Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 135,410 Positions 28,231 2,903 6,288 14,708 8,588 446 27,969 62,657 11,238 17,316 3,116 3,121 26,093 37,053 Changes from: March 25, 2014 Total Change is: -12,959 -1,508 662 658 199 255 -327 -12,310 -9,360 -1,639 685 293 952 332 -4,452 Percent of Open Interest Represented by Each Category of Trader 20.8 2.1 4.6 10.9 6.3 0.3 20.7 46.3 8.3 12.8 2.3 2.3 19.3 27.4 Number of Traders in Each Category Total Traders: 91 8 7 10 . 8 4 14 24 14 14 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 52,370 Positions 3,742 15,335 1,095 934 1,965 0 24,913 17,953 2,100 632 611 0 18,955 13,312 Changes from: March 25, 2014 Total Change is: 41 2,457 -682 -41 0 0 0 -167 226 -7 0 79 0 -2,201 467 Percent of Open Interest Represented by Each Category of Trader 7.1 29.3 2.1 1.8 3.8 0.0 47.6 34.3 4.0 1.2 1.2 0.0 36.2 25.4 Number of Traders in Each Category Total Traders: 43 4 7 . . . 0 15 11 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 227,723 Positions 8,939 97,413 5,875 23,509 27,813 2,111 141,223 33,225 8,859 1,460 29,169 2,840 32,906 20,417 Changes from: March 25, 2014 Total Change is: 7,981 -1,311 2,001 544 258 -230 -552 10,845 7,922 -2,107 -120 -513 113 311 804 Percent of Open Interest Represented by Each Category of Trader 3.9 42.8 2.6 10.3 12.2 0.9 62.0 14.6 3.9 0.6 12.8 1.2 14.5 9.0 Number of Traders in Each Category Total Traders: 115 7 9 9 10 13 7 35 28 19 5 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 216,900 Positions 114,720 10,167 7,183 17,936 20,507 4,096 34,058 95,312 14,802 2,181 6,992 5,052 16,872 52,789 Changes from: March 25, 2014 Total Change is: 37,678 18,909 -98 3,235 -1,768 1,326 -852 10,394 19,173 4,189 -648 616 2,971 1,248 7,118 Percent of Open Interest Represented by Each Category of Trader 52.9 4.7 3.3 8.3 9.5 1.9 15.7 43.9 6.8 1.0 3.2 2.3 7.8 24.3 Number of Traders in Each Category Total Traders: 138 12 9 7 7 17 9 26 42 27 10 15 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 301,098 Positions 50,440 25,340 12,001 42,038 92,424 5,867 87,757 36,536 22,799 26,322 32,117 6,699 47,176 67,314 Changes from: March 25, 2014 Total Change is: -36 4,052 -138 1,372 -237 -1,053 -701 -6,711 682 1,375 3,306 -178 1,300 -3,793 -2,695 Percent of Open Interest Represented by Each Category of Trader 16.8 8.4 4.0 14.0 30.7 1.9 29.1 12.1 7.6 8.7 10.7 2.2 15.7 22.4 Number of Traders in Each Category Total Traders: 202 16 15 15 14 29 17 37 42 36 18 31 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 110,984 Positions 22,505 24,363 5,784 6,688 4,034 1,011 34,868 29,918 7,706 3,443 6,897 2,898 26,081 28,372 Changes from: March 25, 2014 Total Change is: 12,285 -2,638 15,278 1,366 862 -462 430 8,880 -5,513 1,366 -1,002 699 548 2,473 -1,427 Percent of Open Interest Represented by Each Category of Trader 20.3 22.0 5.2 6.0 3.6 0.9 31.4 27.0 6.9 3.1 6.2 2.6 23.5 25.6 Number of Traders in Each Category Total Traders: 90 5 14 7 5 7 4 22 19 12 6 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 34,240 Positions 16,341 20,821 7,301 1,883 0 0 2,367 1,092 2,214 1,095 0 2,184 855 628 Changes from: March 25, 2014 Total Change is: -722 -769 1,968 -145 -6 0 0 -294 -2,378 18 0 0 0 474 -185 Percent of Open Interest Represented by Each Category of Trader 47.7 60.8 21.3 5.5 0.0 0.0 6.9 3.2 6.5 3.2 0.0 6.4 2.5 1.8 Number of Traders in Each Category Total Traders: 20 5 9 7 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 145,273 Positions 44,706 40,864 317 40,381 1,989 151 49,528 95,000 161 2,329 3,815 0 7,700 2,976 Changes from: March 25, 2014 Total Change is: 29,414 228 8,200 317 565 -18 -4 27,788 21,241 8 -838 272 0 1,350 -602 Percent of Open Interest Represented by Each Category of Trader 30.8 28.1 0.2 27.8 1.4 0.1 34.1 65.4 0.1 1.6 2.6 0.0 5.3 2.0 Number of Traders in Each Category Total Traders: 95 5 10 . . 4 . 35 22 . 11 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 26,490 Positions 3,887 11,162 7,097 0 155 119 12,202 1,942 2,010 0 3,055 0 1,175 950 Changes from: March 25, 2014 Total Change is: 2,192 -516 -1,570 4,037 0 -239 119 -1,170 -1,776 1,641 -2,000 0 0 81 -20 Percent of Open Interest Represented by Each Category of Trader 14.7 42.1 26.8 0.0 0.6 0.4 46.1 7.3 7.6 0.0 11.5 0.0 4.4 3.6 Number of Traders in Each Category Total Traders: 25 . 8 . 0 . . 4 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 32,316 Positions 946 20,777 63 1,391 189 0 21,919 8,014 222 2,885 549 0 4,890 2,502 Changes from: March 25, 2014 Total Change is: -433 62 747 63 64 0 0 -2,826 -1,011 -44 2,364 -329 0 -116 141 Percent of Open Interest Represented by Each Category of Trader 2.9 64.3 0.2 4.3 0.6 0.0 67.8 24.8 0.7 8.9 1.7 0.0 15.1 7.7 Number of Traders in Each Category Total Traders: 56 . 10 . 4 . 0 19 12 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 65,794 Positions 20,443 40,666 297 6,842 4,441 263 23,569 8,837 857 4,566 2,057 638 8,320 7,739 Changes from: March 25, 2014 Total Change is: 289 93 -2,024 208 -154 -26 49 842 1,733 -21 -148 225 -9 -572 155 Percent of Open Interest Represented by Each Category of Trader 31.1 61.8 0.5 10.4 6.7 0.4 35.8 13.4 1.3 6.9 3.1 1.0 12.6 11.8 Number of Traders in Each Category Total Traders: 109 20 13 . 10 . 4 27 16 6 8 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 131,588 Positions 40,885 81,331 594 13,683 8,881 525 47,138 17,675 1,715 9,132 4,114 1,276 16,640 15,477 Changes from: March 25, 2014 Total Change is: 579 187 -4,049 416 -307 -52 98 1,684 3,465 -42 -296 451 -17 -1,143 309 Percent of Open Interest Represented by Each Category of Trader 31.1 61.8 0.5 10.4 6.7 0.4 35.8 13.4 1.3 6.9 3.1 1.0 12.6 11.8 Number of Traders in Each Category Total Traders: 109 20 13 . 10 . 4 27 16 6 8 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 826,237 Positions 44,985 218,877 15,536 313,834 92,380 41,907 95,615 172,875 126,301 53,044 52,017 23,673 111,342 82,671 Changes from: March 25, 2014 Total Change is: -498 -573 599 405 -8,462 -2,198 -1,007 3,293 -7,728 5,848 -1,901 57 -131 2,031 3,658 Percent of Open Interest Represented by Each Category of Trader 5.4 26.5 1.9 38.0 11.2 5.1 11.6 20.9 15.3 6.4 6.3 2.9 13.5 10.0 Number of Traders in Each Category Total Traders: 605 41 36 36 113 53 63 83 133 104 75 71 66 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 170,054 Positions 8,757 59,414 1,924 47,012 19,982 3,094 6,202 9,861 28,370 12,918 6,453 9,694 52,085 31,262 Changes from: March 25, 2014 Total Change is: 1,671 -122 -2,893 68 -6,129 -505 107 2,093 1,067 2,735 3,509 -413 94 -683 1,412 Percent of Open Interest Represented by Each Category of Trader 5.1 34.9 1.1 27.6 11.8 1.8 3.6 5.8 16.7 7.6 3.8 5.7 30.6 18.4 Number of Traders in Each Category Total Traders: 103 5 13 5 15 7 9 14 24 34 14 11 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 3,280,915 Positions 221,927 838,097 27,279 1,341,120 368,998 187,057 484,626 852,629 452,096 204,896 232,084 65,633 296,282 257,043 Changes from: March 25, 2014 Total Change is: -10,844 576 20,291 -1,149 -10,823 -7,622 -6,410 27,256 -22,716 -5,690 -23,339 6,059 -4,837 13,573 11,231 Percent of Open Interest Represented by Each Category of Trader 6.8 25.5 0.8 40.9 11.2 5.7 14.8 26.0 13.8 6.2 7.1 2.0 9.0 7.8 Number of Traders in Each Category Total Traders: 569 38 37 32 108 50 57 85 123 97 66 62 56 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 92,334 Positions 4,527 43,550 0 49,285 34,356 2,080 23,657 5,220 851 1,021 3,026 0 10,914 3,252 Changes from: March 25, 2014 Total Change is: -1,174 397 -473 -41 -615 -522 -14 -1,922 -579 79 316 217 0 626 159 Percent of Open Interest Represented by Each Category of Trader 4.9 47.2 0.0 53.4 37.2 2.3 25.6 5.7 0.9 1.1 3.3 0.0 11.8 3.5 Number of Traders in Each Category Total Traders: 94 6 13 0 38 10 15 15 5 5 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 77,438 Positions 4,819 53,577 808 34,226 4,355 493 22,862 8,897 3,308 1,967 1,619 839 8,116 3,541 Changes from: March 25, 2014 Total Change is: -2,337 -492 -2,241 153 -3,287 303 85 -60 -211 -172 244 -403 -104 1,297 255 Percent of Open Interest Represented by Each Category of Trader 6.2 69.2 1.0 44.2 5.6 0.6 29.5 11.5 4.3 2.5 2.1 1.1 10.5 4.6 Number of Traders in Each Category Total Traders: 219 20 19 7 35 12 7 63 29 21 21 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 387,189 Positions 24,095 267,884 4,040 171,128 21,777 2,464 114,310 44,486 16,541 9,837 8,096 4,193 40,580 17,707 Changes from: March 25, 2014 Total Change is: -11,683 -2,458 -11,206 765 -16,437 1,514 423 -299 -1,053 -861 1,220 -2,016 -520 6,485 1,273 Percent of Open Interest Represented by Each Category of Trader 6.2 69.2 1.0 44.2 5.6 0.6 29.5 11.5 4.3 2.5 2.1 1.1 10.5 4.6 Number of Traders in Each Category Total Traders: 219 20 19 7 35 12 7 63 29 21 21 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 319,491 Positions 51,814 67,017 8,458 149,122 122,012 11,228 61,967 81,667 5,691 9,306 7,441 367 21,539 15,610 Changes from: March 25, 2014 Total Change is: 2,482 -1,057 1,350 2,568 8,478 -1,675 -1,333 -1,702 3,029 -3,760 1,096 1,393 29 -1,836 882 Percent of Open Interest Represented by Each Category of Trader 16.2 21.0 2.6 46.7 38.2 3.5 19.4 25.6 1.8 2.9 2.3 0.1 6.7 4.9 Number of Traders in Each Category Total Traders: 251 22 11 4 57 37 27 42 56 15 14 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 61,990 Positions 3,763 16,277 119 29,311 216 196 12,857 13,651 0 6,187 19,425 0 9,557 12,106 Changes from: March 25, 2014 Total Change is: -564 145 579 0 -1,880 0 31 966 -848 0 -242 -135 0 416 -191 Percent of Open Interest Represented by Each Category of Trader 6.1 26.3 0.2 47.3 0.3 0.3 20.7 22.0 0.0 10.0 31.3 0.0 15.4 19.5 Number of Traders in Each Category Total Traders: 81 7 8 . 21 . . 17 12 0 7 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 98,586 Positions 16,953 4,442 375 15,618 2,509 35 34,564 2,322 724 20,520 2,109 0 9,797 86,070 Changes from: March 25, 2014 Total Change is: -4,170 -1,278 -1,375 196 -3,112 1,270 0 187 -2,829 395 -418 -701 0 -140 -1,126 Percent of Open Interest Represented by Each Category of Trader 17.2 4.5 0.4 15.8 2.5 0.0 35.1 2.4 0.7 20.8 2.1 0.0 9.9 87.3 Number of Traders in Each Category Total Traders: 76 18 6 5 6 . . 26 6 4 11 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 102,622 Positions 3,957 69,587 1,829 60,677 14,805 4,367 20,207 3,933 4,209 763 279 0 6,613 3,613 Changes from: March 25, 2014 Total Change is: -12 -27 2,158 -311 542 -202 42 -170 -2,401 101 -699 0 0 510 601 Percent of Open Interest Represented by Each Category of Trader 3.9 67.8 1.8 59.1 14.4 4.3 19.7 3.8 4.1 0.7 0.3 0.0 6.4 3.5 Number of Traders in Each Category Total Traders: 91 6 8 . 37 14 13 16 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 253,385 Positions 23,751 67,408 2,874 98,395 71,402 41,978 48,280 49,554 1,974 22,743 9,306 224 13,166 8,665 Changes from: March 25, 2014 Total Change is: 15,496 -4,384 10,664 319 20,772 -2,480 -7,125 1,164 13,021 -84 2,211 1,436 77 2,546 -332 Percent of Open Interest Represented by Each Category of Trader 9.4 26.6 1.1 38.8 28.2 16.6 19.1 19.6 0.8 9.0 3.7 0.1 5.2 3.4 Number of Traders in Each Category Total Traders: 192 21 17 . 52 24 23 25 21 7 26 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 830,966 Positions 5,877 95,876 34,082 295,456 152,891 138,216 98,193 123,273 72,929 13,924 32,678 6,673 165,616 174,348 Changes from: March 25, 2014 Total Change is: 30,995 3,241 -26,806 8,314 -14,834 10,897 8,411 13,291 18,922 12,519 -338 777 2,924 -2,533 -4,962 Percent of Open Interest Represented by Each Category of Trader 0.7 11.5 4.1 35.6 18.4 16.6 11.8 14.8 8.8 1.7 3.9 0.8 19.9 21.0 Number of Traders in Each Category Total Traders: 179 4 19 16 33 39 41 32 34 44 6 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 482,134 Positions 24,661 83,446 421 269,876 39,046 73,089 15,427 183,179 1,748 7,614 20,766 0 89,298 80,439 Changes from: March 25, 2014 Total Change is: 480 1,158 14,173 -1,916 6,405 4,232 -2,985 -3,304 -10,688 166 -187 -665 0 1,143 -1,838 Percent of Open Interest Represented by Each Category of Trader 5.1 17.3 0.1 56.0 8.1 15.2 3.2 38.0 0.4 1.6 4.3 0.0 18.5 16.7 Number of Traders in Each Category Total Traders: 83 . 10 . 35 12 24 . 14 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 1,083,188 Positions 63,280 133,615 23,384 189,310 322,601 76,316 467,076 144,192 103,924 21,121 102,901 39,334 99,444 136,923 Changes from: March 25, 2014 Total Change is: 38,460 -17,060 -30,132 12,071 24,583 2,134 -6,728 37,752 20,670 -8,281 -15,038 31,606 6,423 4,737 10,696 Percent of Open Interest Represented by Each Category of Trader 5.8 12.3 2.2 17.5 29.8 7.0 43.1 13.3 9.6 1.9 9.5 3.6 9.2 12.6 Number of Traders in Each Category Total Traders: 229 13 27 18 35 40 31 51 23 34 12 28 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 53,975 Positions 16,444 12,880 7,562 0 0 0 12,812 16,198 17,152 0 0 0 5 183 Changes from: March 25, 2014 Total Change is: -23,510 9,588 -7,632 -11,212 0 0 -500 -19,640 -2,387 -1,721 0 0 0 -25 -58 Percent of Open Interest Represented by Each Category of Trader 30.5 23.9 14.0 0.0 0.0 0.0 23.7 30.0 31.8 0.0 0.0 0.0 0.0 0.3 Number of Traders in Each Category Total Traders: 32 8 6 9 0 0 0 5 12 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 3,070,409 Positions 159,511 85,129 221,448 650,966 1,210,718 241,961 857,758 256,985 299,285 259,879 147,676 101,064 278,536 506,143 Changes from: March 25, 2014 Total Change is: 67,557 -38,717 3,894 2,496 5,994 6,282 13,278 108,313 23,637 -673 6,426 6,737 -11,122 -18,439 23,025 Percent of Open Interest Represented by Each Category of Trader 5.2 2.8 7.2 21.2 39.4 7.9 27.9 8.4 9.7 8.5 4.8 3.3 9.1 16.5 Number of Traders in Each Category Total Traders: 359 31 28 47 35 79 62 63 59 82 23 41 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 2,266,232 Positions 132,655 118,348 120,695 807,006 575,348 219,624 407,540 429,125 186,066 173,141 190,095 31,466 188,039 395,466 Changes from: March 25, 2014 Total Change is: -37,561 -28,865 -43,038 24,746 13,890 -9,435 6,812 -64,614 -19,419 11,251 14,771 17,178 -6,950 -8,602 -18,705 Percent of Open Interest Represented by Each Category of Trader 5.9 5.2 5.3 35.6 25.4 9.7 18.0 18.9 8.2 7.6 8.4 1.4 8.3 17.5 Number of Traders in Each Category Total Traders: 277 16 30 26 25 62 47 38 62 50 13 31 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 293,044 Positions 126,876 81,564 68,014 708 3,791 1,950 17,044 20,690 33,811 1,733 14,942 11,450 31,459 56,832 Changes from: March 25, 2014 Total Change is: -42,974 -22,160 -21,737 -1,705 0 943 -1,551 -8,983 -8,057 -10,745 642 -5,449 1,068 460 4,259 Percent of Open Interest Represented by Each Category of Trader 43.3 27.8 23.2 0.2 1.3 0.7 5.8 7.1 11.5 0.6 5.1 3.9 10.7 19.4 Number of Traders in Each Category Total Traders: 74 13 24 30 . . . 7 12 14 . 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 is17,325,104 Positions 1,431,494 2,176,097 3,345,231 2,780,962 572,167 356,904 554,673 1,081,759 6,255,185 236,547 663,791 1,461,312 902,796 1,412,657 Changes from: March 25, 2014 Total Change is: 279,209 78,399 30,690 52,360 -25,153 -39,619 -5,506 -67,876 9,448 243,636 41,855 21,398 -23,677 -14,829 -9,522 Percent of Open Interest Represented by Each Category of Trader 8.3 12.6 19.3 16.1 3.3 2.1 3.2 6.2 36.1 1.4 3.8 8.4 5.2 8.2 Number of Traders in Each Category Total Traders: 285 25 63 83 8 24 24 42 73 99 10 30 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 40,441 Positions 27,808 1,008 0 4,960 8,281 4,831 2,524 18,055 201 30 7,909 0 87 156 Changes from: March 25, 2014 Total Change is: 1,636 237 0 0 161 382 -4 1,199 854 4 30 391 0 9 9 Percent of Open Interest Represented by Each Category of Trader 68.8 2.5 0.0 12.3 20.5 11.9 6.2 44.6 0.5 0.1 19.6 0.0 0.2 0.4 Number of Traders in Each Category Total Traders: 41 7 . 0 4 8 . 4 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 30,723 Positions 28,036 391 0 362 10,174 1,950 221 5,180 122 0 12,752 0 32 154 Changes from: March 25, 2014 Total Change is: -615 5 -172 0 -414 -1,014 31 -216 -113 -33 0 626 0 12 60 Percent of Open Interest Represented by Each Category of Trader 91.3 1.3 0.0 1.2 33.1 6.3 0.7 16.9 0.4 0.0 41.5 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 35 6 4 0 . 9 . . 8 . 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 52,738 Positions 12,457 963 813 8,082 4,649 150 5,793 39,992 2,810 14,170 1,305 41 8,422 2,014 Changes from: March 25, 2014 Total Change is: 1,859 2 304 30 252 -926 -3 671 2,204 370 281 237 30 227 -387 Percent of Open Interest Represented by Each Category of Trader 23.6 1.8 1.5 15.3 8.8 0.3 11.0 75.8 5.3 26.9 2.5 0.1 16.0 3.8 Number of Traders in Each Category Total Traders: 149 7 . . 10 6 . 18 35 10 62 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 357,046 Positions 65,748 46,668 32,543 50,486 21,861 21,940 69,263 108,762 58,026 10,468 11,278 31,735 16,837 24,233 Changes from: March 25, 2014 Total Change is: 21,220 20,183 -1,957 -1,715 2,599 2,607 1,287 10,797 28,579 -4,883 -657 2,780 -1,611 -4,780 -3,867 Percent of Open Interest Represented by Each Category of Trader 18.4 13.1 9.1 14.1 6.1 6.1 19.4 30.5 16.3 2.9 3.2 8.9 4.7 6.8 Number of Traders in Each Category Total Traders: 189 21 13 22 7 13 10 45 47 47 17 14 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 1, 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 14,143 Positions 151 4,650 0 5,674 77 343 2,864 8,162 749 4,343 159 0 19 3 Changes from: March 25, 2014 Total Change is: 549 65 0 0 434 0 -5 -3,221 554 0 3,284 0 0 -8 0 Percent of Open Interest Represented by Each Category of Trader 1.1 32.9 0.0 40.1 0.5 2.4 20.3 57.7 5.3 30.7 1.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 24 . . 0 5 . . 6 . . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 4, 2014