Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 128,820
Positions
29,580 1,837 7,612 18,390 3,837 19 14,701 54,085 16,012 14,635 3,526 2,824 25,045 39,068
Changes from: November 4, 2014 Total Change is: -4,401
1,765 -337 -4,817 -413 81 7 2,772 4,238 -1,913 -667 351 -436 -698 -1,574
Percent of Open Interest Represented by Each Category of Trader
23.0 1.4 5.9 14.3 3.0 0.0 11.4 42.0 12.4 11.4 2.7 2.2 19.4 30.3
Number of Traders in Each Category Total Traders: 81
8 . 10 6 5 . 16 27 17 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 67,653
Positions
41,997 3,940 2,267 1,220 3,210 443 9,842 30,861 4,212 503 0 0 7,169 22,718
Changes from: November 4, 2014 Total Change is: 1,161
612 -168 5 7 -30 0 674 3,618 -746 0 0 0 609 -1,518
Percent of Open Interest Represented by Each Category of Trader
62.1 5.8 3.4 1.8 4.7 0.7 14.5 45.6 6.2 0.7 0.0 0.0 10.6 33.6
Number of Traders in Each Category Total Traders: 47
7 . . . 5 . 13 17 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 185,782
Positions
60,682 25,465 5,585 10,556 42,226 4,568 53,487 36,166 20,173 4,603 14,865 4,662 21,466 32,072
Changes from: November 4, 2014 Total Change is: 1,613
6,046 4,391 -2,396 -443 -1,184 211 1,702 4,913 -5,494 -14 -469 -25 2,027 1,667
Percent of Open Interest Represented by Each Category of Trader
32.7 13.7 3.0 5.7 22.7 2.5 28.8 19.5 10.9 2.5 8.0 2.5 11.6 17.3
Number of Traders in Each Category Total Traders: 109
8 8 8 6 16 7 27 29 22 6 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 289,783
Positions
128,511 16,800 10,298 27,852 33,196 1,377 37,785 100,581 33,994 17,790 17,230 13,554 18,622 62,753
Changes from: November 4, 2014 Total Change is: 7,345
17,569 730 -2,271 -3,040 6,154 -265 5,618 12,526 -9,388 131 2,381 -385 -624 -2,136
Percent of Open Interest Represented by Each Category of Trader
44.3 5.8 3.6 9.6 11.5 0.5 13.0 34.7 11.7 6.1 5.9 4.7 6.4 21.7
Number of Traders in Each Category Total Traders: 148
15 4 8 10 19 7 20 51 24 12 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 570,359
Positions
269,036 55,134 32,325 42,092 84,550 12,570 56,906 183,199 59,898 42,796 25,117 16,534 38,203 101,032
Changes from: November 4, 2014 Total Change is: -28,178
4,126 13,022 -10,289 937 -570 -2,178 -2,039 -5,019 -15,966 1,061 -4,808 -3,337 -493 967
Percent of Open Interest Represented by Each Category of Trader
47.2 9.7 5.7 7.4 14.8 2.2 10.0 32.1 10.5 7.5 4.4 2.9 6.7 17.7
Number of Traders in Each Category Total Traders: 238
20 14 13 15 28 20 35 60 37 22 44 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 151,591
Positions
80,635 12,874 8,004 1,415 11,073 2,020 24,449 36,573 11,586 922 25,673 3,449 19,112 40,340
Changes from: November 4, 2014 Total Change is: -6,099
3,921 404 -2,504 0 -671 -557 -2,224 -2,805 -3,050 76 846 -128 -1,633 2,366
Percent of Open Interest Represented by Each Category of Trader
53.2 8.5 5.3 0.9 7.3 1.3 16.1 24.1 7.6 0.6 16.9 2.3 12.6 26.6
Number of Traders in Each Category Total Traders: 89
9 6 8 . 10 5 14 34 13 . 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 56,686
Positions
30,414 25,616 17,597 0 2,096 0 4,956 7,706 1,337 1,090 871 973 318 490
Changes from: November 4, 2014 Total Change is: 2,675
-763 319 4,999 0 134 0 -1,074 -2,724 109 280 -100 0 -876 -62
Percent of Open Interest Represented by Each Category of Trader
53.7 45.2 31.0 0.0 3.7 0.0 8.7 13.6 2.4 1.9 1.5 1.7 0.6 0.9
Number of Traders in Each Category Total Traders: 33
8 10 6 0 . 0 . 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 167,845
Positions
49,016 41,370 3,791 54,109 1,458 0 24,019 79,682 29,578 3,455 6,515 36 3,841 5,415
Changes from: November 4, 2014 Total Change is: 7,646
230 -2,830 2,067 -52 18 0 -1,194 2,027 6,742 46 162 35 -228 -576
Percent of Open Interest Represented by Each Category of Trader
29.2 24.6 2.3 32.2 0.9 0.0 14.3 47.5 17.6 2.1 3.9 0.0 2.3 3.2
Number of Traders in Each Category Total Traders: 123
8 9 4 6 4 0 22 48 10 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 73,442
Positions
11,310 54,931 6,036 1,091 0 0 1,447 5,638 267 46,648 0 6,025 618 545
Changes from: November 4, 2014 Total Change is: 2,775
2,363 655 0 -533 0 0 187 2,380 -162 1,210 0 0 -290 -98
Percent of Open Interest Represented by Each Category of Trader
15.4 74.8 8.2 1.5 0.0 0.0 2.0 7.7 0.4 63.5 0.0 8.2 0.8 0.7
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 19,810
Positions
7,550 3,029 45 1,038 559 0 8,304 9,339 310 657 1,200 0 1,906 5,328
Changes from: November 4, 2014 Total Change is: -3,911
-2,973 -24 36 -8 197 0 -767 -3,878 -169 -354 121 0 324 -194
Percent of Open Interest Represented by Each Category of Trader
38.1 15.3 0.2 5.2 2.8 0.0 41.9 47.1 1.6 3.3 6.1 0.0 9.6 26.9
Number of Traders in Each Category Total Traders: 65
5 6 . 4 . 0 14 21 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 71,497
Positions
22,309 38,572 1,049 5,155 2,175 331 28,769 11,192 1,872 3,280 4,097 766 7,967 11,444
Changes from: November 4, 2014 Total Change is: 1,771
-828 -316 162 597 -69 -93 2,056 346 74 -129 536 168 -236 961
Percent of Open Interest Represented by Each Category of Trader
31.2 53.9 1.5 7.2 3.0 0.5 40.2 15.7 2.6 4.6 5.7 1.1 11.1 16.0
Number of Traders in Each Category Total Traders: 105
15 15 4 11 . 4 23 17 10 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 142,994
Positions
44,619 77,143 2,098 10,309 4,350 661 57,538 22,385 3,744 6,560 8,194 1,532 15,933 22,887
Changes from: November 4, 2014 Total Change is: 3,541
-1,655 -632 325 1,193 -137 -186 4,111 693 148 -258 1,072 336 -472 1,922
Percent of Open Interest Represented by Each Category of Trader
31.2 53.9 1.5 7.2 3.0 0.5 40.2 15.7 2.6 4.6 5.7 1.1 11.1 16.0
Number of Traders in Each Category Total Traders: 105
15 15 4 11 . 4 23 17 10 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,010,824
Positions
42,188 182,488 51,571 316,176 130,982 51,401 104,574 165,058 243,685 40,426 45,356 40,329 120,473 99,954
Changes from: November 4, 2014 Total Change is: 40,655
615 9,763 1,523 4,747 -1,778 -760 7,151 2,308 29,745 -1,133 116 2,286 -3,520 -2,550
Percent of Open Interest Represented by Each Category of Trader
4.2 18.1 5.1 31.3 13.0 5.1 10.3 16.3 24.1 4.0 4.5 4.0 11.9 9.9
Number of Traders in Each Category Total Traders: 636
32 40 38 122 60 81 96 141 121 74 70 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 250,618
Positions
21,204 54,105 6,828 58,668 30,696 4,224 10,300 13,906 69,471 11,427 9,289 15,968 52,528 46,130
Changes from: November 4, 2014 Total Change is: 11,307
-2,851 -937 802 -367 221 528 -727 306 12,462 -39 -186 1,062 437 -2,951
Percent of Open Interest Represented by Each Category of Trader
8.5 21.6 2.7 23.4 12.2 1.7 4.1 5.5 27.7 4.6 3.7 6.4 21.0 18.4
Number of Traders in Each Category Total Traders: 106
9 10 6 17 9 9 17 20 35 11 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,801,031
Positions
215,499 752,492 113,137 1,326,760 540,645 196,671 544,312 828,701 798,127 146,913 182,255 119,886 339,727 269,117
Changes from: November 4, 2014 Total Change is: 146,739
3,175 39,351 17,760 22,537 -13,025 -3,412 33,497 4,116 92,313 -5,101 1,877 5,756 -19,786 2,003
Percent of Open Interest Represented by Each Category of Trader
5.7 19.8 3.0 34.9 14.2 5.2 14.3 21.8 21.0 3.9 4.8 3.2 8.9 7.1
Number of Traders in Each Category Total Traders: 607
34 38 33 117 57 74 98 130 113 69 64 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 97,322
Positions
10,082 31,874 192 42,176 45,292 2,590 18,752 12,941 651 698 401 0 22,181 3,381
Changes from: November 4, 2014 Total Change is: -1,479
-5,113 477 -64 2,366 -1,674 -108 862 33 85 -124 0 0 616 -228
Percent of Open Interest Represented by Each Category of Trader
10.4 32.8 0.2 43.3 46.5 2.7 19.3 13.3 0.7 0.7 0.4 0.0 22.8 3.5
Number of Traders in Each Category Total Traders: 91
8 10 . 35 11 14 13 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 84,520
Positions
4,599 48,844 5,478 35,344 5,830 543 21,514 9,470 4,802 2,824 3,187 827 8,588 5,538
Changes from: November 4, 2014 Total Change is: 11,585
303 5,824 4,508 2,660 -65 -86 2,039 -571 944 804 28 -4 417 1,006
Percent of Open Interest Represented by Each Category of Trader
5.4 57.8 6.5 41.8 6.9 0.6 25.5 11.2 5.7 3.3 3.8 1.0 10.2 6.6
Number of Traders in Each Category Total Traders: 240
17 23 10 31 19 9 61 42 25 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 9,720
Positions
4,826 8,058 100 891 0 0 861 937 0 838 0 0 2,204 625
Changes from: November 4, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
49.6 82.9 1.0 9.2 0.0 0.0 8.9 9.6 0.0 8.6 0.0 0.0 22.7 6.4
Number of Traders in Each Category Total Traders: 20
5 7 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 373,996
Positions
20,313 225,377 5,442 172,265 29,149 2,715 106,865 46,267 20,412 9,930 15,935 4,136 31,919 24,563
Changes from: November 4, 2014 Total Change is: 9,321
-1,171 10,275 593 8,847 -323 -430 9,488 -3,940 1,122 -169 141 -22 -8,937 1,904
Percent of Open Interest Represented by Each Category of Trader
5.4 60.3 1.5 46.1 7.8 0.7 28.6 12.4 5.5 2.7 4.3 1.1 8.5 6.6
Number of Traders in Each Category Total Traders: 238
16 24 7 31 19 9 60 43 25 16 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 386,311
Positions
106,918 69,344 21,850 127,066 140,054 22,752 77,541 100,062 6,130 6,548 7,930 568 16,937 17,621
Changes from: November 4, 2014 Total Change is: 530
-7,857 2,496 -111 6,125 -4,825 -13 2,358 1,646 379 -748 -202 -67 464 1,227
Percent of Open Interest Represented by Each Category of Trader
27.7 18.0 5.7 32.9 36.3 5.9 20.1 25.9 1.6 1.7 2.1 0.1 4.4 4.6
Number of Traders in Each Category Total Traders: 264
22 12 6 57 43 25 35 68 20 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 68,444
Positions
4,843 19,898 0 31,838 0 66 11,098 22,741 684 6,063 1,382 0 13,852 23,673
Changes from: November 4, 2014 Total Change is: 3,794
-342 116 0 86 0 -31 973 5,476 -704 2,429 -325 0 1,383 -738
Percent of Open Interest Represented by Each Category of Trader
7.1 29.1 0.0 46.5 0.0 0.1 16.2 33.2 1.0 8.9 2.0 0.0 20.2 34.6
Number of Traders in Each Category Total Traders: 68
6 8 0 19 0 . 15 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 127,608
Positions
35,996 25,989 3,326 8,950 3,206 1,117 55,718 17,615 2,106 9,028 1,068 289 11,078 72,892
Changes from: November 4, 2014 Total Change is: 9,403
860 1,366 -1,601 911 1,624 11 10,147 2,633 -187 -611 -61 -182 55 5,800
Percent of Open Interest Represented by Each Category of Trader
28.2 20.4 2.6 7.0 2.5 0.9 43.7 13.8 1.7 7.1 0.8 0.2 8.7 57.1
Number of Traders in Each Category Total Traders: 103
15 14 4 10 . . 40 8 8 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 118,063
Positions
8,745 67,621 497 68,974 27,475 5,796 25,267 10,141 2,716 875 988 0 5,193 2,829
Changes from: November 4, 2014 Total Change is: 1,857
-910 1,132 5 1,411 -631 231 1,188 1,249 -62 -6 0 0 0 -67
Percent of Open Interest Represented by Each Category of Trader
7.4 57.3 0.4 58.4 23.3 4.9 21.4 8.6 2.3 0.7 0.8 0.0 4.4 2.4
Number of Traders in Each Category Total Traders: 106
9 11 . 40 20 14 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 337,711
Positions
51,530 175,138 2,245 113,155 53,392 50,877 85,057 43,464 1,329 17,532 9,301 367 15,619 1,598
Changes from: November 4, 2014 Total Change is: -3,372
-2,616 573 63 3,373 -5,543 1,024 -5,723 1,063 -834 569 247 -255 1,027 290
Percent of Open Interest Represented by Each Category of Trader
15.3 51.9 0.7 33.5 15.8 15.1 25.2 12.9 0.4 5.2 2.8 0.1 4.6 0.5
Number of Traders in Each Category Total Traders: 207
24 17 8 56 25 27 37 16 9 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 919,515
Positions
9,958 119,137 24,079 394,839 145,853 124,819 83,750 195,029 70,327 18,278 51,611 7,472 185,993 181,189
Changes from: November 4, 2014 Total Change is: -9,192
277 13,690 2,273 -1,050 -6,865 -2,733 -6,761 4,750 -4,543 -2,830 -10,574 1,327 4,848 -6,516
Percent of Open Interest Represented by Each Category of Trader
1.1 13.0 2.6 42.9 15.9 13.6 9.1 21.2 7.6 2.0 5.6 0.8 20.2 19.7
Number of Traders in Each Category Total Traders: 172
7 17 15 33 34 40 31 29 39 9 12 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 514,880
Positions
21,434 79,549 569 257,488 33,427 81,443 23,391 206,227 8,460 7,117 7,002 60 114,919 98,144
Changes from: November 4, 2014 Total Change is: -3,717
-4,145 1,723 223 3,495 988 -4,767 1,653 -3,185 653 0 0 0 -829 649
Percent of Open Interest Represented by Each Category of Trader
4.2 15.5 0.1 50.0 6.5 15.8 4.5 40.1 1.6 1.4 1.4 0.0 22.3 19.1
Number of Traders in Each Category Total Traders: 83
. 8 . 40 11 26 7 11 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 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 1,447,852
Positions
99,814 154,963 15,392 244,492 510,328 96,613 657,812 208,338 78,471 112,710 207,285 21,509 121,039 154,953
Changes from: November 4, 2014 Total Change is: 78,305
7,701 -27,096 8,205 4,262 12,264 5,290 36,599 23,792 6,637 -9,847 32,779 2,326 17,131 14,106
Percent of Open Interest Represented by Each Category of Trader
6.9 10.7 1.1 16.9 35.2 6.7 45.4 14.4 5.4 7.8 14.3 1.5 8.4 10.7
Number of Traders in Each Category Total Traders: 273
15 28 9 41 46 36 55 27 37 22 38 13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,405,191
Positions
118,018 158,650 220,044 1,044,345 792,680 413,467 464,202 688,992 357,603 324,927 169,039 124,366 338,218 480,348
Changes from: November 4, 2014 Total Change is: 19,694
-4,906 182 266 26,029 6,690 -39,673 -22,543 -3,476 10,239 16,753 -3,462 10,857 22,672 38,070
Percent of Open Interest Represented by Each Category of Trader
3.5 4.7 6.5 30.7 23.3 12.1 13.6 20.2 10.5 9.5 5.0 3.7 9.9 14.1
Number of Traders in Each Category Total Traders: 385
22 34 45 39 81 70 50 74 88 30 55 37
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,283,392
Positions
108,969 142,573 79,018 431,114 572,417 349,571 594,141 202,177 277,959 151,011 220,678 52,232 239,376 386,765
Changes from: November 4, 2014 Total Change is: 18,839
3,889 8,839 -6,099 -19,037 -785 10,600 31,135 -3,215 10,037 1,883 -5,620 892 -14,460 4,191
Percent of Open Interest Represented by Each Category of Trader
4.8 6.2 3.5 18.9 25.1 15.3 26.0 8.9 12.2 6.6 9.7 2.3 10.5 16.9
Number of Traders in Each Category Total Traders: 291
17 34 29 37 51 48 51 50 54 16 35 15
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 690,245
Positions
281,128 148,770 183,657 0 9,076 14,900 25,896 129,643 89,620 21,193 16,604 39,542 34,310 58,434
Changes from: November 4, 2014 Total Change is: 26,932
16,682 10,876 -2,886 0 5 -247 6,299 16,089 -1,388 5,500 935 3,088 -116 460
Percent of Open Interest Represented by Each Category of Trader
40.7 21.6 26.6 0.0 1.3 2.2 3.8 18.8 13.0 3.1 2.4 5.7 5.0 8.5
Number of Traders in Each Category Total Traders: 104
16 25 31 0 . . 17 25 23 . 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,703,974
Positions
2,250,914 2,016,613 4,224,927 1,103,245 875,961 541,747 1,529,443 1,370,994 7,591,814 436,383 584,606 1,208,729 816,771 1,288,583
Changes from: November 4, 2014 Total Change is: 93,520
-59,498 14,957 -7,456 -10,703 32,266 11,861 49,036 -55,264 133,526 27,085 -19,922 516 -50,848 -16,964
Percent of Open Interest Represented by Each Category of Trader
11.4 10.2 21.4 5.6 4.4 2.7 7.8 7.0 38.5 2.2 3.0 6.1 4.1 6.5
Number of Traders in Each Category Total Traders: 327
25 65 88 13 30 30 45 88 114 10 44 42
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 50,455
Positions
33,387 5,510 0 5,664 11,980 4,931 5,188 19,298 50 1,124 8,531 0 111 155
Changes from: November 4, 2014 Total Change is: 1,102
1,775 378 0 -1,732 248 0 602 628 -5 504 -109 0 -42 -38
Percent of Open Interest Represented by Each Category of Trader
66.2 10.9 0.0 11.2 23.7 9.8 10.3 38.2 0.1 2.2 16.9 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . 5 9 . . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 53,816
Positions
41,546 15,784 0 0 14,643 1,013 7,838 9,052 2,831 407 10,395 0 181 98
Changes from: November 4, 2014 Total Change is: -180
-169 -384 0 0 240 65 138 -140 0 -83 250 0 -131 -211
Percent of Open Interest Represented by Each Category of Trader
77.2 29.3 0.0 0.0 27.2 1.9 14.6 16.8 5.3 0.8 19.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 47
. 7 0 0 15 . 5 7 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 96,177
Positions
16,735 56,998 843 11,296 0 91 27,100 30,549 2,070 21,157 210 172 16,713 5,245
Changes from: November 4, 2014 Total Change is: 2,921
-37 392 -39 999 0 -27 612 -1,375 -39 -2,335 33 50 3,736 3,925
Percent of Open Interest Represented by Each Category of Trader
17.4 59.3 0.9 11.7 0.0 0.1 28.2 31.8 2.2 22.0 0.2 0.2 17.4 5.5
Number of Traders in Each Category Total Traders: 179
8 . . 16 0 . 51 17 14 82 . 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 392,934
Positions
52,612 96,002 44,004 29,851 26,936 46,847 95,096 54,694 60,614 10,147 7,171 28,551 25,212 28,115
Changes from: November 4, 2014 Total Change is: 38,059
3,783 9,259 4,125 2,701 6,562 -551 14,366 10,658 5,542 645 1,368 3,569 3,879 -2,473
Percent of Open Interest Represented by Each Category of Trader
13.4 24.4 11.2 7.6 6.9 11.9 24.2 13.9 15.4 2.6 1.8 7.3 6.4 7.2
Number of Traders in Each Category Total Traders: 183
17 15 21 6 20 9 38 46 57 9 17 23
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Traders in Financial Futures - Options and Futures Combined Positions as of November 11, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,675
Positions
65 3,138 0 2,975 572 741 6,363 5,852 350 25 0 0 156 22
Changes from: November 4, 2014 Total Change is: -709
-7 0 0 -155 -122 -15 -535 178 0 0 -750 0 3 0
Percent of Open Interest Represented by Each Category of Trader
0.6 29.4 0.0 27.9 5.4 6.9 59.6 54.8 3.3 0.2 0.0 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 20
. . 0 4 . . 4 6 . . 0 0
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Updated November 14, 2014