Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 200,847
Positions
74,621 15,644 8,653 14,787 8,124 416 17,640 88,703 34,759 16,801 5,838 2,238 30,933 36,472
Changes from: March 11, 2014 Total Change is: 35,736
3,409 -146 1,498 271 334 -21 9,450 18,472 18,024 1,423 481 -289 1,970 -2,617
Percent of Open Interest Represented by Each Category of Trader
37.2 7.8 4.3 7.4 4.0 0.2 8.8 44.2 17.3 8.4 2.9 1.1 15.4 18.2
Number of Traders in Each Category Total Traders: 93
10 7 12 4 7 4 19 29 18 12 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 55,154
Positions
1,655 19,141 1,470 934 1,965 0 25,446 17,936 2,041 632 0 0 22,975 12,601
Changes from: March 11, 2014 Total Change is: -16,310
-6,554 -10,475 -742 0 0 0 -1,078 4,317 -7,207 -1,097 -1,248 0 368 -956
Percent of Open Interest Represented by Each Category of Trader
3.0 34.7 2.7 1.7 3.6 0.0 46.1 32.5 3.7 1.1 0.0 0.0 41.7 22.8
Number of Traders in Each Category Total Traders: 42
. 9 . . . 0 15 11 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 225,036
Positions
7,210 100,640 4,379 23,707 28,002 2,510 134,585 27,988 10,513 4,087 26,982 2,914 35,131 21,108
Changes from: March 11, 2014 Total Change is: -39,263
-21,012 -24,185 -4,248 -1,015 520 572 -2,156 -7,948 -7,401 1,330 3,704 -1,217 -4,116 940
Percent of Open Interest Represented by Each Category of Trader
3.2 44.7 1.9 10.5 12.4 1.1 59.8 12.4 4.7 1.8 12.0 1.3 15.6 9.4
Number of Traders in Each Category Total Traders: 116
5 11 8 12 13 10 40 22 19 5 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 179,194
Positions
82,225 10,897 4,842 19,820 17,880 5,499 27,909 75,380 11,454 3,412 6,057 2,159 21,874 45,026
Changes from: March 11, 2014 Total Change is: -81,513
-15,092 -16,248 -8,236 941 -646 1,452 -17,111 -24,905 -23,402 -20,984 -1,482 -1,000 1,919 -7,045
Percent of Open Interest Represented by Each Category of Trader
45.9 6.1 2.7 11.1 10.0 3.1 15.6 42.1 6.4 1.9 3.4 1.2 12.2 25.1
Number of Traders in Each Category Total Traders: 124
9 9 8 8 15 9 26 40 24 4 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 303,993
Positions
41,487 30,546 8,908 41,907 93,712 6,408 102,011 33,839 22,852 22,270 31,291 4,128 54,022 72,309
Changes from: March 11, 2014 Total Change is: -51,840
-36,717 -31,674 -5,830 583 4,985 475 -2,734 -9,039 -4,389 4,923 819 -3,888 -4,262 -3,300
Percent of Open Interest Represented by Each Category of Trader
13.6 10.0 2.9 13.8 30.8 2.1 33.6 11.1 7.5 7.3 10.3 1.4 17.8 23.8
Number of Traders in Each Category Total Traders: 204
16 19 15 15 30 18 42 39 33 15 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 94,537
Positions
29,737 5,067 4,047 4,801 4,874 545 21,580 36,950 5,159 4,249 6,896 2,199 22,221 28,801
Changes from: March 11, 2014 Total Change is: -40,489
-35,516 -5,642 -2,275 586 924 265 13,721 -11,924 -16,051 -2,920 254 473 1,229 -6,513
Percent of Open Interest Represented by Each Category of Trader
31.5 5.4 4.3 5.1 5.2 0.6 22.8 39.1 5.5 4.5 7.3 2.3 23.5 30.5
Number of Traders in Each Category Total Traders: 84
8 5 6 . 10 4 16 28 17 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 34,962
Positions
17,110 18,853 7,446 1,889 0 0 2,661 3,470 2,196 1,095 0 2,184 381 813
Changes from: March 11, 2014 Total Change is: -4,982
-3,505 -4,443 1,264 -11 0 0 -1,076 -782 -1,015 -555 0 -91 7 85
Percent of Open Interest Represented by Each Category of Trader
48.9 53.9 21.3 5.4 0.0 0.0 7.6 9.9 6.3 3.1 0.0 6.2 1.1 2.3
Number of Traders in Each Category Total Traders: 20
6 9 8 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 111,059
Positions
44,330 32,576 0 39,201 1,706 170 18,608 68,351 181 2,783 4,495 0 5,786 3,580
Changes from: March 11, 2014 Total Change is: -55,891
227 -36,195 -6,872 -2,035 235 -1 6,922 39,193 -50,021 -2,020 812 -953 -1,138 -2,089
Percent of Open Interest Represented by Each Category of Trader
39.9 29.3 0.0 35.3 1.5 0.2 16.8 61.5 0.2 2.5 4.0 0.0 5.2 3.2
Number of Traders in Each Category Total Traders: 93
4 9 0 . 5 . 23 29 . 14 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 19,417
Positions
4,447 7,575 3,060 0 546 0 8,747 3,073 1,155 1,000 3,055 0 1,008 953
Changes from: March 11, 2014 Total Change is: -768
33 -394 0 0 -227 0 -822 -148 1 0 0 0 20 0
Percent of Open Interest Represented by Each Category of Trader
22.9 39.0 15.8 0.0 2.8 0.0 45.0 15.8 5.9 5.2 15.7 0.0 5.2 4.9
Number of Traders in Each Category Total Traders: 23
. 7 . 0 . 0 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 31,464
Positions
976 17,832 0 857 189 0 23,334 9,942 204 721 676 0 5,372 2,621
Changes from: March 11, 2014 Total Change is: -442
-65 318 -129 146 0 0 3,002 3,795 -4,033 193 67 0 444 -460
Percent of Open Interest Represented by Each Category of Trader
3.1 56.7 0.0 2.7 0.6 0.0 74.2 31.6 0.6 2.3 2.1 0.0 17.1 8.3
Number of Traders in Each Category Total Traders: 53
. 8 0 . . 0 22 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 93,931
Positions
22,488 49,932 16,765 8,452 4,422 274 25,366 5,974 5,261 4,863 1,668 970 9,492 8,665
Changes from: March 11, 2014 Total Change is: 27,608
5,741 9,461 15,867 803 167 -141 420 -2,263 3,888 661 -996 36 333 1,589
Percent of Open Interest Represented by Each Category of Trader
23.9 53.2 17.8 9.0 4.7 0.3 27.0 6.4 5.6 5.2 1.8 1.0 10.1 9.2
Number of Traders in Each Category Total Traders: 116
21 11 18 11 . 4 32 17 12 9 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 14,126
Positions
8,861 12,445 0 965 0 0 2,587 1,115 0 500 0 0 1,213 566
Changes from: March 11, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
62.7 88.1 0.0 6.8 0.0 0.0 18.3 7.9 0.0 3.5 0.0 0.0 8.6 4.0
Number of Traders in Each Category Total Traders: 22
7 7 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 159,610
Positions
34,917 82,636 25,868 14,974 8,843 548 51,843 16,005 4,235 8,725 3,335 1,941 16,559 16,199
Changes from: March 11, 2014 Total Change is: 26,964
1,423 1,695 24,071 -325 333 -282 1,952 -469 1,490 322 -1,993 73 -1,760 2,047
Percent of Open Interest Represented by Each Category of Trader
21.9 51.8 16.2 9.4 5.5 0.3 32.5 10.0 2.7 5.5 2.1 1.2 10.4 10.1
Number of Traders in Each Category Total Traders: 114
20 12 15 10 . 4 33 16 9 9 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,231,329
Positions
51,604 180,950 186,747 315,943 102,951 75,075 106,090 203,657 224,289 50,827 65,652 42,692 178,061 149,316
Changes from: March 11, 2014 Total Change is: 133,100
3,597 14,949 60,301 6,136 2,454 22,860 12,345 3,262 20,600 2,962 3,119 10,668 -6,368 -5,112
Percent of Open Interest Represented by Each Category of Trader
4.2 14.7 15.2 25.7 8.4 6.1 8.6 16.5 18.2 4.1 5.3 3.5 14.5 12.1
Number of Traders in Each Category Total Traders: 644
43 41 60 117 58 72 93 137 124 77 78 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 320,926
Positions
78,989 73,764 27,152 65,112 20,929 4,371 18,283 37,829 41,127 9,268 8,294 15,895 60,727 91,565
Changes from: March 11, 2014 Total Change is: 27,425
3,824 4,957 19,353 2,792 46 1,329 -1,343 4,481 -145 1,247 84 3,313 -2,946 -5,994
Percent of Open Interest Represented by Each Category of Trader
24.6 23.0 8.5 20.3 6.5 1.4 5.7 11.8 12.8 2.9 2.6 5.0 18.9 28.5
Number of Traders in Each Category Total Traders: 104
9 10 14 15 7 10 18 20 35 15 10 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 4,552,015
Positions
294,109 966,961 366,942 1,302,859 458,814 304,816 631,851 1,021,958 722,992 208,496 287,491 133,284 586,666 288,757
Changes from: March 11, 2014 Total Change is: 528,377
7,631 58,726 195,973 25,419 20,739 98,952 76,580 2,042 95,584 9,268 15,869 36,080 -17,111 4,411
Percent of Open Interest Represented by Each Category of Trader
6.5 21.2 8.1 28.6 10.1 6.7 13.9 22.5 15.9 4.6 6.3 2.9 12.9 6.3
Number of Traders in Each Category Total Traders: 610
42 41 58 111 55 67 93 130 118 68 70 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 117,832
Positions
6,725 48,824 16,480 52,467 34,859 2,042 27,006 6,726 1,007 705 2,735 75 11,326 5,085
Changes from: March 11, 2014 Total Change is: 21,976
1,924 576 16,455 282 1,548 443 1,852 864 110 -25 0 75 860 1,905
Percent of Open Interest Represented by Each Category of Trader
5.7 41.4 14.0 44.5 29.6 1.7 22.9 5.7 0.9 0.6 2.3 0.1 9.6 4.3
Number of Traders in Each Category Total Traders: 97
10 10 8 37 10 15 15 9 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 137,645
Positions
13,955 68,807 28,588 37,993 4,088 3,750 26,276 9,105 9,665 2,508 2,854 2,947 11,962 7,841
Changes from: March 11, 2014 Total Change is: 38,974
652 -996 27,360 -1,461 149 3,135 -1,220 521 5,146 677 -1,091 1,064 3,620 3,685
Percent of Open Interest Represented by Each Category of Trader
10.1 50.0 20.8 27.6 3.0 2.7 19.1 6.6 7.0 1.8 2.1 2.1 8.7 5.7
Number of Traders in Each Category Total Traders: 233
21 21 25 35 12 9 71 27 29 20 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 23,016
Positions
12,291 11,992 3,317 1,134 0 1,873 423 2,703 0 1,527 0 0 2,451 3,131
Changes from: March 11, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.4 52.1 14.4 4.9 0.0 8.1 1.8 11.7 0.0 6.6 0.0 0.0 10.7 13.6
Number of Traders in Each Category Total Traders: 21
8 6 4 . 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 573,146
Positions
68,906 344,659 65,771 184,296 20,438 9,384 143,500 46,244 34,093 9,976 19,341 9,666 47,553 23,549
Changes from: March 11, 2014 Total Change is: 79,789
2,388 -4,356 59,632 -12,975 746 6,312 6,018 3,322 11,496 821 -384 251 5,845 2,770
Percent of Open Interest Represented by Each Category of Trader
12.0 60.1 11.5 32.2 3.6 1.6 25.0 8.1 5.9 1.7 3.4 1.7 8.3 4.1
Number of Traders in Each Category Total Traders: 232
20 22 19 35 12 9 71 27 29 19 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 359,357
Positions
52,300 68,167 28,827 144,717 122,886 13,705 75,839 89,624 9,554 9,543 8,493 1,252 23,621 16,850
Changes from: March 11, 2014 Total Change is: 28,878
-1,340 11,626 17,888 3,657 2,074 486 5,149 -5,223 632 298 -1,055 701 1,407 1,749
Percent of Open Interest Represented by Each Category of Trader
14.6 19.0 8.0 40.3 34.2 3.8 21.1 24.9 2.7 2.7 2.4 0.3 6.6 4.7
Number of Traders in Each Category Total Traders: 266
21 17 16 55 36 29 51 57 24 13 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 60,943
Positions
1,968 15,845 19 31,557 216 188 12,801 14,256 0 5,094 19,184 0 9,316 11,235
Changes from: March 11, 2014 Total Change is: -33,999
-1,689 -29,423 19 -2,058 -37 80 -3,531 849 -3,258 -351 14,920 -17,364 -5,847 215
Percent of Open Interest Represented by Each Category of Trader
3.2 26.0 0.0 51.8 0.4 0.3 21.0 23.4 0.0 8.4 31.5 0.0 15.3 18.4
Number of Traders in Each Category Total Traders: 69
5 7 . 20 . . 13 10 0 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 96,124
Positions
17,013 5,685 230 16,996 1,224 35 31,758 9,069 1,102 19,868 1,061 0 9,122 77,718
Changes from: March 11, 2014 Total Change is: -55,029
-24,924 -6,958 -2,913 6,330 30 -533 -869 4,179 -9,330 13,034 -8,947 -14,690 -21,134 -15,867
Percent of Open Interest Represented by Each Category of Trader
17.7 5.9 0.2 17.7 1.3 0.0 33.0 9.4 1.1 20.7 1.1 0.0 9.5 80.9
Number of Traders in Each Category Total Traders: 76
16 6 . 6 . . 24 12 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 128,009
Positions
2,311 70,318 25,470 57,835 11,516 7,108 21,250 4,761 4,987 2,036 279 0 7,012 3,570
Changes from: March 11, 2014 Total Change is: 21,596
67 530 18,506 266 283 3,077 180 226 -1,451 203 14 0 748 411
Percent of Open Interest Represented by Each Category of Trader
1.8 54.9 19.9 45.2 9.0 5.6 16.6 3.7 3.9 1.6 0.2 0.0 5.5 2.8
Number of Traders in Each Category Total Traders: 93
5 10 8 37 12 15 18 7 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 287,638
Positions
33,621 65,069 34,583 80,663 73,610 50,944 46,544 36,715 3,755 19,823 6,551 359 17,346 16,052
Changes from: March 11, 2014 Total Change is: 19,939
8,220 2,888 20,371 -4,993 -3,641 2,474 -1,686 1,821 -7,736 -220 -96 49 3,460 3,809
Percent of Open Interest Represented by Each Category of Trader
11.7 22.6 12.0 28.0 25.6 17.7 16.2 12.8 1.3 6.9 2.3 0.1 6.0 5.6
Number of Traders in Each Category Total Traders: 184
23 18 13 42 28 25 25 21 12 21 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 824,326
Positions
360 137,575 39,599 305,022 143,744 128,919 89,693 82,650 74,654 18,481 34,230 3,749 163,848 179,205
Changes from: March 11, 2014 Total Change is: 50,275
-2,790 12,734 5,337 19,724 -1,157 4,621 12,377 16,229 7,092 -3,809 2,453 -1,854 9,576 4,821
Percent of Open Interest Represented by Each Category of Trader
0.0 16.7 4.8 37.0 17.4 15.6 10.9 10.0 9.1 2.2 4.2 0.5 19.9 21.7
Number of Traders in Each Category Total Traders: 176
4 22 17 37 35 43 34 28 41 5 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 490,195
Positions
31,919 79,044 431 263,485 36,087 76,991 16,759 177,019 9,023 7,656 21,292 0 83,931 90,308
Changes from: March 11, 2014 Total Change is: -3,672
1,186 338 -1,477 9,291 -3,339 1,616 -3,090 13,844 -15,614 -74 3,262 0 4,489 -2,302
Percent of Open Interest Represented by Each Category of Trader
6.5 16.1 0.1 53.8 7.4 15.7 3.4 36.1 1.8 1.6 4.3 0.0 17.1 18.4
Number of Traders in Each Category Total Traders: 78
. 9 4 34 9 22 . 13 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 946,080
Positions
55,002 141,013 21,438 204,020 288,303 65,133 322,660 109,546 112,183 30,289 64,730 28,635 106,720 115,099
Changes from: March 11, 2014 Total Change is: 435
-16,351 -17,171 3,874 -17,840 12,046 2,138 41,045 1,317 1,390 -12,303 -2,376 -25 -1,494 -758
Percent of Open Interest Represented by Each Category of Trader
5.8 14.9 2.3 21.6 30.5 6.9 34.1 11.6 11.9 3.2 6.8 3.0 11.3 12.2
Number of Traders in Each Category Total Traders: 221
19 23 16 35 37 30 48 20 33 16 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 66,778
Positions
6,917 17,868 15,628 0 0 500 26,955 15,793 16,748 0 0 0 30 241
Changes from: March 11, 2014 Total Change is: 12,171
90 -3,956 7,002 0 0 0 -263 3,783 5,342 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
10.4 26.8 23.4 0.0 0.0 0.7 40.4 23.7 25.1 0.0 0.0 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 38
8 10 11 0 0 . 6 12 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 3,050,086
Positions
177,604 121,835 248,269 625,815 1,096,372 249,737 713,396 208,568 378,573 243,797 156,179 109,135 303,762 481,419
Changes from: March 11, 2014 Total Change is: 25,114
-39,000 13,360 3,674 45,731 32,007 7,658 2,090 -35,790 2,909 -2,934 4,271 1,340 3,646 -4,315
Percent of Open Interest Represented by Each Category of Trader
5.8 4.0 8.1 20.5 35.9 8.2 23.4 6.8 12.4 8.0 5.1 3.6 10.0 15.8
Number of Traders in Each Category Total Traders: 380
19 44 55 41 78 63 66 68 96 23 41 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 2,168,866
Positions
166,889 179,873 78,514 709,199 559,119 209,469 419,415 412,572 187,476 127,704 165,136 34,249 235,950 342,458
Changes from: March 11, 2014 Total Change is: 18,448
11,010 22,815 -13,450 42,761 12,913 -7,704 -28,691 33,236 772 -8,725 3,646 -3,069 25,544 -30,711
Percent of Open Interest Represented by Each Category of Trader
7.7 8.3 3.6 32.7 25.8 9.7 19.3 19.0 8.6 5.9 7.6 1.6 10.9 15.8
Number of Traders in Each Category Total Traders: 262
15 30 26 25 57 47 36 56 50 12 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 318,187
Positions
148,886 102,637 65,120 708 3,348 3,501 21,388 27,729 42,621 1,499 17,609 7,827 26,637 47,795
Changes from: March 11, 2014 Total Change is: 19,923
12,723 14,644 1,511 2 0 0 8,368 3,807 -2,025 530 1,330 -999 -187 1,655
Percent of Open Interest Represented by Each Category of Trader
46.8 32.3 20.5 0.2 1.1 1.1 6.7 8.7 13.4 0.5 5.5 2.5 8.4 15.0
Number of Traders in Each Category Total Traders: 77
19 22 32 . . . 12 10 17 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 is15,380,094
Positions
1,149,395 2,167,399 3,037,573 2,884,649 685,559 315,428 576,870 933,664 5,070,311 118,117 529,254 1,318,524 909,227 1,322,382
Changes from: March 11, 2014 Total Change is:-2,100,890
-342,175 -258,734 -211,002 13,772 -38,217 6,968 -76,640 -35,635 -1,214,722 -34,905 -51,933 -204,688 -37,498 -92,927
Percent of Open Interest Represented by Each Category of Trader
7.5 14.1 19.8 18.8 4.5 2.1 3.8 6.1 33.0 0.8 3.4 8.6 5.9 8.6
Number of Traders in Each Category Total Traders: 281
22 63 80 9 28 28 42 71 92 9 31 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 38,618
Positions
27,196 1,008 0 4,757 7,997 4,836 1,515 16,786 199 0 7,651 0 115 141
Changes from: March 11, 2014 Total Change is: -6,935
-5,720 -132 -2,303 196 -868 -196 818 -3,896 199 0 250 0 71 11
Percent of Open Interest Represented by Each Category of Trader
70.4 2.6 0.0 12.3 20.7 12.5 3.9 43.5 0.5 0.0 19.8 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 42
6 . 0 5 9 . 5 10 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 30,554
Positions
26,514 426 0 1,628 11,072 1,822 539 5,200 0 0 11,907 0 51 127
Changes from: March 11, 2014 Total Change is: -15,144
4,918 -976 -13,687 -344 14 -86 -4,711 703 -1,222 0 66 0 -12 44
Percent of Open Interest Represented by Each Category of Trader
86.8 1.4 0.0 5.3 36.2 6.0 1.8 17.0 0.0 0.0 39.0 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 34
6 4 0 . 9 . . 8 0 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 52,024
Positions
13,122 240 768 7,091 6,675 242 8,413 36,861 2,414 11,861 1,836 2 8,111 2,985
Changes from: March 11, 2014 Total Change is: -6,278
3,200 -7,623 -203 616 120 -4 -9,385 1,285 320 -623 -20 -3 -197 -150
Percent of Open Interest Represented by Each Category of Trader
25.2 0.5 1.5 13.6 12.8 0.5 16.2 70.9 4.6 22.8 3.5 0.0 15.6 5.7
Number of Traders in Each Category Total Traders: 161
7 . . 9 6 . 20 34 9 72 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 336,625
Positions
49,924 48,993 39,996 42,883 16,422 20,405 54,413 72,503 58,114 9,095 8,507 36,915 24,880 34,770
Changes from: March 11, 2014 Total Change is: -18,415
-8,585 -5 1,693 -1,201 -3,159 -2,645 -7,279 -17,706 -9,867 -895 -25 5,876 4,488 7,423
Percent of Open Interest Represented by Each Category of Trader
14.8 14.6 11.9 12.7 4.9 6.1 16.2 21.5 17.3 2.7 2.5 11.0 7.4 10.3
Number of Traders in Each Category Total Traders: 180
19 13 24 9 11 8 45 43 52 12 13 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 18, 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 19,431
Positions
218 832 4,329 6,099 0 445 6,098 12,421 1,236 963 159 0 43 9
Changes from: March 11, 2014 Total Change is: 4,181
13 77 4,329 -369 0 0 -122 -798 483 -160 159 0 7 -69
Percent of Open Interest Represented by Each Category of Trader
1.1 4.3 22.3 31.4 0.0 2.3 31.4 63.9 6.4 5.0 0.8 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 24
. . . 5 0 . 7 . . . . 0
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Updated March 21, 2014