Traders in Financial Futures - Futures Only Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 108,445
Positions
25,861 546 2,312 18,390 3,837 19 16,128 54,303 7,718 14,680 2,208 707 22,630 36,795
Changes from: November 4, 2014 Total Change is: 3,725
-157 231 -124 -413 81 7 4,141 4,372 405 -534 440 211 189 -1,898
Percent of Open Interest Represented by Each Category of Trader
23.8 0.5 2.1 17.0 3.5 0.0 14.9 50.1 7.1 13.5 2.0 0.7 20.9 33.9
Number of Traders in Each Category Total Traders: 80
9 . 6 6 5 . 15 27 12 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 61,280
Positions
42,407 3,481 490 1,220 3,210 443 9,457 31,422 207 503 0 0 6,553 22,027
Changes from: November 4, 2014 Total Change is: 1,581
312 -108 304 7 -30 0 465 3,166 -269 0 0 0 762 -1,482
Percent of Open Interest Represented by Each Category of Trader
69.2 5.7 0.8 2.0 5.2 0.7 15.4 51.3 0.3 0.8 0.0 0.0 10.7 35.9
Number of Traders in Each Category Total Traders: 47
7 . . . 5 . 11 19 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 151,660
Positions
53,803 17,874 1,652 10,628 42,396 4,132 51,993 34,820 4,896 4,578 15,126 674 19,304 30,090
Changes from: November 4, 2014 Total Change is: 7,445
2,232 1,701 1,573 -443 -1,497 521 533 2,692 169 -164 19 513 2,511 1,754
Percent of Open Interest Represented by Each Category of Trader
35.5 11.8 1.1 7.0 28.0 2.7 34.3 23.0 3.2 3.0 10.0 0.4 12.7 19.8
Number of Traders in Each Category Total Traders: 104
7 9 . 7 15 5 28 26 13 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 227,576
Positions
116,647 11,223 1,459 27,799 33,196 901 39,040 102,178 3,574 21,222 16,201 2,186 14,748 56,658
Changes from: November 4, 2014 Total Change is: 19,602
16,507 2,480 552 -3,093 5,767 3 5,752 11,075 -181 145 2,264 99 -182 -2,457
Percent of Open Interest Represented by Each Category of Trader
51.3 4.9 0.6 12.2 14.6 0.4 17.2 44.9 1.6 9.3 7.1 1.0 6.5 24.9
Number of Traders in Each Category Total Traders: 139
13 6 . 9 19 5 22 45 11 12 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 463,976
Positions
260,884 50,344 9,115 42,241 83,935 11,825 54,932 184,026 5,540 43,106 23,803 5,246 31,087 90,142
Changes from: November 4, 2014 Total Change is: -1,356
29 16,799 -1,411 178 -662 -345 -737 -10,277 -880 491 -6,682 1,223 96 879
Percent of Open Interest Represented by Each Category of Trader
56.2 10.9 2.0 9.1 18.1 2.5 11.8 39.7 1.2 9.3 5.1 1.1 6.7 19.4
Number of Traders in Each Category Total Traders: 221
19 15 8 15 28 19 28 61 18 20 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 123,726
Positions
78,600 13,358 81 1,445 10,955 1,039 24,150 35,562 593 655 24,324 564 16,599 37,250
Changes from: November 4, 2014 Total Change is: 384
4,335 565 -101 -50 -394 -10 -2,353 -3,176 141 51 1,729 -98 -1,531 1,728
Percent of Open Interest Represented by Each Category of Trader
63.5 10.8 0.1 1.2 8.9 0.8 19.5 28.7 0.5 0.5 19.7 0.5 13.4 30.1
Number of Traders in Each Category Total Traders: 85
9 6 . . 9 4 14 32 7 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 55,679
Positions
29,417 24,611 17,595 0 2,096 0 4,956 7,706 1,337 1,083 871 973 318 490
Changes from: November 4, 2014 Total Change is: 2,657
-784 300 5,000 0 134 0 -1,074 -2,724 109 282 -100 0 -876 -62
Percent of Open Interest Represented by Each Category of Trader
52.8 44.2 31.6 0.0 3.8 0.0 8.9 13.8 2.4 1.9 1.6 1.7 0.6 0.9
Number of Traders in Each Category Total Traders: 30
8 9 6 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 167,364
Positions
49,010 41,327 3,731 54,109 1,458 0 24,091 79,664 29,308 3,302 6,515 0 3,813 5,361
Changes from: November 4, 2014 Total Change is: 7,507
232 -2,841 2,056 -52 18 0 -1,173 2,024 6,679 -12 162 -1 -222 -590
Percent of Open Interest Represented by Each Category of Trader
29.3 24.7 2.2 32.3 0.9 0.0 14.4 47.6 17.5 2.0 3.9 0.0 2.3 3.2
Number of Traders in Each Category Total Traders: 123
8 9 4 6 4 0 23 47 9 18 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 73,442
Positions
11,310 54,931 6,036 1,091 0 0 1,447 5,638 267 46,648 0 6,025 618 545
Changes from: November 4, 2014 Total Change is: 2,775
2,363 655 0 -533 0 0 187 2,380 -162 1,210 0 0 -290 -98
Percent of Open Interest Represented by Each Category of Trader
15.4 74.8 8.2 1.5 0.0 0.0 2.0 7.7 0.4 63.5 0.0 8.2 0.8 0.7
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 19,809
Positions
7,550 3,029 45 1,038 559 0 8,304 9,339 310 657 1,200 0 1,905 5,327
Changes from: November 4, 2014 Total Change is: -3,907
-2,973 -24 36 -8 197 0 -767 -3,878 -169 -354 121 0 328 -190
Percent of Open Interest Represented by Each Category of Trader
38.1 15.3 0.2 5.2 2.8 0.0 41.9 47.1 1.6 3.3 6.1 0.0 9.6 26.9
Number of Traders in Each Category Total Traders: 65
5 6 . 4 . 0 14 21 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 67,770
Positions
22,525 38,546 390 5,155 2,175 331 28,662 10,800 114 2,654 4,186 79 7,863 11,151
Changes from: November 4, 2014 Total Change is: 1,285
-677 -328 -52 597 -69 -93 1,994 474 -231 -73 619 78 -258 888
Percent of Open Interest Represented by Each Category of Trader
33.2 56.9 0.6 7.6 3.2 0.5 42.3 15.9 0.2 3.9 6.2 0.1 11.6 16.5
Number of Traders in Each Category Total Traders: 104
15 15 . 11 . 4 24 16 4 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 135,540
Positions
45,049 77,092 779 10,309 4,350 661 57,324 21,600 228 5,307 8,371 158 15,725 22,301
Changes from: November 4, 2014 Total Change is: 2,570
-1,353 -656 -104 1,193 -137 -186 3,988 948 -462 -145 1,237 155 -516 1,775
Percent of Open Interest Represented by Each Category of Trader
33.2 56.9 0.6 7.6 3.2 0.5 42.3 15.9 0.2 3.9 6.2 0.1 11.6 16.5
Number of Traders in Each Category Total Traders: 104
15 15 . 11 . 4 24 16 4 6 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 730,037
Positions
42,184 187,373 34,317 315,427 127,687 47,496 109,087 170,183 32,683 40,299 45,876 4,198 104,346 80,224
Changes from: November 4, 2014 Total Change is: 1,517
165 12,011 -1,574 4,448 -3,198 -1,576 4,087 -646 528 -1,062 -257 895 -4,393 -4,665
Percent of Open Interest Represented by Each Category of Trader
5.8 25.7 4.7 43.2 17.5 6.5 14.9 23.3 4.5 5.5 6.3 0.6 14.3 11.0
Number of Traders in Each Category Total Traders: 574
31 41 24 120 59 73 97 122 83 54 49 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 145,896
Positions
18,219 54,609 2,674 58,886 27,454 1,955 6,818 11,381 1,191 11,468 8,733 1,855 42,830 36,044
Changes from: November 4, 2014 Total Change is: -6,662
-4,179 -802 3 -557 -1,285 -14 -2,480 -1,249 136 5 -247 519 -95 -3,723
Percent of Open Interest Represented by Each Category of Trader
12.5 37.4 1.8 40.4 18.8 1.3 4.7 7.8 0.8 7.9 6.0 1.3 29.4 24.7
Number of Traders in Each Category Total Traders: 87
8 10 4 17 7 5 15 16 9 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 2,920,705
Positions
215,477 759,476 62,562 1,321,920 540,380 188,487 554,773 837,438 114,033 146,025 187,582 9,846 307,582 220,901
Changes from: November 4, 2014 Total Change is: 40,897
925 43,271 12,910 21,993 -12,597 -4,777 24,663 -5,159 10,132 -4,875 411 1,418 -21,492 -4,712
Percent of Open Interest Represented by Each Category of Trader
7.4 26.0 2.1 45.3 18.5 6.5 19.0 28.7 3.9 5.0 6.4 0.3 10.5 7.6
Number of Traders in Each Category Total Traders: 560
33 39 19 115 57 68 97 119 69 51 49 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 97,310
Positions
10,082 31,874 192 42,176 45,292 2,590 18,752 12,941 651 698 401 0 22,169 3,369
Changes from: November 4, 2014 Total Change is: -1,478
-5,113 477 -64 2,366 -1,674 -108 856 33 95 -124 0 0 614 -237
Percent of Open Interest Represented by Each Category of Trader
10.4 32.8 0.2 43.3 46.5 2.7 19.3 13.3 0.7 0.7 0.4 0.0 22.8 3.5
Number of Traders in Each Category Total Traders: 91
8 10 . 35 11 14 13 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 79,091
Positions
4,252 48,799 4,867 35,246 5,834 539 21,377 9,236 1,676 2,700 2,968 51 8,383 5,121
Changes from: November 4, 2014 Total Change is: 11,034
235 5,812 4,443 2,656 -61 -90 1,977 -604 642 798 -26 -4 377 922
Percent of Open Interest Represented by Each Category of Trader
5.4 61.7 6.2 44.6 7.4 0.7 27.0 11.7 2.1 3.4 3.8 0.1 10.6 6.5
Number of Traders in Each Category Total Traders: 234
17 23 9 30 20 9 59 43 16 19 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 9,683
Positions
4,826 8,058 100 891 0 0 861 937 0 838 0 0 2,167 588
Changes from: November 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.8 83.2 1.0 9.2 0.0 0.0 8.9 9.7 0.0 8.7 0.0 0.0 22.4 6.1
Number of Traders in Each Category Total Traders: 20
5 7 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 347,041
Positions
18,578 225,152 2,390 171,773 29,169 2,695 106,181 45,094 4,779 9,309 14,839 257 31,079 22,666
Changes from: November 4, 2014 Total Change is: 6,756
-1,510 10,214 271 8,825 -303 -450 9,178 -4,105 -390 -198 -130 -21 -8,949 1,670
Percent of Open Interest Represented by Each Category of Trader
5.4 64.9 0.7 49.5 8.4 0.8 30.6 13.0 1.4 2.7 4.3 0.1 9.0 6.5
Number of Traders in Each Category Total Traders: 232
16 24 6 30 20 9 58 44 14 17 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 384,849
Positions
106,918 69,344 21,850 127,066 140,054 22,752 77,526 100,425 5,406 6,556 7,886 0 16,775 17,132
Changes from: November 4, 2014 Total Change is: 480
-7,857 2,496 -111 6,125 -4,825 -13 2,359 1,646 370 -872 -168 0 479 1,085
Percent of Open Interest Represented by Each Category of Trader
27.8 18.0 5.7 33.0 36.4 5.9 20.1 26.1 1.4 1.7 2.0 0.0 4.4 4.5
Number of Traders in Each Category Total Traders: 263
22 12 6 57 43 25 36 67 15 10 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 68,444
Positions
4,843 19,898 0 31,838 0 66 11,098 22,741 684 6,063 1,382 0 13,852 23,673
Changes from: November 4, 2014 Total Change is: 3,794
-342 116 0 86 0 -31 973 5,476 -704 2,429 -325 0 1,383 -738
Percent of Open Interest Represented by Each Category of Trader
7.1 29.1 0.0 46.5 0.0 0.1 16.2 33.2 1.0 8.9 2.0 0.0 20.2 34.6
Number of Traders in Each Category Total Traders: 68
6 8 0 19 0 . 15 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 127,608
Positions
35,996 25,989 3,326 8,950 3,206 1,117 55,718 17,615 2,106 9,028 1,068 289 11,078 72,892
Changes from: November 4, 2014 Total Change is: 9,403
860 1,366 -1,601 911 1,624 11 10,147 2,633 -187 -611 -61 -182 55 5,800
Percent of Open Interest Represented by Each Category of Trader
28.2 20.4 2.6 7.0 2.5 0.9 43.7 13.8 1.7 7.1 0.8 0.2 8.7 57.1
Number of Traders in Each Category Total Traders: 103
15 14 4 10 . . 40 8 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 118,063
Positions
8,745 67,621 497 68,974 27,475 5,796 25,267 10,141 2,716 875 988 0 5,193 2,829
Changes from: November 4, 2014 Total Change is: 1,857
-910 1,132 5 1,411 -631 231 1,188 1,249 -62 -6 0 0 0 -67
Percent of Open Interest Represented by Each Category of Trader
7.4 57.3 0.4 58.4 23.3 4.9 21.4 8.6 2.3 0.7 0.8 0.0 4.4 2.4
Number of Traders in Each Category Total Traders: 106
9 11 . 40 20 14 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 337,711
Positions
51,530 175,138 2,245 113,155 53,392 50,877 85,057 43,464 1,329 17,532 9,301 367 15,619 1,598
Changes from: November 4, 2014 Total Change is: -3,372
-2,616 573 63 3,373 -5,543 1,024 -5,723 1,063 -834 569 247 -255 1,027 290
Percent of Open Interest Represented by Each Category of Trader
15.3 51.9 0.7 33.5 15.8 15.1 25.2 12.9 0.4 5.2 2.8 0.1 4.6 0.5
Number of Traders in Each Category Total Traders: 207
24 17 8 56 25 27 37 16 9 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 820,316
Positions
12,090 121,089 5,577 395,354 147,383 117,402 85,018 192,872 14,536 19,228 51,445 112 170,999 169,900
Changes from: November 4, 2014 Total Change is: -8,800
-259 13,952 3,014 2,002 -5,306 -4,689 -5,512 4,133 -4,862 -2,339 -11,064 -195 4,040 -3,783
Percent of Open Interest Represented by Each Category of Trader
1.5 14.8 0.7 48.2 18.0 14.3 10.4 23.5 1.8 2.3 6.3 0.0 20.8 20.7
Number of Traders in Each Category Total Traders: 167
7 16 7 32 35 39 27 31 23 9 10 .
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 509,485
Positions
21,434 79,549 569 257,488 33,257 80,499 23,500 206,245 8,278 7,117 7,002 60 110,540 94,026
Changes from: November 4, 2014 Total Change is: -3,585
-4,145 1,723 223 3,495 885 -4,677 1,762 -3,167 471 0 0 0 -714 957
Percent of Open Interest Represented by Each Category of Trader
4.2 15.6 0.1 50.5 6.5 15.8 4.6 40.5 1.6 1.4 1.4 0.0 21.7 18.5
Number of Traders in Each Category Total Traders: 83
. 8 . 40 11 26 7 11 10 . . .
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 1,397,740
Positions
99,674 155,197 12,457 244,511 503,890 89,316 659,919 216,933 45,564 116,114 211,865 9,361 120,824 153,157
Changes from: November 4, 2014 Total Change is: 73,310
7,555 -27,388 7,753 4,259 13,138 3,760 36,910 24,854 4,043 -9,541 31,669 1,506 17,065 13,975
Percent of Open Interest Represented by Each Category of Trader
7.1 11.1 0.9 17.5 36.1 6.4 47.2 15.5 3.3 8.3 15.2 0.7 8.6 11.0
Number of Traders in Each Category Total Traders: 271
14 29 6 41 45 35 51 31 30 21 38 11
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 2,786,466
Positions
114,308 162,229 24,736 1,002,153 796,062 369,550 496,843 698,553 78,204 346,269 168,918 42,579 311,824 445,635
Changes from: November 4, 2014 Total Change is: 18,862
-15,390 11,544 -2,589 31,545 7,659 -36,801 -18,184 -10,383 8,414 25,578 123 2,041 24,248 38,854
Percent of Open Interest Represented by Each Category of Trader
4.1 5.8 0.9 36.0 28.6 13.3 17.8 25.1 2.8 12.4 6.1 1.5 11.2 16.0
Number of Traders in Each Category Total Traders: 372
22 33 20 38 80 61 56 66 53 30 47 15
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 1,972,733
Positions
123,286 139,821 12,289 413,022 560,425 334,226 606,252 221,374 89,585 146,092 224,788 19,715 228,266 370,510
Changes from: November 4, 2014 Total Change is: 39,805
-11,276 14,908 4,510 -23,624 -3,738 18,135 36,169 -4,238 9,771 19,377 -5,198 -104 -13,153 5,759
Percent of Open Interest Represented by Each Category of Trader
6.2 7.1 0.6 20.9 28.4 16.9 30.7 11.2 4.5 7.4 11.4 1.0 11.6 18.8
Number of Traders in Each Category Total Traders: 282
18 31 12 36 50 43 51 46 37 16 34 10
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 688,001
Positions
281,139 148,720 183,539 0 9,076 14,900 25,529 129,647 88,206 21,193 16,412 39,542 33,953 57,959
Changes from: November 4, 2014 Total Change is: 26,922
16,682 10,873 -2,889 0 5 -247 6,292 16,047 -1,385 5,500 981 3,088 -119 449
Percent of Open Interest Represented by Each Category of Trader
40.9 21.6 26.7 0.0 1.3 2.2 3.7 18.8 12.8 3.1 2.4 5.7 4.9 8.4
Number of Traders in Each Category Total Traders: 103
16 25 31 0 . . 16 25 21 . 11 8
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 is11,758,035
Positions
2,354,515 1,971,118 2,572,825 1,079,040 720,536 380,971 1,736,735 1,944,524 2,109,067 494,734 581,635 291,605 738,543 1,185,754
Changes from: November 4, 2014 Total Change is: -52,285
-59,831 21,075 -44,067 -13,370 21,260 -7,763 53,841 -47,837 33,616 64,851 17,103 -27,100 -52,462 -18,572
Percent of Open Interest Represented by Each Category of Trader
20.0 16.8 21.9 9.2 6.1 3.2 14.8 16.5 17.9 4.2 4.9 2.5 6.3 10.1
Number of Traders in Each Category Total Traders: 296
25 59 78 12 27 24 37 81 93 9 37 30
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 50,455
Positions
33,387 5,510 0 5,664 11,980 4,931 5,188 19,298 50 1,124 8,531 0 111 155
Changes from: November 4, 2014 Total Change is: 1,102
1,775 378 0 -1,732 248 0 602 628 -5 504 -109 0 -42 -38
Percent of Open Interest Represented by Each Category of Trader
66.2 10.9 0.0 11.2 23.7 9.8 10.3 38.2 0.1 2.2 16.9 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . 5 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 53,816
Positions
41,546 15,784 0 0 14,643 1,013 7,838 9,052 2,831 407 10,395 0 181 98
Changes from: November 4, 2014 Total Change is: -180
-169 -384 0 0 240 65 138 -140 0 -83 250 0 -131 -211
Percent of Open Interest Represented by Each Category of Trader
77.2 29.3 0.0 0.0 27.2 1.9 14.6 16.8 5.3 0.8 19.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 47
. 7 0 0 15 . 5 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 95,206
Positions
16,735 56,639 807 11,296 0 91 27,086 30,873 1,356 21,147 222 63 16,625 5,155
Changes from: November 4, 2014 Total Change is: 3,049
-37 390 0 999 0 -27 609 -1,432 73 -2,349 54 3 3,778 3,988
Percent of Open Interest Represented by Each Category of Trader
17.6 59.5 0.8 11.9 0.0 0.1 28.4 32.4 1.4 22.2 0.2 0.1 17.5 5.4
Number of Traders in Each Category Total Traders: 177
8 . . 16 0 . 51 17 8 80 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 11, 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 392,934
Positions
52,612 96,002 44,004 29,851 26,936 46,847 95,096 54,694 60,614 10,147 7,171 28,551 25,212 28,115
Changes from: November 4, 2014 Total Change is: 38,059
3,783 9,259 4,125 2,701 6,562 -551 14,366 10,658 5,542 645 1,368 3,569 3,879 -2,473
Percent of Open Interest Represented by Each Category of Trader
13.4 24.4 11.2 7.6 6.9 11.9 24.2 13.9 15.4 2.6 1.8 7.3 6.4 7.2
Number of Traders in Each Category Total Traders: 183
17 15 21 6 20 9 38 46 57 9 17 23
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Traders in Financial Futures - Futures Only Positions as of November 11, 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 10,675
Positions
65 3,138 0 2,975 572 741 6,363 5,852 350 25 0 0 156 22
Changes from: November 4, 2014 Total Change is: -709
-7 0 0 -155 -122 -15 -535 178 0 0 -750 0 3 0
Percent of Open Interest Represented by Each Category of Trader
0.6 29.4 0.0 27.9 5.4 6.9 59.6 54.8 3.3 0.2 0.0 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 4 6 . . 0 0
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Updated November 14, 2014