Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 134,566
Positions
26,772 7,908 4,998 14,741 7,281 339 29,471 60,810 10,851 17,172 3,348 2,653 27,569 36,379
Changes from: April 1, 2014 Total Change is: -844
-1,459 5,005 -1,290 33 -1,308 -107 1,502 -1,847 -387 -144 232 -468 1,476 -674
Percent of Open Interest Represented by Each Category of Trader
19.9 5.9 3.7 11.0 5.4 0.3 21.9 45.2 8.1 12.8 2.5 2.0 20.5 27.0
Number of Traders in Each Category Total Traders: 82
6 10 9 . 5 . 15 21 15 13 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 48,971
Positions
10,020 14,406 426 934 2,013 0 19,497 15,659 1,662 613 901 0 15,820 13,904
Changes from: April 1, 2014 Total Change is: -3,400
6,278 -929 -669 0 48 0 -5,417 -2,293 -438 -19 290 0 -3,135 591
Percent of Open Interest Represented by Each Category of Trader
20.5 29.4 0.9 1.9 4.1 0.0 39.8 32.0 3.4 1.3 1.8 0.0 32.3 28.4
Number of Traders in Each Category Total Traders: 41
6 5 . . . 0 11 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 238,965
Positions
7,896 103,337 4,135 21,423 28,062 1,467 154,241 36,766 8,455 1,802 32,507 1,729 37,818 22,507
Changes from: April 1, 2014 Total Change is: 11,242
-1,044 5,923 -1,740 -2,086 249 -644 13,018 3,541 -404 342 3,338 -1,111 4,912 2,090
Percent of Open Interest Represented by Each Category of Trader
3.3 43.2 1.7 9.0 11.7 0.6 64.5 15.4 3.5 0.8 13.6 0.7 15.8 9.4
Number of Traders in Each Category Total Traders: 120
5 12 7 8 13 6 41 26 20 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 203,074
Positions
114,537 13,460 4,508 18,598 19,481 4,292 24,844 89,125 11,342 2,014 8,537 3,890 19,049 48,440
Changes from: April 1, 2014 Total Change is: -13,826
-182 3,293 -2,675 662 -1,026 196 -9,214 -6,187 -3,460 -167 1,545 -1,162 2,177 -4,350
Percent of Open Interest Represented by Each Category of Trader
56.4 6.6 2.2 9.2 9.6 2.1 12.2 43.9 5.6 1.0 4.2 1.9 9.4 23.9
Number of Traders in Each Category Total Traders: 128
12 9 8 6 17 8 15 44 21 4 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 292,928
Positions
59,629 25,797 9,625 42,337 91,054 5,652 78,976 40,339 17,751 26,666 30,282 4,866 47,427 67,562
Changes from: April 1, 2014 Total Change is: -8,170
9,189 457 -2,376 299 -1,370 -215 -8,782 3,803 -5,048 344 -1,836 -1,833 251 248
Percent of Open Interest Represented by Each Category of Trader
20.4 8.8 3.3 14.5 31.1 1.9 27.0 13.8 6.1 9.1 10.3 1.7 16.2 23.1
Number of Traders in Each Category Total Traders: 203
16 16 15 14 30 16 36 41 33 19 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 109,746
Positions
21,286 31,912 3,864 5,654 3,941 94 39,288 25,605 6,602 3,355 6,114 2,319 27,285 29,294
Changes from: April 1, 2014 Total Change is: -1,238
-1,219 7,549 -1,920 -1,034 -93 -916 4,419 -4,313 -1,105 -88 -784 -580 1,204 923
Percent of Open Interest Represented by Each Category of Trader
19.4 29.1 3.5 5.2 3.6 0.1 35.8 23.3 6.0 3.1 5.6 2.1 24.9 26.7
Number of Traders in Each Category Total Traders: 81
5 14 7 . 7 . 23 15 15 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 33,404
Positions
16,224 21,236 6,564 1,880 0 0 2,367 654 2,213 1,526 0 2,184 446 553
Changes from: April 1, 2014 Total Change is: -836
-117 415 -737 -3 0 0 0 -438 -1 431 0 0 -409 -75
Percent of Open Interest Represented by Each Category of Trader
48.6 63.6 19.7 5.6 0.0 0.0 7.1 2.0 6.6 4.6 0.0 6.5 1.3 1.7
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 8, 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 130,339
Positions
44,820 42,904 111 228 2,284 152 69,774 78,479 345 7,263 3,629 0 7,645 2,435
Changes from: April 1, 2014 Total Change is: -14,934
114 2,039 -205 -40,153 295 1 20,246 -16,521 184 4,934 -186 0 -55 -541
Percent of Open Interest Represented by Each Category of Trader
34.4 32.9 0.1 0.2 1.8 0.1 53.5 60.2 0.3 5.6 2.8 0.0 5.9 1.9
Number of Traders in Each Category Total Traders: 103
5 10 . . 4 . 44 19 4 13 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 22,284
Positions
3,679 13,459 3,060 564 122 99 13,194 1,437 443 0 3,055 0 1,245 609
Changes from: April 1, 2014 Total Change is: -4,206
-208 2,297 -4,037 564 -33 -20 992 -505 -1,567 0 0 0 70 -341
Percent of Open Interest Represented by Each Category of Trader
16.5 60.4 13.7 2.5 0.5 0.4 59.2 6.4 2.0 0.0 13.7 0.0 5.6 2.7
Number of Traders in Each Category Total Traders: 21
. 6 . . . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 32,909
Positions
1,055 21,825 15 1,586 189 0 22,536 7,368 204 2,806 637 0 4,707 2,671
Changes from: April 1, 2014 Total Change is: 593
109 1,048 -48 195 0 0 617 -646 -18 -79 88 0 -183 169
Percent of Open Interest Represented by Each Category of Trader
3.2 66.3 0.0 4.8 0.6 0.0 68.5 22.4 0.6 8.5 1.9 0.0 14.3 8.1
Number of Traders in Each Category Total Traders: 59
. 9 . 5 . 0 21 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 60,058
Positions
21,123 36,075 210 6,677 4,589 276 17,301 8,253 950 4,678 1,951 642 8,201 7,113
Changes from: April 1, 2014 Total Change is: -5,736
681 -4,591 -87 -165 148 14 -6,268 -584 92 112 -106 4 -119 -625
Percent of Open Interest Represented by Each Category of Trader
35.2 60.1 0.3 11.1 7.6 0.5 28.8 13.7 1.6 7.8 3.2 1.1 13.7 11.8
Number of Traders in Each Category Total Traders: 107
21 13 . 9 . . 23 18 8 9 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 120,116
Positions
42,247 72,149 420 13,354 9,177 552 34,602 16,507 1,899 9,356 3,902 1,284 16,402 14,226
Changes from: April 1, 2014 Total Change is: -11,471
1,361 -9,182 -174 -329 296 27 -12,536 -1,168 184 224 -212 8 -238 -1,251
Percent of Open Interest Represented by Each Category of Trader
35.2 60.1 0.3 11.1 7.6 0.5 28.8 13.7 1.6 7.8 3.2 1.1 13.7 11.8
Number of Traders in Each Category Total Traders: 107
21 13 . 9 . . 23 18 8 9 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 835,102
Positions
41,667 222,010 19,897 309,088 97,841 43,110 90,237 170,612 137,985 56,820 40,520 24,419 111,881 78,710
Changes from: April 1, 2014 Total Change is: 8,865
-3,318 3,133 4,360 -4,746 5,461 1,203 -5,378 -2,263 11,683 3,776 -11,497 746 539 -3,961
Percent of Open Interest Represented by Each Category of Trader
5.0 26.6 2.4 37.0 11.7 5.2 10.8 20.4 16.5 6.8 4.9 2.9 13.4 9.4
Number of Traders in Each Category Total Traders: 611
42 37 41 119 51 63 89 128 119 91 54 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 175,111
Positions
9,126 59,313 2,153 45,967 20,907 2,784 7,772 10,011 31,377 13,576 6,128 10,915 51,442 31,524
Changes from: April 1, 2014 Total Change is: 5,057
370 -102 229 -1,045 925 -310 1,570 150 3,007 659 -325 1,222 -644 262
Percent of Open Interest Represented by Each Category of Trader
5.2 33.9 1.2 26.3 11.9 1.6 4.4 5.7 17.9 7.8 3.5 6.2 29.4 18.0
Number of Traders in Each Category Total Traders: 106
5 13 6 14 7 8 17 22 36 18 10 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 3,299,954
Positions
207,704 858,488 43,717 1,322,087 391,149 195,148 465,551 856,230 479,813 219,880 175,619 63,858 302,195 235,931
Changes from: April 1, 2014 Total Change is: 19,039
-14,223 20,391 16,438 -19,033 22,151 8,092 -19,075 3,601 27,717 14,984 -56,465 -1,775 5,913 -21,111
Percent of Open Interest Represented by Each Category of Trader
6.3 26.0 1.3 40.1 11.9 5.9 14.1 25.9 14.5 6.7 5.3 1.9 9.2 7.1
Number of Traders in Each Category Total Traders: 573
40 37 36 115 47 59 85 124 111 77 48 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 90,863
Positions
6,768 39,769 0 48,658 36,574 2,202 20,727 4,962 753 705 2,787 0 11,050 3,816
Changes from: April 1, 2014 Total Change is: -1,471
2,241 -3,781 0 -627 2,218 122 -2,930 -258 -98 -316 -239 0 136 564
Percent of Open Interest Represented by Each Category of Trader
7.4 43.8 0.0 53.6 40.3 2.4 22.8 5.5 0.8 0.8 3.1 0.0 12.2 4.2
Number of Traders in Each Category Total Traders: 91
9 11 0 37 10 14 15 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 80,271
Positions
6,130 46,904 807 32,488 4,618 781 20,866 16,562 3,995 2,253 1,431 1,330 11,622 3,843
Changes from: April 1, 2014 Total Change is: 2,833
1,311 -6,673 -1 -1,738 263 288 -1,997 7,665 687 285 -188 492 3,505 302
Percent of Open Interest Represented by Each Category of Trader
7.6 58.4 1.0 40.5 5.8 1.0 26.0 20.6 5.0 2.8 1.8 1.7 14.5 4.8
Number of Traders in Each Category Total Traders: 236
17 21 7 35 14 10 59 46 23 27 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 401,356
Positions
30,650 234,518 4,037 162,439 23,090 3,905 104,328 82,810 19,975 11,263 7,154 6,651 58,108 19,216
Changes from: April 1, 2014 Total Change is: 14,166
6,555 -33,366 -3 -8,689 1,313 1,441 -9,983 38,323 3,433 1,426 -942 2,458 17,527 1,508
Percent of Open Interest Represented by Each Category of Trader
7.6 58.4 1.0 40.5 5.8 1.0 26.0 20.6 5.0 2.8 1.8 1.7 14.5 4.8
Number of Traders in Each Category Total Traders: 236
17 21 7 35 14 10 59 46 23 27 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 317,845
Positions
62,263 59,406 5,588 147,836 123,312 11,608 49,758 82,471 9,990 9,079 7,571 276 21,446 17,621
Changes from: April 1, 2014 Total Change is: -1,646
10,449 -7,611 -2,870 -1,286 1,300 380 -12,209 804 4,300 -227 130 -90 -93 2,011
Percent of Open Interest Represented by Each Category of Trader
19.6 18.7 1.8 46.5 38.8 3.7 15.7 25.9 3.1 2.9 2.4 0.1 6.7 5.5
Number of Traders in Each Category Total Traders: 250
22 13 4 54 38 28 38 58 16 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 62,964
Positions
2,642 16,126 119 32,169 216 132 12,160 14,825 81 5,370 19,577 0 10,291 11,888
Changes from: April 1, 2014 Total Change is: 974
-1,121 -151 0 2,858 0 -64 -697 1,174 81 -817 152 0 734 -218
Percent of Open Interest Represented by Each Category of Trader
4.2 25.6 0.2 51.1 0.3 0.2 19.3 23.5 0.1 8.5 31.1 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 72
5 8 . 22 . . 12 10 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 99,593
Positions
17,476 4,663 296 15,972 1,174 35 31,818 2,166 796 21,342 2,497 39 11,819 87,927
Changes from: April 1, 2014 Total Change is: 1,007
523 221 -79 354 -1,335 0 -2,746 -156 72 822 388 39 2,022 1,857
Percent of Open Interest Represented by Each Category of Trader
17.5 4.7 0.3 16.0 1.2 0.0 31.9 2.2 0.8 21.4 2.5 0.0 11.9 88.3
Number of Traders in Each Category Total Traders: 75
17 6 . 6 . . 26 5 5 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 103,230
Positions
4,724 69,351 1,844 60,368 16,141 4,344 20,587 3,924 4,416 816 279 0 6,131 2,931
Changes from: April 1, 2014 Total Change is: 608
767 -236 15 -309 1,336 -23 380 -9 207 53 0 0 -482 -682
Percent of Open Interest Represented by Each Category of Trader
4.6 67.2 1.8 58.5 15.6 4.2 19.9 3.8 4.3 0.8 0.3 0.0 5.9 2.8
Number of Traders in Each Category Total Traders: 94
6 9 . 35 15 13 19 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 263,193
Positions
26,000 87,531 3,064 97,744 66,994 45,283 51,274 42,812 1,951 22,765 7,772 364 14,748 7,422
Changes from: April 1, 2014 Total Change is: 9,808
2,249 20,123 190 -651 -4,408 3,305 2,994 -6,742 -23 22 -1,534 140 1,582 -1,243
Percent of Open Interest Represented by Each Category of Trader
9.9 33.3 1.2 37.1 25.5 17.2 19.5 16.3 0.7 8.6 3.0 0.1 5.6 2.8
Number of Traders in Each Category Total Traders: 194
22 17 . 55 23 25 29 19 8 25 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 816,830
Positions
2,405 86,584 38,648 277,516 185,348 131,923 96,772 95,373 64,485 17,563 32,372 8,057 179,460 174,040
Changes from: April 1, 2014 Total Change is: -14,137
-3,471 -9,293 4,566 -17,940 32,457 -6,294 -1,421 -27,900 -8,444 3,639 -306 1,384 13,844 -308
Percent of Open Interest Represented by Each Category of Trader
0.3 10.6 4.7 34.0 22.7 16.2 11.8 11.7 7.9 2.2 4.0 1.0 22.0 21.3
Number of Traders in Each Category Total Traders: 178
5 18 17 31 39 40 37 28 40 6 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 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 483,447
Positions
24,226 72,654 1,168 271,161 36,056 73,069 14,385 187,112 1,333 7,013 21,514 0 91,092 90,541
Changes from: April 1, 2014 Total Change is: 1,313
-435 -10,792 747 1,286 -2,990 -21 -1,042 3,933 -414 -601 748 0 1,794 10,102
Percent of Open Interest Represented by Each Category of Trader
5.0 15.0 0.2 56.1 7.5 15.1 3.0 38.7 0.3 1.5 4.5 0.0 18.8 18.7
Number of Traders in Each Category Total Traders: 83
. 8 4 36 11 24 . 15 9 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,127,482
Positions
39,880 153,921 23,082 253,743 333,895 89,459 470,204 159,132 91,877 22,983 114,369 37,436 98,817 124,310
Changes from: April 1, 2014 Total Change is: 44,293
-23,400 20,306 -302 64,433 11,294 13,143 3,128 14,941 -12,047 1,862 11,468 -1,898 -627 -12,613
Percent of Open Interest Represented by Each Category of Trader
3.5 13.7 2.0 22.5 29.6 7.9 41.7 14.1 8.1 2.0 10.1 3.3 8.8 11.0
Number of Traders in Each Category Total Traders: 245
13 27 16 36 43 36 52 30 33 12 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 64,992
Positions
17,469 13,507 9,607 0 859 0 17,474 20,399 20,437 0 0 0 5 183
Changes from: April 1, 2014 Total Change is: 11,017
1,025 627 2,045 0 859 0 4,662 4,201 3,285 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
26.9 20.8 14.8 0.0 1.3 0.0 26.9 31.4 31.4 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 33
9 5 9 0 . 0 7 10 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,120,478
Positions
142,236 173,677 235,869 686,098 1,122,968 242,597 852,026 263,342 320,311 247,486 160,188 108,281 285,574 493,244
Changes from: April 1, 2014 Total Change is: 50,069
-17,275 88,548 14,421 35,132 -87,750 637 -5,732 6,357 21,026 -12,394 12,513 7,216 7,038 -12,899
Percent of Open Interest Represented by Each Category of Trader
4.6 5.6 7.6 22.0 36.0 7.8 27.3 8.4 10.3 7.9 5.1 3.5 9.2 15.8
Number of Traders in Each Category Total Traders: 371
18 45 52 38 77 60 60 62 83 26 45 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,322,029
Positions
163,101 134,486 111,921 796,608 669,508 223,579 446,756 399,222 168,833 177,738 194,858 25,397 208,096 394,226
Changes from: April 1, 2014 Total Change is: 55,797
30,446 16,138 -8,774 -10,398 94,160 3,955 39,216 -29,903 -17,233 4,596 4,762 -6,069 20,058 -1,239
Percent of Open Interest Represented by Each Category of Trader
7.0 5.8 4.8 34.3 28.8 9.6 19.2 17.2 7.3 7.7 8.4 1.1 9.0 17.0
Number of Traders in Each Category Total Traders: 285
14 34 26 26 60 46 44 60 52 16 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 312,252
Positions
139,083 89,333 70,120 708 3,791 2,650 19,121 28,987 35,483 1,137 12,247 12,452 31,498 57,189
Changes from: April 1, 2014 Total Change is: 19,208
12,207 7,769 2,106 0 0 700 2,078 8,297 1,673 -596 -2,695 1,002 39 357
Percent of Open Interest Represented by Each Category of Trader
44.5 28.6 22.5 0.2 1.2 0.8 6.1 9.3 11.4 0.4 3.9 4.0 10.1 18.3
Number of Traders in Each Category Total Traders: 76
16 23 31 . . . 9 13 15 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,956,978
Positions
1,495,194 2,230,240 3,300,342 2,817,614 576,610 396,190 572,596 1,154,071 5,967,968 253,264 669,599 1,307,543 846,266 1,354,415
Changes from: April 1, 2014 Total Change is: -368,126
63,700 54,143 -44,890 36,652 4,443 39,286 17,923 72,312 -287,216 16,718 5,808 -153,769 -56,530 -58,243
Percent of Open Interest Represented by Each Category of Trader
8.8 13.2 19.5 16.6 3.4 2.3 3.4 6.8 35.2 1.5 3.9 7.7 5.0 8.0
Number of Traders in Each Category Total Traders: 295
28 61 81 8 29 27 39 80 103 10 31 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 47,153
Positions
34,526 1,008 0 4,960 14,917 4,831 2,498 17,937 201 38 8,123 0 99 136
Changes from: April 1, 2014 Total Change is: 6,712
6,718 0 0 0 6,636 0 -26 -118 0 8 214 0 12 -20
Percent of Open Interest Represented by Each Category of Trader
73.2 2.1 0.0 10.5 31.6 10.2 5.3 38.0 0.4 0.1 17.2 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 43
8 . 0 4 9 . 4 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 42,450
Positions
38,738 307 0 333 21,407 1,936 775 4,978 634 0 12,998 0 34 190
Changes from: April 1, 2014 Total Change is: 11,727
10,702 -84 0 -29 11,233 -14 554 -202 512 0 246 0 2 36
Percent of Open Interest Represented by Each Category of Trader
91.3 0.7 0.0 0.8 50.4 4.6 1.8 11.7 1.5 0.0 30.6 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
6 . 0 . 10 . . 7 . 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,480
Positions
9,782 8,799 1,046 7,405 3,638 145 5,805 31,760 3,287 14,992 801 7 9,011 1,998
Changes from: April 1, 2014 Total Change is: -1,257
-2,675 7,836 233 -677 -1,011 -5 12 -8,232 477 823 -504 -35 589 -16
Percent of Open Interest Represented by Each Category of Trader
19.0 17.1 2.0 14.4 7.1 0.3 11.3 61.7 6.4 29.1 1.6 0.0 17.5 3.9
Number of Traders in Each Category Total Traders: 146
7 . . 10 6 . 18 31 10 67 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 359,952
Positions
66,641 39,839 35,186 49,751 23,372 22,509 61,513 106,680 61,727 7,122 9,047 34,775 20,728 26,817
Changes from: April 1, 2014 Total Change is: 2,906
893 -6,829 2,643 -735 1,511 569 -7,750 -2,082 3,701 -3,346 -2,231 3,040 3,891 2,584
Percent of Open Interest Represented by Each Category of Trader
18.5 11.1 9.8 13.8 6.5 6.3 17.1 29.6 17.1 2.0 2.5 9.7 5.8 7.5
Number of Traders in Each Category Total Traders: 177
18 11 22 8 14 12 40 52 49 12 11 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 8, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,669
Positions
774 4,650 0 5,844 77 340 3,021 9,674 756 4,896 169 0 38 3
Changes from: April 1, 2014 Total Change is: 1,526
623 0 0 170 0 -3 157 1,512 7 553 10 0 19 0
Percent of Open Interest Represented by Each Category of Trader
4.9 29.7 0.0 37.3 0.5 2.2 19.3 61.7 4.8 31.2 1.1 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 6 . . 4 . 0
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Updated April 11, 2014