Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 132,024 Positions 24,481 13,290 3,256 14,152 7,807 368 29,598 61,860 9,658 16,417 2,418 3,027 31,068 30,341 Changes from: April 15, 2014 Total Change is: -1,613 -204 890 -319 -1,320 74 35 118 -460 -341 -380 -35 35 763 -1,492 Percent of Open Interest Represented by Each Category of Trader 18.5 10.1 2.5 10.7 5.9 0.3 22.4 46.9 7.3 12.4 1.8 2.3 23.5 23.0 Number of Traders in Each Category Total Traders: 79 5 10 10 4 5 . 14 21 14 13 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 51,368 Positions 6,909 15,349 1,166 900 2,013 0 21,895 16,702 1,806 613 1,094 0 18,078 13,238 Changes from: April 15, 2014 Total Change is: -2,235 -170 -483 12 0 -226 0 -2,360 -2,484 -167 0 270 0 450 843 Percent of Open Interest Represented by Each Category of Trader 13.5 29.9 2.3 1.8 3.9 0.0 42.6 32.5 3.5 1.2 2.1 0.0 35.2 25.8 Number of Traders in Each Category Total Traders: 45 5 6 . . . 0 17 11 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 253,476 Positions 7,782 115,299 5,826 22,252 29,693 1,569 161,670 36,124 9,776 1,446 30,251 1,677 41,478 23,261 Changes from: April 15, 2014 Total Change is: 14,528 4 1,719 1,791 478 -1,164 424 8,744 6,081 1,537 89 1,558 -116 1,579 2,699 Percent of Open Interest Represented by Each Category of Trader 3.1 45.5 2.3 8.8 11.7 0.6 63.8 14.3 3.9 0.6 11.9 0.7 16.4 9.2 Number of Traders in Each Category Total Traders: 120 6 11 9 7 15 7 44 22 19 . 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 185,818 Positions 93,477 16,299 5,855 18,395 18,356 4,361 26,087 73,722 12,316 2,005 6,276 3,869 19,454 44,764 Changes from: April 15, 2014 Total Change is: 326 1,292 -257 881 -822 -2,601 -308 2,463 3,498 -1,059 79 1,022 -196 -2,005 -654 Percent of Open Interest Represented by Each Category of Trader 50.3 8.8 3.2 9.9 9.9 2.3 14.0 39.7 6.6 1.1 3.4 2.1 10.5 24.1 Number of Traders in Each Category Total Traders: 127 8 11 9 6 17 8 25 40 25 7 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 303,303 Positions 52,987 24,903 10,808 41,344 87,839 6,624 88,769 42,736 20,270 28,218 33,890 6,844 47,438 69,389 Changes from: April 15, 2014 Total Change is: -4,974 -1,138 -2,062 -358 -547 -2,533 929 -4,249 -4,099 -507 243 2,138 187 466 1,332 Percent of Open Interest Represented by Each Category of Trader 17.5 8.2 3.6 13.6 29.0 2.2 29.3 14.1 6.7 9.3 11.2 2.3 15.6 22.9 Number of Traders in Each Category Total Traders: 210 15 16 13 13 31 15 39 41 33 20 35 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 120,481 Positions 18,003 47,400 4,032 5,498 3,747 84 50,403 22,536 6,807 3,344 6,130 2,839 29,471 26,907 Changes from: April 15, 2014 Total Change is: 8,409 -2,071 11,665 95 -30 -69 -7 8,774 -70 -158 -260 -49 110 1,955 -3,110 Percent of Open Interest Represented by Each Category of Trader 14.9 39.3 3.3 4.6 3.1 0.1 41.8 18.7 5.6 2.8 5.1 2.4 24.5 22.3 Number of Traders in Each Category Total Traders: 88 5 13 7 . 7 . 28 17 15 5 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 34,721 Positions 16,531 21,429 6,129 1,872 0 0 3,759 2,210 2,221 1,518 0 2,184 507 548 Changes from: April 15, 2014 Total Change is: 586 376 76 0 -5 0 0 172 587 8 37 0 0 -2 -85 Percent of Open Interest Represented by Each Category of Trader 47.6 61.7 17.7 5.4 0.0 0.0 10.8 6.4 6.4 4.4 0.0 6.3 1.5 1.6 Number of Traders in Each Category Total Traders: 22 6 8 7 . 0 0 . . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 128,957 Positions 44,971 39,634 106 228 2,291 134 69,351 78,630 2,190 4,031 3,858 0 7,946 2,114 Changes from: April 15, 2014 Total Change is: -2,488 -132 -132 -1 0 26 -19 -2,315 -2,053 10 -964 -22 0 933 -297 Percent of Open Interest Represented by Each Category of Trader 34.9 30.7 0.1 0.2 1.8 0.1 53.8 61.0 1.7 3.1 3.0 0.0 6.2 1.6 Number of Traders in Each Category Total Traders: 104 7 10 . . 4 . 45 19 8 10 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 20,955 Positions 3,457 11,419 3,061 832 225 53 11,346 1,453 1,067 0 3,055 0 1,139 622 Changes from: April 15, 2014 Total Change is: -2,477 112 -2,731 0 1 0 -1 -2,643 60 140 0 0 0 -86 55 Percent of Open Interest Represented by Each Category of Trader 16.5 54.5 14.6 4.0 1.1 0.3 54.1 6.9 5.1 0.0 14.6 0.0 5.4 3.0 Number of Traders in Each Category Total Traders: 21 . 6 . . . . 4 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 32,589 Positions 1,103 22,814 15 1,620 189 0 21,831 6,009 222 3,019 872 0 4,779 2,468 Changes from: April 15, 2014 Total Change is: -521 4 1,088 10 16 0 0 -559 -1,288 12 -31 -61 0 27 -282 Percent of Open Interest Represented by Each Category of Trader 3.4 70.0 0.0 5.0 0.6 0.0 67.0 18.4 0.7 9.3 2.7 0.0 14.7 7.6 Number of Traders in Each Category Total Traders: 60 . 10 . 5 . 0 20 11 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 61,633 Positions 20,384 37,222 398 7,233 4,317 329 19,057 8,378 865 4,366 1,836 607 8,393 7,682 Changes from: April 15, 2014 Total Change is: 6,212 -490 5,583 131 370 -104 -38 5,888 259 -148 -667 112 -33 1,198 449 Percent of Open Interest Represented by Each Category of Trader 33.1 60.4 0.6 11.7 7.0 0.5 30.9 13.6 1.4 7.1 3.0 1.0 13.6 12.5 Number of Traders in Each Category Total Traders: 112 21 15 4 10 . . 24 21 10 9 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 123,266 Positions 40,769 74,443 795 14,465 8,633 658 38,115 16,755 1,730 8,733 3,673 1,214 16,787 15,363 Changes from: April 15, 2014 Total Change is: 12,425 -979 11,166 263 740 -207 -76 11,776 519 -295 -1,334 224 -66 2,396 898 Percent of Open Interest Represented by Each Category of Trader 33.1 60.4 0.6 11.7 7.0 0.5 30.9 13.6 1.4 7.1 3.0 1.0 13.6 12.5 Number of Traders in Each Category Total Traders: 112 21 15 4 10 . . 24 21 10 9 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 832,018 Positions 41,018 207,429 23,305 299,509 95,810 46,059 101,837 171,967 127,141 52,208 43,129 26,168 114,772 91,010 Changes from: April 15, 2014 Total Change is: -27,290 -1,207 1,155 323 -2,972 -6,066 687 8,177 -3,821 -24,550 -2,991 1,907 -1,445 -3,312 4,520 Percent of Open Interest Represented by Each Category of Trader 4.9 24.9 2.8 36.0 11.5 5.5 12.2 20.7 15.3 6.3 5.2 3.1 13.8 10.9 Number of Traders in Each Category Total Traders: 590 38 39 38 119 53 60 86 126 107 67 62 57 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 176,837 Positions 11,223 53,254 2,424 45,901 20,293 3,086 9,270 12,316 29,245 13,619 6,197 10,261 51,808 39,760 Changes from: April 15, 2014 Total Change is: -1,702 778 1,999 522 1,249 -891 209 1,962 -3,383 -2,794 79 124 -657 -3,051 3,168 Percent of Open Interest Represented by Each Category of Trader 6.3 30.1 1.4 26.0 11.5 1.7 5.2 7.0 16.5 7.7 3.5 5.8 29.3 22.5 Number of Traders in Each Category Total Traders: 96 6 10 5 15 7 8 17 20 33 13 8 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 3,275,905 Positions 212,464 834,359 40,919 1,275,235 384,781 207,665 516,254 851,671 436,064 202,755 194,472 69,726 314,823 256,249 Changes from: April 15, 2014 Total Change is: -127,944 -2,838 2,869 -8,088 -21,566 -26,335 2,851 21,023 -12,246 -98,725 -13,488 10,778 -5,808 -1,306 6,759 Percent of Open Interest Represented by Each Category of Trader 6.5 25.5 1.2 38.9 11.7 6.3 15.8 26.0 13.3 6.2 5.9 2.1 9.6 7.8 Number of Traders in Each Category Total Traders: 561 38 37 33 114 50 55 82 124 102 59 57 50 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 87,769 Positions 8,474 35,492 0 46,499 36,751 3,062 17,913 5,251 1,376 705 2,585 0 9,740 3,252 Changes from: April 15, 2014 Total Change is: -2,604 -1,634 640 -5 -73 -3,034 461 -517 624 -848 0 -7 0 12 -435 Percent of Open Interest Represented by Each Category of Trader 9.7 40.4 0.0 53.0 41.9 3.5 20.4 6.0 1.6 0.8 2.9 0.0 11.1 3.7 Number of Traders in Each Category Total Traders: 85 8 10 0 34 11 13 12 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 70,564 Positions 6,227 36,225 744 29,589 6,856 648 16,316 14,505 3,779 1,793 2,156 753 10,715 4,897 Changes from: April 15, 2014 Total Change is: -6,901 -768 -6,558 -243 -1,074 630 -148 -2,381 1,095 -1,681 -499 -45 -640 533 689 Percent of Open Interest Represented by Each Category of Trader 8.8 51.3 1.1 41.9 9.7 0.9 23.1 20.6 5.4 2.5 3.1 1.1 15.2 6.9 Number of Traders in Each Category Total Traders: 236 18 22 6 32 17 8 45 52 24 20 30 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 352,819 Positions 31,134 181,127 3,720 147,944 34,282 3,239 81,580 72,524 18,894 8,967 10,781 3,765 53,576 24,487 Changes from: April 15, 2014 Total Change is: -34,505 -3,838 -32,791 -1,217 -5,371 3,152 -739 -11,904 5,475 -8,405 -2,495 -223 -3,200 2,664 3,443 Percent of Open Interest Represented by Each Category of Trader 8.8 51.3 1.1 41.9 9.7 0.9 23.1 20.6 5.4 2.5 3.1 1.1 15.2 6.9 Number of Traders in Each Category Total Traders: 236 18 22 6 32 17 8 45 52 24 20 30 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 314,510 Positions 73,303 53,034 6,774 148,421 126,684 10,776 42,138 84,544 6,383 6,160 9,642 257 20,297 16,415 Changes from: April 15, 2014 Total Change is: -2,768 2,017 -618 746 1,874 -2,258 -107 -770 1,218 -3,287 -2,124 107 10 -1,126 1,422 Percent of Open Interest Represented by Each Category of Trader 23.3 16.9 2.2 47.2 40.3 3.4 13.4 26.9 2.0 2.0 3.1 0.1 6.5 5.2 Number of Traders in Each Category Total Traders: 246 22 12 4 54 40 26 31 59 19 11 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 61,878 Positions 3,212 16,432 119 32,582 216 134 10,779 14,535 0 5,509 19,377 0 9,543 11,065 Changes from: April 15, 2014 Total Change is: -711 271 104 0 38 0 -41 -388 -37 0 408 4 0 -999 -741 Percent of Open Interest Represented by Each Category of Trader 5.2 26.6 0.2 52.7 0.3 0.2 17.4 23.5 0.0 8.9 31.3 0.0 15.4 17.9 Number of Traders in Each Category Total Traders: 71 6 8 . 21 . . 12 8 0 8 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 102,004 Positions 16,402 2,487 1,281 19,680 1,174 35 30,170 3,162 1,280 20,604 3,991 62 12,490 88,532 Changes from: April 15, 2014 Total Change is: 2,707 -232 -2,289 1,091 920 -50 0 -1,134 698 249 -489 -239 62 2,240 3,185 Percent of Open Interest Represented by Each Category of Trader 16.1 2.4 1.3 19.3 1.2 0.0 29.6 3.1 1.3 20.2 3.9 0.1 12.2 86.8 Number of Traders in Each Category Total Traders: 76 19 5 4 7 . . 22 7 . 10 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 105,795 Positions 5,624 69,227 3,163 61,172 17,246 4,223 19,799 4,264 4,550 1,280 279 0 5,984 2,843 Changes from: April 15, 2014 Total Change is: -719 -849 -29 -33 2,983 -1,571 151 -2,901 346 -8 -215 0 0 153 425 Percent of Open Interest Represented by Each Category of Trader 5.3 65.4 3.0 57.8 16.3 4.0 18.7 4.0 4.3 1.2 0.3 0.0 5.7 2.7 Number of Traders in Each Category Total Traders: 95 7 9 . 32 18 14 18 6 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 264,625 Positions 21,522 98,861 3,660 96,592 60,350 44,277 57,244 40,395 2,840 21,737 8,146 208 16,545 5,888 Changes from: April 15, 2014 Total Change is: 270 -1,477 2,631 401 1,152 -7,802 -310 3,822 8,282 50 -1,453 1,021 -60 -1,855 -3,943 Percent of Open Interest Represented by Each Category of Trader 8.1 37.4 1.4 36.5 22.8 16.7 21.6 15.3 1.1 8.2 3.1 0.1 6.3 2.2 Number of Traders in Each Category Total Traders: 192 19 19 5 51 26 25 28 20 9 23 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 838,002 Positions 1,837 93,044 39,526 293,676 162,617 139,316 92,819 99,021 74,295 11,151 32,124 7,980 177,400 190,078 Changes from: April 15, 2014 Total Change is: -16,823 310 4,099 -1,607 9,907 -16,087 -52 -7,257 7,390 -3,695 -1,818 601 -639 -11,973 -6,833 Percent of Open Interest Represented by Each Category of Trader 0.2 11.1 4.7 35.0 19.4 16.6 11.1 11.8 8.9 1.3 3.8 1.0 21.2 22.7 Number of Traders in Each Category Total Traders: 177 . 23 16 31 37 41 38 25 42 5 16 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 490,519 Positions 21,347 76,007 811 277,070 36,061 71,517 17,142 203,764 1,209 7,042 19,362 0 94,382 81,788 Changes from: April 15, 2014 Total Change is: -1,990 -184 1,471 39 -1,286 2,600 1,222 1,500 3,853 31 12 29 0 -3,324 -11,235 Percent of Open Interest Represented by Each Category of Trader 4.4 15.5 0.2 56.5 7.4 14.6 3.5 41.5 0.2 1.4 3.9 0.0 19.2 16.7 Number of Traders in Each Category Total Traders: 86 . 9 . 38 11 24 4 16 10 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,150,820 Positions 40,382 132,550 21,693 287,471 360,601 82,869 440,711 160,800 105,449 26,874 122,562 41,223 104,147 123,072 Changes from: April 15, 2014 Total Change is: -12,500 14,336 -18,698 -8,779 -268 22,504 -3,465 -4,523 2,075 -6,146 -1,331 -2,019 730 -3,054 1,300 Percent of Open Interest Represented by Each Category of Trader 3.5 11.5 1.9 25.0 31.3 7.2 38.3 14.0 9.2 2.3 10.7 3.6 9.0 10.7 Number of Traders in Each Category Total Traders: 252 9 32 15 40 44 36 53 29 37 12 33 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000) CFTC Code #045L2T Open Interest is 73,405 Positions 18,931 14,885 13,018 0 755 871 15,738 19,049 24,597 0 0 0 250 230 Changes from: April 15, 2014 Total Change is: 1,908 330 1,264 1,165 0 105 421 -1,839 -2,752 1,655 0 0 0 176 50 Percent of Open Interest Represented by Each Category of Trader 25.8 20.3 17.7 0.0 1.0 1.2 21.4 26.0 33.5 0.0 0.0 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 33 9 6 9 0 . . 6 11 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,123,595 Positions 117,792 127,878 275,592 686,995 1,083,796 229,272 744,712 280,845 351,146 278,444 157,358 125,398 314,246 492,312 Changes from: April 15, 2014 Total Change is: -11,097 -4,064 -41,161 1,642 -33,911 47,161 -25,237 10,470 22,554 170 33,420 -26,548 16,554 -10,141 -6,233 Percent of Open Interest Represented by Each Category of Trader 3.8 4.1 8.8 22.0 34.7 7.3 23.8 9.0 11.2 8.9 5.0 4.0 10.1 15.8 Number of Traders in Each Category Total Traders: 375 26 38 54 39 78 60 55 67 87 21 51 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,369,213 Positions 174,455 142,088 110,240 762,869 781,095 207,134 550,693 346,977 196,948 130,567 174,935 36,226 200,081 373,571 Changes from: April 15, 2014 Total Change is: 40,868 9,794 -11,678 9,360 3,092 67,144 -18,205 47,705 -11,656 7,735 -1,759 -1,983 4,406 -21,262 -4,256 Percent of Open Interest Represented by Each Category of Trader 7.4 6.0 4.7 32.2 33.0 8.7 23.2 14.6 8.3 5.5 7.4 1.5 8.4 15.8 Number of Traders in Each Category Total Traders: 290 19 31 31 24 66 45 44 60 49 13 33 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 341,787 Positions 148,386 92,391 75,987 698 3,769 4,789 27,799 41,758 44,026 765 13,815 11,306 28,032 53,946 Changes from: April 15, 2014 Total Change is: 16,411 8,128 -547 1,640 -10 0 343 4,326 11,987 4,607 5 2,401 -573 -2,055 -3,447 Percent of Open Interest Represented by Each Category of Trader 43.4 27.0 22.2 0.2 1.1 1.4 8.1 12.2 12.9 0.2 4.0 3.3 8.2 15.8 Number of Traders in Each Category Total Traders: 80 18 22 34 . . . 9 15 16 . 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is17,451,364 Positions 1,654,759 2,407,265 3,403,581 2,821,304 705,063 352,201 737,056 1,192,188 6,131,919 260,377 698,025 1,243,723 846,443 1,317,398 Changes from: April 15, 2014 Total Change is: 548,321 34,815 31,608 126,535 -3,928 50,920 -31,732 64,019 -4,299 249,673 14,817 14,905 92,184 1,939 18,527 Percent of Open Interest Represented by Each Category of Trader 9.5 13.8 19.5 16.2 4.0 2.0 4.2 6.8 35.1 1.5 4.0 7.1 4.9 7.5 Number of Traders in Each Category Total Traders: 298 24 65 83 10 27 25 40 86 105 10 29 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 51,396 Positions 38,813 1,158 0 4,990 15,311 4,844 2,261 21,289 429 38 8,223 0 21 142 Changes from: April 15, 2014 Total Change is: 1,139 1,783 150 0 0 -18 0 -809 733 243 0 45 0 -78 -14 Percent of Open Interest Represented by Each Category of Trader 75.5 2.3 0.0 9.7 29.8 9.4 4.4 41.4 0.8 0.1 16.0 0.0 0.0 0.3 Number of Traders in Each Category Total Traders: 45 9 . 0 4 9 . . 10 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 47,273 Positions 44,665 484 0 164 21,642 2,071 215 9,889 86 0 12,824 0 72 277 Changes from: April 15, 2014 Total Change is: 1,551 1,961 246 0 -8 27 -21 -465 1,125 86 0 78 0 -2 10 Percent of Open Interest Represented by Each Category of Trader 94.5 1.0 0.0 0.3 45.8 4.4 0.5 20.9 0.2 0.0 27.1 0.0 0.2 0.6 Number of Traders in Each Category Total Traders: 38 6 4 0 . 11 . . 8 . 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 50,893 Positions 9,851 7,898 1,052 7,662 4,467 223 9,360 31,323 2,140 11,733 1,386 6 8,866 2,398 Changes from: April 15, 2014 Total Change is: -2,149 0 -38 4 300 -168 80 -3,184 -1,584 171 -159 -127 -1 638 -488 Percent of Open Interest Represented by Each Category of Trader 19.4 15.5 2.1 15.1 8.8 0.4 18.4 61.5 4.2 23.1 2.7 0.0 17.4 4.7 Number of Traders in Each Category Total Traders: 149 6 . . 10 5 . 22 29 11 70 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 362,130 Positions 74,569 32,067 30,095 42,601 20,412 28,459 64,064 121,170 53,629 11,115 11,763 37,122 20,476 27,413 Changes from: April 15, 2014 Total Change is: -6,757 -4,150 -6,380 -8,861 4,780 -1,486 8,141 6,209 13,175 -7,167 1,959 1,412 -5,767 -1,901 176 Percent of Open Interest Represented by Each Category of Trader 20.6 8.9 8.3 11.8 5.6 7.9 17.7 33.5 14.8 3.1 3.2 10.3 5.7 7.6 Number of Traders in Each Category Total Traders: 185 19 14 21 9 14 12 36 50 52 13 16 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 16,479 Positions 783 4,650 0 6,627 502 347 3,037 10,038 756 4,896 169 0 33 17 Changes from: April 15, 2014 Total Change is: -48 -5 0 0 28 425 -47 -19 -442 0 0 0 0 -5 16 Percent of Open Interest Represented by Each Category of Trader 4.8 28.2 0.0 40.2 3.0 2.1 18.4 60.9 4.6 29.7 1.0 0.0 0.2 0.1 Number of Traders in Each Category Total Traders: 24 . . 0 5 . . 6 . . 4 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 28, 2014