Traders in Financial Futures - Futures Only Positions as of August 12, 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 108,979
Positions
14,780 42,058 1,912 16,091 3,757 116 25,306 22,912 5,288 18,848 1,960 587 26,051 30,389
Changes from: August 5, 2014 Total Change is: -6,282
751 -7,315 262 -127 54 75 -6,018 -1,410 -192 -596 14 162 -599 2,068
Percent of Open Interest Represented by Each Category of Trader
13.6 38.6 1.8 14.8 3.4 0.1 23.2 21.0 4.9 17.3 1.8 0.5 23.9 27.9
Number of Traders in Each Category Total Traders: 77
6 5 4 4 5 . 16 20 11 16 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,981
Positions
34,216 1,457 406 1,599 2,287 0 7,940 23,252 246 613 0 0 6,961 24,333
Changes from: August 5, 2014 Total Change is: -5,257
-740 -148 217 0 19 0 -3,852 -5,486 -23 0 0 0 -859 164
Percent of Open Interest Represented by Each Category of Trader
65.8 2.8 0.8 3.1 4.4 0.0 15.3 44.7 0.5 1.2 0.0 0.0 13.4 46.8
Number of Traders in Each Category Total Traders: 42
7 . . . . 0 9 18 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 223,719
Positions
26,450 72,755 1,733 24,687 30,935 1,956 132,642 52,757 2,281 4,046 36,045 75 29,849 25,182
Changes from: August 5, 2014 Total Change is: -7,082
3,124 -794 1,042 -1,173 -409 62 -5,249 -5,137 -1,818 -559 -938 0 -2,511 910
Percent of Open Interest Represented by Each Category of Trader
11.8 32.5 0.8 11.0 13.8 0.9 59.3 23.6 1.0 1.8 16.1 0.0 13.3 11.3
Number of Traders in Each Category Total Traders: 112
5 9 5 8 14 5 40 21 12 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 192,140
Positions
108,904 28,040 1,742 34,041 17,598 452 25,113 94,908 2,897 4,571 1,252 96 14,324 45,155
Changes from: August 5, 2014 Total Change is: -766
-2,487 17,191 -1,342 16 -1,291 101 1,662 -5,710 -29 1,089 -1,640 40 184 -8,086
Percent of Open Interest Represented by Each Category of Trader
56.7 14.6 0.9 17.7 9.2 0.2 13.1 49.4 1.5 2.4 0.7 0.0 7.5 23.5
Number of Traders in Each Category Total Traders: 106
11 9 4 9 14 6 11 46 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 376,424
Positions
199,980 16,316 2,311 40,997 64,844 7,998 54,781 159,247 7,492 25,584 31,598 1,317 35,964 85,301
Changes from: August 5, 2014 Total Change is: -2,580
3,213 1,659 74 -5,880 -1,511 578 -3,311 -4,098 -409 530 -538 506 2,119 1,159
Percent of Open Interest Represented by Each Category of Trader
53.1 4.3 0.6 10.9 17.2 2.1 14.6 42.3 2.0 6.8 8.4 0.3 9.6 22.7
Number of Traders in Each Category Total Traders: 202
21 9 9 12 30 17 22 62 16 22 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 94,030
Positions
9,662 30,199 816 2,003 7,469 973 55,276 20,409 1,335 207 8,972 1,765 21,993 22,092
Changes from: August 5, 2014 Total Change is: -4,166
5,200 -1,391 -283 -605 -7 -1 -5,989 -2,089 433 -697 -155 -55 -2,169 -618
Percent of Open Interest Represented by Each Category of Trader
10.3 32.1 0.9 2.1 7.9 1.0 58.8 21.7 1.4 0.2 9.5 1.9 23.4 23.5
Number of Traders in Each Category Total Traders: 80
8 8 . . 7 . 23 21 6 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 39,837
Positions
21,271 28,874 3,719 2,431 0 0 7,036 3,397 1,636 1,489 0 1,802 453 409
Changes from: August 5, 2014 Total Change is: 341
-133 0 0 -653 0 0 1,051 502 0 103 0 0 -27 -161
Percent of Open Interest Represented by Each Category of Trader
53.4 72.5 9.3 6.1 0.0 0.0 17.7 8.5 4.1 3.7 0.0 4.5 1.1 1.0
Number of Traders in Each Category Total Traders: 22
6 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 154,694
Positions
75,837 62,957 56 9,813 545 0 51,101 72,001 9,911 2,598 4,174 860 4,518 4,190
Changes from: August 5, 2014 Total Change is: 11,458
23,742 -624 -11 4,620 0 0 -24,992 4,153 7,958 306 -854 860 -1,025 -24
Percent of Open Interest Represented by Each Category of Trader
49.0 40.7 0.0 6.3 0.4 0.0 33.0 46.5 6.4 1.7 2.7 0.6 2.9 2.7
Number of Traders in Each Category Total Traders: 121
14 9 4 8 . 0 30 41 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 34,789
Positions
8,499 18,138 6,030 2,447 13 283 13,103 3,632 75 329 3,277 2,748 1,275 593
Changes from: August 5, 2014 Total Change is: -1,043
1,215 0 0 412 -188 188 -2,947 -875 53 -26 2 -2 64 -221
Percent of Open Interest Represented by Each Category of Trader
24.4 52.1 17.3 7.0 0.0 0.8 37.7 10.4 0.2 0.9 9.4 7.9 3.7 1.7
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 25,214
Positions
2,157 11,714 163 1,862 189 0 16,142 6,494 222 964 3,654 0 3,704 2,778
Changes from: August 5, 2014 Total Change is: -389
51 -852 24 6 0 0 -1,103 48 18 308 210 0 307 163
Percent of Open Interest Represented by Each Category of Trader
8.6 46.5 0.6 7.4 0.7 0.0 64.0 25.8 0.9 3.8 14.5 0.0 14.7 11.0
Number of Traders in Each Category Total Traders: 68
5 9 . 4 . 0 21 16 4 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 54,959
Positions
21,321 27,805 128 4,247 4,841 239 14,746 11,088 2,517 3,632 1,828 2 8,129 6,514
Changes from: August 5, 2014 Total Change is: -3,369
2,212 -4,689 52 -60 -160 70 -4,686 1,908 -516 -162 -297 0 -279 263
Percent of Open Interest Represented by Each Category of Trader
38.8 50.6 0.2 7.7 8.8 0.4 26.8 20.2 4.6 6.6 3.3 0.0 14.8 11.9
Number of Traders in Each Category Total Traders: 108
24 10 . 9 . 4 23 18 5 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 109,918
Positions
42,641 55,609 255 8,493 9,681 478 29,492 22,176 5,033 7,264 3,655 4 16,258 13,027
Changes from: August 5, 2014 Total Change is: -6,738
4,423 -9,378 104 -119 -320 139 -9,372 3,816 -1,031 -324 -593 0 -558 525
Percent of Open Interest Represented by Each Category of Trader
38.8 50.6 0.2 7.7 8.8 0.4 26.8 20.2 4.6 6.6 3.3 0.0 14.8 11.9
Number of Traders in Each Category Total Traders: 108
24 10 . 9 . 4 23 18 5 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 752,126
Positions
42,617 176,336 37,034 314,531 110,429 55,845 102,676 201,227 33,491 46,344 43,313 3,751 115,837 90,700
Changes from: August 5, 2014 Total Change is: 5,832
1,551 -25 -719 464 -759 2,020 1,059 3,898 -5,347 778 -565 -289 6,314 7,619
Percent of Open Interest Represented by Each Category of Trader
5.7 23.4 4.9 41.8 14.7 7.4 13.7 26.8 4.5 6.2 5.8 0.5 15.4 12.1
Number of Traders in Each Category Total Traders: 571
34 40 25 124 61 71 86 125 69 48 53 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 160,239
Positions
25,464 51,742 5,612 64,648 25,765 1,789 11,017 16,990 1,947 9,188 10,257 3 40,571 46,134
Changes from: August 5, 2014 Total Change is: 377
-1,076 -3,084 -102 387 -150 -1 2,072 -4,917 -360 158 -266 0 -701 9,257
Percent of Open Interest Represented by Each Category of Trader
15.9 32.3 3.5 40.3 16.1 1.1 6.9 10.6 1.2 5.7 6.4 0.0 25.3 28.8
Number of Traders in Each Category Total Traders: 90
7 11 5 17 9 7 15 18 6 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 2,959,433
Positions
207,640 744,844 35,235 1,288,935 462,840 230,759 523,915 986,809 92,097 191,182 170,681 13,338 376,332 222,830
Changes from: August 5, 2014 Total Change is: 27,276
9,193 11,349 861 15,864 12,433 -5,373 -24,502 24,638 -5,498 2,971 -1,627 -1,316 35,076 -8,191
Percent of Open Interest Represented by Each Category of Trader
7.0 25.2 1.2 43.6 15.6 7.8 17.7 33.3 3.1 6.5 5.8 0.5 12.7 7.5
Number of Traders in Each Category Total Traders: 555
34 38 19 118 58 65 87 123 59 47 50 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 89,897
Positions
10,768 34,922 68 44,360 39,831 1,697 21,119 8,614 551 515 401 0 10,819 3,813
Changes from: August 5, 2014 Total Change is: -1,617
2,255 -2,275 3 -3,647 180 -248 -24 133 -41 0 0 0 85 631
Percent of Open Interest Represented by Each Category of Trader
12.0 38.8 0.1 49.3 44.3 1.9 23.5 9.6 0.6 0.6 0.4 0.0 12.0 4.2
Number of Traders in Each Category Total Traders: 91
9 9 . 37 11 13 17 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 68,866
Positions
6,670 40,658 384 33,187 6,781 658 18,979 10,107 1,002 1,658 4,271 54 6,273 4,950
Changes from: August 5, 2014 Total Change is: -3,352
843 -2,681 -28 -2,976 1,108 -115 -975 -1,517 100 201 -237 -46 -357 64
Percent of Open Interest Represented by Each Category of Trader
9.7 59.0 0.6 48.2 9.8 1.0 27.6 14.7 1.5 2.4 6.2 0.1 9.1 7.2
Number of Traders in Each Category Total Traders: 232
21 22 5 32 17 12 61 41 14 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 344,332
Positions
33,350 203,290 1,919 165,934 33,906 3,292 94,897 50,534 5,011 8,291 21,356 272 31,366 24,752
Changes from: August 5, 2014 Total Change is: -16,759
4,213 -13,407 -140 -14,879 5,540 -573 -4,873 -7,585 499 1,005 -1,184 -228 -1,783 319
Percent of Open Interest Represented by Each Category of Trader
9.7 59.0 0.6 48.2 9.8 1.0 27.6 14.7 1.5 2.4 6.2 0.1 9.1 7.2
Number of Traders in Each Category Total Traders: 232
21 22 5 32 17 12 61 41 14 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 356,117
Positions
82,600 23,426 39,742 128,338 141,376 13,616 60,627 103,622 5,651 9,185 8,520 37 16,321 20,127
Changes from: August 5, 2014 Total Change is: 1,933
2,047 2,051 1,907 1,315 410 -3,398 906 1,429 -539 -299 -1,376 17 -23 1,432
Percent of Open Interest Represented by Each Category of Trader
23.2 6.6 11.2 36.0 39.7 3.8 17.0 29.1 1.6 2.6 2.4 0.0 4.6 5.7
Number of Traders in Each Category Total Traders: 249
23 6 . 55 45 28 32 58 17 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 59,147
Positions
1,829 26,712 0 30,761 0 178 10,775 15,653 21 5,542 1,370 0 10,041 15,213
Changes from: August 5, 2014 Total Change is: -2,169
-749 50 0 -1,690 0 135 -1,232 -784 5 1,621 -418 -271 12 -886
Percent of Open Interest Represented by Each Category of Trader
3.1 45.2 0.0 52.0 0.0 0.3 18.2 26.5 0.0 9.4 2.3 0.0 17.0 25.7
Number of Traders in Each Category Total Traders: 60
5 8 0 19 0 . 12 6 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 80,779
Positions
24,018 8,510 2,338 12,189 1,079 1,707 25,477 7,491 1,418 4,060 526 335 9,237 57,375
Changes from: August 5, 2014 Total Change is: -8,132
-398 -55 -185 -1,320 -1,542 32 -5,826 1,091 -550 993 -939 23 -901 -6,007
Percent of Open Interest Represented by Each Category of Trader
29.7 10.5 2.9 15.1 1.3 2.1 31.5 9.3 1.8 5.0 0.7 0.4 11.4 71.0
Number of Traders in Each Category Total Traders: 77
12 8 5 10 . . 21 12 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 113,722
Positions
5,437 73,487 1,095 68,051 21,763 5,315 23,086 4,809 3,428 2,832 918 0 4,478 2,907
Changes from: August 5, 2014 Total Change is: -108
52 -159 41 2,504 362 -603 -764 73 -84 210 377 0 -1,464 -115
Percent of Open Interest Represented by Each Category of Trader
4.8 64.6 1.0 59.8 19.1 4.7 20.3 4.2 3.0 2.5 0.8 0.0 3.9 2.6
Number of Traders in Each Category Total Traders: 94
6 11 . 36 13 15 18 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 348,123
Positions
38,606 192,243 3,783 118,886 39,149 44,310 101,541 52,295 2,087 15,913 5,784 3,169 19,828 5,303
Changes from: August 5, 2014 Total Change is: -6,670
-2,551 -13,212 861 2,651 -468 -5,447 805 11,120 -280 -874 1,175 -287 -1,548 -132
Percent of Open Interest Represented by Each Category of Trader
11.1 55.2 1.1 34.2 11.2 12.7 29.2 15.0 0.6 4.6 1.7 0.9 5.7 1.5
Number of Traders in Each Category Total Traders: 216
19 26 6 61 20 25 39 18 9 25 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 835,608
Positions
25,775 94,770 1,323 369,695 182,252 109,926 100,543 207,348 20,187 34,511 39,059 851 172,797 179,892
Changes from: August 5, 2014 Total Change is: 60,585
10,945 9,923 -764 38,292 7,860 -6,113 9,331 39,037 383 3,280 4,193 -999 6,230 7,065
Percent of Open Interest Represented by Each Category of Trader
3.1 11.3 0.2 44.2 21.8 13.2 12.0 24.8 2.4 4.1 4.7 0.1 20.7 21.5
Number of Traders in Each Category Total Traders: 174
8 21 4 32 37 34 30 26 21 10 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 12, 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 494,615
Positions
31,413 69,151 1,139 244,615 49,463 77,996 20,164 174,306 8,202 10,585 12,654 60 100,441 101,644
Changes from: August 5, 2014 Total Change is: 503
6,899 1,915 -545 -9,597 3,257 -324 1,733 -1,234 128 2,071 -5,411 0 138 2,717
Percent of Open Interest Represented by Each Category of Trader
6.4 14.0 0.2 49.5 10.0 15.8 4.1 35.2 1.7 2.1 2.6 0.0 20.3 20.6
Number of Traders in Each Category Total Traders: 84
4 8 4 34 10 24 5 14 7 4 5 .
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 1,336,947
Positions
55,738 242,070 4,601 245,746 465,990 72,772 630,192 190,125 57,908 130,115 147,101 28,873 111,002 127,507
Changes from: August 5, 2014 Total Change is: 7,137
-17,924 13,271 -3,245 15,402 -2,764 524 -8,207 4,377 9,284 -2,318 -1,393 729 12,892 -13,646
Percent of Open Interest Represented by Each Category of Trader
4.2 18.1 0.3 18.4 34.9 5.4 47.1 14.2 4.3 9.7 11.0 2.2 8.3 9.5
Number of Traders in Each Category Total Traders: 261
12 37 6 37 50 37 47 28 31 15 35 10
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 2,844,443
Positions
119,254 212,770 54,493 967,969 1,041,916 255,875 690,375 449,794 88,105 305,895 205,236 40,192 322,285 496,062
Changes from: August 5, 2014 Total Change is: 29,468
22,159 -13,660 3,852 7,372 -10,357 18,009 -38,644 29,993 -6,924 -14,899 10,684 -1,031 39,574 -1,098
Percent of Open Interest Represented by Each Category of Trader
4.2 7.5 1.9 34.0 36.6 9.0 24.3 15.8 3.1 10.8 7.2 1.4 11.3 17.4
Number of Traders in Each Category Total Traders: 387
25 41 21 32 84 55 53 76 44 20 56 13
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 2,170,870
Positions
214,284 143,049 28,916 572,319 814,734 279,627 608,631 257,491 41,793 140,115 185,245 36,484 248,701 383,531
Changes from: August 5, 2014 Total Change is: 3,716
-12,449 30,135 406 -3,538 -69,508 -6,661 26,582 26,623 4,530 5,676 -5,894 2,225 -13,055 21,860
Percent of Open Interest Represented by Each Category of Trader
9.9 6.6 1.3 26.4 37.5 12.9 28.0 11.9 1.9 6.5 8.5 1.7 11.5 17.7
Number of Traders in Each Category Total Traders: 293
16 29 9 33 61 47 55 53 26 15 31 11
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 492,083
Positions
192,634 102,662 134,521 0 9,459 7,022 18,644 70,059 70,692 9,620 12,749 28,948 30,002 55,971
Changes from: August 5, 2014 Total Change is: 32,591
2,266 81 24,237 0 0 0 447 1,453 -3,427 464 -620 7,146 1,458 3,721
Percent of Open Interest Represented by Each Category of Trader
39.1 20.9 27.3 0.0 1.9 1.4 3.8 14.2 14.4 2.0 2.6 5.9 6.1 11.4
Number of Traders in Each Category Total Traders: 87
16 25 32 0 4 . 8 21 17 4 6 7
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 is12,745,334
Positions
2,385,629 2,102,993 2,530,088 2,674,158 983,420 302,737 980,678 2,229,866 2,293,099 404,490 608,053 408,686 765,769 1,286,392
Changes from: August 5, 2014 Total Change is: 247,263
-62,932 121,541 61,129 -27,577 8,741 -54 86,096 6,685 48,977 48,779 -45,853 48,699 44,146 -2,602
Percent of Open Interest Represented by Each Category of Trader
18.7 16.5 19.9 21.0 7.7 2.4 7.7 17.5 18.0 3.2 4.8 3.2 6.0 10.1
Number of Traders in Each Category Total Traders: 327
22 68 84 12 27 23 36 91 96 13 43 38
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 55,398
Positions
35,302 2,680 0 7,031 15,520 4,915 7,393 22,657 343 370 9,108 0 44 175
Changes from: August 5, 2014 Total Change is: 1,562
876 806 0 8 384 6 697 261 -31 100 197 -60 -34 -1
Percent of Open Interest Represented by Each Category of Trader
63.7 4.8 0.0 12.7 28.0 8.9 13.3 40.9 0.6 0.7 16.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 0
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 39,755
Positions
34,789 4,425 0 0 10,572 1,378 969 8,552 2,467 45 12,101 0 107 260
Changes from: August 5, 2014 Total Change is: 2,414
4,429 1,447 0 0 -6 0 -1,436 271 198 -801 501 0 24 3
Percent of Open Interest Represented by Each Category of Trader
87.5 11.1 0.0 0.0 26.6 3.5 2.4 21.5 6.2 0.1 30.4 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 46
6 . 0 0 14 . 5 8 . . 9 0
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Traders in Financial Futures - Futures Only Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 84,214
Positions
12,938 33,240 678 11,665 0 69 34,925 44,992 2,183 11,422 620 0 10,334 2,432
Changes from: August 5, 2014 Total Change is: 2,214
621 -201 0 21 0 -63 750 1,449 -83 -293 309 0 1,261 803
Percent of Open Interest Represented by Each Category of Trader
15.4 39.5 0.8 13.9 0.0 0.1 41.5 53.4 2.6 13.6 0.7 0.0 12.3 2.9
Number of Traders in Each Category Total Traders: 149
7 . . 14 0 . 51 11 8 58 6 0
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Traders in Financial Futures - Futures Only Positions as of August 12, 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 390,841
Positions
71,625 57,964 42,250 23,582 23,850 37,363 75,484 83,168 69,714 11,485 9,709 34,840 24,498 31,983
Changes from: August 5, 2014 Total Change is: -19,050
-10,622 25,161 5,932 -10,274 -21 -1,525 -1,583 -48,478 -138 883 -698 366 -2,089 351
Percent of Open Interest Represented by Each Category of Trader
18.3 14.8 10.8 6.0 6.1 9.6 19.3 21.3 17.8 2.9 2.5 8.9 6.3 8.2
Number of Traders in Each Category Total Traders: 190
20 17 25 6 17 12 39 51 60 14 15 24
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Traders in Financial Futures - Futures Only Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,468
Positions
653 2,900 0 6,036 0 888 3,667 8,293 376 780 0 0 68 11
Changes from: August 5, 2014 Total Change is: 450
6 -31 0 1,015 0 483 -1,174 -27 19 250 0 0 -149 6
Percent of Open Interest Represented by Each Category of Trader
5.2 23.3 0.0 48.4 0.0 7.1 29.4 66.5 3.0 6.3 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 . 7 . . . 0 0
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Updated August 15, 2014