Traders in Financial Futures - Futures Only Positions as of March 4, 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 147,033
Positions
70,979 12,264 4,520 14,166 7,950 177 8,792 75,645 6,326 14,743 4,043 383 26,947 35,725
Changes from: February 25, 2014 Total Change is: 5,514
361 161 1,699 -556 1,116 -368 1,590 2,186 1,808 622 -956 27 331 -159
Percent of Open Interest Represented by Each Category of Trader
48.3 8.3 3.1 9.6 5.4 0.1 6.0 51.4 4.3 10.0 2.7 0.3 18.3 24.3
Number of Traders in Each Category Total Traders: 85
11 5 7 4 7 . 16 25 11 12 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 60,532
Positions
10,467 26,861 663 934 1,965 0 25,244 18,910 488 2,416 0 0 20,320 11,645
Changes from: February 25, 2014 Total Change is: 5,375
1,028 5,065 -37 34 785 0 2,178 2,299 159 353 -1,805 0 1,660 -1,091
Percent of Open Interest Represented by Each Category of Trader
17.3 44.4 1.1 1.5 3.2 0.0 41.7 31.2 0.8 4.0 0.0 0.0 33.6 19.2
Number of Traders in Each Category Total Traders: 48
4 11 4 . . 0 16 10 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 254,013
Positions
18,342 119,563 5,219 24,554 27,268 1,619 147,841 41,489 14,030 1,751 24,145 930 39,727 19,750
Changes from: February 25, 2014 Total Change is: -3,024
-1,438 301 -14 -1,137 -762 1,065 -1,033 -1,448 -600 -245 -2,804 597 -219 641
Percent of Open Interest Represented by Each Category of Trader
7.2 47.1 2.1 9.7 10.7 0.6 58.2 16.3 5.5 0.7 9.5 0.4 15.6 7.8
Number of Traders in Each Category Total Traders: 113
6 13 10 12 13 7 45 13 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 205,886
Positions
84,547 36,399 2,239 19,358 18,243 3,891 47,331 88,276 4,053 27,121 6,488 34 17,312 46,263
Changes from: February 25, 2014 Total Change is: 2,143
-5,245 -3,481 749 -1,991 387 -174 5,709 2,337 430 1,469 -1,495 -62 1,258 3,452
Percent of Open Interest Represented by Each Category of Trader
41.1 17.7 1.1 9.4 8.9 1.9 23.0 42.9 2.0 13.2 3.2 0.0 8.4 22.5
Number of Traders in Each Category Total Traders: 122
9 11 5 7 16 6 27 38 14 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 304,308
Positions
81,771 58,970 2,744 41,884 83,269 5,291 96,160 48,412 7,748 18,839 35,298 1,661 48,210 60,915
Changes from: February 25, 2014 Total Change is: 7,384
-3,636 6,357 -1,242 -799 1,939 63 13,806 4,147 -2,788 151 -1,438 199 1,630 147
Percent of Open Interest Represented by Each Category of Trader
26.9 19.4 0.9 13.8 27.4 1.7 31.6 15.9 2.5 6.2 11.6 0.5 15.8 20.0
Number of Traders in Each Category Total Traders: 206
20 18 12 16 26 15 39 47 19 13 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 105,792
Positions
64,120 6,180 1,534 3,367 5,096 73 11,145 51,536 2,778 6,831 7,399 72 15,872 31,124
Changes from: February 25, 2014 Total Change is: 7,149
458 -4,126 1,203 2,380 452 1 1,969 8,749 1,282 581 938 -2 -723 -1,348
Percent of Open Interest Represented by Each Category of Trader
60.6 5.8 1.5 3.2 4.8 0.1 10.5 48.7 2.6 6.5 7.0 0.1 15.0 29.4
Number of Traders in Each Category Total Traders: 85
10 6 5 . 8 . 18 30 14 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 39,944
Positions
20,615 23,296 6,182 1,900 0 0 3,737 4,252 3,211 1,650 0 2,275 374 728
Changes from: February 25, 2014 Total Change is: 337
-652 -44 0 -84 0 0 1,067 328 26 0 0 0 -20 27
Percent of Open Interest Represented by Each Category of Trader
51.6 58.3 15.5 4.8 0.0 0.0 9.4 10.6 8.0 4.1 0.0 5.7 0.9 1.8
Number of Traders in Each Category Total Traders: 21
7 8 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 126,885
Positions
48,168 53,106 1,787 39,536 1,731 171 6,808 41,461 18,117 4,990 4,044 1,166 6,142 5,302
Changes from: February 25, 2014 Total Change is: -1,657
-698 -329 472 0 -53 -95 -1,621 -1,489 -409 92 -262 103 499 405
Percent of Open Interest Represented by Each Category of Trader
38.0 41.9 1.4 31.2 1.4 0.1 5.4 32.7 14.3 3.9 3.2 0.9 4.8 4.2
Number of Traders in Each Category Total Traders: 99
6 9 4 . 5 . 12 41 10 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 18,463
Positions
4,393 6,937 3,061 0 640 0 8,908 2,807 1,067 0 3,055 0 1,034 896
Changes from: February 25, 2014 Total Change is: 4,057
-1,728 2,976 -258 0 -120 0 4,804 493 814 0 0 0 425 152
Percent of Open Interest Represented by Each Category of Trader
23.8 37.6 16.6 0.0 3.5 0.0 48.2 15.2 5.8 0.0 16.5 0.0 5.6 4.9
Number of Traders in Each Category Total Traders: 21
. 6 . 0 . 0 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 25,616
Positions
1,031 16,521 56 855 189 0 18,171 5,360 674 524 596 0 4,305 2,220
Changes from: February 25, 2014 Total Change is: 3,474
-11 3,146 42 7 -18 0 2,703 328 91 0 -200 0 642 85
Percent of Open Interest Represented by Each Category of Trader
4.0 64.5 0.2 3.3 0.7 0.0 70.9 20.9 2.6 2.0 2.3 0.0 16.8 8.7
Number of Traders in Each Category Total Traders: 52
. 8 . . . 0 18 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 66,245
Positions
16,687 41,878 610 8,207 4,134 452 26,506 9,067 181 4,258 2,366 3 9,342 7,555
Changes from: February 25, 2014 Total Change is: 5,788
-24 2,047 269 773 -42 -177 5,566 2,022 12 -96 924 -5 -530 739
Percent of Open Interest Represented by Each Category of Trader
25.2 63.2 0.9 12.4 6.2 0.7 40.0 13.7 0.3 6.4 3.6 0.0 14.1 11.4
Number of Traders in Each Category Total Traders: 107
18 14 4 11 . 4 27 15 . 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 132,489
Positions
33,374 83,755 1,220 16,414 8,268 904 53,011 18,134 361 8,516 4,732 5 18,684 15,110
Changes from: February 25, 2014 Total Change is: 11,576
-48 4,093 538 1,546 -83 -354 11,131 4,044 23 -191 1,848 -10 -1,059 1,477
Percent of Open Interest Represented by Each Category of Trader
25.2 63.2 0.9 12.4 6.2 0.7 40.0 13.7 0.3 6.4 3.6 0.0 14.1 11.4
Number of Traders in Each Category Total Traders: 107
18 14 4 11 . 4 27 15 . 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 880,372
Positions
45,149 165,075 103,951 304,094 104,044 48,812 100,658 201,389 68,566 47,491 56,702 2,456 159,196 129,378
Changes from: February 25, 2014 Total Change is: 29,326
4,446 -7,339 16,051 4,537 -726 -1,232 997 9,663 7,692 -437 3,215 -1,203 -1,526 3,205
Percent of Open Interest Represented by Each Category of Trader
5.1 18.8 11.8 34.5 11.8 5.5 11.4 22.9 7.8 5.4 6.4 0.3 18.1 14.7
Number of Traders in Each Category Total Traders: 579
40 39 30 112 55 60 94 127 89 48 64 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 220,157
Positions
71,937 68,198 2,228 59,960 21,825 1,497 23,915 34,624 2,117 7,977 7,674 142 50,384 81,852
Changes from: February 25, 2014 Total Change is: 7,309
8,196 2,010 0 -271 -70 -72 821 5,531 56 164 -1,252 0 -1,585 1,106
Percent of Open Interest Represented by Each Category of Trader
32.7 31.0 1.0 27.2 9.9 0.7 10.9 15.7 1.0 3.6 3.5 0.1 22.9 37.2
Number of Traders in Each Category Total Traders: 84
11 7 . 16 7 8 17 15 12 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 3,301,075
Positions
300,681 919,010 73,990 1,260,456 450,879 196,789 601,829 1,051,941 114,131 197,569 245,139 11,568 544,062 237,628
Changes from: February 25, 2014 Total Change is: 110,087
32,972 4,975 28,533 22,533 -4,788 -4,290 28,595 48,377 10,467 -8,755 16,583 -265 297 10,495
Percent of Open Interest Represented by Each Category of Trader
9.1 27.8 2.2 38.2 13.7 6.0 18.2 31.9 3.5 6.0 7.4 0.4 16.5 7.2
Number of Traders in Each Category Total Traders: 560
39 39 23 105 54 53 89 129 74 44 61 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 95,760
Positions
4,055 48,510 22 51,298 32,922 1,710 25,988 5,537 915 1,364 2,742 0 10,408 3,402
Changes from: February 25, 2014 Total Change is: -191
-774 3,276 -10 -1,756 -3,919 -196 1,537 -77 238 328 213 0 442 284
Percent of Open Interest Represented by Each Category of Trader
4.2 50.7 0.0 53.6 34.4 1.8 27.1 5.8 1.0 1.4 2.9 0.0 10.9 3.6
Number of Traders in Each Category Total Traders: 92
7 11 . 35 10 14 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 95,015
Positions
12,039 71,800 427 40,116 3,930 478 31,074 9,576 668 1,939 3,782 708 7,566 3,645
Changes from: February 25, 2014 Total Change is: 2,901
15 3,042 225 2,515 -185 -834 805 454 239 -1 122 207 -271 -369
Percent of Open Interest Represented by Each Category of Trader
12.7 75.6 0.4 42.2 4.1 0.5 32.7 10.1 0.7 2.0 4.0 0.7 8.0 3.8
Number of Traders in Each Category Total Traders: 233
20 22 7 37 13 9 74 31 13 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 475,074
Positions
60,196 359,001 2,135 200,581 19,648 2,390 155,368 47,880 3,341 9,694 18,912 3,540 37,829 18,227
Changes from: February 25, 2014 Total Change is: 14,506
76 15,208 1,123 12,576 -925 -4,168 4,023 2,268 1,197 -4 610 1,037 -1,354 -1,844
Percent of Open Interest Represented by Each Category of Trader
12.7 75.6 0.4 42.2 4.1 0.5 32.7 10.1 0.7 2.0 4.0 0.7 8.0 3.8
Number of Traders in Each Category Total Traders: 233
20 22 7 37 13 9 74 31 13 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 324,834
Positions
42,892 60,012 11,861 142,214 122,889 14,425 73,423 83,751 8,062 9,039 8,387 0 22,918 15,447
Changes from: February 25, 2014 Total Change is: 20,166
-1,541 11,368 1,988 -2,907 -853 1,427 17,531 4,439 1,181 224 932 0 2,263 -316
Percent of Open Interest Represented by Each Category of Trader
13.2 18.5 3.7 43.8 37.8 4.4 22.6 25.8 2.5 2.8 2.6 0.0 7.1 4.8
Number of Traders in Each Category Total Traders: 264
20 16 6 54 39 27 50 58 16 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 67,691
Positions
4,198 45,315 0 33,499 335 772 13,401 12,730 0 5,247 3,092 400 10,174 5,047
Changes from: February 25, 2014 Total Change is: -1,421
874 -90 0 908 253 45 -3,341 -789 0 -478 -446 400 171 -794
Percent of Open Interest Represented by Each Category of Trader
6.2 66.9 0.0 49.5 0.5 1.1 19.8 18.8 0.0 7.8 4.6 0.6 15.0 7.5
Number of Traders in Each Category Total Traders: 76
7 8 0 19 . . 15 12 0 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 115,159
Positions
42,109 13,632 927 11,661 1,937 1,136 33,641 5,279 3,611 5,334 10,077 5,409 11,331 73,151
Changes from: February 25, 2014 Total Change is: -391
-282 2,341 -586 130 -3,329 266 -271 1,058 516 -788 759 227 397 -1,643
Percent of Open Interest Represented by Each Category of Trader
36.6 11.8 0.8 10.1 1.7 1.0 29.2 4.6 3.1 4.6 8.8 4.7 9.8 63.5
Number of Traders in Each Category Total Traders: 87
18 9 . 9 . . 26 10 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 107,204
Positions
2,205 70,666 5,245 61,802 11,895 3,803 19,953 6,213 6,002 1,833 265 0 6,361 3,115
Changes from: February 25, 2014 Total Change is: 134
435 300 -41 502 143 41 -1,056 -374 -9 713 0 0 -451 74
Percent of Open Interest Represented by Each Category of Trader
2.1 65.9 4.9 57.6 11.1 3.5 18.6 5.8 5.6 1.7 0.2 0.0 5.9 2.9
Number of Traders in Each Category Total Traders: 93
5 11 . 35 15 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 258,503
Positions
23,840 63,179 12,379 83,348 77,804 49,074 48,634 30,640 8,526 20,079 6,562 371 12,252 9,968
Changes from: February 25, 2014 Total Change is: 4,347
525 -11,471 8,558 -3,634 4,395 -482 -8,435 -252 4,503 3,009 364 -417 720 -851
Percent of Open Interest Represented by Each Category of Trader
9.2 24.4 4.8 32.2 30.1 19.0 18.8 11.9 3.3 7.8 2.5 0.1 4.7 3.9
Number of Traders in Each Category Total Traders: 189
19 22 . 44 30 25 26 22 12 22 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 718,276
Positions
1,736 111,257 7,744 293,849 151,399 115,994 86,534 81,221 41,233 14,760 28,189 138 156,288 181,101
Changes from: February 25, 2014 Total Change is: -54,676
390 2,234 180 17,052 3,955 1,116 712 17,861 -32,178 1,913 558 -3,390 -40,471 -45,012
Percent of Open Interest Represented by Each Category of Trader
0.2 15.5 1.1 40.9 21.1 16.1 12.0 11.3 5.7 2.1 3.9 0.0 21.8 25.2
Number of Traders in Each Category Total Traders: 155
5 15 6 34 34 39 26 27 16 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 505,399
Positions
25,136 80,903 4,501 264,585 38,675 67,249 16,334 165,635 29,408 8,340 22,205 1,845 88,001 94,978
Changes from: February 25, 2014 Total Change is: 21,354
3,046 -8,368 -11,355 6,104 16,030 -1,401 -2,029 9,159 26,408 550 -1,129 -747 778 -7,243
Percent of Open Interest Represented by Each Category of Trader
5.0 16.0 0.9 52.4 7.7 13.3 3.2 32.8 5.8 1.7 4.4 0.4 17.4 18.8
Number of Traders in Each Category Total Traders: 85
4 11 5 33 9 21 . 15 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 903,554
Positions
53,071 141,887 15,984 218,075 252,379 66,935 251,419 113,049 112,494 46,890 70,097 25,089 113,597 105,640
Changes from: February 25, 2014 Total Change is: -115,923
-4,608 -9,887 -14,847 -13,683 -6,357 1,723 -11,875 -7,509 -62,426 -567 -1,033 -2,398 -7,242 -13,189
Percent of Open Interest Represented by Each Category of Trader
5.9 15.7 1.8 24.1 27.9 7.4 27.8 12.5 12.5 5.2 7.8 2.8 12.6 11.7
Number of Traders in Each Category Total Traders: 226
15 25 7 36 37 34 45 25 27 16 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 43,785
Positions
7,979 17,342 7,520 420 0 80 18,039 9,583 8,973 0 0 0 774 287
Changes from: February 25, 2014 Total Change is: -5,745
509 696 -4,925 -80 0 80 -1,748 -1,359 -254 0 0 0 673 17
Percent of Open Interest Represented by Each Category of Trader
18.2 39.6 17.2 1.0 0.0 0.2 41.2 21.9 20.5 0.0 0.0 0.0 1.8 0.7
Number of Traders in Each Category Total Traders: 38
7 12 8 . 0 . 9 8 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 2,407,282
Positions
177,282 121,066 64,484 618,330 1,012,493 208,703 678,699 289,335 91,259 246,333 160,024 21,638 300,554 438,280
Changes from: February 25, 2014 Total Change is: -106,464
1,479 5,833 -224 27,342 -47,969 -41,426 -17,630 70,346 -41,116 9,686 15,901 -15,589 -28,986 -52,220
Percent of Open Interest Represented by Each Category of Trader
7.4 5.0 2.7 25.7 42.1 8.7 28.2 12.0 3.8 10.2 6.6 0.9 12.5 18.2
Number of Traders in Each Category Total Traders: 351
26 36 28 44 70 54 44 73 47 18 40 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 1,944,956
Positions
156,078 183,479 30,316 680,043 510,513 202,628 412,801 386,140 99,771 123,032 182,183 5,931 234,356 343,995
Changes from: February 25, 2014 Total Change is: -208,944
21,732 -7,895 -24,699 26,064 -12,039 -35,264 -61,215 81,038 3,161 7,951 -40,425 -59,511 -87,163 -113,310
Percent of Open Interest Represented by Each Category of Trader
8.0 9.4 1.6 35.0 26.2 10.4 21.2 19.9 5.1 6.3 9.4 0.3 12.0 17.7
Number of Traders in Each Category Total Traders: 257
17 28 15 26 52 44 27 64 27 11 32 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 295,231
Positions
139,765 93,270 58,869 705 3,140 3,454 10,221 22,108 43,973 149 15,429 10,792 27,303 44,196
Changes from: February 25, 2014 Total Change is: -30,957
-863 -21,394 -11,576 0 52 110 -11,517 7,566 -5,023 -43 -1,106 347 -2,392 67
Percent of Open Interest Represented by Each Category of Trader
47.3 31.6 19.9 0.2 1.1 1.2 3.5 7.5 14.9 0.1 5.2 3.7 9.2 15.0
Number of Traders in Each Category Total Traders: 74
17 24 26 . . . 8 12 17 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 is10,494,701
Positions
1,411,202 2,364,079 1,962,035 2,839,499 629,018 205,781 728,592 1,196,383 1,920,576 142,035 537,953 419,509 865,472 1,259,367
Changes from: February 25, 2014 Total Change is: 378,717
145,147 -77,668 65,511 4,078 21,602 28,797 -60,807 86,202 176,893 19,800 17,284 -6,352 5,650 66,448
Percent of Open Interest Represented by Each Category of Trader
13.4 22.5 18.7 27.1 6.0 2.0 6.9 11.4 18.3 1.4 5.1 4.0 8.2 12.0
Number of Traders in Each Category Total Traders: 275
30 59 81 11 22 20 35 75 77 14 23 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 44,964
Positions
34,313 1,148 0 3,761 11,257 5,528 250 18,504 494 0 7,879 0 618 154
Changes from: February 25, 2014 Total Change is: -188
-1,031 -6 0 0 -342 192 -408 307 494 0 -798 0 565 -35
Percent of Open Interest Represented by Each Category of Trader
76.3 2.6 0.0 8.4 25.0 12.3 0.6 41.2 1.1 0.0 17.5 0.0 1.4 0.3
Number of Traders in Each Category Total Traders: 44
9 . 0 4 9 . . 10 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 27,290
Positions
21,974 2,327 15 2,418 5,641 1,843 587 4,339 380 0 12,337 0 73 408
Changes from: February 25, 2014 Total Change is: -617
-366 -1,152 15 58 -324 -95 -209 317 -25 0 331 0 5 316
Percent of Open Interest Represented by Each Category of Trader
80.5 8.5 0.1 8.9 20.7 6.8 2.2 15.9 1.4 0.0 45.2 0.0 0.3 1.5
Number of Traders in Each Category Total Traders: 34
6 4 . . 9 . . 8 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 52,552
Positions
10,130 7,740 751 6,453 6,086 158 13,139 31,032 2,863 10,544 1,532 4 8,510 2,386
Changes from: February 25, 2014 Total Change is: 2,741
36 31 0 -270 1,383 -231 6,048 92 1,156 -3,656 158 -6 -336 158
Percent of Open Interest Represented by Each Category of Trader
19.3 14.7 1.4 12.3 11.6 0.3 25.0 59.1 5.4 20.1 2.9 0.0 16.2 4.5
Number of Traders in Each Category Total Traders: 149
6 . . 9 6 . 20 31 11 63 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 362,996
Positions
65,633 47,201 40,466 37,495 19,589 26,147 60,384 90,203 70,459 9,913 8,919 31,526 20,973 28,486
Changes from: February 25, 2014 Total Change is: -4,046
981 -7,608 -2,110 3,578 1,188 -2,916 -9,720 -1,211 13,864 -796 1,621 -6,562 -365 -312
Percent of Open Interest Represented by Each Category of Trader
18.1 13.0 11.1 10.3 5.4 7.2 16.6 24.8 19.4 2.7 2.5 8.7 5.8 7.8
Number of Traders in Each Category Total Traders: 177
20 10 27 8 13 12 38 45 53 16 13 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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 14,421
Positions
181 755 0 4,998 100 444 6,189 12,303 753 1,823 0 0 33 66
Changes from: February 25, 2014 Total Change is: 4,055
-56 -91 0 720 100 -9 2,926 4,058 0 471 0 0 3 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 5.2 0.0 34.7 0.7 3.1 42.9 85.3 5.2 12.6 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 23
. . 0 5 . . 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 9,321
Positions
1,150 5,320 0 5,470 0 0 1,514 3,580 197 0 0 0 990 224
Changes from: February 25, 2014 Total Change is: -156
1 -107 0 10 0 0 -344 -273 147 0 0 0 30 77
Percent of Open Interest Represented by Each Category of Trader
12.3 57.1 0.0 58.7 0.0 0.0 16.2 38.4 2.1 0.0 0.0 0.0 10.6 2.4
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 0 6 4 . 0 0 0
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Updated March 7, 2014