Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 132,024
Positions
24,481 13,290 3,256 14,152 7,807 368 29,598 61,860 9,658 16,417 2,418 3,027 31,068 30,341
Changes from: April 15, 2014 Total Change is: -1,613
-204 890 -319 -1,320 74 35 118 -460 -341 -380 -35 35 763 -1,492
Percent of Open Interest Represented by Each Category of Trader
18.5 10.1 2.5 10.7 5.9 0.3 22.4 46.9 7.3 12.4 1.8 2.3 23.5 23.0
Number of Traders in Each Category Total Traders: 79
5 10 10 4 5 . 14 21 14 13 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 51,368
Positions
6,909 15,349 1,166 900 2,013 0 21,895 16,702 1,806 613 1,094 0 18,078 13,238
Changes from: April 15, 2014 Total Change is: -2,235
-170 -483 12 0 -226 0 -2,360 -2,484 -167 0 270 0 450 843
Percent of Open Interest Represented by Each Category of Trader
13.5 29.9 2.3 1.8 3.9 0.0 42.6 32.5 3.5 1.2 2.1 0.0 35.2 25.8
Number of Traders in Each Category Total Traders: 45
5 6 . . . 0 17 11 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 253,476
Positions
7,782 115,299 5,826 22,252 29,693 1,569 161,670 36,124 9,776 1,446 30,251 1,677 41,478 23,261
Changes from: April 15, 2014 Total Change is: 14,528
4 1,719 1,791 478 -1,164 424 8,744 6,081 1,537 89 1,558 -116 1,579 2,699
Percent of Open Interest Represented by Each Category of Trader
3.1 45.5 2.3 8.8 11.7 0.6 63.8 14.3 3.9 0.6 11.9 0.7 16.4 9.2
Number of Traders in Each Category Total Traders: 120
6 11 9 7 15 7 44 22 19 . 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 185,818
Positions
93,477 16,299 5,855 18,395 18,356 4,361 26,087 73,722 12,316 2,005 6,276 3,869 19,454 44,764
Changes from: April 15, 2014 Total Change is: 326
1,292 -257 881 -822 -2,601 -308 2,463 3,498 -1,059 79 1,022 -196 -2,005 -654
Percent of Open Interest Represented by Each Category of Trader
50.3 8.8 3.2 9.9 9.9 2.3 14.0 39.7 6.6 1.1 3.4 2.1 10.5 24.1
Number of Traders in Each Category Total Traders: 127
8 11 9 6 17 8 25 40 25 7 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 303,303
Positions
52,987 24,903 10,808 41,344 87,839 6,624 88,769 42,736 20,270 28,218 33,890 6,844 47,438 69,389
Changes from: April 15, 2014 Total Change is: -4,974
-1,138 -2,062 -358 -547 -2,533 929 -4,249 -4,099 -507 243 2,138 187 466 1,332
Percent of Open Interest Represented by Each Category of Trader
17.5 8.2 3.6 13.6 29.0 2.2 29.3 14.1 6.7 9.3 11.2 2.3 15.6 22.9
Number of Traders in Each Category Total Traders: 210
15 16 13 13 31 15 39 41 33 20 35 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 120,481
Positions
18,003 47,400 4,032 5,498 3,747 84 50,403 22,536 6,807 3,344 6,130 2,839 29,471 26,907
Changes from: April 15, 2014 Total Change is: 8,409
-2,071 11,665 95 -30 -69 -7 8,774 -70 -158 -260 -49 110 1,955 -3,110
Percent of Open Interest Represented by Each Category of Trader
14.9 39.3 3.3 4.6 3.1 0.1 41.8 18.7 5.6 2.8 5.1 2.4 24.5 22.3
Number of Traders in Each Category Total Traders: 88
5 13 7 . 7 . 28 17 15 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 34,721
Positions
16,531 21,429 6,129 1,872 0 0 3,759 2,210 2,221 1,518 0 2,184 507 548
Changes from: April 15, 2014 Total Change is: 586
376 76 0 -5 0 0 172 587 8 37 0 0 -2 -85
Percent of Open Interest Represented by Each Category of Trader
47.6 61.7 17.7 5.4 0.0 0.0 10.8 6.4 6.4 4.4 0.0 6.3 1.5 1.6
Number of Traders in Each Category Total Traders: 22
6 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 128,957
Positions
44,971 39,634 106 228 2,291 134 69,351 78,630 2,190 4,031 3,858 0 7,946 2,114
Changes from: April 15, 2014 Total Change is: -2,488
-132 -132 -1 0 26 -19 -2,315 -2,053 10 -964 -22 0 933 -297
Percent of Open Interest Represented by Each Category of Trader
34.9 30.7 0.1 0.2 1.8 0.1 53.8 61.0 1.7 3.1 3.0 0.0 6.2 1.6
Number of Traders in Each Category Total Traders: 104
7 10 . . 4 . 45 19 8 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,955
Positions
3,457 11,419 3,061 832 225 53 11,346 1,453 1,067 0 3,055 0 1,139 622
Changes from: April 15, 2014 Total Change is: -2,477
112 -2,731 0 1 0 -1 -2,643 60 140 0 0 0 -86 55
Percent of Open Interest Represented by Each Category of Trader
16.5 54.5 14.6 4.0 1.1 0.3 54.1 6.9 5.1 0.0 14.6 0.0 5.4 3.0
Number of Traders in Each Category Total Traders: 21
. 6 . . . . 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 32,589
Positions
1,103 22,814 15 1,620 189 0 21,831 6,009 222 3,019 872 0 4,779 2,468
Changes from: April 15, 2014 Total Change is: -521
4 1,088 10 16 0 0 -559 -1,288 12 -31 -61 0 27 -282
Percent of Open Interest Represented by Each Category of Trader
3.4 70.0 0.0 5.0 0.6 0.0 67.0 18.4 0.7 9.3 2.7 0.0 14.7 7.6
Number of Traders in Each Category Total Traders: 60
. 10 . 5 . 0 20 11 . 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 61,633
Positions
20,384 37,222 398 7,233 4,317 329 19,057 8,378 865 4,366 1,836 607 8,393 7,682
Changes from: April 15, 2014 Total Change is: 6,212
-490 5,583 131 370 -104 -38 5,888 259 -148 -667 112 -33 1,198 449
Percent of Open Interest Represented by Each Category of Trader
33.1 60.4 0.6 11.7 7.0 0.5 30.9 13.6 1.4 7.1 3.0 1.0 13.6 12.5
Number of Traders in Each Category Total Traders: 112
21 15 4 10 . . 24 21 10 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 123,266
Positions
40,769 74,443 795 14,465 8,633 658 38,115 16,755 1,730 8,733 3,673 1,214 16,787 15,363
Changes from: April 15, 2014 Total Change is: 12,425
-979 11,166 263 740 -207 -76 11,776 519 -295 -1,334 224 -66 2,396 898
Percent of Open Interest Represented by Each Category of Trader
33.1 60.4 0.6 11.7 7.0 0.5 30.9 13.6 1.4 7.1 3.0 1.0 13.6 12.5
Number of Traders in Each Category Total Traders: 112
21 15 4 10 . . 24 21 10 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 832,018
Positions
41,018 207,429 23,305 299,509 95,810 46,059 101,837 171,967 127,141 52,208 43,129 26,168 114,772 91,010
Changes from: April 15, 2014 Total Change is: -27,290
-1,207 1,155 323 -2,972 -6,066 687 8,177 -3,821 -24,550 -2,991 1,907 -1,445 -3,312 4,520
Percent of Open Interest Represented by Each Category of Trader
4.9 24.9 2.8 36.0 11.5 5.5 12.2 20.7 15.3 6.3 5.2 3.1 13.8 10.9
Number of Traders in Each Category Total Traders: 590
38 39 38 119 53 60 86 126 107 67 62 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 176,837
Positions
11,223 53,254 2,424 45,901 20,293 3,086 9,270 12,316 29,245 13,619 6,197 10,261 51,808 39,760
Changes from: April 15, 2014 Total Change is: -1,702
778 1,999 522 1,249 -891 209 1,962 -3,383 -2,794 79 124 -657 -3,051 3,168
Percent of Open Interest Represented by Each Category of Trader
6.3 30.1 1.4 26.0 11.5 1.7 5.2 7.0 16.5 7.7 3.5 5.8 29.3 22.5
Number of Traders in Each Category Total Traders: 96
6 10 5 15 7 8 17 20 33 13 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 3,275,905
Positions
212,464 834,359 40,919 1,275,235 384,781 207,665 516,254 851,671 436,064 202,755 194,472 69,726 314,823 256,249
Changes from: April 15, 2014 Total Change is: -127,944
-2,838 2,869 -8,088 -21,566 -26,335 2,851 21,023 -12,246 -98,725 -13,488 10,778 -5,808 -1,306 6,759
Percent of Open Interest Represented by Each Category of Trader
6.5 25.5 1.2 38.9 11.7 6.3 15.8 26.0 13.3 6.2 5.9 2.1 9.6 7.8
Number of Traders in Each Category Total Traders: 561
38 37 33 114 50 55 82 124 102 59 57 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 87,769
Positions
8,474 35,492 0 46,499 36,751 3,062 17,913 5,251 1,376 705 2,585 0 9,740 3,252
Changes from: April 15, 2014 Total Change is: -2,604
-1,634 640 -5 -73 -3,034 461 -517 624 -848 0 -7 0 12 -435
Percent of Open Interest Represented by Each Category of Trader
9.7 40.4 0.0 53.0 41.9 3.5 20.4 6.0 1.6 0.8 2.9 0.0 11.1 3.7
Number of Traders in Each Category Total Traders: 85
8 10 0 34 11 13 12 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 70,564
Positions
6,227 36,225 744 29,589 6,856 648 16,316 14,505 3,779 1,793 2,156 753 10,715 4,897
Changes from: April 15, 2014 Total Change is: -6,901
-768 -6,558 -243 -1,074 630 -148 -2,381 1,095 -1,681 -499 -45 -640 533 689
Percent of Open Interest Represented by Each Category of Trader
8.8 51.3 1.1 41.9 9.7 0.9 23.1 20.6 5.4 2.5 3.1 1.1 15.2 6.9
Number of Traders in Each Category Total Traders: 236
18 22 6 32 17 8 45 52 24 20 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 352,819
Positions
31,134 181,127 3,720 147,944 34,282 3,239 81,580 72,524 18,894 8,967 10,781 3,765 53,576 24,487
Changes from: April 15, 2014 Total Change is: -34,505
-3,838 -32,791 -1,217 -5,371 3,152 -739 -11,904 5,475 -8,405 -2,495 -223 -3,200 2,664 3,443
Percent of Open Interest Represented by Each Category of Trader
8.8 51.3 1.1 41.9 9.7 0.9 23.1 20.6 5.4 2.5 3.1 1.1 15.2 6.9
Number of Traders in Each Category Total Traders: 236
18 22 6 32 17 8 45 52 24 20 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 314,510
Positions
73,303 53,034 6,774 148,421 126,684 10,776 42,138 84,544 6,383 6,160 9,642 257 20,297 16,415
Changes from: April 15, 2014 Total Change is: -2,768
2,017 -618 746 1,874 -2,258 -107 -770 1,218 -3,287 -2,124 107 10 -1,126 1,422
Percent of Open Interest Represented by Each Category of Trader
23.3 16.9 2.2 47.2 40.3 3.4 13.4 26.9 2.0 2.0 3.1 0.1 6.5 5.2
Number of Traders in Each Category Total Traders: 246
22 12 4 54 40 26 31 59 19 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 61,878
Positions
3,212 16,432 119 32,582 216 134 10,779 14,535 0 5,509 19,377 0 9,543 11,065
Changes from: April 15, 2014 Total Change is: -711
271 104 0 38 0 -41 -388 -37 0 408 4 0 -999 -741
Percent of Open Interest Represented by Each Category of Trader
5.2 26.6 0.2 52.7 0.3 0.2 17.4 23.5 0.0 8.9 31.3 0.0 15.4 17.9
Number of Traders in Each Category Total Traders: 71
6 8 . 21 . . 12 8 0 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 102,004
Positions
16,402 2,487 1,281 19,680 1,174 35 30,170 3,162 1,280 20,604 3,991 62 12,490 88,532
Changes from: April 15, 2014 Total Change is: 2,707
-232 -2,289 1,091 920 -50 0 -1,134 698 249 -489 -239 62 2,240 3,185
Percent of Open Interest Represented by Each Category of Trader
16.1 2.4 1.3 19.3 1.2 0.0 29.6 3.1 1.3 20.2 3.9 0.1 12.2 86.8
Number of Traders in Each Category Total Traders: 76
19 5 4 7 . . 22 7 . 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 105,795
Positions
5,624 69,227 3,163 61,172 17,246 4,223 19,799 4,264 4,550 1,280 279 0 5,984 2,843
Changes from: April 15, 2014 Total Change is: -719
-849 -29 -33 2,983 -1,571 151 -2,901 346 -8 -215 0 0 153 425
Percent of Open Interest Represented by Each Category of Trader
5.3 65.4 3.0 57.8 16.3 4.0 18.7 4.0 4.3 1.2 0.3 0.0 5.7 2.7
Number of Traders in Each Category Total Traders: 95
7 9 . 32 18 14 18 6 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 264,625
Positions
21,522 98,861 3,660 96,592 60,350 44,277 57,244 40,395 2,840 21,737 8,146 208 16,545 5,888
Changes from: April 15, 2014 Total Change is: 270
-1,477 2,631 401 1,152 -7,802 -310 3,822 8,282 50 -1,453 1,021 -60 -1,855 -3,943
Percent of Open Interest Represented by Each Category of Trader
8.1 37.4 1.4 36.5 22.8 16.7 21.6 15.3 1.1 8.2 3.1 0.1 6.3 2.2
Number of Traders in Each Category Total Traders: 192
19 19 5 51 26 25 28 20 9 23 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 838,002
Positions
1,837 93,044 39,526 293,676 162,617 139,316 92,819 99,021 74,295 11,151 32,124 7,980 177,400 190,078
Changes from: April 15, 2014 Total Change is: -16,823
310 4,099 -1,607 9,907 -16,087 -52 -7,257 7,390 -3,695 -1,818 601 -639 -11,973 -6,833
Percent of Open Interest Represented by Each Category of Trader
0.2 11.1 4.7 35.0 19.4 16.6 11.1 11.8 8.9 1.3 3.8 1.0 21.2 22.7
Number of Traders in Each Category Total Traders: 177
. 23 16 31 37 41 38 25 42 5 16 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 490,519
Positions
21,347 76,007 811 277,070 36,061 71,517 17,142 203,764 1,209 7,042 19,362 0 94,382 81,788
Changes from: April 15, 2014 Total Change is: -1,990
-184 1,471 39 -1,286 2,600 1,222 1,500 3,853 31 12 29 0 -3,324 -11,235
Percent of Open Interest Represented by Each Category of Trader
4.4 15.5 0.2 56.5 7.4 14.6 3.5 41.5 0.2 1.4 3.9 0.0 19.2 16.7
Number of Traders in Each Category Total Traders: 86
. 9 . 38 11 24 4 16 10 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,150,820
Positions
40,382 132,550 21,693 287,471 360,601 82,869 440,711 160,800 105,449 26,874 122,562 41,223 104,147 123,072
Changes from: April 15, 2014 Total Change is: -12,500
14,336 -18,698 -8,779 -268 22,504 -3,465 -4,523 2,075 -6,146 -1,331 -2,019 730 -3,054 1,300
Percent of Open Interest Represented by Each Category of Trader
3.5 11.5 1.9 25.0 31.3 7.2 38.3 14.0 9.2 2.3 10.7 3.6 9.0 10.7
Number of Traders in Each Category Total Traders: 252
9 32 15 40 44 36 53 29 37 12 33 12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC (CONTRACTS OF $5,000,000)
CFTC Code #045L2T Open Interest is 73,405
Positions
18,931 14,885 13,018 0 755 871 15,738 19,049 24,597 0 0 0 250 230
Changes from: April 15, 2014 Total Change is: 1,908
330 1,264 1,165 0 105 421 -1,839 -2,752 1,655 0 0 0 176 50
Percent of Open Interest Represented by Each Category of Trader
25.8 20.3 17.7 0.0 1.0 1.2 21.4 26.0 33.5 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 33
9 6 9 0 . . 6 11 7 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 3,123,595
Positions
117,792 127,878 275,592 686,995 1,083,796 229,272 744,712 280,845 351,146 278,444 157,358 125,398 314,246 492,312
Changes from: April 15, 2014 Total Change is: -11,097
-4,064 -41,161 1,642 -33,911 47,161 -25,237 10,470 22,554 170 33,420 -26,548 16,554 -10,141 -6,233
Percent of Open Interest Represented by Each Category of Trader
3.8 4.1 8.8 22.0 34.7 7.3 23.8 9.0 11.2 8.9 5.0 4.0 10.1 15.8
Number of Traders in Each Category Total Traders: 375
26 38 54 39 78 60 55 67 87 21 51 30
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 2,369,213
Positions
174,455 142,088 110,240 762,869 781,095 207,134 550,693 346,977 196,948 130,567 174,935 36,226 200,081 373,571
Changes from: April 15, 2014 Total Change is: 40,868
9,794 -11,678 9,360 3,092 67,144 -18,205 47,705 -11,656 7,735 -1,759 -1,983 4,406 -21,262 -4,256
Percent of Open Interest Represented by Each Category of Trader
7.4 6.0 4.7 32.2 33.0 8.7 23.2 14.6 8.3 5.5 7.4 1.5 8.4 15.8
Number of Traders in Each Category Total Traders: 290
19 31 31 24 66 45 44 60 49 13 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 341,787
Positions
148,386 92,391 75,987 698 3,769 4,789 27,799 41,758 44,026 765 13,815 11,306 28,032 53,946
Changes from: April 15, 2014 Total Change is: 16,411
8,128 -547 1,640 -10 0 343 4,326 11,987 4,607 5 2,401 -573 -2,055 -3,447
Percent of Open Interest Represented by Each Category of Trader
43.4 27.0 22.2 0.2 1.1 1.4 8.1 12.2 12.9 0.2 4.0 3.3 8.2 15.8
Number of Traders in Each Category Total Traders: 80
18 22 34 . . . 9 15 16 . 7 5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,451,364
Positions
1,654,759 2,407,265 3,403,581 2,821,304 705,063 352,201 737,056 1,192,188 6,131,919 260,377 698,025 1,243,723 846,443 1,317,398
Changes from: April 15, 2014 Total Change is: 548,321
34,815 31,608 126,535 -3,928 50,920 -31,732 64,019 -4,299 249,673 14,817 14,905 92,184 1,939 18,527
Percent of Open Interest Represented by Each Category of Trader
9.5 13.8 19.5 16.2 4.0 2.0 4.2 6.8 35.1 1.5 4.0 7.1 4.9 7.5
Number of Traders in Each Category Total Traders: 298
24 65 83 10 27 25 40 86 105 10 29 33
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 51,396
Positions
38,813 1,158 0 4,990 15,311 4,844 2,261 21,289 429 38 8,223 0 21 142
Changes from: April 15, 2014 Total Change is: 1,139
1,783 150 0 0 -18 0 -809 733 243 0 45 0 -78 -14
Percent of Open Interest Represented by Each Category of Trader
75.5 2.3 0.0 9.7 29.8 9.4 4.4 41.4 0.8 0.1 16.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 45
9 . 0 4 9 . . 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 47,273
Positions
44,665 484 0 164 21,642 2,071 215 9,889 86 0 12,824 0 72 277
Changes from: April 15, 2014 Total Change is: 1,551
1,961 246 0 -8 27 -21 -465 1,125 86 0 78 0 -2 10
Percent of Open Interest Represented by Each Category of Trader
94.5 1.0 0.0 0.3 45.8 4.4 0.5 20.9 0.2 0.0 27.1 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 38
6 4 0 . 11 . . 8 . 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 50,893
Positions
9,851 7,898 1,052 7,662 4,467 223 9,360 31,323 2,140 11,733 1,386 6 8,866 2,398
Changes from: April 15, 2014 Total Change is: -2,149
0 -38 4 300 -168 80 -3,184 -1,584 171 -159 -127 -1 638 -488
Percent of Open Interest Represented by Each Category of Trader
19.4 15.5 2.1 15.1 8.8 0.4 18.4 61.5 4.2 23.1 2.7 0.0 17.4 4.7
Number of Traders in Each Category Total Traders: 149
6 . . 10 5 . 22 29 11 70 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 362,130
Positions
74,569 32,067 30,095 42,601 20,412 28,459 64,064 121,170 53,629 11,115 11,763 37,122 20,476 27,413
Changes from: April 15, 2014 Total Change is: -6,757
-4,150 -6,380 -8,861 4,780 -1,486 8,141 6,209 13,175 -7,167 1,959 1,412 -5,767 -1,901 176
Percent of Open Interest Represented by Each Category of Trader
20.6 8.9 8.3 11.8 5.6 7.9 17.7 33.5 14.8 3.1 3.2 10.3 5.7 7.6
Number of Traders in Each Category Total Traders: 185
19 14 21 9 14 12 36 50 52 13 16 23
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Traders in Financial Futures - Options and Futures Combined Positions as of April 22, 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 16,479
Positions
783 4,650 0 6,627 502 347 3,037 10,038 756 4,896 169 0 33 17
Changes from: April 15, 2014 Total Change is: -48
-5 0 0 28 425 -47 -19 -442 0 0 0 0 -5 16
Percent of Open Interest Represented by Each Category of Trader
4.8 28.2 0.0 40.2 3.0 2.1 18.4 60.9 4.6 29.7 1.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 24
. . 0 5 . . 6 . . 4 . 0
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Updated April 28, 2014