Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 133,637
Positions
24,685 12,401 3,574 15,472 7,733 333 29,480 62,320 9,999 16,796 2,453 2,992 30,306 31,833
Changes from: April 8, 2014 Total Change is: -929
-2,087 4,492 -1,424 731 452 -6 9 1,510 -852 -375 -895 339 2,736 -4,545
Percent of Open Interest Represented by Each Category of Trader
18.5 9.3 2.7 11.6 5.8 0.2 22.1 46.6 7.5 12.6 1.8 2.2 22.7 23.8
Number of Traders in Each Category Total Traders: 78
5 10 10 4 5 . 17 16 14 12 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 53,603
Positions
7,080 15,831 1,155 900 2,239 0 24,255 19,186 1,974 613 824 0 17,627 12,395
Changes from: April 8, 2014 Total Change is: 4,633
-2,940 1,425 729 -34 226 0 4,758 3,527 312 0 -77 0 1,807 -1,509
Percent of Open Interest Represented by Each Category of Trader
13.2 29.5 2.2 1.7 4.2 0.0 45.2 35.8 3.7 1.1 1.5 0.0 32.9 23.1
Number of Traders in Each Category Total Traders: 49
5 6 . . . 0 17 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 238,948
Positions
7,779 113,579 4,035 21,774 30,857 1,145 152,926 30,044 8,240 1,357 28,694 1,793 39,899 20,562
Changes from: April 8, 2014 Total Change is: -17
-117 10,242 -100 351 2,795 -322 -1,315 -6,722 -216 -444 -3,814 64 2,081 -1,945
Percent of Open Interest Represented by Each Category of Trader
3.3 47.5 1.7 9.1 12.9 0.5 64.0 12.6 3.4 0.6 12.0 0.8 16.7 8.6
Number of Traders in Each Category Total Traders: 115
6 11 9 7 14 6 42 23 18 4 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 185,492
Positions
92,184 16,555 4,974 19,217 20,957 4,670 23,624 70,224 13,375 1,925 5,254 4,065 21,459 45,418
Changes from: April 8, 2014 Total Change is: -17,583
-22,353 3,095 465 619 1,476 378 -1,220 -18,901 2,033 -89 -3,282 175 2,409 -3,022
Percent of Open Interest Represented by Each Category of Trader
49.7 8.9 2.7 10.4 11.3 2.5 12.7 37.9 7.2 1.0 2.8 2.2 11.6 24.5
Number of Traders in Each Category Total Traders: 122
8 11 9 6 18 7 23 38 28 7 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 308,277
Positions
54,125 26,965 11,166 41,892 90,372 5,695 93,018 46,835 20,777 27,975 31,753 6,657 46,972 68,057
Changes from: April 8, 2014 Total Change is: 15,349
-5,504 1,167 1,541 -445 -682 43 14,042 6,496 3,026 1,309 1,471 1,791 -455 495
Percent of Open Interest Represented by Each Category of Trader
17.6 8.7 3.6 13.6 29.3 1.8 30.2 15.2 6.7 9.1 10.3 2.2 15.2 22.1
Number of Traders in Each Category Total Traders: 217
15 16 13 14 30 13 44 45 42 21 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 112,072
Positions
20,074 35,735 3,936 5,528 3,816 91 41,629 22,606 6,965 3,605 6,179 2,729 27,516 30,016
Changes from: April 8, 2014 Total Change is: 2,326
-1,212 3,822 72 -126 -126 -3 2,341 -3,000 363 250 65 410 231 722
Percent of Open Interest Represented by Each Category of Trader
17.9 31.9 3.5 4.9 3.4 0.1 37.1 20.2 6.2 3.2 5.5 2.4 24.6 26.8
Number of Traders in Each Category Total Traders: 84
7 12 7 . 7 . 24 17 16 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 34,135
Positions
16,155 21,353 6,129 1,877 0 0 3,587 1,623 2,213 1,481 0 2,184 509 633
Changes from: April 8, 2014 Total Change is: 731
-69 117 -435 -3 0 0 1,220 969 0 -45 0 0 63 80
Percent of Open Interest Represented by Each Category of Trader
47.3 62.6 18.0 5.5 0.0 0.0 10.5 4.8 6.5 4.3 0.0 6.4 1.5 1.9
Number of Traders in Each Category Total Traders: 21
5 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 131,445
Positions
45,103 39,766 107 228 2,265 153 71,666 80,683 2,180 4,995 3,880 0 7,013 2,411
Changes from: April 8, 2014 Total Change is: 1,106
283 -3,137 -5 0 -19 1 1,892 2,204 1,835 -2,268 251 0 -632 -24
Percent of Open Interest Represented by Each Category of Trader
34.3 30.3 0.1 0.2 1.7 0.1 54.5 61.4 1.7 3.8 3.0 0.0 5.3 1.8
Number of Traders in Each Category Total Traders: 102
6 10 . . 4 . 41 21 9 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 23,432
Positions
3,345 14,150 3,061 831 225 54 13,989 1,393 927 0 3,055 0 1,225 567
Changes from: April 8, 2014 Total Change is: 1,148
-334 691 1 267 103 -45 795 -44 484 0 0 0 -20 -42
Percent of Open Interest Represented by Each Category of Trader
14.3 60.4 13.1 3.5 1.0 0.2 59.7 5.9 4.0 0.0 13.0 0.0 5.2 2.4
Number of Traders in Each Category Total Traders: 21
. 7 . . . . 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 33,110
Positions
1,099 21,726 5 1,604 189 0 22,390 7,297 210 3,050 933 0 4,752 2,750
Changes from: April 8, 2014 Total Change is: 201
44 -99 -10 18 0 0 -146 -71 6 244 296 0 45 79
Percent of Open Interest Represented by Each Category of Trader
3.3 65.6 0.0 4.8 0.6 0.0 67.6 22.0 0.6 9.2 2.8 0.0 14.4 8.3
Number of Traders in Each Category Total Traders: 60
. 9 . 5 . 0 19 13 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 55,420
Positions
20,874 31,639 266 6,863 4,420 367 13,169 8,118 1,013 5,033 1,724 640 7,195 7,233
Changes from: April 8, 2014 Total Change is: -4,638
-250 -4,436 56 186 -169 91 -4,132 -135 63 355 -227 -2 -1,006 119
Percent of Open Interest Represented by Each Category of Trader
37.7 57.1 0.5 12.4 8.0 0.7 23.8 14.6 1.8 9.1 3.1 1.2 13.0 13.1
Number of Traders in Each Category Total Traders: 109
20 15 . 10 . . 24 16 10 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 110,841
Positions
41,748 63,278 533 13,725 8,840 734 26,339 16,237 2,025 10,067 3,449 1,280 14,390 14,465
Changes from: April 8, 2014 Total Change is: -9,275
-499 -8,871 113 371 -337 182 -8,263 -270 126 711 -453 -4 -2,012 239
Percent of Open Interest Represented by Each Category of Trader
37.7 57.1 0.5 12.4 8.0 0.7 23.8 14.6 1.8 9.1 3.1 1.2 13.0 13.1
Number of Traders in Each Category Total Traders: 109
20 15 . 10 . . 24 16 10 12 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 859,308
Positions
42,226 206,274 22,982 302,481 101,876 45,372 93,660 175,788 151,691 55,199 41,222 27,614 118,084 86,491
Changes from: April 8, 2014 Total Change is: 24,206
559 -15,736 3,086 -6,607 4,035 2,262 3,423 5,177 13,706 -1,621 702 3,195 6,203 7,780
Percent of Open Interest Represented by Each Category of Trader
4.9 24.0 2.7 35.2 11.9 5.3 10.9 20.5 17.7 6.4 4.8 3.2 13.7 10.1
Number of Traders in Each Category Total Traders: 628
41 40 41 119 54 63 89 134 120 84 67 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 178,538
Positions
10,444 51,255 1,902 44,652 21,184 2,878 7,308 15,699 32,039 13,540 6,072 10,918 54,858 36,593
Changes from: April 8, 2014 Total Change is: 3,427
1,318 -8,058 -251 -1,315 277 94 -464 5,688 663 -36 -56 2 3,417 5,068
Percent of Open Interest Represented by Each Category of Trader
5.8 28.7 1.1 25.0 11.9 1.6 4.1 8.8 17.9 7.6 3.4 6.1 30.7 20.5
Number of Traders in Each Category Total Traders: 103
5 10 4 14 7 8 13 27 34 19 8 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 3,403,849
Positions
215,302 831,490 49,007 1,296,802 411,116 204,814 495,231 863,917 534,788 216,243 183,694 75,533 316,129 249,490
Changes from: April 8, 2014 Total Change is: 103,895
7,599 -26,998 5,290 -25,285 19,967 9,666 29,680 7,687 54,975 -3,638 8,075 11,675 13,934 13,558
Percent of Open Interest Represented by Each Category of Trader
6.3 24.4 1.4 38.1 12.1 6.0 14.5 25.4 15.7 6.4 5.4 2.2 9.3 7.3
Number of Traders in Each Category Total Traders: 596
40 40 37 115 52 58 87 129 116 70 63 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 90,373
Positions
10,108 34,852 5 46,572 39,785 2,601 18,430 4,627 2,224 705 2,592 0 9,728 3,687
Changes from: April 8, 2014 Total Change is: -490
3,340 -4,917 5 -2,086 3,211 399 -2,297 -335 1,471 0 -195 0 -1,322 -129
Percent of Open Interest Represented by Each Category of Trader
11.2 38.6 0.0 51.5 44.0 2.9 20.4 5.1 2.5 0.8 2.9 0.0 10.8 4.1
Number of Traders in Each Category Total Traders: 86
10 9 . 34 11 14 14 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 77,465
Positions
6,994 42,784 987 30,663 6,226 796 18,697 13,410 5,460 2,292 2,201 1,393 10,183 4,209
Changes from: April 8, 2014 Total Change is: -2,806
864 -4,120 180 -1,825 1,608 15 -2,169 -3,152 1,465 40 770 63 -1,439 366
Percent of Open Interest Represented by Each Category of Trader
9.0 55.2 1.3 39.6 8.0 1.0 24.1 17.3 7.0 3.0 2.8 1.8 13.1 5.4
Number of Traders in Each Category Total Traders: 229
16 23 7 33 16 10 51 40 26 27 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 387,325
Positions
34,972 213,919 4,937 153,315 31,130 3,978 93,484 67,049 27,299 11,461 11,003 6,966 50,913 21,044
Changes from: April 8, 2014 Total Change is: -14,031
4,322 -20,599 899 -9,124 8,040 73 -10,843 -15,761 7,324 198 3,849 315 -7,195 1,828
Percent of Open Interest Represented by Each Category of Trader
9.0 55.2 1.3 39.6 8.0 1.0 24.1 17.3 7.0 3.0 2.8 1.8 13.1 5.4
Number of Traders in Each Category Total Traders: 229
16 23 7 33 16 10 51 40 26 27 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 317,278
Positions
71,286 53,652 6,028 146,547 128,942 10,883 42,908 83,326 9,670 8,284 9,535 248 21,423 14,993
Changes from: April 8, 2014 Total Change is: -567
9,023 -5,754 440 -1,289 5,630 -725 -6,850 855 -320 -794 1,964 -29 -22 -2,628
Percent of Open Interest Represented by Each Category of Trader
22.5 16.9 1.9 46.2 40.6 3.4 13.5 26.3 3.0 2.6 3.0 0.1 6.8 4.7
Number of Traders in Each Category Total Traders: 253
22 13 4 52 41 27 35 59 19 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 62,589
Positions
2,941 16,328 119 32,544 216 175 11,167 14,572 0 5,101 19,373 0 10,542 11,806
Changes from: April 8, 2014 Total Change is: -375
299 202 0 375 0 43 -993 -253 -81 -269 -204 0 251 -82
Percent of Open Interest Represented by Each Category of Trader
4.7 26.1 0.2 52.0 0.3 0.3 17.8 23.3 0.0 8.1 31.0 0.0 16.8 18.9
Number of Traders in Each Category Total Traders: 69
5 8 . 21 . . 12 8 0 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 99,297
Positions
16,634 4,776 190 18,760 1,224 35 31,304 2,464 1,031 21,093 4,230 0 10,250 85,347
Changes from: April 8, 2014 Total Change is: -296
-842 113 -106 2,788 50 0 -514 298 235 -249 1,733 -39 -1,569 -2,580
Percent of Open Interest Represented by Each Category of Trader
16.8 4.8 0.2 18.9 1.2 0.0 31.5 2.5 1.0 21.2 4.3 0.0 10.3 86.0
Number of Traders in Each Category Total Traders: 82
20 6 4 7 . . 25 7 6 12 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 106,514
Positions
6,473 69,256 3,196 58,189 18,817 4,072 22,700 3,918 4,558 1,495 279 0 5,831 2,418
Changes from: April 8, 2014 Total Change is: 3,284
1,749 -95 1,352 -2,179 2,676 -272 2,113 -6 142 679 0 0 -300 -513
Percent of Open Interest Represented by Each Category of Trader
6.1 65.0 3.0 54.6 17.7 3.8 21.3 3.7 4.3 1.4 0.3 0.0 5.5 2.3
Number of Traders in Each Category Total Traders: 97
8 9 . 34 17 14 18 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 264,355
Positions
22,999 96,230 3,259 95,440 68,152 44,587 53,422 32,113 2,790 23,190 7,125 268 18,400 9,831
Changes from: April 8, 2014 Total Change is: 1,162
-3,001 8,699 195 -2,304 1,158 -696 2,148 -10,699 839 425 -647 -96 3,652 2,409
Percent of Open Interest Represented by Each Category of Trader
8.7 36.4 1.2 36.1 25.8 16.9 20.2 12.1 1.1 8.8 2.7 0.1 7.0 3.7
Number of Traders in Each Category Total Traders: 184
21 17 4 49 26 25 28 15 9 24 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 854,825
Positions
1,527 88,945 41,133 283,769 178,704 139,368 100,076 91,632 77,990 12,970 31,523 8,618 189,373 196,911
Changes from: April 8, 2014 Total Change is: 37,995
-878 2,361 2,485 6,253 -6,643 7,446 3,304 -3,742 13,505 -4,594 -849 561 9,913 22,871
Percent of Open Interest Represented by Each Category of Trader
0.2 10.4 4.8 33.2 20.9 16.3 11.7 10.7 9.1 1.5 3.7 1.0 22.2 23.0
Number of Traders in Each Category Total Traders: 180
. 22 18 30 38 41 40 27 40 8 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 492,509
Positions
21,531 74,536 772 278,356 33,461 70,295 15,641 199,911 1,178 7,030 19,333 0 97,705 93,023
Changes from: April 8, 2014 Total Change is: 9,061
-2,695 1,882 -396 7,194 -2,595 -2,773 1,256 12,798 -155 17 -2,181 0 6,614 2,482
Percent of Open Interest Represented by Each Category of Trader
4.4 15.1 0.2 56.5 6.8 14.3 3.2 40.6 0.2 1.4 3.9 0.0 19.8 18.9
Number of Traders in Each Category Total Traders: 79
. 7 . 37 10 23 . 14 9 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 1,163,320
Positions
26,046 151,248 30,472 287,739 338,098 86,334 445,234 158,726 111,595 28,205 124,582 40,494 107,201 121,772
Changes from: April 8, 2014 Total Change is: 35,838
-13,834 -2,673 7,390 33,996 4,202 -3,125 -24,970 -407 19,719 5,221 10,212 3,058 8,384 -2,538
Percent of Open Interest Represented by Each Category of Trader
2.2 13.0 2.6 24.7 29.1 7.4 38.3 13.6 9.6 2.4 10.7 3.5 9.2 10.5
Number of Traders in Each Category Total Traders: 244
7 28 15 38 43 35 53 28 34 16 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 71,497
Positions
18,601 13,621 11,853 0 650 450 17,577 21,801 22,942 0 0 0 74 180
Changes from: April 8, 2014 Total Change is: 6,505
1,132 114 2,246 0 -209 450 103 1,402 2,505 0 0 0 69 -3
Percent of Open Interest Represented by Each Category of Trader
26.0 19.1 16.6 0.0 0.9 0.6 24.6 30.5 32.1 0.0 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 34
9 6 9 0 . . 8 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 3,134,692
Positions
121,856 169,039 273,949 720,906 1,036,635 254,508 734,242 258,290 350,976 245,024 183,906 108,844 324,387 498,545
Changes from: April 8, 2014 Total Change is: 14,214
-20,381 -4,639 38,080 34,808 -86,333 11,911 -117,784 -5,052 30,665 -2,462 23,717 563 38,813 5,301
Percent of Open Interest Represented by Each Category of Trader
3.9 5.4 8.7 23.0 33.1 8.1 23.4 8.2 11.2 7.8 5.9 3.5 10.3 15.9
Number of Traders in Each Category Total Traders: 375
22 42 56 40 77 62 68 55 85 21 50 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 2,328,345
Positions
164,660 153,766 100,880 759,777 713,951 225,339 502,988 358,633 189,213 132,326 176,917 31,819 221,343 377,827
Changes from: April 8, 2014 Total Change is: 6,315
1,559 19,280 -11,042 -36,831 44,443 1,760 56,232 -40,589 20,380 -45,411 -17,940 6,423 13,247 -16,399
Percent of Open Interest Represented by Each Category of Trader
7.1 6.6 4.3 32.6 30.7 9.7 21.6 15.4 8.1 5.7 7.6 1.4 9.5 16.2
Number of Traders in Each Category Total Traders: 290
15 35 32 27 62 48 41 63 48 15 32 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 325,376
Positions
140,258 92,938 74,346 708 3,769 4,446 23,473 29,771 39,419 760 11,414 11,879 30,087 57,393
Changes from: April 8, 2014 Total Change is: 13,124
1,175 3,605 4,227 0 -22 1,796 4,352 784 3,936 -377 -833 -573 -1,411 205
Percent of Open Interest Represented by Each Category of Trader
43.1 28.6 22.8 0.2 1.2 1.4 7.2 9.1 12.1 0.2 3.5 3.7 9.2 17.6
Number of Traders in Each Category Total Traders: 76
17 22 33 . . . 9 13 14 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 is16,903,042
Positions
1,619,944 2,375,657 3,277,046 2,825,233 654,143 383,933 673,037 1,196,487 5,882,247 245,560 683,120 1,151,539 844,504 1,298,871
Changes from: April 8, 2014 Total Change is: -53,936
124,749 145,417 -23,295 7,618 77,533 -12,257 100,441 42,416 -85,722 -7,704 13,521 -156,005 -1,762 -55,544
Percent of Open Interest Represented by Each Category of Trader
9.6 14.1 19.4 16.7 3.9 2.3 4.0 7.1 34.8 1.5 4.0 6.8 5.0 7.7
Number of Traders in Each Category Total Traders: 298
25 63 82 10 27 25 37 87 103 9 34 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 50,257
Positions
37,030 1,008 0 4,990 15,329 4,844 3,070 20,556 186 38 8,178 0 99 156
Changes from: April 8, 2014 Total Change is: 3,104
2,504 0 0 30 412 13 572 2,619 -15 0 55 0 0 20
Percent of Open Interest Represented by Each Category of Trader
73.7 2.0 0.0 9.9 30.5 9.6 6.1 40.9 0.4 0.1 16.3 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 42
8 . 0 4 9 . . 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 45,722
Positions
42,704 238 0 172 21,615 2,092 680 8,764 0 0 12,746 0 74 267
Changes from: April 8, 2014 Total Change is: 3,272
3,966 -69 0 -161 208 156 -95 3,786 -634 0 -252 0 40 77
Percent of Open Interest Represented by Each Category of Trader
93.4 0.5 0.0 0.4 47.3 4.6 1.5 19.2 0.0 0.0 27.9 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 40
9 . 0 . 11 . . 7 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 53,043
Positions
9,851 7,936 1,048 7,362 4,635 143 12,544 32,906 1,969 11,891 1,513 7 8,228 2,886
Changes from: April 8, 2014 Total Change is: 1,562
69 -863 2 -43 997 -2 6,738 1,147 -1,319 -3,101 712 0 -783 888
Percent of Open Interest Represented by Each Category of Trader
18.6 15.0 2.0 13.9 8.7 0.3 23.6 62.0 3.7 22.4 2.9 0.0 15.5 5.4
Number of Traders in Each Category Total Traders: 157
6 . . 9 6 . 26 29 9 71 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 368,887
Positions
78,719 38,447 38,956 37,821 21,898 20,318 57,855 107,995 60,796 9,156 10,351 42,889 22,377 27,237
Changes from: April 8, 2014 Total Change is: 8,935
12,078 -1,392 3,770 -11,930 -1,474 -2,191 -3,658 1,315 -931 2,034 1,304 8,114 1,649 420
Percent of Open Interest Represented by Each Category of Trader
21.3 10.4 10.6 10.3 5.9 5.5 15.7 29.3 16.5 2.5 2.8 11.6 6.1 7.4
Number of Traders in Each Category Total Traders: 183
19 15 21 8 13 10 39 49 50 14 14 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 15, 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 16,527
Positions
788 4,650 0 6,599 77 394 3,056 10,480 756 4,896 169 0 38 1
Changes from: April 8, 2014 Total Change is: 858
14 0 0 755 0 54 35 806 0 0 0 0 0 -2
Percent of Open Interest Represented by Each Category of Trader
4.8 28.1 0.0 39.9 0.5 2.4 18.5 63.4 4.6 29.6 1.0 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 18, 2014