Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 129,157
Positions
18,608 2,953 10,749 20,680 3,905 0 21,153 50,982 16,030 13,132 3,226 2,585 26,220 38,727
Changes from: October 7, 2014 Total Change is: 6,703
6,404 -1,959 1,000 934 -79 -2 -3,986 5,094 1,586 -906 -254 744 929 573
Percent of Open Interest Represented by Each Category of Trader
14.4 2.3 8.3 16.0 3.0 0.0 16.4 39.5 12.4 10.2 2.5 2.0 20.3 30.0
Number of Traders in Each Category Total Traders: 84
8 . 10 6 5 0 19 24 15 10 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 67,153
Positions
40,591 4,041 2,344 1,199 3,430 443 12,221 28,162 4,055 503 0 0 5,797 24,678
Changes from: October 7, 2014 Total Change is: 332
5,188 116 -105 0 99 0 -4,161 786 66 0 0 0 -655 -630
Percent of Open Interest Represented by Each Category of Trader
60.4 6.0 3.5 1.8 5.1 0.7 18.2 41.9 6.0 0.7 0.0 0.0 8.6 36.7
Number of Traders in Each Category Total Traders: 47
7 . . . 5 . 14 16 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 174,934
Positions
41,710 22,278 5,822 8,692 41,721 4,151 58,271 23,014 23,162 5,408 15,721 5,985 21,733 33,081
Changes from: October 7, 2014 Total Change is: 11,969
19,673 3,411 457 -3,344 5,541 -538 -7,905 -597 1,541 1,004 -702 713 367 2,143
Percent of Open Interest Represented by Each Category of Trader
23.8 12.7 3.3 5.0 23.8 2.4 33.3 13.2 13.2 3.1 9.0 3.4 12.4 18.9
Number of Traders in Each Category Total Traders: 116
6 10 9 4 19 8 29 25 24 10 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 251,610
Positions
126,297 10,128 7,893 33,647 33,296 749 23,366 105,187 22,677 10,664 5,659 7,799 18,517 58,221
Changes from: October 7, 2014 Total Change is: -11,966
-4,790 3,539 186 1,136 1,597 -149 -5,020 -11,987 518 1,053 -2,509 -129 -4,770 -3,030
Percent of Open Interest Represented by Each Category of Trader
50.2 4.0 3.1 13.4 13.2 0.3 9.3 41.8 9.0 4.2 2.2 3.1 7.4 23.1
Number of Traders in Each Category Total Traders: 128
12 9 9 9 17 8 11 49 23 6 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 544,475
Positions
237,071 34,163 40,422 40,777 89,094 12,428 52,371 172,431 64,024 43,414 26,865 14,379 39,590 90,669
Changes from: October 7, 2014 Total Change is: 10,460
14,047 4,143 4,834 -1,631 1,142 9 -3,809 11,649 -1,541 1,683 -1,821 -1,225 -1,908 -6,730
Percent of Open Interest Represented by Each Category of Trader
43.5 6.3 7.4 7.5 16.4 2.3 9.6 31.7 11.8 8.0 4.9 2.6 7.3 16.7
Number of Traders in Each Category Total Traders: 246
20 13 15 13 36 22 28 67 33 29 40 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 148,501
Positions
70,777 14,281 9,753 1,415 13,730 2,617 25,070 36,210 13,631 1,195 17,764 2,938 21,106 37,578
Changes from: October 7, 2014 Total Change is: -11,592
4,203 -206 517 0 1,189 300 -13,920 -7,007 662 -4,402 -5,374 263 784 -1,936
Percent of Open Interest Represented by Each Category of Trader
47.7 9.6 6.6 1.0 9.2 1.8 16.9 24.4 9.2 0.8 12.0 2.0 14.2 25.3
Number of Traders in Each Category Total Traders: 85
10 4 8 . 9 4 16 31 15 . 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 40,013
Positions
26,353 21,697 3,004 0 2,381 0 7,139 9,167 1,228 813 871 973 502 692
Changes from: October 7, 2014 Total Change is: 2,759
3,596 811 -185 0 -97 0 -910 2,034 0 196 0 0 62 196
Percent of Open Interest Represented by Each Category of Trader
65.9 54.2 7.5 0.0 6.0 0.0 17.8 22.9 3.1 2.0 2.2 2.4 1.3 1.7
Number of Traders in Each Category Total Traders: 33
7 10 6 0 . 0 . 6 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 139,268
Positions
42,483 56,545 109 53,561 612 0 35,126 71,198 1,730 2,476 3,830 0 3,783 5,244
Changes from: October 7, 2014 Total Change is: -8,082
-1,509 -1,552 25 1,160 0 0 -6,965 -6,405 -65 -341 -85 0 -386 1
Percent of Open Interest Represented by Each Category of Trader
30.5 40.6 0.1 38.5 0.4 0.0 25.2 51.1 1.2 1.8 2.8 0.0 2.7 3.8
Number of Traders in Each Category Total Traders: 109
4 12 4 5 . 0 23 43 7 12 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 44,378
Positions
5,822 27,306 6,063 1,983 0 0 631 2,255 1,905 21,264 0 6,025 685 824
Changes from: October 7, 2014 Total Change is: -1,103
1,035 2,189 -89 -254 0 0 -939 -3,014 -190 -520 0 0 -146 1
Percent of Open Interest Represented by Each Category of Trader
13.1 61.5 13.7 4.5 0.0 0.0 1.4 5.1 4.3 47.9 0.0 13.6 1.5 1.9
Number of Traders in Each Category Total Traders: 23
. 7 . . 0 0 . 6 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 21,319
Positions
8,640 3,986 4 1,260 118 0 8,851 10,333 401 365 1,578 0 1,798 4,899
Changes from: October 7, 2014 Total Change is: 2,103
3,409 109 -1 -202 2 0 -671 1,106 -22 -157 324 0 -253 585
Percent of Open Interest Represented by Each Category of Trader
40.5 18.7 0.0 5.9 0.6 0.0 41.5 48.5 1.9 1.7 7.4 0.0 8.4 23.0
Number of Traders in Each Category Total Traders: 60
5 7 . 4 . 0 13 19 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 62,294
Positions
22,371 35,198 864 4,498 3,100 195 18,079 6,641 3,899 3,365 4,045 828 8,197 7,526
Changes from: October 7, 2014 Total Change is: -6,132
-359 -6,403 251 -21 277 -18 -6,415 -232 250 94 748 203 -118 -1,208
Percent of Open Interest Represented by Each Category of Trader
35.9 56.5 1.4 7.2 5.0 0.3 29.0 10.7 6.3 5.4 6.5 1.3 13.2 12.1
Number of Traders in Each Category Total Traders: 102
16 14 4 9 . 4 27 13 11 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 124,589
Positions
44,742 70,395 1,728 8,995 6,199 390 36,157 13,281 7,798 6,729 8,090 1,655 16,394 15,052
Changes from: October 7, 2014 Total Change is: -12,264
-719 -12,805 502 -41 553 -35 -12,829 -465 500 189 1,496 406 -237 -2,417
Percent of Open Interest Represented by Each Category of Trader
35.9 56.5 1.4 7.2 5.0 0.3 29.0 10.7 6.3 5.4 6.5 1.3 13.2 12.1
Number of Traders in Each Category Total Traders: 102
16 14 4 9 . 4 27 13 11 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 964,837
Positions
38,375 178,527 29,234 308,964 133,411 55,263 104,613 176,854 223,023 45,043 44,400 43,018 117,303 81,107
Changes from: October 7, 2014 Total Change is: 87,063
-537 10,389 5,346 -3,295 8,480 -1,300 8,077 -5,985 52,873 1,474 1,094 9,130 15,296 7,036
Percent of Open Interest Represented by Each Category of Trader
4.0 18.5 3.0 32.0 13.8 5.7 10.8 18.3 23.1 4.7 4.6 4.5 12.2 8.4
Number of Traders in Each Category Total Traders: 645
33 41 37 122 64 79 104 128 126 87 66 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 221,827
Positions
10,529 57,467 4,794 54,341 31,003 4,068 7,189 9,936 62,517 12,091 7,213 15,854 50,443 28,975
Changes from: October 7, 2014 Total Change is: 31,667
796 431 1,783 -2,021 1,111 343 1,669 -6,157 22,399 784 -472 3,716 2,200 8,513
Percent of Open Interest Represented by Each Category of Trader
4.7 25.9 2.2 24.5 14.0 1.8 3.2 4.5 28.2 5.5 3.3 7.1 22.7 13.1
Number of Traders in Each Category Total Traders: 106
6 12 6 16 9 10 17 21 33 17 8 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 3,715,049
Positions
192,760 658,832 68,667 1,290,316 529,242 238,773 518,975 866,439 770,677 167,160 188,339 133,418 334,303 260,662
Changes from: October 7, 2014 Total Change is: 276,978
-11,398 45,057 22,547 -4,684 38,531 -9,900 7,711 -23,466 176,698 5,522 9,898 25,000 65,483 -7,386
Percent of Open Interest Represented by Each Category of Trader
5.2 17.7 1.8 34.7 14.2 6.4 14.0 23.3 20.7 4.5 5.1 3.6 9.0 7.0
Number of Traders in Each Category Total Traders: 617
36 38 32 117 62 74 99 124 118 77 64 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 107,777
Positions
23,151 35,317 133 38,137 52,408 2,635 20,514 12,227 1,047 490 686 0 21,671 3,324
Changes from: October 7, 2014 Total Change is: 8,707
6,190 2,615 1 -3,383 5,925 533 243 -156 129 -257 285 0 5,250 -626
Percent of Open Interest Represented by Each Category of Trader
21.5 32.8 0.1 35.4 48.6 2.4 19.0 11.3 1.0 0.5 0.6 0.0 20.1 3.1
Number of Traders in Each Category Total Traders: 90
9 10 . 31 13 12 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 86,482
Positions
4,774 48,132 4,532 35,803 6,484 1,129 22,763 10,623 5,407 2,966 3,784 1,425 7,684 4,966
Changes from: October 7, 2014 Total Change is: 7,536
1,309 -926 3,478 220 -507 276 -2,714 2,777 2,162 1,047 -432 582 1,175 126
Percent of Open Interest Represented by Each Category of Trader
5.5 55.7 5.2 41.4 7.5 1.3 26.3 12.3 6.3 3.4 4.4 1.6 8.9 5.7
Number of Traders in Each Category Total Traders: 243
20 20 9 33 18 13 58 36 24 22 36 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 396,834
Positions
19,893 228,002 7,028 174,588 32,419 5,646 115,600 53,657 24,248 10,858 18,922 7,126 31,847 19,788
Changes from: October 7, 2014 Total Change is: 2,102
2,567 -17,289 1,758 -3,325 -2,537 1,381 -11,783 14,426 8,027 1,265 -2,162 2,910 -699 -4,413
Percent of Open Interest Represented by Each Category of Trader
5.0 57.5 1.8 44.0 8.2 1.4 29.1 13.5 6.1 2.7 4.8 1.8 8.0 5.0
Number of Traders in Each Category Total Traders: 240
18 21 6 33 18 13 59 35 24 20 36 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 420,188
Positions
141,167 29,636 26,487 113,143 184,704 27,931 77,072 107,435 10,426 6,392 13,604 865 16,706 19,100
Changes from: October 7, 2014 Total Change is: -2,526
-704 11,998 -17 -1,771 10,383 2,303 2,239 -24,482 -1,407 -546 327 63 -2,685 -1,693
Percent of Open Interest Represented by Each Category of Trader
33.6 7.1 6.3 26.9 44.0 6.6 18.3 25.6 2.5 1.5 3.2 0.2 4.0 4.5
Number of Traders in Each Category Total Traders: 264
21 11 . 49 47 27 33 65 20 11 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 53,919
Positions
1,837 23,898 0 29,280 0 162 6,169 11,234 0 6,012 495 0 10,459 18,130
Changes from: October 7, 2014 Total Change is: -1,718
109 70 -186 -815 0 74 -1,244 -832 0 1,121 -398 0 -777 -446
Percent of Open Interest Represented by Each Category of Trader
3.4 44.3 0.0 54.3 0.0 0.3 11.4 20.8 0.0 11.2 0.9 0.0 19.4 33.6
Number of Traders in Each Category Total Traders: 59
. 6 0 20 0 . 11 9 0 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 93,285
Positions
36,927 18,485 2,118 8,934 1,629 1,343 25,438 9,634 1,961 6,848 2,133 0 9,716 55,982
Changes from: October 7, 2014 Total Change is: -4,757
-6,445 2,364 317 -254 53 258 -34 -84 -28 1,300 1,057 -40 169 -8,654
Percent of Open Interest Represented by Each Category of Trader
39.6 19.8 2.3 9.6 1.7 1.4 27.3 10.3 2.1 7.3 2.3 0.0 10.4 60.0
Number of Traders in Each Category Total Traders: 87
16 11 . 8 . . 25 12 8 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 121,161
Positions
7,693 69,836 1,035 67,833 33,014 5,255 29,760 4,034 3,665 733 1,681 0 5,187 2,641
Changes from: October 7, 2014 Total Change is: 3,017
751 -4,375 282 1,013 6,527 -238 1,415 173 44 244 951 0 -494 -347
Percent of Open Interest Represented by Each Category of Trader
6.3 57.6 0.9 56.0 27.2 4.3 24.6 3.3 3.0 0.6 1.4 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 103
8 11 . 40 17 14 18 . 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 334,182
Positions
45,142 171,429 4,225 100,868 49,076 53,635 97,359 38,322 2,060 15,124 12,351 785 14,984 2,299
Changes from: October 7, 2014 Total Change is: -4,975
13,385 -8,357 66 -14,880 19,593 -2,461 3,142 -13,232 -15 -2,865 2,464 247 -1,594 -3,280
Percent of Open Interest Represented by Each Category of Trader
13.5 51.3 1.3 30.2 14.7 16.0 29.1 11.5 0.6 4.5 3.7 0.2 4.5 0.7
Number of Traders in Each Category Total Traders: 208
21 20 6 54 25 32 43 13 9 21 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 1,069,926
Positions
20,257 96,645 31,955 408,248 175,157 142,146 138,912 189,984 98,386 16,320 104,593 17,734 195,967 213,325
Changes from: October 7, 2014 Total Change is: 52,730
1,278 3,537 8,166 12,505 -19,413 5,136 -14,117 -2,257 28,048 -3,268 12,821 4,600 10,382 12,092
Percent of Open Interest Represented by Each Category of Trader
1.9 9.0 3.0 38.2 16.4 13.3 13.0 17.8 9.2 1.5 9.8 1.7 18.3 19.9
Number of Traders in Each Category Total Traders: 190
8 18 15 32 35 38 35 32 44 12 18 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 526,796
Positions
25,322 62,471 356 251,194 41,175 91,953 25,554 210,632 7,747 5,560 12,859 60 119,049 99,543
Changes from: October 7, 2014 Total Change is: -260
-4,367 -2,727 94 2,160 2,522 3,404 -1,030 -111 -1,341 150 -2,306 0 670 206
Percent of Open Interest Represented by Each Category of Trader
4.8 11.9 0.1 47.7 7.8 17.5 4.9 40.0 1.5 1.1 2.4 0.0 22.6 18.9
Number of Traders in Each Category Total Traders: 83
. 6 . 38 12 24 7 13 9 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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 1,515,336
Positions
91,457 230,897 20,862 272,366 485,313 98,922 714,567 274,185 62,918 121,736 165,524 20,944 111,566 155,773
Changes from: October 7, 2014 Total Change is: -72,475
-9,988 8,539 -2,507 -6,140 -1,379 9,682 -44,733 -71,412 6,745 -14,055 7,200 -6,312 -5,166 -23,030
Percent of Open Interest Represented by Each Category of Trader
6.0 15.2 1.4 18.0 32.0 6.5 47.2 18.1 4.2 8.0 10.9 1.4 7.4 10.3
Number of Traders in Each Category Total Traders: 270
12 32 7 37 49 35 46 38 33 20 36 13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,555,830
Positions
91,774 214,487 248,199 1,183,159 774,300 393,148 438,468 606,065 447,342 294,213 193,290 140,128 319,398 538,870
Changes from: October 7, 2014 Total Change is: 277,834
23,800 22,541 60,811 112,560 -63,190 14,778 -30,879 159,041 102,071 -3,445 -25,967 3,151 -5,014 4,597
Percent of Open Interest Represented by Each Category of Trader
2.6 6.0 7.0 33.3 21.8 11.1 12.3 17.0 12.6 8.3 5.4 3.9 9.0 15.2
Number of Traders in Each Category Total Traders: 399
18 45 51 40 79 67 55 71 86 34 57 46
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,444,298
Positions
134,230 174,586 98,550 474,321 594,414 394,824 639,135 231,752 255,610 127,609 243,953 56,160 263,857 394,449
Changes from: October 7, 2014 Total Change is: 108,398
-34,760 -2,356 17,693 4,353 -8,340 22,835 27,322 -13,419 75,334 -18,632 22,882 3,035 11,219 -9,264
Percent of Open Interest Represented by Each Category of Trader
5.5 7.1 4.0 19.4 24.3 16.2 26.1 9.5 10.5 5.2 10.0 2.3 10.8 16.1
Number of Traders in Each Category Total Traders: 298
15 35 28 37 52 48 48 52 51 17 42 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 620,563
Positions
243,681 139,789 170,998 0 6,289 10,160 15,720 93,327 88,346 11,953 9,311 42,316 37,389 60,026
Changes from: October 7, 2014 Total Change is: 29,436
11,120 15,243 4,137 0 1,677 633 1,281 4,105 4,277 2,276 -4,762 2,636 3,076 1,490
Percent of Open Interest Represented by Each Category of Trader
39.3 22.5 27.6 0.0 1.0 1.6 2.5 15.0 14.2 1.9 1.5 6.8 6.0 9.7
Number of Traders in Each Category Total Traders: 96
12 28 29 0 . . 12 28 25 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,904,439
Positions
2,580,871 1,364,038 4,120,939 602,390 933,650 598,388 1,482,567 1,696,639 6,978,466 409,846 600,755 1,287,157 843,815 1,324,408
Changes from: October 7, 2014 Total Change is: -964,471
-268,228 20,961 103,575 73,814 -21,243 -52,379 -99,698 -250,567 -354,177 -97,759 -168,352 -249,983 -19,636 7,693
Percent of Open Interest Represented by Each Category of Trader
13.7 7.2 21.8 3.2 4.9 3.2 7.8 9.0 36.9 2.2 3.2 6.8 4.5 7.0
Number of Traders in Each Category Total Traders: 340
27 63 87 10 33 33 43 99 114 13 47 42
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,450
Positions
35,294 4,804 0 7,410 13,764 4,915 2,805 19,388 155 744 8,132 0 127 292
Changes from: October 7, 2014 Total Change is: 1,398
746 103 0 5 237 0 377 730 -43 319 291 0 -6 80
Percent of Open Interest Represented by Each Category of Trader
68.6 9.3 0.0 14.4 26.8 9.6 5.5 37.7 0.3 1.4 15.8 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 48
6 8 0 . 10 . . 9 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 50,206
Positions
38,662 13,739 0 0 12,029 1,321 5,729 9,497 3,348 947 9,927 0 199 345
Changes from: October 7, 2014 Total Change is: 3,583
861 4,234 0 0 -182 -2 2,021 -98 15 707 -419 0 -19 35
Percent of Open Interest Represented by Each Category of Trader
77.0 27.4 0.0 0.0 24.0 2.6 11.4 18.9 6.7 1.9 19.8 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 49
. 8 0 0 14 . 5 8 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 92,857
Positions
15,012 56,680 881 11,335 100 83 33,636 30,574 2,753 17,863 109 43 11,252 1,635
Changes from: October 7, 2014 Total Change is: -2,168
793 416 64 39 100 15 -566 -2,606 110 -2,186 -85 2 -439 -184
Percent of Open Interest Represented by Each Category of Trader
16.2 61.0 0.9 12.2 0.1 0.1 36.2 32.9 3.0 19.2 0.1 0.0 12.1 1.8
Number of Traders in Each Category Total Traders: 161
7 . . 15 . . 51 17 9 66 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 407,816
Positions
82,256 93,997 40,262 33,668 19,602 42,073 76,149 78,937 54,489 16,288 12,496 33,989 28,642 31,971
Changes from: October 7, 2014 Total Change is: 42,575
9,566 45,353 -2,529 -4,579 -6,933 11,512 22,613 -155 -4,643 7,027 482 -1,491 5,099 979
Percent of Open Interest Represented by Each Category of Trader
20.2 23.0 9.9 8.3 4.8 10.3 18.7 19.4 13.4 4.0 3.1 8.3 7.0 7.8
Number of Traders in Each Category Total Traders: 187
14 18 24 11 14 11 46 39 56 15 14 24
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Traders in Financial Futures - Options and Futures Combined Positions as of October 14, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,245
Positions
76 3,138 0 3,391 628 705 6,493 5,574 307 25 881 0 248 12
Changes from: October 7, 2014 Total Change is: 674
-147 0 0 1,278 0 120 -587 -327 0 0 881 0 10 0
Percent of Open Interest Represented by Each Category of Trader
0.7 27.9 0.0 30.2 5.6 6.3 57.7 49.6 2.7 0.2 7.8 0.0 2.2 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 4 . . 8 5 . . . 0
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Updated October 17, 2014