Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 178,103
Positions
86,205 3,749 8,243 14,430 16,629 690 9,443 85,365 12,678 14,600 4,942 3,025 28,789 42,782
Changes from: February 4, 2014 Total Change is: -12,855
-3,374 217 -2,327 -93 -7 -541 -3,408 -3,130 -1,436 910 -544 -754 -1,832 -4,333
Percent of Open Interest Represented by Each Category of Trader
48.4 2.1 4.6 8.1 9.3 0.4 5.3 47.9 7.1 8.2 2.8 1.7 16.2 24.0
Number of Traders in Each Category Total Traders: 95
12 5 8 4 7 . 18 33 18 9 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 47,139
Positions
9,891 15,720 1,509 900 1,149 0 16,404 11,598 1,953 632 625 0 15,850 14,586
Changes from: February 4, 2014 Total Change is: 1,016
594 25 -268 0 -94 0 -1,016 1,619 268 -786 25 -107 2,331 -452
Percent of Open Interest Represented by Each Category of Trader
21.0 33.3 3.2 1.9 2.4 0.0 34.8 24.6 4.1 1.3 1.3 0.0 33.6 30.9
Number of Traders in Each Category Total Traders: 40
5 9 . . . 0 11 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 227,436
Positions
20,035 83,355 8,746 23,955 30,343 1,001 119,129 33,830 16,983 1,188 28,315 2,942 33,458 21,921
Changes from: February 4, 2014 Total Change is: -4,370
5,372 -3,174 -212 167 455 -607 -1,259 3,402 -3,727 -2,425 2,072 -521 -1,159 -2,058
Percent of Open Interest Represented by Each Category of Trader
8.8 36.6 3.8 10.5 13.3 0.4 52.4 14.9 7.5 0.5 12.4 1.3 14.7 9.6
Number of Traders in Each Category Total Traders: 123
10 11 9 8 18 8 36 23 24 4 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 227,021
Positions
83,834 39,587 10,694 24,816 18,804 4,263 41,608 79,276 16,442 24,389 7,255 3,271 17,704 47,430
Changes from: February 4, 2014 Total Change is: -15,286
963 3,224 -4,432 -2,217 164 -1,421 2,514 757 -6,735 -737 -2,292 -1,816 -1,404 -2,734
Percent of Open Interest Represented by Each Category of Trader
36.9 17.4 4.7 10.9 8.3 1.9 18.3 34.9 7.2 10.7 3.2 1.4 7.8 20.9
Number of Traders in Each Category Total Traders: 124
7 15 6 9 17 10 22 35 23 4 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 335,669
Positions
99,563 32,588 18,271 40,300 80,965 5,351 66,998 52,681 36,788 17,105 36,781 6,452 44,841 65,792
Changes from: February 4, 2014 Total Change is: -7,423
-581 7,305 -5,278 520 430 -1,026 6,699 4,417 -3,573 -2,157 -910 -3,998 1,971 -4,789
Percent of Open Interest Represented by Each Category of Trader
29.7 9.7 5.4 12.0 24.1 1.6 20.0 15.7 11.0 5.1 11.0 1.9 13.4 19.6
Number of Traders in Each Category Total Traders: 198
16 20 19 13 28 14 30 49 35 13 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 130,272
Positions
77,136 8,597 8,113 548 5,602 586 8,779 52,605 8,667 4,948 6,957 3,127 18,368 36,019
Changes from: February 4, 2014 Total Change is: -19,898
-16,555 1,121 -543 4 -92 153 -292 -11,941 -2,510 967 -2,233 -1,336 214 -2,517
Percent of Open Interest Represented by Each Category of Trader
59.2 6.6 6.2 0.4 4.3 0.4 6.7 40.4 6.7 3.8 5.3 2.4 14.1 27.6
Number of Traders in Each Category Total Traders: 90
10 10 7 . 9 4 14 33 16 4 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 41,817
Positions
19,955 24,490 8,024 2,126 0 0 4,399 3,244 3,184 1,650 0 2,184 295 691
Changes from: February 4, 2014 Total Change is: 3,048
-588 -831 829 -97 0 0 3,019 2,851 -2 0 0 0 -113 201
Percent of Open Interest Represented by Each Category of Trader
47.7 58.6 19.2 5.1 0.0 0.0 10.5 7.8 7.6 3.9 0.0 5.2 0.7 1.7
Number of Traders in Each Category Total Traders: 23
6 9 9 . 0 0 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 127,234
Positions
51,654 53,029 127 40,365 705 155 11,929 50,348 12,410 4,732 4,231 513 5,349 5,716
Changes from: February 4, 2014 Total Change is: -4,601
330 266 16 -1,160 -5 155 -3,908 -4,610 506 -550 -588 -10 20 -331
Percent of Open Interest Represented by Each Category of Trader
40.6 41.7 0.1 31.7 0.6 0.1 9.4 39.6 9.8 3.7 3.3 0.4 4.2 4.5
Number of Traders in Each Category Total Traders: 103
8 10 . 4 . . 19 38 8 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 19,085
Positions
1,856 10,602 29 845 209 0 11,942 4,957 768 525 412 0 3,120 2,108
Changes from: February 4, 2014 Total Change is: -1,014
173 452 25 -338 0 0 -784 -831 155 -199 -13 0 -46 -802
Percent of Open Interest Represented by Each Category of Trader
9.7 55.6 0.2 4.4 1.1 0.0 62.6 26.0 4.0 2.8 2.2 0.0 16.3 11.0
Number of Traders in Each Category Total Traders: 55
5 7 . . . 0 19 14 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 69,331
Positions
23,875 37,422 4,566 7,902 4,040 561 10,482 6,826 5,483 5,090 1,184 808 10,564 8,441
Changes from: February 4, 2014 Total Change is: 7,700
5,808 -5,167 4,372 1,222 -166 -55 -7,886 2,091 2,964 -143 100 -59 1,476 3,619
Percent of Open Interest Represented by Each Category of Trader
34.4 54.0 6.6 11.4 5.8 0.8 15.1 9.8 7.9 7.3 1.7 1.2 15.2 12.2
Number of Traders in Each Category Total Traders: 95
22 11 10 11 . 4 21 13 13 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 13,389
Positions
8,459 10,643 0 965 0 0 2,430 1,200 0 500 0 0 1,035 1,546
Changes from: February 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
63.2 79.5 0.0 7.2 0.0 0.0 18.1 9.0 0.0 3.7 0.0 0.0 7.7 11.5
Number of Traders in Each Category Total Traders: 20
6 6 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 111,884
Positions
39,591 62,316 375 13,873 8,080 1,122 23,364 18,512 3,706 9,179 2,367 1,615 19,059 13,791
Changes from: February 4, 2014 Total Change is: -11,379
3,457 -22,862 -15 514 -331 -109 -13,373 9,042 -1,332 -1,286 200 -117 882 4,145
Percent of Open Interest Represented by Each Category of Trader
35.4 55.7 0.3 12.4 7.2 1.0 20.9 16.5 3.3 8.2 2.1 1.4 17.0 12.3
Number of Traders in Each Category Total Traders: 94
23 10 4 10 . 4 21 15 10 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 990,317
Positions
41,252 180,906 75,837 316,265 105,958 47,200 107,034 198,871 172,574 48,385 55,070 27,451 154,320 126,451
Changes from: February 4, 2014 Total Change is: 10,410
-841 -12,030 16,489 13,788 -13,482 58 -814 14,498 -24,231 -1,035 10,817 -5,482 12,480 23,775
Percent of Open Interest Represented by Each Category of Trader
4.2 18.3 7.7 31.9 10.7 4.8 10.8 20.1 17.4 4.9 5.6 2.8 15.6 12.8
Number of Traders in Each Category Total Traders: 618
41 37 40 116 59 63 95 130 116 72 67 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 251,551
Positions
48,470 65,451 5,085 62,084 21,872 3,792 20,352 24,341 37,715 7,794 8,628 9,388 56,872 75,280
Changes from: February 4, 2014 Total Change is: 5,288
11,274 2,647 -650 3,023 -1,581 1,468 4,068 -2,137 -12,402 -1,653 21 -139 298 18,060
Percent of Open Interest Represented by Each Category of Trader
19.3 26.0 2.0 24.7 8.7 1.5 8.1 9.7 15.0 3.1 3.4 3.7 22.6 29.9
Number of Traders in Each Category Total Traders: 105
7 9 5 16 8 11 18 21 34 15 10 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 3,693,832
Positions
243,515 856,883 74,149 1,286,377 435,901 201,571 562,079 1,001,312 545,631 203,983 233,243 89,284 487,243 255,858
Changes from: February 4, 2014 Total Change is: 25,610
13,596 787 11,521 58,529 -54,801 -11,756 -23,120 84,466 -60,440 -5,729 45,160 -17,898 60,907 28,571
Percent of Open Interest Represented by Each Category of Trader
6.6 23.2 2.0 34.8 11.8 5.5 15.2 27.1 14.8 5.5 6.3 2.4 13.2 6.9
Number of Traders in Each Category Total Traders: 587
42 35 35 108 58 57 93 126 111 66 59 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 92,621
Positions
9,019 38,872 32 50,856 38,858 1,903 17,993 5,610 635 726 2,537 0 11,457 4,174
Changes from: February 4, 2014 Total Change is: -7,346
-1,198 -4,857 6 667 -3,222 -204 -6,039 246 -491 202 0 0 -289 1,176
Percent of Open Interest Represented by Each Category of Trader
9.7 42.0 0.0 54.9 42.0 2.1 19.4 6.1 0.7 0.8 2.7 0.0 12.4 4.5
Number of Traders in Each Category Total Traders: 87
8 9 . 34 12 13 14 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 86,189
Positions
10,949 60,307 458 37,270 4,011 1,310 21,801 7,738 3,760 1,484 3,401 1,208 7,949 3,996
Changes from: February 4, 2014 Total Change is: -13,347
428 -813 -10,210 1,773 -421 307 258 2,124 -1,407 -568 1,071 -572 -3,356 -3,427
Percent of Open Interest Represented by Each Category of Trader
12.7 70.0 0.5 43.2 4.7 1.5 25.3 9.0 4.4 1.7 3.9 1.4 9.2 4.6
Number of Traders in Each Category Total Traders: 209
20 20 7 35 13 10 56 30 17 13 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 430,945
Positions
54,744 301,537 2,289 186,351 20,056 6,548 109,005 38,688 18,801 7,421 17,004 6,041 39,746 19,982
Changes from: February 4, 2014 Total Change is: 13,641
3,577 -4,571 -125 15,676 -2,103 1,533 -6,165 7,500 5,724 -276 2,285 211 -6,515 3,186
Percent of Open Interest Represented by Each Category of Trader
12.7 70.0 0.5 43.2 4.7 1.5 25.3 9.0 4.4 1.7 3.9 1.4 9.2 4.6
Number of Traders in Each Category Total Traders: 209
20 20 7 35 13 10 56 30 17 13 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 291,556
Positions
54,692 45,219 8,035 139,254 124,537 11,950 40,286 72,447 6,323 10,947 6,298 623 19,446 16,124
Changes from: February 4, 2014 Total Change is: 2,552
14,062 -22,409 696 -4,260 20,568 567 -6,409 3,166 -1,007 180 935 -22 -1,254 59
Percent of Open Interest Represented by Each Category of Trader
18.8 15.5 2.8 47.8 42.7 4.1 13.8 24.8 2.2 3.8 2.2 0.2 6.7 5.5
Number of Traders in Each Category Total Traders: 254
27 9 6 57 38 27 40 55 16 17 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 72,609
Positions
3,654 45,115 0 32,958 0 661 18,676 16,023 145 5,898 5,448 19 10,598 5,198
Changes from: February 4, 2014 Total Change is: 1,444
1,224 123 0 -145 -206 -105 511 653 23 301 662 19 -384 275
Percent of Open Interest Represented by Each Category of Trader
5.0 62.1 0.0 45.4 0.0 0.9 25.7 22.1 0.2 8.1 7.5 0.0 14.6 7.2
Number of Traders in Each Category Total Traders: 83
6 8 0 21 0 . 18 15 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 112,393
Positions
35,386 10,609 1,081 13,764 1,329 459 42,310 1,962 1,402 8,224 10,263 24 9,743 85,264
Changes from: February 4, 2014 Total Change is: 724
1,740 -604 36 1,456 -1,329 -515 -483 -2,058 46 322 815 -76 -1,802 4,409
Percent of Open Interest Represented by Each Category of Trader
31.5 9.4 1.0 12.2 1.2 0.4 37.6 1.7 1.2 7.3 9.1 0.0 8.7 75.9
Number of Traders in Each Category Total Traders: 102
21 7 . 12 . . 37 5 10 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 101,350
Positions
2,611 64,965 4,220 59,576 12,800 3,874 19,049 8,072 4,180 2,189 265 0 5,651 2,974
Changes from: February 4, 2014 Total Change is: 607
50 1,147 -68 2,838 -4,421 51 -1,246 3,627 -6 -38 0 0 -974 277
Percent of Open Interest Represented by Each Category of Trader
2.6 64.1 4.2 58.8 12.6 3.8 18.8 8.0 4.1 2.2 0.3 0.0 5.6 2.9
Number of Traders in Each Category Total Traders: 93
6 11 . 32 16 12 13 8 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 258,061
Positions
24,522 80,871 4,925 82,680 74,649 49,863 65,834 29,925 2,085 17,434 6,398 869 9,849 8,476
Changes from: February 4, 2014 Total Change is: -7,396
3,740 -12,318 148 -6,839 7,268 2,324 -6,043 -2,142 -95 1,007 -283 26 -1,664 -2,324
Percent of Open Interest Represented by Each Category of Trader
9.5 31.3 1.9 32.0 28.9 19.3 25.5 11.6 0.8 6.8 2.5 0.3 3.8 3.3
Number of Traders in Each Category Total Traders: 190
18 23 4 42 32 25 25 23 8 21 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 814,105
Positions
4,155 90,224 41,991 279,297 141,045 149,664 75,053 80,984 68,655 14,793 37,478 8,727 171,771 195,339
Changes from: February 4, 2014 Total Change is: -828
1,554 3,692 -5,112 8,353 2,027 -2,571 11,990 -464 -12,632 -5,423 7,015 -1,693 4,706 8,911
Percent of Open Interest Represented by Each Category of Trader
0.5 11.1 5.2 34.3 17.3 18.4 9.2 9.9 8.4 1.8 4.6 1.1 21.1 24.0
Number of Traders in Each Category Total Traders: 167
5 15 14 39 32 42 30 30 35 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 458,541
Positions
19,368 101,668 102 262,069 22,220 66,868 16,851 150,306 3,110 7,795 21,762 1,806 80,572 90,699
Changes from: February 4, 2014 Total Change is: 280
8 -6,227 -251 -9,403 413 5,797 278 1,474 -352 42 -1,075 24 4,136 477
Percent of Open Interest Represented by Each Category of Trader
4.2 22.2 0.0 57.2 4.8 14.6 3.7 32.8 0.7 1.7 4.7 0.4 17.6 19.8
Number of Traders in Each Category Total Traders: 79
. 10 . 34 6 21 4 15 9 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 935,057
Positions
57,889 129,531 24,828 225,821 245,818 81,248 229,876 141,389 121,710 55,573 63,105 25,570 112,542 101,857
Changes from: February 4, 2014 Total Change is: -16,729
-5,582 5,230 3,257 6,255 -28,718 2,804 -26,484 -9,258 15,352 -2,363 2,091 -1,075 -8,893 -6,411
Percent of Open Interest Represented by Each Category of Trader
6.2 13.9 2.7 24.2 26.3 8.7 24.6 15.1 13.0 5.9 6.7 2.7 12.0 10.9
Number of Traders in Each Category Total Traders: 228
14 24 12 38 36 34 49 27 35 15 24 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 46,717
Positions
5,798 15,105 11,783 800 0 500 18,004 9,497 9,792 0 0 0 40 40
Changes from: February 4, 2014 Total Change is: 8,701
1,635 2,652 2,382 0 0 0 2,608 1,671 2,056 0 0 0 20 -60
Percent of Open Interest Represented by Each Category of Trader
12.4 32.3 25.2 1.7 0.0 1.1 38.5 20.3 21.0 0.0 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 42
9 9 9 . 0 . 10 11 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 3,088,301
Positions
204,772 186,295 275,715 620,800 886,067 327,135 611,761 238,785 429,088 244,953 167,101 101,121 272,957 476,994
Changes from: February 4, 2014 Total Change is: 79,675
22,600 -41,812 27,272 5,198 -8,408 35,561 -37,737 36,434 39,306 11,373 1,120 -1,671 -22,228 -8,129
Percent of Open Interest Represented by Each Category of Trader
6.6 6.0 8.9 20.1 28.7 10.6 19.8 7.7 13.9 7.9 5.4 3.3 8.8 15.4
Number of Traders in Each Category Total Traders: 370
25 45 59 41 71 65 59 65 90 24 40 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 2,253,937
Positions
116,423 208,426 113,388 680,676 490,469 272,201 438,346 330,835 217,946 140,009 219,587 37,124 237,824 363,962
Changes from: February 4, 2014 Total Change is: 45,400
2,856 -3,596 12,957 -5,857 -8,560 -1,528 25,687 21,043 29,672 -25,768 25,062 -18 7,397 -29,633
Percent of Open Interest Represented by Each Category of Trader
5.2 9.2 5.0 30.2 21.8 12.1 19.4 14.7 9.7 6.2 9.7 1.6 10.6 16.1
Number of Traders in Each Category Total Traders: 264
14 31 29 30 56 47 35 52 55 19 26 15
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Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 294,578
Positions
129,983 100,147 64,330 719 2,855 2,755 22,191 16,409 37,124 0 18,724 6,728 30,747 45,505
Changes from: February 4, 2014 Total Change is: 20,889
19,845 15,424 -3,409 0 1,348 652 -1,059 -798 6,121 -268 3,277 -774 -219 -952
Percent of Open Interest Represented by Each Category of Trader
44.1 34.0 21.8 0.2 1.0 0.9 7.5 5.6 12.6 0.0 6.4 2.3 10.4 15.4
Number of Traders in Each Category Total Traders: 67
14 23 27 . . . 10 6 13 0 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,324,450
Positions
1,173,404 2,587,037 3,134,630 2,828,721 711,258 270,752 780,019 847,859 5,651,375 211,351 557,074 1,388,617 885,580 1,175,848
Changes from: February 4, 2014 Total Change is: 33,180
80,000 263,420 -105,847 -21,410 -156,161 9,676 89,787 101,738 -21,238 -60,558 -79,467 18,292 44,478 2,768
Percent of Open Interest Represented by Each Category of Trader
7.2 15.8 19.2 17.3 4.4 1.7 4.8 5.2 34.6 1.3 3.4 8.5 5.4 7.2
Number of Traders in Each Category Total Traders: 296
23 68 87 8 26 27 50 68 98 17 29 38
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Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 45,612
Positions
36,011 1,144 0 3,761 12,418 5,336 431 18,230 0 0 8,313 0 73 171
Changes from: February 4, 2014 Total Change is: -2,914
-3,320 -181 0 0 -213 0 380 752 0 0 -3,312 0 26 40
Percent of Open Interest Represented by Each Category of Trader
79.0 2.5 0.0 8.2 27.2 11.7 0.9 40.0 0.0 0.0 18.2 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 47
8 . 0 4 11 . . 12 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 26,773
Positions
21,472 3,016 40 2,354 5,904 1,944 40 4,034 380 510 11,339 0 33 116
Changes from: February 4, 2014 Total Change is: -203
-618 198 30 8 -193 -27 0 1,157 380 0 -1,754 0 24 6
Percent of Open Interest Represented by Each Category of Trader
80.2 11.3 0.1 8.8 22.1 7.3 0.1 15.1 1.4 1.9 42.4 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
6 4 . . 9 . . 8 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 47,977
Positions
10,612 8,169 751 8,953 492 416 6,795 33,983 1,521 10,105 581 37 8,786 2,026
Changes from: February 4, 2014 Total Change is: -892
535 -161 -123 -969 -37 -5 -818 -1,279 9 128 233 -154 505 625
Percent of Open Interest Represented by Each Category of Trader
22.1 17.0 1.6 18.7 1.0 0.9 14.2 70.8 3.2 21.1 1.2 0.1 18.3 4.2
Number of Traders in Each Category Total Traders: 147
7 . . 12 . . 24 30 11 63 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 378,851
Positions
77,858 75,587 51,084 27,679 14,077 29,503 48,477 94,340 62,372 41,240 7,851 19,292 21,346 24,745
Changes from: February 4, 2014 Total Change is: -5,266
-9,140 12,044 4,951 -9,264 29 9,090 -895 -34,009 3,578 -2,151 -1,919 2,414 -3,849 -1,444
Percent of Open Interest Represented by Each Category of Trader
20.6 20.0 13.5 7.3 3.7 7.8 12.8 24.9 16.5 10.9 2.1 5.1 5.6 6.5
Number of Traders in Each Category Total Traders: 169
23 9 24 6 11 11 41 40 53 15 11 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 8,960
Positions
182 514 0 3,866 80 458 2,971 7,130 753 700 0 0 30 25
Changes from: February 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.0 5.7 0.0 43.1 0.9 5.1 33.2 79.6 8.4 7.8 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 7 4 . . 0 0
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Updated February 14, 2014