Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 175,096
Positions
83,750 12,621 8,455 14,291 9,903 690 9,625 82,319 12,072 14,038 5,315 2,887 29,286 40,833
Changes from: February 11, 2014 Total Change is: -3,007
-2,454 8,872 213 -139 -6,726 0 181 -3,046 -606 -562 372 -138 497 -1,949
Percent of Open Interest Represented by Each Category of Trader
47.8 7.2 4.8 8.2 5.7 0.4 5.5 47.0 6.9 8.0 3.0 1.6 16.7 23.3
Number of Traders in Each Category Total Traders: 95
10 5 9 4 7 . 17 35 17 10 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 57,202
Positions
9,780 17,298 3,565 900 1,149 0 18,397 16,643 2,284 1,253 1,985 40 20,983 14,237
Changes from: February 11, 2014 Total Change is: 10,062
-111 1,578 2,056 0 0 0 1,993 5,045 331 621 1,360 40 5,132 -348
Percent of Open Interest Represented by Each Category of Trader
17.1 30.2 6.2 1.6 2.0 0.0 32.2 29.1 4.0 2.2 3.5 0.1 36.7 24.9
Number of Traders in Each Category Total Traders: 43
4 10 . . . 0 11 11 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 276,469
Positions
23,844 105,274 11,612 24,304 28,244 1,468 142,975 48,371 22,734 1,389 26,559 5,444 42,699 26,763
Changes from: February 11, 2014 Total Change is: 49,034
3,809 21,919 2,866 349 -2,099 467 23,846 14,541 5,751 201 -1,756 2,503 9,241 4,841
Percent of Open Interest Represented by Each Category of Trader
8.6 38.1 4.2 8.8 10.2 0.5 51.7 17.5 8.2 0.5 9.6 2.0 15.4 9.7
Number of Traders in Each Category Total Traders: 130
11 11 12 10 15 8 43 23 25 5 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 229,950
Positions
85,147 36,492 11,222 22,898 17,657 4,259 44,003 81,432 16,288 25,142 8,673 3,364 17,626 50,561
Changes from: February 11, 2014 Total Change is: 2,930
1,313 -3,094 528 -1,918 -1,147 -3 2,395 2,156 -154 753 1,418 94 -78 3,132
Percent of Open Interest Represented by Each Category of Trader
37.0 15.9 4.9 10.0 7.7 1.9 19.1 35.4 7.1 10.9 3.8 1.5 7.7 22.0
Number of Traders in Each Category Total Traders: 127
9 12 7 8 15 6 26 34 26 5 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 351,315
Positions
90,409 43,382 20,093 40,585 80,092 5,952 81,056 48,795 37,617 17,793 38,417 7,645 50,167 69,323
Changes from: February 11, 2014 Total Change is: 15,646
-9,154 10,794 1,822 284 -872 601 14,058 -3,886 828 688 1,637 1,192 5,326 3,531
Percent of Open Interest Represented by Each Category of Trader
25.7 12.3 5.7 11.6 22.8 1.7 23.1 13.9 10.7 5.1 10.9 2.2 14.3 19.7
Number of Traders in Each Category Total Traders: 206
17 21 19 14 27 15 38 43 37 11 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 123,195
Positions
68,163 8,930 8,540 583 5,545 571 8,138 46,104 8,689 6,003 6,970 3,238 19,270 34,609
Changes from: February 11, 2014 Total Change is: -7,077
-8,973 333 426 35 -57 -15 -641 -6,501 22 1,055 13 111 902 -1,410
Percent of Open Interest Represented by Each Category of Trader
55.3 7.2 6.9 0.5 4.5 0.5 6.6 37.4 7.1 4.9 5.7 2.6 15.6 28.1
Number of Traders in Each Category Total Traders: 85
8 10 7 . 11 4 14 29 17 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 40,408
Positions
21,768 23,295 6,182 1,992 0 0 3,028 4,791 3,184 1,650 0 2,275 329 681
Changes from: February 11, 2014 Total Change is: -1,409
1,813 -1,195 -1,842 -134 0 0 -1,371 1,547 0 0 0 91 34 -10
Percent of Open Interest Represented by Each Category of Trader
53.9 57.6 15.3 4.9 0.0 0.0 7.5 11.9 7.9 4.1 0.0 5.6 0.8 1.7
Number of Traders in Each Category Total Traders: 23
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 131,107
Positions
50,711 53,083 1,463 39,679 973 667 7,455 43,580 20,549 4,360 5,636 353 5,870 4,803
Changes from: February 11, 2014 Total Change is: 3,873
-943 54 1,336 -686 268 512 -4,474 -6,768 8,139 -372 1,405 -160 521 -913
Percent of Open Interest Represented by Each Category of Trader
38.7 40.5 1.1 30.3 0.7 0.5 5.7 33.2 15.7 3.3 4.3 0.3 4.5 3.7
Number of Traders in Each Category Total Traders: 104
7 11 5 4 . . 17 41 8 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 12,651
Positions
7,608 871 3,132 0 509 0 1,215 3,537 151 0 3,055 0 545 1,396
Changes from: February 11, 2014 Total Change is: -3,780
-2,653 505 2 -688 387 0 -494 -4,383 151 0 0 0 -98 -442
Percent of Open Interest Represented by Each Category of Trader
60.1 6.9 24.8 0.0 4.0 0.0 9.6 28.0 1.2 0.0 24.1 0.0 4.3 11.0
Number of Traders in Each Category Total Traders: 20
5 . . 0 . 0 . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 21,517
Positions
1,667 11,949 27 827 209 0 14,158 5,793 724 524 809 0 3,590 2,006
Changes from: February 11, 2014 Total Change is: 2,432
-189 1,347 -2 -18 0 0 2,216 836 -44 -1 397 0 470 -103
Percent of Open Interest Represented by Each Category of Trader
7.7 55.5 0.1 3.8 1.0 0.0 65.8 26.9 3.4 2.4 3.8 0.0 16.7 9.3
Number of Traders in Each Category Total Traders: 58
4 8 . . . 0 19 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 58,327
Positions
17,206 33,681 341 7,216 4,053 529 16,342 8,603 1,690 4,841 1,324 819 9,343 7,289
Changes from: February 11, 2014 Total Change is: -11,004
-6,669 -3,741 -4,225 -686 13 -32 5,860 1,777 -3,793 -248 140 11 -1,222 -1,153
Percent of Open Interest Represented by Each Category of Trader
29.5 57.7 0.6 12.4 6.9 0.9 28.0 14.7 2.9 8.3 2.3 1.4 16.0 12.5
Number of Traders in Each Category Total Traders: 100
20 11 4 11 . 4 23 16 9 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 116,655
Positions
34,413 67,362 682 14,432 8,105 1,058 32,685 17,205 3,380 9,683 2,648 1,638 18,685 14,577
Changes from: February 11, 2014 Total Change is: 4,771
-5,178 5,046 307 559 25 -64 9,320 -1,307 -325 503 280 22 -373 786
Percent of Open Interest Represented by Each Category of Trader
29.5 57.7 0.6 12.4 6.9 0.9 28.0 14.7 2.9 8.3 2.3 1.4 16.0 12.5
Number of Traders in Each Category Total Traders: 100
20 11 4 11 . 4 23 16 9 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 1,023,408
Positions
40,562 176,314 88,194 313,703 101,311 48,770 107,871 200,471 187,423 45,983 56,959 25,254 165,649 138,713
Changes from: February 11, 2014 Total Change is: 33,091
-689 -4,592 12,357 -2,563 -4,647 1,571 837 1,601 14,848 -2,401 1,889 -2,197 11,329 12,261
Percent of Open Interest Represented by Each Category of Trader
4.0 17.2 8.6 30.7 9.9 4.8 10.5 19.6 18.3 4.5 5.6 2.5 16.2 13.6
Number of Traders in Each Category Total Traders: 612
37 39 45 116 54 62 95 135 118 66 70 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 264,173
Positions
55,367 65,112 5,273 61,415 21,450 2,811 22,865 27,367 40,672 7,922 8,522 10,023 57,825 82,943
Changes from: February 11, 2014 Total Change is: 12,622
6,896 -339 188 -669 -421 -980 2,514 3,026 2,957 128 -106 635 953 7,663
Percent of Open Interest Represented by Each Category of Trader
21.0 24.6 2.0 23.2 8.1 1.1 8.7 10.4 15.4 3.0 3.2 3.8 21.9 31.4
Number of Traders in Each Category Total Traders: 110
10 8 5 16 7 10 20 21 35 15 13 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 3,796,178
Positions
261,370 891,402 79,209 1,289,425 427,291 201,809 584,430 1,024,921 574,355 191,165 243,047 75,295 539,120 278,849
Changes from: February 11, 2014 Total Change is: 102,346
17,855 34,519 5,060 3,048 -8,611 238 22,351 23,609 28,724 -12,818 9,804 -13,989 51,877 22,992
Percent of Open Interest Represented by Each Category of Trader
6.9 23.5 2.1 34.0 11.3 5.3 15.4 27.0 15.1 5.0 6.4 2.0 14.2 7.3
Number of Traders in Each Category Total Traders: 577
38 37 39 108 53 56 91 131 111 59 60 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 94,321
Positions
6,565 42,840 31 52,373 36,865 1,908 21,556 5,751 646 726 2,529 0 10,516 3,751
Changes from: February 11, 2014 Total Change is: 1,699
-2,454 3,968 -1 1,517 -1,993 5 3,563 141 11 0 -8 0 -942 -424
Percent of Open Interest Represented by Each Category of Trader
7.0 45.4 0.0 55.5 39.1 2.0 22.9 6.1 0.7 0.8 2.7 0.0 11.1 4.0
Number of Traders in Each Category Total Traders: 90
8 10 . 34 12 13 15 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 93,194
Positions
11,859 63,557 447 37,670 4,192 1,317 25,463 8,381 5,095 1,803 4,371 1,427 8,113 4,407
Changes from: February 11, 2014 Total Change is: 7,005
910 3,250 -11 400 180 7 3,662 644 1,334 319 970 219 164 411
Percent of Open Interest Represented by Each Category of Trader
12.7 68.2 0.5 40.4 4.5 1.4 27.3 9.0 5.5 1.9 4.7 1.5 8.7 4.7
Number of Traders in Each Category Total Traders: 231
22 22 8 36 14 11 60 33 17 16 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 465,970
Positions
59,295 317,787 2,235 188,351 20,958 6,585 127,313 41,906 25,473 9,017 21,854 7,135 40,565 22,036
Changes from: February 11, 2014 Total Change is: 35,025
4,551 16,250 -54 2,000 902 37 18,308 3,218 6,672 1,596 4,850 1,094 820 2,054
Percent of Open Interest Represented by Each Category of Trader
12.7 68.2 0.5 40.4 4.5 1.4 27.3 9.0 5.5 1.9 4.7 1.5 8.7 4.7
Number of Traders in Each Category Total Traders: 231
22 22 8 36 14 11 60 33 17 16 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 296,015
Positions
49,192 42,628 8,788 141,656 125,136 12,300 49,249 77,536 7,335 9,447 6,114 530 17,518 15,647
Changes from: February 11, 2014 Total Change is: 4,459
-5,500 -2,590 753 2,402 599 350 8,963 5,089 1,013 -1,500 -184 -93 -1,928 -477
Percent of Open Interest Represented by Each Category of Trader
16.6 14.4 3.0 47.9 42.3 4.2 16.6 26.2 2.5 3.2 2.1 0.2 5.9 5.3
Number of Traders in Each Category Total Traders: 256
26 10 6 55 40 26 39 60 16 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 68,886
Positions
3,153 45,180 0 31,875 82 751 16,243 14,393 109 5,594 3,691 0 11,161 4,680
Changes from: February 11, 2014 Total Change is: -3,723
-501 65 0 -1,083 82 90 -2,433 -1,630 -36 -304 -1,757 -19 563 -518
Percent of Open Interest Represented by Each Category of Trader
4.6 65.6 0.0 46.3 0.1 1.1 23.6 20.9 0.2 8.1 5.4 0.0 16.2 6.8
Number of Traders in Each Category Total Traders: 71
5 8 0 17 . . 14 11 . 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 115,052
Positions
38,530 10,593 960 13,292 5,461 964 37,959 1,248 3,393 6,179 10,229 3,673 10,102 78,531
Changes from: February 11, 2014 Total Change is: 2,659
3,144 -16 -121 -472 4,132 505 -4,351 -714 1,991 -2,045 -34 3,649 359 -6,733
Percent of Open Interest Represented by Each Category of Trader
33.5 9.2 0.8 11.6 4.7 0.8 33.0 1.1 2.9 5.4 8.9 3.2 8.8 68.3
Number of Traders in Each Category Total Traders: 95
22 7 . 11 . . 32 5 10 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 101,862
Positions
1,739 67,366 5,034 58,410 11,483 3,870 20,675 6,612 4,178 1,512 265 0 6,444 3,054
Changes from: February 11, 2014 Total Change is: 512
-872 2,401 814 -1,166 -1,317 -4 1,626 -1,460 -2 -677 0 0 793 80
Percent of Open Interest Represented by Each Category of Trader
1.7 66.1 4.9 57.3 11.3 3.8 20.3 6.5 4.1 1.5 0.3 0.0 6.3 3.0
Number of Traders in Each Category Total Traders: 92
4 11 . 34 15 13 15 8 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 250,713
Positions
24,299 78,786 4,237 89,287 70,291 48,253 53,290 30,584 2,170 17,537 6,223 779 10,861 9,390
Changes from: February 11, 2014 Total Change is: -7,348
-223 -2,085 -688 6,607 -4,358 -1,610 -12,544 659 85 103 -175 -90 1,012 914
Percent of Open Interest Represented by Each Category of Trader
9.7 31.4 1.7 35.6 28.0 19.2 21.3 12.2 0.9 7.0 2.5 0.3 4.3 3.7
Number of Traders in Each Category Total Traders: 192
18 22 5 44 31 23 27 24 9 21 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 811,461
Positions
2,530 111,554 44,085 282,219 154,783 124,147 84,038 65,843 73,493 20,573 35,508 7,460 172,915 194,588
Changes from: February 11, 2014 Total Change is: -2,644
-1,625 21,330 2,094 2,922 13,738 -25,516 8,985 -15,141 4,838 5,780 -1,970 -1,266 1,144 -751
Percent of Open Interest Represented by Each Category of Trader
0.3 13.7 5.4 34.8 19.1 15.3 10.4 8.1 9.1 2.5 4.4 0.9 21.3 24.0
Number of Traders in Each Category Total Traders: 162
. 18 15 36 32 40 31 26 37 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 452,579
Positions
19,357 90,055 102 252,653 20,009 71,445 18,109 149,585 1,802 8,154 24,165 1,836 79,121 93,579
Changes from: February 11, 2014 Total Change is: -5,963
-11 -11,613 0 -9,416 -2,211 4,577 1,258 -721 -1,308 359 2,403 30 -1,452 2,880
Percent of Open Interest Represented by Each Category of Trader
4.3 19.9 0.0 55.8 4.4 15.8 4.0 33.1 0.4 1.8 5.3 0.4 17.5 20.7
Number of Traders in Each Category Total Traders: 78
. 10 . 34 6 21 . 14 9 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 959,505
Positions
55,253 138,676 36,926 219,285 259,365 81,476 253,041 114,688 127,137 45,582 63,800 26,193 114,612 111,246
Changes from: February 11, 2014 Total Change is: 24,448
-2,636 9,145 12,097 -6,536 13,547 228 23,166 -26,702 5,426 -9,991 695 623 2,071 9,388
Percent of Open Interest Represented by Each Category of Trader
5.8 14.5 3.8 22.9 27.0 8.5 26.4 12.0 13.3 4.8 6.6 2.7 11.9 11.6
Number of Traders in Each Category Total Traders: 225
13 24 11 37 37 36 49 25 34 15 24 9
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Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 45,919
Positions
10,972 16,331 9,891 500 0 0 15,059 9,980 9,380 0 0 0 117 337
Changes from: February 11, 2014 Total Change is: -798
5,174 1,226 -1,892 -300 0 -500 -2,945 483 -412 0 0 0 77 297
Percent of Open Interest Represented by Each Category of Trader
23.9 35.6 21.5 1.1 0.0 0.0 32.8 21.7 20.4 0.0 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 41
9 8 7 . 0 0 10 13 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 3,068,183
Positions
162,346 205,125 276,114 627,693 916,997 327,144 673,101 214,175 357,446 224,716 185,606 113,768 305,857 471,809
Changes from: February 11, 2014 Total Change is: -20,118
-42,426 18,830 399 6,893 30,930 9 61,339 -24,611 -71,642 -20,237 18,505 12,646 32,900 -5,185
Percent of Open Interest Represented by Each Category of Trader
5.3 6.7 9.0 20.5 29.9 10.7 21.9 7.0 11.7 7.3 6.0 3.7 10.0 15.4
Number of Traders in Each Category Total Traders: 369
24 45 59 43 71 68 61 60 82 18 47 23
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Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 2,345,706
Positions
115,471 239,696 121,801 687,136 498,136 287,892 476,019 330,589 254,803 130,140 215,508 41,620 230,823 355,661
Changes from: February 11, 2014 Total Change is: 91,769
-952 31,270 8,413 6,460 7,668 15,691 37,674 -246 36,858 -9,869 -4,079 4,496 -7,002 -8,301
Percent of Open Interest Represented by Each Category of Trader
4.9 10.2 5.2 29.3 21.2 12.3 20.3 14.1 10.9 5.5 9.2 1.8 9.8 15.2
Number of Traders in Each Category Total Traders: 273
11 36 25 28 58 44 41 53 53 16 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 315,545
Positions
135,446 108,028 70,720 705 3,088 2,944 22,618 15,376 42,892 114 17,332 9,196 30,909 45,969
Changes from: February 11, 2014 Total Change is: 20,967
5,463 7,881 6,390 -14 233 189 427 -1,034 5,768 114 -1,392 2,468 161 464
Percent of Open Interest Represented by Each Category of Trader
42.9 34.2 22.4 0.2 1.0 0.9 7.2 4.9 13.6 0.0 5.5 2.9 9.8 14.6
Number of Traders in Each Category Total Traders: 69
14 25 27 . . . 9 7 13 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 is16,061,340
Positions
1,174,994 2,613,210 3,080,844 2,840,764 607,366 266,103 786,207 862,723 5,529,314 168,895 597,648 1,288,565 925,656 1,215,568
Changes from: February 11, 2014 Total Change is: -263,110
1,589 26,173 -53,787 12,042 -103,892 -4,649 6,188 14,864 -122,061 -42,457 40,574 -100,052 40,076 39,720
Percent of Open Interest Represented by Each Category of Trader
7.3 16.3 19.2 17.7 3.8 1.7 4.9 5.4 34.4 1.1 3.7 8.0 5.8 7.6
Number of Traders in Each Category Total Traders: 290
24 67 85 8 27 27 46 67 91 12 32 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 45,168
Positions
35,371 1,144 0 3,761 11,946 5,336 633 17,912 0 0 8,647 0 67 183
Changes from: February 11, 2014 Total Change is: -444
-640 0 0 0 -472 0 202 -318 0 0 334 0 -6 12
Percent of Open Interest Represented by Each Category of Trader
78.3 2.5 0.0 8.3 26.4 11.8 1.4 39.7 0.0 0.0 19.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 48
10 . 0 4 11 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 26,983
Positions
21,629 2,634 0 2,358 6,011 1,940 586 3,855 405 0 12,023 0 65 115
Changes from: February 11, 2014 Total Change is: 210
157 -382 -40 4 107 -4 546 -179 25 -510 684 0 32 -1
Percent of Open Interest Represented by Each Category of Trader
80.2 9.8 0.0 8.7 22.3 7.2 2.2 14.3 1.5 0.0 44.6 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 36
7 . 0 . 9 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,326
Positions
10,303 8,379 751 6,706 3,291 397 7,695 31,284 2,050 12,966 1,635 44 9,413 2,494
Changes from: February 11, 2014 Total Change is: 2,349
-309 210 -0 -2,247 2,799 -19 900 -2,699 529 2,861 1,054 7 627 468
Percent of Open Interest Represented by Each Category of Trader
20.5 16.6 1.5 13.3 6.5 0.8 15.3 62.2 4.1 25.8 3.2 0.1 18.7 5.0
Number of Traders in Each Category Total Traders: 162
6 4 . 10 5 . 20 33 10 72 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 409,111
Positions
80,551 68,125 57,515 28,079 19,588 33,781 66,828 90,345 64,114 13,687 5,888 44,405 20,151 25,350
Changes from: February 11, 2014 Total Change is: 30,260
2,693 -7,462 6,431 400 5,511 4,278 18,351 -3,995 1,742 -27,553 -1,963 25,113 -1,195 605
Percent of Open Interest Represented by Each Category of Trader
19.7 16.7 14.1 6.9 4.8 8.3 16.3 22.1 15.7 3.3 1.4 10.9 4.9 6.2
Number of Traders in Each Category Total Traders: 185
24 9 25 7 13 13 45 41 58 20 12 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 9,349
Positions
465 514 0 3,844 80 452 3,105 7,481 753 700 0 0 30 69
Changes from: February 11, 2014 Total Change is: 389
283 0 0 -22 0 -6 134 351 0 0 0 0 0 44
Percent of Open Interest Represented by Each Category of Trader
5.0 5.5 0.0 41.1 0.9 4.8 33.2 80.0 8.1 7.5 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 21
. . 0 4 . . 7 4 . . 0 0
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Updated February 21, 2014