Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 117,809 Positions 8,278 7,728 11,236 19,291 4,286 828 19,296 35,900 14,742 12,835 4,057 2,716 28,586 36,316 Changes from: September 23, 2014 Total Change is: 17,918 905 -2,077 3,860 2,901 741 107 5,042 10,592 2,146 969 1,161 31 1,957 1,356 Percent of Open Interest Represented by Each Category of Trader 7.0 6.6 9.5 16.4 3.6 0.7 16.4 30.5 12.5 10.9 3.4 2.3 24.3 30.8 Number of Traders in Each Category Total Traders: 85 . 5 7 7 5 . 19 26 17 11 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 64,938 Positions 35,096 4,396 2,306 610 3,277 443 13,755 23,965 4,623 503 0 0 7,602 25,928 Changes from: September 23, 2014 Total Change is: 7,537 1,533 1,380 839 -443 269 439 4,098 3,031 1,447 0 -3 0 -377 134 Percent of Open Interest Represented by Each Category of Trader 54.0 6.8 3.6 0.9 5.0 0.7 21.2 36.9 7.1 0.8 0.0 0.0 11.7 39.9 Number of Traders in Each Category Total Traders: 46 7 . 4 . 5 . 15 15 11 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 180,653 Positions 9,412 18,430 9,868 12,887 36,110 3,989 73,468 23,308 34,252 3,865 16,124 8,037 24,876 30,535 Changes from: September 23, 2014 Total Change is: 1,341 -3,928 4,344 -539 1,149 1,618 -262 -761 -6,544 3,972 -854 2,230 1,482 1,081 -4,961 Percent of Open Interest Represented by Each Category of Trader 5.2 10.2 5.5 7.1 20.0 2.2 40.7 12.9 19.0 2.1 8.9 4.4 13.8 16.9 Number of Traders in Each Category Total Traders: 114 4 11 8 5 17 7 31 23 28 6 17 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 295,897 Positions 149,179 10,741 9,011 31,952 33,384 1,633 37,720 130,238 31,530 8,175 9,265 8,554 18,143 61,543 Changes from: September 23, 2014 Total Change is: 22,496 13,670 3,092 1,866 -665 5,002 47 4,987 5,183 3,209 158 4,784 774 -1,548 -1,460 Percent of Open Interest Represented by Each Category of Trader 50.4 3.6 3.0 10.8 11.3 0.6 12.7 44.0 10.7 2.8 3.1 2.9 6.1 20.8 Number of Traders in Each Category Total Traders: 150 13 9 7 10 21 6 19 55 27 6 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 551,194 Positions 209,777 35,998 32,998 42,670 84,967 12,263 64,239 159,634 84,022 41,002 28,847 17,584 46,641 94,882 Changes from: September 23, 2014 Total Change is: 42,169 7,178 14,219 7,416 -911 4,302 2,389 3,320 -10,556 17,580 -3,476 53 4,440 4,233 2,326 Percent of Open Interest Represented by Each Category of Trader 38.1 6.5 6.0 7.7 15.4 2.2 11.7 29.0 15.2 7.4 5.2 3.2 8.5 17.2 Number of Traders in Each Category Total Traders: 255 19 14 12 15 29 19 37 59 40 32 50 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 163,968 Positions 50,625 16,880 11,310 1,415 13,297 4,311 45,797 32,753 19,947 4,153 23,423 3,282 23,128 38,765 Changes from: September 23, 2014 Total Change is: 16,258 17,312 -1,486 2,546 -58 994 597 -8,649 4,301 3,685 3,140 1,771 -148 -2,168 3,998 Percent of Open Interest Represented by Each Category of Trader 30.9 10.3 6.9 0.9 8.1 2.6 27.9 20.0 12.2 2.5 14.3 2.0 14.1 23.6 Number of Traders in Each Category Total Traders: 102 10 6 7 . 12 7 22 35 18 6 10 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 35,957 Positions 21,535 20,874 3,164 0 2,442 0 7,962 5,776 1,228 655 871 973 441 629 Changes from: September 23, 2014 Total Change is: 3,027 2,457 1,366 -215 0 495 0 391 1,183 0 298 0 0 97 198 Percent of Open Interest Represented by Each Category of Trader 59.9 58.1 8.8 0.0 6.8 0.0 22.1 16.1 3.4 1.8 2.4 2.7 1.2 1.7 Number of Traders in Each Category Total Traders: 25 5 9 7 0 . 0 . . . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 148,964 Positions 40,734 53,370 18 52,387 590 0 47,184 83,012 2,141 2,365 3,944 0 4,136 5,889 Changes from: September 23, 2014 Total Change is: -2,595 7,973 -9,309 -4 -323 -21 0 -9,407 4,751 229 37 -435 0 -1,100 2,194 Percent of Open Interest Represented by Each Category of Trader 27.3 35.8 0.0 35.2 0.4 0.0 31.7 55.7 1.4 1.6 2.6 0.0 2.8 4.0 Number of Traders in Each Category Total Traders: 109 5 13 . 5 . 0 16 50 7 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 63,322 Positions 19,329 41,551 6,326 2,990 0 0 1,910 5,370 3,271 22,565 100 6,025 906 679 Changes from: September 23, 2014 Total Change is: 2,522 8,029 -330 80 -371 0 0 -5,190 3,195 -643 752 100 0 -135 120 Percent of Open Interest Represented by Each Category of Trader 30.5 65.6 10.0 4.7 0.0 0.0 3.0 8.5 5.2 35.6 0.2 9.5 1.4 1.1 Number of Traders in Each Category Total Traders: 27 5 5 4 . 0 0 . 6 4 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 18,240 Positions 3,082 2,589 7 1,388 0 0 10,205 9,249 427 748 1,379 0 2,383 4,589 Changes from: September 23, 2014 Total Change is: 2,074 828 -1,014 6 -125 0 0 1,026 1,798 231 252 623 0 -144 430 Percent of Open Interest Represented by Each Category of Trader 16.9 14.2 0.0 7.6 0.0 0.0 55.9 50.7 2.3 4.1 7.6 0.0 13.1 25.2 Number of Traders in Each Category Total Traders: 64 5 7 . . 0 0 16 22 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 70,996 Positions 22,147 44,380 675 4,913 2,733 178 28,912 7,206 2,373 2,987 4,337 502 8,308 8,612 Changes from: September 23, 2014 Total Change is: 1,604 816 3,429 -38 118 49 21 438 -976 -72 -95 -1,873 21 396 1,043 Percent of Open Interest Represented by Each Category of Trader 31.2 62.5 1.0 6.9 3.8 0.3 40.7 10.2 3.3 4.2 6.1 0.7 11.7 12.1 Number of Traders in Each Category Total Traders: 115 14 18 4 9 . 4 34 16 9 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 141,991 Positions 44,293 88,759 1,350 9,825 5,465 356 57,825 14,412 4,747 5,975 8,673 1,004 16,616 17,224 Changes from: September 23, 2014 Total Change is: 3,207 1,631 6,858 -76 235 98 42 876 -1,952 -145 -189 -3,745 41 792 2,087 Percent of Open Interest Represented by Each Category of Trader 31.2 62.5 1.0 6.9 3.8 0.3 40.7 10.2 3.3 4.2 6.1 0.7 11.7 12.1 Number of Traders in Each Category Total Traders: 115 14 18 4 9 . 4 34 16 9 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 854,362 Positions 40,338 183,043 20,019 324,892 121,818 56,688 93,858 182,271 141,853 43,070 43,688 29,818 103,824 75,163 Changes from: September 23, 2014 Total Change is: 601 -2,937 -4,169 1,060 -6,574 2,518 1,830 3,320 203 138 -487 -2,942 742 3,509 1,221 Percent of Open Interest Represented by Each Category of Trader 4.7 21.4 2.3 38.0 14.3 6.6 11.0 21.3 16.6 5.0 5.1 3.5 12.2 8.8 Number of Traders in Each Category Total Traders: 627 34 39 36 122 60 82 81 141 110 92 58 70 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 180,462 Positions 7,358 62,941 4,212 56,914 29,781 3,433 4,475 6,488 32,236 11,180 7,531 11,490 49,165 22,351 Changes from: September 23, 2014 Total Change is: 1,308 2,030 1,747 -1,768 104 14 -66 -1,879 527 500 75 -274 449 1,864 179 Percent of Open Interest Represented by Each Category of Trader 4.1 34.9 2.3 31.5 16.5 1.9 2.5 3.6 17.9 6.2 4.2 6.4 27.2 12.4 Number of Traders in Each Category Total Traders: 97 5 11 6 17 8 10 13 20 30 13 10 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 3,369,497 Positions 197,350 632,958 46,589 1,355,348 475,644 250,814 459,915 891,912 535,091 159,777 181,111 91,319 273,296 264,060 Changes from: September 23, 2014 Total Change is: -3,534 -13,997 -18,745 3,306 -34,138 11,770 10,228 17,413 -10,204 6,773 -2,945 -13,474 1,599 8,227 5,212 Percent of Open Interest Represented by Each Category of Trader 5.9 18.8 1.4 40.2 14.1 7.4 13.6 26.5 15.9 4.7 5.4 2.7 8.1 7.8 Number of Traders in Each Category Total Traders: 600 38 35 32 118 58 77 78 136 104 84 53 61 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 98,940 Positions 12,658 34,407 150 44,406 43,434 1,914 21,591 12,822 1,947 1,007 401 0 15,268 3,865 Changes from: September 23, 2014 Total Change is: 3,736 4,779 -571 -22 -34 2,077 33 -5,140 370 1,206 -147 0 0 3,062 643 Percent of Open Interest Represented by Each Category of Trader 12.8 34.8 0.2 44.9 43.9 1.9 21.8 13.0 2.0 1.0 0.4 0.0 15.4 3.9 Number of Traders in Each Category Total Traders: 95 8 11 . 33 10 13 20 9 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 78,993 Positions 3,110 49,044 1,038 36,621 6,086 817 24,784 9,245 2,843 1,774 3,710 813 7,192 5,395 Changes from: September 23, 2014 Total Change is: 635 -930 614 201 -1,085 118 -139 1,658 -331 175 -569 -163 101 1,221 58 Percent of Open Interest Represented by Each Category of Trader 3.9 62.1 1.3 46.4 7.7 1.0 31.4 11.7 3.6 2.2 4.7 1.0 9.1 6.8 Number of Traders in Each Category Total Traders: 253 17 24 5 30 18 14 66 48 22 16 34 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 394,966 Positions 15,552 245,222 5,192 183,104 30,432 4,084 123,920 46,223 14,216 8,870 18,552 4,067 35,960 26,977 Changes from: September 23, 2014 Total Change is: 3,173 -4,648 3,069 1,007 -5,424 591 -693 8,289 -1,656 875 -2,846 -817 505 6,107 292 Percent of Open Interest Represented by Each Category of Trader 3.9 62.1 1.3 46.4 7.7 1.0 31.4 11.7 3.6 2.2 4.7 1.0 9.1 6.8 Number of Traders in Each Category Total Traders: 253 17 24 5 30 18 14 66 48 22 16 34 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 402,145 Positions 130,464 25,288 23,122 124,144 150,952 17,941 67,860 142,844 11,653 7,084 10,926 209 19,668 19,210 Changes from: September 23, 2014 Total Change is: 3,928 9,175 -3,656 588 -6,001 1,751 709 -4,272 623 4,020 -413 -156 14 107 35 Percent of Open Interest Represented by Each Category of Trader 32.4 6.3 5.7 30.9 37.5 4.5 16.9 35.5 2.9 1.8 2.7 0.1 4.9 4.8 Number of Traders in Each Category Total Traders: 256 22 7 . 52 47 29 29 64 19 13 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 63,635 Positions 2,778 24,230 200 31,184 0 46 13,206 17,684 271 4,275 920 0 11,675 20,284 Changes from: September 23, 2014 Total Change is: -856 91 -236 0 -357 0 6 -1,335 -1,173 221 -49 -433 0 567 759 Percent of Open Interest Represented by Each Category of Trader 4.4 38.1 0.3 49.0 0.0 0.1 20.8 27.8 0.4 6.7 1.4 0.0 18.3 31.9 Number of Traders in Each Category Total Traders: 65 5 8 . 22 0 . 10 12 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 104,548 Positions 40,398 14,818 1,387 9,448 1,761 1,053 35,753 8,935 590 4,662 500 0 11,257 75,504 Changes from: September 23, 2014 Total Change is: 2,145 1,739 -1,039 468 -635 137 33 -1,741 2,518 -259 999 500 0 1,541 -213 Percent of Open Interest Represented by Each Category of Trader 38.6 14.2 1.3 9.0 1.7 1.0 34.2 8.5 0.6 4.5 0.5 0.0 10.8 72.2 Number of Traders in Each Category Total Traders: 85 17 8 . 8 . 4 29 11 5 9 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 114,883 Positions 7,316 74,865 700 64,105 23,736 5,336 26,297 3,781 3,807 1,486 521 0 5,836 2,137 Changes from: September 23, 2014 Total Change is: 683 724 69 290 -2,171 1,607 -64 1,030 -554 405 124 0 0 345 -1,070 Percent of Open Interest Represented by Each Category of Trader 6.4 65.2 0.6 55.8 20.7 4.6 22.9 3.3 3.3 1.3 0.5 0.0 5.1 1.9 Number of Traders in Each Category Total Traders: 93 7 12 . 36 13 14 16 . 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 344,123 Positions 25,249 186,221 3,974 120,353 31,102 53,710 96,429 48,779 2,047 21,701 9,716 493 20,167 8,081 Changes from: September 23, 2014 Total Change is: -6,051 -7,532 -16,668 296 -9,027 -3,465 6,160 459 4,343 -276 526 347 239 3,104 2,973 Percent of Open Interest Represented by Each Category of Trader 7.3 54.1 1.2 35.0 9.0 15.6 28.0 14.2 0.6 6.3 2.8 0.1 5.9 2.3 Number of Traders in Each Category Total Traders: 214 16 24 6 62 22 31 38 13 8 26 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 949,705 Positions 6,344 68,623 23,434 385,247 195,841 139,991 133,244 203,594 61,390 20,922 62,668 10,521 168,612 183,643 Changes from: September 23, 2014 Total Change is: -18,377 -9,777 -15,502 -10,507 31,187 15,770 -5,812 -2,932 17,618 -14,730 -1 -7,980 -569 -5,234 3,335 Percent of Open Interest Represented by Each Category of Trader 0.7 7.2 2.5 40.6 20.6 14.7 14.0 21.4 6.5 2.2 6.6 1.1 17.8 19.3 Number of Traders in Each Category Total Traders: 189 5 17 13 33 40 44 35 33 38 10 16 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 520,723 Positions 28,101 64,548 843 252,107 36,968 88,920 25,802 208,759 8,360 5,410 13,024 60 111,120 99,241 Changes from: September 23, 2014 Total Change is: 13,575 -733 68 -1,018 7,591 959 2,084 1,088 8,711 573 -1,664 258 0 5,654 1,940 Percent of Open Interest Represented by Each Category of Trader 5.4 12.4 0.2 48.4 7.1 17.1 5.0 40.1 1.6 1.0 2.5 0.0 21.3 19.1 Number of Traders in Each Category Total Traders: 82 . 7 . 37 10 23 7 13 10 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,670,737 Positions 107,092 196,690 8,974 281,224 515,466 82,938 869,564 472,081 52,599 143,713 169,394 20,315 104,318 152,280 Changes from: September 23, 2014 Total Change is: -78,575 -17,562 -31,684 -1,882 16,521 12,407 -2,416 -39,524 -40,787 -11,644 -18,726 1,057 -1,206 -2,135 -2,418 Percent of Open Interest Represented by Each Category of Trader 6.4 11.8 0.5 16.8 30.9 5.0 52.0 28.3 3.1 8.6 10.1 1.2 6.2 9.1 Number of Traders in Each Category Total Traders: 267 14 25 7 35 53 35 47 37 30 17 39 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,239,218 Positions 88,344 185,335 161,939 1,052,876 814,400 384,703 493,318 546,892 276,480 361,783 212,743 124,416 295,358 532,310 Changes from: September 23, 2014 Total Change is: 9,248 12,388 -19,234 -31,704 91,602 -28,253 28,035 -31,239 52,028 -49,557 -32,775 53,065 9,405 13,093 -4,537 Percent of Open Interest Represented by Each Category of Trader 2.7 5.7 5.0 32.5 25.1 11.9 15.2 16.9 8.5 11.2 6.6 3.8 9.1 16.4 Number of Traders in Each Category Total Traders: 370 19 35 38 38 78 67 48 68 80 22 62 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,326,286 Positions 231,912 135,566 84,716 460,519 687,315 341,800 607,921 282,776 156,572 161,681 197,521 49,103 232,062 390,918 Changes from: September 23, 2014 Total Change is: -98,987 -46,634 14,470 -43,405 126,919 -37,729 9,211 -29,123 -24,449 -34,861 -80,033 9,425 -5,744 4,684 14,096 Percent of Open Interest Represented by Each Category of Trader 10.0 5.8 3.6 19.8 29.5 14.7 26.1 12.2 6.7 7.0 8.5 2.1 10.0 16.8 Number of Traders in Each Category Total Traders: 307 17 31 28 41 57 51 47 60 51 12 42 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 603,617 Positions 235,357 123,806 172,284 0 4,824 7,934 8,797 97,257 85,791 18,169 13,640 37,610 37,675 60,470 Changes from: September 23, 2014 Total Change is: 17,327 -5,170 2,633 10,034 0 -16 1,312 -1,489 -8,004 7,732 2,805 570 2,178 -76 888 Percent of Open Interest Represented by Each Category of Trader 39.0 20.5 28.5 0.0 0.8 1.3 1.5 16.1 14.2 3.0 2.3 6.2 6.2 10.0 Number of Traders in Each Category Total Traders: 95 10 30 32 0 . . 7 28 24 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is21,084,117 Positions 2,610,903 1,421,178 4,088,762 1,350,402 1,048,102 675,187 1,385,336 2,088,647 7,744,905 549,454 772,901 1,851,392 827,777 1,393,043 Changes from: September 23, 2014 Total Change is: 536,518 219,065 -195,720 190,521 -867,310 -61,183 54,711 126,812 -114,805 495,270 94,871 -53,745 206,195 16,383 15,274 Percent of Open Interest Represented by Each Category of Trader 12.4 6.7 19.4 6.4 5.0 3.2 6.6 9.9 36.7 2.6 3.7 8.8 3.9 6.6 Number of Traders in Each Category Total Traders: 346 32 58 88 9 33 31 46 94 119 14 50 48 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 51,427 Positions 36,187 4,539 0 7,354 14,204 4,915 2,305 18,978 201 315 8,341 0 150 249 Changes from: September 23, 2014 Total Change is: -97 -1,140 -22 0 332 -1,023 0 905 937 -8 -210 14 0 24 5 Percent of Open Interest Represented by Each Category of Trader 70.4 8.8 0.0 14.3 27.6 9.6 4.5 36.9 0.4 0.6 16.2 0.0 0.3 0.5 Number of Traders in Each Category Total Traders: 46 5 7 0 . 10 . 5 8 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 46,220 Positions 37,481 8,134 0 0 12,202 1,332 3,865 10,094 3,233 135 10,912 0 174 313 Changes from: September 23, 2014 Total Change is: 1,014 3,112 -223 0 0 221 -46 -1,421 336 -50 -614 780 0 33 -4 Percent of Open Interest Represented by Each Category of Trader 81.1 17.6 0.0 0.0 26.4 2.9 8.4 21.8 7.0 0.3 23.6 0.0 0.4 0.7 Number of Traders in Each Category Total Traders: 47 . 7 0 0 14 . . 10 . . 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 96,338 Positions 13,596 56,462 648 12,087 0 145 34,090 33,997 2,291 22,344 323 131 11,006 2,341 Changes from: September 23, 2014 Total Change is: 2,677 321 -81 28 -909 -380 -2 -1,992 2,985 387 4,055 19 18 773 -295 Percent of Open Interest Represented by Each Category of Trader 14.1 58.6 0.7 12.5 0.0 0.2 35.4 35.3 2.4 23.2 0.3 0.1 11.4 2.4 Number of Traders in Each Category Total Traders: 185 9 . . 16 0 . 52 19 9 82 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 358,837 Positions 73,712 33,017 42,437 35,662 27,787 27,545 55,488 91,934 57,353 11,045 11,906 32,768 22,827 34,090 Changes from: September 23, 2014 Total Change is: -30,202 -6,655 -5,465 6,395 -20,399 2,916 1,891 -14,283 -34,941 3,289 706 1,014 -1,262 116 -4,039 Percent of Open Interest Represented by Each Category of Trader 20.5 9.2 11.8 9.9 7.7 7.7 15.5 25.6 16.0 3.1 3.3 9.1 6.4 9.5 Number of Traders in Each Category Total Traders: 183 16 18 23 9 15 10 38 42 52 10 20 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 30, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 11,174 Positions 377 3,138 0 2,061 728 485 7,658 5,740 307 25 750 0 261 26 Changes from: September 23, 2014 Total Change is: 443 36 0 0 -600 0 -43 1,043 460 0 -5 0 0 12 26 Percent of Open Interest Represented by Each Category of Trader 3.4 28.1 0.0 18.4 6.5 4.3 68.5 51.4 2.7 0.2 6.7 0.0 2.3 0.2 Number of Traders in Each Category Total Traders: 24 . . 0 4 . . 9 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 3, 2014