Traders in Financial Futures - Futures Only Positions as of September 23, 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 76,530
Positions
4,781 8,071 1,299 16,169 3,792 316 15,060 24,806 3,445 12,483 2,192 36 22,941 32,573
Changes from: September 16, 2014 Total Change is: -33,745
-19,218 -26,201 -1,602 22 77 44 -9,221 -2,851 -1,815 -1,770 -97 -240 55 -1,060
Percent of Open Interest Represented by Each Category of Trader
6.2 10.5 1.7 21.1 5.0 0.4 19.7 32.4 4.5 16.3 2.9 0.0 30.0 42.6
Number of Traders in Each Category Total Traders: 71
4 4 . 4 5 . 15 22 6 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 52,124
Positions
33,320 2,401 101 1,053 3,008 4 9,774 21,319 161 503 0 0 7,208 25,130
Changes from: September 16, 2014 Total Change is: -2,805
1,374 532 70 -601 105 0 -4,045 -2,406 -27 -536 0 0 960 -1,079
Percent of Open Interest Represented by Each Category of Trader
63.9 4.6 0.2 2.0 5.8 0.0 18.8 40.9 0.3 1.0 0.0 0.0 13.8 48.2
Number of Traders in Each Category Total Traders: 42
7 . . . 4 . 10 16 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 134,061
Positions
15,086 8,023 459 11,810 34,482 4,179 73,876 36,900 2,709 6,144 15,327 40 19,758 31,942
Changes from: September 16, 2014 Total Change is: -499
-1,766 653 133 -439 2,553 53 210 -6,177 122 1,363 -651 0 -175 2,815
Percent of Open Interest Represented by Each Category of Trader
11.3 6.0 0.3 8.8 25.7 3.1 55.1 27.5 2.0 4.6 11.4 0.0 14.7 23.8
Number of Traders in Each Category Total Traders: 103
5 9 . 6 15 6 26 28 13 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 222,214
Positions
127,486 4,589 1 32,602 29,019 307 30,416 124,263 2,501 11,952 3,224 391 16,558 57,919
Changes from: September 16, 2014 Total Change is: 13,979
15,164 925 0 -1,085 1,147 -2 -6,575 10,680 981 324 759 380 4,792 -891
Percent of Open Interest Represented by Each Category of Trader
57.4 2.1 0.0 14.7 13.1 0.1 13.7 55.9 1.1 5.4 1.5 0.2 7.5 26.1
Number of Traders in Each Category Total Traders: 130
13 4 . 9 19 5 20 53 7 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 398,937
Positions
193,302 19,225 4,024 44,085 79,850 8,073 61,813 170,386 7,025 46,496 27,364 1,154 32,965 81,836
Changes from: September 16, 2014 Total Change is: 1,285
8,000 2,352 1,871 551 6,684 -137 -18,611 -11,894 3,383 2,896 -1,080 207 3,125 -101
Percent of Open Interest Represented by Each Category of Trader
48.5 4.8 1.0 11.1 20.0 2.0 15.5 42.7 1.8 11.7 6.9 0.3 8.3 20.5
Number of Traders in Each Category Total Traders: 215
18 13 6 14 29 15 29 58 14 25 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 105,756
Positions
26,162 18,000 0 1,425 12,748 1,074 54,736 23,167 530 1,027 20,526 192 20,610 29,519
Changes from: September 16, 2014 Total Change is: 7,917
8,642 -1,562 -150 -472 3,224 71 -2,276 1,630 -109 40 4,286 -56 2,227 583
Percent of Open Interest Represented by Each Category of Trader
24.7 17.0 0.0 1.3 12.1 1.0 51.8 21.9 0.5 1.0 19.4 0.2 19.5 27.9
Number of Traders in Each Category Total Traders: 88
9 6 0 . 9 4 25 24 5 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 32,370
Positions
18,641 18,975 3,352 0 1,947 0 7,571 4,593 1,228 261 871 973 344 431
Changes from: September 16, 2014 Total Change is: 2,389
710 600 29 0 1,476 -58 1,747 67 0 14 0 0 -53 275
Percent of Open Interest Represented by Each Category of Trader
57.6 58.6 10.4 0.0 6.0 0.0 23.4 14.2 3.8 0.8 2.7 3.0 1.1 1.3
Number of Traders in Each Category Total Traders: 21
6 7 7 0 . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 151,319
Positions
32,761 62,658 0 52,710 611 0 56,621 78,261 1,778 2,251 4,379 0 5,198 3,632
Changes from: September 16, 2014 Total Change is: 16,874
2,807 9,477 0 23,753 0 0 -11,132 6,387 1,304 412 -1,011 0 -270 717
Percent of Open Interest Represented by Each Category of Trader
21.7 41.4 0.0 34.8 0.4 0.0 37.4 51.7 1.2 1.5 2.9 0.0 3.4 2.4
Number of Traders in Each Category Total Traders: 110
6 12 0 5 . 0 25 40 7 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 60,800
Positions
11,300 41,881 6,246 3,361 0 0 7,100 2,175 3,914 21,813 0 6,025 1,041 559
Changes from: September 16, 2014 Total Change is: 304
2,135 -959 0 -126 0 0 -4,694 -913 2,066 1,000 0 0 -77 110
Percent of Open Interest Represented by Each Category of Trader
18.6 68.9 10.3 5.5 0.0 0.0 11.7 3.6 6.4 35.9 0.0 9.9 1.7 0.9
Number of Traders in Each Category Total Traders: 23
4 6 4 . 0 0 . 5 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 16,146
Positions
2,254 3,603 1 1,513 0 0 9,179 7,451 196 496 756 0 2,507 4,139
Changes from: September 16, 2014 Total Change is: 96
-56 546 1 -161 0 0 115 -1,091 39 27 -3 0 131 604
Percent of Open Interest Represented by Each Category of Trader
14.0 22.3 0.0 9.4 0.0 0.0 56.8 46.1 1.2 3.1 4.7 0.0 15.5 25.6
Number of Traders in Each Category Total Traders: 57
4 8 . . 0 0 16 19 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 67,750
Positions
21,547 40,941 404 4,795 2,684 157 28,415 8,109 1,745 2,833 6,209 48 7,808 7,455
Changes from: September 16, 2014 Total Change is: -18,042
2,272 3,806 -14,573 342 -957 12 -2,080 -2,224 -2,408 -372 1,633 -773 -463 -2,559
Percent of Open Interest Represented by Each Category of Trader
31.8 60.4 0.6 7.1 4.0 0.2 41.9 12.0 2.6 4.2 9.2 0.1 11.5 11.0
Number of Traders in Each Category Total Traders: 117
15 16 . 10 . 4 29 22 7 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 135,500
Positions
43,094 81,881 808 9,590 5,367 314 56,829 16,218 3,489 5,665 12,418 96 15,615 14,909
Changes from: September 16, 2014 Total Change is: -36,084
4,544 7,612 -29,145 684 -1,913 23 -4,160 -4,447 -4,816 -743 3,265 -1,545 -926 -5,118
Percent of Open Interest Represented by Each Category of Trader
31.8 60.4 0.6 7.1 4.0 0.2 41.9 12.0 2.6 4.2 9.2 0.1 11.5 11.0
Number of Traders in Each Category Total Traders: 117
15 16 . 10 . 4 29 22 7 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 687,035
Positions
43,922 187,392 10,949 331,784 119,206 53,096 92,842 184,644 22,179 42,307 46,179 2,267 87,690 61,123
Changes from: September 16, 2014 Total Change is: -262,172
1,366 9,395 -117,628 7,243 10,634 -35,428 -17,571 -24,916 -36,423 -3,470 -3,677 -5,325 -54,937 -58,805
Percent of Open Interest Represented by Each Category of Trader
6.4 27.3 1.6 48.3 17.4 7.7 13.5 26.9 3.2 6.2 6.7 0.3 12.8 8.9
Number of Traders in Each Category Total Traders: 575
35 40 18 125 61 75 84 119 68 51 60 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 127,233
Positions
5,328 61,337 4,058 57,674 29,654 2,577 5,845 5,971 356 10,835 7,677 0 40,560 15,603
Changes from: September 16, 2014 Total Change is: -90,294
-26,562 5,015 -25,340 -14,518 9,655 -9,279 -9,836 -15,440 -874 1,178 -1,935 -1,337 -3,726 -50,759
Percent of Open Interest Represented by Each Category of Trader
4.2 48.2 3.2 45.3 23.3 2.0 4.6 4.7 0.3 8.5 6.0 0.0 31.9 12.3
Number of Traders in Each Category Total Traders: 74
4 11 4 17 7 8 13 12 4 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 2,799,012
Positions
214,385 651,689 13,043 1,386,756 463,969 236,385 451,038 909,420 93,060 157,362 192,512 11,334 235,649 227,600
Changes from: September 16, 2014 Total Change is: -859,391
-29,618 -147,359 -292,180 83,016 -20,890 -104,956 -131,493 -140,200 -84,923 -28,327 -13,796 -14,857 -256,053 -40,230
Percent of Open Interest Represented by Each Category of Trader
7.7 23.3 0.5 49.5 16.6 8.4 16.1 32.5 3.3 5.6 6.9 0.4 8.4 8.1
Number of Traders in Each Category Total Traders: 564
39 36 14 120 60 69 82 119 59 49 59 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 95,188
Positions
7,879 34,978 172 44,440 41,357 1,881 26,731 12,452 741 1,154 401 0 12,190 3,206
Changes from: September 16, 2014 Total Change is: -3,381
5,196 -1,477 -4,195 -1,976 1,947 -7 -2,226 1,244 -22 639 0 0 -790 -871
Percent of Open Interest Represented by Each Category of Trader
8.3 36.7 0.2 46.7 43.4 2.0 28.1 13.1 0.8 1.2 0.4 0.0 12.8 3.4
Number of Traders in Each Category Total Traders: 95
7 11 . 33 11 11 20 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 75,568
Positions
3,941 48,445 564 37,642 5,981 943 23,170 9,193 1,308 2,009 3,807 212 5,779 5,116
Changes from: September 16, 2014 Total Change is: -36,386
-2,945 2,909 -19,548 4,533 93 -7,102 -314 -4,168 -3,084 -869 -1,205 -841 -6,216 -3,440
Percent of Open Interest Represented by Each Category of Trader
5.2 64.1 0.7 49.8 7.9 1.2 30.7 12.2 1.7 2.7 5.0 0.3 7.6 6.8
Number of Traders in Each Category Total Traders: 241
15 24 4 32 21 14 62 40 17 14 33 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 377,838
Positions
19,703 242,223 2,818 188,210 29,905 4,713 115,850 45,963 6,540 10,046 19,036 1,061 28,897 25,579
Changes from: September 16, 2014 Total Change is: -129,678
-7,451 32,895 -83,517 23,740 467 -32,208 2,564 -25,422 -10,842 -1,738 -9,855 -373 -19,853 -823
Percent of Open Interest Represented by Each Category of Trader
5.2 64.1 0.7 49.8 7.9 1.2 30.7 12.2 1.7 2.7 5.0 0.3 7.6 6.8
Number of Traders in Each Category Total Traders: 241
15 24 4 32 21 14 62 40 17 14 33 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 397,217
Positions
121,289 28,944 22,534 130,145 149,201 17,232 71,783 142,314 7,398 7,457 10,676 0 19,379 18,918
Changes from: September 16, 2014 Total Change is: -23,782
16,637 4,396 -38,351 1,768 5,924 -890 1,795 6,068 -2,075 -83 594 -1 -2,582 553
Percent of Open Interest Represented by Each Category of Trader
30.5 7.3 5.7 32.8 37.6 4.3 18.1 35.8 1.9 1.9 2.7 0.0 4.9 4.8
Number of Traders in Each Category Total Traders: 260
23 8 4 53 47 29 33 62 12 13 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 64,491
Positions
2,687 24,466 200 31,541 0 40 14,541 18,857 50 4,324 1,353 0 11,108 19,525
Changes from: September 16, 2014 Total Change is: 43
-714 444 200 582 0 5 -81 357 25 -196 -42 0 222 -946
Percent of Open Interest Represented by Each Category of Trader
4.2 37.9 0.3 48.9 0.0 0.1 22.5 29.2 0.1 6.7 2.1 0.0 17.2 30.3
Number of Traders in Each Category Total Traders: 67
5 8 . 22 0 . 12 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 102,403
Positions
38,659 15,857 919 10,083 1,624 1,020 37,494 6,417 849 3,663 0 0 9,716 75,717
Changes from: September 16, 2014 Total Change is: 5,407
3,745 3,857 -1,092 -354 435 247 3,962 -1 229 -966 0 0 -364 1,732
Percent of Open Interest Represented by Each Category of Trader
37.8 15.5 0.9 9.8 1.6 1.0 36.6 6.3 0.8 3.6 0.0 0.0 9.5 73.9
Number of Traders in Each Category Total Traders: 78
15 8 . 8 . . 27 8 5 10 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 114,200
Positions
6,592 74,796 410 66,276 22,129 5,400 25,267 4,335 3,402 1,362 521 0 5,491 3,207
Changes from: September 16, 2014 Total Change is: -18,991
2,299 5,317 -18,218 -1,487 -3,325 32 1,853 -240 -1,791 -1,486 -20 0 -193 -746
Percent of Open Interest Represented by Each Category of Trader
5.8 65.5 0.4 58.0 19.4 4.7 22.1 3.8 3.0 1.2 0.5 0.0 4.8 2.8
Number of Traders in Each Category Total Traders: 88
6 11 . 35 13 15 15 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 350,174
Positions
32,781 202,889 3,678 129,380 34,567 47,550 95,970 44,436 2,323 21,175 9,369 254 17,063 5,108
Changes from: September 16, 2014 Total Change is: -36,829
-1,464 -18,352 -20,858 -2,964 -4,633 834 -4,059 8,313 -4,176 1,335 3,444 -203 -5,274 -1,198
Percent of Open Interest Represented by Each Category of Trader
9.4 57.9 1.1 36.9 9.9 13.6 27.4 12.7 0.7 6.0 2.7 0.1 4.9 1.5
Number of Traders in Each Category Total Traders: 216
19 23 6 65 21 28 37 16 8 25 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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 856,264
Positions
14,808 82,713 13,223 352,581 177,340 137,525 137,186 186,492 21,893 22,051 72,062 637 156,360 164,379
Changes from: September 16, 2014 Total Change is: 15,850
-2,547 -6,071 870 9,292 34,046 -4,200 10,735 -9,036 2,944 -3,402 2,386 -461 2,619 -4,628
Percent of Open Interest Represented by Each Category of Trader
1.7 9.7 1.5 41.2 20.7 16.1 16.0 21.8 2.6 2.6 8.4 0.1 18.3 19.2
Number of Traders in Each Category Total Traders: 184
10 16 4 34 38 39 34 29 15 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 23, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 506,049
Positions
28,871 64,480 1,821 244,516 36,009 86,836 24,714 200,048 7,786 7,074 12,766 60 104,371 96,243
Changes from: September 16, 2014 Total Change is: -3,103
3,173 -8,664 464 415 -3,049 768 494 12,410 -6,727 -2,733 -1,609 -32 1,075 3,336
Percent of Open Interest Represented by Each Category of Trader
5.7 12.7 0.4 48.3 7.1 17.2 4.9 39.5 1.5 1.4 2.5 0.0 20.6 19.0
Number of Traders in Each Category Total Traders: 78
. 5 . 36 10 23 6 12 9 . 4 .
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 1,679,072
Positions
124,814 229,409 2,499 264,703 492,225 71,647 906,666 519,826 32,157 166,399 172,634 5,249 104,938 153,426
Changes from: September 16, 2014 Total Change is: 117,574
12,116 -23,209 -3,801 18,445 17,824 -822 63,550 73,483 3,343 23,123 48,242 -28 1,648 2,542
Percent of Open Interest Represented by Each Category of Trader
7.4 13.7 0.1 15.8 29.3 4.3 54.0 31.0 1.9 9.9 10.3 0.3 6.2 9.1
Number of Traders in Each Category Total Traders: 268
14 29 6 35 53 33 46 36 26 17 38 9
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 2,649,936
Positions
106,498 184,551 38,895 949,346 843,337 311,067 518,405 510,571 57,579 376,734 167,343 35,192 256,220 501,401
Changes from: September 16, 2014 Total Change is: -9,414
-16,924 4,024 2,656 -35,462 -34,312 29,172 29,551 7,059 -21,181 25,841 -3,797 2,223 -25,290 4,742
Percent of Open Interest Represented by Each Category of Trader
4.0 7.0 1.5 35.8 31.8 11.7 19.6 19.3 2.2 14.2 6.3 1.3 9.7 18.9
Number of Traders in Each Category Total Traders: 359
24 33 13 37 74 60 47 71 41 19 54 12
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 2,127,285
Positions
305,477 118,769 27,701 319,179 720,958 310,117 643,179 315,021 54,031 218,414 187,642 31,222 217,965 361,824
Changes from: September 16, 2014 Total Change is: 15,248
43,142 -2,089 5,027 -70,918 -2,249 7,844 53,857 24,741 -6,709 -14,085 -2,873 -1,422 -1,488 -7,022
Percent of Open Interest Represented by Each Category of Trader
14.4 5.6 1.3 15.0 33.9 14.6 30.2 14.8 2.5 10.3 8.8 1.5 10.2 17.0
Number of Traders in Each Category Total Traders: 296
24 28 11 34 61 46 43 52 28 18 36 11
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 583,182
Positions
240,559 121,081 161,995 0 4,840 6,622 10,242 105,999 75,767 15,364 13,070 35,432 37,201 58,376
Changes from: September 16, 2014 Total Change is: 25,247
11,817 4,527 8,803 0 -1,501 1,835 -3,669 5,817 383 5,329 -968 158 591 6,193
Percent of Open Interest Represented by Each Category of Trader
41.2 20.8 27.8 0.0 0.8 1.1 1.8 18.2 13.0 2.6 2.2 6.1 6.4 10.0
Number of Traders in Each Category Total Traders: 92
12 27 32 0 . . 7 27 20 . 7 8
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 is13,167,272
Positions
2,479,302 1,484,955 2,681,938 2,214,153 1,019,944 460,856 1,332,431 2,806,135 2,327,015 475,555 641,778 445,823 750,199 1,298,828
Changes from: September 16, 2014 Total Change is: 259,367
-31,022 -79 66,698 -44,871 -42,846 58,540 121,432 122,585 25,959 52,578 -21,534 14,192 -4,139 35,852
Percent of Open Interest Represented by Each Category of Trader
18.8 11.3 20.4 16.8 7.7 3.5 10.1 21.3 17.7 3.6 4.9 3.4 5.7 9.9
Number of Traders in Each Category Total Traders: 319
30 53 78 11 27 24 39 88 98 11 43 40
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 51,524
Positions
37,327 4,561 0 7,022 15,227 4,915 1,400 18,041 209 525 8,327 0 126 244
Changes from: September 16, 2014 Total Change is: -3,078
-1,340 -56 0 77 -271 -15 -1,624 -2,257 -55 -169 -425 0 48 1
Percent of Open Interest Represented by Each Category of Trader
72.4 8.9 0.0 13.6 29.6 9.5 2.7 35.0 0.4 1.0 16.2 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 47
5 7 0 . 10 . 4 10 . . 6 0
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 45,206
Positions
34,369 8,357 0 0 11,981 1,378 5,286 9,758 3,283 749 10,132 0 141 317
Changes from: September 16, 2014 Total Change is: 5,838
2,361 1,464 0 0 -101 0 2,427 3,875 353 644 191 0 53 56
Percent of Open Interest Represented by Each Category of Trader
76.0 18.5 0.0 0.0 26.5 3.0 11.7 21.6 7.3 1.7 22.4 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 47
4 6 0 0 14 . . 7 . 4 9 0
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 93,016
Positions
13,275 56,464 559 12,996 380 147 36,007 31,038 1,562 18,298 304 15 10,157 2,547
Changes from: September 16, 2014 Total Change is: 2,086
-731 333 0 -462 0 22 653 509 503 1,088 -440 15 998 1,144
Percent of Open Interest Represented by Each Category of Trader
14.3 60.7 0.6 14.0 0.4 0.2 38.7 33.4 1.7 19.7 0.3 0.0 10.9 2.7
Number of Traders in Each Category Total Traders: 169
9 . . 17 . . 50 15 5 72 . .
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 389,039
Positions
80,367 38,482 36,042 56,061 24,871 25,654 69,771 126,875 54,064 10,339 10,892 34,030 22,711 38,129
Changes from: September 16, 2014 Total Change is: -24,438
3,688 -3,501 -22,206 3,204 -7,574 -2,920 -3,192 5,675 2,934 -3,223 1,731 -4,208 1,485 5,631
Percent of Open Interest Represented by Each Category of Trader
20.7 9.9 9.3 14.4 6.4 6.6 17.9 32.6 13.9 2.7 2.8 8.7 5.8 9.8
Number of Traders in Each Category Total Traders: 197
19 17 22 10 15 11 43 46 55 16 17 28
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Traders in Financial Futures - Futures Only Positions as of September 23, 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 10,731
Positions
341 3,138 0 2,661 728 528 6,615 5,280 307 30 750 0 249 0
Changes from: September 16, 2014 Total Change is: -3,494
-402 238 -238 -1,705 652 -342 420 -3,221 -1,329 0 750 0 102 -4
Percent of Open Interest Represented by Each Category of Trader
3.2 29.2 0.0 24.8 6.8 4.9 61.6 49.2 2.9 0.3 7.0 0.0 2.3 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 4 . . 9 . . . . 0
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Updated September 26, 2014