Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 136,364
Positions
24,875 22,725 5,152 13,664 6,045 936 28,612 50,607 11,479 17,357 1,960 3,022 31,267 34,438
Changes from: May 13, 2014 Total Change is: 258
-395 90 612 -44 -1,142 487 -208 -1,410 122 -150 428 497 -662 574
Percent of Open Interest Represented by Each Category of Trader
18.2 16.7 3.8 10.0 4.4 0.7 21.0 37.1 8.4 12.7 1.4 2.2 22.9 25.3
Number of Traders in Each Category Total Traders: 79
4 9 9 4 5 . 15 19 15 15 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 53,124
Positions
14,884 8,475 651 900 2,229 0 17,289 22,739 2,629 613 1,691 0 16,157 14,710
Changes from: May 13, 2014 Total Change is: 4,033
5,208 -148 -80 0 0 0 456 1,710 489 -466 177 0 -1,573 1,886
Percent of Open Interest Represented by Each Category of Trader
28.0 16.0 1.2 1.7 4.2 0.0 32.5 42.8 4.9 1.2 3.2 0.0 30.4 27.7
Number of Traders in Each Category Total Traders: 48
9 . . . . 0 14 15 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 255,172
Positions
15,462 115,553 7,687 24,897 30,277 2,211 150,487 37,196 12,254 1,184 25,081 2,676 38,315 22,237
Changes from: May 13, 2014 Total Change is: 8,250
1,259 -4,356 911 -62 77 145 10,903 7,051 1,107 -448 2,603 165 -5,730 547
Percent of Open Interest Represented by Each Category of Trader
6.1 45.3 3.0 9.8 11.9 0.9 59.0 14.6 4.8 0.5 9.8 1.0 15.0 8.7
Number of Traders in Each Category Total Traders: 133
8 11 9 10 14 8 45 26 21 5 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 185,851
Positions
80,836 26,210 8,812 21,076 17,623 4,193 24,961 63,291 11,986 3,145 6,863 4,108 26,735 42,764
Changes from: May 13, 2014 Total Change is: 3,993
-11,466 10,669 3,840 1,259 56 552 -2 -10,329 2,470 918 506 615 5,807 -4,387
Percent of Open Interest Represented by Each Category of Trader
43.5 14.1 4.7 11.3 9.5 2.3 13.4 34.1 6.4 1.7 3.7 2.2 14.4 23.0
Number of Traders in Each Category Total Traders: 127
6 14 10 9 16 10 29 34 29 5 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 316,787
Positions
79,060 23,939 17,314 47,580 66,041 7,990 57,238 58,973 29,099 22,464 33,320 9,098 46,943 71,012
Changes from: May 13, 2014 Total Change is: 942
13,333 -2,313 1,136 3,569 -1,150 377 -10,900 1,498 1,811 -2,086 585 -1,245 -5,052 244
Percent of Open Interest Represented by Each Category of Trader
25.0 7.6 5.5 15.0 20.8 2.5 18.1 18.6 9.2 7.1 10.5 2.9 14.8 22.4
Number of Traders in Each Category Total Traders: 215
18 15 17 17 30 18 33 51 36 18 33 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 121,354
Positions
19,727 48,159 4,367 4,301 3,344 460 52,301 20,421 7,496 1,347 6,258 2,299 29,056 28,550
Changes from: May 13, 2014 Total Change is: 1,696
-586 -1,816 1,220 -606 39 -78 1,089 -761 403 7 -331 -3 250 3,023
Percent of Open Interest Represented by Each Category of Trader
16.3 39.7 3.6 3.5 2.8 0.4 43.1 16.8 6.2 1.1 5.2 1.9 23.9 23.5
Number of Traders in Each Category Total Traders: 81
4 10 7 . 6 . 25 21 17 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 36,513
Positions
16,190 21,753 6,353 2,443 0 0 5,158 3,079 2,366 1,262 0 2,273 468 688
Changes from: May 13, 2014 Total Change is: -145
-508 -216 126 435 0 0 438 -799 16 -722 0 89 -19 639
Percent of Open Interest Represented by Each Category of Trader
44.3 59.6 17.4 6.7 0.0 0.0 14.1 8.4 6.5 3.5 0.0 6.2 1.3 1.9
Number of Traders in Each Category Total Traders: 24
6 8 7 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 154,818
Positions
28,084 36,715 7,513 2,443 1,340 0 92,952 91,526 10,879 2,635 4,441 364 9,948 2,040
Changes from: May 13, 2014 Total Change is: 5,587
-3,931 -804 3,371 1,424 150 -181 6,239 3,432 -814 123 206 0 -644 227
Percent of Open Interest Represented by Each Category of Trader
18.1 23.7 4.9 1.6 0.9 0.0 60.0 59.1 7.0 1.7 2.9 0.2 6.4 1.3
Number of Traders in Each Category Total Traders: 127
11 11 . 6 . 0 50 22 8 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 20,807
Positions
4,275 11,401 3,176 1,432 209 0 10,426 2,354 0 100 3,055 0 1,398 612
Changes from: May 13, 2014 Total Change is: 190
229 131 116 71 0 0 -273 -41 0 0 0 0 47 -16
Percent of Open Interest Represented by Each Category of Trader
20.5 54.8 15.3 6.9 1.0 0.0 50.1 11.3 0.0 0.5 14.7 0.0 6.7 2.9
Number of Traders in Each Category Total Traders: 23
4 6 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 30,561
Positions
2,337 21,911 53 2,544 509 0 20,599 4,284 227 518 1,175 0 4,283 2,402
Changes from: May 13, 2014 Total Change is: -377
785 -325 1 433 0 0 -1,413 56 -15 0 300 0 -168 -394
Percent of Open Interest Represented by Each Category of Trader
7.6 71.7 0.2 8.3 1.7 0.0 67.4 14.0 0.7 1.7 3.8 0.0 14.0 7.9
Number of Traders in Each Category Total Traders: 63
4 8 . 6 . 0 23 11 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 63,005
Positions
20,767 32,119 429 6,778 4,385 540 19,870 12,282 1,786 4,563 2,303 652 7,621 8,511
Changes from: May 13, 2014 Total Change is: -7,452
-400 -4,428 -35 133 95 110 -7,174 281 467 620 -1,421 -74 -1,098 -2,445
Percent of Open Interest Represented by Each Category of Trader
33.0 51.0 0.7 10.8 7.0 0.9 31.5 19.5 2.8 7.2 3.7 1.0 12.1 13.5
Number of Traders in Each Category Total Traders: 118
20 15 4 11 . 4 28 18 11 12 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 126,010
Positions
41,533 64,237 857 13,555 8,769 1,080 39,740 24,565 3,572 9,126 4,605 1,304 15,242 17,021
Changes from: May 13, 2014 Total Change is: -14,904
-799 -8,857 -71 265 190 219 -14,348 561 934 1,241 -2,841 -149 -2,195 -4,890
Percent of Open Interest Represented by Each Category of Trader
33.0 51.0 0.7 10.8 7.0 0.9 31.5 19.5 2.8 7.2 3.7 1.0 12.1 13.5
Number of Traders in Each Category Total Traders: 118
20 15 4 11 . 4 28 18 11 12 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 873,692
Positions
50,135 196,002 37,002 301,910 97,301 53,667 91,372 190,990 128,836 53,558 45,283 25,014 132,197 99,596
Changes from: May 13, 2014 Total Change is: -17,813
8,059 -6,874 2,323 -3,319 1,574 1,044 -9,891 9,367 -21,987 452 -2,550 -3,080 8,586 2,370
Percent of Open Interest Represented by Each Category of Trader
5.7 22.4 4.2 34.6 11.1 6.1 10.5 21.9 14.7 6.1 5.2 2.9 15.1 11.4
Number of Traders in Each Category Total Traders: 609
40 39 43 124 53 67 86 134 113 76 57 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 192,678
Positions
26,030 55,787 3,278 49,041 21,568 2,415 7,686 20,563 25,997 12,289 5,668 9,406 56,535 47,997
Changes from: May 13, 2014 Total Change is: 355
7,250 -481 1 1,705 333 -718 -2,029 6,063 -8,577 -571 -732 -1,070 4,366 5,538
Percent of Open Interest Represented by Each Category of Trader
13.5 29.0 1.7 25.5 11.2 1.3 4.0 10.7 13.5 6.4 2.9 4.9 29.3 24.9
Number of Traders in Each Category Total Traders: 93
7 11 6 16 7 8 13 19 28 14 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 3,405,069
Positions
241,280 821,831 47,863 1,271,986 386,306 248,619 511,485 945,191 421,145 214,716 206,449 69,668 378,307 257,996
Changes from: May 13, 2014 Total Change is: -90,839
17,614 -18,398 -1,957 -25,038 6,289 8,731 -23,814 32,017 -82,548 2,616 -11,589 -7,545 21,102 -15,840
Percent of Open Interest Represented by Each Category of Trader
7.1 24.1 1.4 37.4 11.3 7.3 15.0 27.8 12.4 6.3 6.1 2.0 11.1 7.6
Number of Traders in Each Category Total Traders: 580
39 39 36 118 50 63 81 134 109 67 52 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,077
Positions
11,293 36,904 12 46,975 38,723 2,088 18,631 6,328 1,832 721 2,576 0 10,525 3,614
Changes from: May 13, 2014 Total Change is: 410
3,154 -2,075 -4 -577 1,242 -225 -2,424 371 956 0 5 0 -470 140
Percent of Open Interest Represented by Each Category of Trader
12.3 40.1 0.0 51.0 42.1 2.3 20.2 6.9 2.0 0.8 2.8 0.0 11.4 3.9
Number of Traders in Each Category Total Traders: 88
8 10 . 36 10 14 13 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 97,391
Positions
6,837 31,226 12,881 31,104 7,825 1,024 14,221 14,744 12,139 2,341 2,120 849 15,994 14,582
Changes from: May 13, 2014 Total Change is: -1,228
73 -2,996 2,229 -156 -314 71 -2,611 -315 -533 42 -341 -83 -260 1,054
Percent of Open Interest Represented by Each Category of Trader
7.0 32.1 13.2 31.9 8.0 1.1 14.6 15.1 12.5 2.4 2.2 0.9 16.4 15.0
Number of Traders in Each Category Total Traders: 227
16 27 14 30 18 12 47 51 20 16 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 22,714
Positions
11,794 9,260 0 3,636 0 0 4,784 3,792 0 739 366 0 1,761 9,296
Changes from: May 13, 2014 Total Change is: 1,718
1,685 733 0 1 0 0 186 0 0 226 366 0 -380 619
Percent of Open Interest Represented by Each Category of Trader
51.9 40.8 0.0 16.0 0.0 0.0 21.1 16.7 0.0 3.3 1.6 0.0 7.8 40.9
Number of Traders in Each Category Total Traders: 23
9 4 0 . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 373,386
Positions
35,600 170,215 4,019 138,603 40,392 3,857 89,794 97,369 18,087 8,011 8,768 4,247 71,166 26,431
Changes from: May 13, 2014 Total Change is: -14,727
3,101 -7,484 -15 -363 -1,152 -66 -12,101 309 -4,548 -922 -3,533 -413 600 2,175
Percent of Open Interest Represented by Each Category of Trader
9.5 45.6 1.1 37.1 10.8 1.0 24.0 26.1 4.8 2.1 2.3 1.1 19.1 7.1
Number of Traders in Each Category Total Traders: 225
17 26 7 29 19 12 49 49 19 14 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 322,644
Positions
105,039 31,173 11,169 113,170 134,994 16,506 39,438 94,460 8,308 10,867 8,950 614 17,534 16,471
Changes from: May 13, 2014 Total Change is: 4,686
4,928 -5,487 4,859 10,062 2,522 -10,595 -1,968 10,684 215 1,131 -129 23 -3,970 2,593
Percent of Open Interest Represented by Each Category of Trader
32.6 9.7 3.5 35.1 41.8 5.1 12.2 29.3 2.6 3.4 2.8 0.2 5.4 5.1
Number of Traders in Each Category Total Traders: 256
23 14 5 50 43 27 29 63 20 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 58,464
Positions
4,342 16,520 119 31,981 0 166 6,345 12,938 263 5,404 18,977 0 9,844 9,481
Changes from: May 13, 2014 Total Change is: -1,693
1,360 -66 0 -460 -216 1 -119 -1,738 -93 -1,406 -257 0 -976 676
Percent of Open Interest Represented by Each Category of Trader
7.4 28.3 0.2 54.7 0.0 0.3 10.9 22.1 0.4 9.2 32.5 0.0 16.8 16.2
Number of Traders in Each Category Total Traders: 69
7 8 . 20 0 . 13 9 . 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 110,187
Positions
17,749 6,983 1,617 23,570 1,199 45 34,102 3,892 2,029 19,986 4,954 0 11,089 89,468
Changes from: May 13, 2014 Total Change is: -855
796 1,879 85 1,936 80 10 -1,985 -588 -1,370 -310 -1,114 0 -17 163
Percent of Open Interest Represented by Each Category of Trader
16.1 6.3 1.5 21.4 1.1 0.0 30.9 3.5 1.8 18.1 4.5 0.0 10.1 81.2
Number of Traders in Each Category Total Traders: 77
17 9 6 9 . . 22 7 8 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 112,521
Positions
7,085 71,344 2,808 68,170 17,033 4,838 16,078 6,473 6,589 1,023 279 0 5,930 3,157
Changes from: May 13, 2014 Total Change is: 2,052
-502 1,490 91 2,498 -354 36 319 696 74 156 0 0 -620 19
Percent of Open Interest Represented by Each Category of Trader
6.3 63.4 2.5 60.6 15.1 4.3 14.3 5.8 5.9 0.9 0.2 0.0 5.3 2.8
Number of Traders in Each Category Total Traders: 96
7 11 . 34 17 13 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 295,942
Positions
22,734 126,059 4,692 107,520 39,719 51,875 72,117 52,274 3,184 16,023 11,098 226 17,571 6,815
Changes from: May 13, 2014 Total Change is: 6,534
1,194 12,254 241 121 -3,968 2,477 4,436 -3,071 247 864 1,540 0 -3,046 -3,186
Percent of Open Interest Represented by Each Category of Trader
7.7 42.6 1.6 36.3 13.4 17.5 24.4 17.7 1.1 5.4 3.8 0.1 5.9 2.3
Number of Traders in Each Category Total Traders: 206
20 21 5 58 24 28 32 20 11 22 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 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 947,987
Positions
548 119,245 37,306 291,261 170,176 139,543 127,721 96,140 106,308 19,493 33,932 10,155 215,651 235,181
Changes from: May 13, 2014 Total Change is: 90,129
-868 3,601 9,360 -1,822 1,639 6,356 16,366 -343 30,349 1,833 1,136 4,502 24,055 33,530
Percent of Open Interest Represented by Each Category of Trader
0.1 12.6 3.9 30.7 18.0 14.7 13.5 10.1 11.2 2.1 3.6 1.1 22.7 24.8
Number of Traders in Each Category Total Traders: 182
4 21 18 34 36 42 36 29 44 8 14 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 505,242
Positions
23,942 82,027 6,682 259,719 31,366 74,528 20,383 199,967 5,902 7,149 15,103 1,526 105,412 88,142
Changes from: May 13, 2014 Total Change is: 14,478
2,216 233 5,045 -3,227 3,878 -1,665 1,012 3,864 3,190 -240 -3,062 1,523 6,624 1,472
Percent of Open Interest Represented by Each Category of Trader
4.7 16.2 1.3 51.4 6.2 14.8 4.0 39.6 1.2 1.4 3.0 0.3 20.9 17.4
Number of Traders in Each Category Total Traders: 82
. 10 7 33 12 22 4 13 11 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,275,500
Positions
54,530 159,838 37,778 240,232 370,292 93,131 509,681 180,003 135,054 36,246 106,966 42,669 126,180 149,770
Changes from: May 13, 2014 Total Change is: 67,486
13,414 20,323 8,320 3,559 132 -3,467 4,548 576 23,111 3,322 3,268 52 14,628 15,172
Percent of Open Interest Represented by Each Category of Trader
4.3 12.5 3.0 18.8 29.0 7.3 40.0 14.1 10.6 2.8 8.4 3.3 9.9 11.7
Number of Traders in Each Category Total Traders: 247
14 30 17 41 46 31 50 28 39 12 26 10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 73,799
Positions
6,497 20,742 14,006 0 1,374 1,942 37,054 17,382 14,300 0 0 0 0 4,053
Changes from: May 13, 2014 Total Change is: 3,538
-166 -1,403 1,209 0 186 196 1,001 -1,823 1,298 0 0 0 0 3,875
Percent of Open Interest Represented by Each Category of Trader
8.8 28.1 19.0 0.0 1.9 2.6 50.2 23.6 19.4 0.0 0.0 0.0 0.0 5.5
Number of Traders in Each Category Total Traders: 34
5 9 9 0 . . . 15 9 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,558,223
Positions
147,978 218,108 306,333 810,148 1,161,892 321,167 792,568 245,508 441,758 202,720 166,688 160,437 375,116 536,333
Changes from: May 13, 2014 Total Change is: 238,434
49,406 -1,492 69,486 -42,936 -23,917 47,847 -29,722 8,989 90,490 -31,590 5,879 25,682 59,772 15,470
Percent of Open Interest Represented by Each Category of Trader
4.2 6.1 8.6 22.8 32.7 9.0 22.3 6.9 12.4 5.7 4.7 4.5 10.5 15.1
Number of Traders in Each Category Total Traders: 395
22 47 49 39 86 69 63 66 86 25 47 34
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,487,758
Positions
146,144 198,996 95,417 847,885 840,319 225,363 486,528 239,014 240,643 102,094 184,247 53,358 290,325 410,401
Changes from: May 13, 2014 Total Change is: 91,305
9,337 41,605 -2,580 -21,337 -17,084 3,518 -27,266 -20,475 64,926 -6,901 -6,827 9,892 61,717 18,331
Percent of Open Interest Represented by Each Category of Trader
5.9 8.0 3.8 34.1 33.8 9.1 19.6 9.6 9.7 4.1 7.4 2.1 11.7 16.5
Number of Traders in Each Category Total Traders: 291
10 39 28 33 60 47 52 49 52 14 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 362,452
Positions
164,796 103,300 72,260 0 4,153 9,097 21,995 36,276 48,597 875 12,916 15,851 28,981 60,002
Changes from: May 13, 2014 Total Change is: 21,525
18,293 6,839 -1,454 0 760 1,621 440 5,194 242 -186 -1,118 3,423 -854 6,018
Percent of Open Interest Represented by Each Category of Trader
45.5 28.5 19.9 0.0 1.1 2.5 6.1 10.0 13.4 0.2 3.6 4.4 8.0 16.6
Number of Traders in Each Category Total Traders: 77
13 26 32 0 . . 12 12 14 . 7 6
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,612,572
Positions
2,114,836 2,389,320 3,475,412 2,821,425 771,636 330,598 645,960 1,595,568 6,063,186 312,032 722,518 977,105 872,017 1,287,229
Changes from: May 13, 2014 Total Change is: -11,679
63,682 -9,891 15,106 -18,427 58,994 -36,085 29,104 116,109 -20,274 -33 3,245 -59,282 14,530 -79,601
Percent of Open Interest Represented by Each Category of Trader
12.0 13.6 19.7 16.0 4.4 1.9 3.7 9.1 34.4 1.8 4.1 5.5 5.0 7.3
Number of Traders in Each Category Total Traders: 324
24 66 84 10 27 26 45 95 112 10 39 36
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 57,514
Positions
41,186 1,068 0 6,956 18,264 4,872 4,081 23,264 375 0 9,558 0 44 113
Changes from: May 13, 2014 Total Change is: 1,170
-559 170 0 2,035 -298 0 -264 207 0 0 1,095 0 -42 -4
Percent of Open Interest Represented by Each Category of Trader
71.6 1.9 0.0 12.1 31.8 8.5 7.1 40.4 0.7 0.0 16.6 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 40
8 4 0 4 8 . . 7 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 44,970
Positions
42,321 1,477 50 150 17,152 2,054 267 10,560 57 0 13,213 0 71 407
Changes from: May 13, 2014 Total Change is: 199
213 -126 50 0 151 0 -74 -279 57 0 298 0 -47 48
Percent of Open Interest Represented by Each Category of Trader
94.1 3.3 0.1 0.3 38.1 4.6 0.6 23.5 0.1 0.0 29.4 0.0 0.2 0.9
Number of Traders in Each Category Total Traders: 42
7 4 . . 12 . . 8 . 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,066
Positions
10,133 6,883 1,002 6,468 1,782 367 6,825 32,459 2,453 13,131 698 2 7,685 2,420
Changes from: May 13, 2014 Total Change is: -3,083
-256 302 11 199 -607 -2 -1,637 -862 -446 -336 -506 -2 -614 -972
Percent of Open Interest Represented by Each Category of Trader
21.1 14.3 2.1 13.5 3.7 0.8 14.2 67.5 5.1 27.3 1.5 0.0 16.0 5.0
Number of Traders in Each Category Total Traders: 140
7 . . 11 5 . 20 26 13 61 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 425,151
Positions
88,196 27,674 55,369 60,451 29,375 25,382 86,181 174,608 43,126 10,677 12,524 31,187 24,582 25,906
Changes from: May 13, 2014 Total Change is: 5,482
-12,795 -934 15,541 -700 1,836 83 14,348 -44 -9,874 676 604 2,057 -3,854 -3,787
Percent of Open Interest Represented by Each Category of Trader
20.7 6.5 13.0 14.2 6.9 6.0 20.3 41.1 10.1 2.5 2.9 7.3 5.8 6.1
Number of Traders in Each Category Total Traders: 207
20 11 26 7 18 12 38 64 58 18 20 26
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Traders in Financial Futures - Options and Futures Combined Positions as of May 20, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,576
Positions
746 7,550 0 7,419 77 300 7,016 7,876 756 276 0 0 63 17
Changes from: May 13, 2014 Total Change is: 213
-35 0 0 536 0 -10 211 223 0 -486 0 0 -3 0
Percent of Open Interest Represented by Each Category of Trader
4.5 45.5 0.0 44.8 0.5 1.8 42.3 47.5 4.6 1.7 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 9 . . . 0 0
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Updated May 23, 2014