Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 136,107
Positions
25,270 22,635 4,541 13,708 7,187 450 28,820 52,017 11,357 17,507 1,532 2,525 31,930 33,864
Changes from: May 6, 2014 Total Change is: -4,313
-1,086 6,288 -522 157 -1,678 -143 -380 -5,606 -924 -914 -2,491 -324 -178 1,086
Percent of Open Interest Represented by Each Category of Trader
18.6 16.6 3.3 10.1 5.3 0.3 21.2 38.2 8.3 12.9 1.1 1.9 23.5 24.9
Number of Traders in Each Category Total Traders: 78
4 9 9 4 6 . 15 23 14 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 49,091
Positions
9,677 8,623 731 900 2,229 0 16,834 21,030 2,140 1,079 1,514 0 17,731 12,824
Changes from: May 6, 2014 Total Change is: -12,336
3,485 -11,197 -685 0 216 0 -9,138 -697 -405 466 -51 0 -6,059 484
Percent of Open Interest Represented by Each Category of Trader
19.7 17.6 1.5 1.8 4.5 0.0 34.3 42.8 4.4 2.2 3.1 0.0 36.1 26.1
Number of Traders in Each Category Total Traders: 43
8 . . . . 0 11 13 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 246,922
Positions
14,202 119,909 6,776 24,959 30,200 2,065 139,584 30,146 11,147 1,633 22,478 2,512 44,044 21,690
Changes from: May 6, 2014 Total Change is: -21,414
3,817 -1,029 -3,347 1,374 762 -133 -13,785 -4,876 -4,527 234 -1,957 -764 -4,283 -5,544
Percent of Open Interest Represented by Each Category of Trader
5.8 48.6 2.7 10.1 12.2 0.8 56.5 12.2 4.5 0.7 9.1 1.0 17.8 8.8
Number of Traders in Each Category Total Traders: 126
8 11 9 11 13 8 43 25 23 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 181,858
Positions
92,302 15,541 4,971 19,817 17,567 3,641 24,963 73,620 9,516 2,227 6,357 3,493 20,928 47,151
Changes from: May 6, 2014 Total Change is: -6,113
4,122 -2,029 -878 691 -214 -424 -1,757 1,337 -3,789 -916 547 -936 -2,225 273
Percent of Open Interest Represented by Each Category of Trader
50.8 8.5 2.7 10.9 9.7 2.0 13.7 40.5 5.2 1.2 3.5 1.9 11.5 25.9
Number of Traders in Each Category Total Traders: 125
10 9 7 9 15 9 21 41 24 7 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 315,844
Positions
65,727 26,252 16,178 44,011 67,190 7,613 68,139 57,475 27,288 24,550 32,735 10,344 51,995 70,768
Changes from: May 6, 2014 Total Change is: -6,494
20,023 -4,860 1,921 1,485 -8,444 883 -26,718 7,688 646 -5,677 -1,932 3,409 -2,465 -5,805
Percent of Open Interest Represented by Each Category of Trader
20.8 8.3 5.1 13.9 21.3 2.4 21.6 18.2 8.6 7.8 10.4 3.3 16.5 22.4
Number of Traders in Each Category Total Traders: 213
17 16 16 17 30 19 33 50 37 18 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 119,658
Positions
20,314 49,975 3,146 4,907 3,305 538 51,212 21,182 7,093 1,340 6,590 2,302 28,806 25,528
Changes from: May 6, 2014 Total Change is: -330
-1,230 9,456 -1,169 -303 -800 9 5,336 -4,342 -1,108 -751 -1,088 -986 -128 -301
Percent of Open Interest Represented by Each Category of Trader
17.0 41.8 2.6 4.1 2.8 0.4 42.8 17.7 5.9 1.1 5.5 1.9 24.1 21.3
Number of Traders in Each Category Total Traders: 79
. 13 6 4 6 . 20 21 18 . 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 36,658
Positions
16,698 21,969 6,227 2,008 0 0 4,720 3,878 2,350 1,984 0 2,184 487 49
Changes from: May 6, 2014 Total Change is: -131
-1,038 476 98 126 0 0 103 -244 141 436 0 0 3 -603
Percent of Open Interest Represented by Each Category of Trader
45.6 59.9 17.0 5.5 0.0 0.0 12.9 10.6 6.4 5.4 0.0 6.0 1.3 0.1
Number of Traders in Each Category Total Traders: 24
5 8 7 . 0 0 . 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 149,231
Positions
32,015 37,519 4,142 1,019 1,190 181 86,713 88,094 11,693 2,512 4,235 364 10,592 1,812
Changes from: May 6, 2014 Total Change is: 2,769
-14,013 572 3,841 791 -1,051 45 16,988 5,197 -7,184 335 831 364 1,602 154
Percent of Open Interest Represented by Each Category of Trader
21.5 25.1 2.8 0.7 0.8 0.1 58.1 59.0 7.8 1.7 2.8 0.2 7.1 1.2
Number of Traders in Each Category Total Traders: 120
11 10 . 5 . . 49 22 9 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 20,617
Positions
4,046 11,270 3,060 1,361 209 0 10,699 2,395 0 100 3,055 0 1,351 628
Changes from: May 6, 2014 Total Change is: 345
589 349 0 313 0 0 -734 -21 0 0 0 0 177 17
Percent of Open Interest Represented by Each Category of Trader
19.6 54.7 14.8 6.6 1.0 0.0 51.9 11.6 0.0 0.5 14.8 0.0 6.6 3.0
Number of Traders in Each Category Total Traders: 21
. 5 . . . 0 4 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 30,938
Positions
1,552 22,236 52 2,111 509 0 22,012 4,228 242 518 875 0 4,451 2,796
Changes from: May 6, 2014 Total Change is: -2,158
-522 -591 -52 426 0 0 -1,378 -240 38 -3 232 0 -667 -1,545
Percent of Open Interest Represented by Each Category of Trader
5.0 71.9 0.2 6.8 1.6 0.0 71.1 13.7 0.8 1.7 2.8 0.0 14.4 9.0
Number of Traders in Each Category Total Traders: 61
4 8 . 6 . 0 23 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 70,457
Positions
21,166 36,547 464 6,645 4,290 431 27,044 12,002 1,319 3,943 3,723 726 8,719 10,956
Changes from: May 6, 2014 Total Change is: 9,139
958 768 56 277 -213 35 6,859 4,233 128 -475 1,474 64 1,238 2,594
Percent of Open Interest Represented by Each Category of Trader
30.0 51.9 0.7 9.4 6.1 0.6 38.4 17.0 1.9 5.6 5.3 1.0 12.4 15.5
Number of Traders in Each Category Total Traders: 123
20 16 4 9 . . 31 18 8 10 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 140,914
Positions
42,333 73,094 928 13,290 8,579 861 54,089 24,004 2,638 7,886 7,447 1,452 17,437 21,911
Changes from: May 6, 2014 Total Change is: 18,279
1,916 1,536 112 554 -425 69 13,717 8,466 257 -950 2,948 128 2,476 5,189
Percent of Open Interest Represented by Each Category of Trader
30.0 51.9 0.7 9.4 6.1 0.6 38.4 17.0 1.9 5.6 5.3 1.0 12.4 15.5
Number of Traders in Each Category Total Traders: 123
20 16 4 9 . . 31 18 8 10 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 891,505
Positions
42,076 202,876 34,679 305,229 95,727 52,623 101,263 181,623 150,824 53,106 47,833 28,094 123,611 97,226
Changes from: May 6, 2014 Total Change is: 43,787
-832 7,784 1,382 5,097 -2,927 2,250 6,254 2,544 18,391 -533 2,073 2,371 9,407 9,919
Percent of Open Interest Represented by Each Category of Trader
4.7 22.8 3.9 34.2 10.7 5.9 11.4 20.4 16.9 6.0 5.4 3.2 13.9 10.9
Number of Traders in Each Category Total Traders: 631
35 45 44 124 51 63 93 136 118 80 67 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 192,323
Positions
18,780 56,268 3,277 47,336 21,235 3,134 9,715 14,500 34,574 12,861 6,400 10,477 52,170 42,459
Changes from: May 6, 2014 Total Change is: 12,808
554 405 -183 2,342 -522 213 2,664 -1,471 7,122 -810 327 538 368 6,380
Percent of Open Interest Represented by Each Category of Trader
9.8 29.3 1.7 24.6 11.0 1.6 5.1 7.5 18.0 6.7 3.3 5.4 27.1 22.1
Number of Traders in Each Category Total Traders: 102
6 10 6 17 7 9 19 19 33 16 8 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 3,495,908
Positions
223,666 840,230 49,820 1,297,024 380,017 239,888 535,299 913,174 503,693 212,100 218,037 77,213 357,205 273,836
Changes from: May 6, 2014 Total Change is: 154,897
-5,631 38,193 6,525 14,087 -11,711 9,873 21,851 23,973 52,448 2,303 9,655 8,246 45,195 17,695
Percent of Open Interest Represented by Each Category of Trader
6.4 24.0 1.4 37.1 10.9 6.9 15.3 26.1 14.4 6.1 6.2 2.2 10.2 7.8
Number of Traders in Each Category Total Traders: 596
37 41 37 117 49 59 89 133 114 70 60 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 91,666
Positions
8,139 38,979 16 47,552 37,481 2,313 21,055 5,957 876 721 2,571 0 10,994 3,473
Changes from: May 6, 2014 Total Change is: 3,340
-1,574 3,812 0 1,310 -1,164 226 1,372 1,142 -10 14 -7 0 2,002 -659
Percent of Open Interest Represented by Each Category of Trader
8.9 42.5 0.0 51.9 40.9 2.5 23.0 6.5 1.0 0.8 2.8 0.0 12.0 3.8
Number of Traders in Each Category Total Traders: 87
7 11 . 35 10 15 13 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 98,619
Positions
6,764 34,222 10,652 31,259 8,140 954 16,832 15,059 12,672 2,300 2,460 932 16,254 13,528
Changes from: May 6, 2014 Total Change is: 5,827
702 294 993 184 -377 26 556 1,039 1,621 -76 652 -7 1,828 1,585
Percent of Open Interest Represented by Each Category of Trader
6.9 34.7 10.8 31.7 8.3 1.0 17.1 15.3 12.8 2.3 2.5 0.9 16.5 13.7
Number of Traders in Each Category Total Traders: 244
18 25 13 32 19 13 56 49 24 20 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 20,996
Positions
10,109 8,527 0 3,635 0 0 4,598 3,792 0 513 0 0 2,141 8,677
Changes from: May 6, 2014 Total Change is: 2,727
882 1,248 0 -1 0 0 1,788 -241 0 0 0 0 58 1,720
Percent of Open Interest Represented by Each Category of Trader
48.1 40.6 0.0 17.3 0.0 0.0 21.9 18.1 0.0 2.4 0.0 0.0 10.2 41.3
Number of Traders in Each Category Total Traders: 20
8 4 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 388,113
Positions
32,499 177,698 4,034 138,966 41,545 3,924 101,895 97,060 22,635 8,933 12,301 4,660 70,566 24,256
Changes from: May 6, 2014 Total Change is: 15,504
4,018 151 48 1,368 -1,441 -313 1,348 13,908 594 -378 3,261 -34 8,853 -670
Percent of Open Interest Represented by Each Category of Trader
8.4 45.8 1.0 35.8 10.7 1.0 26.3 25.0 5.8 2.3 3.2 1.2 18.2 6.2
Number of Traders in Each Category Total Traders: 243
18 25 7 31 20 13 58 47 23 19 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 317,959
Positions
100,111 36,660 6,310 103,108 132,472 27,101 41,406 83,775 8,093 9,736 9,079 590 21,503 13,878
Changes from: May 6, 2014 Total Change is: 2,731
9,438 -1,609 1,609 -17,294 203 9,079 -1,035 -1,908 -1,798 1,346 -1,093 68 1,318 -1,821
Percent of Open Interest Represented by Each Category of Trader
31.5 11.5 2.0 32.4 41.7 8.5 13.0 26.3 2.5 3.1 2.9 0.2 6.8 4.4
Number of Traders in Each Category Total Traders: 251
23 13 4 48 44 27 32 57 19 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 60,157
Positions
2,982 16,586 119 32,441 216 165 6,464 14,676 356 6,810 19,234 0 10,820 8,805
Changes from: May 6, 2014 Total Change is: -531
697 39 0 886 0 21 -4,584 -73 249 1,427 84 0 773 -851
Percent of Open Interest Represented by Each Category of Trader
5.0 27.6 0.2 53.9 0.4 0.3 10.7 24.4 0.6 11.3 32.0 0.0 18.0 14.6
Number of Traders in Each Category Total Traders: 73
7 8 . 20 . . 13 7 . 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 111,042
Positions
16,953 5,104 1,532 21,634 1,119 35 36,087 4,480 3,399 20,296 6,068 0 11,106 89,305
Changes from: May 6, 2014 Total Change is: 2,347
-3,136 1,907 244 405 -60 -13 3,785 106 1,630 -322 1,489 0 -246 -2,956
Percent of Open Interest Represented by Each Category of Trader
15.3 4.6 1.4 19.5 1.0 0.0 32.5 4.0 3.1 18.3 5.5 0.0 10.0 80.4
Number of Traders in Each Category Total Traders: 86
16 7 4 9 . . 24 12 9 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 110,469
Positions
7,587 69,854 2,717 65,672 17,387 4,802 15,759 5,777 6,515 867 279 0 6,550 3,138
Changes from: May 6, 2014 Total Change is: 1,482
-579 2,015 -430 3,137 -641 -202 -457 170 43 -369 0 0 339 527
Percent of Open Interest Represented by Each Category of Trader
6.9 63.2 2.5 59.4 15.7 4.3 14.3 5.2 5.9 0.8 0.3 0.0 5.9 2.8
Number of Traders in Each Category Total Traders: 93
7 9 . 33 19 14 15 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 289,408
Positions
21,540 113,805 4,451 107,399 43,687 49,398 67,681 55,345 2,937 15,159 9,558 226 20,617 10,001
Changes from: May 6, 2014 Total Change is: 17,406
1,505 9,304 516 5,988 -13,573 2,970 4,155 15,655 -527 121 536 18 2,660 2,507
Percent of Open Interest Represented by Each Category of Trader
7.4 39.3 1.5 37.1 15.1 17.1 23.4 19.1 1.0 5.2 3.3 0.1 7.1 3.5
Number of Traders in Each Category Total Traders: 203
20 21 6 56 24 26 32 22 11 21 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 857,857
Positions
1,417 115,644 27,946 293,083 168,538 133,187 111,355 96,483 75,960 17,661 32,795 5,653 191,596 201,651
Changes from: May 6, 2014 Total Change is: 10,732
-1,744 21,206 1,722 -2,480 -10,489 1,808 842 -1,154 6,267 1,433 -640 -2,619 5,504 -5,369
Percent of Open Interest Represented by Each Category of Trader
0.2 13.5 3.3 34.2 19.6 15.5 13.0 11.2 8.9 2.1 3.8 0.7 22.3 23.5
Number of Traders in Each Category Total Traders: 175
4 23 19 34 35 40 31 30 43 9 9 8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 490,764
Positions
21,726 81,794 1,637 262,946 27,488 76,193 19,371 196,103 2,711 7,389 18,165 3 98,788 86,670
Changes from: May 6, 2014 Total Change is: 6,263
6 7,809 831 -712 -10,181 4,074 -1,148 14,809 1,722 32 -7,691 3 1,455 -5,113
Percent of Open Interest Represented by Each Category of Trader
4.4 16.7 0.3 53.6 5.6 15.5 3.9 40.0 0.6 1.5 3.7 0.0 20.1 17.7
Number of Traders in Each Category Total Traders: 82
. 10 6 34 13 23 . 14 9 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 1,208,014
Positions
41,115 139,515 29,458 236,674 370,159 96,598 505,133 179,427 111,943 32,925 103,698 42,617 111,551 134,599
Changes from: May 6, 2014 Total Change is: 13,947
-4,921 5,566 10,837 -38,858 -10,175 2,787 30,302 120 3,731 10,214 4,096 1,047 -1,192 -4,062
Percent of Open Interest Represented by Each Category of Trader
3.4 11.5 2.4 19.6 30.6 8.0 41.8 14.9 9.3 2.7 8.6 3.5 9.2 11.1
Number of Traders in Each Category Total Traders: 247
11 32 16 38 48 30 56 24 37 12 26 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 70,261
Positions
6,663 22,145 12,797 0 1,188 1,746 36,053 19,205 13,002 0 0 0 0 178
Changes from: May 6, 2014 Total Change is: 4,085
-348 2,140 445 0 -242 550 3,217 853 321 0 0 0 -100 18
Percent of Open Interest Represented by Each Category of Trader
9.5 31.5 18.2 0.0 1.7 2.5 51.3 27.3 18.5 0.0 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 34
5 9 9 0 . . 4 14 9 0 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 3,319,788
Positions
98,572 219,600 236,846 853,084 1,185,810 273,320 822,290 236,519 351,268 234,309 160,808 134,755 315,344 520,863
Changes from: May 6, 2014 Total Change is: 157,520
-25,304 42,526 -2,655 93,201 52,274 18,021 16,461 -15,590 38,821 -5,494 -1,475 25,446 -977 152
Percent of Open Interest Represented by Each Category of Trader
3.0 6.6 7.1 25.7 35.7 8.2 24.8 7.1 10.6 7.1 4.8 4.1 9.5 15.7
Number of Traders in Each Category Total Traders: 388
20 46 54 43 80 68 71 57 90 22 49 30
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 2,396,453
Positions
136,808 157,391 97,997 869,223 857,403 221,844 513,794 259,488 175,718 108,995 191,074 43,466 228,608 392,070
Changes from: May 6, 2014 Total Change is: 83,731
-39,556 8,841 7,451 -25,445 64,015 9,367 96,112 -43,671 24,256 -5,890 -5,222 5,874 11,562 12,820
Percent of Open Interest Represented by Each Category of Trader
5.7 6.6 4.1 36.3 35.8 9.3 21.4 10.8 7.3 4.5 8.0 1.8 9.5 16.4
Number of Traders in Each Category Total Traders: 290
10 36 32 30 65 49 46 59 54 11 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 340,927
Positions
146,503 96,461 73,714 0 3,393 7,476 21,555 31,082 48,355 1,061 14,034 12,428 29,835 53,984
Changes from: May 6, 2014 Total Change is: 15,402
6,248 8,631 1,730 0 10 1,208 3,618 4,347 -933 134 -805 2,560 836 -1,347
Percent of Open Interest Represented by Each Category of Trader
43.0 28.3 21.6 0.0 1.0 2.2 6.3 9.1 14.2 0.3 4.1 3.6 8.8 15.8
Number of Traders in Each Category Total Traders: 77
13 27 31 0 . . 11 12 14 . 7 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 is17,624,251
Positions
2,051,154 2,399,211 3,460,306 2,839,852 712,642 366,684 616,856 1,479,458 6,083,460 312,065 719,273 1,036,387 857,487 1,366,830
Changes from: May 6, 2014 Total Change is: -92,810
118,938 9,567 41,859 28,167 -35,659 -20,860 -14,916 152,805 -152,838 21,365 2,123 -133,875 19,351 44,069
Percent of Open Interest Represented by Each Category of Trader
11.6 13.6 19.6 16.1 4.0 2.1 3.5 8.4 34.5 1.8 4.1 5.9 4.9 7.8
Number of Traders in Each Category Total Traders: 311
28 63 85 10 26 26 44 90 110 10 32 33
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 56,344
Positions
41,745 898 0 4,921 18,562 4,872 4,345 23,057 375 0 8,463 0 86 117
Changes from: May 6, 2014 Total Change is: 3,418
1,208 -4 0 -75 3,339 0 2,253 143 0 0 -30 0 32 -30
Percent of Open Interest Represented by Each Category of Trader
74.1 1.6 0.0 8.7 32.9 8.6 7.7 40.9 0.7 0.0 15.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 40
9 . 0 4 8 . . 7 . 0 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 44,771
Positions
42,108 1,603 0 150 17,001 2,054 341 10,839 0 0 12,915 0 118 359
Changes from: May 6, 2014 Total Change is: -1,080
-1,279 -1,539 0 -7 0 0 129 481 0 0 73 0 77 -95
Percent of Open Interest Represented by Each Category of Trader
94.1 3.6 0.0 0.3 38.0 4.6 0.8 24.2 0.0 0.0 28.8 0.0 0.3 0.8
Number of Traders in Each Category Total Traders: 39
7 . 0 . 12 . . 8 0 0 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 51,150
Positions
10,389 6,581 991 6,269 2,389 369 8,462 33,321 2,899 13,467 1,204 4 8,299 3,392
Changes from: May 6, 2014 Total Change is: -9,366
527 -258 26 -268 -2,191 -21 -4,678 -5,226 -911 -2,314 -1,167 1 -1,729 380
Percent of Open Interest Represented by Each Category of Trader
20.3 12.9 1.9 12.3 4.7 0.7 16.5 65.1 5.7 26.3 2.4 0.0 16.2 6.6
Number of Traders in Each Category Total Traders: 140
7 . . 9 6 . 20 25 14 61 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 419,669
Positions
100,991 28,608 39,828 61,151 27,539 25,299 71,833 174,652 53,000 10,001 11,920 29,130 28,436 29,693
Changes from: May 6, 2014 Total Change is: 27,821
7,134 1,846 2,152 4,296 2,747 -1,447 21,619 24,807 3,132 -3,689 399 15 -5,391 -5,830
Percent of Open Interest Represented by Each Category of Trader
24.1 6.8 9.5 14.6 6.6 6.0 17.1 41.6 12.6 2.4 2.8 6.9 6.8 7.1
Number of Traders in Each Category Total Traders: 195
21 10 22 8 16 12 38 55 56 18 18 23
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Traders in Financial Futures - Options and Futures Combined Positions as of May 13, 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 16,363
Positions
781 7,550 0 6,883 77 310 6,805 7,653 756 762 0 0 66 17
Changes from: May 6, 2014 Total Change is: -540
11 0 0 317 0 -39 -202 -501 0 -625 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
4.8 46.1 0.0 42.1 0.5 1.9 41.6 46.8 4.6 4.7 0.0 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 8 . . . 0 0
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Updated May 16, 2014