Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 187,555
Positions
84,161 3,593 11,349 12,834 16,341 1,297 12,830 87,694 13,079 12,856 5,427 3,779 35,371 44,997
Changes from: January 21, 2014 Total Change is: -6,164
-10,612 1,281 2,066 20 602 225 -6,655 -11,859 2,086 1,872 1,430 167 4,666 -2,162
Percent of Open Interest Represented by Each Category of Trader
44.9 1.9 6.1 6.8 8.7 0.7 6.8 46.8 7.0 6.9 2.9 2.0 18.9 24.0
Number of Traders in Each Category Total Traders: 90
12 5 7 5 7 4 19 27 16 11 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 44,751
Positions
8,449 14,898 1,731 900 1,243 0 15,499 10,140 1,408 1,050 1,207 85 15,629 14,039
Changes from: January 21, 2014 Total Change is: -696
-2,680 1,726 -200 0 12 0 -799 676 36 418 -1,623 85 2,443 -1,409
Percent of Open Interest Represented by Each Category of Trader
18.9 33.3 3.9 2.0 2.8 0.0 34.6 22.7 3.1 2.3 2.7 0.2 34.9 31.4
Number of Traders in Each Category Total Traders: 45
6 8 . . . 0 11 13 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 247,233
Positions
17,532 98,914 8,107 25,030 27,956 2,723 128,207 36,398 18,843 1,330 25,564 3,660 41,801 25,068
Changes from: January 21, 2014 Total Change is: 18,631
2,983 14,533 1,710 -1,655 675 641 7,636 -4,539 5,405 -990 -110 1,201 1,701 -884
Percent of Open Interest Represented by Each Category of Trader
7.1 40.0 3.3 10.1 11.3 1.1 51.9 14.7 7.6 0.5 10.3 1.5 16.9 10.1
Number of Traders in Each Category Total Traders: 120
6 11 9 10 16 9 43 19 23 . 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 240,507
Positions
83,170 29,986 13,134 25,612 18,343 5,112 43,051 87,456 20,588 25,524 11,625 4,162 20,154 50,100
Changes from: January 21, 2014 Total Change is: -10,195
-22,664 13,533 2,358 2,316 -1,937 883 2,038 -22,813 2,669 333 -2,670 280 1,591 -2,500
Percent of Open Interest Represented by Each Category of Trader
34.6 12.5 5.5 10.6 7.6 2.1 17.9 36.4 8.6 10.6 4.8 1.7 8.4 20.8
Number of Traders in Each Category Total Traders: 140
8 13 6 13 16 12 22 43 26 6 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 319,053
Positions
69,880 36,488 18,278 40,892 70,594 6,485 79,676 42,172 34,128 18,289 34,504 6,878 44,547 69,525
Changes from: January 21, 2014 Total Change is: 4,611
806 9,951 868 469 5,113 470 1,400 -10,360 469 -775 4,554 -351 1,253 -6,104
Percent of Open Interest Represented by Each Category of Trader
21.9 11.4 5.7 12.8 22.1 2.0 25.0 13.2 10.7 5.7 10.8 2.2 14.0 21.8
Number of Traders in Each Category Total Traders: 201
16 18 16 15 25 16 40 39 39 17 31 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 162,895
Positions
101,109 5,914 10,138 578 5,840 513 12,665 76,638 10,271 4,830 8,341 4,941 17,850 40,300
Changes from: January 21, 2014 Total Change is: 1,294
4,912 718 1,114 -51 200 -36 -2,712 -1,035 1,782 -1,925 622 365 -2,155 -2,436
Percent of Open Interest Represented by Each Category of Trader
62.1 3.6 6.2 0.4 3.6 0.3 7.8 47.0 6.3 3.0 5.1 3.0 11.0 24.7
Number of Traders in Each Category Total Traders: 97
12 7 7 . 10 5 20 29 16 9 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 38,646
Positions
19,757 25,108 7,195 2,205 0 0 2,099 386 3,185 1,650 0 2,184 371 588
Changes from: January 21, 2014 Total Change is: 232
1,099 1 0 4 0 0 -760 255 1 0 0 0 -112 -25
Percent of Open Interest Represented by Each Category of Trader
51.1 65.0 18.6 5.7 0.0 0.0 5.4 1.0 8.2 4.3 0.0 5.7 1.0 1.5
Number of Traders in Each Category Total Traders: 21
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 133,039
Positions
49,344 52,819 209 41,558 791 0 23,693 63,346 4,713 8,105 4,770 197 5,220 6,194
Changes from: January 21, 2014 Total Change is: 11,897
12,965 -2,566 -406 4 3 0 4,945 13,582 108 -5,235 60 197 -681 919
Percent of Open Interest Represented by Each Category of Trader
37.1 39.7 0.2 31.2 0.6 0.0 17.8 47.6 3.5 6.1 3.6 0.1 3.9 4.7
Number of Traders in Each Category Total Traders: 112
7 9 4 4 . 0 21 47 6 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 12,527
Positions
6,564 366 3,273 666 122 0 1,445 3,998 8 0 3,055 0 571 1,705
Changes from: January 21, 2014 Total Change is: 178
740 0 144 3 122 0 -432 -208 -322 0 0 0 45 442
Percent of Open Interest Represented by Each Category of Trader
52.4 2.9 26.1 5.3 1.0 0.0 11.5 31.9 0.1 0.0 24.4 0.0 4.6 13.6
Number of Traders in Each Category Total Traders: 23
7 . . . . 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 21,796
Positions
899 11,227 3 1,152 209 0 14,609 6,240 774 890 1,114 0 3,469 2,229
Changes from: January 21, 2014 Total Change is: -1,021
-42 336 3 -90 0 0 -702 -2,071 212 -204 405 0 -198 94
Percent of Open Interest Represented by Each Category of Trader
4.1 51.5 0.0 5.3 1.0 0.0 67.0 28.6 3.6 4.1 5.1 0.0 15.9 10.2
Number of Traders in Each Category Total Traders: 58
. 9 . . . 0 17 13 . 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 64,108
Positions
18,126 41,816 190 7,079 4,072 646 22,435 6,014 2,185 4,649 1,662 744 8,055 6,779
Changes from: January 21, 2014 Total Change is: -3,887
1,812 -4,020 -11 -87 -2 188 -6,032 819 940 420 -297 168 -1,283 -1,671
Percent of Open Interest Represented by Each Category of Trader
28.3 65.2 0.3 11.0 6.4 1.0 35.0 9.4 3.4 7.3 2.6 1.2 12.6 10.6
Number of Traders in Each Category Total Traders: 103
20 12 4 10 . 4 31 12 11 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 128,217
Positions
36,252 83,632 379 14,158 8,144 1,291 44,869 12,029 4,371 9,297 3,324 1,489 16,110 13,558
Changes from: January 21, 2014 Total Change is: -7,773
3,623 -8,040 -22 -174 -3 375 -12,065 1,638 1,880 840 -594 335 -2,566 -3,343
Percent of Open Interest Represented by Each Category of Trader
28.3 65.2 0.3 11.0 6.4 1.0 35.0 9.4 3.4 7.3 2.6 1.2 12.6 10.6
Number of Traders in Each Category Total Traders: 103
20 12 4 10 . 4 31 12 11 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 904,904
Positions
44,007 216,419 45,512 311,270 108,271 45,086 112,900 178,379 146,802 48,948 50,154 25,747 124,632 88,534
Changes from: January 21, 2014 Total Change is: 57,949
-4,575 -16,542 14,322 -14,928 6,327 5,386 7,535 1,160 31,786 -3,413 183 2,498 19,338 12,828
Percent of Open Interest Represented by Each Category of Trader
4.9 23.9 5.0 34.4 12.0 5.0 12.5 19.7 16.2 5.4 5.5 2.8 13.8 9.8
Number of Traders in Each Category Total Traders: 605
44 31 38 113 58 64 98 118 107 77 65 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 217,295
Positions
25,721 71,498 5,463 59,921 22,321 2,209 14,971 15,599 37,415 9,211 9,490 8,315 54,070 44,985
Changes from: January 21, 2014 Total Change is: 26,009
10,632 99 1,362 1,013 -470 -806 673 1,347 10,931 -165 -258 -89 2,457 13,893
Percent of Open Interest Represented by Each Category of Trader
11.8 32.9 2.5 27.6 10.3 1.0 6.9 7.2 17.2 4.2 4.4 3.8 24.9 20.7
Number of Traders in Each Category Total Traders: 95
7 11 6 16 7 9 17 17 30 11 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 3,438,046
Positions
229,054 862,233 62,620 1,263,655 436,654 207,477 564,783 889,034 471,799 203,114 207,747 82,736 352,808 217,746
Changes from: January 21, 2014 Total Change is: 159,700
-16,561 -23,726 5,324 -78,859 34,835 30,113 40,937 5,695 97,646 -12,515 5,928 9,211 84,404 -5,325
Percent of Open Interest Represented by Each Category of Trader
6.7 25.1 1.8 36.8 12.7 6.0 16.4 25.9 13.7 5.9 6.0 2.4 10.3 6.3
Number of Traders in Each Category Total Traders: 572
43 30 34 106 55 60 97 112 102 69 60 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 104,254
Positions
5,249 53,015 2 54,733 35,663 1,861 27,713 5,222 3,053 1,237 2,545 0 10,407 2,894
Changes from: January 21, 2014 Total Change is: -1,262
2,075 -4,802 -22 -3,492 2,764 -120 -2,745 -450 2,021 694 -25 0 327 -628
Percent of Open Interest Represented by Each Category of Trader
5.0 50.9 0.0 52.5 34.2 1.8 26.6 5.0 2.9 1.2 2.4 0.0 10.0 2.8
Number of Traders in Each Category Total Traders: 97
7 12 . 38 11 13 18 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 88,646
Positions
10,171 67,382 374 37,117 4,865 1,065 26,606 6,404 1,767 1,641 2,696 967 8,938 3,126
Changes from: January 21, 2014 Total Change is: 1,699
-1,262 -736 89 -459 1,178 1 1,530 1,521 260 -396 -99 177 1,760 -691
Percent of Open Interest Represented by Each Category of Trader
11.5 76.0 0.4 41.9 5.5 1.2 30.0 7.2 2.0 1.9 3.0 1.1 10.1 3.5
Number of Traders in Each Category Total Traders: 217
19 21 7 36 14 10 71 24 15 18 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 443,230
Positions
50,855 336,911 1,870 185,586 24,327 5,326 133,029 32,021 8,833 8,207 13,479 4,835 44,690 15,628
Changes from: January 21, 2014 Total Change is: 8,494
-6,310 -3,681 445 -2,297 5,890 3 7,648 7,604 1,299 -1,979 -497 887 8,799 -3,455
Percent of Open Interest Represented by Each Category of Trader
11.5 76.0 0.4 41.9 5.5 1.2 30.0 7.2 2.0 1.9 3.0 1.1 10.1 3.5
Number of Traders in Each Category Total Traders: 217
19 21 7 36 14 10 71 24 15 18 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 296,959
Positions
30,415 86,694 5,974 144,699 91,068 16,164 57,902 67,210 8,587 11,510 5,508 540 21,168 15,213
Changes from: January 21, 2014 Total Change is: 1,647
4,069 -5,892 266 -7,804 1,555 4,844 -888 1,540 803 1,060 -461 44 -748 -1,053
Percent of Open Interest Represented by Each Category of Trader
10.2 29.2 2.0 48.7 30.7 5.4 19.5 22.6 2.9 3.9 1.9 0.2 7.1 5.1
Number of Traders in Each Category Total Traders: 248
26 13 5 58 34 28 45 49 16 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 67,980
Positions
4,474 45,187 0 32,719 835 477 13,346 10,710 0 5,301 7,719 0 11,663 3,052
Changes from: January 21, 2014 Total Change is: -9,309
-1,420 -115 0 -1,279 432 -111 -3,959 -5,402 -375 -1,293 -661 0 -872 -3,077
Percent of Open Interest Represented by Each Category of Trader
6.6 66.5 0.0 48.1 1.2 0.7 19.6 15.8 0.0 7.8 11.4 0.0 17.2 4.5
Number of Traders in Each Category Total Traders: 81
6 8 0 20 . . 21 8 0 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 106,629
Positions
29,824 14,575 709 11,365 6,149 908 40,638 2,817 1,535 11,588 5,696 95 9,967 74,145
Changes from: January 21, 2014 Total Change is: -2,274
-1,269 1,777 5 272 289 1 -2,313 -429 827 384 1,153 95 -276 -5,992
Percent of Open Interest Represented by Each Category of Trader
28.0 13.7 0.7 10.7 5.8 0.9 38.1 2.6 1.4 10.9 5.3 0.1 9.3 69.5
Number of Traders in Each Category Total Traders: 95
17 10 4 11 . . 34 6 7 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 105,614
Positions
2,605 66,697 4,187 56,889 18,169 3,580 24,980 5,311 4,683 1,288 265 0 7,402 2,722
Changes from: January 21, 2014 Total Change is: 8,257
-128 3,983 706 5,453 2,118 141 578 1,108 224 288 0 0 995 -23
Percent of Open Interest Represented by Each Category of Trader
2.5 63.2 4.0 53.9 17.2 3.4 23.7 5.0 4.4 1.2 0.3 0.0 7.0 2.6
Number of Traders in Each Category Total Traders: 92
5 11 . 33 15 14 17 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 256,803
Positions
18,478 99,496 3,424 89,028 59,986 45,905 67,779 32,947 2,104 17,162 3,048 460 12,463 9,433
Changes from: January 21, 2014 Total Change is: 11,320
2,423 -3,291 605 -5,725 16,341 -929 15,726 -6,356 -326 -1,570 18 185 931 5,073
Percent of Open Interest Represented by Each Category of Trader
7.2 38.7 1.3 34.7 23.4 17.9 26.4 12.8 0.8 6.7 1.2 0.2 4.9 3.7
Number of Traders in Each Category Total Traders: 190
19 24 . 43 30 24 28 20 11 20 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 746,694
Positions
2,843 94,818 17,890 276,523 133,605 137,605 89,795 102,090 46,507 23,211 35,590 4,988 147,331 173,599
Changes from: January 21, 2014 Total Change is: -4,232
-3,662 14,217 -917 4,223 -17,030 9,580 -1,242 6,310 -5,688 -5,666 2,083 746 -1,607 -13,532
Percent of Open Interest Represented by Each Category of Trader
0.4 12.7 2.4 37.0 17.9 18.4 12.0 13.7 6.2 3.1 4.8 0.7 19.7 23.2
Number of Traders in Each Category Total Traders: 171
5 15 15 36 36 43 34 28 33 8 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 466,626
Positions
25,361 104,449 100 265,888 23,716 60,774 19,596 164,510 2,506 9,383 21,303 1,630 81,389 87,638
Changes from: January 21, 2014 Total Change is: -1,435
3,396 11,945 43 -6,291 -1,264 1,457 -2,093 -8,277 -617 -31 -3,063 0 2,702 -1,659
Percent of Open Interest Represented by Each Category of Trader
5.4 22.4 0.0 57.0 5.1 13.0 4.2 35.3 0.5 2.0 4.6 0.3 17.4 18.8
Number of Traders in Each Category Total Traders: 81
. 9 . 33 6 19 4 17 8 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 968,734
Positions
73,848 117,777 9,172 210,246 301,441 72,585 306,297 160,058 102,277 57,317 61,283 25,615 111,378 118,525
Changes from: January 21, 2014 Total Change is: 40,916
-7,666 9,763 280 -6,798 6,043 6,912 35,561 4,020 14,533 -9,204 -4,275 1,807 5,492 1,833
Percent of Open Interest Represented by Each Category of Trader
7.6 12.2 0.9 21.7 31.1 7.5 31.6 16.5 10.6 5.9 6.3 2.6 11.5 12.2
Number of Traders in Each Category Total Traders: 212
11 20 10 33 37 30 48 23 31 18 21 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 48,703
Positions
7,754 26,779 5,160 400 0 0 31,168 12,501 3,874 0 12 303 44 74
Changes from: January 21, 2014 Total Change is: 1,983
-3,635 2,955 1,292 0 0 0 5,623 -1,453 -218 -473 12 16 -622 -621
Percent of Open Interest Represented by Each Category of Trader
15.9 55.0 10.6 0.8 0.0 0.0 64.0 25.7 8.0 0.0 0.0 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 40
4 12 9 . 0 0 8 13 11 0 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 2,776,132
Positions
155,427 166,090 180,751 562,875 978,149 236,761 751,771 190,933 300,562 221,496 170,847 77,991 288,499 474,049
Changes from: January 21, 2014 Total Change is: 53,055
10,167 14,283 -28,863 -20,535 38,483 -5,900 79,429 20,403 25,809 -6,654 41,334 -14,795 14,398 -37,698
Percent of Open Interest Represented by Each Category of Trader
5.6 6.0 6.5 20.3 35.2 8.5 27.1 6.9 10.8 8.0 6.2 2.8 10.4 17.1
Number of Traders in Each Category Total Traders: 347
22 33 47 42 69 64 68 53 86 20 40 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 2,174,207
Positions
114,814 228,397 72,136 633,903 542,348 273,848 543,272 295,110 136,448 134,250 207,982 40,465 225,071 377,474
Changes from: January 21, 2014 Total Change is: -49,579
-30,245 42,713 -26,672 7,759 -124,528 53,325 -61,012 9,509 -15,379 9,945 29,979 2,761 9,938 -21,289
Percent of Open Interest Represented by Each Category of Trader
5.3 10.5 3.3 29.2 24.9 12.6 25.0 13.6 6.3 6.2 9.6 1.9 10.4 17.4
Number of Traders in Each Category Total Traders: 264
10 29 21 30 57 45 40 56 61 12 29 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 291,905
Positions
120,163 78,237 80,988 719 769 1,067 22,317 23,968 30,234 968 16,821 6,176 29,273 53,644
Changes from: January 21, 2014 Total Change is: 11,855
4,878 -321 3,189 -6 769 77 3,202 -3,494 1,093 968 4,428 173 -1,719 5,940
Percent of Open Interest Represented by Each Category of Trader
41.2 26.8 27.7 0.2 0.3 0.4 7.6 8.2 10.4 0.3 5.8 2.1 10.0 18.4
Number of Traders in Each Category Total Traders: 62
18 18 26 . . . 6 8 11 . 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 is16,383,475
Positions
975,976 2,257,977 3,293,852 2,910,258 1,089,408 278,566 703,029 636,232 5,694,245 297,303 575,411 1,429,677 800,570 1,128,106
Changes from: January 21, 2014 Total Change is: -213,935
-36,230 198,995 -8,036 -31,173 -117,615 -24,777 10,126 -119,051 -69,076 -7,114 25,692 -11,495 -36,161 -88,572
Percent of Open Interest Represented by Each Category of Trader
6.0 13.8 20.1 17.8 6.6 1.7 4.3 3.9 34.8 1.8 3.5 8.7 4.9 6.9
Number of Traders in Each Category Total Traders: 287
25 59 80 9 27 28 51 66 95 19 25 35
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Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 54,477
Positions
45,061 1,401 0 3,249 13,768 5,347 618 17,881 152 0 15,737 0 50 191
Changes from: January 21, 2014 Total Change is: -529
-489 -20 0 59 -388 -9 -261 -483 125 0 190 0 46 56
Percent of Open Interest Represented by Each Category of Trader
82.7 2.6 0.0 6.0 25.3 9.8 1.1 32.8 0.3 0.0 28.9 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 47
7 4 0 4 10 . . 12 . 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 33,770
Positions
28,836 2,157 0 2,370 9,862 1,977 558 2,587 20 0 17,108 0 9 59
Changes from: January 21, 2014 Total Change is: 1,177
1,010 712 0 -65 -397 15 208 -34 20 0 855 0 -11 6
Percent of Open Interest Represented by Each Category of Trader
85.4 6.4 0.0 7.0 29.2 5.9 1.7 7.7 0.1 0.0 50.7 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 36
6 . 0 . 10 . . 7 . 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 49,978
Positions
10,069 8,284 888 7,940 619 552 8,900 34,911 1,938 10,975 553 111 8,603 2,120
Changes from: January 21, 2014 Total Change is: -1,112
-6 -579 5 -471 -229 -62 -1,731 -1,039 240 1,285 -132 -35 -337 719
Percent of Open Interest Represented by Each Category of Trader
20.1 16.6 1.8 15.9 1.2 1.1 17.8 69.9 3.9 22.0 1.1 0.2 17.2 4.2
Number of Traders in Each Category Total Traders: 150
7 . . 11 4 . 22 32 8 66 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 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 376,043
Positions
94,932 25,094 36,407 42,946 21,141 20,332 55,983 144,172 52,877 4,938 6,824 45,403 22,225 23,793
Changes from: January 21, 2014 Total Change is: -40,913
-1,597 -2,531 -7,740 -14,585 -5,659 -109 -15,099 -14,694 4,398 1,510 -6,331 -7,696 5 -551
Percent of Open Interest Represented by Each Category of Trader
25.2 6.7 9.7 11.4 5.6 5.4 14.9 38.3 14.1 1.3 1.8 12.1 5.9 6.3
Number of Traders in Each Category Total Traders: 167
25 7 22 9 12 11 39 33 44 12 15 26
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Updated January 31, 2014