Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 165,453
Positions
72,400 13,978 10,857 14,722 6,834 545 6,792 72,843 12,352 14,139 6,441 2,882 30,763 38,720
Changes from: February 18, 2014 Total Change is: -9,643
-11,350 1,356 2,402 431 -3,069 -145 -2,833 -9,475 280 101 1,127 -5 1,476 -2,113
Percent of Open Interest Represented by Each Category of Trader
43.8 8.4 6.6 8.9 4.1 0.3 4.1 44.0 7.5 8.5 3.9 1.7 18.6 23.4
Number of Traders in Each Category Total Traders: 87
10 5 8 4 7 . 16 27 14 10 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 61,566
Positions
9,439 19,968 3,775 900 1,180 0 23,176 17,962 2,628 2,038 1,831 42 19,568 14,180
Changes from: February 18, 2014 Total Change is: 4,365
-341 2,670 210 0 31 0 4,780 1,319 344 785 -154 2 -1,415 -57
Percent of Open Interest Represented by Each Category of Trader
15.3 32.4 6.1 1.5 1.9 0.0 37.6 29.2 4.3 3.3 3.0 0.1 31.8 23.0
Number of Traders in Each Category Total Traders: 49
. 11 . . . 0 17 10 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 286,197
Positions
23,276 115,775 13,552 25,120 28,066 1,266 143,356 43,525 30,764 1,706 25,040 5,081 42,076 23,128
Changes from: February 18, 2014 Total Change is: 9,727
-568 10,501 1,940 816 -178 -203 380 -4,846 8,031 317 -1,520 -363 -623 -3,635
Percent of Open Interest Represented by Each Category of Trader
8.1 40.5 4.7 8.8 9.8 0.4 50.1 15.2 10.7 0.6 8.7 1.8 14.7 8.1
Number of Traders in Each Category Total Traders: 127
11 12 12 10 16 7 44 18 25 4 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 234,528
Positions
89,513 38,750 11,633 21,199 18,285 4,591 42,581 83,944 16,956 25,624 9,094 3,553 18,878 47,722
Changes from: February 18, 2014 Total Change is: 4,578
4,367 2,258 410 -1,699 628 331 -1,422 2,512 668 482 421 188 1,252 -2,839
Percent of Open Interest Represented by Each Category of Trader
38.2 16.5 5.0 9.0 7.8 2.0 18.2 35.8 7.2 10.9 3.9 1.5 8.0 20.3
Number of Traders in Each Category Total Traders: 128
9 12 7 7 18 8 28 31 25 4 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 358,086
Positions
88,752 49,453 19,947 42,002 82,452 6,283 84,355 46,734 40,039 18,760 37,712 7,801 50,147 67,664
Changes from: February 18, 2014 Total Change is: 6,771
-1,657 6,072 -145 1,417 2,360 331 3,299 -2,061 2,422 967 -705 156 -19 -1,659
Percent of Open Interest Represented by Each Category of Trader
24.8 13.8 5.6 11.7 23.0 1.8 23.6 13.1 11.2 5.2 10.5 2.2 14.0 18.9
Number of Traders in Each Category Total Traders: 211
16 22 18 16 27 17 39 44 38 12 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 119,177
Positions
63,621 9,786 8,310 632 4,681 653 9,127 42,201 8,387 6,146 6,332 3,253 19,048 35,575
Changes from: February 18, 2014 Total Change is: -4,018
-4,542 855 -229 49 -863 82 989 -3,903 -302 143 -638 15 -222 966
Percent of Open Interest Represented by Each Category of Trader
53.4 8.2 7.0 0.5 3.9 0.5 7.7 35.4 7.0 5.2 5.3 2.7 16.0 29.9
Number of Traders in Each Category Total Traders: 81
7 11 7 . 8 . 16 25 15 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 39,607
Positions
21,267 23,340 6,182 1,984 0 0 2,670 3,924 3,185 1,650 0 2,275 394 701
Changes from: February 18, 2014 Total Change is: -801
-501 45 0 -8 0 0 -358 -867 1 0 0 0 65 20
Percent of Open Interest Represented by Each Category of Trader
53.7 58.9 15.6 5.0 0.0 0.0 6.7 9.9 8.0 4.2 0.0 5.7 1.0 1.8
Number of Traders in Each Category Total Traders: 20
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 128,551
Positions
48,866 53,435 1,315 39,536 1,784 266 8,429 42,946 18,531 4,898 4,306 1,063 5,647 4,905
Changes from: February 18, 2014 Total Change is: -2,556
-1,845 352 -148 -143 811 -401 974 -634 -2,017 538 -1,330 710 -223 101
Percent of Open Interest Represented by Each Category of Trader
38.0 41.6 1.0 30.8 1.4 0.2 6.6 33.4 14.4 3.8 3.3 0.8 4.4 3.8
Number of Traders in Each Category Total Traders: 106
7 9 . . 5 . 19 38 10 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 14,406
Positions
6,121 3,961 3,319 0 760 0 4,104 2,314 253 0 3,055 0 609 744
Changes from: February 18, 2014 Total Change is: 1,755
-1,487 3,090 187 0 251 0 2,889 -1,223 102 0 0 0 64 -652
Percent of Open Interest Represented by Each Category of Trader
42.5 27.5 23.0 0.0 5.3 0.0 28.5 16.1 1.8 0.0 21.2 0.0 4.2 5.2
Number of Traders in Each Category Total Traders: 23
4 5 4 0 . 0 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 22,143
Positions
1,042 13,375 14 848 207 0 15,468 5,032 583 524 796 0 3,664 2,136
Changes from: February 18, 2014 Total Change is: 626
-625 1,426 -13 21 -2 0 1,310 -761 -141 0 -13 0 74 130
Percent of Open Interest Represented by Each Category of Trader
4.7 60.4 0.1 3.8 0.9 0.0 69.9 22.7 2.6 2.4 3.6 0.0 16.5 9.6
Number of Traders in Each Category Total Traders: 56
. 8 . . . 0 21 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 62,143
Positions
16,746 39,831 373 7,434 4,176 629 21,010 6,938 1,067 4,217 1,445 716 9,951 6,968
Changes from: February 18, 2014 Total Change is: 3,815
-460 6,150 32 218 123 100 4,668 -1,665 -623 -624 122 -103 608 -320
Percent of Open Interest Represented by Each Category of Trader
26.9 64.1 0.6 12.0 6.7 1.0 33.8 11.2 1.7 6.8 2.3 1.2 16.0 11.2
Number of Traders in Each Category Total Traders: 98
18 13 6 10 . 4 24 15 6 7 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 124,285
Positions
33,492 79,663 746 14,868 8,351 1,258 42,020 13,875 2,134 8,434 2,891 1,432 19,902 13,936
Changes from: February 18, 2014 Total Change is: 7,630
-921 12,301 64 436 246 200 9,335 -3,330 -1,246 -1,249 243 -206 1,217 -641
Percent of Open Interest Represented by Each Category of Trader
26.9 64.1 0.6 12.0 6.7 1.0 33.8 11.2 1.7 6.8 2.3 1.2 16.0 11.2
Number of Traders in Each Category Total Traders: 98
18 13 6 10 . 4 24 15 6 7 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 1,010,691
Positions
41,083 171,073 96,149 299,700 104,255 51,660 100,678 190,441 173,580 48,525 56,892 23,923 175,393 142,717
Changes from: February 18, 2014 Total Change is: -12,718
520 -5,241 7,955 -14,003 2,944 2,890 -7,193 -10,030 -13,842 2,541 -67 -1,330 9,744 4,004
Percent of Open Interest Represented by Each Category of Trader
4.1 16.9 9.5 29.7 10.3 5.1 10.0 18.8 17.2 4.8 5.6 2.4 17.4 14.1
Number of Traders in Each Category Total Traders: 602
38 39 42 112 55 65 88 137 114 69 63 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 267,684
Positions
64,899 66,189 3,694 60,249 21,277 2,804 24,426 31,402 33,225 7,818 9,585 8,973 61,597 90,536
Changes from: February 18, 2014 Total Change is: 3,511
9,533 1,077 -1,580 -1,166 -173 -7 1,560 4,035 -7,447 -104 1,063 -1,050 3,772 7,593
Percent of Open Interest Represented by Each Category of Trader
24.2 24.7 1.4 22.5 7.9 1.0 9.1 11.7 12.4 2.9 3.6 3.4 23.0 33.8
Number of Traders in Each Category Total Traders: 101
10 8 5 16 7 9 19 18 33 10 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 3,715,035
Positions
269,609 913,115 73,582 1,238,553 456,183 202,987 575,203 989,138 507,837 208,995 241,998 69,290 568,979 260,905
Changes from: February 18, 2014 Total Change is: -81,143
8,239 21,713 -5,627 -50,872 28,893 1,178 -9,227 -35,783 -66,518 17,830 -1,048 -6,005 29,860 -17,945
Percent of Open Interest Represented by Each Category of Trader
7.3 24.6 2.0 33.3 12.3 5.5 15.5 26.6 13.7 5.6 6.5 1.9 15.3 7.0
Number of Traders in Each Category Total Traders: 568
38 38 35 104 54 58 86 132 108 61 55 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 96,041
Positions
4,829 45,234 32 53,054 36,841 1,906 24,451 5,614 677 1,036 2,529 0 10,056 3,208
Changes from: February 18, 2014 Total Change is: 1,720
-1,736 2,394 1 681 -24 -2 2,895 -137 31 310 0 0 -460 -543
Percent of Open Interest Represented by Each Category of Trader
5.0 47.1 0.0 55.2 38.4 2.0 25.5 5.8 0.7 1.1 2.6 0.0 10.5 3.3
Number of Traders in Each Category Total Traders: 93
7 11 . 36 12 14 16 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 96,679
Positions
12,024 68,722 445 37,597 4,115 1,319 30,218 9,210 3,529 1,898 3,513 1,615 8,034 4,211
Changes from: February 18, 2014 Total Change is: 3,485
165 5,165 -2 -73 -77 2 4,756 829 -1,566 95 -858 188 -79 -196
Percent of Open Interest Represented by Each Category of Trader
12.4 71.1 0.5 38.9 4.3 1.4 31.3 9.5 3.7 2.0 3.6 1.7 8.3 4.4
Number of Traders in Each Category Total Traders: 232
18 23 8 37 14 11 65 33 15 17 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 483,393
Positions
60,120 343,611 2,225 187,983 20,573 6,594 151,092 46,050 17,645 9,491 17,565 8,075 40,168 21,055
Changes from: February 18, 2014 Total Change is: 17,423
825 25,824 -10 -367 -385 9 23,779 4,144 -7,828 473 -4,289 940 -397 -981
Percent of Open Interest Represented by Each Category of Trader
12.4 71.1 0.5 38.9 4.3 1.4 31.3 9.5 3.7 2.0 3.6 1.7 8.3 4.4
Number of Traders in Each Category Total Traders: 232
18 23 8 37 14 11 65 33 15 17 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 306,054
Positions
44,433 48,632 9,892 145,121 123,742 12,998 55,869 79,101 7,607 8,815 7,643 481 20,838 15,959
Changes from: February 18, 2014 Total Change is: 10,039
-4,759 6,003 1,104 3,465 -1,394 698 6,620 1,565 272 -632 1,528 -49 3,320 312
Percent of Open Interest Represented by Each Category of Trader
14.5 15.9 3.2 47.4 40.4 4.2 18.3 25.8 2.5 2.9 2.5 0.2 6.8 5.2
Number of Traders in Each Category Total Traders: 256
23 13 6 56 38 27 41 57 17 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 69,112
Positions
3,324 45,405 0 32,591 82 727 16,742 13,519 0 5,725 3,538 0 10,003 5,841
Changes from: February 18, 2014 Total Change is: 226
171 225 0 716 0 -24 499 -874 -109 131 -153 0 -1,158 1,161
Percent of Open Interest Represented by Each Category of Trader
4.8 65.7 0.0 47.2 0.1 1.1 24.2 19.6 0.0 8.3 5.1 0.0 14.5 8.5
Number of Traders in Each Category Total Traders: 72
6 8 0 18 . . 14 10 0 9 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 115,550
Positions
42,391 11,291 1,513 11,531 5,266 870 33,912 4,221 3,095 6,122 9,318 5,182 10,934 74,794
Changes from: February 18, 2014 Total Change is: 498
3,861 698 553 -1,761 -195 -94 -4,047 2,973 -298 -57 -911 1,509 832 -3,737
Percent of Open Interest Represented by Each Category of Trader
36.7 9.8 1.3 10.0 4.6 0.8 29.3 3.7 2.7 5.3 8.1 4.5 9.5 64.7
Number of Traders in Each Category Total Traders: 87
19 5 . 10 . . 28 10 9 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 107,070
Positions
1,770 70,366 5,286 61,300 11,752 3,762 21,009 6,587 6,011 1,120 265 0 6,812 3,041
Changes from: February 18, 2014 Total Change is: 5,208
31 3,000 252 2,890 269 -108 334 -25 1,833 -392 0 0 368 -13
Percent of Open Interest Represented by Each Category of Trader
1.7 65.7 4.9 57.3 11.0 3.5 19.6 6.2 5.6 1.0 0.2 0.0 6.4 2.8
Number of Traders in Each Category Total Traders: 93
4 11 . 36 15 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 254,156
Positions
23,315 74,650 3,821 86,982 73,409 49,556 57,069 30,892 4,023 17,070 6,198 788 11,532 10,819
Changes from: February 18, 2014 Total Change is: 3,443
-984 -4,136 -416 -2,305 3,118 1,303 3,779 308 1,853 -467 -25 9 671 1,429
Percent of Open Interest Represented by Each Category of Trader
9.2 29.4 1.5 34.2 28.9 19.5 22.5 12.2 1.6 6.7 2.4 0.3 4.5 4.3
Number of Traders in Each Category Total Traders: 189
19 22 4 45 29 24 25 23 10 22 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 835,934
Positions
1,131 109,524 27,674 278,722 147,184 116,690 84,658 61,449 103,404 12,948 27,926 5,895 204,812 236,188
Changes from: February 18, 2014 Total Change is: 24,473
-1,399 -2,029 -16,411 -3,496 -7,599 -7,457 620 -4,394 29,910 -7,625 -7,582 -1,565 31,897 41,600
Percent of Open Interest Represented by Each Category of Trader
0.1 13.1 3.3 33.3 17.6 14.0 10.1 7.4 12.4 1.5 3.3 0.7 24.5 28.3
Number of Traders in Each Category Total Traders: 153
. 16 15 33 32 39 34 23 38 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 484,131
Positions
22,090 89,271 15,856 258,481 22,645 68,650 18,363 156,480 3,019 7,790 23,334 2,592 87,290 102,284
Changes from: February 18, 2014 Total Change is: 31,552
2,733 -784 15,754 5,828 2,636 -2,795 254 6,895 1,217 -364 -831 756 8,169 8,704
Percent of Open Interest Represented by Each Category of Trader
4.6 18.4 3.3 53.4 4.7 14.2 3.8 32.3 0.6 1.6 4.8 0.5 18.0 21.1
Number of Traders in Each Category Total Traders: 78
4 10 7 34 6 21 . 13 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,033,462
Positions
58,050 152,318 33,717 231,758 260,776 65,375 263,382 117,885 183,180 47,480 70,686 28,436 122,084 121,089
Changes from: February 18, 2014 Total Change is: 73,957
2,797 13,643 -3,209 12,473 1,411 -16,101 10,340 3,198 56,043 1,898 6,886 2,243 7,472 9,843
Percent of Open Interest Represented by Each Category of Trader
5.6 14.7 3.3 22.4 25.2 6.3 25.5 11.4 17.7 4.6 6.8 2.8 11.8 11.7
Number of Traders in Each Category Total Traders: 232
15 27 17 36 39 37 52 21 36 17 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 49,530
Positions
7,470 16,646 12,445 500 0 0 19,787 10,942 9,227 0 0 0 101 270
Changes from: February 18, 2014 Total Change is: 3,611
-3,502 315 2,554 0 0 0 4,728 962 -153 0 0 0 -16 -67
Percent of Open Interest Represented by Each Category of Trader
15.1 33.6 25.1 1.0 0.0 0.0 39.9 22.1 18.6 0.0 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 40
7 9 10 . 0 0 12 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,931,477
Positions
169,159 115,659 218,401 588,534 1,063,272 288,865 700,387 206,661 299,596 230,804 141,534 88,085 347,646 509,404
Changes from: February 18, 2014 Total Change is: -136,706
6,813 -89,466 -57,713 -39,159 146,275 -38,280 27,286 -7,514 -57,849 6,088 -44,072 -25,683 41,789 37,595
Percent of Open Interest Represented by Each Category of Trader
5.8 3.9 7.5 20.1 36.3 9.9 23.9 7.0 10.2 7.9 4.8 3.0 11.9 17.4
Number of Traders in Each Category Total Traders: 343
22 34 47 42 69 66 63 54 81 23 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,304,425
Positions
126,092 200,055 105,045 650,073 523,519 247,357 468,470 281,632 185,489 114,517 216,638 78,978 328,405 465,713
Changes from: February 18, 2014 Total Change is: -41,282
10,621 -39,641 -16,756 -37,064 25,383 -40,536 -7,550 -48,957 -69,314 -15,623 1,130 37,358 97,582 110,053
Percent of Open Interest Represented by Each Category of Trader
5.5 8.7 4.6 28.2 22.7 10.7 20.3 12.2 8.0 5.0 9.4 3.4 14.3 20.2
Number of Traders in Each Category Total Traders: 252
13 24 23 27 55 41 39 50 52 14 29 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 326,846
Positions
140,628 114,664 70,445 705 3,088 3,344 21,603 14,791 49,304 192 16,216 10,764 29,861 44,230
Changes from: February 18, 2014 Total Change is: 11,301
5,182 6,636 -275 0 0 400 -1,015 -584 6,412 78 -1,115 1,567 -1,048 -1,739
Percent of Open Interest Represented by Each Category of Trader
43.0 35.1 21.6 0.2 0.9 1.0 6.6 4.5 15.1 0.1 5.0 3.3 9.1 13.5
Number of Traders in Each Category Total Traders: 73
15 27 29 . . . 9 9 15 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,434,519
Positions
1,188,940 2,526,862 3,163,300 2,848,880 624,626 272,382 754,956 835,611 5,762,829 130,160 587,134 1,382,532 930,539 1,279,243
Changes from: February 18, 2014 Total Change is: 373,180
13,946 -86,347 82,456 8,117 17,260 6,279 -31,250 -27,112 233,515 -38,735 -10,514 93,967 4,884 63,674
Percent of Open Interest Represented by Each Category of Trader
7.2 15.4 19.2 17.3 3.8 1.7 4.6 5.1 35.1 0.8 3.6 8.4 5.7 7.8
Number of Traders in Each Category Total Traders: 289
27 64 86 8 27 27 44 72 94 14 27 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 45,152
Positions
35,344 1,154 0 3,761 11,599 5,336 658 18,197 0 0 8,677 0 53 189
Changes from: February 18, 2014 Total Change is: -16
-27 10 0 0 -347 0 25 285 0 0 30 0 -14 6
Percent of Open Interest Represented by Each Category of Trader
78.3 2.6 0.0 8.3 25.7 11.8 1.5 40.3 0.0 0.0 19.2 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 48
10 . 0 4 10 . . 11 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 27,907
Positions
22,340 3,479 0 2,360 5,965 1,938 796 4,022 405 0 12,006 0 68 92
Changes from: February 18, 2014 Total Change is: 924
711 845 0 2 -46 -2 210 167 0 0 -17 0 3 -23
Percent of Open Interest Represented by Each Category of Trader
80.1 12.5 0.0 8.5 21.4 6.9 2.9 14.4 1.5 0.0 43.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 36
5 5 0 . 9 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,461
Positions
10,094 8,078 751 6,724 4,703 389 7,166 30,775 2,098 14,291 1,364 44 8,903 2,259
Changes from: February 18, 2014 Total Change is: 135
-209 -301 -0 19 1,412 -8 -529 -509 48 1,325 -271 -0 -510 -235
Percent of Open Interest Represented by Each Category of Trader
20.0 16.0 1.5 13.3 9.3 0.8 14.2 61.0 4.2 28.3 2.7 0.1 17.6 4.5
Number of Traders in Each Category Total Traders: 159
6 . . 10 5 . 21 27 11 75 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 367,042
Positions
64,652 54,809 42,576 33,917 18,401 29,063 70,104 91,414 56,595 10,709 7,298 38,088 21,338 28,798
Changes from: February 18, 2014 Total Change is: -42,069
-15,899 -13,316 -14,939 5,838 -1,187 -4,718 3,276 1,069 -7,519 -2,978 1,410 -6,317 1,187 3,448
Percent of Open Interest Represented by Each Category of Trader
17.6 14.9 11.6 9.2 5.0 7.9 19.1 24.9 15.4 2.9 2.0 10.4 5.8 7.8
Number of Traders in Each Category Total Traders: 179
21 14 24 7 13 10 43 44 54 16 11 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,366
Positions
237 846 0 4,278 0 453 3,263 8,245 753 1,352 0 0 30 69
Changes from: February 18, 2014 Total Change is: 1,017
-228 332 0 434 -80 1 158 764 0 652 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
2.3 8.2 0.0 41.3 0.0 4.4 31.5 79.5 7.3 13.0 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 22
. . 0 5 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,477
Positions
1,149 5,427 0 5,460 0 0 1,858 3,853 50 0 0 0 960 147
Changes from: February 18, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.1 57.3 0.0 57.6 0.0 0.0 19.6 40.7 0.5 0.0 0.0 0.0 10.1 1.6
Number of Traders in Each Category Total Traders: 21
. . 0 7 0 0 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 28, 2014