Traders in Financial Futures - Options and Futures Combined 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 172,582
Positions
73,733 14,587 12,421 14,152 7,962 346 7,950 75,470 14,602 14,756 5,488 3,091 31,530 38,614
Changes from: February 25, 2014 Total Change is: 7,129
1,333 609 1,564 -570 1,128 -199 1,158 2,627 2,249 617 -953 209 768 -106
Percent of Open Interest Represented by Each Category of Trader
42.7 8.5 7.2 8.2 4.6 0.2 4.6 43.7 8.5 8.6 3.2 1.8 18.3 22.4
Number of Traders in Each Category Total Traders: 88
11 5 10 . 8 . 19 25 17 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 67,201
Positions
10,467 24,977 3,925 934 1,965 0 25,285 20,319 2,915 2,407 0 9 21,260 13,091
Changes from: February 25, 2014 Total Change is: 5,635
1,028 5,009 150 34 785 0 2,108 2,358 287 369 -1,831 -33 1,692 -1,089
Percent of Open Interest Represented by Each Category of Trader
15.6 37.2 5.8 1.4 2.9 0.0 37.6 30.2 4.3 3.6 0.0 0.0 31.6 19.5
Number of Traders in Each Category Total Traders: 49
4 11 5 . . 0 17 10 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 279,152
Positions
21,964 117,662 11,212 24,193 27,268 2,247 143,072 41,561 28,357 1,621 22,990 4,620 41,865 23,234
Changes from: February 25, 2014 Total Change is: -7,045
-1,312 1,888 -2,340 -926 -798 981 -284 -1,964 -2,407 -85 -2,050 -461 -210 106
Percent of Open Interest Represented by Each Category of Trader
7.9 42.1 4.0 8.7 9.8 0.8 51.3 14.9 10.2 0.6 8.2 1.7 15.0 8.3
Number of Traders in Each Category Total Traders: 120
7 12 11 12 13 9 43 18 26 5 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 238,468
Positions
84,264 34,850 12,872 19,266 18,519 4,385 47,878 86,644 18,545 26,627 7,170 4,001 20,632 51,484
Changes from: February 25, 2014 Total Change is: 3,940
-5,250 -3,900 1,239 -1,933 234 -206 5,297 2,699 1,589 1,003 -1,924 448 1,753 3,762
Percent of Open Interest Represented by Each Category of Trader
35.3 14.6 5.4 8.1 7.8 1.8 20.1 36.3 7.8 11.2 3.0 1.7 8.7 21.6
Number of Traders in Each Category Total Traders: 133
9 11 7 7 16 8 28 40 27 7 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 368,036
Positions
85,242 56,549 18,697 41,287 84,408 6,179 96,317 49,860 40,336 18,984 35,245 8,365 52,629 68,397
Changes from: February 25, 2014 Total Change is: 9,950
-3,510 7,095 -1,250 -715 1,956 -104 11,963 3,126 297 224 -2,468 564 2,482 733
Percent of Open Interest Represented by Each Category of Trader
23.2 15.4 5.1 11.2 22.9 1.7 26.2 13.5 11.0 5.2 9.6 2.3 14.3 18.6
Number of Traders in Each Category Total Traders: 223
19 22 21 16 26 18 44 49 40 18 29 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 127,022
Positions
64,372 6,101 9,551 3,292 5,096 414 11,114 50,909 9,668 6,645 7,187 3,424 18,542 34,671
Changes from: February 25, 2014 Total Change is: 7,846
751 -3,684 1,241 2,660 415 -239 1,987 8,709 1,281 499 855 172 -506 -904
Percent of Open Interest Represented by Each Category of Trader
50.7 4.8 7.5 2.6 4.0 0.3 8.7 40.1 7.6 5.2 5.7 2.7 14.6 27.3
Number of Traders in Each Category Total Traders: 91
8 8 7 . 8 . 21 31 20 6 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 126,889
Positions
48,168 53,106 1,787 39,536 1,731 171 6,808 41,461 18,119 4,990 4,044 1,166 6,144 5,305
Changes from: February 25, 2014 Total Change is: -1,662
-698 -329 472 0 -53 -95 -1,621 -1,485 -413 92 -262 103 498 400
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 - Options and Futures Combined 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 - Options and Futures Combined 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 25,618
Positions
1,031 16,521 56 855 189 0 18,171 5,360 674 524 596 0 4,307 2,222
Changes from: February 25, 2014 Total Change is: 3,475
-11 3,146 42 7 -18 0 2,703 328 91 0 -200 0 643 86
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 - Options and Futures Combined 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 68,143
Positions
16,669 41,833 718 8,207 4,134 452 26,627 8,986 1,150 4,126 2,375 761 9,432 7,734
Changes from: February 25, 2014 Total Change is: 6,001
-77 2,001 346 773 -42 -177 5,617 2,048 84 -91 929 45 -519 766
Percent of Open Interest Represented by Each Category of Trader
24.5 61.4 1.1 12.0 6.1 0.7 39.1 13.2 1.7 6.1 3.5 1.1 13.8 11.3
Number of Traders in Each Category Total Traders: 109
18 14 6 11 . 4 28 15 6 8 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 136,286
Positions
33,338 83,666 1,437 16,414 8,268 904 53,255 17,971 2,301 8,252 4,750 1,522 18,864 15,468
Changes from: February 25, 2014 Total Change is: 12,001
-154 4,003 691 1,546 -83 -354 11,235 4,096 167 -182 1,859 91 -1,039 1,532
Percent of Open Interest Represented by Each Category of Trader
24.5 61.4 1.1 12.0 6.1 0.7 39.1 13.2 1.7 6.1 3.5 1.1 13.8 11.3
Number of Traders in Each Category Total Traders: 109
18 14 6 11 . 4 28 15 6 8 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,071,811
Positions
45,392 163,392 114,557 304,257 103,234 50,603 101,684 198,932 203,355 47,802 60,165 26,685 177,475 150,888
Changes from: February 25, 2014 Total Change is: 61,121
4,310 -7,681 18,408 4,556 -1,021 -1,057 1,006 8,490 29,775 -722 3,272 2,762 2,083 8,172
Percent of Open Interest Represented by Each Category of Trader
4.2 15.2 10.7 28.4 9.6 4.7 9.5 18.6 19.0 4.5 5.6 2.5 16.6 14.1
Number of Traders in Each Category Total Traders: 620
40 40 46 113 55 65 91 136 119 70 74 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 286,434
Positions
73,362 68,200 4,397 59,915 20,959 2,917 26,375 37,935 38,904 7,945 8,379 9,866 62,752 94,876
Changes from: February 25, 2014 Total Change is: 18,750
8,463 2,012 704 -333 -318 113 1,950 6,533 5,679 127 -1,206 893 1,155 4,340
Percent of Open Interest Represented by Each Category of Trader
25.6 23.8 1.5 20.9 7.3 1.0 9.2 13.2 13.6 2.8 2.9 3.4 21.9 33.1
Number of Traders in Each Category Total Traders: 101
11 8 5 16 7 9 18 17 32 11 12 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,926,887
Positions
301,919 917,727 109,028 1,261,492 451,163 198,648 608,521 1,036,958 590,279 199,287 258,929 84,094 573,619 280,061
Changes from: February 25, 2014 Total Change is: 211,852
32,310 4,612 35,446 22,940 -5,021 -4,339 33,318 47,821 82,441 -9,708 16,931 14,804 4,639 19,156
Percent of Open Interest Represented by Each Category of Trader
7.7 23.4 2.8 32.1 11.5 5.1 15.5 26.4 15.0 5.1 6.6 2.1 14.6 7.1
Number of Traders in Each Category Total Traders: 586
39 40 40 106 54 58 88 133 114 61 65 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 95,851
Positions
4,055 48,510 22 51,298 32,922 1,710 25,988 5,537 915 1,364 2,742 0 10,499 3,493
Changes from: February 25, 2014 Total Change is: -190
-774 3,276 -10 -1,756 -3,919 -196 1,537 -77 238 328 213 0 443 285
Percent of Open Interest Represented by Each Category of Trader
4.2 50.6 0.0 53.5 34.3 1.8 27.1 5.8 1.0 1.4 2.9 0.0 11.0 3.6
Number of Traders in Each Category Total Traders: 92
7 11 . 35 10 14 16 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 100,244
Positions
12,039 71,783 685 40,113 3,930 482 30,997 9,572 4,525 1,930 3,683 1,706 7,767 3,878
Changes from: February 25, 2014 Total Change is: 3,565
15 3,061 240 2,517 -185 -837 778 362 995 32 170 91 -267 -333
Percent of Open Interest Represented by Each Category of Trader
12.0 71.6 0.7 40.0 3.9 0.5 30.9 9.5 4.5 1.9 3.7 1.7 7.7 3.9
Number of Traders in Each Category Total Traders: 240
20 22 8 37 13 10 75 31 20 18 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 501,218
Positions
60,196 358,916 3,426 200,567 19,648 2,410 154,983 47,860 22,623 9,649 18,415 8,529 38,835 19,391
Changes from: February 25, 2014 Total Change is: 17,825
76 15,305 1,201 12,584 -925 -4,184 3,891 1,811 4,977 158 850 454 -1,333 -1,665
Percent of Open Interest Represented by Each Category of Trader
12.0 71.6 0.7 40.0 3.9 0.5 30.9 9.5 4.5 1.9 3.7 1.7 7.7 3.9
Number of Traders in Each Category Total Traders: 240
20 22 8 37 13 10 75 31 20 18 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 326,474
Positions
42,892 60,004 11,881 142,214 122,889 14,425 73,291 83,359 9,037 9,039 8,584 576 23,119 15,718
Changes from: February 25, 2014 Total Change is: 20,420
-1,541 11,373 1,989 -2,907 -853 1,427 17,422 4,258 1,430 224 941 95 2,280 -240
Percent of Open Interest Represented by Each Category of Trader
13.1 18.4 3.6 43.6 37.6 4.4 22.4 25.5 2.8 2.8 2.6 0.2 7.1 4.8
Number of Traders in Each Category Total Traders: 265
20 16 7 54 39 27 49 59 20 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 801,213
Positions
1,805 111,234 31,800 295,681 149,764 120,036 85,768 77,201 79,370 14,495 32,043 4,331 167,927 195,434
Changes from: February 25, 2014 Total Change is: -34,722
674 1,709 4,126 16,959 2,580 3,345 1,109 15,752 -24,033 1,548 4,118 -1,565 -36,885 -40,755
Percent of Open Interest Represented by Each Category of Trader
0.2 13.9 4.0 36.9 18.7 15.0 10.7 9.6 9.9 1.8 4.0 0.5 21.0 24.4
Number of Traders in Each Category Total Traders: 159
. 18 16 35 34 41 29 26 33 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 508,830
Positions
25,136 80,903 4,501 264,585 38,675 67,249 19,219 167,885 29,506 8,340 22,205 1,845 88,450 96,062
Changes from: February 25, 2014 Total Change is: 24,699
3,046 -8,368 -11,355 6,104 16,030 -1,401 856 11,405 26,487 550 -1,129 -747 1,160 -6,222
Percent of Open Interest Represented by Each Category of Trader
4.9 15.9 0.9 52.0 7.6 13.2 3.8 33.0 5.8 1.6 4.4 0.4 17.4 18.9
Number of Traders in Each Category Total Traders: 85
4 11 5 33 9 21 4 14 12 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 4, 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 922,675
Positions
52,794 141,720 20,144 218,075 254,471 67,092 248,941 107,104 125,987 46,890 70,512 27,504 115,248 108,143
Changes from: February 25, 2014 Total Change is: -110,787
-5,255 -10,599 -13,573 -13,683 -6,305 1,717 -14,441 -10,782 -57,193 -590 -174 -932 -6,836 -12,946
Percent of Open Interest Represented by Each Category of Trader
5.7 15.4 2.2 23.6 27.6 7.3 27.0 11.6 13.7 5.1 7.6 3.0 12.5 11.7
Number of Traders in Each Category Total Traders: 227
16 25 12 36 37 34 49 21 32 16 27 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 4, 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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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
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Traders in Financial Futures - Options and Futures Combined 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 2,977,495
Positions
169,937 128,751 249,552 617,540 1,017,344 255,420 674,837 247,618 346,613 233,602 157,857 105,373 324,620 468,967
Changes from: February 25, 2014 Total Change is: 46,018
778 13,091 31,151 29,007 -45,928 -33,445 -25,550 40,957 47,016 2,798 16,323 17,289 -23,027 -40,437
Percent of Open Interest Represented by Each Category of Trader
5.7 4.3 8.4 20.7 34.2 8.6 22.7 8.3 11.6 7.8 5.3 3.5 10.9 15.8
Number of Traders in Each Category Total Traders: 361
23 41 49 44 70 57 59 64 90 24 36 25
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Traders in Financial Futures - Options and Futures Combined 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 2,162,497
Positions
149,869 198,510 97,407 675,634 511,630 215,514 411,839 360,832 220,933 119,904 176,506 28,112 243,285 353,053
Changes from: February 25, 2014 Total Change is: -141,928
23,778 -1,545 -7,638 25,561 -11,888 -31,843 -56,631 79,200 35,445 5,387 -40,131 -50,866 -85,120 -112,661
Percent of Open Interest Represented by Each Category of Trader
6.9 9.2 4.5 31.2 23.7 10.0 19.0 16.7 10.2 5.5 8.2 1.3 11.3 16.3
Number of Traders in Each Category Total Traders: 260
16 30 27 26 53 47 37 55 46 13 30 14
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Traders in Financial Futures - Options and Futures Combined 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 295,385
Positions
139,765 93,270 58,869 705 3,140 3,454 10,271 22,171 44,054 149 15,429 10,792 27,326 44,205
Changes from: February 25, 2014 Total Change is: -31,461
-863 -21,394 -11,576 0 52 110 -11,332 7,380 -5,250 -43 -787 28 -2,535 -24
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 9.3 15.0
Number of Traders in Each Category Total Traders: 74
17 24 26 . . . 8 12 17 . 7 4
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Traders in Financial Futures - Options and Futures Combined 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 is17,077,098
Positions
1,325,353 2,465,683 3,282,230 2,851,116 647,983 305,918 702,401 912,540 6,096,838 149,176 591,626 1,426,023 938,043 1,348,256
Changes from: February 25, 2014 Total Change is: 642,579
136,413 -61,179 118,930 2,235 23,357 33,536 -52,556 76,929 334,009 19,016 4,492 43,492 7,504 69,014
Percent of Open Interest Represented by Each Category of Trader
7.8 14.4 19.2 16.7 3.8 1.8 4.1 5.3 35.7 0.9 3.5 8.4 5.5 7.9
Number of Traders in Each Category Total Traders: 294
26 65 85 9 28 27 47 71 97 12 30 34
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 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
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Traders in Financial Futures - Options and Futures Combined 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 53,280
Positions
10,130 8,094 751 6,454 6,086 158 13,375 31,028 3,159 10,645 1,532 43 8,566 2,430
Changes from: February 25, 2014 Total Change is: 2,819
36 16 -0 -270 1,383 -231 6,208 253 1,061 -3,646 168 -1 -338 171
Percent of Open Interest Represented by Each Category of Trader
19.0 15.2 1.4 12.1 11.4 0.3 25.1 58.2 5.9 20.0 2.9 0.1 16.1 4.6
Number of Traders in Each Category Total Traders: 154
6 . . 10 6 . 20 31 12 66 11 .
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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