Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 173,000
Positions
85,328 1,716 6,730 13,326 16,411 877 21,737 91,228 7,808 7,061 2,421 2,623 27,509 43,186
Changes from: December 31, 2013 Total Change is: 6,658
950 852 -858 150 -225 89 4,577 6,188 -994 651 -423 -357 2,449 2,385
Percent of Open Interest Represented by Each Category of Trader
49.3 1.0 3.9 7.7 9.5 0.5 12.6 52.7 4.5 4.1 1.4 1.5 15.9 25.0
Number of Traders in Each Category Total Traders: 89
11 . 7 5 7 . 18 32 13 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 44,385
Positions
3,622 14,587 1,090 900 1,231 0 18,181 9,112 914 1,581 3,698 0 18,097 13,753
Changes from: December 31, 2013 Total Change is: -9,584
297 -7,242 -32 0 0 0 -7,696 -845 -636 949 -594 0 -2,465 -234
Percent of Open Interest Represented by Each Category of Trader
8.2 32.9 2.5 2.0 2.8 0.0 41.0 20.5 2.1 3.6 8.3 0.0 40.8 31.0
Number of Traders in Each Category Total Traders: 38
4 8 . . . 0 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 210,919
Positions
13,457 85,066 6,516 25,128 26,228 1,574 107,651 31,867 11,456 2,729 24,282 1,451 40,958 22,478
Changes from: December 31, 2013 Total Change is: -22,096
-1,377 -9,293 -2,293 -748 29 -107 -9,898 -2,529 -4,974 582 -1,343 -1,210 -2,072 -376
Percent of Open Interest Represented by Each Category of Trader
6.4 40.3 3.1 11.9 12.4 0.7 51.0 15.1 5.4 1.3 11.5 0.7 19.4 10.7
Number of Traders in Each Category Total Traders: 107
. 11 8 9 14 7 41 16 23 5 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 261,763
Positions
120,422 10,012 10,727 21,850 21,071 4,776 40,937 120,292 16,922 26,082 15,763 2,977 17,070 59,223
Changes from: December 31, 2013 Total Change is: -20,044
-5,456 -226 -3,191 -785 -385 -761 -1,088 -4,961 -8,088 -443 -2,357 -1,046 814 972
Percent of Open Interest Represented by Each Category of Trader
46.0 3.8 4.1 8.3 8.0 1.8 15.6 46.0 6.5 10.0 6.0 1.1 6.5 22.6
Number of Traders in Each Category Total Traders: 152
12 9 7 8 20 8 19 59 24 6 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 290,340
Positions
44,398 25,412 16,976 39,701 67,593 5,238 87,338 43,796 28,210 18,156 30,382 6,162 44,160 66,571
Changes from: December 31, 2013 Total Change is: -15,469
15,664 -230 -6,329 -579 -1,637 -947 -10,503 -173 -6,682 817 -601 -374 -6,536 1,503
Percent of Open Interest Represented by Each Category of Trader
15.3 8.8 5.8 13.7 23.3 1.8 30.1 15.1 9.7 6.3 10.5 2.1 15.2 22.9
Number of Traders in Each Category Total Traders: 194
15 17 15 14 25 14 41 36 32 18 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 140,373
Positions
82,553 3,590 6,860 648 5,881 371 13,731 66,646 7,185 5,830 10,920 3,603 19,592 35,317
Changes from: December 31, 2013 Total Change is: -2,215
1,505 1,282 -1,932 -7 -206 -573 -888 -302 -682 196 427 -35 200 -195
Percent of Open Interest Represented by Each Category of Trader
58.8 2.6 4.9 0.5 4.2 0.3 9.8 47.5 5.1 4.2 7.8 2.6 14.0 25.2
Number of Traders in Each Category Total Traders: 92
9 5 7 . 10 4 16 34 14 7 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 40,328
Positions
16,779 26,309 7,195 2,104 0 0 6,867 779 3,183 1,650 155 2,184 366 523
Changes from: December 31, 2013 Total Change is: 120
0 0 0 0 0 0 29 156 0 0 -18 0 91 -18
Percent of Open Interest Represented by Each Category of Trader
41.6 65.2 17.8 5.2 0.0 0.0 17.0 1.9 7.9 4.1 0.4 5.4 0.9 1.3
Number of Traders in Each Category Total Traders: 21
4 10 9 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 117,008
Positions
27,056 58,044 544 39,999 591 0 29,235 44,250 3,228 10,263 8,245 0 6,683 2,106
Changes from: December 31, 2013 Total Change is: 205
-414 -255 69 516 0 0 733 -2,235 4 -112 2,628 0 -591 -6
Percent of Open Interest Represented by Each Category of Trader
23.1 49.6 0.5 34.2 0.5 0.0 25.0 37.8 2.8 8.8 7.0 0.0 5.7 1.8
Number of Traders in Each Category Total Traders: 103
4 12 . 4 . 0 42 23 5 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 20,039
Positions
951 9,977 0 1,152 0 0 12,895 6,964 282 727 750 0 4,032 2,066
Changes from: December 31, 2013 Total Change is: 1,291
10 2,063 0 2 0 0 813 -1,161 0 9 128 0 457 261
Percent of Open Interest Represented by Each Category of Trader
4.7 49.8 0.0 5.7 0.0 0.0 64.3 34.8 1.4 3.6 3.7 0.0 20.1 10.3
Number of Traders in Each Category Total Traders: 54
. 9 0 4 0 0 20 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 65,523
Positions
16,948 41,198 267 6,805 4,023 485 26,059 6,434 1,272 4,123 1,917 551 9,013 9,377
Changes from: December 31, 2013 Total Change is: 3,948
521 2,626 51 -344 24 156 3,006 -193 2 166 -183 -13 404 1,478
Percent of Open Interest Represented by Each Category of Trader
25.9 62.9 0.4 10.4 6.1 0.7 39.8 9.8 1.9 6.3 2.9 0.8 13.8 14.3
Number of Traders in Each Category Total Traders: 103
19 12 . 10 . 4 32 12 9 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 131,046
Positions
33,896 82,397 534 13,610 8,045 970 52,118 12,867 2,545 8,247 3,834 1,101 18,026 18,754
Changes from: December 31, 2013 Total Change is: 7,896
1,042 5,253 102 -688 47 311 6,011 -387 5 331 -365 -25 808 2,956
Percent of Open Interest Represented by Each Category of Trader
25.9 62.9 0.4 10.4 6.1 0.7 39.8 9.8 1.9 6.3 2.9 0.8 13.8 14.3
Number of Traders in Each Category Total Traders: 103
19 12 . 10 . 4 32 12 9 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 848,814
Positions
48,377 238,231 17,923 318,490 99,136 37,896 106,298 158,950 130,948 48,822 59,522 23,172 116,888 83,036
Changes from: December 31, 2013 Total Change is: 988
-599 10,005 -1,269 1,335 862 -327 -5,203 -6,895 6,537 1,726 -3,896 -880 -331 -3,149
Percent of Open Interest Represented by Each Category of Trader
5.7 28.1 2.1 37.5 11.7 4.5 12.5 18.7 15.4 5.8 7.0 2.7 13.8 9.8
Number of Traders in Each Category Total Traders: 604
46 32 37 118 53 65 102 107 100 78 67 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 190,205
Positions
8,345 69,874 2,215 56,464 22,648 2,908 8,885 11,247 31,192 7,969 10,410 8,524 63,703 31,187
Changes from: December 31, 2013 Total Change is: -897
-2,306 -3,115 472 -125 411 -101 632 901 1,583 222 -2,082 41 -1,314 993
Percent of Open Interest Represented by Each Category of Trader
4.4 36.7 1.2 29.7 11.9 1.5 4.7 5.9 16.4 4.2 5.5 4.5 33.5 16.4
Number of Traders in Each Category Total Traders: 95
6 10 . 16 8 10 12 21 30 12 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 3,293,045
Positions
218,133 859,759 60,567 1,316,157 388,471 168,915 523,998 775,445 461,847 204,351 245,646 73,152 265,925 259,242
Changes from: December 31, 2013 Total Change is: 9,426
-8,871 48,193 8,704 5,454 406 717 -11,439 -21,243 7,036 3,587 -13,002 -675 4,913 -20,710
Percent of Open Interest Represented by Each Category of Trader
6.6 26.1 1.8 40.0 11.8 5.1 15.9 23.5 14.0 6.2 7.5 2.2 8.1 7.9
Number of Traders in Each Category Total Traders: 570
44 32 35 112 48 59 100 104 96 71 59 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 101,125
Positions
2,890 53,289 54 55,283 32,840 2,312 27,843 5,934 984 745 2,928 0 11,014 2,783
Changes from: December 31, 2013 Total Change is: 673
8 1,127 -2 19 576 53 405 -458 68 -135 -8 0 257 -683
Percent of Open Interest Represented by Each Category of Trader
2.9 52.7 0.1 54.7 32.5 2.3 27.5 5.9 1.0 0.7 2.9 0.0 10.9 2.8
Number of Traders in Each Category Total Traders: 91
4 12 . 38 10 15 16 6 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 88,384
Positions
13,299 62,184 57 38,285 3,683 956 25,164 11,596 1,746 1,645 4,241 698 6,535 3,224
Changes from: December 31, 2013 Total Change is: 2,674
617 -5,785 -104 -226 148 33 973 5,571 600 40 2,499 51 689 -340
Percent of Open Interest Represented by Each Category of Trader
15.0 70.4 0.1 43.3 4.2 1.1 28.5 13.1 2.0 1.9 4.8 0.8 7.4 3.6
Number of Traders in Each Category Total Traders: 215
18 18 4 35 14 8 72 28 15 17 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 441,922
Positions
66,496 310,919 283 191,423 18,417 4,778 125,818 57,980 8,732 8,226 21,205 3,490 32,676 16,118
Changes from: December 31, 2013 Total Change is: 13,369
3,083 -28,923 -519 -1,129 740 165 4,867 27,855 2,999 202 12,495 256 3,446 -1,698
Percent of Open Interest Represented by Each Category of Trader
15.0 70.4 0.1 43.3 4.2 1.1 28.5 13.1 2.0 1.9 4.8 0.8 7.4 3.6
Number of Traders in Each Category Total Traders: 215
18 18 4 35 14 8 72 28 15 17 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 295,549
Positions
29,741 93,705 6,265 146,178 88,427 14,100 58,504 67,195 6,922 10,912 5,684 470 22,457 12,781
Changes from: December 31, 2013 Total Change is: -1,868
4,373 610 -183 -2,962 1,055 -7 -4,897 -3,343 25 460 -460 106 1,218 330
Percent of Open Interest Represented by Each Category of Trader
10.1 31.7 2.1 49.5 29.9 4.8 19.8 22.7 2.3 3.7 1.9 0.2 7.6 4.3
Number of Traders in Each Category Total Traders: 250
22 16 4 55 33 24 51 46 17 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 78,585
Positions
6,365 45,416 0 33,767 432 459 19,013 16,438 91 6,987 7,086 0 11,903 8,663
Changes from: December 31, 2013 Total Change is: 2,880
-76 478 0 -104 0 2 2,183 1,478 91 -33 -452 0 817 1,283
Percent of Open Interest Represented by Each Category of Trader
8.1 57.8 0.0 43.0 0.5 0.6 24.2 20.9 0.1 8.9 9.0 0.0 15.1 11.0
Number of Traders in Each Category Total Traders: 87
7 8 0 21 . . 21 11 . 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 107,751
Positions
30,966 12,770 1,063 11,751 6,006 944 41,802 9,736 226 8,580 5,918 25 12,394 71,063
Changes from: December 31, 2013 Total Change is: 1,463
961 1,241 393 71 -199 19 -1,333 763 -23 -87 -839 25 1,437 83
Percent of Open Interest Represented by Each Category of Trader
28.7 11.9 1.0 10.9 5.6 0.9 38.8 9.0 0.2 8.0 5.5 0.0 11.5 66.0
Number of Traders in Each Category Total Traders: 91
21 7 4 10 . . 31 6 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 92,734
Positions
2,238 59,604 2,272 48,284 14,816 4,117 22,969 3,972 3,883 1,319 907 0 7,652 3,163
Changes from: December 31, 2013 Total Change is: 2,379
-68 1,012 80 -356 2,207 154 1,210 -915 1 344 21 0 1,014 -181
Percent of Open Interest Represented by Each Category of Trader
2.4 64.3 2.5 52.1 16.0 4.4 24.8 4.3 4.2 1.4 1.0 0.0 8.3 3.4
Number of Traders in Each Category Total Traders: 84
4 9 . 32 12 13 15 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 240,864
Positions
17,300 99,828 2,855 90,852 40,536 44,054 47,429 38,757 1,651 22,031 6,999 322 14,370 5,862
Changes from: December 31, 2013 Total Change is: 2,231
1,608 2,583 31 1,323 2,407 -2,881 784 346 123 1,301 -690 -311 253 623
Percent of Open Interest Represented by Each Category of Trader
7.2 41.4 1.2 37.7 16.8 18.3 19.7 16.1 0.7 9.1 2.9 0.1 6.0 2.4
Number of Traders in Each Category Total Traders: 187
16 25 . 49 22 26 27 19 12 24 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 746,238
Positions
4,863 61,607 22,931 287,990 134,605 123,055 79,661 132,314 56,844 26,098 25,092 4,969 139,828 184,821
Changes from: December 31, 2013 Total Change is: -19,421
-2,591 -345 -2,387 -11,398 5,941 -3,269 2,199 -13,134 -7,941 -5,225 803 215 10,975 695
Percent of Open Interest Represented by Each Category of Trader
0.7 8.3 3.1 38.6 18.0 16.5 10.7 17.7 7.6 3.5 3.4 0.7 18.7 24.8
Number of Traders in Each Category Total Traders: 159
5 12 14 34 35 41 26 32 35 10 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 458,208
Positions
19,313 103,445 595 278,766 24,218 53,915 19,671 161,320 2,861 10,889 22,692 0 72,198 89,162
Changes from: December 31, 2013 Total Change is: 4,849
0 -3,546 -20 -102 140 6,942 -87 352 78 -109 2,277 -10 -1,843 -1,365
Percent of Open Interest Represented by Each Category of Trader
4.2 22.6 0.1 60.8 5.3 11.8 4.3 35.2 0.6 2.4 5.0 0.0 15.8 19.5
Number of Traders in Each Category Total Traders: 84
. 10 4 33 7 21 5 18 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 790,002
Positions
87,723 72,433 2,631 224,491 277,914 63,371 186,870 149,463 37,939 63,750 57,281 24,205 99,021 104,764
Changes from: December 31, 2013 Total Change is: 22,192
-11,848 31,339 -12,969 -3,868 25,970 7,986 39,137 -42,283 5,247 -1,750 4,799 283 -27 1,820
Percent of Open Interest Represented by Each Category of Trader
11.1 9.2 0.3 28.4 35.2 8.0 23.7 18.9 4.8 8.1 7.3 3.1 12.5 13.3
Number of Traders in Each Category Total Traders: 203
15 18 7 36 33 29 41 23 30 15 21 8
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 46,220
Positions
7,996 21,457 4,291 0 0 0 26,503 13,027 4,686 66 81 1,414 1,264 1,264
Changes from: December 31, 2013 Total Change is: -10,630
-6,645 -2,908 -3,482 -297 0 0 -276 -4,339 295 64 81 -81 -208 -196
Percent of Open Interest Represented by Each Category of Trader
17.3 46.4 9.3 0.0 0.0 0.0 57.3 28.2 10.1 0.1 0.2 3.1 2.7 2.7
Number of Traders in Each Category Total Traders: 39
8 9 9 0 0 0 7 12 9 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,689,223
Positions
185,907 157,655 193,821 572,949 832,315 272,264 597,457 201,060 316,914 219,664 126,877 84,202 246,044 504,115
Changes from: December 31, 2013 Total Change is: -62,058
-15,991 18,440 568 -41,261 -38,073 9,785 26,719 651 -30,397 17,020 888 -35,594 7,092 11,672
Percent of Open Interest Represented by Each Category of Trader
6.9 5.9 7.2 21.3 31.0 10.1 22.2 7.5 11.8 8.2 4.7 3.1 9.1 18.7
Number of Traders in Each Category Total Traders: 319
19 32 38 33 68 57 61 53 82 20 33 15
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,126,248
Positions
145,718 175,786 92,161 658,961 675,675 186,813 515,470 270,552 144,955 137,186 152,912 42,570 202,415 384,824
Changes from: December 31, 2013 Total Change is: 13,663
-13,243 6,203 -6,350 -28,286 30,089 -3,087 49,076 -13,639 -4,186 6,559 305 -6,229 19,408 10,556
Percent of Open Interest Represented by Each Category of Trader
6.9 8.3 4.3 31.0 31.8 8.8 24.2 12.7 6.8 6.5 7.2 2.0 9.5 18.1
Number of Traders in Each Category Total Traders: 260
15 26 21 31 55 43 37 55 48 13 27 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 278,459
Positions
104,175 69,519 79,750 652 0 943 23,460 33,017 29,596 0 11,197 8,212 31,671 46,225
Changes from: December 31, 2013 Total Change is: -27,952
-17,055 -11,090 -6,418 0 0 0 -2,690 -3,398 -5,420 0 -91 -769 4,399 -766
Percent of Open Interest Represented by Each Category of Trader
37.4 25.0 28.6 0.2 0.0 0.3 8.4 11.9 10.6 0.0 4.0 2.9 11.4 16.6
Number of Traders in Each Category Total Traders: 54
19 14 22 . 0 . 5 7 8 0 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is15,948,927
Positions
793,913 2,183,942 3,301,204 3,040,763 1,128,160 303,731 663,946 555,559 5,476,471 313,176 568,083 1,249,432 806,290 1,182,345
Changes from: December 31, 2013 Total Change is: -111,345
133,203 -31,868 51,179 -95,145 58,070 -7,422 -26,953 -17,796 -117,799 19,644 -32,390 -11,084 -56,967 -2,235
Percent of Open Interest Represented by Each Category of Trader
5.0 13.7 20.7 19.1 7.1 1.9 4.2 3.5 34.3 2.0 3.6 7.8 5.1 7.4
Number of Traders in Each Category Total Traders: 271
30 47 74 10 22 24 47 62 92 15 28 38
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 53,782
Positions
43,659 967 0 2,190 13,483 5,356 1,635 18,087 0 900 15,755 0 42 134
Changes from: December 31, 2013 Total Change is: 1,892
1,950 -125 0 500 442 0 -551 82 0 0 1,489 0 -7 4
Percent of Open Interest Represented by Each Category of Trader
81.2 1.8 0.0 4.1 25.1 10.0 3.0 33.6 0.0 1.7 29.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 49
8 . 0 . 12 . . 11 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 31,822
Positions
27,381 1,935 0 2,578 9,262 1,836 0 3,051 0 0 15,667 0 27 71
Changes from: December 31, 2013 Total Change is: -2,179
-1,935 1,765 0 2,578 -1,457 -2,657 -187 242 0 0 -74 0 22 2
Percent of Open Interest Represented by Each Category of Trader
86.0 6.1 0.0 8.1 29.1 5.8 0.0 9.6 0.0 0.0 49.2 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 35
6 . 0 . 9 . 0 9 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,658
Positions
9,579 5,317 900 5,839 2,947 552 7,461 34,157 1,386 13,217 218 61 8,664 2,121
Changes from: December 31, 2013 Total Change is: 2,803
16 2,175 34 -100 -1,066 88 -736 3,832 -234 1,615 -1,592 -22 2,141 -412
Percent of Open Interest Represented by Each Category of Trader
20.1 11.2 1.9 12.3 6.2 1.2 15.7 71.7 2.9 27.7 0.5 0.1 18.2 4.5
Number of Traders in Each Category Total Traders: 138
7 . . 11 5 . 25 24 10 60 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 359,668
Positions
83,059 27,873 32,584 48,073 25,032 19,143 63,271 139,849 47,524 11,178 8,851 35,543 19,293 23,269
Changes from: December 31, 2013 Total Change is: 9,972
9,240 -360 -3,045 -3,452 504 2,382 6,015 8,046 2,459 -1,441 1,843 -2,215 29 358
Percent of Open Interest Represented by Each Category of Trader
23.1 7.7 9.1 13.4 7.0 5.3 17.6 38.9 13.2 3.1 2.5 9.9 5.4 6.5
Number of Traders in Each Category Total Traders: 167
22 8 22 9 15 10 34 38 37 15 15 20
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Updated January 10, 2014