Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 140,117 Positions 25,961 16,159 3,514 13,515 8,701 523 31,761 60,589 12,100 17,679 3,629 3,348 31,715 31,553 Changes from: April 22, 2014 Total Change is: 8,093 1,480 2,869 259 -637 894 155 2,163 -1,270 2,443 1,263 1,211 321 647 1,213 Percent of Open Interest Represented by Each Category of Trader 18.5 11.5 2.5 9.6 6.2 0.4 22.7 43.2 8.6 12.6 2.6 2.4 22.6 22.5 Number of Traders in Each Category Total Traders: 89 5 9 9 . 7 . 19 22 17 11 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 52,133 Positions 6,620 15,676 1,359 900 2,013 0 22,250 17,123 2,319 613 1,233 0 18,073 12,410 Changes from: April 22, 2014 Total Change is: 765 -290 327 193 0 0 0 354 421 513 0 139 0 -5 -828 Percent of Open Interest Represented by Each Category of Trader 12.7 30.1 2.6 1.7 3.9 0.0 42.7 32.8 4.4 1.2 2.4 0.0 34.7 23.8 Number of Traders in Each Category Total Traders: 49 5 6 . . . 0 18 13 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 253,775 Positions 8,894 115,218 6,853 22,749 29,825 1,949 155,679 35,287 10,458 2,341 29,230 1,943 42,910 23,012 Changes from: April 22, 2014 Total Change is: 298 1,112 -81 1,027 497 132 380 -5,991 -837 681 894 -1,021 266 1,432 -249 Percent of Open Interest Represented by Each Category of Trader 3.5 45.4 2.7 9.0 11.8 0.8 61.3 13.9 4.1 0.9 11.5 0.8 16.9 9.1 Number of Traders in Each Category Total Traders: 124 7 11 9 8 15 8 43 24 20 5 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 188,502 Positions 99,404 15,358 6,124 18,898 18,560 4,510 21,704 75,075 11,814 3,173 5,093 3,848 19,028 48,123 Changes from: April 22, 2014 Total Change is: 2,685 5,928 -941 269 503 204 148 -4,383 1,353 -502 1,168 -1,184 -21 -426 3,359 Percent of Open Interest Represented by Each Category of Trader 52.7 8.1 3.2 10.0 9.8 2.4 11.5 39.8 6.3 1.7 2.7 2.0 10.1 25.5 Number of Traders in Each Category Total Traders: 123 9 11 9 7 17 9 22 38 25 8 11 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 311,914 Positions 54,706 28,289 11,999 42,164 83,253 6,346 88,613 47,647 22,599 29,611 32,818 7,607 48,270 71,357 Changes from: April 22, 2014 Total Change is: 8,611 1,719 3,386 1,191 820 -4,586 -279 -156 4,912 2,328 1,394 -1,072 763 832 1,968 Percent of Open Interest Represented by Each Category of Trader 17.5 9.1 3.8 13.5 26.7 2.0 28.4 15.3 7.2 9.5 10.5 2.4 15.5 22.9 Number of Traders in Each Category Total Traders: 222 17 17 16 14 30 15 41 47 37 20 36 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 123,210 Positions 21,930 44,348 4,113 5,330 3,831 388 51,877 28,431 7,176 1,946 6,612 2,545 27,903 25,764 Changes from: April 22, 2014 Total Change is: 2,728 3,927 -3,051 82 -168 85 304 1,474 5,895 369 -1,398 481 -294 -1,568 -1,143 Percent of Open Interest Represented by Each Category of Trader 17.8 36.0 3.3 4.3 3.1 0.3 42.1 23.1 5.8 1.6 5.4 2.1 22.6 20.9 Number of Traders in Each Category Total Traders: 87 7 10 7 4 7 . 27 17 17 . 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 36,227 Positions 17,366 21,462 6,129 1,867 0 0 4,478 3,614 2,209 1,522 0 2,184 472 629 Changes from: April 22, 2014 Total Change is: 1,506 835 33 0 -5 0 0 719 1,404 -12 4 0 0 -35 81 Percent of Open Interest Represented by Each Category of Trader 47.9 59.2 16.9 5.2 0.0 0.0 12.4 10.0 6.1 4.2 0.0 6.0 1.3 1.7 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 29, 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 128,125 Positions 45,820 36,258 36 228 2,595 136 69,444 81,534 2,001 2,629 3,622 0 7,831 1,943 Changes from: April 22, 2014 Total Change is: -832 849 -3,376 -70 0 304 2 93 2,904 -189 -1,402 -236 0 -115 -171 Percent of Open Interest Represented by Each Category of Trader 35.8 28.3 0.0 0.2 2.0 0.1 54.2 63.6 1.6 2.1 2.8 0.0 6.1 1.5 Number of Traders in Each Category Total Traders: 108 8 9 . . 5 . 44 24 9 10 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 22,059 Positions 3,457 11,509 3,061 854 209 31 11,473 1,578 2,018 100 3,055 0 1,065 598 Changes from: April 22, 2014 Total Change is: 1,104 0 90 0 22 -16 -22 127 125 951 100 0 0 -74 -24 Percent of Open Interest Represented by Each Category of Trader 15.7 52.2 13.9 3.9 0.9 0.1 52.0 7.2 9.1 0.5 13.8 0.0 4.8 2.7 Number of Traders in Each Category Total Traders: 22 . 6 . . . . 4 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 29,869 Positions 1,341 20,984 41 1,468 189 0 21,399 4,761 212 521 888 0 4,887 2,794 Changes from: April 22, 2014 Total Change is: -2,720 238 -1,830 26 -152 0 0 -432 -1,248 -10 -2,498 16 0 108 326 Percent of Open Interest Represented by Each Category of Trader 4.5 70.3 0.1 4.9 0.6 0.0 71.6 15.9 0.7 1.7 3.0 0.0 16.4 9.4 Number of Traders in Each Category Total Traders: 60 4 9 . 4 . 0 23 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 5,839 Positions 3,211 1,589 0 228 100 181 1,714 3,023 0 0 0 0 505 946 Changes from: April 22, 2014 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 55.0 27.2 0.0 3.9 1.7 3.1 29.4 51.8 0.0 0.0 0.0 0.0 8.6 16.2 Number of Traders in Each Category Total Traders: 20 5 . 0 . . . 4 6 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 62,686 Positions 20,765 37,626 352 6,401 4,385 408 20,943 7,862 948 4,353 2,044 658 7,858 8,404 Changes from: April 22, 2014 Total Change is: 1,053 380 405 -45 -832 69 79 1,886 -516 83 -13 207 51 -535 722 Percent of Open Interest Represented by Each Category of Trader 33.1 60.0 0.6 10.2 7.0 0.7 33.4 12.5 1.5 6.9 3.3 1.0 12.5 13.4 Number of Traders in Each Category Total Traders: 113 18 15 . 8 . . 29 17 10 10 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 125,372 Positions 41,529 75,253 704 12,802 8,770 815 41,887 15,723 1,896 8,706 4,087 1,316 15,717 16,808 Changes from: April 22, 2014 Total Change is: 2,106 761 810 -91 -1,663 137 157 3,772 -1,032 166 -27 414 102 -1,070 1,444 Percent of Open Interest Represented by Each Category of Trader 33.1 60.0 0.6 10.2 7.0 0.7 33.4 12.5 1.5 6.9 3.3 1.0 12.5 13.4 Number of Traders in Each Category Total Traders: 113 18 15 . 8 . . 29 17 10 10 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 851,712 Positions 41,808 220,563 25,036 296,381 95,608 50,729 106,527 168,982 131,792 54,912 44,864 25,664 118,863 88,474 Changes from: April 22, 2014 Total Change is: 19,694 790 13,134 1,731 -3,127 -201 4,670 4,690 -2,985 4,651 2,704 1,735 -505 4,091 -2,536 Percent of Open Interest Represented by Each Category of Trader 4.9 25.9 2.9 34.8 11.2 6.0 12.5 19.8 15.5 6.4 5.3 3.0 14.0 10.4 Number of Traders in Each Category Total Traders: 606 36 40 42 124 51 62 84 129 109 79 63 64 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 179,978 Positions 9,577 58,056 3,299 44,824 21,417 3,057 13,363 10,720 28,238 13,699 6,068 9,885 54,035 39,237 Changes from: April 22, 2014 Total Change is: 3,141 -1,645 4,802 874 -1,077 1,124 -29 4,094 -1,596 -1,007 80 -128 -377 2,227 -523 Percent of Open Interest Represented by Each Category of Trader 5.3 32.3 1.8 24.9 11.9 1.7 7.4 6.0 15.7 7.6 3.4 5.5 30.0 21.8 Number of Traders in Each Category Total Traders: 98 5 11 5 15 7 8 18 20 32 14 8 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 3,358,673 Positions 221,746 873,128 48,097 1,265,498 378,667 230,644 532,130 857,617 451,458 215,333 203,248 69,627 324,142 246,188 Changes from: April 22, 2014 Total Change is: 82,768 9,282 38,769 7,178 -9,737 -6,114 22,978 15,876 5,946 15,394 12,578 8,776 -99 9,318 -10,061 Percent of Open Interest Represented by Each Category of Trader 6.6 26.0 1.4 37.7 11.3 6.9 15.8 25.5 13.4 6.4 6.1 2.1 9.7 7.3 Number of Traders in Each Category Total Traders: 577 37 38 37 119 48 57 84 123 105 69 59 57 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 87,516 Positions 7,819 35,970 5 46,970 37,105 2,992 17,817 4,579 1,038 973 2,585 0 9,902 3,242 Changes from: April 22, 2014 Total Change is: -254 -655 478 5 471 354 -70 -96 -672 -338 268 0 0 161 -11 Percent of Open Interest Represented by Each Category of Trader 8.9 41.1 0.0 53.7 42.4 3.4 20.4 5.2 1.2 1.1 3.0 0.0 11.3 3.7 Number of Traders in Each Category Total Traders: 85 6 10 . 38 10 14 12 4 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 75,135 Positions 6,165 37,397 856 29,006 8,305 857 18,801 15,672 4,478 2,216 1,783 1,007 11,749 4,781 Changes from: April 22, 2014 Total Change is: 4,571 -62 1,171 112 -583 1,448 209 2,485 1,167 700 423 -373 254 1,034 -116 Percent of Open Interest Represented by Each Category of Trader 8.2 49.8 1.1 38.6 11.1 1.1 25.0 20.9 6.0 2.9 2.4 1.3 15.6 6.4 Number of Traders in Each Category Total Traders: 232 18 21 6 34 17 10 48 50 25 22 22 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 375,676 Positions 30,824 186,983 4,278 145,030 41,523 4,284 94,007 78,359 22,391 11,082 8,917 5,033 58,746 23,907 Changes from: April 22, 2014 Total Change is: 22,857 -309 5,856 558 -2,914 7,241 1,044 12,426 5,835 3,498 2,115 -1,863 1,268 5,170 -580 Percent of Open Interest Represented by Each Category of Trader 8.2 49.8 1.1 38.6 11.1 1.1 25.0 20.9 6.0 2.9 2.4 1.3 15.6 6.4 Number of Traders in Each Category Total Traders: 232 18 21 6 34 17 10 48 50 25 22 22 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 325,985 Positions 77,075 50,470 7,600 140,658 130,965 16,452 48,279 87,958 6,717 7,932 10,315 466 20,806 15,042 Changes from: April 22, 2014 Total Change is: 11,475 3,772 -2,564 826 -7,763 4,281 5,676 6,141 3,414 333 1,772 673 209 509 -1,373 Percent of Open Interest Represented by Each Category of Trader 23.6 15.5 2.3 43.1 40.2 5.0 14.8 27.0 2.1 2.4 3.2 0.1 6.4 4.6 Number of Traders in Each Category Total Traders: 260 21 16 5 55 40 28 39 57 19 12 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 61,062 Positions 2,398 16,351 119 32,127 216 135 10,733 14,510 0 5,605 20,084 0 9,945 9,647 Changes from: April 22, 2014 Total Change is: -816 -814 -81 0 -455 0 1 -46 -25 0 96 707 0 402 -1,418 Percent of Open Interest Represented by Each Category of Trader 3.9 26.8 0.2 52.6 0.4 0.2 17.6 23.8 0.0 9.2 32.9 0.0 16.3 15.8 Number of Traders in Each Category Total Traders: 70 5 8 . 22 . . 12 7 0 7 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 105,592 Positions 18,985 2,430 689 21,051 1,159 99 31,020 3,907 1,615 20,902 3,766 150 11,081 91,777 Changes from: April 22, 2014 Total Change is: 3,588 2,583 -57 -592 1,371 -15 64 850 745 335 298 -225 88 -1,409 3,245 Percent of Open Interest Represented by Each Category of Trader 18.0 2.3 0.7 19.9 1.1 0.1 29.4 3.7 1.5 19.8 3.6 0.1 10.5 86.9 Number of Traders in Each Category Total Traders: 80 16 5 4 8 . . 23 12 6 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 106,597 Positions 5,669 68,258 3,147 61,833 17,507 4,794 19,092 5,470 4,564 1,280 279 0 6,218 2,578 Changes from: April 22, 2014 Total Change is: 802 45 -969 -16 661 261 571 -707 1,206 14 0 0 0 234 -265 Percent of Open Interest Represented by Each Category of Trader 5.3 64.0 3.0 58.0 16.4 4.5 17.9 5.1 4.3 1.2 0.3 0.0 5.8 2.4 Number of Traders in Each Category Total Traders: 96 7 9 . 33 19 15 16 7 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 267,259 Positions 18,875 100,205 3,969 100,506 60,749 43,608 59,288 40,019 3,170 21,833 9,048 208 15,802 6,283 Changes from: April 22, 2014 Total Change is: 2,634 -2,647 1,344 309 3,914 399 -669 2,044 -376 330 96 902 0 -743 395 Percent of Open Interest Represented by Each Category of Trader 7.1 37.5 1.5 37.6 22.7 16.3 22.2 15.0 1.2 8.2 3.4 0.1 5.9 2.4 Number of Traders in Each Category Total Traders: 196 20 19 7 51 26 26 28 22 9 23 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 820,753 Positions 2,084 87,833 20,570 300,142 186,607 130,791 111,287 110,580 58,651 13,068 27,020 6,457 177,704 192,244 Changes from: April 22, 2014 Total Change is: -17,249 247 -5,211 -18,956 6,466 23,990 -8,526 18,467 11,559 -15,644 1,916 -5,104 -1,523 304 2,166 Percent of Open Interest Represented by Each Category of Trader 0.3 10.7 2.5 36.6 22.7 15.9 13.6 13.5 7.1 1.6 3.3 0.8 21.7 23.4 Number of Traders in Each Category Total Traders: 169 . 19 14 35 35 41 38 23 39 6 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 483,367 Positions 21,559 74,989 546 265,936 34,856 74,142 19,240 196,148 1,696 6,947 16,428 0 93,301 84,562 Changes from: April 22, 2014 Total Change is: -7,152 212 -1,018 -265 -11,134 -1,205 2,625 2,098 -7,616 487 -95 -2,934 0 -1,081 2,774 Percent of Open Interest Represented by Each Category of Trader 4.5 15.5 0.1 55.0 7.2 15.3 4.0 40.6 0.4 1.4 3.4 0.0 19.3 17.5 Number of Traders in Each Category Total Traders: 82 . 9 . 35 11 21 6 13 10 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 1,182,455 Positions 58,707 130,645 16,905 288,873 387,941 83,469 455,853 180,129 92,458 34,785 124,805 40,133 111,272 125,971 Changes from: April 22, 2014 Total Change is: 31,635 18,324 -1,905 -4,788 1,402 27,340 600 15,142 19,329 -12,991 7,911 2,243 -1,090 7,125 2,899 Percent of Open Interest Represented by Each Category of Trader 5.0 11.0 1.4 24.4 32.8 7.1 38.6 15.2 7.8 2.9 10.6 3.4 9.4 10.7 Number of Traders in Each Category Total Traders: 251 12 31 16 38 49 36 48 27 35 16 30 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 79,330 Positions 18,905 16,390 15,984 0 734 892 15,723 17,324 27,826 0 0 0 0 180 Changes from: April 22, 2014 Total Change is: 5,925 -26 1,505 2,966 0 -21 21 -15 -1,725 3,229 0 0 0 -250 -50 Percent of Open Interest Represented by Each Category of Trader 23.8 20.7 20.1 0.0 0.9 1.1 19.8 21.8 35.1 0.0 0.0 0.0 0.0 0.2 Number of Traders in Each Category Total Traders: 34 9 6 9 0 . . 4 14 8 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 3,027,673 Positions 114,018 169,050 225,191 727,357 1,069,903 265,420 765,584 271,868 281,949 250,358 151,150 100,054 297,743 493,089 Changes from: April 22, 2014 Total Change is: -95,922 -3,774 41,172 -50,401 40,362 -13,893 36,148 20,872 -8,977 -69,196 -28,086 -6,208 -25,344 -16,504 777 Percent of Open Interest Represented by Each Category of Trader 3.8 5.6 7.4 24.0 35.3 8.8 25.3 9.0 9.3 8.3 5.0 3.3 9.8 16.3 Number of Traders in Each Category Total Traders: 359 19 39 50 41 75 61 61 58 84 20 46 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 2,362,096 Positions 182,337 141,866 100,829 820,233 792,415 220,088 497,322 341,689 158,614 126,256 185,047 41,884 214,533 379,665 Changes from: April 22, 2014 Total Change is: -7,117 7,883 -222 -9,411 57,364 11,320 12,954 -53,371 -5,288 -38,335 -4,311 10,112 5,658 14,452 6,094 Percent of Open Interest Represented by Each Category of Trader 7.7 6.0 4.3 34.7 33.5 9.3 21.1 14.5 6.7 5.3 7.8 1.8 9.1 16.1 Number of Traders in Each Category Total Traders: 276 14 30 30 28 63 46 40 56 44 14 31 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 359,714 Positions 149,025 100,760 75,902 682 2,858 5,039 42,143 44,641 47,198 778 16,683 9,829 29,118 56,804 Changes from: April 22, 2014 Total Change is: 17,927 639 8,369 -85 -16 -911 250 14,345 2,883 3,172 13 2,868 -1,477 1,086 2,857 Percent of Open Interest Represented by Each Category of Trader 41.4 28.0 21.1 0.2 0.8 1.4 11.7 12.4 13.1 0.2 4.6 2.7 8.1 15.8 Number of Traders in Each Category Total Traders: 82 15 25 34 . . . 10 15 18 . 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 is17,503,066 Positions 1,718,612 2,456,702 3,467,225 2,803,989 674,698 365,166 734,970 1,230,389 6,146,375 293,359 706,957 1,165,757 807,612 1,289,798 Changes from: April 22, 2014 Total Change is: 51,702 63,853 49,436 63,644 -17,315 -30,365 12,966 -2,086 38,201 14,456 32,982 8,931 -77,966 -38,831 -27,600 Percent of Open Interest Represented by Each Category of Trader 9.8 14.0 19.8 16.0 3.9 2.1 4.2 7.0 35.1 1.7 4.0 6.7 4.6 7.4 Number of Traders in Each Category Total Traders: 304 26 65 84 10 27 25 44 84 106 10 31 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 51,386 Positions 39,905 1,002 0 4,990 14,991 4,859 1,205 21,533 379 0 8,458 0 48 164 Changes from: April 22, 2014 Total Change is: -10 1,092 -156 0 0 -320 15 -1,056 244 -50 -38 235 0 27 22 Percent of Open Interest Represented by Each Category of Trader 77.7 1.9 0.0 9.7 29.2 9.5 2.3 41.9 0.7 0.0 16.5 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 45 9 5 0 4 9 . . 9 . 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 46,689 Positions 43,946 5,576 0 164 15,683 2,071 215 9,870 246 0 12,842 0 47 401 Changes from: April 22, 2014 Total Change is: -584 -719 5,092 0 0 -5,959 0 0 -19 160 0 18 0 -25 124 Percent of Open Interest Represented by Each Category of Trader 94.1 11.9 0.0 0.4 33.6 4.4 0.5 21.1 0.5 0.0 27.5 0.0 0.1 0.9 Number of Traders in Each Category Total Traders: 36 6 4 0 . 10 . . 8 . 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 53,627 Positions 9,851 7,828 1,068 7,907 4,278 185 9,323 34,089 2,299 14,204 1,485 4 8,786 2,391 Changes from: April 22, 2014 Total Change is: 2,734 0 -70 16 245 -189 -38 -37 2,766 159 2,472 99 -2 -81 -7 Percent of Open Interest Represented by Each Category of Trader 18.4 14.6 2.0 14.7 8.0 0.3 17.4 63.6 4.3 26.5 2.8 0.0 16.4 4.5 Number of Traders in Each Category Total Traders: 148 6 . . 10 5 . 20 30 10 72 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 365,215 Positions 84,172 31,153 34,336 47,694 21,125 27,205 60,954 136,976 46,960 13,739 11,885 28,171 21,984 27,404 Changes from: April 22, 2014 Total Change is: 3,085 9,603 -914 4,241 5,093 713 -1,254 -3,110 15,806 -6,669 2,624 122 -8,951 1,508 -9 Percent of Open Interest Represented by Each Category of Trader 23.0 8.5 9.4 13.1 5.8 7.4 16.7 37.5 12.9 3.8 3.3 7.7 6.0 7.5 Number of Traders in Each Category Total Traders: 192 19 11 22 10 11 11 41 55 56 17 17 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 29, 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 16,408 Positions 779 4,650 0 6,858 102 344 6,004 10,374 756 1,612 165 0 55 17 Changes from: April 22, 2014 Total Change is: -71 -4 0 0 231 -400 -3 2,967 336 0 -3,284 -4 0 22 0 Percent of Open Interest Represented by Each Category of Trader 4.7 28.3 0.0 41.8 0.6 2.1 36.6 63.2 4.6 9.8 1.0 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 23 . . 0 5 . . 6 . . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 2, 2014