Traders in Financial Futures - Futures Only Positions as of March 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 153,639
Positions
69,939 15,717 4,184 14,449 7,791 245 10,085 70,108 12,064 15,307 5,360 893 26,473 37,277
Changes from: March 4, 2014 Total Change is: 6,606
-1,040 3,453 -336 283 -159 68 1,293 -5,537 5,738 564 1,317 510 -474 1,552
Percent of Open Interest Represented by Each Category of Trader
45.5 10.2 2.7 9.4 5.1 0.2 6.6 45.6 7.9 10.0 3.5 0.6 17.2 24.3
Number of Traders in Each Category Total Traders: 86
10 6 6 . 8 . 21 22 13 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 66,889
Positions
7,994 30,679 718 934 1,965 0 26,467 12,221 7,122 1,729 1,248 0 21,925 12,936
Changes from: March 4, 2014 Total Change is: 6,357
-2,473 3,818 55 0 0 0 1,223 -6,689 6,634 -687 1,248 0 1,605 1,291
Percent of Open Interest Represented by Each Category of Trader
12.0 45.9 1.1 1.4 2.9 0.0 39.6 18.3 10.6 2.6 1.9 0.0 32.8 19.3
Number of Traders in Each Category Total Traders: 49
4 10 . . . 0 17 11 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 250,867
Positions
28,194 125,235 4,948 24,814 27,509 1,554 137,477 36,462 11,281 2,719 23,234 2,280 37,600 18,364
Changes from: March 4, 2014 Total Change is: -3,146
9,852 5,672 -271 260 241 -65 -10,364 -5,027 -2,749 968 -911 1,350 -2,127 -1,386
Percent of Open Interest Represented by Each Category of Trader
11.2 49.9 2.0 9.9 11.0 0.6 54.8 14.5 4.5 1.1 9.3 0.9 15.0 7.3
Number of Traders in Each Category Total Traders: 119
11 11 10 11 14 7 43 16 16 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 242,170
Positions
97,304 28,513 7,537 18,906 18,394 3,745 43,677 100,229 27,760 24,379 6,735 922 17,940 48,335
Changes from: March 4, 2014 Total Change is: 36,284
12,757 -7,886 5,298 -452 151 -146 -3,654 11,953 23,707 -2,742 247 888 628 2,072
Percent of Open Interest Represented by Each Category of Trader
40.2 11.8 3.1 7.8 7.6 1.5 18.0 41.4 11.5 10.1 2.8 0.4 7.4 20.0
Number of Traders in Each Category Total Traders: 127
10 12 6 8 15 7 24 41 20 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 322,020
Positions
73,477 63,301 7,474 41,452 87,563 5,604 106,455 43,550 9,828 17,463 30,180 5,336 54,931 69,184
Changes from: March 4, 2014 Total Change is: 17,712
-8,294 4,331 4,730 -432 4,294 313 10,295 -4,862 2,080 -1,376 -5,118 3,675 6,721 8,269
Percent of Open Interest Represented by Each Category of Trader
22.8 19.7 2.3 12.9 27.2 1.7 33.1 13.5 3.1 5.4 9.4 1.7 17.1 21.5
Number of Traders in Each Category Total Traders: 194
19 19 12 16 28 17 39 38 19 13 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 122,241
Positions
65,169 10,038 2,455 4,042 3,976 74 7,914 49,337 16,486 7,134 6,415 4 18,963 33,456
Changes from: March 4, 2014 Total Change is: 16,449
1,049 3,858 921 675 -1,120 1 -3,231 -2,199 13,708 303 -984 -68 3,091 2,332
Percent of Open Interest Represented by Each Category of Trader
53.3 8.2 2.0 3.3 3.3 0.1 6.5 40.4 13.5 5.8 5.2 0.0 15.5 27.4
Number of Traders in Each Category Total Traders: 74
8 8 4 . 7 . 11 29 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 166,949
Positions
44,103 68,771 6,872 41,236 1,471 171 11,686 29,157 50,202 4,803 3,683 953 6,923 5,669
Changes from: March 4, 2014 Total Change is: 40,064
-4,065 15,665 5,085 1,700 -260 0 4,878 -12,304 32,085 -187 -361 -213 781 367
Percent of Open Interest Represented by Each Category of Trader
26.4 41.2 4.1 24.7 0.9 0.1 7.0 17.5 30.1 2.9 2.2 0.6 4.1 3.4
Number of Traders in Each Category Total Traders: 102
6 9 5 . 6 . 22 29 15 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,185
Positions
4,414 7,969 3,060 0 773 0 9,569 3,221 1,154 1,000 3,055 0 988 953
Changes from: March 4, 2014 Total Change is: 1,722
21 1,032 -1 0 133 0 661 414 87 1,000 0 0 -46 57
Percent of Open Interest Represented by Each Category of Trader
21.9 39.5 15.2 0.0 3.8 0.0 47.4 16.0 5.7 5.0 15.1 0.0 4.9 4.7
Number of Traders in Each Category Total Traders: 22
. 6 . 0 . 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 31,905
Positions
1,041 17,514 129 711 189 0 20,332 6,147 4,237 528 609 0 4,927 3,080
Changes from: March 4, 2014 Total Change is: 6,289
10 993 73 -144 0 0 2,161 787 3,563 4 13 0 622 860
Percent of Open Interest Represented by Each Category of Trader
3.3 54.9 0.4 2.2 0.6 0.0 63.7 19.3 13.3 1.7 1.9 0.0 15.4 9.7
Number of Traders in Each Category Total Traders: 54
. 8 . . . 0 22 11 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 64,348
Positions
16,778 40,525 771 7,650 4,255 415 24,824 8,339 341 4,321 2,656 175 9,075 6,873
Changes from: March 4, 2014 Total Change is: -1,897
91 -1,353 161 -558 121 -37 -1,682 -729 161 63 290 172 -267 -683
Percent of Open Interest Represented by Each Category of Trader
26.1 63.0 1.2 11.9 6.6 0.6 38.6 13.0 0.5 6.7 4.1 0.3 14.1 10.7
Number of Traders in Each Category Total Traders: 104
18 14 4 10 . 4 24 15 . 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 128,696
Positions
33,555 81,049 1,542 15,299 8,510 830 49,647 16,677 682 8,642 5,312 349 18,150 13,745
Changes from: March 4, 2014 Total Change is: -3,793
181 -2,706 322 -1,115 242 -74 -3,364 -1,457 321 126 580 344 -534 -1,365
Percent of Open Interest Represented by Each Category of Trader
26.1 63.0 1.2 11.9 6.6 0.6 38.6 13.0 0.5 6.7 4.1 0.3 14.1 10.7
Number of Traders in Each Category Total Traders: 104
18 14 4 10 . 4 24 15 . 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 899,687
Positions
48,023 167,747 115,805 309,714 101,251 50,403 94,790 202,750 62,368 47,383 60,398 3,180 168,020 135,785
Changes from: March 4, 2014 Total Change is: 19,315
2,874 2,672 11,855 5,620 -2,793 1,591 -5,867 1,361 -6,198 -107 3,696 724 8,824 6,408
Percent of Open Interest Represented by Each Category of Trader
5.3 18.6 12.9 34.4 11.3 5.6 10.5 22.5 6.9 5.3 6.7 0.4 18.7 15.1
Number of Traders in Each Category Total Traders: 598
43 40 34 114 60 64 88 140 93 52 61 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 225,984
Positions
73,962 68,806 5,577 62,356 21,699 1,664 18,469 31,101 2,223 7,993 7,782 542 53,198 86,590
Changes from: March 4, 2014 Total Change is: 5,827
2,025 608 3,349 2,396 -126 167 -5,446 -3,523 106 16 108 400 2,814 4,738
Percent of Open Interest Represented by Each Category of Trader
32.7 30.4 2.5 27.6 9.6 0.7 8.2 13.8 1.0 3.5 3.4 0.2 23.5 38.3
Number of Traders in Each Category Total Traders: 82
9 8 4 16 7 8 16 16 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 3,368,513
Positions
285,700 910,100 135,747 1,276,794 437,763 203,689 559,171 1,035,810 123,160 196,952 263,080 13,188 574,112 245,976
Changes from: March 4, 2014 Total Change is: 67,438
-14,981 -8,910 61,757 16,338 -13,116 6,900 -42,658 -16,131 9,029 -617 17,941 1,620 30,050 8,348
Percent of Open Interest Represented by Each Category of Trader
8.5 27.0 4.0 37.9 13.0 6.0 16.6 30.7 3.7 5.8 7.8 0.4 17.0 7.3
Number of Traders in Each Category Total Traders: 579
43 39 28 107 58 58 86 139 82 48 59 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 95,762
Positions
4,801 48,248 25 52,185 33,311 1,599 25,154 5,862 897 730 2,735 0 10,371 3,085
Changes from: March 4, 2014 Total Change is: 2
746 -262 3 887 389 -111 -834 325 -18 -634 -7 0 -37 -317
Percent of Open Interest Represented by Each Category of Trader
5.0 50.4 0.0 54.5 34.8 1.7 26.3 6.1 0.9 0.8 2.9 0.0 10.8 3.2
Number of Traders in Each Category Total Traders: 92
7 10 . 38 10 15 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 93,499
Positions
13,310 69,809 987 39,456 3,938 612 27,728 8,684 642 1,848 4,087 809 8,107 3,931
Changes from: March 4, 2014 Total Change is: -1,516
1,271 -1,991 560 -660 9 134 -3,346 -892 -27 -91 304 101 541 286
Percent of Open Interest Represented by Each Category of Trader
14.2 74.7 1.1 42.2 4.2 0.7 29.7 9.3 0.7 2.0 4.4 0.9 8.7 4.2
Number of Traders in Each Category Total Traders: 214
20 21 8 36 12 8 64 24 14 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 467,493
Positions
66,552 349,047 4,933 197,280 19,692 3,059 138,640 43,420 3,208 9,240 20,434 4,045 40,536 19,655
Changes from: March 4, 2014 Total Change is: -7,581
6,356 -9,954 2,798 -3,301 44 669 -16,728 -4,460 -133 -454 1,522 505 2,707 1,428
Percent of Open Interest Represented by Each Category of Trader
14.2 74.7 1.1 42.2 4.2 0.7 29.7 9.3 0.7 2.0 4.4 0.9 8.7 4.2
Number of Traders in Each Category Total Traders: 214
20 21 8 36 12 8 64 24 14 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 328,905
Positions
53,640 56,558 10,920 141,060 120,812 13,219 70,837 95,171 8,008 9,245 9,354 8 21,968 14,855
Changes from: March 4, 2014 Total Change is: 4,071
10,748 -3,454 -941 -1,154 -2,077 -1,206 -2,586 11,420 -54 206 967 8 -950 -592
Percent of Open Interest Represented by Each Category of Trader
16.3 17.2 3.3 42.9 36.7 4.0 21.5 28.9 2.4 2.8 2.8 0.0 6.7 4.5
Number of Traders in Each Category Total Traders: 262
22 16 7 54 35 28 46 62 18 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 94,942
Positions
3,657 45,268 0 33,615 253 108 16,332 13,407 3,258 5,445 4,264 17,364 15,163 11,020
Changes from: March 4, 2014 Total Change is: 27,251
-541 -47 0 116 -82 -664 2,931 677 3,258 198 1,172 16,964 4,989 5,973
Percent of Open Interest Represented by Each Category of Trader
3.9 47.7 0.0 35.4 0.3 0.1 17.2 14.1 3.4 5.7 4.5 18.3 16.0 11.6
Number of Traders in Each Category Total Traders: 82
7 8 0 21 . . 18 11 7 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 151,153
Positions
41,937 12,643 3,143 10,666 1,194 568 32,627 4,890 10,432 6,834 10,008 14,690 30,256 93,585
Changes from: March 4, 2014 Total Change is: 35,994
-172 -989 2,216 -995 -743 -568 -1,014 -389 6,821 1,500 -69 9,281 18,925 20,434
Percent of Open Interest Represented by Each Category of Trader
27.7 8.4 2.1 7.1 0.8 0.4 21.6 3.2 6.9 4.5 6.6 9.7 20.0 61.9
Number of Traders in Each Category Total Traders: 85
20 8 13 8 . . 24 9 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 106,413
Positions
2,244 69,788 6,964 57,569 11,233 4,031 21,070 4,535 6,438 1,833 265 0 6,264 3,159
Changes from: March 4, 2014 Total Change is: -791
39 -878 1,719 -4,233 -662 228 1,117 -1,678 436 0 0 0 -97 44
Percent of Open Interest Represented by Each Category of Trader
2.1 65.6 6.5 54.1 10.6 3.8 19.8 4.3 6.1 1.7 0.2 0.0 5.9 3.0
Number of Traders in Each Category Total Traders: 92
5 9 . 38 13 14 16 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 267,699
Positions
25,401 62,181 14,212 85,656 77,251 48,470 48,230 34,894 11,491 20,043 6,647 310 13,886 12,243
Changes from: March 4, 2014 Total Change is: 9,196
1,561 -998 1,833 2,308 -553 -604 -404 4,254 2,965 -36 85 -61 1,634 2,275
Percent of Open Interest Represented by Each Category of Trader
9.5 23.2 5.3 32.0 28.9 18.1 18.0 13.0 4.3 7.5 2.5 0.1 5.2 4.6
Number of Traders in Each Category Total Traders: 186
20 19 7 44 29 24 27 21 11 21 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 680,771
Positions
6,473 121,770 10,113 283,879 148,247 118,683 74,169 67,943 23,452 21,551 27,804 159 142,292 162,600
Changes from: March 4, 2014 Total Change is: -37,505
4,737 10,513 2,369 -9,970 -3,152 2,689 -12,365 -13,278 -17,781 6,791 -385 21 -13,996 -18,501
Percent of Open Interest Represented by Each Category of Trader
1.0 17.9 1.5 41.7 21.8 17.4 10.9 10.0 3.4 3.2 4.1 0.0 20.9 23.9
Number of Traders in Each Category Total Traders: 166
8 17 9 34 35 38 35 22 20 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 489,549
Positions
30,733 78,706 1,908 254,194 39,426 75,375 16,246 160,391 24,531 7,730 18,030 0 78,832 91,182
Changes from: March 4, 2014 Total Change is: -15,850
5,597 -2,197 -2,593 -10,391 751 8,126 -88 -5,244 -4,877 -610 -4,175 -1,845 -9,169 -3,796
Percent of Open Interest Represented by Each Category of Trader
6.3 16.1 0.4 51.9 8.1 15.4 3.3 32.8 5.0 1.6 3.7 0.0 16.1 18.6
Number of Traders in Each Category Total Traders: 78
. 9 . 33 9 22 . 14 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 924,744
Positions
69,480 158,128 14,335 221,860 274,510 62,943 285,183 113,697 95,624 42,582 66,889 26,083 106,654 112,535
Changes from: March 4, 2014 Total Change is: 21,190
16,409 16,241 -1,649 3,785 22,131 -3,992 33,764 648 -16,870 -4,308 -3,208 994 -6,943 6,895
Percent of Open Interest Represented by Each Category of Trader
7.5 17.1 1.6 24.0 29.7 6.8 30.8 12.3 10.3 4.6 7.2 2.8 11.5 12.2
Number of Traders in Each Category Total Traders: 219
18 19 10 36 37 31 48 19 26 13 28 8
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Traders in Financial Futures - Futures Only Positions as of March 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 54,607
Positions
6,827 21,824 8,626 0 0 500 27,218 12,010 11,406 0 0 0 30 241
Changes from: March 4, 2014 Total Change is: 10,822
-1,152 4,482 1,106 -420 0 420 9,179 2,427 2,433 0 0 0 -744 -46
Percent of Open Interest Represented by Each Category of Trader
12.5 40.0 15.8 0.0 0.0 0.9 49.8 22.0 20.9 0.0 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 37
7 11 11 0 0 . 6 10 7 0 0 0
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Traders in Financial Futures - Futures Only Positions as of March 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 2,412,737
Positions
215,648 116,770 47,610 579,619 1,058,808 191,559 732,275 280,379 86,783 251,490 146,378 29,391 278,362 455,059
Changes from: March 4, 2014 Total Change is: 5,455
38,366 -4,296 -16,874 -38,711 46,315 -17,144 53,576 -8,956 -4,476 5,157 -13,646 7,753 -22,192 16,779
Percent of Open Interest Represented by Each Category of Trader
8.9 4.8 2.0 24.0 43.9 7.9 30.4 11.6 3.6 10.4 6.1 1.2 11.5 18.9
Number of Traders in Each Category Total Traders: 356
23 38 19 43 75 54 54 66 50 19 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 1,915,981
Positions
157,612 148,798 31,355 668,791 541,606 208,071 444,932 397,659 54,241 141,329 166,108 9,491 200,159 358,652
Changes from: March 4, 2014 Total Change is: -28,975
1,534 -34,681 1,039 -11,252 31,093 5,443 32,131 11,519 -45,530 18,297 -16,075 3,560 -34,197 14,657
Percent of Open Interest Represented by Each Category of Trader
8.2 7.8 1.6 34.9 28.3 10.9 23.2 20.8 2.8 7.4 8.7 0.5 10.4 18.7
Number of Traders in Each Category Total Traders: 252
15 27 9 27 53 43 27 61 24 11 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 298,102
Positions
136,163 87,993 63,609 706 3,348 3,501 13,003 23,988 44,525 969 16,279 8,826 26,800 46,033
Changes from: March 4, 2014 Total Change is: 2,871
-3,602 -5,277 4,740 1 208 47 2,782 1,880 552 820 850 -1,966 -503 1,837
Percent of Open Interest Represented by Each Category of Trader
45.7 29.5 21.3 0.2 1.1 1.2 4.4 8.0 14.9 0.3 5.5 3.0 9.0 15.4
Number of Traders in Each Category Total Traders: 71
17 21 27 . . . 10 9 16 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 is10,646,711
Positions
1,556,006 2,301,409 1,925,947 2,862,949 694,928 206,693 638,667 1,225,075 2,023,939 157,913 549,832 396,973 877,624 1,321,915
Changes from: March 4, 2014 Total Change is: 152,010
144,804 -62,670 -36,088 23,450 65,910 912 -89,925 28,692 103,363 15,878 11,879 -22,536 12,152 62,548
Percent of Open Interest Represented by Each Category of Trader
14.6 21.6 18.1 26.9 6.5 1.9 6.0 11.5 19.0 1.5 5.2 3.7 8.2 12.4
Number of Traders in Each Category Total Traders: 280
29 60 79 11 22 20 32 76 81 16 23 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 45,553
Positions
32,916 1,140 2,303 4,561 8,865 5,032 697 20,682 0 0 7,401 0 44 130
Changes from: March 4, 2014 Total Change is: 589
-1,397 -8 2,303 800 -2,392 -496 447 2,178 -494 0 -478 0 -574 -24
Percent of Open Interest Represented by Each Category of Trader
72.3 2.5 5.1 10.0 19.5 11.0 1.5 45.4 0.0 0.0 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 44
9 . . 4 9 . . 11 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 45,698
Positions
21,596 1,402 13,687 1,972 11,058 1,908 5,250 4,497 1,222 0 11,841 0 63 83
Changes from: March 4, 2014 Total Change is: 18,408
-378 -925 13,672 -446 5,417 65 4,663 158 842 0 -496 0 -10 -325
Percent of Open Interest Represented by Each Category of Trader
47.3 3.1 30.0 4.3 24.2 4.2 11.5 9.8 2.7 0.0 25.9 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 33
4 4 . . 9 . . 8 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 58,004
Positions
9,922 7,755 971 6,475 6,555 246 17,742 35,559 1,972 12,386 1,856 3 8,287 3,087
Changes from: March 4, 2014 Total Change is: 5,452
-208 15 220 22 469 88 4,603 4,527 -891 1,842 324 -1 -223 701
Percent of Open Interest Represented by Each Category of Trader
17.1 13.4 1.7 11.2 11.3 0.4 30.6 61.3 3.4 21.4 3.2 0.0 14.3 5.3
Number of Traders in Each Category Total Traders: 156
6 . . 9 6 . 18 32 9 69 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 355,040
Positions
58,509 48,998 38,303 44,084 19,581 23,050 61,692 90,209 67,981 9,990 8,532 31,039 20,392 27,347
Changes from: March 4, 2014 Total Change is: -7,956
-7,124 1,797 -2,163 6,589 -8 -3,097 1,308 6 -2,478 77 -387 -487 -581 -1,139
Percent of Open Interest Represented by Each Category of Trader
16.5 13.8 10.8 12.4 5.5 6.5 17.4 25.4 19.1 2.8 2.4 8.7 5.7 7.7
Number of Traders in Each Category Total Traders: 183
20 13 27 9 12 12 38 50 52 14 13 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 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 15,250
Positions
205 755 0 6,468 0 445 6,220 13,219 753 1,123 0 0 36 78
Changes from: March 4, 2014 Total Change is: 829
24 0 0 1,470 -100 1 31 916 0 -700 0 0 3 12
Percent of Open Interest Represented by Each Category of Trader
1.3 5.0 0.0 42.4 0.0 2.9 40.8 86.7 4.9 7.4 0.0 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 23
. . 0 6 0 . 7 . . . 0 0
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Updated March 18, 2014