Traders in Financial Futures - Futures Only Positions as of September 30, 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 89,376
Positions
7,131 6,665 1,553 19,222 5,105 1 20,147 35,510 3,931 12,623 2,251 248 24,520 34,112
Changes from: September 23, 2014 Total Change is: 12,846
2,350 -1,406 254 3,053 1,313 -315 5,087 10,704 486 140 59 212 1,579 1,539
Percent of Open Interest Represented by Each Category of Trader
8.0 7.5 1.7 21.5 5.7 0.0 22.5 39.7 4.4 14.1 2.5 0.3 27.4 38.2
Number of Traders in Each Category Total Traders: 81
. 5 . 6 6 . 18 27 9 10 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 57,223
Positions
35,129 3,032 77 610 3,277 443 13,490 24,816 239 503 0 0 6,732 25,339
Changes from: September 23, 2014 Total Change is: 5,099
1,809 631 -24 -443 269 439 3,716 3,497 78 0 0 0 -476 209
Percent of Open Interest Represented by Each Category of Trader
61.4 5.3 0.1 1.1 5.7 0.8 23.6 43.4 0.4 0.9 0.0 0.0 11.8 44.3
Number of Traders in Each Category Total Traders: 46
7 . . . 5 . 12 18 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 132,369
Positions
9,989 12,717 376 12,959 36,135 3,672 75,814 31,702 2,586 6,006 17,455 40 20,927 27,686
Changes from: September 23, 2014 Total Change is: -1,692
-5,097 4,694 -83 1,149 1,653 -507 1,938 -5,198 -123 -138 2,128 0 1,169 -4,256
Percent of Open Interest Represented by Each Category of Trader
7.5 9.6 0.3 9.8 27.3 2.8 57.3 23.9 2.0 4.5 13.2 0.0 15.8 20.9
Number of Traders in Each Category Total Traders: 105
4 11 . 6 16 5 28 24 12 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 239,477
Positions
140,967 7,629 275 31,952 33,894 323 35,592 130,165 2,870 12,311 7,535 525 14,662 56,261
Changes from: September 23, 2014 Total Change is: 17,263
13,481 3,040 274 -650 4,875 16 5,176 5,902 369 359 4,311 134 -1,896 -1,658
Percent of Open Interest Represented by Each Category of Trader
58.9 3.2 0.1 13.3 14.2 0.1 14.9 54.4 1.2 5.1 3.1 0.2 6.1 23.5
Number of Traders in Each Category Total Traders: 137
16 6 . 9 21 4 19 52 8 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 409,986
Positions
199,628 27,283 5,346 44,090 83,564 9,169 65,812 164,819 5,773 44,981 29,149 1,062 34,125 83,821
Changes from: September 23, 2014 Total Change is: 11,049
6,326 8,058 1,322 5 3,714 1,096 3,999 -5,567 -1,252 -1,515 1,785 -92 1,160 1,985
Percent of Open Interest Represented by Each Category of Trader
48.7 6.7 1.3 10.8 20.4 2.2 16.1 40.2 1.4 11.0 7.1 0.3 8.3 20.4
Number of Traders in Each Category Total Traders: 229
18 15 6 17 27 15 31 62 14 23 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 118,488
Positions
44,470 17,003 7 1,440 14,072 1,000 47,917 29,047 588 3,602 22,276 147 19,317 34,348
Changes from: September 23, 2014 Total Change is: 12,732
18,308 -997 7 15 1,324 -74 -6,819 5,880 58 2,575 1,750 -45 -1,293 4,829
Percent of Open Interest Represented by Each Category of Trader
37.5 14.3 0.0 1.2 11.9 0.8 40.4 24.5 0.5 3.0 18.8 0.1 16.3 29.0
Number of Traders in Each Category Total Traders: 95
9 7 . . 10 4 25 28 7 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 35,232
Positions
20,960 20,160 3,153 0 2,442 0 7,962 5,776 1,228 515 871 973 441 629
Changes from: September 23, 2014 Total Change is: 2,862
2,319 1,185 -199 0 495 0 391 1,183 0 254 0 0 97 198
Percent of Open Interest Represented by Each Category of Trader
59.5 57.2 8.9 0.0 6.9 0.0 22.6 16.4 3.5 1.5 2.5 2.8 1.3 1.8
Number of Traders in Each Category Total Traders: 22
5 8 6 0 . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 148,678
Positions
40,734 53,351 1 52,387 590 0 47,203 83,012 1,960 2,301 3,944 0 4,092 5,820
Changes from: September 23, 2014 Total Change is: -2,641
7,973 -9,307 1 -323 -21 0 -9,418 4,751 182 50 -435 0 -1,106 2,188
Percent of Open Interest Represented by Each Category of Trader
27.4 35.9 0.0 35.2 0.4 0.0 31.7 55.8 1.3 1.5 2.7 0.0 2.8 3.9
Number of Traders in Each Category Total Traders: 109
5 13 . 5 . 0 16 50 6 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 63,322
Positions
19,329 41,551 6,326 2,990 0 0 1,910 5,370 3,271 22,565 100 6,025 906 679
Changes from: September 23, 2014 Total Change is: 2,522
8,029 -330 80 -371 0 0 -5,190 3,195 -643 752 100 0 -135 120
Percent of Open Interest Represented by Each Category of Trader
30.5 65.6 10.0 4.7 0.0 0.0 3.0 8.5 5.2 35.6 0.2 9.5 1.4 1.1
Number of Traders in Each Category Total Traders: 27
5 5 4 . 0 0 . 6 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 18,209
Positions
3,082 2,589 7 1,388 0 0 10,205 9,249 427 748 1,379 0 2,352 4,558
Changes from: September 23, 2014 Total Change is: 2,063
828 -1,014 6 -125 0 0 1,026 1,798 231 252 623 0 -155 419
Percent of Open Interest Represented by Each Category of Trader
16.9 14.2 0.0 7.6 0.0 0.0 56.0 50.8 2.3 4.1 7.6 0.0 12.9 25.0
Number of Traders in Each Category Total Traders: 64
5 7 . . 0 0 16 22 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 69,201
Positions
22,340 44,332 370 4,913 2,733 178 28,848 7,130 1,606 2,709 4,337 48 8,190 8,469
Changes from: September 23, 2014 Total Change is: 1,451
793 3,391 -34 118 49 21 434 -979 -139 -124 -1,873 0 382 1,014
Percent of Open Interest Represented by Each Category of Trader
32.3 64.1 0.5 7.1 3.9 0.3 41.7 10.3 2.3 3.9 6.3 0.1 11.8 12.2
Number of Traders in Each Category Total Traders: 113
15 17 . 9 . 4 32 17 . 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 138,401
Positions
44,680 88,663 740 9,825 5,465 356 57,696 14,260 3,211 5,418 8,673 96 16,379 16,937
Changes from: September 23, 2014 Total Change is: 2,901
1,586 6,782 -68 235 98 42 867 -1,958 -278 -247 -3,745 0 764 2,028
Percent of Open Interest Represented by Each Category of Trader
32.3 64.1 0.5 7.1 3.9 0.3 41.7 10.3 2.3 3.9 6.3 0.1 11.8 12.2
Number of Traders in Each Category Total Traders: 113
15 17 . 9 . 4 32 17 . 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 688,127
Positions
40,900 183,106 12,087 325,304 121,789 54,782 97,024 186,066 22,705 42,074 43,896 2,307 90,943 61,388
Changes from: September 23, 2014 Total Change is: 1,092
-3,022 -4,286 1,138 -6,479 2,583 1,686 4,182 1,422 526 -233 -2,283 40 3,254 265
Percent of Open Interest Represented by Each Category of Trader
5.9 26.6 1.8 47.3 17.7 8.0 14.1 27.0 3.3 6.1 6.4 0.3 13.2 8.9
Number of Traders in Each Category Total Traders: 572
34 38 19 123 59 77 83 129 72 50 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 128,148
Positions
7,387 63,020 2,373 57,820 29,660 2,468 4,881 7,454 318 11,079 7,608 0 41,822 15,247
Changes from: September 23, 2014 Total Change is: 915
2,059 1,683 -1,685 146 6 -109 -964 1,483 -38 244 -69 0 1,262 -356
Percent of Open Interest Represented by Each Category of Trader
5.8 49.2 1.9 45.1 23.1 1.9 3.8 5.8 0.2 8.6 5.9 0.0 32.6 11.9
Number of Traders in Each Category Total Traders: 76
5 10 4 17 7 8 11 15 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,799,895
Positions
200,183 633,049 15,951 1,352,881 476,107 246,109 473,681 906,028 98,970 154,977 181,441 11,536 245,607 230,704
Changes from: September 23, 2014 Total Change is: 883
-14,202 -18,640 2,908 -33,875 12,138 9,724 22,643 -3,392 5,910 -2,385 -11,071 202 9,958 3,104
Percent of Open Interest Represented by Each Category of Trader
7.1 22.6 0.6 48.3 17.0 8.8 16.9 32.4 3.5 5.5 6.5 0.4 8.8 8.2
Number of Traders in Each Category Total Traders: 561
38 34 15 119 57 73 81 129 65 48 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 98,921
Positions
12,658 34,407 150 44,406 43,434 1,914 21,609 12,822 1,928 1,007 401 0 15,249 3,865
Changes from: September 23, 2014 Total Change is: 3,733
4,779 -571 -22 -34 2,077 33 -5,122 370 1,187 -147 0 0 3,059 659
Percent of Open Interest Represented by Each Category of Trader
12.8 34.8 0.2 44.9 43.9 1.9 21.8 13.0 1.9 1.0 0.4 0.0 15.4 3.9
Number of Traders in Each Category Total Traders: 95
8 11 . 33 10 13 20 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 75,621
Positions
2,960 49,058 642 36,546 6,090 813 25,164 9,126 831 1,513 3,732 176 6,977 5,153
Changes from: September 23, 2014 Total Change is: 54
-980 613 78 -1,096 109 -130 1,994 -66 -477 -496 -75 -36 1,198 38
Percent of Open Interest Represented by Each Category of Trader
3.9 64.9 0.8 48.3 8.1 1.1 33.3 12.1 1.1 2.0 4.9 0.2 9.2 6.8
Number of Traders in Each Category Total Traders: 246
17 24 . 29 19 14 66 46 12 11 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 378,107
Positions
14,802 245,288 3,210 182,728 30,451 4,065 125,818 45,632 4,153 7,566 18,661 880 34,885 25,767
Changes from: September 23, 2014 Total Change is: 269
-4,901 3,065 392 -5,482 546 -648 9,968 -331 -2,387 -2,480 -375 -181 5,988 188
Percent of Open Interest Represented by Each Category of Trader
3.9 64.9 0.8 48.3 8.1 1.1 33.3 12.1 1.1 2.0 4.9 0.2 9.2 6.8
Number of Traders in Each Category Total Traders: 246
17 24 . 29 19 14 66 46 12 11 34 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 400,969
Positions
130,464 25,288 23,122 124,144 150,952 17,941 67,449 142,878 11,391 7,025 10,453 0 19,433 18,944
Changes from: September 23, 2014 Total Change is: 3,752
9,175 -3,656 588 -6,001 1,751 709 -4,334 564 3,993 -432 -223 0 54 26
Percent of Open Interest Represented by Each Category of Trader
32.5 6.3 5.8 31.0 37.6 4.5 16.8 35.6 2.8 1.8 2.6 0.0 4.8 4.7
Number of Traders in Each Category Total Traders: 254
22 7 . 52 47 29 28 65 15 12 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 63,635
Positions
2,778 24,230 200 31,184 0 46 13,206 17,684 271 4,275 920 0 11,675 20,284
Changes from: September 23, 2014 Total Change is: -856
91 -236 0 -357 0 6 -1,335 -1,173 221 -49 -433 0 567 759
Percent of Open Interest Represented by Each Category of Trader
4.4 38.1 0.3 49.0 0.0 0.1 20.8 27.8 0.4 6.7 1.4 0.0 18.3 31.9
Number of Traders in Each Category Total Traders: 65
5 8 . 22 0 . 10 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 104,548
Positions
40,398 14,818 1,387 9,448 1,761 1,053 35,753 8,935 590 4,662 500 0 11,257 75,504
Changes from: September 23, 2014 Total Change is: 2,145
1,739 -1,039 468 -635 137 33 -1,741 2,518 -259 999 500 0 1,541 -213
Percent of Open Interest Represented by Each Category of Trader
38.6 14.2 1.3 9.0 1.7 1.0 34.2 8.5 0.6 4.5 0.5 0.0 10.8 72.2
Number of Traders in Each Category Total Traders: 85
17 8 . 8 . 4 29 11 5 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 114,883
Positions
7,316 74,865 700 64,105 23,736 5,336 26,297 3,781 3,807 1,486 521 0 5,836 2,137
Changes from: September 23, 2014 Total Change is: 683
724 69 290 -2,171 1,607 -64 1,030 -554 405 124 0 0 345 -1,070
Percent of Open Interest Represented by Each Category of Trader
6.4 65.2 0.6 55.8 20.7 4.6 22.9 3.3 3.3 1.3 0.5 0.0 5.1 1.9
Number of Traders in Each Category Total Traders: 93
7 12 . 36 13 14 16 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 344,123
Positions
25,249 186,221 3,974 120,353 31,102 53,710 96,429 48,779 2,047 21,701 9,716 493 20,167 8,081
Changes from: September 23, 2014 Total Change is: -6,051
-7,532 -16,668 296 -9,027 -3,465 6,160 459 4,343 -276 526 347 239 3,104 2,973
Percent of Open Interest Represented by Each Category of Trader
7.3 54.1 1.2 35.0 9.0 15.6 28.0 14.2 0.6 6.3 2.8 0.1 5.9 2.3
Number of Traders in Each Category Total Traders: 214
16 24 6 62 22 31 38 13 8 26 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 869,246
Positions
6,838 67,537 7,418 383,704 193,676 136,911 132,357 209,503 18,864 21,766 63,605 3,317 158,071 168,415
Changes from: September 23, 2014 Total Change is: 12,982
-7,970 -15,176 -5,805 31,123 16,336 -614 -4,829 23,011 -3,029 -285 -8,457 2,680 1,711 4,036
Percent of Open Interest Represented by Each Category of Trader
0.8 7.8 0.9 44.1 22.3 15.8 15.2 24.1 2.2 2.5 7.3 0.4 18.2 19.4
Number of Traders in Each Category Total Traders: 180
5 16 . 33 40 43 34 30 17 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 514,574
Positions
28,101 64,548 843 252,107 37,028 86,050 25,802 208,752 8,342 5,410 13,024 60 107,859 95,927
Changes from: September 23, 2014 Total Change is: 8,525
-770 68 -978 7,591 1,019 -786 1,088 8,704 556 -1,664 258 0 3,488 -316
Percent of Open Interest Represented by Each Category of Trader
5.5 12.5 0.2 49.0 7.2 16.7 5.0 40.6 1.6 1.1 2.5 0.0 21.0 18.6
Number of Traders in Each Category Total Traders: 82
. 7 . 37 10 23 7 13 10 . 4 .
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 1,612,005
Positions
107,085 199,506 1,708 281,224 503,427 70,806 866,914 479,456 26,773 147,505 172,614 6,793 103,197 150,922
Changes from: September 23, 2014 Total Change is: -67,067
-17,729 -29,903 -791 16,521 11,202 -841 -39,752 -40,370 -5,384 -18,894 -20 1,544 -1,741 -2,504
Percent of Open Interest Represented by Each Category of Trader
6.6 12.4 0.1 17.4 31.2 4.4 53.8 29.7 1.7 9.2 10.7 0.4 6.4 9.4
Number of Traders in Each Category Total Traders: 265
14 25 4 35 52 34 43 41 22 15 40 9
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,731,029
Positions
103,901 166,359 26,821 1,037,278 811,115 346,632 483,601 581,677 51,789 373,464 214,179 37,328 270,215 495,129
Changes from: September 23, 2014 Total Change is: 81,093
-2,597 -18,192 -12,074 87,932 -32,222 35,565 -34,804 71,106 -5,790 -3,270 46,836 2,136 13,995 -6,272
Percent of Open Interest Represented by Each Category of Trader
3.8 6.1 1.0 38.0 29.7 12.7 17.7 21.3 1.9 13.7 7.8 1.4 9.9 18.1
Number of Traders in Each Category Total Traders: 361
20 34 7 38 77 63 39 75 48 19 59 14
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,095,841
Positions
235,515 123,355 21,662 449,773 678,563 320,469 610,132 287,303 61,682 141,837 195,220 32,238 222,533 375,349
Changes from: September 23, 2014 Total Change is: -31,444
-69,962 4,586 -6,039 130,594 -42,395 10,352 -33,047 -27,718 7,651 -76,577 7,578 1,016 4,568 13,525
Percent of Open Interest Represented by Each Category of Trader
11.2 5.9 1.0 21.5 32.4 15.3 29.1 13.7 2.9 6.8 9.3 1.5 10.6 17.9
Number of Traders in Each Category Total Traders: 299
19 28 7 40 56 47 45 58 26 12 41 9
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 600,910
Positions
235,387 123,716 172,085 0 4,824 7,934 8,763 97,918 83,836 18,169 13,640 37,610 37,126 59,347
Changes from: September 23, 2014 Total Change is: 17,728
-5,172 2,635 10,090 0 -16 1,312 -1,479 -8,081 8,069 2,805 570 2,178 -75 971
Percent of Open Interest Represented by Each Category of Trader
39.2 20.6 28.6 0.0 0.8 1.3 1.5 16.3 14.0 3.0 2.3 6.3 6.2 9.9
Number of Traders in Each Category Total Traders: 94
10 30 32 0 . . 6 28 22 . 8 8
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 is12,944,395
Positions
2,763,487 1,295,856 2,718,145 1,345,300 942,892 489,000 1,443,840 2,711,316 2,398,855 579,089 633,034 450,502 756,177 1,304,795
Changes from: September 23, 2014 Total Change is: -222,877
284,185 -189,099 36,207 -868,853 -77,052 28,144 111,409 -94,819 71,840 103,534 -8,744 4,679 5,978 5,967
Percent of Open Interest Represented by Each Category of Trader
21.3 10.0 21.0 10.4 7.3 3.8 11.2 20.9 18.5 4.5 4.9 3.5 5.8 10.1
Number of Traders in Each Category Total Traders: 322
33 52 80 11 26 25 42 87 99 13 44 40
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Traders in Financial Futures - Futures Only Positions as of September 30, 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 51,427
Positions
36,187 4,539 0 7,354 14,204 4,915 2,305 18,978 201 315 8,341 0 150 249
Changes from: September 23, 2014 Total Change is: -97
-1,140 -22 0 332 -1,023 0 905 937 -8 -210 14 0 24 5
Percent of Open Interest Represented by Each Category of Trader
70.4 8.8 0.0 14.3 27.6 9.6 4.5 36.9 0.4 0.6 16.2 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 46
5 7 0 . 10 . 5 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 46,220
Positions
37,481 8,134 0 0 12,202 1,332 3,865 10,094 3,233 135 10,912 0 174 313
Changes from: September 23, 2014 Total Change is: 1,014
3,112 -223 0 0 221 -46 -1,421 336 -50 -614 780 0 33 -4
Percent of Open Interest Represented by Each Category of Trader
81.1 17.6 0.0 0.0 26.4 2.9 8.4 21.8 7.0 0.3 23.6 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 47
. 7 0 0 14 . . 10 . . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 95,588
Positions
13,596 56,357 559 12,087 0 145 33,916 34,000 1,961 22,400 285 13 10,911 2,268
Changes from: September 23, 2014 Total Change is: 2,572
321 -107 0 -909 -380 -2 -2,091 2,962 399 4,102 -19 -2 754 -279
Percent of Open Interest Represented by Each Category of Trader
14.2 59.0 0.6 12.6 0.0 0.2 35.5 35.6 2.1 23.4 0.3 0.0 11.4 2.4
Number of Traders in Each Category Total Traders: 183
9 . . 16 0 . 52 18 5 82 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 358,837
Positions
73,712 33,017 42,437 35,662 27,787 27,545 55,488 91,934 57,353 11,045 11,906 32,768 22,827 34,090
Changes from: September 23, 2014 Total Change is: -30,202
-6,655 -5,465 6,395 -20,399 2,916 1,891 -14,283 -34,941 3,289 706 1,014 -1,262 116 -4,039
Percent of Open Interest Represented by Each Category of Trader
20.5 9.2 11.8 9.9 7.7 7.7 15.5 25.6 16.0 3.1 3.3 9.1 6.4 9.5
Number of Traders in Each Category Total Traders: 183
16 18 23 9 15 10 38 42 52 10 20 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 30, 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 11,174
Positions
377 3,138 0 2,061 728 485 7,658 5,740 307 25 750 0 261 26
Changes from: September 23, 2014 Total Change is: 443
36 0 0 -600 0 -43 1,043 460 0 -5 0 0 12 26
Percent of Open Interest Represented by Each Category of Trader
3.4 28.1 0.0 18.4 6.5 4.3 68.5 51.4 2.7 0.2 6.7 0.0 2.3 0.2
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . 9 4 . . . 0
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Updated October 3, 2014