Traders in Financial Futures - Options and Futures Combined Positions as of February 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 190,958
Positions
89,579 3,532 10,569 14,523 16,636 1,231 12,852 88,495 14,115 13,690 5,486 3,779 30,621 47,115
Changes from: January 28, 2014 Total Change is: 3,403
5,418 -61 -780 1,689 295 -66 22 801 1,036 834 59 1 -4,750 2,118
Percent of Open Interest Represented by Each Category of Trader
46.9 1.8 5.5 7.6 8.7 0.6 6.7 46.3 7.4 7.2 2.9 2.0 16.0 24.7
Number of Traders in Each Category Total Traders: 102
13 5 8 6 7 4 20 32 18 14 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 46,124
Positions
9,297 15,694 1,777 900 1,243 0 17,420 9,979 1,685 1,418 600 107 13,519 15,038
Changes from: January 28, 2014 Total Change is: 1,373
848 797 47 0 0 0 1,921 -161 278 368 -607 22 -2,110 999
Percent of Open Interest Represented by Each Category of Trader
20.2 34.0 3.9 2.0 2.7 0.0 37.8 21.6 3.7 3.1 1.3 0.2 29.3 32.6
Number of Traders in Each Category Total Traders: 45
5 9 . . . 0 13 12 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 231,806
Positions
14,663 86,529 8,958 23,788 29,888 1,608 120,388 30,428 20,710 3,613 26,243 3,462 34,617 23,980
Changes from: January 28, 2014 Total Change is: -15,426
-2,869 -12,385 851 -1,242 1,932 -1,115 -7,819 -5,970 1,867 2,283 680 -198 -7,185 -1,088
Percent of Open Interest Represented by Each Category of Trader
6.3 37.3 3.9 10.3 12.9 0.7 51.9 13.1 8.9 1.6 11.3 1.5 14.9 10.3
Number of Traders in Each Category Total Traders: 115
4 14 9 10 16 8 38 17 26 7 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 242,307
Positions
82,871 36,362 15,127 27,033 18,640 5,684 39,094 78,519 23,177 25,126 9,547 5,087 19,108 50,164
Changes from: January 28, 2014 Total Change is: 1,800
-299 6,376 1,993 1,421 297 572 -3,957 -8,937 2,589 -398 -2,078 925 -1,046 64
Percent of Open Interest Represented by Each Category of Trader
34.2 15.0 6.2 11.2 7.7 2.3 16.1 32.4 9.6 10.4 3.9 2.1 7.9 20.7
Number of Traders in Each Category Total Traders: 135
7 15 7 12 18 12 20 38 25 6 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 343,092
Positions
100,144 25,283 23,549 39,780 80,535 6,377 60,298 48,263 40,361 19,262 37,690 10,450 42,869 70,582
Changes from: January 28, 2014 Total Change is: 24,039
30,265 -11,205 5,272 -1,112 9,940 -108 -19,378 6,092 6,234 973 3,186 3,572 -1,677 1,057
Percent of Open Interest Represented by Each Category of Trader
29.2 7.4 6.9 11.6 23.5 1.9 17.6 14.1 11.8 5.6 11.0 3.0 12.5 20.6
Number of Traders in Each Category Total Traders: 202
16 18 17 12 32 15 26 46 39 17 35 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 150,169
Positions
93,691 7,475 8,656 544 5,694 433 9,071 64,546 11,177 3,981 9,190 4,462 18,154 38,536
Changes from: January 28, 2014 Total Change is: -12,726
-7,418 1,561 -1,482 -34 -146 -80 -3,594 -12,092 906 -849 849 -479 304 -1,764
Percent of Open Interest Represented by Each Category of Trader
62.4 5.0 5.8 0.4 3.8 0.3 6.0 43.0 7.4 2.7 6.1 3.0 12.1 25.7
Number of Traders in Each Category Total Traders: 96
13 8 7 . 9 5 14 33 18 5 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 38,769
Positions
20,543 25,321 7,195 2,223 0 0 1,380 393 3,186 1,650 0 2,184 408 490
Changes from: January 28, 2014 Total Change is: 123
786 213 0 18 0 0 -719 7 1 0 0 0 37 -98
Percent of Open Interest Represented by Each Category of Trader
53.0 65.3 18.6 5.7 0.0 0.0 3.6 1.0 8.2 4.3 0.0 5.6 1.1 1.3
Number of Traders in Each Category Total Traders: 21
6 9 9 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 131,835
Positions
51,324 52,763 111 41,525 710 0 15,837 54,958 11,904 5,282 4,819 523 5,329 6,047
Changes from: January 28, 2014 Total Change is: -1,204
1,980 -56 -98 -33 -81 0 -7,856 -8,388 7,191 -2,823 49 326 109 -147
Percent of Open Interest Represented by Each Category of Trader
38.9 40.0 0.1 31.5 0.5 0.0 12.0 41.7 9.0 4.0 3.7 0.4 4.0 4.6
Number of Traders in Each Category Total Traders: 109
8 8 . 4 . 0 20 44 8 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 16,431
Positions
10,261 366 3,130 688 122 0 1,709 7,920 0 0 3,055 0 643 1,838
Changes from: January 28, 2014 Total Change is: 3,904
3,697 0 -143 22 0 0 264 3,922 -8 0 0 0 72 133
Percent of Open Interest Represented by Each Category of Trader
62.4 2.2 19.0 4.2 0.7 0.0 10.4 48.2 0.0 0.0 18.6 0.0 3.9 11.2
Number of Traders in Each Category Total Traders: 20
5 . . . . 0 . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 20,099
Positions
1,683 10,150 4 1,183 209 0 12,726 5,788 613 724 425 0 3,166 2,910
Changes from: January 28, 2014 Total Change is: -1,697
784 -1,077 1 31 0 0 -1,883 -452 -161 -166 -689 0 -303 681
Percent of Open Interest Represented by Each Category of Trader
8.4 50.5 0.0 5.9 1.0 0.0 63.3 28.8 3.0 3.6 2.1 0.0 15.8 14.5
Number of Traders in Each Category Total Traders: 53
. 8 . . . 0 17 14 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 61,631
Positions
18,067 42,589 195 6,680 4,206 616 18,369 4,735 2,519 5,233 1,084 866 9,088 4,823
Changes from: January 28, 2014 Total Change is: -2,477
-59 773 5 -400 134 -30 -4,066 -1,279 333 584 -578 122 1,033 -1,956
Percent of Open Interest Represented by Each Category of Trader
29.3 69.1 0.3 10.8 6.8 1.0 29.8 7.7 4.1 8.5 1.8 1.4 14.7 7.8
Number of Traders in Each Category Total Traders: 102
20 12 4 9 . 4 31 13 9 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 123,263
Positions
36,134 85,178 389 13,359 8,411 1,231 36,737 9,470 5,037 10,465 2,167 1,733 18,177 9,646
Changes from: January 28, 2014 Total Change is: -4,954
-118 1,546 10 -799 267 -60 -8,132 -2,559 666 1,168 -1,157 244 2,067 -3,912
Percent of Open Interest Represented by Each Category of Trader
29.3 69.1 0.3 10.8 6.8 1.0 29.8 7.7 4.1 8.5 1.8 1.4 14.7 7.8
Number of Traders in Each Category Total Traders: 102
20 12 4 9 . 4 31 13 9 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 979,907
Positions
42,093 192,936 59,348 302,478 119,440 47,142 107,848 184,373 196,805 49,419 44,254 32,933 141,840 102,677
Changes from: January 28, 2014 Total Change is: 75,003
-1,914 -23,483 13,836 -8,792 11,169 2,056 -5,051 5,994 50,003 471 -5,901 7,186 17,209 14,143
Percent of Open Interest Represented by Each Category of Trader
4.3 19.7 6.1 30.9 12.2 4.8 11.0 18.8 20.1 5.0 4.5 3.4 14.5 10.5
Number of Traders in Each Category Total Traders: 610
44 33 42 112 57 61 100 122 113 82 59 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 246,262
Positions
37,197 62,804 5,735 59,061 23,452 2,323 16,283 26,478 50,117 9,447 8,607 9,527 56,573 57,219
Changes from: January 28, 2014 Total Change is: 28,968
11,475 -8,694 272 -860 1,131 114 1,313 10,879 12,701 236 -883 1,212 2,503 12,234
Percent of Open Interest Represented by Each Category of Trader
15.1 25.5 2.3 24.0 9.5 0.9 6.6 10.8 20.4 3.8 3.5 3.9 23.0 23.2
Number of Traders in Each Category Total Traders: 99
6 9 5 16 8 10 20 18 32 13 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,668,221
Positions
229,919 856,095 62,628 1,227,848 490,702 213,327 585,198 916,846 606,071 209,712 188,084 107,182 426,336 227,286
Changes from: January 28, 2014 Total Change is: 230,175
865 -6,138 8 -35,807 54,048 5,850 20,415 27,811 134,272 6,598 -19,663 24,445 73,528 9,541
Percent of Open Interest Represented by Each Category of Trader
6.3 23.3 1.7 33.5 13.4 5.8 16.0 25.0 16.5 5.7 5.1 2.9 11.6 6.2
Number of Traders in Each Category Total Traders: 579
45 31 37 105 54 57 96 119 107 74 55 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 99,967
Positions
10,217 43,729 26 50,189 42,080 2,107 24,032 5,364 1,126 524 2,537 0 11,746 2,998
Changes from: January 28, 2014 Total Change is: -4,287
4,968 -9,286 24 -4,544 6,417 246 -3,681 142 -1,927 -713 -8 0 1,339 105
Percent of Open Interest Represented by Each Category of Trader
10.2 43.7 0.0 50.2 42.1 2.1 24.0 5.4 1.1 0.5 2.5 0.0 11.8 3.0
Number of Traders in Each Category Total Traders: 93
9 10 . 34 12 13 19 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 99,536
Positions
10,521 61,120 10,668 35,497 4,432 1,003 21,543 5,613 5,167 2,052 2,330 1,780 11,306 7,424
Changes from: January 28, 2014 Total Change is: 10,890
350 -6,262 10,294 -1,620 -434 -62 -5,063 -791 3,400 411 -366 813 2,368 4,298
Percent of Open Interest Represented by Each Category of Trader
10.6 61.4 10.7 35.7 4.5 1.0 21.6 5.6 5.2 2.1 2.3 1.8 11.4 7.5
Number of Traders in Each Category Total Traders: 203
20 20 13 36 14 10 57 26 16 17 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 16,075
Positions
10,390 10,001 83 1,362 0 0 1,060 1,927 0 1,127 0 0 2,053 4,064
Changes from: January 28, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
64.6 62.2 0.5 8.5 0.0 0.0 6.6 12.0 0.0 7.0 0.0 0.0 12.8 25.3
Number of Traders in Each Category Total Traders: 20
6 5 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 417,305
Positions
51,167 306,107 2,414 170,675 22,159 5,015 115,170 31,188 13,077 7,697 14,719 5,830 46,261 16,796
Changes from: January 28, 2014 Total Change is: -25,926
312 -30,803 544 -14,911 -2,168 -312 -17,859 -833 4,243 -510 1,240 995 1,571 1,168
Percent of Open Interest Represented by Each Category of Trader
12.3 73.4 0.6 40.9 5.3 1.2 27.6 7.5 3.1 1.8 3.5 1.4 11.1 4.0
Number of Traders in Each Category Total Traders: 201
20 20 7 35 14 10 58 25 15 16 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 289,003
Positions
40,630 67,628 7,339 143,514 103,969 11,383 46,695 69,282 7,330 10,768 5,363 645 20,700 16,065
Changes from: January 28, 2014 Total Change is: -7,956
10,215 -19,067 1,365 -1,185 12,901 -4,781 -11,207 2,071 -1,257 -743 -145 104 -468 852
Percent of Open Interest Represented by Each Category of Trader
14.1 23.4 2.5 49.7 36.0 3.9 16.2 24.0 2.5 3.7 1.9 0.2 7.2 5.6
Number of Traders in Each Category Total Traders: 249
24 12 6 55 42 28 45 48 14 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 71,165
Positions
2,430 44,992 0 33,103 206 766 18,165 15,370 122 5,597 4,786 0 10,982 4,923
Changes from: January 28, 2014 Total Change is: 3,185
-2,044 -195 0 384 -629 289 4,819 4,660 122 296 -2,933 0 -681 1,871
Percent of Open Interest Represented by Each Category of Trader
3.4 63.2 0.0 46.5 0.3 1.1 25.5 21.6 0.2 7.9 6.7 0.0 15.4 6.9
Number of Traders in Each Category Total Traders: 82
6 8 0 23 . . 16 15 . 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 111,669
Positions
33,646 11,213 1,045 12,308 2,658 974 42,793 4,020 1,356 7,902 9,448 100 11,545 80,855
Changes from: January 28, 2014 Total Change is: 5,040
3,822 -3,362 336 943 -3,491 66 2,155 1,203 -179 -3,686 3,752 5 1,578 6,710
Percent of Open Interest Represented by Each Category of Trader
30.1 10.0 0.9 11.0 2.4 0.9 38.3 3.6 1.2 7.1 8.5 0.1 10.3 72.4
Number of Traders in Each Category Total Traders: 94
18 8 . 11 . . 35 5 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 100,743
Positions
2,561 63,818 4,288 56,738 17,221 3,823 20,295 4,445 4,186 2,227 265 0 6,625 2,697
Changes from: January 28, 2014 Total Change is: -4,871
-44 -2,879 101 -151 -948 243 -4,685 -866 -497 939 0 0 -777 -25
Percent of Open Interest Represented by Each Category of Trader
2.5 63.3 4.3 56.3 17.1 3.8 20.1 4.4 4.2 2.2 0.3 0.0 6.6 2.7
Number of Traders in Each Category Total Traders: 90
5 11 . 31 16 14 14 7 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 265,457
Positions
20,782 93,189 4,777 89,519 67,381 47,539 71,877 32,067 2,180 16,427 6,681 843 11,513 10,800
Changes from: January 28, 2014 Total Change is: 8,654
2,304 -6,307 1,353 491 7,395 1,634 4,098 -880 76 -735 3,633 383 -950 1,367
Percent of Open Interest Represented by Each Category of Trader
7.8 35.1 1.8 33.7 25.4 17.9 27.1 12.1 0.8 6.2 2.5 0.3 4.3 4.1
Number of Traders in Each Category Total Traders: 188
17 24 5 42 30 23 27 22 9 19 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 814,933
Positions
2,601 86,532 47,103 270,943 139,018 152,234 63,063 81,447 81,287 20,216 30,463 10,420 167,065 186,428
Changes from: January 28, 2014 Total Change is: 68,240
-242 -8,286 29,213 -5,580 5,413 14,629 -26,732 -20,643 34,780 -2,994 -5,127 5,432 19,734 12,829
Percent of Open Interest Represented by Each Category of Trader
0.3 10.6 5.8 33.2 17.1 18.7 7.7 10.0 10.0 2.5 3.7 1.3 20.5 22.9
Number of Traders in Each Category Total Traders: 164
5 18 16 39 32 43 30 24 37 6 9 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 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 458,261
Positions
19,360 107,895 353 271,472 21,807 61,071 16,573 148,832 3,462 7,753 22,837 1,782 76,436 90,222
Changes from: January 28, 2014 Total Change is: -8,365
-6,001 3,446 253 5,584 -1,909 297 -3,023 -15,678 955 -1,630 1,534 152 -4,953 2,584
Percent of Open Interest Represented by Each Category of Trader
4.2 23.5 0.1 59.2 4.8 13.3 3.6 32.5 0.8 1.7 5.0 0.4 16.7 19.7
Number of Traders in Each Category Total Traders: 79
. 10 . 34 5 21 4 16 8 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 951,786
Positions
63,471 124,301 21,571 219,566 274,536 78,445 256,360 150,647 106,358 57,936 61,014 26,645 121,434 108,268
Changes from: January 28, 2014 Total Change is: -16,948
-10,377 6,524 12,399 9,321 -26,905 5,860 -49,937 -9,411 4,081 619 -269 1,030 10,056 -10,257
Percent of Open Interest Represented by Each Category of Trader
6.7 13.1 2.3 23.1 28.8 8.2 26.9 15.8 11.2 6.1 6.4 2.8 12.8 11.4
Number of Traders in Each Category Total Traders: 218
13 22 10 37 34 33 49 24 32 16 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 38,016
Positions
4,163 12,453 9,401 800 0 500 15,396 7,826 7,736 0 0 0 20 100
Changes from: January 28, 2014 Total Change is: -10,687
-3,591 -14,326 4,241 400 0 500 -15,772 -4,675 3,862 0 -12 -303 -24 26
Percent of Open Interest Represented by Each Category of Trader
11.0 32.8 24.7 2.1 0.0 1.3 40.5 20.6 20.3 0.0 0.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 42
6 11 9 . 0 . 11 10 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,008,627
Positions
182,172 228,107 248,443 615,602 894,475 291,573 649,498 202,351 389,781 233,579 165,981 102,792 295,185 485,122
Changes from: January 28, 2014 Total Change is: 232,494
26,745 62,017 67,692 52,727 -83,673 54,813 -102,273 11,418 89,219 12,083 -4,866 24,801 6,686 11,073
Percent of Open Interest Represented by Each Category of Trader
6.1 7.6 8.3 20.5 29.7 9.7 21.6 6.7 13.0 7.8 5.5 3.4 9.8 16.1
Number of Traders in Each Category Total Traders: 367
26 43 55 43 71 66 58 62 92 25 39 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 2,208,537
Positions
113,567 212,022 100,431 686,533 499,028 273,729 412,659 309,793 188,274 165,777 194,525 37,141 230,427 393,595
Changes from: January 28, 2014 Total Change is: 34,330
-1,247 -16,375 28,295 52,630 -43,319 -119 -130,613 14,683 51,825 31,528 -13,457 -3,323 5,356 16,121
Percent of Open Interest Represented by Each Category of Trader
5.1 9.6 4.5 31.1 22.6 12.4 18.7 14.0 8.5 7.5 8.8 1.7 10.4 17.8
Number of Traders in Each Category Total Traders: 263
12 31 28 29 56 46 37 55 58 17 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 273,689
Positions
110,138 84,723 67,739 719 1,507 2,103 23,250 17,208 31,003 268 15,446 7,503 30,966 46,457
Changes from: January 28, 2014 Total Change is: -18,216
-10,025 6,486 -13,249 0 738 1,036 933 -6,761 769 -700 -1,375 1,327 1,693 -7,188
Percent of Open Interest Represented by Each Category of Trader
40.2 31.0 24.8 0.3 0.6 0.8 8.5 6.3 11.3 0.1 5.6 2.7 11.3 17.0
Number of Traders in Each Category Total Traders: 64
15 20 24 . . . 9 7 14 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 is16,291,270
Positions
1,093,404 2,323,617 3,240,478 2,850,132 867,419 261,075 690,232 746,121 5,672,613 271,909 636,541 1,370,325 841,102 1,173,080
Changes from: January 28, 2014 Total Change is: -92,205
117,429 65,640 -53,375 -60,126 -221,989 -17,491 -12,797 109,889 -21,632 -25,394 61,130 -59,352 40,532 44,975
Percent of Open Interest Represented by Each Category of Trader
6.7 14.3 19.9 17.5 5.3 1.6 4.2 4.6 34.8 1.7 3.9 8.4 5.2 7.2
Number of Traders in Each Category Total Traders: 295
28 60 84 8 27 28 47 72 97 16 31 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 48,526
Positions
39,331 1,325 0 3,761 12,631 5,336 51 17,478 0 0 11,625 0 47 131
Changes from: January 28, 2014 Total Change is: -5,951
-5,730 -76 0 512 -1,137 -11 -567 -403 -152 0 -4,112 0 -3 -60
Percent of Open Interest Represented by Each Category of Trader
81.1 2.7 0.0 7.8 26.0 11.0 0.1 36.0 0.0 0.0 24.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
8 5 0 4 11 . . 12 0 0 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 26,976
Positions
22,090 2,818 10 2,346 6,097 1,971 40 2,877 0 510 13,093 0 9 110
Changes from: January 28, 2014 Total Change is: -6,794
-6,746 661 10 -24 -3,765 -6 -518 290 -20 510 -4,015 0 0 51
Percent of Open Interest Represented by Each Category of Trader
81.9 10.4 0.0 8.7 22.6 7.3 0.1 10.7 0.0 1.9 48.5 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 35
6 . . . 9 . . 7 0 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 48,868
Positions
10,077 8,329 874 9,922 529 421 7,613 35,262 1,512 9,977 348 191 8,280 1,401
Changes from: January 28, 2014 Total Change is: -1,109
8 45 -14 1,982 -90 -131 -1,287 352 -426 -998 -205 80 -323 -720
Percent of Open Interest Represented by Each Category of Trader
20.6 17.0 1.8 20.3 1.1 0.9 15.6 72.2 3.1 20.4 0.7 0.4 16.9 2.9
Number of Traders in Each Category Total Traders: 150
7 . . 13 4 . 30 23 11 65 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 384,117
Positions
86,998 63,543 46,133 36,943 14,048 20,413 49,372 128,349 58,794 43,391 9,770 16,878 25,195 26,189
Changes from: January 28, 2014 Total Change is: 8,074
-7,934 38,449 9,726 -6,003 -7,093 81 -6,611 -15,823 5,917 38,453 2,946 -28,525 2,970 2,396
Percent of Open Interest Represented by Each Category of Trader
22.6 16.5 12.0 9.6 3.7 5.3 12.9 33.4 15.3 11.3 2.5 4.4 6.6 6.8
Number of Traders in Each Category Total Traders: 168
22 10 24 8 9 12 38 39 51 16 15 21
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Updated February 7, 2014