changes from: January 14, 2014 Total Change is: 19,628
646 84 7,078 4,975 -44 166 5,213 1,580 1,408 -5,498 5,075 4,543 1,097 -262
Percent of Open Interest Represented by Each Category of Trader
23.2 6.6 10.6 13.8 6.4 4.9 17.0 38.1 11.6 0.8 3.2 12.7 5.3 5.8
Number of Traders in Each Category Total Traders: 188
25 8 25 9 15 11 36 51 46 9 22 25
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Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 7,177
Positions
369 440 0 2,832 80 274 2,899 4,058 753 0 1,546 0 50 26
Changes from: January 14, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.1 6.1 0.0 39.5 1.1 3.8 40.4 56.5 10.5 0.0 21.5 0.0 0.7 0.4
Number of Traders in Each Category Total Traders: 20
. . 0 5 . . 7 . . 0 . 0
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Updated January 24, 2014