Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 165,111
Positions
71,212 15,790 7,154 14,516 7,790 436 8,190 70,231 16,734 15,378 5,357 2,528 28,963 39,090
Changes from: March 4, 2014 Total Change is: -7,471
-2,522 1,203 -5,267 364 -172 90 239 -5,239 2,133 622 -132 -564 -2,568 476
Percent of Open Interest Represented by Each Category of Trader
43.1 9.6 4.3 8.8 4.7 0.3 5.0 42.5 10.1 9.3 3.2 1.5 17.5 23.7
Number of Traders in Each Category Total Traders: 87
9 7 10 4 7 4 19 25 17 11 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 71,464
Positions
8,209 29,616 2,212 934 1,965 0 26,524 13,618 9,248 1,729 1,248 0 22,607 13,557
Changes from: March 4, 2014 Total Change is: 4,263
-2,258 4,639 -1,713 0 0 0 1,240 -6,701 6,333 -678 1,248 -9 1,347 466
Percent of Open Interest Represented by Each Category of Trader
11.5 41.4 3.1 1.3 2.7 0.0 37.1 19.1 12.9 2.4 1.7 0.0 31.6 19.0
Number of Traders in Each Category Total Traders: 50
5 9 . . . 0 17 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 264,300
Positions
28,222 124,825 8,627 24,722 27,482 1,939 136,741 35,936 17,914 2,757 23,278 4,131 39,247 20,168
Changes from: March 4, 2014 Total Change is: -14,852
6,258 7,163 -2,586 529 214 -308 -6,331 -5,625 -10,443 1,136 289 -489 -2,618 -3,066
Percent of Open Interest Represented by Each Category of Trader
10.7 47.2 3.3 9.4 10.4 0.7 51.7 13.6 6.8 1.0 8.8 1.6 14.8 7.6
Number of Traders in Each Category Total Traders: 126
11 11 12 12 13 9 42 19 24 8 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 260,707
Positions
97,317 27,145 13,078 18,879 18,527 4,047 45,020 100,285 34,856 24,396 7,539 3,159 19,955 52,071
Changes from: March 4, 2014 Total Change is: 22,238
13,053 -7,705 206 -387 8 -338 -2,858 13,642 16,311 -2,231 369 -842 -676 587
Percent of Open Interest Represented by Each Category of Trader
37.3 10.4 5.0 7.2 7.1 1.6 17.3 38.5 13.4 9.4 2.9 1.2 7.7 20.0
Number of Traders in Each Category Total Traders: 137
10 12 8 7 16 9 25 42 30 7 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 355,833
Positions
78,204 62,220 14,739 41,325 88,726 5,933 104,745 42,878 27,240 17,347 30,472 8,016 58,284 75,609
Changes from: March 4, 2014 Total Change is: -12,203
-7,038 5,671 -3,959 38 4,318 -246 8,428 -6,982 -13,096 -1,636 -4,773 -349 5,655 7,212
Percent of Open Interest Represented by Each Category of Trader
22.0 17.5 4.1 11.6 24.9 1.7 29.4 12.0 7.7 4.9 8.6 2.3 16.4 21.2
Number of Traders in Each Category Total Traders: 206
20 20 18 16 28 19 43 40 37 12 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 135,026
Positions
65,253 10,708 6,322 4,215 3,950 280 7,860 48,873 21,210 7,169 6,643 1,726 20,991 35,314
Changes from: March 4, 2014 Total Change is: 8,004
881 4,607 -3,229 923 -1,146 -134 -3,254 -2,036 11,543 523 -545 -1,698 2,450 643
Percent of Open Interest Represented by Each Category of Trader
48.3 7.9 4.7 3.1 2.9 0.2 5.8 36.2 15.7 5.3 4.9 1.3 15.5 26.2
Number of Traders in Each Category Total Traders: 81
8 9 9 . 6 . 11 30 19 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 166,950
Positions
44,103 68,771 6,872 41,236 1,471 171 11,686 29,158 50,202 4,803 3,683 953 6,924 5,669
Changes from: March 4, 2014 Total Change is: 40,061
-4,065 15,665 5,085 1,700 -260 0 4,878 -12,303 32,083 -187 -361 -213 780 364
Percent of Open Interest Represented by Each Category of Trader
26.4 41.2 4.1 24.7 0.9 0.1 7.0 17.5 30.1 2.9 2.2 0.6 4.1 3.4
Number of Traders in Each Category Total Traders: 102
6 9 5 . 6 . 22 30 15 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 20,185
Positions
4,414 7,969 3,060 0 773 0 9,569 3,221 1,154 1,000 3,055 0 988 953
Changes from: March 4, 2014 Total Change is: 1,722
21 1,032 -1 0 133 0 661 414 87 1,000 0 0 -46 57
Percent of Open Interest Represented by Each Category of Trader
21.9 39.5 15.2 0.0 3.8 0.0 47.4 16.0 5.7 5.0 15.1 0.0 4.9 4.7
Number of Traders in Each Category Total Traders: 22
. 6 . 0 . 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 31,906
Positions
1,041 17,514 129 711 189 0 20,332 6,147 4,237 528 609 0 4,928 3,081
Changes from: March 4, 2014 Total Change is: 6,289
10 993 73 -144 0 0 2,161 787 3,563 4 13 0 622 860
Percent of Open Interest Represented by Each Category of Trader
3.3 54.9 0.4 2.2 0.6 0.0 63.7 19.3 13.3 1.7 1.9 0.0 15.4 9.7
Number of Traders in Each Category Total Traders: 54
. 8 . . . 0 22 11 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 66,323
Positions
16,747 40,471 898 7,650 4,255 415 24,946 8,237 1,372 4,202 2,664 934 9,159 7,076
Changes from: March 4, 2014 Total Change is: -1,820
78 -1,362 180 -558 121 -37 -1,682 -748 222 76 289 173 -273 -658
Percent of Open Interest Represented by Each Category of Trader
25.3 61.0 1.4 11.5 6.4 0.6 37.6 12.4 2.1 6.3 4.0 1.4 13.8 10.7
Number of Traders in Each Category Total Traders: 106
18 14 6 10 . 4 25 15 7 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 132,646
Positions
33,494 80,942 1,797 15,299 8,510 830 49,892 16,474 2,745 8,403 5,328 1,868 18,318 14,152
Changes from: March 4, 2014 Total Change is: -3,641
156 -2,724 360 -1,115 242 -74 -3,363 -1,497 444 151 578 346 -545 -1,316
Percent of Open Interest Represented by Each Category of Trader
25.3 61.0 1.4 11.5 6.4 0.6 37.6 12.4 2.1 6.3 4.0 1.4 13.8 10.7
Number of Traders in Each Category Total Traders: 106
18 14 6 10 . 4 25 15 7 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 1,098,229
Positions
48,008 166,001 126,446 309,807 100,497 52,215 93,745 200,395 203,690 47,866 62,533 32,024 184,429 154,428
Changes from: March 4, 2014 Total Change is: 26,418
2,615 2,609 11,890 5,551 -2,737 1,612 -7,939 1,463 335 63 2,369 5,338 6,954 3,540
Percent of Open Interest Represented by Each Category of Trader
4.4 15.1 11.5 28.2 9.2 4.8 8.5 18.2 18.5 4.4 5.7 2.9 16.8 14.1
Number of Traders in Each Category Total Traders: 645
42 41 50 114 61 69 83 153 126 79 71 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 293,501
Positions
75,166 68,808 7,799 62,320 20,883 3,041 19,627 33,348 41,272 8,021 8,210 12,582 63,674 97,559
Changes from: March 4, 2014 Total Change is: 7,067
1,803 607 3,402 2,405 -76 125 -6,749 -4,588 2,368 76 -169 2,716 922 2,683
Percent of Open Interest Represented by Each Category of Trader
25.6 23.4 2.7 21.2 7.1 1.0 6.7 11.4 14.1 2.7 2.8 4.3 21.7 33.2
Number of Traders in Each Category Total Traders: 101
9 9 7 16 7 9 18 18 33 17 6 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 4,023,639
Positions
286,478 908,236 170,969 1,277,440 438,075 205,864 555,271 1,019,916 627,408 199,228 271,621 97,204 603,777 284,345
Changes from: March 4, 2014 Total Change is: 96,751
-15,442 -9,491 61,940 15,948 -13,087 7,216 -53,250 -17,042 37,130 -59 12,692 13,109 30,158 4,284
Percent of Open Interest Represented by Each Category of Trader
7.1 22.6 4.2 31.7 10.9 5.1 13.8 25.3 15.6 5.0 6.8 2.4 15.0 7.1
Number of Traders in Each Category Total Traders: 609
42 40 45 107 59 63 82 147 120 65 67 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 95,856
Positions
4,801 48,248 25 52,185 33,311 1,599 25,154 5,862 897 730 2,735 0 10,465 3,179
Changes from: March 4, 2014 Total Change is: 5
746 -262 3 887 389 -111 -834 325 -18 -634 -7 0 -34 -314
Percent of Open Interest Represented by Each Category of Trader
5.0 50.3 0.0 54.4 34.8 1.7 26.2 6.1 0.9 0.8 2.9 0.0 10.9 3.3
Number of Traders in Each Category Total Traders: 92
7 10 . 38 10 15 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 98,671
Positions
13,304 69,803 1,228 39,454 3,938 614 27,496 8,585 4,519 1,831 3,945 1,883 8,342 4,156
Changes from: March 4, 2014 Total Change is: -1,572
1,265 -1,980 543 -659 9 132 -3,500 -988 -5 -99 262 177 575 278
Percent of Open Interest Represented by Each Category of Trader
13.5 70.7 1.2 40.0 4.0 0.6 27.9 8.7 4.6 1.9 4.0 1.9 8.5 4.2
Number of Traders in Each Category Total Traders: 222
20 21 9 36 12 9 65 25 22 19 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 493,357
Positions
66,519 349,015 6,139 197,271 19,692 3,072 137,482 42,923 22,597 9,155 19,725 9,415 41,708 20,779
Changes from: March 4, 2014 Total Change is: -7,861
6,323 -9,901 2,713 -3,296 44 661 -17,501 -4,938 -25 -494 1,310 886 2,873 1,389
Percent of Open Interest Represented by Each Category of Trader
13.5 70.7 1.2 40.0 4.0 0.6 27.9 8.7 4.6 1.9 4.0 1.9 8.5 4.2
Number of Traders in Each Category Total Traders: 222
20 21 9 36 12 9 65 25 22 19 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 330,480
Positions
53,640 56,541 10,939 141,060 120,812 13,219 70,690 94,847 8,922 9,245 9,548 551 22,213 15,101
Changes from: March 4, 2014 Total Change is: 4,005
10,748 -3,463 -942 -1,154 -2,077 -1,206 -2,601 11,487 -116 206 964 -25 -905 -617
Percent of Open Interest Represented by Each Category of Trader
16.2 17.1 3.3 42.7 36.6 4.0 21.4 28.7 2.7 2.8 2.9 0.2 6.7 4.6
Number of Traders in Each Category Total Traders: 263
22 16 8 54 35 28 45 63 22 12 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 94,942
Positions
3,657 45,268 0 33,615 253 108 16,332 13,407 3,258 5,445 4,264 17,364 15,163 11,020
Changes from: March 4, 2014 Total Change is: 27,251
-541 -47 0 116 -82 -664 2,931 677 3,258 198 1,172 16,964 4,989 5,973
Percent of Open Interest Represented by Each Category of Trader
3.9 47.7 0.0 35.4 0.3 0.1 17.2 14.1 3.4 5.7 4.5 18.3 16.0 11.6
Number of Traders in Each Category Total Traders: 82
7 8 0 21 . . 18 11 7 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 151,153
Positions
41,937 12,643 3,143 10,666 1,194 568 32,627 4,890 10,432 6,834 10,008 14,690 30,256 93,585
Changes from: March 4, 2014 Total Change is: 35,994
-172 -989 2,216 -995 -743 -568 -1,014 -389 6,821 1,500 -69 9,281 18,925 20,434
Percent of Open Interest Represented by Each Category of Trader
27.7 8.4 2.1 7.1 0.8 0.4 21.6 3.2 6.9 4.5 6.6 9.7 20.0 61.9
Number of Traders in Each Category Total Traders: 85
20 8 13 8 . . 24 9 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 106,413
Positions
2,244 69,788 6,964 57,569 11,233 4,031 21,070 4,535 6,438 1,833 265 0 6,264 3,159
Changes from: March 4, 2014 Total Change is: -791
39 -878 1,719 -4,233 -662 228 1,117 -1,678 436 0 0 0 -97 44
Percent of Open Interest Represented by Each Category of Trader
2.1 65.6 6.5 54.1 10.6 3.8 19.8 4.3 6.1 1.7 0.2 0.0 5.9 3.0
Number of Traders in Each Category Total Traders: 92
5 9 . 38 13 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 267,699
Positions
25,401 62,181 14,212 85,656 77,251 48,470 48,230 34,894 11,491 20,043 6,647 310 13,886 12,243
Changes from: March 4, 2014 Total Change is: 9,196
1,561 -998 1,833 2,308 -553 -604 -404 4,254 2,965 -36 85 -61 1,634 2,275
Percent of Open Interest Represented by Each Category of Trader
9.5 23.2 5.3 32.0 28.9 18.1 18.0 13.0 4.3 7.5 2.5 0.1 5.2 4.6
Number of Traders in Each Category Total Traders: 186
20 19 7 44 29 24 27 21 11 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 774,051
Positions
3,150 124,841 34,262 285,297 144,901 124,298 77,316 66,421 67,562 22,290 31,777 5,603 154,273 174,385
Changes from: March 4, 2014 Total Change is: -27,162
1,346 13,608 2,462 -10,384 -4,863 4,262 -8,452 -10,780 -11,808 7,794 -266 1,272 -13,655 -21,049
Percent of Open Interest Represented by Each Category of Trader
0.4 16.1 4.4 36.9 18.7 16.1 10.0 8.6 8.7 2.9 4.1 0.7 19.9 22.5
Number of Traders in Each Category Total Traders: 172
4 21 20 35 35 41 32 29 41 4 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 493,867
Positions
30,733 78,706 1,908 254,194 39,426 75,375 19,848 163,175 24,637 7,730 18,030 0 79,441 92,610
Changes from: March 4, 2014 Total Change is: -14,964
5,597 -2,197 -2,593 -10,391 751 8,126 630 -4,711 -4,868 -610 -4,175 -1,845 -9,009 -3,451
Percent of Open Interest Represented by Each Category of Trader
6.2 15.9 0.4 51.5 8.0 15.3 4.0 33.0 5.0 1.6 3.7 0.0 16.1 18.8
Number of Traders in Each Category Total Traders: 78
. 9 . 33 9 22 4 13 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 945,645
Positions
71,353 158,184 17,565 221,860 276,257 62,994 281,615 108,228 110,793 42,592 67,107 28,660 108,213 115,857
Changes from: March 4, 2014 Total Change is: 22,970
18,559 16,464 -2,579 3,785 21,786 -4,098 32,674 1,125 -15,194 -4,298 -3,405 1,156 -7,035 7,715
Percent of Open Interest Represented by Each Category of Trader
7.5 16.7 1.9 23.5 29.2 6.7 29.8 11.4 11.7 4.5 7.1 3.0 11.4 12.3
Number of Traders in Each Category Total Traders: 221
21 18 14 36 37 31 50 17 33 14 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 54,607
Positions
6,827 21,824 8,626 0 0 500 27,218 12,010 11,406 0 0 0 30 241
Changes from: March 4, 2014 Total Change is: 10,822
-1,152 4,482 1,106 -420 0 420 9,179 2,427 2,433 0 0 0 -744 -46
Percent of Open Interest Represented by Each Category of Trader
12.5 40.0 15.8 0.0 0.0 0.9 49.8 22.0 20.9 0.0 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 37
7 11 11 0 0 . 6 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 3,024,972
Positions
216,604 108,475 244,594 580,084 1,064,365 242,079 711,306 244,359 375,664 246,731 151,908 107,795 300,116 485,734
Changes from: March 4, 2014 Total Change is: 47,477
46,666 -20,276 -4,958 -37,457 47,021 -13,341 36,469 -3,259 29,051 13,128 -5,949 2,422 -24,504 16,767
Percent of Open Interest Represented by Each Category of Trader
7.2 3.6 8.1 19.2 35.2 8.0 23.5 8.1 12.4 8.2 5.0 3.6 9.9 16.1
Number of Traders in Each Category Total Traders: 367
24 40 51 42 76 62 69 57 92 24 35 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 2,150,418
Positions
155,879 157,058 91,965 666,437 546,206 217,173 448,106 379,335 186,704 136,429 161,489 37,318 210,407 373,169
Changes from: March 4, 2014 Total Change is: -12,079
6,009 -41,452 -5,442 -9,197 34,576 1,659 36,268 18,503 -34,229 16,525 -15,017 9,206 -32,878 20,117
Percent of Open Interest Represented by Each Category of Trader
7.2 7.3 4.3 31.0 25.4 10.1 20.8 17.6 8.7 6.3 7.5 1.7 9.8 17.4
Number of Traders in Each Category Total Traders: 256
13 30 25 27 54 45 34 56 42 14 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 298,264
Positions
136,163 87,993 63,609 706 3,348 3,501 13,020 23,922 44,646 969 16,279 8,826 26,824 46,140
Changes from: March 4, 2014 Total Change is: 2,879
-3,602 -5,277 4,740 1 208 47 2,749 1,751 592 820 850 -1,966 -502 1,934
Percent of Open Interest Represented by Each Category of Trader
45.7 29.5 21.3 0.2 1.1 1.2 4.4 8.0 15.0 0.3 5.5 3.0 9.0 15.5
Number of Traders in Each Category Total Traders: 71
17 21 27 . . . 10 9 16 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 is17,480,985
Positions
1,491,571 2,426,133 3,248,575 2,870,877 723,776 308,460 653,509 969,299 6,285,033 153,022 581,187 1,523,213 946,725 1,415,309
Changes from: March 4, 2014 Total Change is: 403,886
166,218 -39,551 -33,655 19,761 75,793 2,541 -48,891 56,759 188,195 3,845 -10,439 97,189 8,682 67,053
Percent of Open Interest Represented by Each Category of Trader
8.5 13.9 18.6 16.4 4.1 1.8 3.7 5.5 36.0 0.9 3.3 8.7 5.4 8.1
Number of Traders in Each Category Total Traders: 295
27 64 85 9 28 27 50 66 96 14 29 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 45,553
Positions
32,916 1,140 2,303 4,561 8,865 5,032 697 20,682 0 0 7,401 0 44 130
Changes from: March 4, 2014 Total Change is: 589
-1,397 -8 2,303 800 -2,392 -496 447 2,178 -494 0 -478 0 -574 -24
Percent of Open Interest Represented by Each Category of Trader
72.3 2.5 5.1 10.0 19.5 11.0 1.5 45.4 0.0 0.0 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 44
9 . . 4 9 . . 11 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 45,698
Positions
21,596 1,402 13,687 1,972 11,058 1,908 5,250 4,497 1,222 0 11,841 0 63 83
Changes from: March 4, 2014 Total Change is: 18,408
-378 -925 13,672 -446 5,417 65 4,663 158 842 0 -496 0 -10 -325
Percent of Open Interest Represented by Each Category of Trader
47.3 3.1 30.0 4.3 24.2 4.2 11.5 9.8 2.7 0.0 25.9 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
4 4 . . 9 . . 8 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 58,302
Positions
9,922 7,863 971 6,475 6,555 246 17,798 35,576 2,094 12,483 1,856 5 8,307 3,135
Changes from: March 4, 2014 Total Change is: 5,021
-208 -231 220 21 469 88 4,423 4,548 -1,065 1,839 324 -38 -258 705
Percent of Open Interest Represented by Each Category of Trader
17.0 13.5 1.7 11.1 11.2 0.4 30.5 61.0 3.6 21.4 3.2 0.0 14.2 5.4
Number of Traders in Each Category Total Traders: 158
6 . . 9 6 . 18 32 12 71 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 355,040
Positions
58,509 48,998 38,303 44,084 19,581 23,050 61,692 90,209 67,981 9,990 8,532 31,039 20,392 27,347
Changes from: March 4, 2014 Total Change is: -7,956
-7,124 1,797 -2,163 6,589 -8 -3,097 1,308 6 -2,478 77 -387 -487 -581 -1,139
Percent of Open Interest Represented by Each Category of Trader
16.5 13.8 10.8 12.4 5.5 6.5 17.4 25.4 19.1 2.8 2.4 8.7 5.7 7.7
Number of Traders in Each Category Total Traders: 183
20 13 27 9 12 12 38 50 52 14 13 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 11, 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 15,250
Positions
205 755 0 6,468 0 445 6,220 13,219 753 1,123 0 0 36 78
Changes from: March 4, 2014 Total Change is: 829
24 0 0 1,470 -100 1 31 916 0 -700 0 0 3 12
Percent of Open Interest Represented by Each Category of Trader
1.3 5.0 0.0 42.4 0.0 2.9 40.8 86.7 4.9 7.4 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 23
. . 0 6 0 . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 18, 2014