Traders in Financial Futures - Futures Only Positions as of November 4, 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 104,720
Positions
26,018 315 2,436 18,803 3,756 12 11,987 49,931 7,313 15,214 1,768 496 22,441 38,693
Changes from: October 28, 2014 Total Change is: 5,411
4,856 -160 401 -1,000 -39 10 471 4,023 -142 2,288 -621 -106 -1,367 2,045
Percent of Open Interest Represented by Each Category of Trader
24.8 0.3 2.3 18.0 3.6 0.0 11.4 47.7 7.0 14.5 1.7 0.5 21.4 36.9
Number of Traders in Each Category Total Traders: 76
10 . 6 6 5 . 12 25 11 11 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 59,699
Positions
42,095 3,589 186 1,213 3,240 443 8,992 28,256 476 503 0 0 5,791 23,509
Changes from: October 28, 2014 Total Change is: 2,693
1,264 142 -106 0 -156 0 1,319 899 313 0 0 0 -97 1,601
Percent of Open Interest Represented by Each Category of Trader
70.5 6.0 0.3 2.0 5.4 0.7 15.1 47.3 0.8 0.8 0.0 0.0 9.7 39.4
Number of Traders in Each Category Total Traders: 43
7 . . . 5 . 11 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 144,215
Positions
51,571 16,173 79 11,071 43,893 3,611 51,460 32,128 4,727 4,742 15,107 161 16,793 28,336
Changes from: October 28, 2014 Total Change is: 5,554
6,513 810 -1,876 1,150 -333 -193 2,550 4,698 1,917 -181 946 -1,708 -2,618 1,293
Percent of Open Interest Represented by Each Category of Trader
35.8 11.2 0.1 7.7 30.4 2.5 35.7 22.3 3.3 3.3 10.5 0.1 11.6 19.6
Number of Traders in Each Category Total Traders: 104
8 8 4 7 16 6 28 25 15 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 207,974
Positions
100,140 8,743 907 30,892 27,429 898 33,288 91,103 3,755 21,077 13,937 2,087 14,930 59,115
Changes from: October 28, 2014 Total Change is: 23,854
12,941 -5,707 -451 -1,237 -5,433 101 5,012 16,537 1,107 8,576 9,518 229 -2,424 7,953
Percent of Open Interest Represented by Each Category of Trader
48.2 4.2 0.4 14.9 13.2 0.4 16.0 43.8 1.8 10.1 6.7 1.0 7.2 28.4
Number of Traders in Each Category Total Traders: 132
14 5 . 9 17 6 19 46 12 8 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 465,332
Positions
260,855 33,545 10,526 42,063 84,597 12,170 55,669 194,303 6,420 42,615 30,485 4,023 30,991 89,263
Changes from: October 28, 2014 Total Change is: 23,963
19,436 -382 1,160 2,574 -215 -304 817 8,237 -32 858 4,451 -174 -372 11,222
Percent of Open Interest Represented by Each Category of Trader
56.1 7.2 2.3 9.0 18.2 2.6 12.0 41.8 1.4 9.2 6.6 0.9 6.7 19.2
Number of Traders in Each Category Total Traders: 231
20 14 8 17 29 18 28 62 16 22 39 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 16,166
Positions
3,160 4,373 0 4,055 1,639 730 1,467 3,570 0 1,185 0 0 5,569 5,854
Changes from: October 28, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.5 27.1 0.0 25.1 10.1 4.5 9.1 22.1 0.0 7.3 0.0 0.0 34.4 36.2
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 4 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 123,342
Positions
74,265 12,793 182 1,495 11,349 1,049 26,503 38,738 452 604 22,595 662 18,130 35,522
Changes from: October 28, 2014 Total Change is: 3,271
5,683 -2,768 22 80 -1,482 -5 -2,481 396 -114 91 2,012 542 -547 4,668
Percent of Open Interest Represented by Each Category of Trader
60.2 10.4 0.1 1.2 9.2 0.9 21.5 31.4 0.4 0.5 18.3 0.5 14.7 28.8
Number of Traders in Each Category Total Traders: 85
9 6 . . 8 4 13 34 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 53,022
Positions
30,201 24,311 12,595 0 1,962 0 6,030 10,430 1,228 801 971 973 1,194 552
Changes from: October 28, 2014 Total Change is: 5,959
1,019 1,385 3,566 0 -38 0 370 977 0 107 100 0 897 -31
Percent of Open Interest Represented by Each Category of Trader
57.0 45.9 23.8 0.0 3.7 0.0 11.4 19.7 2.3 1.5 1.8 1.8 2.3 1.0
Number of Traders in Each Category Total Traders: 30
7 9 6 0 . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 159,857
Positions
48,778 44,168 1,675 54,161 1,440 0 25,264 77,640 22,629 3,314 6,353 1 4,035 5,951
Changes from: October 28, 2014 Total Change is: 15,841
1,074 688 244 18 188 0 3,875 3,996 10,721 -97 -202 1 5 205
Percent of Open Interest Represented by Each Category of Trader
30.5 27.6 1.0 33.9 0.9 0.0 15.8 48.6 14.2 2.1 4.0 0.0 2.5 3.7
Number of Traders in Each Category Total Traders: 124
6 11 5 6 4 0 24 48 7 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 70,667
Positions
8,947 54,276 6,036 1,624 0 0 1,260 3,258 429 45,438 0 6,025 908 643
Changes from: October 28, 2014 Total Change is: 23,608
1,457 26,561 -116 -111 0 0 -1,397 -1,128 -1,188 24,778 -400 0 185 -121
Percent of Open Interest Represented by Each Category of Trader
12.7 76.8 8.5 2.3 0.0 0.0 1.8 4.6 0.6 64.3 0.0 8.5 1.3 0.9
Number of Traders in Each Category Total Traders: 24
. 7 . . 0 0 . 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 23,716
Positions
10,523 3,053 9 1,046 362 0 9,071 13,217 479 1,011 1,079 0 1,577 5,517
Changes from: October 28, 2014 Total Change is: 1,693
511 -651 -13 -26 244 0 1,533 1,847 50 216 -483 0 -578 699
Percent of Open Interest Represented by Each Category of Trader
44.4 12.9 0.0 4.4 1.5 0.0 38.2 55.7 2.0 4.3 4.5 0.0 6.6 23.3
Number of Traders in Each Category Total Traders: 66
5 5 . . . 0 19 18 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 66,485
Positions
23,201 38,874 442 4,558 2,244 424 26,668 10,326 345 2,726 3,567 2 8,121 10,263
Changes from: October 28, 2014 Total Change is: 9,952
-892 9,346 -9 -230 -238 90 8,968 539 75 -70 -966 -36 2,055 1,152
Percent of Open Interest Represented by Each Category of Trader
34.9 58.5 0.7 6.9 3.4 0.6 40.1 15.5 0.5 4.1 5.4 0.0 12.2 15.4
Number of Traders in Each Category Total Traders: 105
17 16 . 9 . 4 26 14 4 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 132,970
Positions
46,402 77,748 883 9,116 4,487 847 53,336 20,652 690 5,452 7,134 3 16,241 20,526
Changes from: October 28, 2014 Total Change is: 19,904
-1,783 18,692 -18 -459 -476 179 17,936 1,077 149 -139 -1,931 -71 4,110 2,303
Percent of Open Interest Represented by Each Category of Trader
34.9 58.5 0.7 6.9 3.4 0.6 40.1 15.5 0.5 4.1 5.4 0.0 12.2 15.4
Number of Traders in Each Category Total Traders: 105
17 16 . 9 . 4 26 14 4 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 728,520
Positions
42,019 175,363 35,891 310,979 130,885 49,071 105,000 170,829 32,155 41,362 46,133 3,303 108,740 84,890
Changes from: October 28, 2014 Total Change is: -4,138
-276 23,625 240 -5,753 2,785 -665 10,425 -25,127 4,204 -268 1,161 1,168 -13,213 -11,529
Percent of Open Interest Represented by Each Category of Trader
5.8 24.1 4.9 42.7 18.0 6.7 14.4 23.4 4.4 5.7 6.3 0.5 14.9 11.7
Number of Traders in Each Category Total Traders: 577
33 39 23 122 59 75 101 120 87 56 46 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 152,558
Positions
22,398 55,411 2,671 59,443 28,739 1,969 9,298 12,630 1,055 11,463 8,980 1,336 42,925 39,767
Changes from: October 28, 2014 Total Change is: -3,667
-1,527 4,717 674 -1,291 268 -236 -991 -876 561 -311 396 1,244 -1,790 -10,415
Percent of Open Interest Represented by Each Category of Trader
14.7 36.3 1.8 39.0 18.8 1.3 6.1 8.3 0.7 7.5 5.9 0.9 28.1 26.1
Number of Traders in Each Category Total Traders: 87
8 10 4 17 7 5 16 16 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 2,879,808
Positions
214,552 716,205 49,652 1,299,927 552,977 193,264 530,110 842,597 103,901 150,900 187,171 8,428 329,074 225,613
Changes from: October 28, 2014 Total Change is: -2,354
-11,329 76,958 15,411 -22,689 12,207 -1,765 50,734 -127,600 24,560 234 3,843 -397 -57,113 -5,571
Percent of Open Interest Represented by Each Category of Trader
7.5 24.9 1.7 45.1 19.2 6.7 18.4 29.3 3.6 5.2 6.5 0.3 11.4 7.8
Number of Traders in Each Category Total Traders: 562
35 36 17 117 57 70 99 119 72 52 47 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 98,788
Positions
15,195 31,397 256 39,810 46,966 2,698 17,896 12,908 556 822 401 0 21,555 3,606
Changes from: October 28, 2014 Total Change is: -6,571
-5,720 517 78 -1,462 -2,930 284 4,099 -3,518 -73 0 0 0 -3,777 -929
Percent of Open Interest Represented by Each Category of Trader
15.4 31.8 0.3 40.3 47.5 2.7 18.1 13.1 0.6 0.8 0.4 0.0 21.8 3.7
Number of Traders in Each Category Total Traders: 88
7 10 . 32 12 14 13 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,057
Positions
4,018 42,988 424 32,590 5,894 629 19,401 9,840 1,034 1,901 2,994 56 8,006 4,199
Changes from: October 28, 2014 Total Change is: 2,484
-448 4,602 -38 777 -461 -210 3,156 -164 -143 68 -157 -2 -677 -945
Percent of Open Interest Represented by Each Category of Trader
5.9 63.2 0.6 47.9 8.7 0.9 28.5 14.5 1.5 2.8 4.4 0.1 11.8 6.2
Number of Traders in Each Category Total Traders: 224
17 21 . 29 18 10 53 47 14 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 340,285
Positions
20,088 214,938 2,119 162,948 29,472 3,145 97,003 49,199 5,169 9,507 14,969 278 40,028 20,996
Changes from: October 28, 2014 Total Change is: 12,418
-2,239 23,012 -191 3,885 -2,303 -1,052 15,781 -818 -713 341 -785 -8 -3,386 -4,724
Percent of Open Interest Represented by Each Category of Trader
5.9 63.2 0.6 47.9 8.7 0.9 28.5 14.5 1.5 2.8 4.4 0.1 11.8 6.2
Number of Traders in Each Category Total Traders: 224
17 21 . 29 18 10 53 47 14 14 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 384,369
Positions
114,775 66,848 21,961 120,941 144,879 22,765 75,167 98,779 5,036 7,428 8,054 0 16,296 16,047
Changes from: October 28, 2014 Total Change is: -16,190
-17,147 15,192 411 7,456 -15,321 -10,776 4,418 -256 -1,353 644 -2,749 -3 160 -1,335
Percent of Open Interest Represented by Each Category of Trader
29.9 17.4 5.7 31.5 37.7 5.9 19.6 25.7 1.3 1.9 2.1 0.0 4.2 4.2
Number of Traders in Each Category Total Traders: 262
21 14 5 53 48 26 34 63 13 11 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 64,650
Positions
5,185 19,782 0 31,752 0 97 10,125 17,265 1,388 3,634 1,707 0 12,469 24,411
Changes from: October 28, 2014 Total Change is: 11,250
1,355 909 0 1,865 0 41 6,043 4,179 1,338 -1,463 710 -41 2,112 4,114
Percent of Open Interest Represented by Each Category of Trader
8.0 30.6 0.0 49.1 0.0 0.2 15.7 26.7 2.1 5.6 2.6 0.0 19.3 37.8
Number of Traders in Each Category Total Traders: 71
6 7 0 19 0 . 15 14 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 118,205
Positions
35,136 24,623 4,927 8,039 1,582 1,106 45,571 14,982 2,293 9,639 1,129 471 11,023 67,092
Changes from: October 28, 2014 Total Change is: 29,497
7,028 8,024 2,060 -1,040 1,058 140 18,629 7,191 609 771 -484 431 869 10,468
Percent of Open Interest Represented by Each Category of Trader
29.7 20.8 4.2 6.8 1.3 0.9 38.6 12.7 1.9 8.2 1.0 0.4 9.3 56.8
Number of Traders in Each Category Total Traders: 93
15 13 5 8 . . 37 6 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 116,206
Positions
9,655 66,489 492 67,563 28,106 5,565 24,079 8,892 2,778 881 988 0 5,193 2,896
Changes from: October 28, 2014 Total Change is: -1,649
-262 -885 -7 -1,162 -1,041 298 -424 948 -351 14 -17 0 245 -594
Percent of Open Interest Represented by Each Category of Trader
8.3 57.2 0.4 58.1 24.2 4.8 20.7 7.7 2.4 0.8 0.9 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 103
8 12 . 39 20 14 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 341,083
Positions
54,146 174,565 2,182 109,782 58,935 49,853 90,780 42,401 2,163 16,963 9,054 622 14,592 1,308
Changes from: October 28, 2014 Total Change is: 1,477
-3,423 6,943 -197 1,719 -2,781 34 1,851 -1,473 213 1,463 219 -446 263 -1,035
Percent of Open Interest Represented by Each Category of Trader
15.9 51.2 0.6 32.2 17.3 14.6 26.6 12.4 0.6 5.0 2.7 0.2 4.3 0.4
Number of Traders in Each Category Total Traders: 210
23 17 7 57 26 30 40 15 9 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 829,116
Positions
12,349 107,137 2,563 393,352 152,689 122,091 90,530 188,739 19,398 21,567 62,509 307 166,959 173,683
Changes from: October 28, 2014 Total Change is: -22,603
-1,078 6,093 390 -26,439 1,494 -17 710 -27,156 3,345 3,087 -9,493 277 -2,878 2,464
Percent of Open Interest Represented by Each Category of Trader
1.5 12.9 0.3 47.4 18.4 14.7 10.9 22.8 2.3 2.6 7.5 0.0 20.1 20.9
Number of Traders in Each Category Total Traders: 168
7 15 7 32 37 38 27 31 24 10 9 5
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 513,070
Positions
25,579 77,826 346 253,993 32,372 85,176 21,738 209,412 7,807 7,117 7,002 60 111,254 93,069
Changes from: October 28, 2014 Total Change is: 6,755
-2,065 2,368 -176 -2,125 -9,982 7,054 3,229 7,845 264 1,507 0 0 -933 -618
Percent of Open Interest Represented by Each Category of Trader
5.0 15.2 0.1 49.5 6.3 16.6 4.2 40.8 1.5 1.4 1.4 0.0 21.7 18.1
Number of Traders in Each Category Total Traders: 83
. 7 . 40 11 25 6 12 11 . . .
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Traders in Financial Futures - Futures Only Positions as of November 4, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,324,430
Positions
92,119 182,585 4,704 240,252 490,752 85,556 623,009 192,079 41,521 125,655 180,196 7,855 103,759 139,182
Changes from: October 28, 2014 Total Change is: -59,781
-15,891 -31,536 3,249 -12,096 -19,074 8,454 -27,904 -29,567 2,422 -13,040 717 872 -5,847 4,682
Percent of Open Interest Represented by Each Category of Trader
7.0 13.8 0.4 18.1 37.1 6.5 47.0 14.5 3.1 9.5 13.6 0.6 7.8 10.5
Number of Traders in Each Category Total Traders: 263
12 30 4 40 46 35 50 31 28 17 37 10
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 2,767,604
Positions
129,698 150,685 27,325 970,608 788,403 406,351 515,027 708,936 69,790 320,691 168,795 40,538 287,576 406,781
Changes from: October 28, 2014 Total Change is: 41,177
11,885 2,675 19,497 6,153 -37,271 19,378 -3,102 97,126 -7,752 21,600 -12,329 -1,201 -25,281 -38,946
Percent of Open Interest Represented by Each Category of Trader
4.7 5.4 1.0 35.1 28.5 14.7 18.6 25.6 2.5 11.6 6.1 1.5 10.4 14.7
Number of Traders in Each Category Total Traders: 370
27 30 17 40 80 64 55 64 59 27 47 16
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 1,932,928
Positions
134,562 124,913 7,779 436,646 564,163 316,091 570,083 225,612 79,814 126,715 229,986 19,819 241,419 364,751
Changes from: October 28, 2014 Total Change is: 39,382
9,701 -337 -4,305 -34,653 59,354 -10,272 82,101 -12,403 23,439 11,059 -1,876 -5,295 -32,393 -8,923
Percent of Open Interest Represented by Each Category of Trader
7.0 6.5 0.4 22.6 29.2 16.4 29.5 11.7 4.1 6.6 11.9 1.0 12.5 18.9
Number of Traders in Each Category Total Traders: 278
19 27 9 36 46 42 51 46 37 16 37 11
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 661,079
Positions
264,457 137,847 186,428 0 9,071 15,147 19,237 113,600 89,591 15,693 15,431 36,454 34,072 57,510
Changes from: October 28, 2014 Total Change is: 1,903
-4,667 -9,859 652 0 212 865 12,631 9,658 -4,105 -2,164 3,231 2,058 -3,367 -809
Percent of Open Interest Represented by Each Category of Trader
40.0 20.9 28.2 0.0 1.4 2.3 2.9 17.2 13.6 2.4 2.3 5.5 5.2 8.7
Number of Traders in Each Category Total Traders: 98
16 24 28 0 . . 13 25 21 . 10 8
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 is11,810,320
Positions
2,414,346 1,950,043 2,616,892 1,092,410 699,276 388,734 1,682,894 1,992,361 2,075,451 429,883 564,532 318,705 791,005 1,204,326
Changes from: October 28, 2014 Total Change is: 337,284
46,964 54,406 -3,161 199,184 22,527 13,143 39,936 126,956 62,348 44,056 27,257 1,243 -66,429 32,565
Percent of Open Interest Represented by Each Category of Trader
20.4 16.5 22.2 9.2 5.9 3.3 14.2 16.9 17.6 3.6 4.8 2.7 6.7 10.2
Number of Traders in Each Category Total Traders: 296
25 58 78 12 26 25 38 82 91 8 39 31
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 49,353
Positions
31,612 5,132 0 7,396 11,732 4,931 4,586 18,670 55 620 8,640 0 153 193
Changes from: October 28, 2014 Total Change is: -2,753
-3,222 -390 0 0 -608 6 473 -1,220 0 0 -512 0 -10 -29
Percent of Open Interest Represented by Each Category of Trader
64.1 10.4 0.0 15.0 23.8 10.0 9.3 37.8 0.1 1.3 17.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . 6 8 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 53,996
Positions
41,715 16,168 0 0 14,403 948 7,700 9,192 2,831 490 10,145 0 312 309
Changes from: October 28, 2014 Total Change is: 1,336
794 92 0 0 1,063 0 502 191 0 -35 0 0 75 -10
Percent of Open Interest Represented by Each Category of Trader
77.3 29.9 0.0 0.0 26.7 1.8 14.3 17.0 5.2 0.9 18.8 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 48
. 7 0 0 15 . 7 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 92,157
Positions
16,772 56,249 807 10,297 0 118 26,477 32,305 1,283 23,496 168 60 12,847 1,167
Changes from: October 28, 2014 Total Change is: 12,788
751 327 0 1,668 0 -84 314 13,867 -550 8,568 -43 -490 2,611 -239
Percent of Open Interest Represented by Each Category of Trader
18.2 61.0 0.9 11.2 0.0 0.1 28.7 35.1 1.4 25.5 0.2 0.1 13.9 1.3
Number of Traders in Each Category Total Traders: 181
8 . . 17 0 . 47 17 9 86 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 4, 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 354,875
Positions
48,829 86,743 39,879 27,150 20,374 47,398 80,730 44,036 55,072 9,502 5,803 24,982 21,333 30,588
Changes from: October 28, 2014 Total Change is: -720
-4,445 -16,602 909 17,732 -1,149 -1,335 -13,907 8,168 2,003 -2,812 -827 493 642 7,620
Percent of Open Interest Represented by Each Category of Trader
13.8 24.4 11.2 7.7 5.7 13.4 22.7 12.4 15.5 2.7 1.6 7.0 6.0 8.6
Number of Traders in Each Category Total Traders: 183
16 17 23 10 17 11 37 47 59 5 16 23
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Traders in Financial Futures - Futures Only Positions as of November 4, 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 11,384
Positions
72 3,138 0 3,130 694 756 6,898 5,674 350 25 750 0 153 22
Changes from: October 28, 2014 Total Change is: -1,119
72 0 0 -5 66 -38 -1,055 -157 0 0 -1,000 0 -93 10
Percent of Open Interest Represented by Each Category of Trader
0.6 27.6 0.0 27.5 6.1 6.6 60.6 49.8 3.1 0.2 6.6 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 4 6 . . . 0
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Updated November 7, 2014