Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 121,672
Positions
22,176 863 9,908 19,803 3,795 2 11,344 45,878 16,169 12,890 3,421 2,809 26,572 38,827
Changes from: October 21, 2014 Total Change is: -4,727
-1,156 5 -1,173 -769 3 1 -2,930 -3,096 -373 180 734 -172 1,665 -655
Percent of Open Interest Represented by Each Category of Trader
18.2 0.7 8.1 16.3 3.1 0.0 9.3 37.7 13.3 10.6 2.8 2.3 21.8 31.9
Number of Traders in Each Category Total Traders: 76
10 . 10 6 5 . 14 19 15 8 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 62,910
Positions
40,440 3,752 2,034 1,213 3,396 443 7,446 26,365 4,322 503 0 0 6,508 22,597
Changes from: October 21, 2014 Total Change is: 1,280
1,313 -166 -103 8 9 0 -1,084 1,483 140 0 0 0 1,006 -83
Percent of Open Interest Represented by Each Category of Trader
64.3 6.0 3.2 1.9 5.4 0.7 11.8 41.9 6.9 0.8 0.0 0.0 10.3 35.9
Number of Traders in Each Category Total Traders: 38
6 . . . 5 . 10 12 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 174,621
Positions
49,321 19,317 8,421 9,856 44,137 4,268 48,822 27,261 21,828 4,135 13,502 6,273 21,698 29,615
Changes from: October 21, 2014 Total Change is: 2,739
-2,959 912 -608 509 -1,549 411 4,317 6,777 -519 -473 74 74 1,988 -2,831
Percent of Open Interest Represented by Each Category of Trader
28.2 11.1 4.8 5.6 25.3 2.4 28.0 15.6 12.5 2.4 7.7 3.6 12.4 17.0
Number of Traders in Each Category Total Traders: 110
8 7 8 6 17 7 25 27 25 7 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 225,719
Positions
89,718 14,039 12,781 32,333 32,641 1,021 28,344 71,639 23,937 8,429 5,233 8,857 20,298 55,569
Changes from: October 21, 2014 Total Change is: 97
-6,381 1,746 4,029 -1,675 177 502 264 -8,084 -506 824 870 164 2,876 1,200
Percent of Open Interest Represented by Each Category of Trader
39.7 6.2 5.7 14.3 14.5 0.5 12.6 31.7 10.6 3.7 2.3 3.9 9.0 24.6
Number of Traders in Each Category Total Traders: 118
10 7 9 10 17 7 19 35 21 8 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 551,111
Positions
244,349 34,924 37,873 39,709 86,866 13,693 53,495 179,554 67,301 41,625 27,665 14,924 38,142 88,311
Changes from: October 21, 2014 Total Change is: -4,143
3,505 -2,139 -1,835 -1,180 -2,600 877 -1,640 2,728 -865 -149 3,002 -325 -2,530 -2,987
Percent of Open Interest Represented by Each Category of Trader
44.3 6.3 6.9 7.2 15.8 2.5 9.7 32.6 12.2 7.6 5.0 2.7 6.9 16.0
Number of Traders in Each Category Total Traders: 251
21 15 14 16 33 23 34 59 38 24 49 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 151,268
Positions
70,846 15,198 9,854 1,415 13,625 1,993 29,016 38,450 13,845 923 21,972 2,647 20,728 33,684
Changes from: October 21, 2014 Total Change is: 4,235
-927 1,230 94 0 -642 -329 4,362 2,647 708 -256 4,228 -40 624 -3,660
Percent of Open Interest Represented by Each Category of Trader
46.8 10.0 6.5 0.9 9.0 1.3 19.2 25.4 9.2 0.6 14.5 1.7 13.7 22.3
Number of Traders in Each Category Total Traders: 93
10 6 9 . 10 5 16 32 16 . 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 47,995
Positions
30,100 23,855 9,032 0 2,000 0 5,660 9,453 1,228 705 871 973 297 583
Changes from: October 21, 2014 Total Change is: 7,441
1,146 1,685 6,028 0 -301 0 259 101 0 43 0 0 -35 -72
Percent of Open Interest Represented by Each Category of Trader
62.7 49.7 18.8 0.0 4.2 0.0 11.8 19.7 2.6 1.5 1.8 2.0 0.6 1.2
Number of Traders in Each Category Total Traders: 34
8 10 6 0 . 0 . 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 144,273
Positions
47,715 43,524 1,473 54,143 1,252 0 21,389 73,644 12,045 3,471 6,555 0 4,038 5,780
Changes from: October 21, 2014 Total Change is: 5,755
1,540 -1,422 -7 33 481 0 -3,774 -1,586 7,025 620 1,999 -390 708 -345
Percent of Open Interest Represented by Each Category of Trader
33.1 30.2 1.0 37.5 0.9 0.0 14.8 51.0 8.3 2.4 4.5 0.0 2.8 4.0
Number of Traders in Each Category Total Traders: 124
5 12 . 6 4 0 23 47 10 16 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 47,059
Positions
7,490 27,715 6,152 1,735 0 0 2,657 4,386 1,617 20,660 400 6,025 723 764
Changes from: October 21, 2014 Total Change is: 489
245 -189 -27 -153 0 0 411 -313 506 -503 400 0 10 112
Percent of Open Interest Represented by Each Category of Trader
15.9 58.9 13.1 3.7 0.0 0.0 5.6 9.3 3.4 43.9 0.8 12.8 1.5 1.6
Number of Traders in Each Category Total Traders: 24
4 6 . . 0 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 22,026
Positions
10,012 3,704 22 1,072 118 0 7,538 11,370 429 795 1,562 0 2,158 4,821
Changes from: October 21, 2014 Total Change is: 712
692 20 18 -6 0 0 -297 1,444 -62 5 -200 0 362 -508
Percent of Open Interest Represented by Each Category of Trader
45.5 16.8 0.1 4.9 0.5 0.0 34.2 51.6 1.9 3.6 7.1 0.0 9.8 21.9
Number of Traders in Each Category Total Traders: 62
5 6 . . . 0 14 19 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 59,063
Positions
23,977 29,528 848 4,788 2,482 334 17,444 10,070 1,521 3,526 4,532 460 6,167 9,289
Changes from: October 21, 2014 Total Change is: 1,666
-2,558 1,742 193 276 -187 10 5,292 350 -1,358 -213 483 31 -5 403
Percent of Open Interest Represented by Each Category of Trader
40.6 50.0 1.4 8.1 4.2 0.6 29.5 17.0 2.6 6.0 7.7 0.8 10.4 15.7
Number of Traders in Each Category Total Traders: 100
18 12 . 9 . 4 22 18 10 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 118,126
Positions
47,953 59,056 1,696 9,575 4,963 668 34,888 20,140 3,042 7,051 9,064 919 12,334 18,578
Changes from: October 21, 2014 Total Change is: 3,333
-5,116 3,484 386 551 -374 20 10,583 699 -2,717 -426 966 62 -10 807
Percent of Open Interest Represented by Each Category of Trader
40.6 50.0 1.4 8.1 4.2 0.6 29.5 17.0 2.6 6.0 7.7 0.8 10.4 15.7
Number of Traders in Each Category Total Traders: 100
18 12 . 9 . 4 22 18 10 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 955,705
Positions
41,523 149,339 49,241 317,160 128,807 52,400 91,350 193,251 190,794 42,542 44,609 34,297 136,397 112,967
Changes from: October 21, 2014 Total Change is: 29,409
-645 9,077 5,771 3,782 76 54 4,179 -3,796 18,038 -85 2,765 819 -2,504 -3,395
Percent of Open Interest Represented by Each Category of Trader
4.3 15.6 5.2 33.2 13.5 5.5 9.6 20.2 20.0 4.5 4.7 3.6 14.3 11.8
Number of Traders in Each Category Total Traders: 638
29 38 34 127 61 81 93 146 122 65 79 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 234,281
Positions
25,330 50,700 5,343 60,186 29,216 3,731 11,968 14,701 50,307 11,688 9,093 12,287 53,441 58,903
Changes from: October 21, 2014 Total Change is: 12,046
1,568 2,093 866 2,052 -319 562 687 2,119 6,435 71 2,142 469 -665 -2,322
Percent of Open Interest Represented by Each Category of Trader
10.8 21.6 2.3 25.7 12.5 1.6 5.1 6.3 21.5 5.0 3.9 5.2 22.8 25.1
Number of Traders in Each Category Total Traders: 105
10 10 7 17 9 10 16 22 35 9 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 3,607,120
Positions
222,021 634,249 78,435 1,327,500 540,585 200,717 473,825 969,663 625,522 156,059 179,370 108,262 414,779 270,317
Changes from: October 21, 2014 Total Change is: 86,819
-5,037 40,948 18,500 21,848 15,176 -15,741 33,761 -13,273 41,714 -1,744 2,151 2,710 -9,192 -5,366
Percent of Open Interest Represented by Each Category of Trader
6.2 17.6 2.2 36.8 15.0 5.6 13.1 26.9 17.3 4.3 5.0 3.0 11.5 7.5
Number of Traders in Each Category Total Traders: 609
30 35 27 121 60 74 94 136 114 62 71 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 105,373
Positions
20,915 30,880 178 41,272 49,896 2,414 13,789 16,426 640 822 401 0 25,343 4,538
Changes from: October 21, 2014 Total Change is: -3,536
-4,334 -171 35 1,106 -4,192 31 -1,032 1,432 226 42 -305 0 390 -592
Percent of Open Interest Represented by Each Category of Trader
19.8 29.3 0.2 39.2 47.4 2.3 13.1 15.6 0.6 0.8 0.4 0.0 24.1 4.3
Number of Traders in Each Category Total Traders: 90
9 9 . 34 13 12 10 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 70,123
Positions
4,719 38,409 954 31,895 6,347 847 16,367 10,179 3,755 1,927 3,340 813 8,845 5,480
Changes from: October 21, 2014 Total Change is: 2,055
183 1,517 175 8 -179 -61 -277 -439 879 274 212 203 672 -251
Percent of Open Interest Represented by Each Category of Trader
6.7 54.8 1.4 45.5 9.1 1.2 23.3 14.5 5.4 2.7 4.8 1.2 12.6 7.8
Number of Traders in Each Category Total Traders: 226
18 22 6 31 19 11 46 40 24 17 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 350,615
Positions
23,597 192,045 4,768 159,474 31,735 4,237 81,837 50,894 18,773 9,637 16,698 4,066 44,226 27,398
Changes from: October 21, 2014 Total Change is: 10,277
913 7,585 874 40 -893 -306 -1,383 -2,197 4,397 1,369 1,059 1,015 3,358 -1,257
Percent of Open Interest Represented by Each Category of Trader
6.7 54.8 1.4 45.5 9.1 1.2 23.3 14.5 5.4 2.7 4.8 1.2 12.6 7.8
Number of Traders in Each Category Total Traders: 226
18 22 6 31 19 11 46 40 24 17 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 401,822
Positions
131,922 51,656 21,550 113,485 160,200 33,541 70,762 98,635 7,086 6,612 10,862 594 16,270 17,697
Changes from: October 21, 2014 Total Change is: -20,543
-10,806 18,167 -5,199 352 -18,816 831 -6,225 -11,227 98 -385 -111 -30 821 -4,256
Percent of Open Interest Represented by Each Category of Trader
32.8 12.9 5.4 28.2 39.9 8.3 17.6 24.5 1.8 1.6 2.7 0.1 4.0 4.4
Number of Traders in Each Category Total Traders: 272
20 11 4 55 50 25 33 68 15 9 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 53,400
Positions
3,830 18,873 0 29,887 0 56 4,082 13,086 50 5,097 997 41 10,357 20,297
Changes from: October 21, 2014 Total Change is: 2,320
1,269 -305 0 2,332 -932 6 527 2,360 50 -399 -216 -8 -1,457 1,365
Percent of Open Interest Represented by Each Category of Trader
7.2 35.3 0.0 56.0 0.0 0.1 7.6 24.5 0.1 9.5 1.9 0.1 19.4 38.0
Number of Traders in Each Category Total Traders: 65
6 7 0 20 0 . 8 14 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 88,708
Positions
28,108 16,599 2,867 9,079 524 966 26,942 7,791 1,684 8,868 1,613 40 10,154 56,624
Changes from: October 21, 2014 Total Change is: -6,772
-3,728 -673 403 -568 0 -99 -1,615 1,833 -868 -52 -1,377 -2 -243 -5,989
Percent of Open Interest Represented by Each Category of Trader
31.7 18.7 3.2 10.2 0.6 1.1 30.4 8.8 1.9 10.0 1.8 0.0 11.4 63.8
Number of Traders in Each Category Total Traders: 86
15 9 4 9 . . 31 9 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 117,855
Positions
9,917 67,374 499 68,725 29,147 5,267 24,503 7,944 3,129 867 1,005 0 4,948 3,490
Changes from: October 21, 2014 Total Change is: -971
-234 1,479 -548 957 -4,599 -290 -2,103 2,853 136 403 19 0 708 -21
Percent of Open Interest Represented by Each Category of Trader
8.4 57.2 0.4 58.3 24.7 4.5 20.8 6.7 2.7 0.7 0.9 0.0 4.2 3.0
Number of Traders in Each Category Total Traders: 104
8 12 . 38 19 14 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 339,606
Positions
57,569 167,622 2,379 108,063 61,716 49,819 88,929 43,874 1,950 15,500 8,835 1,068 14,329 2,343
Changes from: October 21, 2014 Total Change is: 519
4,970 -3,299 -1,166 -1,520 3,884 -1,821 -183 5,168 -13 774 -2,346 -349 -173 461
Percent of Open Interest Represented by Each Category of Trader
17.0 49.4 0.7 31.8 18.2 14.7 26.2 12.9 0.6 4.6 2.6 0.3 4.2 0.7
Number of Traders in Each Category Total Traders: 207
21 18 7 52 29 30 37 16 8 22 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 947,419
Positions
10,344 100,341 21,098 421,536 150,526 128,552 88,859 214,480 71,617 17,052 71,077 6,872 181,489 182,858
Changes from: October 21, 2014 Total Change is: -99,107
-3,616 11,335 -17,962 7,017 -20,241 -14,590 -16,162 14,263 -42,432 -419 -8,496 -7,432 -3,511 -13,551
Percent of Open Interest Represented by Each Category of Trader
1.1 10.6 2.2 44.5 15.9 13.6 9.4 22.6 7.6 1.8 7.5 0.7 19.2 19.3
Number of Traders in Each Category Total Traders: 174
7 18 12 34 34 37 30 34 41 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 511,624
Positions
27,644 75,458 522 256,118 42,395 79,143 18,509 201,567 7,543 5,610 7,002 60 116,475 97,935
Changes from: October 21, 2014 Total Change is: -5,128
2,322 6,142 140 2,262 1,363 -8,112 -2,454 -130 -1,493 0 0 0 2,206 -3,038
Percent of Open Interest Represented by Each Category of Trader
5.4 14.7 0.1 50.1 8.3 15.5 3.6 39.4 1.5 1.1 1.4 0.0 22.8 19.1
Number of Traders in Each Category Total Traders: 82
. 9 4 40 10 25 5 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,432,324
Positions
107,682 213,215 4,125 252,315 515,760 89,313 646,692 215,492 68,515 138,313 173,988 15,617 109,752 136,301
Changes from: October 21, 2014 Total Change is: -52,980
12,008 21,598 -17,751 -21,605 6,839 -11,380 -1,336 -44,592 -6,570 -1,002 2,214 -4,678 -665 1,340
Percent of Open Interest Represented by Each Category of Trader
7.5 14.9 0.3 17.6 36.0 6.2 45.1 15.0 4.8 9.7 12.1 1.1 7.7 9.5
Number of Traders in Each Category Total Traders: 268
15 31 8 39 48 40 49 26 34 22 38 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,267,312
Positions
101,915 144,305 176,769 1,004,388 831,322 420,081 486,171 585,950 345,603 292,405 182,576 104,655 335,325 476,052
Changes from: October 21, 2014 Total Change is: -405,358
484 -16,045 -132,018 -84,863 4,561 -7,597 30,537 -25,404 -162,935 -3,014 982 -42,596 -3,356 -24,306
Percent of Open Interest Represented by Each Category of Trader
3.1 4.4 5.4 30.7 25.4 12.9 14.9 17.9 10.6 8.9 5.6 3.2 10.3 14.6
Number of Traders in Each Category Total Traders: 380
23 32 43 40 81 68 61 59 81 26 58 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,198,298
Positions
88,316 129,783 89,590 479,927 511,089 346,629 478,853 206,199 245,250 130,999 226,703 53,239 285,495 389,816
Changes from: October 21, 2014 Total Change is: -112,409
12,465 -7,499 -32,432 -23,620 13,766 -10,065 7,785 -434 -63,161 2,719 -30,907 -4,162 -1,937 22,487
Percent of Open Interest Represented by Each Category of Trader
4.0 5.9 4.1 21.8 23.2 15.8 21.8 9.4 11.2 6.0 10.3 2.4 13.0 17.7
Number of Traders in Each Category Total Traders: 276
16 27 25 37 44 47 58 45 49 15 34 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 660,874
Positions
269,107 147,745 185,894 0 8,859 14,282 6,728 103,570 94,815 17,857 12,200 34,396 37,795 59,112
Changes from: October 21, 2014 Total Change is: 26,307
18,144 4,150 5,822 0 717 -477 -2,997 15,106 8,598 737 2,237 -4,637 1,117 -5,209
Percent of Open Interest Represented by Each Category of Trader
40.7 22.4 28.1 0.0 1.3 2.2 1.0 15.7 14.3 2.7 1.8 5.2 5.7 8.9
Number of Traders in Each Category Total Traders: 96
14 26 27 0 . . 8 31 23 . 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,991,086
Positions
2,269,044 1,907,188 4,187,037 914,997 808,258 493,426 1,401,824 1,288,101 7,254,791 364,426 609,524 1,175,555 929,986 1,267,206
Changes from: October 21, 2014 Total Change is: 547,301
-95,983 228,868 4,089 294,450 55,421 17,832 58,230 35,313 174,987 40,573 -15,480 -6,278 59,402 52,548
Percent of Open Interest Represented by Each Category of Trader
11.9 10.0 22.0 4.8 4.3 2.6 7.4 6.8 38.2 1.9 3.2 6.2 4.9 6.7
Number of Traders in Each Category Total Traders: 323
23 68 89 11 32 33 42 91 113 6 46 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 52,106
Positions
34,834 5,522 0 7,396 12,340 4,925 4,113 19,890 55 620 9,152 0 163 222
Changes from: October 21, 2014 Total Change is: 396
346 523 0 -3 -1,109 10 260 716 3 -216 229 0 -4 24
Percent of Open Interest Represented by Each Category of Trader
66.9 10.6 0.0 14.2 23.7 9.5 7.9 38.2 0.1 1.2 17.6 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 47
6 8 0 . 10 . 4 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 52,660
Positions
40,921 16,076 0 0 13,340 948 7,198 9,001 2,831 525 10,145 0 237 319
Changes from: October 21, 2014 Total Change is: 1,731
-395 1,097 0 0 126 -3 1,845 529 -8 220 -8 0 72 -2
Percent of Open Interest Represented by Each Category of Trader
77.7 30.5 0.0 0.0 25.3 1.8 13.7 17.1 5.4 1.0 19.3 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 49
4 6 0 0 15 . 8 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 80,143
Positions
16,021 56,099 885 8,629 0 202 26,169 18,213 2,380 14,915 266 596 10,345 1,501
Changes from: October 21, 2014 Total Change is: -946
262 -98 4 -1,528 0 20 -618 -926 48 742 56 165 -42 -216
Percent of Open Interest Represented by Each Category of Trader
20.0 70.0 1.1 10.8 0.0 0.3 32.7 22.7 3.0 18.6 0.3 0.7 12.9 1.9
Number of Traders in Each Category Total Traders: 157
9 . . 16 0 . 42 13 12 69 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 355,595
Positions
53,274 103,345 38,970 9,418 21,523 48,733 94,637 35,868 53,069 12,314 6,630 24,489 20,691 22,968
Changes from: October 21, 2014 Total Change is: -66,454
-23,903 -26,622 -7,182 -5,915 3,831 -4,458 -6,579 -15,818 -9,887 -1,945 -1,357 -3,056 -3,529 -1,905
Percent of Open Interest Represented by Each Category of Trader
15.0 29.1 11.0 2.6 6.1 13.7 26.6 10.1 14.9 3.5 1.9 6.9 5.8 6.5
Number of Traders in Each Category Total Traders: 191
14 20 22 10 18 13 40 44 53 11 14 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,503
Positions
0 3,138 0 3,135 628 794 7,953 5,831 350 25 1,750 0 246 12
Changes from: October 21, 2014 Total Change is: 1,444
0 0 0 -5 0 17 1,399 537 43 0 850 0 -10 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 25.1 0.0 25.1 5.0 6.4 63.6 46.6 2.8 0.2 14.0 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 21
0 . 0 4 . . 6 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 31, 2014