Traders in Financial Futures - Futures Only Positions as of August 26, 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 108,441
Positions
19,363 34,899 1,929 15,850 4,024 231 22,450 30,446 5,153 15,891 1,976 588 26,986 29,195
Changes from: August 19, 2014 Total Change is: -4,860
675 -1,808 -128 -140 694 2 -2,761 -1,519 140 -2,138 -1 325 -835 -2,565
Percent of Open Interest Represented by Each Category of Trader
17.9 32.2 1.8 14.6 3.7 0.2 20.7 28.1 4.8 14.7 1.8 0.5 24.9 26.9
Number of Traders in Each Category Total Traders: 72
6 5 4 4 5 . 15 20 9 13 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 53,761
Positions
30,591 1,628 525 1,599 2,747 0 9,435 20,706 4,812 593 0 0 6,206 23,343
Changes from: August 19, 2014 Total Change is: 3,347
-1,367 -52 129 0 27 -3 952 -1,286 4,259 -20 0 0 -603 273
Percent of Open Interest Represented by Each Category of Trader
56.9 3.0 1.0 3.0 5.1 0.0 17.5 38.5 9.0 1.1 0.0 0.0 11.5 43.4
Number of Traders in Each Category Total Traders: 49
8 . . . 4 0 12 19 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 233,435
Positions
61,761 72,832 2,312 20,088 31,033 1,874 109,013 56,015 4,853 5,458 38,386 190 27,886 25,940
Changes from: August 19, 2014 Total Change is: -3,856
15,043 -194 129 -2,359 32 -35 -17,166 -5,198 537 1,009 1,119 0 -1,014 -246
Percent of Open Interest Represented by Each Category of Trader
26.5 31.2 1.0 8.6 13.3 0.8 46.7 24.0 2.1 2.3 16.4 0.1 11.9 11.1
Number of Traders in Each Category Total Traders: 114
6 10 5 8 14 5 31 30 15 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 218,009
Positions
128,155 7,250 2,591 34,314 19,586 269 31,770 122,202 4,241 3,091 2,069 482 13,096 59,319
Changes from: August 19, 2014 Total Change is: 14,829
14,846 -10,822 446 -19 220 3 45 16,832 1,152 -1,801 689 213 -56 6,096
Percent of Open Interest Represented by Each Category of Trader
58.8 3.3 1.2 15.7 9.0 0.1 14.6 56.1 1.9 1.4 0.9 0.2 6.0 27.2
Number of Traders in Each Category Total Traders: 116
12 6 . 8 17 5 16 49 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 402,709
Positions
217,173 18,511 7,378 46,667 67,654 8,501 52,160 178,320 8,611 24,299 30,373 1,302 36,618 82,059
Changes from: August 19, 2014 Total Change is: 6,249
8,900 334 1,534 558 3,147 385 -7,269 1,601 487 -773 1,714 -270 2,697 -2,683
Percent of Open Interest Represented by Each Category of Trader
53.9 4.6 1.8 11.6 16.8 2.1 13.0 44.3 2.1 6.0 7.5 0.3 9.1 20.4
Number of Traders in Each Category Total Traders: 208
20 10 11 15 30 17 23 63 18 20 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 107,819
Positions
2,526 38,253 1,374 2,030 7,295 985 72,762 23,349 1,777 222 11,309 1,661 24,482 21,816
Changes from: August 19, 2014 Total Change is: 4,387
-732 4,650 -166 59 7 11 6,314 -566 97 28 1,637 0 -1,224 -1,283
Percent of Open Interest Represented by Each Category of Trader
2.3 35.5 1.3 1.9 6.8 0.9 67.5 21.7 1.6 0.2 10.5 1.5 22.7 20.2
Number of Traders in Each Category Total Traders: 88
5 12 4 . 6 . 28 21 10 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 40,453
Positions
21,620 28,674 3,719 777 0 0 8,541 4,167 1,635 1,736 0 1,802 623 456
Changes from: August 19, 2014 Total Change is: -459
574 -200 0 -730 0 0 -795 -241 0 247 0 0 245 -18
Percent of Open Interest Represented by Each Category of Trader
53.4 70.9 9.2 1.9 0.0 0.0 21.1 10.3 4.0 4.3 0.0 4.5 1.5 1.1
Number of Traders in Each Category Total Traders: 24
7 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 141,665
Positions
54,066 68,729 1,018 7,382 545 0 68,091 60,356 2,611 1,804 4,085 634 6,059 3,687
Changes from: August 19, 2014 Total Change is: 490
-14,669 5,718 721 870 0 0 13,931 -3,664 -1,177 352 -329 -545 1,007 -234
Percent of Open Interest Represented by Each Category of Trader
38.2 48.5 0.7 5.2 0.4 0.0 48.1 42.6 1.8 1.3 2.9 0.4 4.3 2.6
Number of Traders in Each Category Total Traders: 111
13 11 5 7 . 0 28 32 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 63,964
Positions
6,559 42,651 6,646 3,355 0 296 18,404 6,485 984 20,471 0 6,025 1,224 877
Changes from: August 19, 2014 Total Change is: 16,183
-653 12,587 616 425 0 0 3,205 1,918 914 11,705 0 0 -29 148
Percent of Open Interest Represented by Each Category of Trader
10.3 66.7 10.4 5.2 0.0 0.5 28.8 10.1 1.5 32.0 0.0 9.4 1.9 1.4
Number of Traders in Each Category Total Traders: 27
. 8 . . 0 . 4 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 23,619
Positions
2,377 9,364 236 1,514 189 0 15,090 7,151 229 671 3,644 0 3,502 2,806
Changes from: August 19, 2014 Total Change is: -429
-7 -592 53 0 0 0 -456 327 18 -98 -10 0 61 -225
Percent of Open Interest Represented by Each Category of Trader
10.1 39.6 1.0 6.4 0.8 0.0 63.9 30.3 1.0 2.8 15.4 0.0 14.8 11.9
Number of Traders in Each Category Total Traders: 65
6 8 . . . 0 20 16 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 60,918
Positions
19,843 30,951 218 4,695 4,422 309 23,948 10,966 7 2,855 4,780 586 8,458 8,681
Changes from: August 19, 2014 Total Change is: 5,274
-1,776 3,037 30 287 -118 9 7,529 -574 -206 -401 1,895 403 -601 799
Percent of Open Interest Represented by Each Category of Trader
32.6 50.8 0.4 7.7 7.3 0.5 39.3 18.0 0.0 4.7 7.8 1.0 13.9 14.3
Number of Traders in Each Category Total Traders: 114
19 15 . 9 . 4 25 19 . 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 121,836
Positions
39,686 61,901 435 9,390 8,843 618 47,896 21,932 14 5,709 9,559 1,172 16,916 17,362
Changes from: August 19, 2014 Total Change is: 10,548
-3,551 6,073 59 574 -236 18 15,057 -1,148 -411 -802 3,790 805 -1,201 1,598
Percent of Open Interest Represented by Each Category of Trader
32.6 50.8 0.4 7.7 7.3 0.5 39.3 18.0 0.0 4.7 7.8 1.0 13.9 14.3
Number of Traders in Each Category Total Traders: 114
19 15 . 9 . 4 25 19 . 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 769,648
Positions
42,714 179,897 43,185 321,379 107,780 57,780 98,406 193,424 38,671 48,056 48,341 3,501 115,957 97,071
Changes from: August 19, 2014 Total Change is: 5,185
1,136 2,965 2,678 -81 -970 2,789 -1,933 -7,217 2,165 -463 2,760 -406 -700 420
Percent of Open Interest Represented by Each Category of Trader
5.5 23.4 5.6 41.8 14.0 7.5 12.8 25.1 5.0 6.2 6.3 0.5 15.1 12.6
Number of Traders in Each Category Total Traders: 592
33 41 28 132 56 73 90 132 75 55 53 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 164,128
Positions
26,297 52,855 5,839 66,322 24,290 1,780 9,619 17,656 2,053 11,171 10,712 0 41,047 48,943
Changes from: August 19, 2014 Total Change is: 578
1,891 -524 -175 95 108 -25 -1,336 179 175 -7 170 0 -40 670
Percent of Open Interest Represented by Each Category of Trader
16.0 32.2 3.6 40.4 14.8 1.1 5.9 10.8 1.3 6.8 6.5 0.0 25.0 29.8
Number of Traders in Each Category Total Traders: 88
7 11 6 17 8 7 13 19 5 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 3,027,601
Positions
233,699 786,822 35,119 1,322,772 464,934 232,512 517,469 952,373 109,553 189,840 193,558 12,089 374,548 240,641
Changes from: August 19, 2014 Total Change is: 23,037
10,482 31,702 11 5,347 840 7,842 -7,092 -41,089 14,058 -2,282 12,950 -2,029 -3,300 -1,248
Percent of Open Interest Represented by Each Category of Trader
7.7 26.0 1.2 43.7 15.4 7.7 17.1 31.5 3.6 6.3 6.4 0.4 12.4 7.9
Number of Traders in Each Category Total Traders: 576
36 37 21 126 54 68 89 131 68 51 52 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 90,048
Positions
5,179 36,711 98 44,587 37,267 1,870 25,766 9,229 544 515 401 0 11,489 3,928
Changes from: August 19, 2014 Total Change is: -246
-590 1,536 43 -2,113 -561 323 3,124 -1,181 -183 0 -225 0 -850 2
Percent of Open Interest Represented by Each Category of Trader
5.8 40.8 0.1 49.5 41.4 2.1 28.6 10.2 0.6 0.6 0.4 0.0 12.8 4.4
Number of Traders in Each Category Total Traders: 90
5 12 . 36 11 12 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 72,077
Positions
6,926 39,048 282 31,760 5,920 640 20,876 13,913 927 1,871 5,267 42 8,753 6,037
Changes from: August 19, 2014 Total Change is: 303
-768 -1,258 -63 -1,374 -112 -153 2,346 329 -85 5 1,280 -8 404 375
Percent of Open Interest Represented by Each Category of Trader
9.6 54.2 0.4 44.1 8.2 0.9 29.0 19.3 1.3 2.6 7.3 0.1 12.1 8.4
Number of Traders in Each Category Total Traders: 253
22 23 5 32 16 12 64 48 10 19 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 360,386
Positions
34,630 195,242 1,408 158,799 29,602 3,202 104,380 69,566 4,635 9,356 26,336 211 43,765 30,184
Changes from: August 19, 2014 Total Change is: 1,515
-3,840 -6,291 -316 -6,872 -558 -767 11,731 1,644 -427 26 6,398 -41 2,021 1,873
Percent of Open Interest Represented by Each Category of Trader
9.6 54.2 0.4 44.1 8.2 0.9 29.0 19.3 1.3 2.6 7.3 0.1 12.1 8.4
Number of Traders in Each Category Total Traders: 253
22 23 5 32 16 12 64 48 10 19 29 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 372,435
Positions
86,367 24,941 39,615 129,966 139,404 13,433 70,012 121,204 5,496 8,130 8,678 40 19,376 19,624
Changes from: August 19, 2014 Total Change is: 8,523
5,851 305 224 -3,464 1,151 235 6,711 5,832 -965 -2,158 93 40 2,049 1,608
Percent of Open Interest Represented by Each Category of Trader
23.2 6.7 10.6 34.9 37.4 3.6 18.8 32.5 1.5 2.2 2.3 0.0 5.2 5.3
Number of Traders in Each Category Total Traders: 254
21 7 5 54 43 28 42 57 12 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 64,458
Positions
2,290 25,202 0 32,243 0 149 13,989 18,181 15 6,035 1,216 122 9,615 19,573
Changes from: August 19, 2014 Total Change is: 4,866
644 -1,418 0 987 -204 -2 3,252 2,638 -207 152 167 122 -82 3,770
Percent of Open Interest Represented by Each Category of Trader
3.6 39.1 0.0 50.0 0.0 0.2 21.7 28.2 0.0 9.4 1.9 0.2 14.9 30.4
Number of Traders in Each Category Total Traders: 64
5 7 0 21 0 . 11 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 87,788
Positions
24,861 12,556 2,670 11,861 1,312 1,157 29,617 6,053 1,007 4,222 300 91 12,302 62,642
Changes from: August 19, 2014 Total Change is: 442
758 4,000 -299 -143 52 -623 1,505 -401 -1,055 95 0 -136 340 -1,096
Percent of Open Interest Represented by Each Category of Trader
28.3 14.3 3.0 13.5 1.5 1.3 33.7 6.9 1.1 4.8 0.3 0.1 14.0 71.4
Number of Traders in Each Category Total Traders: 87
14 9 5 11 . . 27 12 9 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 115,527
Positions
4,459 73,469 1,088 68,865 22,916 5,240 24,229 4,954 3,683 2,668 904 0 5,295 3,273
Changes from: August 19, 2014 Total Change is: 837
-541 -607 0 -960 1,801 -67 1,363 -103 2 -174 -3 0 1,214 -186
Percent of Open Interest Represented by Each Category of Trader
3.9 63.6 0.9 59.6 19.8 4.5 21.0 4.3 3.2 2.3 0.8 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 94
7 11 . 36 13 14 18 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 346,167
Positions
35,317 207,534 2,469 120,113 42,070 43,843 103,764 35,751 2,589 16,277 4,959 3,076 18,719 3,876
Changes from: August 19, 2014 Total Change is: 1,538
1,453 9,033 -175 1,243 3,146 -563 1,301 -7,417 -11 203 -102 81 -1,994 -2,454
Percent of Open Interest Represented by Each Category of Trader
10.2 60.0 0.7 34.7 12.2 12.7 30.0 10.3 0.7 4.7 1.4 0.9 5.4 1.1
Number of Traders in Each Category Total Traders: 217
19 24 5 64 22 27 39 17 10 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 941,955
Positions
5,706 105,826 12,499 407,777 153,167 110,650 126,405 237,812 69,187 22,680 44,666 4,202 182,849 203,946
Changes from: August 19, 2014 Total Change is: 71,425
-9,175 -8,074 3,212 9,084 -6,917 -3,204 16,551 15,508 48,046 -8,640 4,190 2,834 12,717 15,830
Percent of Open Interest Represented by Each Category of Trader
0.6 11.2 1.3 43.3 16.3 11.7 13.4 25.2 7.3 2.4 4.7 0.4 19.4 21.7
Number of Traders in Each Category Total Traders: 174
4 17 6 35 31 35 39 26 25 9 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 536,608
Positions
24,924 68,839 10,639 236,152 41,091 84,419 22,304 181,238 23,782 7,830 16,345 60 126,498 110,195
Changes from: August 19, 2014 Total Change is: 18,273
-203 -1,881 3,942 -6,397 -5,475 3,763 792 2,989 2,536 -3,124 -401 -579 17,543 13,379
Percent of Open Interest Represented by Each Category of Trader
4.6 12.8 2.0 44.0 7.7 15.7 4.2 33.8 4.4 1.5 3.0 0.0 23.6 20.5
Number of Traders in Each Category Total Traders: 79
. 8 . 32 10 21 6 11 11 . 5 .
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Traders in Financial Futures - Futures Only Positions as of August 26, 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 1,516,062
Positions
58,124 234,551 48,829 239,400 455,726 73,066 721,125 306,984 92,960 139,062 114,967 27,076 116,420 161,903
Changes from: August 19, 2014 Total Change is: 66,121
224 -16,547 24,988 -6,629 -6,729 -10,645 41,813 92,809 17,553 -3,418 -53,339 -2,267 4,502 20,298
Percent of Open Interest Represented by Each Category of Trader
3.8 15.5 3.2 15.8 30.1 4.8 47.6 20.2 6.1 9.2 7.6 1.8 7.7 10.7
Number of Traders in Each Category Total Traders: 272
15 32 17 38 47 36 51 35 40 18 35 16
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Traders in Financial Futures - Futures Only Positions as of August 26, 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 2,854,257
Positions
84,297 226,895 98,468 1,017,928 930,031 280,564 594,152 459,353 153,376 263,213 179,928 30,256 332,003 495,386
Changes from: August 19, 2014 Total Change is: -38,510
-34,370 8,367 11,537 40,569 -4,514 -8,752 -64,141 -64,467 53,876 -33,327 -37,295 -18,897 14,995 21,635
Percent of Open Interest Represented by Each Category of Trader
3.0 7.9 3.4 35.7 32.6 9.8 20.8 16.1 5.4 9.2 6.3 1.1 11.6 17.4
Number of Traders in Each Category Total Traders: 353
16 36 20 31 82 60 50 71 56 18 49 15
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,293,617
Positions
192,999 140,650 44,675 524,462 840,894 292,467 690,262 243,416 82,165 109,478 177,970 64,367 292,742 407,013
Changes from: August 19, 2014 Total Change is: 123,365
-26,755 14,984 16,629 -33,850 -2,056 33,758 28,602 -21,892 31,347 2,814 -6,936 27,854 42,966 29,677
Percent of Open Interest Represented by Each Category of Trader
8.4 6.1 1.9 22.9 36.7 12.8 30.1 10.6 3.6 4.8 7.8 2.8 12.8 17.7
Number of Traders in Each Category Total Traders: 276
13 26 13 30 59 49 48 57 38 13 30 12
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 541,629
Positions
209,443 112,670 140,712 0 9,469 6,635 20,145 86,977 86,644 11,878 11,915 36,013 30,159 50,594
Changes from: August 19, 2014 Total Change is: 13,492
15,284 10,666 -8,503 0 10 -1,763 2,997 10,392 6,722 1,488 -1,215 -2,357 -376 -460
Percent of Open Interest Represented by Each Category of Trader
38.7 20.8 26.0 0.0 1.7 1.2 3.7 16.1 16.0 2.2 2.2 6.6 5.6 9.3
Number of Traders in Each Category Total Traders: 95
15 27 34 0 4 . 8 27 20 . 7 7
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Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,885,795
Positions
2,623,474 2,128,368 2,484,161 2,536,410 1,039,270 345,907 950,107 2,285,552 2,307,272 429,277 704,163 419,916 789,271 1,171,186
Changes from: August 19, 2014 Total Change is: 83,599
165,690 -64,290 -49,269 -41,525 7,797 46,601 -20,924 64,099 9,471 22,501 132,796 -11,984 -36,962 -51,622
Percent of Open Interest Represented by Each Category of Trader
20.4 16.5 19.3 19.7 8.1 2.7 7.4 17.7 17.9 3.3 5.5 3.3 6.1 9.1
Number of Traders in Each Category Total Traders: 342
31 64 86 13 28 24 35 93 101 14 45 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,469
Positions
35,512 2,815 0 6,951 15,812 4,915 6,322 21,603 292 423 8,843 0 54 189
Changes from: August 19, 2014 Total Change is: 187
190 185 0 -83 142 0 90 120 -41 53 -227 0 -22 8
Percent of Open Interest Represented by Each Category of Trader
65.2 5.2 0.0 12.8 29.0 9.0 11.6 39.7 0.5 0.8 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . . 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 44,234
Positions
37,842 7,278 0 0 11,922 1,378 1,111 8,836 2,542 1,238 12,028 0 123 250
Changes from: August 19, 2014 Total Change is: 1,871
741 813 -13 0 1,234 0 -72 161 27 1,178 -355 0 10 4
Percent of Open Interest Represented by Each Category of Trader
85.5 16.5 0.0 0.0 27.0 3.1 2.5 20.0 5.7 2.8 27.2 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 49
5 6 0 0 14 . . 10 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 90,807
Positions
13,783 33,328 678 12,300 0 173 38,130 50,256 2,670 13,259 2,158 100 9,714 1,444
Changes from: August 19, 2014 Total Change is: 1,390
433 100 0 28 0 33 -139 501 456 332 998 0 247 -698
Percent of Open Interest Represented by Each Category of Trader
15.2 36.7 0.7 13.5 0.0 0.2 42.0 55.3 2.9 14.6 2.4 0.1 10.7 1.6
Number of Traders in Each Category Total Traders: 160
8 . . 17 0 . 53 11 8 63 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 414,365
Positions
64,951 45,640 48,147 49,869 29,437 34,558 82,445 112,742 61,488 12,570 11,335 36,723 23,614 34,295
Changes from: August 19, 2014 Total Change is: -4,089
-1,536 -15,969 -587 16,127 451 470 -7,252 16,992 -11,854 2,261 3,009 -1,356 -362 4,755
Percent of Open Interest Represented by Each Category of Trader
15.7 11.0 11.6 12.0 7.1 8.3 19.9 27.2 14.8 3.0 2.7 8.9 5.7 8.3
Number of Traders in Each Category Total Traders: 202
21 15 24 9 18 12 46 45 54 18 20 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 26, 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 13,104
Positions
658 2,900 0 4,151 0 778 6,769 9,018 406 280 0 0 62 2
Changes from: August 19, 2014 Total Change is: -452
-2 0 0 -840 0 -55 421 -427 30 0 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
5.0 22.1 0.0 31.7 0.0 5.9 51.7 68.8 3.1 2.1 0.0 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 6 0 . 7 4 . . 0 0
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Updated August 29, 2014