Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 128,045
Positions
15,838 42,989 7,135 16,091 3,666 422 24,507 22,475 13,409 18,624 1,850 3,009 29,009 33,088
Changes from: August 5, 2014 Total Change is: -10,332
1,171 -8,395 -298 -202 601 -321 -5,218 -1,849 -1,645 -1,069 6 -663 -2,088 2,231
Percent of Open Interest Represented by Each Category of Trader
12.4 33.6 5.6 12.6 2.9 0.3 19.1 17.6 10.5 14.5 1.4 2.4 22.7 25.8
Number of Traders in Each Category Total Traders: 78
6 5 8 4 5 . 15 22 16 16 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 54,609
Positions
34,214 1,667 997 1,599 2,287 0 7,970 23,241 1,051 613 0 0 8,166 25,366
Changes from: August 5, 2014 Total Change is: -5,726
-747 -274 162 0 19 0 -3,736 -5,497 -366 0 0 0 -1,039 230
Percent of Open Interest Represented by Each Category of Trader
62.7 3.1 1.8 2.9 4.2 0.0 14.6 42.6 1.9 1.1 0.0 0.0 15.0 46.5
Number of Traders in Each Category Total Traders: 43
7 . 4 . . 0 10 18 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 250,285
Positions
27,568 77,523 5,936 24,649 30,874 2,261 132,762 50,645 16,414 3,733 35,021 3,958 33,003 27,653
Changes from: August 5, 2014 Total Change is: -11,552
11,031 1,686 -5,972 -1,183 64 -392 -7,327 -4,038 -1,551 -387 148 -1,599 -4,172 102
Percent of Open Interest Represented by Each Category of Trader
11.0 31.0 2.4 9.8 12.3 0.9 53.0 20.2 6.6 1.5 14.0 1.6 13.2 11.0
Number of Traders in Each Category Total Traders: 116
5 10 9 8 14 6 41 22 21 6 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 219,759
Positions
107,308 24,434 10,618 34,051 18,735 668 25,272 92,149 18,983 2,495 2,041 4,039 16,325 48,091
Changes from: August 5, 2014 Total Change is: -4,040
-6,686 14,299 1,221 1 -1,050 -511 1,053 -8,454 1,152 112 -2,648 447 -828 -8,494
Percent of Open Interest Represented by Each Category of Trader
48.8 11.1 4.8 15.5 8.5 0.3 11.5 41.9 8.6 1.1 0.9 1.8 7.4 21.9
Number of Traders in Each Category Total Traders: 116
11 9 9 10 14 8 12 49 28 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 434,656
Positions
206,542 14,955 12,971 40,827 65,959 10,320 55,460 161,961 33,126 24,927 34,283 7,243 43,241 93,839
Changes from: August 5, 2014 Total Change is: -15,597
4,225 -2,088 -1,148 -6,115 1,477 -1,653 -3,670 -6,715 -6,889 638 1,556 -1,713 729 1,576
Percent of Open Interest Represented by Each Category of Trader
47.5 3.4 3.0 9.4 15.2 2.4 12.8 37.3 7.6 5.7 7.9 1.7 9.9 21.6
Number of Traders in Each Category Total Traders: 222
20 10 11 12 31 23 24 66 32 24 35 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 108,204
Positions
10,790 29,312 4,247 2,014 7,417 1,114 54,876 21,313 6,901 149 9,436 3,729 24,385 24,735
Changes from: August 5, 2014 Total Change is: -6,646
5,699 -1,481 -1,000 -674 83 -48 -6,016 -2,030 -423 -603 -244 -646 -2,934 -857
Percent of Open Interest Represented by Each Category of Trader
10.0 27.1 3.9 1.9 6.9 1.0 50.7 19.7 6.4 0.1 8.7 3.4 22.5 22.9
Number of Traders in Each Category Total Traders: 87
7 10 8 . 6 . 24 23 15 5 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 40,069
Positions
21,074 28,874 3,946 2,431 0 0 7,031 3,397 1,641 1,691 0 1,802 453 409
Changes from: August 5, 2014 Total Change is: 318
-120 0 -20 -653 0 0 1,055 502 -4 191 0 0 -132 -161
Percent of Open Interest Represented by Each Category of Trader
52.6 72.1 9.8 6.1 0.0 0.0 17.5 8.5 4.1 4.2 0.0 4.5 1.1 1.0
Number of Traders in Each Category Total Traders: 24
7 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 155,105
Positions
75,837 62,957 56 9,813 545 0 50,905 72,007 10,177 2,898 4,174 860 4,560 4,329
Changes from: August 5, 2014 Total Change is: 11,761
23,742 -624 -11 4,620 0 0 -25,171 4,159 8,207 606 -854 860 -1,092 24
Percent of Open Interest Represented by Each Category of Trader
48.9 40.6 0.0 6.3 0.4 0.0 32.8 46.4 6.6 1.9 2.7 0.6 2.9 2.8
Number of Traders in Each Category Total Traders: 121
14 9 4 8 . 0 29 42 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 34,789
Positions
8,499 18,138 6,030 2,447 13 283 13,103 3,632 75 329 3,277 2,748 1,275 593
Changes from: August 5, 2014 Total Change is: -1,043
1,215 0 0 412 -188 188 -2,947 -875 53 -26 2 -2 64 -221
Percent of Open Interest Represented by Each Category of Trader
24.4 52.1 17.3 7.0 0.0 0.8 37.7 10.4 0.2 0.9 9.4 7.9 3.7 1.7
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 25,259
Positions
2,135 11,737 185 1,862 189 0 16,142 6,494 222 964 3,654 0 3,749 2,778
Changes from: August 5, 2014 Total Change is: -534
195 -853 -120 6 0 0 -1,103 48 18 308 210 0 162 163
Percent of Open Interest Represented by Each Category of Trader
8.5 46.5 0.7 7.4 0.7 0.0 63.9 25.7 0.9 3.8 14.5 0.0 14.8 11.0
Number of Traders in Each Category Total Traders: 68
4 10 . 4 . 0 21 16 4 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 57,074
Positions
21,112 27,805 470 4,247 4,841 239 14,830 11,041 3,548 3,627 1,825 710 8,292 6,597
Changes from: August 5, 2014 Total Change is: -3,366
2,217 -4,689 27 -60 -160 70 -4,663 1,903 -472 -130 -300 -26 -329 281
Percent of Open Interest Represented by Each Category of Trader
37.0 48.7 0.8 7.4 8.5 0.4 26.0 19.3 6.2 6.4 3.2 1.2 14.5 11.6
Number of Traders in Each Category Total Traders: 108
24 10 . 9 . 4 24 17 10 13 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 114,148
Positions
42,224 55,609 939 8,493 9,681 478 29,660 22,081 7,096 7,253 3,649 1,420 16,583 13,194
Changes from: August 5, 2014 Total Change is: -6,731
4,434 -9,378 54 -119 -320 139 -9,326 3,806 -944 -259 -599 -52 -659 562
Percent of Open Interest Represented by Each Category of Trader
37.0 48.7 0.8 7.4 8.5 0.4 26.0 19.3 6.2 6.4 3.2 1.2 14.5 11.6
Number of Traders in Each Category Total Traders: 108
24 10 . 9 . 4 24 17 10 13 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 940,148
Positions
41,440 177,157 49,920 313,359 110,228 57,865 101,268 198,340 169,772 47,106 42,114 30,986 128,432 103,766
Changes from: August 5, 2014 Total Change is: -2,669
1,156 -450 44 879 -1,003 1,500 2,588 3,857 -10,405 -437 -602 -1,743 3,750 6,134
Percent of Open Interest Represented by Each Category of Trader
4.4 18.8 5.3 33.3 11.7 6.2 10.8 21.1 18.1 5.0 4.5 3.3 13.7 11.0
Number of Traders in Each Category Total Traders: 624
33 41 35 125 61 75 85 135 102 84 60 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 216,296
Positions
24,989 51,800 8,535 63,076 25,765 3,361 11,062 15,815 37,237 9,389 10,302 10,849 47,797 52,632
Changes from: August 5, 2014 Total Change is: -5,129
-672 -3,282 -726 710 -150 -324 2,381 -4,446 -4,049 -32 -101 -802 -1,615 8,751
Percent of Open Interest Represented by Each Category of Trader
11.6 23.9 3.9 29.2 11.9 1.6 5.1 7.3 17.2 4.3 4.8 5.0 22.1 24.3
Number of Traders in Each Category Total Traders: 106
7 12 7 17 9 8 16 22 34 12 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,619,261
Positions
204,039 748,565 85,143 1,290,934 461,834 232,998 524,819 986,418 588,884 195,382 165,854 93,892 403,171 255,673
Changes from: August 5, 2014 Total Change is: 12,299
7,933 12,953 5,058 16,325 11,216 -6,362 -12,596 27,887 -18,153 -1,682 -2,164 -5,047 26,824 -13,089
Percent of Open Interest Represented by Each Category of Trader
5.6 20.7 2.4 35.7 12.8 6.4 14.5 27.3 16.3 5.4 4.6 2.6 11.1 7.1
Number of Traders in Each Category Total Traders: 594
33 39 31 119 58 69 86 128 96 76 55 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,923
Positions
10,768 34,922 68 44,360 39,831 1,697 21,109 8,614 569 515 401 0 10,837 3,821
Changes from: August 5, 2014 Total Change is: -1,622
2,255 -2,275 3 -3,647 180 -248 -34 133 -23 0 0 0 72 608
Percent of Open Interest Represented by Each Category of Trader
12.0 38.8 0.1 49.3 44.3 1.9 23.5 9.6 0.6 0.6 0.4 0.0 12.1 4.2
Number of Traders in Each Category Total Traders: 91
9 9 . 37 11 13 17 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 74,830
Positions
6,696 40,652 975 33,205 6,781 658 18,722 10,160 5,459 1,882 4,205 725 6,509 5,215
Changes from: August 5, 2014 Total Change is: -2,604
863 -2,677 16 -2,981 1,108 -115 -662 -1,407 676 56 -236 -45 -413 75
Percent of Open Interest Represented by Each Category of Trader
8.9 54.3 1.3 44.4 9.1 0.9 25.0 13.6 7.3 2.5 5.6 1.0 8.7 7.0
Number of Traders in Each Category Total Traders: 245
21 22 8 33 17 12 61 45 25 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 374,151
Positions
33,478 203,261 4,874 166,025 33,906 3,292 93,611 50,799 27,295 9,408 21,024 3,626 32,543 26,075
Changes from: August 5, 2014 Total Change is: -13,021
4,316 -13,383 78 -14,904 5,540 -573 -3,311 -7,036 3,380 282 -1,179 -226 -2,063 377
Percent of Open Interest Represented by Each Category of Trader
8.9 54.3 1.3 44.4 9.1 0.9 25.0 13.6 7.3 2.5 5.6 1.0 8.7 7.0
Number of Traders in Each Category Total Traders: 245
21 22 8 33 17 12 61 45 25 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 357,568
Positions
82,600 23,426 39,742 128,338 141,376 13,616 61,259 103,588 5,954 9,185 9,108 296 16,578 20,462
Changes from: August 5, 2014 Total Change is: 2,021
2,047 2,051 1,907 1,315 410 -3,398 937 1,406 -499 -299 -1,397 68 -58 1,473
Percent of Open Interest Represented by Each Category of Trader
23.1 6.6 11.1 35.9 39.5 3.8 17.1 29.0 1.7 2.6 2.5 0.1 4.6 5.7
Number of Traders in Each Category Total Traders: 249
23 6 . 55 45 28 33 57 19 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 59,147
Positions
1,829 26,712 0 30,761 0 178 10,775 15,653 21 5,542 1,370 0 10,041 15,213
Changes from: August 5, 2014 Total Change is: -2,169
-749 50 0 -1,690 0 135 -1,232 -784 5 1,621 -418 -271 12 -886
Percent of Open Interest Represented by Each Category of Trader
3.1 45.2 0.0 52.0 0.0 0.3 18.2 26.5 0.0 9.4 2.3 0.0 17.0 25.7
Number of Traders in Each Category Total Traders: 60
5 8 0 19 0 . 12 6 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 80,779
Positions
24,018 8,510 2,338 12,189 1,079 1,707 25,477 7,491 1,418 4,060 526 335 9,237 57,375
Changes from: August 5, 2014 Total Change is: -8,132
-398 -55 -185 -1,320 -1,542 32 -5,826 1,091 -550 993 -939 23 -901 -6,007
Percent of Open Interest Represented by Each Category of Trader
29.7 10.5 2.9 15.1 1.3 2.1 31.5 9.3 1.8 5.0 0.7 0.4 11.4 71.0
Number of Traders in Each Category Total Traders: 77
12 8 5 10 . . 21 12 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 113,722
Positions
5,437 73,487 1,095 68,051 21,763 5,315 23,086 4,809 3,428 2,832 918 0 4,478 2,907
Changes from: August 5, 2014 Total Change is: -108
52 -159 41 2,504 362 -603 -764 73 -84 210 377 0 -1,464 -115
Percent of Open Interest Represented by Each Category of Trader
4.8 64.6 1.0 59.8 19.1 4.7 20.3 4.2 3.0 2.5 0.8 0.0 3.9 2.6
Number of Traders in Each Category Total Traders: 94
6 11 . 36 13 15 18 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 348,123
Positions
38,606 192,243 3,783 118,886 39,149 44,310 101,541 52,295 2,087 15,913 5,784 3,169 19,828 5,303
Changes from: August 5, 2014 Total Change is: -6,670
-2,551 -13,212 861 2,651 -468 -5,447 805 11,120 -280 -874 1,175 -287 -1,548 -132
Percent of Open Interest Represented by Each Category of Trader
11.1 55.2 1.1 34.2 11.2 12.7 29.2 15.0 0.6 4.6 1.7 0.9 5.7 1.5
Number of Traders in Each Category Total Traders: 216
19 26 6 61 20 25 39 18 9 25 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 956,907
Positions
17,054 94,639 28,271 373,399 182,882 116,122 109,590 203,373 80,361 27,982 38,961 12,958 191,173 199,342
Changes from: August 5, 2014 Total Change is: 74,389
6,763 11,307 6,182 36,290 7,674 -3,574 13,242 37,912 2,432 1,822 3,044 2,025 9,208 7,388
Percent of Open Interest Represented by Each Category of Trader
1.8 9.9 3.0 39.0 19.1 12.1 11.5 21.3 8.4 2.9 4.1 1.4 20.0 20.8
Number of Traders in Each Category Total Traders: 184
5 26 16 33 37 37 30 31 36 10 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 495,786
Positions
31,363 69,151 1,190 244,615 49,463 77,996 20,193 174,397 8,385 10,585 12,654 60 101,399 102,490
Changes from: August 5, 2014 Total Change is: 401
6,959 1,915 -625 -9,589 3,257 -332 1,756 -1,115 52 2,071 -5,411 0 109 2,660
Percent of Open Interest Represented by Each Category of Trader
6.3 13.9 0.2 49.3 10.0 15.7 4.1 35.2 1.7 2.1 2.6 0.0 20.5 20.7
Number of Traders in Each Category Total Traders: 84
4 8 5 34 10 24 6 13 9 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,388,843
Positions
55,245 241,122 11,606 245,746 471,802 80,219 630,727 188,691 84,456 130,158 144,467 35,147 115,539 131,333
Changes from: August 5, 2014 Total Change is: 19,261
-18,146 13,739 -1,491 15,402 -4,985 2,759 -8,350 6,982 13,863 -2,278 -2,338 2,676 14,825 -11,944
Percent of Open Interest Represented by Each Category of Trader
4.0 17.4 0.8 17.7 34.0 5.8 45.4 13.6 6.1 9.4 10.4 2.5 8.3 9.5
Number of Traders in Each Category Total Traders: 264
11 39 8 37 50 38 50 26 34 16 35 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 3,468,064
Positions
99,859 228,838 228,199 986,912 1,067,067 283,610 682,324 364,570 408,104 265,284 195,283 162,102 351,670 530,292
Changes from: August 5, 2014 Total Change is: 162,666
13,878 -17,982 51,352 16,969 -5,771 10,781 -39,047 25,192 65,213 -20,663 9,429 18,990 45,192 5,461
Percent of Open Interest Represented by Each Category of Trader
2.9 6.6 6.6 28.5 30.8 8.2 19.7 10.5 11.8 7.6 5.6 4.7 10.1 15.3
Number of Traders in Each Category Total Traders: 395
19 50 53 34 84 63 62 67 87 24 55 30
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,460,767
Positions
188,196 134,583 125,095 572,381 818,002 294,562 608,088 225,300 198,363 130,762 177,376 78,196 265,124 409,290
Changes from: August 5, 2014 Total Change is: 36,213
-30,694 20,327 22,140 -5,617 -71,002 -3,138 27,943 12,282 29,538 3,388 -8,286 4,022 -11,368 30,331
Percent of Open Interest Represented by Each Category of Trader
7.6 5.5 5.1 23.3 33.2 12.0 24.7 9.2 8.1 5.3 7.2 3.2 10.8 16.6
Number of Traders in Each Category Total Traders: 298
15 30 25 32 62 52 57 56 58 15 31 17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 493,901
Positions
192,596 102,662 134,599 0 9,459 7,022 18,684 70,026 71,949 9,620 12,749 28,948 30,482 56,487
Changes from: August 5, 2014 Total Change is: 32,474
2,268 81 24,234 0 0 0 207 1,215 -3,275 464 -620 7,146 1,430 3,693
Percent of Open Interest Represented by Each Category of Trader
39.0 20.8 27.3 0.0 1.9 1.4 3.8 14.2 14.6 1.9 2.6 5.9 6.2 11.4
Number of Traders in Each Category Total Traders: 88
16 25 32 0 4 . 9 21 18 4 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 is20,062,721
Positions
2,292,463 2,212,583 3,930,857 2,679,328 1,061,299 426,058 877,386 1,603,606 7,106,413 331,417 757,846 1,598,454 820,345 1,365,606
Changes from: August 5, 2014 Total Change is: 395,745
-48,157 129,952 53,745 -21,818 10,640 -2,200 37,613 -50,599 243,128 10,824 -67,479 79,384 43,225 -826
Percent of Open Interest Represented by Each Category of Trader
11.4 11.0 19.6 13.4 5.3 2.1 4.4 8.0 35.4 1.7 3.8 8.0 4.1 6.8
Number of Traders in Each Category Total Traders: 354
21 76 92 10 34 31 41 99 117 13 50 48
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 55,398
Positions
35,302 2,680 0 7,031 15,520 4,915 7,393 22,657 343 370 9,108 0 44 175
Changes from: August 5, 2014 Total Change is: 1,562
876 806 0 8 384 6 697 261 -31 100 197 -60 -34 -1
Percent of Open Interest Represented by Each Category of Trader
63.7 4.8 0.0 12.7 28.0 8.9 13.3 40.9 0.6 0.7 16.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 39,755
Positions
34,789 4,425 0 0 10,572 1,378 969 8,552 2,467 45 12,101 0 107 260
Changes from: August 5, 2014 Total Change is: 2,414
4,429 1,447 0 0 -6 0 -1,436 271 198 -801 501 0 24 3
Percent of Open Interest Represented by Each Category of Trader
87.5 11.1 0.0 0.0 26.6 3.5 2.4 21.5 6.2 0.1 30.4 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 46
6 . 0 0 14 . 5 8 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 84,790
Positions
12,938 33,322 692 11,665 0 69 35,042 44,952 2,561 11,396 658 45 10,383 2,492
Changes from: August 5, 2014 Total Change is: 1,980
621 94 -267 21 0 -63 745 1,152 -47 -302 320 8 1,264 782
Percent of Open Interest Represented by Each Category of Trader
15.3 39.3 0.8 13.8 0.0 0.1 41.3 53.0 3.0 13.4 0.8 0.1 12.2 2.9
Number of Traders in Each Category Total Traders: 152
7 . . 14 0 . 50 12 12 58 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 390,841
Positions
71,625 57,964 42,250 23,582 23,850 37,363 75,484 83,168 69,714 11,485 9,709 34,840 24,498 31,983
Changes from: August 5, 2014 Total Change is: -19,050
-10,622 25,161 5,932 -10,274 -21 -1,525 -1,583 -48,478 -138 883 -698 366 -2,089 351
Percent of Open Interest Represented by Each Category of Trader
18.3 14.8 10.8 6.0 6.1 9.6 19.3 21.3 17.8 2.9 2.5 8.9 6.3 8.2
Number of Traders in Each Category Total Traders: 190
20 17 25 6 17 12 39 51 60 14 15 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 12, 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 12,468
Positions
653 2,900 0 6,036 0 888 3,667 8,293 376 780 0 0 68 11
Changes from: August 5, 2014 Total Change is: 450
6 -31 0 1,015 0 483 -1,174 -27 19 250 0 0 -149 6
Percent of Open Interest Represented by Each Category of Trader
5.2 23.3 0.0 48.4 0.0 7.1 29.4 66.5 3.0 6.3 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 7 0 . 7 . . . 0 0
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Updated August 15, 2014