Traders in Financial Futures - Options and Futures Combined Positions as of March 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 148,369
Positions
29,739 2,241 5,630 14,509 8,333 773 40,279 72,017 12,878 16,631 2,823 2,169 25,761 41,505
Changes from: March 18, 2014 Total Change is: -52,478
-44,881 -13,404 -3,023 -278 209 357 22,640 -16,686 -21,881 -170 -3,015 -69 -5,172 5,033
Percent of Open Interest Represented by Each Category of Trader
20.0 1.5 3.8 9.8 5.6 0.5 27.1 48.5 8.7 11.2 1.9 1.5 17.4 28.0
Number of Traders in Each Category Total Traders: 90
10 6 10 . 8 4 18 26 17 11 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 52,329
Positions
1,284 16,017 1,136 934 1,965 0 25,080 17,727 2,107 632 532 0 21,156 12,846
Changes from: March 18, 2014 Total Change is: -2,825
-371 -3,124 -334 0 0 0 -366 -209 66 0 532 0 -1,820 244
Percent of Open Interest Represented by Each Category of Trader
2.5 30.6 2.2 1.8 3.8 0.0 47.9 33.9 4.0 1.2 1.0 0.0 40.4 24.5
Number of Traders in Each Category Total Traders: 42
. 7 . . . 0 15 12 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 219,742
Positions
10,250 95,412 5,331 23,251 28,043 2,663 130,378 25,303 10,966 1,580 29,682 2,727 32,596 19,613
Changes from: March 18, 2014 Total Change is: -5,295
3,039 -5,228 952 -456 41 153 -4,208 -2,685 454 -2,507 2,700 -187 -2,535 -1,494
Percent of Open Interest Represented by Each Category of Trader
4.7 43.4 2.4 10.6 12.8 1.2 59.3 11.5 5.0 0.7 13.5 1.2 14.8 8.9
Number of Traders in Each Category Total Traders: 112
7 9 8 10 14 9 39 19 19 5 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 179,223
Positions
95,811 10,264 3,948 19,705 19,181 4,948 23,664 76,139 10,614 2,829 6,376 2,081 15,624 45,672
Changes from: March 18, 2014 Total Change is: 29
13,586 -632 -894 -116 1,301 -551 -4,245 759 -841 -583 319 -77 -6,251 645
Percent of Open Interest Represented by Each Category of Trader
53.5 5.7 2.2 11.0 10.7 2.8 13.2 42.5 5.9 1.6 3.6 1.2 8.7 25.5
Number of Traders in Each Category Total Traders: 126
8 9 7 7 17 9 23 43 27 4 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 301,134
Positions
46,388 25,478 10,629 42,275 93,478 6,568 94,469 35,854 21,423 23,015 32,296 5,398 50,969 70,009
Changes from: March 18, 2014 Total Change is: -2,859
4,901 -5,068 1,721 368 -234 160 -7,542 2,015 -1,428 745 1,005 1,271 -3,053 -2,300
Percent of Open Interest Represented by Each Category of Trader
15.4 8.5 3.5 14.0 31.0 2.2 31.4 11.9 7.1 7.6 10.7 1.8 16.9 23.2
Number of Traders in Each Category Total Traders: 195
14 17 14 15 29 17 36 40 34 14 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 98,699
Positions
25,143 9,085 4,418 5,826 4,496 580 25,988 35,431 6,340 4,444 6,198 2,351 23,608 29,799
Changes from: March 18, 2014 Total Change is: 4,161
-4,594 4,018 371 1,025 -377 35 4,408 -1,519 1,181 196 -698 152 1,387 998
Percent of Open Interest Represented by Each Category of Trader
25.5 9.2 4.5 5.9 4.6 0.6 26.3 35.9 6.4 4.5 6.3 2.4 23.9 30.2
Number of Traders in Each Category Total Traders: 82
6 9 7 . 9 4 18 23 17 4 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 115,859
Positions
44,478 32,664 0 39,816 2,007 155 21,740 73,759 153 3,167 3,543 0 6,350 3,578
Changes from: March 18, 2014 Total Change is: 4,800
148 88 0 615 301 -15 3,132 5,408 -28 384 -952 0 564 -2
Percent of Open Interest Represented by Each Category of Trader
38.4 28.2 0.0 34.4 1.7 0.1 18.8 63.7 0.1 2.7 3.1 0.0 5.5 3.1
Number of Traders in Each Category Total Traders: 92
4 9 0 . 4 . 24 30 . 14 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 24,298
Positions
4,403 12,732 3,060 0 394 0 13,372 3,718 369 2,000 3,055 0 1,094 970
Changes from: March 18, 2014 Total Change is: 4,881
-44 5,157 0 0 -152 0 4,625 645 -786 1,000 0 0 86 17
Percent of Open Interest Represented by Each Category of Trader
18.1 52.4 12.6 0.0 1.6 0.0 55.0 15.3 1.5 8.2 12.6 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 24
. 7 . 0 . 0 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 32,750
Positions
884 20,030 0 1,327 189 0 24,745 9,025 266 521 878 0 5,007 2,362
Changes from: March 18, 2014 Total Change is: 1,285
-92 2,198 0 470 0 0 1,411 -917 62 -200 202 0 -366 -260
Percent of Open Interest Represented by Each Category of Trader
2.7 61.2 0.0 4.1 0.6 0.0 75.6 27.6 0.8 1.6 2.7 0.0 15.3 7.2
Number of Traders in Each Category Total Traders: 56
. 9 0 4 . 0 23 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 65,504
Positions
20,349 42,690 89 6,995 4,467 214 22,727 7,105 878 4,714 1,832 647 8,891 7,584
Changes from: March 18, 2014 Total Change is: -28,426
-2,139 -7,242 -16,676 -1,457 45 -61 -2,638 1,130 -4,382 -149 164 -324 -601 -1,082
Percent of Open Interest Represented by Each Category of Trader
31.1 65.2 0.1 10.7 6.8 0.3 34.7 10.8 1.3 7.2 2.8 1.0 13.6 11.6
Number of Traders in Each Category Total Traders: 104
19 14 . 9 . 4 24 16 6 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 131,009
Positions
40,699 85,380 179 13,990 8,933 427 45,454 14,209 1,757 9,428 3,663 1,293 17,783 15,168
Changes from: March 18, 2014 Total Change is: -28,601
5,782 2,744 -25,689 -984 90 -121 -6,389 -1,795 -2,478 703 328 -648 1,224 -1,031
Percent of Open Interest Represented by Each Category of Trader
31.1 65.2 0.1 10.7 6.8 0.3 34.7 10.8 1.3 7.2 2.8 1.0 13.6 11.6
Number of Traders in Each Category Total Traders: 104
19 14 . 9 . 4 24 16 6 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 826,735
Positions
45,559 218,278 15,132 322,296 94,578 42,913 92,322 180,603 120,453 54,945 51,961 23,804 109,310 79,013
Changes from: March 18, 2014 Total Change is: -404,594
-6,046 37,329 -171,616 6,353 -8,373 -32,162 -13,768 -23,054 -103,836 4,118 -13,691 -18,887 -68,751 -70,303
Percent of Open Interest Represented by Each Category of Trader
5.5 26.4 1.8 39.0 11.4 5.2 11.2 21.8 14.6 6.6 6.3 2.9 13.2 9.6
Number of Traders in Each Category Total Traders: 602
35 35 33 116 55 62 87 135 106 70 69 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 168,383
Positions
8,879 62,307 1,856 53,141 20,487 2,987 4,109 8,794 25,635 9,409 6,866 9,600 52,768 29,851
Changes from: March 18, 2014 Total Change is: -152,543
-70,111 -11,457 -25,296 -11,971 -442 -1,384 -14,174 -29,034 -15,492 140 -1,428 -6,295 -7,959 -61,714
Percent of Open Interest Represented by Each Category of Trader
5.3 37.0 1.1 31.6 12.2 1.8 2.4 5.2 15.2 5.6 4.1 5.7 31.3 17.7
Number of Traders in Each Category Total Traders: 96
4 14 5 15 7 8 14 21 30 11 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 3,291,759
Positions
221,351 817,806 28,427 1,351,943 376,620 193,467 457,370 875,345 457,786 228,235 226,025 70,470 282,709 245,812
Changes from: March 18, 2014 Total Change is:-1,260,256
-72,758 -149,155 -338,514 49,084 -82,194 -111,349 -174,481 -146,613 -265,206 19,739 -61,465 -62,814 -303,957 -42,945
Percent of Open Interest Represented by Each Category of Trader
6.7 24.8 0.9 41.1 11.4 5.9 13.9 26.6 13.9 6.9 6.9 2.1 8.6 7.5
Number of Traders in Each Category Total Traders: 572
34 35 29 111 51 58 84 132 102 64 61 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 93,508
Positions
4,130 44,023 41 49,900 34,878 2,094 25,579 5,799 771 705 2,809 0 10,288 3,092
Changes from: March 18, 2014 Total Change is: -24,324
-2,595 -4,801 -16,439 -2,567 19 52 -1,427 -927 -235 0 74 -75 -1,038 -1,992
Percent of Open Interest Represented by Each Category of Trader
4.4 47.1 0.0 53.4 37.3 2.2 27.4 6.2 0.8 0.8 3.0 0.0 11.0 3.3
Number of Traders in Each Category Total Traders: 95
6 13 . 37 10 14 17 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 79,774
Positions
5,311 55,818 655 37,513 4,053 408 22,922 9,108 3,480 1,724 2,022 943 6,819 3,287
Changes from: March 18, 2014 Total Change is: -57,871
-8,645 -12,989 -27,933 -480 -35 -3,342 -3,355 3 -6,185 -785 -832 -2,004 -5,143 -4,554
Percent of Open Interest Represented by Each Category of Trader
6.7 70.0 0.8 47.0 5.1 0.5 28.7 11.4 4.4 2.2 2.5 1.2 8.5 4.1
Number of Traders in Each Category Total Traders: 223
18 22 7 34 12 7 60 33 18 19 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 398,872
Positions
26,553 279,091 3,276 187,565 20,263 2,041 114,609 45,540 17,402 8,618 10,112 4,714 34,095 16,434
Changes from: March 18, 2014 Total Change is: -174,274
-42,353 -65,568 -62,496 3,269 -175 -7,343 -28,891 -704 -16,691 -1,358 -9,229 -4,952 -13,459 -7,115
Percent of Open Interest Represented by Each Category of Trader
6.7 70.0 0.8 47.0 5.1 0.5 28.7 11.4 4.4 2.2 2.5 1.2 8.5 4.1
Number of Traders in Each Category Total Traders: 223
18 22 7 34 12 7 60 33 18 19 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 317,009
Positions
52,871 65,667 5,890 140,644 123,687 12,561 63,668 78,638 9,451 8,210 6,048 338 23,375 14,729
Changes from: March 18, 2014 Total Change is: -42,349
571 -2,500 -22,937 -4,073 801 -1,144 -12,170 -10,986 -103 -1,333 -2,445 -914 -245 -2,121
Percent of Open Interest Represented by Each Category of Trader
16.7 20.7 1.9 44.4 39.0 4.0 20.1 24.8 3.0 2.6 1.9 0.1 7.4 4.6
Number of Traders in Each Category Total Traders: 236
21 14 4 53 35 26 38 52 15 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 62,554
Positions
3,618 15,698 119 31,191 216 165 11,891 14,499 0 6,429 19,560 0 9,141 12,297
Changes from: March 18, 2014 Total Change is: 1,611
1,650 -147 100 -366 0 -23 -910 243 0 1,335 376 0 -175 1,062
Percent of Open Interest Represented by Each Category of Trader
5.8 25.1 0.2 49.9 0.3 0.3 19.0 23.2 0.0 10.3 31.3 0.0 14.6 19.7
Number of Traders in Each Category Total Traders: 74
7 7 . 19 . . 13 11 0 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 102,756
Positions
18,231 5,817 179 18,730 1,239 35 34,377 5,151 329 20,938 2,810 0 9,937 87,196
Changes from: March 18, 2014 Total Change is: 6,632
1,218 132 -51 1,734 15 0 2,619 -3,918 -773 1,070 1,749 0 815 9,478
Percent of Open Interest Represented by Each Category of Trader
17.7 5.7 0.2 18.2 1.2 0.0 33.5 5.0 0.3 20.4 2.7 0.0 9.7 84.9
Number of Traders in Each Category Total Traders: 79
16 6 . 6 . . 27 9 5 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 102,634
Positions
3,984 67,429 2,140 60,135 15,007 4,325 20,377 6,334 4,108 1,462 279 0 6,103 3,012
Changes from: March 18, 2014 Total Change is: -25,375
1,673 -2,889 -23,330 2,300 3,491 -2,783 -873 1,573 -879 -574 0 0 -909 -558
Percent of Open Interest Represented by Each Category of Trader
3.9 65.7 2.1 58.6 14.6 4.2 19.9 6.2 4.0 1.4 0.3 0.0 5.9 2.9
Number of Traders in Each Category Total Traders: 92
6 9 . 36 14 13 16 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 237,889
Positions
28,135 56,744 2,555 77,623 73,882 49,103 47,116 36,533 2,058 20,532 7,870 147 10,620 8,997
Changes from: March 18, 2014 Total Change is: -49,749
-5,486 -8,325 -32,028 -3,040 272 -1,841 572 -182 -1,697 709 1,319 -212 -6,726 -7,055
Percent of Open Interest Represented by Each Category of Trader
11.8 23.9 1.1 32.6 31.1 20.6 19.8 15.4 0.9 8.6 3.3 0.1 4.5 3.8
Number of Traders in Each Category Total Traders: 184
20 20 . 44 28 23 25 20 7 21 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 799,971
Positions
2,635 122,682 25,768 310,290 141,994 129,806 84,901 104,351 60,409 14,262 31,901 3,750 168,149 179,310
Changes from: March 18, 2014 Total Change is: -24,356
2,275 -14,893 -13,831 5,269 -1,750 886 -4,792 21,700 -14,245 -4,219 -2,329 1 4,301 105
Percent of Open Interest Represented by Each Category of Trader
0.3 15.3 3.2 38.8 17.7 16.2 10.6 13.0 7.6 1.8 4.0 0.5 21.0 22.4
Number of Traders in Each Category Total Traders: 172
. 24 17 37 33 41 30 31 38 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 481,655
Positions
23,503 69,273 2,337 263,471 34,814 76,074 18,731 193,867 1,582 7,801 21,431 0 88,156 82,277
Changes from: March 18, 2014 Total Change is: -8,540
-8,416 -9,771 1,906 -14 -1,273 -917 1,973 16,848 -7,442 145 139 0 4,225 -8,031
Percent of Open Interest Represented by Each Category of Trader
4.9 14.4 0.5 54.7 7.2 15.8 3.9 40.3 0.3 1.6 4.4 0.0 18.3 17.1
Number of Traders in Each Category Total Traders: 82
. 7 . 35 11 23 4 16 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 1,044,728
Positions
80,340 163,746 11,313 164,727 320,467 83,043 429,324 123,521 112,205 36,159 71,295 32,911 94,707 126,227
Changes from: March 18, 2014 Total Change is: 98,648
25,337 22,733 -10,126 -39,293 32,165 17,911 106,664 13,976 22 5,870 6,564 4,276 -12,013 11,128
Percent of Open Interest Represented by Each Category of Trader
7.7 15.7 1.1 15.8 30.7 7.9 41.1 11.8 10.7 3.5 6.8 3.2 9.1 12.1
Number of Traders in Each Category Total Traders: 232
17 28 13 32 41 31 50 24 36 15 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 77,485
Positions
6,856 20,512 18,774 0 0 500 32,452 18,585 18,873 0 0 0 30 241
Changes from: March 18, 2014 Total Change is: 10,707
-61 2,644 3,146 0 0 0 5,497 2,792 2,125 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
8.8 26.5 24.2 0.0 0.0 0.6 41.9 24.0 24.4 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 38
8 10 11 0 0 . 6 12 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 3,002,852
Positions
198,229 81,235 218,952 644,972 1,204,435 228,682 749,445 233,348 299,958 253,453 140,939 112,186 296,976 483,118
Changes from: March 18, 2014 Total Change is: -47,234
20,625 -40,600 -29,317 19,157 108,064 -21,054 36,049 24,779 -78,615 9,656 -15,241 3,052 -6,786 1,699
Percent of Open Interest Represented by Each Category of Trader
6.6 2.7 7.3 21.5 40.1 7.6 25.0 7.8 10.0 8.4 4.7 3.7 9.9 16.1
Number of Traders in Each Category Total Traders: 348
28 26 42 36 79 60 66 49 78 25 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 2,303,793
Positions
161,520 161,386 95,949 793,117 584,783 212,812 472,154 448,544 174,815 158,370 172,918 38,416 196,641 414,171
Changes from: March 18, 2014 Total Change is: 134,927
-5,369 -18,487 17,435 83,918 25,664 3,343 52,738 35,972 -12,661 30,666 7,782 4,167 -39,310 71,713
Percent of Open Interest Represented by Each Category of Trader
7.0 7.0 4.2 34.4 25.4 9.2 20.5 19.5 7.6 6.9 7.5 1.7 8.5 18.0
Number of Traders in Each Category Total Traders: 280
17 33 24 26 61 46 40 62 49 12 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 336,018
Positions
149,036 103,301 69,719 708 2,848 3,501 26,027 28,747 44,555 1,091 20,391 10,382 30,999 52,573
Changes from: March 18, 2014 Total Change is: 17,830
150 664 4,599 0 -500 0 4,639 1,018 1,934 -408 2,782 2,555 4,362 4,778
Percent of Open Interest Represented by Each Category of Trader
44.4 30.7 20.7 0.2 0.8 1.0 7.7 8.6 13.3 0.3 6.1 3.1 9.2 15.6
Number of Traders in Each Category Total Traders: 79
18 21 31 . . . 13 9 18 . 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 is17,045,896
Positions
1,353,095 2,145,407 3,292,872 2,806,115 611,787 362,410 622,549 1,072,311 6,011,549 194,692 642,393 1,484,989 917,626 1,422,179
Changes from: March 18, 2014 Total Change is: 1,665,801
203,699 -21,992 255,299 -78,534 -73,772 46,982 45,679 138,647 941,238 76,575 113,139 166,464 8,399 99,797
Percent of Open Interest Represented by Each Category of Trader
7.9 12.6 19.3 16.5 3.6 2.1 3.7 6.3 35.3 1.1 3.8 8.7 5.4 8.3
Number of Traders in Each Category Total Traders: 279
25 60 81 10 23 26 44 70 96 10 30 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 38,805
Positions
27,571 1,008 0 4,799 7,899 4,835 1,325 17,201 197 0 7,518 0 78 147
Changes from: March 18, 2014 Total Change is: 187
375 0 0 42 -98 -1 -190 415 -2 0 -133 0 -37 6
Percent of Open Interest Represented by Each Category of Trader
71.1 2.6 0.0 12.4 20.4 12.5 3.4 44.3 0.5 0.0 19.4 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
7 . 0 5 9 . 5 10 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 31,338
Positions
28,031 563 0 776 11,188 1,919 437 5,293 155 0 12,126 0 20 94
Changes from: March 18, 2014 Total Change is: 784
1,517 137 0 -852 116 97 -102 93 155 0 219 0 -31 -33
Percent of Open Interest Represented by Each Category of Trader
89.4 1.8 0.0 2.5 35.7 6.1 1.4 16.9 0.5 0.0 38.7 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 37
5 4 0 . 11 . . 9 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 50,878
Positions
12,455 658 783 7,830 5,575 153 5,122 37,788 2,441 13,889 1,068 11 8,195 2,402
Changes from: March 18, 2014 Total Change is: -1,145
-667 418 15 739 -1,100 -89 -3,291 927 27 2,028 -768 9 84 -584
Percent of Open Interest Represented by Each Category of Trader
24.5 1.3 1.5 15.4 11.0 0.3 10.1 74.3 4.8 27.3 2.1 0.0 16.1 4.7
Number of Traders in Each Category Total Traders: 144
7 . . 10 6 . 19 35 12 59 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 335,826
Positions
45,565 48,625 34,258 47,887 19,254 20,653 58,466 80,183 62,909 11,125 8,498 33,346 21,617 28,100
Changes from: March 18, 2014 Total Change is: -799
-4,359 -368 -5,738 5,004 2,832 248 4,053 7,680 4,795 2,030 -9 -3,569 -3,263 -6,670
Percent of Open Interest Represented by Each Category of Trader
13.6 14.5 10.2 14.3 5.7 6.1 17.4 23.9 18.7 3.3 2.5 9.9 6.4 8.4
Number of Traders in Each Category Total Traders: 178
17 15 26 8 12 10 44 41 53 16 11 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 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 13,594
Positions
86 4,650 0 5,240 77 348 6,085 7,608 749 1,059 159 0 27 3
Changes from: March 18, 2014 Total Change is: -5,837
-132 3,818 -4,329 -859 77 -97 -13 -4,813 -487 96 0 0 -16 -6
Percent of Open Interest Represented by Each Category of Trader
0.6 34.2 0.0 38.5 0.6 2.6 44.8 56.0 5.5 7.8 1.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 8 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 28, 2014