Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 122,454
Positions
12,204 4,912 9,749 19,746 3,984 2 25,138 45,888 14,444 14,038 3,480 1,842 25,290 38,153
Changes from: September 30, 2014 Total Change is: 4,645
3,926 -2,817 -1,487 455 -302 -826 5,842 9,988 -297 1,203 -577 -875 -3,296 1,838
Percent of Open Interest Represented by Each Category of Trader
10.0 4.0 8.0 16.1 3.3 0.0 20.5 37.5 11.8 11.5 2.8 1.5 20.7 31.2
Number of Traders in Each Category Total Traders: 85
5 5 9 5 5 . 17 29 15 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 66,821
Positions
35,403 3,924 2,449 1,199 3,331 443 16,382 27,376 3,990 503 0 0 6,452 25,308
Changes from: September 30, 2014 Total Change is: 1,882
306 -472 143 589 54 0 2,627 3,411 -633 0 0 0 -1,150 -621
Percent of Open Interest Represented by Each Category of Trader
53.0 5.9 3.7 1.8 5.0 0.7 24.5 41.0 6.0 0.8 0.0 0.0 9.7 37.9
Number of Traders in Each Category Total Traders: 47
7 . . . 5 . 15 15 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 162,964
Positions
22,037 18,867 5,365 12,036 36,180 4,689 66,175 23,611 21,621 4,404 16,423 5,272 21,366 30,938
Changes from: September 30, 2014 Total Change is: -17,688
12,625 437 -4,503 -851 70 700 -7,293 303 -12,631 539 299 -2,765 -3,509 402
Percent of Open Interest Represented by Each Category of Trader
13.5 11.6 3.3 7.4 22.2 2.9 40.6 14.5 13.3 2.7 10.1 3.2 13.1 19.0
Number of Traders in Each Category Total Traders: 120
5 10 8 7 17 9 33 25 23 8 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 263,575
Positions
131,087 6,589 7,706 32,511 31,700 899 28,386 117,174 22,160 9,611 8,168 7,928 23,287 61,252
Changes from: September 30, 2014 Total Change is: -32,322
-18,093 -4,152 -1,304 559 -1,684 -735 -9,334 -13,064 -9,370 1,436 -1,097 -625 5,145 -291
Percent of Open Interest Represented by Each Category of Trader
49.7 2.5 2.9 12.3 12.0 0.3 10.8 44.5 8.4 3.6 3.1 3.0 8.8 23.2
Number of Traders in Each Category Total Traders: 136
12 7 7 12 17 8 14 52 24 6 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 534,015
Positions
223,023 30,021 35,588 42,408 87,952 12,419 56,180 160,782 65,564 41,731 28,686 15,604 41,498 97,399
Changes from: September 30, 2014 Total Change is: -17,179
13,246 -5,977 2,590 -262 2,985 156 -8,059 1,148 -18,458 729 -162 -1,979 -5,143 2,517
Percent of Open Interest Represented by Each Category of Trader
41.8 5.6 6.7 7.9 16.5 2.3 10.5 30.1 12.3 7.8 5.4 2.9 7.8 18.2
Number of Traders in Each Category Total Traders: 242
19 13 14 16 29 21 32 62 36 24 47 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 160,093
Positions
66,574 14,487 9,235 1,415 12,541 2,316 38,991 43,217 12,969 5,597 23,138 2,674 20,322 39,514
Changes from: September 30, 2014 Total Change is: -3,875
15,949 -2,393 -2,075 0 -756 -1,994 -6,807 10,464 -6,978 1,444 -285 -607 -2,807 749
Percent of Open Interest Represented by Each Category of Trader
41.6 9.0 5.8 0.9 7.8 1.4 24.4 27.0 8.1 3.5 14.5 1.7 12.7 24.7
Number of Traders in Each Category Total Traders: 100
10 5 7 . 9 5 20 34 14 9 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 37,254
Positions
22,758 20,886 3,190 0 2,478 0 8,049 7,133 1,228 617 871 973 440 496
Changes from: September 30, 2014 Total Change is: 1,297
1,223 12 26 0 36 0 87 1,357 0 -37 0 0 -1 -133
Percent of Open Interest Represented by Each Category of Trader
61.1 56.1 8.6 0.0 6.7 0.0 21.6 19.1 3.3 1.7 2.3 2.6 1.2 1.3
Number of Traders in Each Category Total Traders: 29
7 9 8 0 . 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 147,350
Positions
43,992 58,097 85 52,401 612 0 42,091 77,603 1,795 2,817 3,915 0 4,169 5,243
Changes from: September 30, 2014 Total Change is: -1,614
3,258 4,727 67 14 22 0 -5,092 -5,409 -345 452 -29 0 33 -646
Percent of Open Interest Represented by Each Category of Trader
29.9 39.4 0.1 35.6 0.4 0.0 28.6 52.7 1.2 1.9 2.7 0.0 2.8 3.6
Number of Traders in Each Category Total Traders: 113
6 13 . 4 . 0 21 48 8 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 45,481
Positions
4,787 25,117 6,152 2,237 0 0 1,570 5,269 2,095 21,784 0 6,025 831 823
Changes from: September 30, 2014 Total Change is: -17,841
-14,542 -16,434 -174 -753 0 0 -340 -101 -1,176 -781 -100 0 -75 144
Percent of Open Interest Represented by Each Category of Trader
10.5 55.2 13.5 4.9 0.0 0.0 3.5 11.6 4.6 47.9 0.0 13.2 1.8 1.8
Number of Traders in Each Category Total Traders: 22
4 4 . . 0 0 4 5 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 19,216
Positions
5,231 3,877 5 1,462 116 0 9,522 9,227 423 522 1,254 0 2,051 4,314
Changes from: September 30, 2014 Total Change is: 976
2,149 1,288 -2 74 116 0 -683 -22 -4 -226 -125 0 -332 -275
Percent of Open Interest Represented by Each Category of Trader
27.2 20.2 0.0 7.6 0.6 0.0 49.6 48.0 2.2 2.7 6.5 0.0 10.7 22.4
Number of Traders in Each Category Total Traders: 62
5 7 . 4 . 0 15 21 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 68,426
Positions
22,731 41,600 613 4,518 2,823 213 24,493 6,873 3,649 3,270 3,297 625 8,315 8,734
Changes from: September 30, 2014 Total Change is: -2,569
584 -2,780 -62 -395 91 35 -4,419 -333 1,276 283 -1,040 123 7 122
Percent of Open Interest Represented by Each Category of Trader
33.2 60.8 0.9 6.6 4.1 0.3 35.8 10.0 5.3 4.8 4.8 0.9 12.2 12.8
Number of Traders in Each Category Total Traders: 105
15 16 4 9 . 4 28 12 9 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 136,853
Positions
45,461 83,200 1,225 9,036 5,646 425 48,986 13,746 7,298 6,541 6,594 1,249 16,631 17,469
Changes from: September 30, 2014 Total Change is: -5,138
1,168 -5,559 -125 -789 181 69 -8,838 -667 2,551 566 -2,079 245 14 245
Percent of Open Interest Represented by Each Category of Trader
33.2 60.8 0.9 6.6 4.1 0.3 35.8 10.0 5.3 4.8 4.8 0.9 12.2 12.8
Number of Traders in Each Category Total Traders: 105
15 16 4 9 . 4 28 12 9 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 877,774
Positions
38,912 168,138 23,889 312,260 124,931 56,563 96,537 182,838 170,150 43,568 43,306 33,888 102,007 74,072
Changes from: September 30, 2014 Total Change is: 23,412
-1,426 -14,905 3,869 -12,632 3,113 -125 2,679 567 28,297 498 -382 4,070 -1,817 -1,092
Percent of Open Interest Represented by Each Category of Trader
4.4 19.2 2.7 35.6 14.2 6.4 11.0 20.8 19.4 5.0 4.9 3.9 11.6 8.4
Number of Traders in Each Category Total Traders: 640
33 40 35 119 62 79 98 130 118 95 63 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 190,160
Positions
9,733 57,036 3,012 56,363 29,891 3,725 5,520 16,093 40,119 11,308 7,685 12,138 48,243 20,462
Changes from: September 30, 2014 Total Change is: 9,698
2,376 -5,906 -1,200 -552 111 292 1,045 9,605 7,883 128 154 648 -922 -1,889
Percent of Open Interest Represented by Each Category of Trader
5.1 30.0 1.6 29.6 15.7 2.0 2.9 8.5 21.1 5.9 4.0 6.4 25.4 10.8
Number of Traders in Each Category Total Traders: 104
5 11 6 17 8 10 14 24 32 17 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 3,438,071
Positions
204,157 613,775 46,120 1,295,001 490,711 248,673 511,264 889,905 593,979 161,638 178,441 108,418 268,820 268,048
Changes from: September 30, 2014 Total Change is: 68,573
6,807 -19,183 -469 -60,347 15,068 -2,140 51,350 -2,008 58,888 1,861 -2,670 17,099 -4,476 3,988
Percent of Open Interest Represented by Each Category of Trader
5.9 17.9 1.3 37.7 14.3 7.2 14.9 25.9 17.3 4.7 5.2 3.2 7.8 7.8
Number of Traders in Each Category Total Traders: 610
36 37 31 115 60 74 96 123 112 82 61 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 99,070
Positions
16,961 32,702 132 41,520 46,483 2,102 20,271 12,383 917 747 401 0 16,420 3,950
Changes from: September 30, 2014 Total Change is: 131
4,303 -1,705 -18 -2,886 3,049 188 -1,320 -439 -1,029 -260 0 0 1,153 85
Percent of Open Interest Represented by Each Category of Trader
17.1 33.0 0.1 41.9 46.9 2.1 20.5 12.5 0.9 0.8 0.4 0.0 16.6 4.0
Number of Traders in Each Category Total Traders: 92
8 10 . 34 11 14 17 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 78,947
Positions
3,465 49,058 1,054 35,583 6,991 853 25,477 7,846 3,244 1,919 4,217 843 6,509 4,840
Changes from: September 30, 2014 Total Change is: -47
355 14 16 -1,038 905 36 693 -1,398 401 145 506 30 -683 -555
Percent of Open Interest Represented by Each Category of Trader
4.4 62.1 1.3 45.1 8.9 1.1 32.3 9.9 4.1 2.4 5.3 1.1 8.2 6.1
Number of Traders in Each Category Total Traders: 251
17 26 7 29 19 12 61 44 26 16 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 394,733
Positions
17,326 245,291 5,270 177,913 34,956 4,265 127,384 39,231 16,221 9,593 21,084 4,216 32,545 24,200
Changes from: September 30, 2014 Total Change is: -233
1,774 69 78 -5,191 4,524 181 3,464 -6,992 2,004 723 2,531 149 -3,415 -2,777
Percent of Open Interest Represented by Each Category of Trader
4.4 62.1 1.3 45.1 8.9 1.1 32.3 9.9 4.1 2.4 5.3 1.1 8.2 6.1
Number of Traders in Each Category Total Traders: 251
17 26 7 29 19 12 61 44 26 16 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 422,715
Positions
141,871 17,638 26,504 114,914 174,321 25,628 74,833 131,918 11,833 6,939 13,277 802 19,391 20,793
Changes from: September 30, 2014 Total Change is: 20,569
11,407 -7,650 3,382 -9,230 23,369 7,687 6,972 -10,926 179 -145 2,351 594 -277 1,583
Percent of Open Interest Represented by Each Category of Trader
33.6 4.2 6.3 27.2 41.2 6.1 17.7 31.2 2.8 1.6 3.1 0.2 4.6 4.9
Number of Traders in Each Category Total Traders: 251
23 7 4 49 47 25 29 58 19 14 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 55,637
Positions
1,728 23,828 186 30,095 0 88 7,413 12,066 0 4,891 893 0 11,236 18,576
Changes from: September 30, 2014 Total Change is: -7,998
-1,050 -402 -14 -1,089 0 42 -5,793 -5,618 -271 616 -27 0 -439 -1,708
Percent of Open Interest Represented by Each Category of Trader
3.1 42.8 0.3 54.1 0.0 0.2 13.3 21.7 0.0 8.8 1.6 0.0 20.2 33.4
Number of Traders in Each Category Total Traders: 61
. 7 . 20 0 . 10 9 0 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 98,042
Positions
43,372 16,121 1,801 9,188 1,576 1,085 25,472 9,718 1,989 5,548 1,076 40 9,547 64,636
Changes from: September 30, 2014 Total Change is: -6,506
2,974 1,303 414 -260 -185 32 -10,281 783 1,399 886 576 40 -1,710 -10,868
Percent of Open Interest Represented by Each Category of Trader
44.2 16.4 1.8 9.4 1.6 1.1 26.0 9.9 2.0 5.7 1.1 0.0 9.7 65.9
Number of Traders in Each Category Total Traders: 84
18 9 4 7 . . 23 11 7 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 118,144
Positions
6,942 74,211 753 66,820 26,487 5,493 28,345 3,861 3,621 489 730 0 5,681 2,988
Changes from: September 30, 2014 Total Change is: 3,261
-374 -654 53 2,715 2,751 157 2,048 80 -186 -997 209 0 -155 851
Percent of Open Interest Represented by Each Category of Trader
5.9 62.8 0.6 56.6 22.4 4.6 24.0 3.3 3.1 0.4 0.6 0.0 4.8 2.5
Number of Traders in Each Category Total Traders: 98
7 11 . 40 16 15 17 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 339,157
Positions
31,757 179,786 4,159 115,748 29,483 56,096 94,217 51,554 2,075 17,989 9,887 538 16,578 5,579
Changes from: September 30, 2014 Total Change is: -4,966
6,508 -6,435 185 -4,605 -1,619 2,386 -2,212 2,775 28 -3,712 171 45 -3,589 -2,502
Percent of Open Interest Represented by Each Category of Trader
9.4 53.0 1.2 34.1 8.7 16.5 27.8 15.2 0.6 5.3 2.9 0.2 4.9 1.6
Number of Traders in Each Category Total Traders: 209
17 21 6 63 19 32 40 14 10 23 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 1,017,196
Positions
18,979 93,108 23,789 395,743 194,569 137,010 153,029 192,241 70,339 19,588 91,772 13,134 185,584 201,233
Changes from: September 30, 2014 Total Change is: 67,491
12,635 24,485 355 10,496 -1,271 -2,981 19,786 -11,353 8,949 -1,334 29,104 2,613 16,972 17,589
Percent of Open Interest Represented by Each Category of Trader
1.9 9.2 2.3 38.9 19.1 13.5 15.0 18.9 6.9 1.9 9.0 1.3 18.2 19.8
Number of Traders in Each Category Total Traders: 194
7 21 14 31 42 40 33 33 40 7 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 527,055
Positions
29,689 65,198 262 249,034 38,653 88,549 26,584 210,743 9,089 5,410 15,165 60 118,379 99,337
Changes from: September 30, 2014 Total Change is: 6,333
1,588 650 -581 -3,073 1,685 -371 782 1,984 729 0 2,141 0 7,259 95
Percent of Open Interest Represented by Each Category of Trader
5.6 12.4 0.0 47.3 7.3 16.8 5.0 40.0 1.7 1.0 2.9 0.0 22.5 18.8
Number of Traders in Each Category Total Traders: 84
. 7 . 37 10 23 7 13 10 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 1,587,811
Positions
101,445 222,358 23,368 278,506 486,692 89,240 759,300 345,597 56,173 135,791 158,324 27,256 116,732 178,803
Changes from: September 30, 2014 Total Change is: -82,926
-5,647 25,667 14,394 -2,718 -28,774 6,302 -110,265 -126,484 3,574 -7,921 -11,070 6,941 12,414 26,523
Percent of Open Interest Represented by Each Category of Trader
6.4 14.0 1.5 17.5 30.7 5.6 47.8 21.8 3.5 8.6 10.0 1.7 7.4 11.3
Number of Traders in Each Category Total Traders: 270
15 29 8 38 50 35 48 35 34 18 36 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 3,277,997
Positions
67,974 191,946 187,388 1,070,599 837,490 378,370 469,347 447,024 345,272 297,658 219,256 136,977 324,412 534,273
Changes from: September 30, 2014 Total Change is: 38,778
-20,370 6,611 25,449 17,723 23,091 -6,333 -23,971 -99,868 68,791 -64,125 6,514 12,560 29,054 1,963
Percent of Open Interest Represented by Each Category of Trader
2.1 5.9 5.7 32.7 25.5 11.5 14.3 13.6 10.5 9.1 6.7 4.2 9.9 16.3
Number of Traders in Each Category Total Traders: 384
15 43 45 37 83 64 51 71 82 26 58 41
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 2,335,899
Positions
168,990 176,942 80,858 469,969 602,754 371,989 611,813 245,171 180,276 146,241 221,071 53,126 252,637 403,713
Changes from: September 30, 2014 Total Change is: 9,613
-62,922 41,376 -3,858 9,450 -84,561 30,189 3,893 -37,605 23,704 -15,440 23,550 4,023 20,575 12,795
Percent of Open Interest Represented by Each Category of Trader
7.2 7.6 3.5 20.1 25.8 15.9 26.2 10.5 7.7 6.3 9.5 2.3 10.8 17.3
Number of Traders in Each Category Total Traders: 301
14 40 30 39 52 50 50 53 50 14 39 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 591,127
Positions
232,561 124,546 166,861 0 4,612 9,527 14,439 89,222 84,069 9,677 14,073 39,680 34,313 58,536
Changes from: September 30, 2014 Total Change is: -12,490
-2,796 740 -5,423 0 -212 1,593 5,642 -8,034 -1,722 -8,492 433 2,070 -3,361 -1,934
Percent of Open Interest Represented by Each Category of Trader
39.3 21.1 28.2 0.0 0.8 1.6 2.4 15.1 14.2 1.6 2.4 6.7 5.8 9.9
Number of Traders in Each Category Total Traders: 94
9 31 29 0 . . 8 28 26 . 8 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 is19,868,910
Positions
2,849,099 1,343,077 4,017,363 528,575 954,892 650,768 1,582,265 1,947,206 7,332,643 507,606 769,106 1,537,139 863,451 1,316,716
Changes from: September 30, 2014 Total Change is:-1,215,207
238,196 -78,101 -71,398 -821,827 -93,210 -24,419 196,929 -141,441 -412,262 -41,848 -3,795 -314,253 35,675 -76,327
Percent of Open Interest Represented by Each Category of Trader
14.3 6.8 20.2 2.7 4.8 3.3 8.0 9.8 36.9 2.6 3.9 7.7 4.3 6.6
Number of Traders in Each Category Total Traders: 348
27 65 88 9 33 32 44 102 120 11 52 45
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 50,052
Positions
34,548 4,701 0 7,405 13,527 4,915 2,428 18,658 198 425 7,841 0 133 212
Changes from: September 30, 2014 Total Change is: -1,375
-1,639 162 0 51 -677 0 123 -320 -3 110 -500 0 -17 -37
Percent of Open Interest Represented by Each Category of Trader
69.0 9.4 0.0 14.8 27.0 9.8 4.9 37.3 0.4 0.8 15.7 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 44
5 8 0 . 10 . 4 6 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 46,623
Positions
37,801 9,505 0 0 12,211 1,323 3,708 9,595 3,333 240 10,346 0 218 310
Changes from: September 30, 2014 Total Change is: 403
320 1,371 0 0 9 -9 -157 -499 100 105 -566 0 44 -3
Percent of Open Interest Represented by Each Category of Trader
81.1 20.4 0.0 0.0 26.2 2.8 8.0 20.6 7.1 0.5 22.2 0.0 0.5 0.7
Number of Traders in Each Category Total Traders: 48
. 8 0 0 14 . 5 8 . . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 95,025
Positions
14,219 56,264 816 11,296 0 68 34,202 33,180 2,643 20,049 194 41 11,691 1,819
Changes from: September 30, 2014 Total Change is: -1,313
623 -198 168 -791 0 -77 112 -817 352 -2,295 -129 -90 685 -522
Percent of Open Interest Represented by Each Category of Trader
15.0 59.2 0.9 11.9 0.0 0.1 36.0 34.9 2.8 21.1 0.2 0.0 12.3 1.9
Number of Traders in Each Category Total Traders: 173
9 . . 15 0 . 50 22 11 72 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 365,241
Positions
72,690 48,644 42,791 38,247 26,535 30,561 53,536 79,092 59,132 9,261 12,014 35,480 23,543 30,992
Changes from: September 30, 2014 Total Change is: 6,404
-1,022 15,627 354 2,585 -1,252 3,016 -1,952 -12,842 1,779 -1,784 108 2,712 716 -3,098
Percent of Open Interest Represented by Each Category of Trader
19.9 13.3 11.7 10.5 7.3 8.4 14.7 21.7 16.2 2.5 3.3 9.7 6.4 8.5
Number of Traders in Each Category Total Traders: 187
16 19 24 8 18 10 34 51 56 9 16 27
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Traders in Financial Futures - Options and Futures Combined Positions as of October 7, 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 10,571
Positions
223 3,138 0 2,113 628 585 7,080 5,901 307 25 0 0 238 12
Changes from: September 30, 2014 Total Change is: -603
-154 0 0 52 -100 100 -578 161 0 0 -750 0 -23 -14
Percent of Open Interest Represented by Each Category of Trader
2.1 29.7 0.0 20.0 5.9 5.5 67.0 55.8 2.9 0.2 0.0 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 23
. . 0 4 . . 9 4 . . 0 0
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Updated October 10, 2014