Traders in Financial Futures - Futures Only Positions as of September 2, 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 105,984
Positions
18,078 39,647 1,976 16,000 2,758 223 20,890 24,962 5,852 14,950 2,734 550 27,465 27,282
Changes from: August 26, 2014 Total Change is: -2,457
-1,285 4,748 47 150 -1,266 -8 -1,560 -5,484 699 -941 758 -38 479 -1,913
Percent of Open Interest Represented by Each Category of Trader
17.1 37.4 1.9 15.1 2.6 0.2 19.7 23.6 5.5 14.1 2.6 0.5 25.9 25.7
Number of Traders in Each Category Total Traders: 77
6 5 5 5 . . 13 26 10 12 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 60,436
Positions
33,012 1,984 503 1,599 2,808 0 11,109 22,415 5,941 593 0 0 7,679 26,785
Changes from: August 26, 2014 Total Change is: 6,675
2,421 356 -22 0 61 0 1,674 1,709 1,129 0 0 0 1,473 3,442
Percent of Open Interest Represented by Each Category of Trader
54.6 3.3 0.8 2.6 4.6 0.0 18.4 37.1 9.8 1.0 0.0 0.0 12.7 44.3
Number of Traders in Each Category Total Traders: 45
8 . . . 4 0 12 16 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 238,973
Positions
72,581 74,580 2,093 19,503 31,489 1,879 107,623 57,851 3,701 4,398 38,287 195 27,000 28,898
Changes from: August 26, 2014 Total Change is: 5,538
10,820 1,748 -219 -585 456 5 -1,390 1,836 -1,152 -1,060 -99 5 -886 2,958
Percent of Open Interest Represented by Each Category of Trader
30.4 31.2 0.9 8.2 13.2 0.8 45.0 24.2 1.5 1.8 16.0 0.1 11.3 12.1
Number of Traders in Each Category Total Traders: 111
7 9 6 8 14 5 28 31 14 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 230,937
Positions
143,384 8,272 2,886 34,883 19,813 288 26,430 130,130 3,386 3,796 4,155 381 15,503 61,626
Changes from: August 26, 2014 Total Change is: 12,928
15,229 1,022 295 569 227 19 -5,340 7,928 -855 705 2,086 -101 2,407 2,307
Percent of Open Interest Represented by Each Category of Trader
62.1 3.6 1.2 15.1 8.6 0.1 11.4 56.3 1.5 1.6 1.8 0.2 6.7 26.7
Number of Traders in Each Category Total Traders: 128
13 7 4 9 16 5 13 58 8 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 419,850
Positions
230,734 19,784 8,041 41,240 69,856 7,986 61,387 188,588 8,251 25,352 32,944 1,351 35,508 83,049
Changes from: August 26, 2014 Total Change is: 17,141
13,561 1,273 663 -5,427 2,202 -515 9,227 10,268 -360 1,053 2,571 49 -1,110 990
Percent of Open Interest Represented by Each Category of Trader
55.0 4.7 1.9 9.8 16.6 1.9 14.6 44.9 2.0 6.0 7.8 0.3 8.5 19.8
Number of Traders in Each Category Total Traders: 223
20 11 11 14 30 16 29 65 18 22 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 114,146
Positions
2,104 44,334 2,024 2,454 8,025 1,040 77,816 21,970 2,333 1,050 11,106 1,561 23,764 21,753
Changes from: August 26, 2014 Total Change is: 6,327
-422 6,081 650 424 730 55 5,054 -1,379 556 828 -203 -100 -718 -63
Percent of Open Interest Represented by Each Category of Trader
1.8 38.8 1.8 2.1 7.0 0.9 68.2 19.2 2.0 0.9 9.7 1.4 20.8 19.1
Number of Traders in Each Category Total Traders: 90
5 12 . . 8 . 30 19 10 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 43,027
Positions
22,933 29,636 4,437 335 0 14 9,599 4,957 1,737 1,662 0 1,802 508 444
Changes from: August 26, 2014 Total Change is: 2,574
1,313 962 718 -442 0 14 1,058 790 102 -74 0 0 -115 -12
Percent of Open Interest Represented by Each Category of Trader
53.3 68.9 10.3 0.8 0.0 0.0 22.3 11.5 4.0 3.9 0.0 4.2 1.2 1.0
Number of Traders in Each Category Total Traders: 26
7 9 9 . 0 . 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 144,255
Positions
51,559 70,449 1,258 7,907 545 0 71,666 61,323 2,577 2,257 3,791 1,105 5,926 3,207
Changes from: August 26, 2014 Total Change is: 2,590
-2,507 1,720 240 525 0 0 3,575 967 -34 453 -294 471 -133 -480
Percent of Open Interest Represented by Each Category of Trader
35.7 48.8 0.9 5.5 0.4 0.0 49.7 42.5 1.8 1.6 2.6 0.8 4.1 2.2
Number of Traders in Each Category Total Traders: 118
12 13 5 7 . 0 32 32 10 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 86,435
Positions
5,752 42,873 22,606 3,291 13 283 25,778 7,095 301 20,470 0 6,025 1,929 7,239
Changes from: August 26, 2014 Total Change is: 22,471
-807 222 15,960 -64 13 -13 7,374 610 -683 -1 0 0 705 6,362
Percent of Open Interest Represented by Each Category of Trader
6.7 49.6 26.2 3.8 0.0 0.3 29.8 8.2 0.3 23.7 0.0 7.0 2.2 8.4
Number of Traders in Each Category Total Traders: 28
. 11 4 . . . 4 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 23,319
Positions
3,193 8,102 243 1,664 189 0 14,148 8,325 277 632 3,352 0 3,162 2,831
Changes from: August 26, 2014 Total Change is: -300
816 -1,262 7 150 0 0 -942 1,174 48 -39 -292 0 -340 25
Percent of Open Interest Represented by Each Category of Trader
13.7 34.7 1.0 7.1 0.8 0.0 60.7 35.7 1.2 2.7 14.4 0.0 13.6 12.1
Number of Traders in Each Category Total Traders: 71
7 8 . 4 . 0 22 20 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 64,775
Positions
18,870 36,118 537 4,656 4,568 316 27,231 7,937 796 2,955 4,899 686 8,731 8,920
Changes from: August 26, 2014 Total Change is: 3,857
-974 5,168 320 -39 146 7 3,283 -3,029 789 100 119 100 273 239
Percent of Open Interest Represented by Each Category of Trader
29.1 55.8 0.8 7.2 7.1 0.5 42.0 12.3 1.2 4.6 7.6 1.1 13.5 13.8
Number of Traders in Each Category Total Traders: 119
17 17 4 9 . 4 29 18 6 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 129,550
Positions
37,739 72,236 1,074 9,312 9,135 631 54,461 15,874 1,592 5,909 9,797 1,371 17,461 17,840
Changes from: August 26, 2014 Total Change is: 7,714
-1,947 10,335 639 -78 292 13 6,565 -6,058 1,578 200 238 199 545 478
Percent of Open Interest Represented by Each Category of Trader
29.1 55.8 0.8 7.2 7.1 0.5 42.0 12.3 1.2 4.6 7.6 1.1 13.5 13.8
Number of Traders in Each Category Total Traders: 119
17 17 4 9 . 4 29 18 6 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 781,007
Positions
44,474 173,044 49,766 317,563 108,450 57,278 99,904 197,393 40,259 47,605 51,698 3,594 120,563 99,525
Changes from: August 26, 2014 Total Change is: 11,359
1,760 -6,853 6,580 -3,816 670 -501 1,498 3,969 1,589 -451 3,358 93 4,606 2,454
Percent of Open Interest Represented by Each Category of Trader
5.7 22.2 6.4 40.7 13.9 7.3 12.8 25.3 5.2 6.1 6.6 0.5 15.4 12.7
Number of Traders in Each Category Total Traders: 583
33 42 29 128 58 72 85 128 74 53 56 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 164,798
Positions
30,829 52,736 4,231 64,585 24,310 1,782 10,582 20,604 1,093 11,182 10,246 0 40,514 49,796
Changes from: August 26, 2014 Total Change is: 670
4,532 -119 -1,608 -1,737 20 2 963 2,948 -960 11 -466 0 -533 853
Percent of Open Interest Represented by Each Category of Trader
18.7 32.0 2.6 39.2 14.8 1.1 6.4 12.5 0.7 6.8 6.2 0.0 24.6 30.2
Number of Traders in Each Category Total Traders: 88
8 10 5 17 8 7 13 19 6 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 3,081,045
Positions
253,834 787,150 42,064 1,309,963 465,769 232,411 526,007 963,340 116,435 187,292 212,437 12,795 400,244 248,644
Changes from: August 26, 2014 Total Change is: 53,444
20,135 328 6,945 -12,809 835 -101 8,538 10,967 6,882 -2,548 18,879 706 25,696 8,003
Percent of Open Interest Represented by Each Category of Trader
8.2 25.5 1.4 42.5 15.1 7.5 17.1 31.3 3.8 6.1 6.9 0.4 13.0 8.1
Number of Traders in Each Category Total Traders: 568
35 39 22 123 56 66 87 124 67 49 55 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 89,681
Positions
3,232 36,472 98 42,346 37,345 1,833 29,127 8,941 804 515 401 0 11,726 3,787
Changes from: August 26, 2014 Total Change is: -367
-1,947 -239 0 -2,241 78 -37 3,361 -288 260 0 0 0 237 -141
Percent of Open Interest Represented by Each Category of Trader
3.6 40.7 0.1 47.2 41.6 2.0 32.5 10.0 0.9 0.6 0.4 0.0 13.1 4.2
Number of Traders in Each Category Total Traders: 91
6 12 . 33 11 12 19 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 73,483
Positions
7,080 40,163 383 33,114 5,985 614 20,720 14,055 921 1,748 5,373 47 8,855 5,940
Changes from: August 26, 2014 Total Change is: 1,405
154 1,115 102 1,354 65 -26 -156 142 -6 -123 105 5 102 -97
Percent of Open Interest Represented by Each Category of Trader
9.6 54.7 0.5 45.1 8.1 0.8 28.2 19.1 1.3 2.4 7.3 0.1 12.0 8.1
Number of Traders in Each Category Total Traders: 250
20 23 5 31 18 12 66 49 13 17 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 367,413
Positions
35,399 200,815 1,917 165,571 29,927 3,072 103,600 70,277 4,604 8,740 26,863 237 44,273 29,701
Changes from: August 26, 2014 Total Change is: 7,027
769 5,573 509 6,772 325 -130 -780 711 -31 -616 527 26 508 -483
Percent of Open Interest Represented by Each Category of Trader
9.6 54.7 0.5 45.1 8.1 0.8 28.2 19.1 1.3 2.4 7.3 0.1 12.0 8.1
Number of Traders in Each Category Total Traders: 250
20 23 5 31 18 12 66 49 13 17 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 378,474
Positions
89,730 25,054 39,938 125,109 139,409 16,476 73,760 125,750 4,276 8,326 8,665 0 20,859 18,906
Changes from: August 26, 2014 Total Change is: 6,039
3,363 113 323 -4,857 5 3,043 3,748 4,546 -1,220 196 -13 -40 1,483 -718
Percent of Open Interest Represented by Each Category of Trader
23.7 6.6 10.6 33.1 36.8 4.4 19.5 33.2 1.1 2.2 2.3 0.0 5.5 5.0
Number of Traders in Each Category Total Traders: 255
20 7 5 56 43 27 39 61 13 12 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 63,958
Positions
2,896 25,234 0 31,942 0 125 13,544 17,624 206 5,227 1,418 90 9,928 19,261
Changes from: August 26, 2014 Total Change is: -500
606 32 0 -301 0 -24 -445 -557 191 -808 202 -32 313 -312
Percent of Open Interest Represented by Each Category of Trader
4.5 39.5 0.0 49.9 0.0 0.2 21.2 27.6 0.3 8.2 2.2 0.1 15.5 30.1
Number of Traders in Each Category Total Traders: 63
6 7 0 20 0 . 9 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 88,666
Positions
24,959 16,245 2,235 11,402 1,497 1,152 31,154 5,501 1,005 4,326 0 193 12,240 60,838
Changes from: August 26, 2014 Total Change is: 878
98 3,689 -435 -459 185 -5 1,537 -552 -2 104 -300 102 -62 -1,804
Percent of Open Interest Represented by Each Category of Trader
28.1 18.3 2.5 12.9 1.7 1.3 35.1 6.2 1.1 4.9 0.0 0.2 13.8 68.6
Number of Traders in Each Category Total Traders: 89
15 10 5 10 . . 30 11 7 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 115,235
Positions
4,225 73,467 1,101 68,042 23,043 5,002 25,429 5,223 3,630 2,773 889 0 5,033 2,880
Changes from: August 26, 2014 Total Change is: -292
-234 -2 13 -823 127 -238 1,200 269 -53 105 -15 0 -262 -393
Percent of Open Interest Represented by Each Category of Trader
3.7 63.8 1.0 59.0 20.0 4.3 22.1 4.5 3.2 2.4 0.8 0.0 4.4 2.5
Number of Traders in Each Category Total Traders: 97
6 11 . 37 13 15 20 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 354,231
Positions
35,714 211,349 9,800 121,495 43,021 42,839 101,737 30,852 9,656 16,987 3,998 1,529 14,474 1,187
Changes from: August 26, 2014 Total Change is: 8,064
397 3,815 7,331 1,382 951 -1,004 -2,027 -4,899 7,067 710 -961 -1,547 -4,245 -2,689
Percent of Open Interest Represented by Each Category of Trader
10.1 59.7 2.8 34.3 12.1 12.1 28.7 8.7 2.7 4.8 1.1 0.4 4.1 0.3
Number of Traders in Each Category Total Traders: 216
21 22 10 64 23 28 39 16 11 25 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 917,199
Positions
5,073 90,546 11,247 390,821 160,899 110,263 122,031 231,162 87,096 19,382 45,744 786 170,500 179,456
Changes from: August 26, 2014 Total Change is: -24,756
-633 -15,280 -1,252 -16,956 7,732 -387 -4,374 -6,650 17,909 -3,298 1,078 -3,416 -12,349 -24,490
Percent of Open Interest Represented by Each Category of Trader
0.6 9.9 1.2 42.6 17.5 12.0 13.3 25.2 9.5 2.1 5.0 0.1 18.6 19.6
Number of Traders in Each Category Total Traders: 175
7 15 7 36 36 37 33 26 24 6 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 543,378
Positions
30,842 66,155 12,699 239,556 46,097 81,600 23,521 181,616 41,086 8,338 14,775 92 105,644 99,258
Changes from: August 26, 2014 Total Change is: 6,770
5,918 -2,684 2,060 3,404 5,006 -2,819 1,217 378 17,304 508 -1,570 32 -20,854 -10,937
Percent of Open Interest Represented by Each Category of Trader
5.7 12.2 2.3 44.1 8.5 15.0 4.3 33.4 7.6 1.5 2.7 0.0 19.4 18.3
Number of Traders in Each Category Total Traders: 82
4 6 5 34 11 23 6 13 12 . 5 .
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 1,377,870
Positions
64,477 222,440 12,717 246,399 444,227 65,870 663,173 295,134 57,885 141,455 119,837 13,539 112,355 146,221
Changes from: August 26, 2014 Total Change is: -138,192
6,353 -12,111 -36,112 6,999 -11,499 -7,196 -57,952 -11,850 -35,075 2,393 4,870 -13,537 -4,065 -15,682
Percent of Open Interest Represented by Each Category of Trader
4.7 16.1 0.9 17.9 32.2 4.8 48.1 21.4 4.2 10.3 8.7 1.0 8.2 10.6
Number of Traders in Each Category Total Traders: 253
15 28 13 36 46 33 46 31 30 17 34 12
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 2,721,411
Positions
109,994 239,264 36,698 1,032,308 842,779 272,395 558,487 533,964 94,035 253,152 188,831 33,774 330,568 479,671
Changes from: August 26, 2014 Total Change is: -132,846
25,697 12,369 -61,770 14,380 -87,252 -8,169 -35,665 74,611 -59,341 -10,061 8,903 3,518 -1,435 -15,715
Percent of Open Interest Represented by Each Category of Trader
4.0 8.8 1.3 37.9 31.0 10.0 20.5 19.6 3.5 9.3 6.9 1.2 12.1 17.6
Number of Traders in Each Category Total Traders: 354
17 37 23 33 83 58 38 80 49 17 49 15
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 2,157,862
Positions
240,330 107,062 36,576 492,126 803,078 278,772 654,401 246,605 79,323 94,745 193,995 35,374 246,215 377,077
Changes from: August 26, 2014 Total Change is: -135,755
47,331 -33,588 -8,099 -32,336 -37,816 -13,695 -35,861 3,189 -2,842 -14,733 16,025 -28,993 -46,527 -29,936
Percent of Open Interest Represented by Each Category of Trader
11.1 5.0 1.7 22.8 37.2 12.9 30.3 11.4 3.7 4.4 9.0 1.6 11.4 17.5
Number of Traders in Each Category Total Traders: 282
14 26 12 36 54 45 50 53 32 13 36 14
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 511,290
Positions
187,553 100,481 132,448 2,053 9,383 14,735 17,237 74,705 78,504 11,337 12,638 37,026 30,397 51,370
Changes from: August 26, 2014 Total Change is: -30,339
-21,890 -12,189 -8,264 2,053 -86 8,100 -2,908 -12,272 -8,140 -541 723 1,013 238 776
Percent of Open Interest Represented by Each Category of Trader
36.7 19.7 25.9 0.4 1.8 2.9 3.4 14.6 15.4 2.2 2.5 7.2 5.9 10.0
Number of Traders in Each Category Total Traders: 90
12 26 32 . 4 . 8 24 18 . 8 7
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 is13,117,576
Positions
2,754,365 2,031,110 2,538,922 2,368,092 1,058,348 385,417 972,591 2,345,511 2,418,334 430,317 673,274 443,079 806,459 1,223,581
Changes from: August 26, 2014 Total Change is: 231,781
130,891 -97,258 54,761 -168,318 19,078 39,510 22,484 59,959 111,062 1,040 -30,889 23,163 17,188 52,395
Percent of Open Interest Represented by Each Category of Trader
21.0 15.5 19.4 18.1 8.1 2.9 7.4 17.9 18.4 3.3 5.1 3.4 6.1 9.3
Number of Traders in Each Category Total Traders: 340
31 63 86 12 30 26 34 94 100 12 45 42
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 58,623
Positions
36,655 2,844 750 6,952 15,637 4,915 6,392 22,932 2,344 535 9,009 0 80 192
Changes from: August 26, 2014 Total Change is: 4,154
1,143 29 750 1 -175 0 70 1,329 2,052 112 166 0 26 3
Percent of Open Interest Represented by Each Category of Trader
62.5 4.9 1.3 11.9 26.7 8.4 10.9 39.1 4.0 0.9 15.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
6 8 . . 10 . . 11 . . 7 0
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 45,970
Positions
38,038 7,387 455 0 12,438 1,378 2,172 8,890 2,692 1,105 12,410 13 117 307
Changes from: August 26, 2014 Total Change is: 1,736
196 109 455 0 516 0 1,061 54 150 -133 382 13 -6 57
Percent of Open Interest Represented by Each Category of Trader
82.7 16.1 1.0 0.0 27.1 3.0 4.7 19.3 5.9 2.4 27.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 51
5 6 . 0 15 . . 9 . . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 87,783
Positions
13,805 33,072 678 12,138 0 174 35,735 47,137 2,091 13,265 2,775 100 9,797 1,756
Changes from: August 26, 2014 Total Change is: -3,024
22 -256 0 -162 0 1 -2,395 -3,119 -579 6 617 0 83 312
Percent of Open Interest Represented by Each Category of Trader
15.7 37.7 0.8 13.8 0.0 0.2 40.7 53.7 2.4 15.1 3.2 0.1 11.2 2.0
Number of Traders in Each Category Total Traders: 154
8 . . 17 0 . 51 12 8 59 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 2, 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 409,378
Positions
61,666 42,862 51,903 54,756 30,767 30,270 76,241 111,561 62,163 13,590 10,835 34,764 24,025 34,253
Changes from: August 26, 2014 Total Change is: -4,987
-3,285 -2,778 3,756 4,887 1,330 -4,288 -6,204 -1,181 675 1,020 -500 -1,959 411 -42
Percent of Open Interest Represented by Each Category of Trader
15.1 10.5 12.7 13.4 7.5 7.4 18.6 27.3 15.2 3.3 2.6 8.5 5.9 8.4
Number of Traders in Each Category Total Traders: 203
19 17 25 8 19 12 45 46 54 18 20 24
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Traders in Financial Futures - Futures Only Positions as of September 2, 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 13,853
Positions
611 2,900 0 5,541 0 915 6,182 8,839 446 30 750 0 128 3
Changes from: August 26, 2014 Total Change is: 749
-47 0 0 1,390 0 137 -587 -179 40 -250 750 0 66 1
Percent of Open Interest Represented by Each Category of Trader
4.4 20.9 0.0 40.0 0.0 6.6 44.6 63.8 3.2 0.2 5.4 0.0 0.9 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 6 0 . 8 4 . . . 0
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Updated September 5, 2014