Traders in Financial Futures - Futures Only Positions as of August 5, 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 115,261
Positions
14,029 49,373 1,650 16,218 3,703 41 31,324 24,322 5,480 19,444 1,946 425 26,650 28,321
Changes from: July 29, 2014 Total Change is: -7,358
-525 -4,811 828 25 377 41 -7,448 -7,024 797 2,378 33 -38 -3,416 2,439
Percent of Open Interest Represented by Each Category of Trader
12.2 42.8 1.4 14.1 3.2 0.0 27.2 21.1 4.8 16.9 1.7 0.4 23.1 24.6
Number of Traders in Each Category Total Traders: 80
5 6 4 4 4 . 19 21 11 17 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 57,238
Positions
34,956 1,605 189 1,599 2,268 0 11,792 28,738 269 613 0 0 7,820 24,169
Changes from: July 29, 2014 Total Change is: 13,216
14,278 1,566 -173 40 76 0 785 8,222 -71 0 0 0 -1,643 3,596
Percent of Open Interest Represented by Each Category of Trader
61.1 2.8 0.3 2.8 4.0 0.0 20.6 50.2 0.5 1.1 0.0 0.0 13.7 42.2
Number of Traders in Each Category Total Traders: 48
8 . . . . 0 9 23 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 230,801
Positions
23,326 73,549 691 25,860 31,344 1,894 137,891 57,894 4,099 4,605 36,983 75 32,360 24,272
Changes from: July 29, 2014 Total Change is: -6,610
13,011 -13,317 -180 -1,361 778 129 -13,570 3,404 329 -1,928 744 -62 -2,978 1,565
Percent of Open Interest Represented by Each Category of Trader
10.1 31.9 0.3 11.2 13.6 0.8 59.7 25.1 1.8 2.0 16.0 0.0 14.0 10.5
Number of Traders in Each Category Total Traders: 117
7 9 5 8 14 6 42 23 11 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 192,906
Positions
111,391 10,849 3,084 34,025 18,889 351 23,451 100,618 2,926 3,482 2,892 56 14,140 53,241
Changes from: July 29, 2014 Total Change is: 20,696
15,782 -15,945 2,574 212 425 14 5,675 23,905 353 -505 -592 18 -3,427 9,944
Percent of Open Interest Represented by Each Category of Trader
57.7 5.6 1.6 17.6 9.8 0.2 12.2 52.2 1.5 1.8 1.5 0.0 7.3 27.6
Number of Traders in Each Category Total Traders: 115
11 9 . 8 16 5 14 48 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 379,004
Positions
196,767 14,657 2,237 46,877 66,355 7,420 58,092 163,345 7,901 25,054 32,136 811 33,845 84,142
Changes from: July 29, 2014 Total Change is: 22,139
25,456 1,047 -280 -643 -3,515 212 -2,982 20,072 2,047 -862 576 58 -867 1,922
Percent of Open Interest Represented by Each Category of Trader
51.9 3.9 0.6 12.4 17.5 2.0 15.3 43.1 2.1 6.6 8.5 0.2 8.9 22.2
Number of Traders in Each Category Total Traders: 207
21 9 9 14 30 17 18 70 21 20 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 98,196
Positions
4,462 31,590 1,099 2,608 7,476 974 61,265 22,498 902 904 9,127 1,820 24,162 22,710
Changes from: July 29, 2014 Total Change is: -8,640
1,633 -11,482 546 -324 2,086 31 -6,989 -742 -82 -178 -642 284 -3,561 1,361
Percent of Open Interest Represented by Each Category of Trader
4.5 32.2 1.1 2.7 7.6 1.0 62.4 22.9 0.9 0.9 9.3 1.9 24.6 23.1
Number of Traders in Each Category Total Traders: 81
6 8 . . 7 . 23 21 5 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 39,496
Positions
21,404 28,874 3,719 3,084 0 0 5,985 2,895 1,636 1,386 0 1,802 480 570
Changes from: July 29, 2014 Total Change is: 244
2,247 -634 1 -4 0 0 -2,042 757 0 0 0 0 42 120
Percent of Open Interest Represented by Each Category of Trader
54.2 73.1 9.4 7.8 0.0 0.0 15.2 7.3 4.1 3.5 0.0 4.6 1.2 1.4
Number of Traders in Each Category Total Traders: 22
7 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 143,236
Positions
52,095 63,581 67 5,193 545 0 76,093 67,848 1,953 2,292 5,028 0 5,543 4,214
Changes from: July 29, 2014 Total Change is: -1,948
21,655 -24,015 66 -447 -774 0 -20,886 19,297 1,069 -1,858 517 0 -1,547 1,892
Percent of Open Interest Represented by Each Category of Trader
36.4 44.4 0.0 3.6 0.4 0.0 53.1 47.4 1.4 1.6 3.5 0.0 3.9 2.9
Number of Traders in Each Category Total Traders: 120
12 11 . 7 . 0 35 36 10 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 35,832
Positions
7,284 18,138 6,030 2,035 201 95 16,050 4,507 22 355 3,275 2,750 1,211 814
Changes from: July 29, 2014 Total Change is: -2,690
653 -138 -511 214 0 0 -2,838 -1,908 -89 -20 0 0 -99 -44
Percent of Open Interest Represented by Each Category of Trader
20.3 50.6 16.8 5.7 0.6 0.3 44.8 12.6 0.1 1.0 9.1 7.7 3.4 2.3
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,603
Positions
2,106 12,566 139 1,856 189 0 17,245 6,446 204 656 3,444 0 3,397 2,615
Changes from: July 29, 2014 Total Change is: -4,928
245 -1,195 139 -30 0 0 -4,919 -3,987 -21 131 125 0 -473 11
Percent of Open Interest Represented by Each Category of Trader
8.2 49.1 0.5 7.2 0.7 0.0 67.4 25.2 0.8 2.6 13.5 0.0 13.3 10.2
Number of Traders in Each Category Total Traders: 66
5 9 . 4 . 0 22 15 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 58,328
Positions
19,109 32,494 76 4,306 5,001 170 19,432 9,180 3,032 3,794 2,124 2 8,408 6,251
Changes from: July 29, 2014 Total Change is: -5,025
1,258 -8,957 -83 -464 280 -71 -7,362 3,323 2,134 -231 -660 2 -208 -992
Percent of Open Interest Represented by Each Category of Trader
32.8 55.7 0.1 7.4 8.6 0.3 33.3 15.7 5.2 6.5 3.6 0.0 14.4 10.7
Number of Traders in Each Category Total Traders: 112
21 14 . 9 . 4 28 17 6 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 116,656
Positions
38,218 64,987 151 8,612 10,001 339 38,864 18,360 6,064 7,588 4,248 4 16,816 12,502
Changes from: July 29, 2014 Total Change is: -10,050
2,516 -17,914 -166 -928 559 -142 -14,724 6,645 4,267 -461 -1,320 4 -416 -1,983
Percent of Open Interest Represented by Each Category of Trader
32.8 55.7 0.1 7.4 8.6 0.3 33.3 15.7 5.2 6.5 3.6 0.0 14.4 10.7
Number of Traders in Each Category Total Traders: 112
21 14 . 9 . 4 28 17 6 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 746,293
Positions
41,066 176,362 37,752 314,067 111,188 53,824 101,617 197,330 38,838 45,566 43,879 4,040 109,523 83,081
Changes from: July 29, 2014 Total Change is: -593
-2,294 -10,197 2,855 -12,260 6,096 3,523 6,857 1,462 1,390 -4,745 -7,329 716 3,365 891
Percent of Open Interest Represented by Each Category of Trader
5.5 23.6 5.1 42.1 14.9 7.2 13.6 26.4 5.2 6.1 5.9 0.5 14.7 11.1
Number of Traders in Each Category Total Traders: 582
35 36 26 127 60 74 90 128 78 53 52 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 159,862
Positions
26,540 54,826 5,714 64,261 25,915 1,790 8,945 21,907 2,307 9,030 10,523 3 41,272 36,877
Changes from: July 29, 2014 Total Change is: 7,446
4,756 202 -9 4,437 -600 22 -2,410 7,343 534 -240 -1,313 3 353 1,264
Percent of Open Interest Represented by Each Category of Trader
16.6 34.3 3.6 40.2 16.2 1.1 5.6 13.7 1.4 5.6 6.6 0.0 25.8 23.1
Number of Traders in Each Category Total Traders: 89
6 13 5 17 9 7 13 18 7 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,932,157
Positions
198,447 733,495 34,374 1,273,071 450,407 236,132 548,417 962,171 97,595 188,211 172,308 14,654 341,256 231,021
Changes from: July 29, 2014 Total Change is: -40,195
-16,648 -33,395 -4,280 -76,666 40,303 10,686 68,987 -6,756 -18,373 -22,081 -29,635 3,118 15,062 -1,863
Percent of Open Interest Represented by Each Category of Trader
6.8 25.0 1.2 43.4 15.4 8.1 18.7 32.8 3.3 6.4 5.9 0.5 11.6 7.9
Number of Traders in Each Category Total Traders: 565
36 34 19 120 57 69 91 125 66 50 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 91,514
Positions
8,513 37,197 65 48,007 39,651 1,945 21,143 8,481 592 515 401 0 10,734 3,182
Changes from: July 29, 2014 Total Change is: 1,982
5,149 -2,930 19 -476 4,093 -143 -3,054 1,549 -222 -227 -339 0 936 -45
Percent of Open Interest Represented by Each Category of Trader
9.3 40.6 0.1 52.5 43.3 2.1 23.1 9.3 0.6 0.6 0.4 0.0 11.7 3.5
Number of Traders in Each Category Total Traders: 89
9 9 . 36 11 13 16 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 72,218
Positions
5,827 43,339 412 36,163 5,673 773 19,954 11,624 902 1,457 4,508 100 6,630 4,887
Changes from: July 29, 2014 Total Change is: -2,469
-109 -1,893 5 -2,620 360 111 -188 -552 44 -354 -13 12 630 -543
Percent of Open Interest Represented by Each Category of Trader
8.1 60.0 0.6 50.1 7.9 1.1 27.6 16.1 1.2 2.0 6.2 0.1 9.2 6.8
Number of Traders in Each Category Total Traders: 229
18 25 6 30 15 13 60 42 10 13 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 361,091
Positions
29,137 216,697 2,059 180,813 28,366 3,865 99,770 58,119 4,512 7,286 22,540 500 33,149 24,433
Changes from: July 29, 2014 Total Change is: -12,344
-547 -9,466 27 -13,100 1,800 554 -941 -2,760 222 -1,771 -67 61 3,151 -2,715
Percent of Open Interest Represented by Each Category of Trader
8.1 60.0 0.6 50.1 7.9 1.1 27.6 16.1 1.2 2.0 6.2 0.1 9.2 6.8
Number of Traders in Each Category Total Traders: 229
18 25 6 30 15 13 60 42 10 13 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 354,184
Positions
80,553 21,375 37,835 127,023 140,966 17,014 59,721 102,193 6,190 9,484 9,896 20 16,344 18,695
Changes from: July 29, 2014 Total Change is: 7,825
1,346 -7,794 11,299 -1,883 3,288 362 -91 -1,694 -137 -130 1,579 -34 -2,907 956
Percent of Open Interest Represented by Each Category of Trader
22.7 6.0 10.7 35.9 39.8 4.8 16.9 28.9 1.7 2.7 2.8 0.0 4.6 5.3
Number of Traders in Each Category Total Traders: 251
22 8 . 52 44 27 30 62 14 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 61,316
Positions
2,578 26,662 0 32,451 0 43 12,007 16,437 16 3,921 1,788 271 10,029 16,099
Changes from: July 29, 2014 Total Change is: -1,210
30 -139 0 -834 0 -4 -44 -788 1 -1,812 16 271 1,182 -567
Percent of Open Interest Represented by Each Category of Trader
4.2 43.5 0.0 52.9 0.0 0.1 19.6 26.8 0.0 6.4 2.9 0.4 16.4 26.3
Number of Traders in Each Category Total Traders: 61
5 8 0 19 0 . 10 8 . 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 88,911
Positions
24,416 8,565 2,523 13,509 2,621 1,675 31,303 6,400 1,968 3,067 1,465 312 10,138 63,382
Changes from: July 29, 2014 Total Change is: -6,044
144 1,106 29 386 -453 321 -4,346 886 -92 -1,294 -937 238 -1,430 -7,142
Percent of Open Interest Represented by Each Category of Trader
27.5 9.6 2.8 15.2 2.9 1.9 35.2 7.2 2.2 3.4 1.6 0.4 11.4 71.3
Number of Traders in Each Category Total Traders: 83
12 9 4 9 4 . 25 12 6 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 113,830
Positions
5,385 73,646 1,054 65,547 21,401 5,918 23,850 4,736 3,512 2,622 541 0 5,942 3,022
Changes from: July 29, 2014 Total Change is: 60
-606 1,371 0 -2,141 1,620 612 1,917 -3,660 -152 -226 0 0 656 269
Percent of Open Interest Represented by Each Category of Trader
4.7 64.7 0.9 57.6 18.8 5.2 21.0 4.2 3.1 2.3 0.5 0.0 5.2 2.7
Number of Traders in Each Category Total Traders: 94
7 11 . 34 14 15 20 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 354,793
Positions
41,157 205,455 2,922 116,235 39,617 49,757 100,736 41,175 2,367 16,787 4,609 3,456 21,376 5,435
Changes from: July 29, 2014 Total Change is: -5,212
896 3,446 672 -958 332 -6,219 -1,852 -6,739 -54 -2,086 530 1,873 2,516 947
Percent of Open Interest Represented by Each Category of Trader
11.6 57.9 0.8 32.8 11.2 14.0 28.4 11.6 0.7 4.7 1.3 1.0 6.0 1.5
Number of Traders in Each Category Total Traders: 211
19 25 6 58 21 22 39 18 8 24 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 775,023
Positions
14,830 84,847 2,087 331,403 174,392 116,039 91,212 168,311 19,804 31,231 34,866 1,850 166,567 172,827
Changes from: July 29, 2014 Total Change is: -19,630
5,288 -15,916 -4,848 11,219 -4,114 3,556 -22,842 3,711 2,295 982 0 1,252 -16,532 -5,566
Percent of Open Interest Represented by Each Category of Trader
1.9 10.9 0.3 42.8 22.5 15.0 11.8 21.7 2.6 4.0 4.5 0.2 21.5 22.3
Number of Traders in Each Category Total Traders: 170
7 18 . 32 37 36 29 24 19 12 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 5, 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 494,112
Positions
24,514 67,236 1,684 254,212 46,206 78,320 18,431 175,540 8,074 8,514 18,065 60 100,303 98,927
Changes from: July 29, 2014 Total Change is: 4,625
1,755 5,153 1,076 4,010 -1,468 2,929 -2,729 -1,592 1,598 1,567 -6,555 0 -5,581 3,484
Percent of Open Interest Represented by Each Category of Trader
5.0 13.6 0.3 51.4 9.4 15.9 3.7 35.5 1.6 1.7 3.7 0.0 20.3 20.0
Number of Traders in Each Category Total Traders: 84
. 9 4 34 10 25 5 14 8 . 6 .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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 1,329,810
Positions
73,662 228,799 7,846 230,344 468,754 72,248 638,399 185,748 48,624 132,433 148,494 28,144 98,110 141,153
Changes from: July 29, 2014 Total Change is: 65,266
28,450 23,687 3,432 12,392 38,137 -10,810 28,162 -15,965 8,862 -10,407 7,440 5,075 110 5,408
Percent of Open Interest Represented by Each Category of Trader
5.5 17.2 0.6 17.3 35.2 5.4 48.0 14.0 3.7 10.0 11.2 2.1 7.4 10.6
Number of Traders in Each Category Total Traders: 263
16 32 7 35 50 36 47 28 31 17 38 10
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,814,975
Positions
97,095 226,430 50,641 960,597 1,052,273 237,866 729,019 419,801 95,029 320,794 194,552 41,223 282,711 497,160
Changes from: July 29, 2014 Total Change is: 50,471
-5,249 4,295 15,559 -67 -17,316 14,185 16,304 17,832 8,616 18,528 9,064 1,476 -18,881 -3,240
Percent of Open Interest Represented by Each Category of Trader
3.4 8.0 1.8 34.1 37.4 8.5 25.9 14.9 3.4 11.4 6.9 1.5 10.0 17.7
Number of Traders in Each Category Total Traders: 388
14 52 17 33 83 58 52 77 46 19 58 16
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,167,154
Positions
226,733 112,914 28,510 575,857 884,242 286,288 582,049 230,868 37,263 134,439 191,139 34,259 261,756 361,671
Changes from: July 29, 2014 Total Change is: 28,618
49,140 -15,957 3,316 -38,578 10,190 38,692 -31,621 -15,385 714 -7,476 6,593 -2,921 17,352 3,376
Percent of Open Interest Represented by Each Category of Trader
10.5 5.2 1.3 26.6 40.8 13.2 26.9 10.7 1.7 6.2 8.8 1.6 12.1 16.7
Number of Traders in Each Category Total Traders: 284
17 24 8 35 60 47 48 49 29 16 35 15
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 459,492
Positions
190,368 102,581 110,284 0 9,459 7,022 18,197 68,606 74,119 9,156 13,369 21,802 28,544 52,250
Changes from: July 29, 2014 Total Change is: -4,720
-16,784 -15,971 17,538 0 -185 771 -4,320 -3,491 2,412 1,972 78 -2,797 -3,512 -3,075
Percent of Open Interest Represented by Each Category of Trader
41.4 22.3 24.0 0.0 2.1 1.5 4.0 14.9 16.1 2.0 2.9 4.7 6.2 11.4
Number of Traders in Each Category Total Traders: 88
16 25 32 0 4 . 10 20 18 4 6 7
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,498,071
Positions
2,448,561 1,981,452 2,468,959 2,701,735 974,679 302,791 894,582 2,223,181 2,244,122 355,711 653,906 359,987 721,623 1,288,994
Changes from: July 29, 2014 Total Change is: 134,366
70,493 -62,981 182,191 -36,482 18,071 8,362 -62,121 -140,387 17,654 -9,098 48,539 -13,983 -22,650 76,900
Percent of Open Interest Represented by Each Category of Trader
19.6 15.9 19.8 21.6 7.8 2.4 7.2 17.8 18.0 2.8 5.2 2.9 5.8 10.3
Number of Traders in Each Category Total Traders: 321
25 66 83 12 27 24 34 88 93 14 38 37
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 53,836
Positions
34,426 1,874 0 7,023 15,136 4,909 6,696 22,396 374 270 8,911 60 78 176
Changes from: July 29, 2014 Total Change is: 593
1,218 314 0 -35 787 50 -764 -283 69 0 -408 60 -5 4
Percent of Open Interest Represented by Each Category of Trader
63.9 3.5 0.0 13.0 28.1 9.1 12.4 41.6 0.7 0.5 16.6 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 .
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,341
Positions
30,360 2,978 0 0 10,578 1,378 2,405 8,281 2,269 846 11,600 0 83 257
Changes from: July 29, 2014 Total Change is: 2,726
3,794 1,021 0 0 60 -28 -2,064 1,175 964 60 -543 0 0 77
Percent of Open Interest Represented by Each Category of Trader
81.3 8.0 0.0 0.0 28.3 3.7 6.4 22.2 6.1 2.3 31.1 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 47
6 5 0 0 14 . 4 8 . . 8 0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 82,000
Positions
12,317 33,441 678 11,644 0 132 34,175 43,543 2,266 11,715 311 0 9,073 1,629
Changes from: July 29, 2014 Total Change is: 7,963
286 3,209 0 2,593 -156 -10 5,840 4,956 186 -1,480 47 -110 658 -159
Percent of Open Interest Represented by Each Category of Trader
15.0 40.8 0.8 14.2 0.0 0.2 41.7 53.1 2.8 14.3 0.4 0.0 11.1 2.0
Number of Traders in Each Category Total Traders: 147
7 . . 16 0 . 50 13 10 56 . 0
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 409,891
Positions
82,247 32,803 36,318 33,856 23,871 38,888 77,067 131,646 69,852 10,602 10,407 34,474 26,587 31,632
Changes from: July 29, 2014 Total Change is: -10,055
-15,596 4,879 4,677 -11,547 -8,522 8,704 2,924 -23,165 1,296 -1,664 -626 221 930 2,481
Percent of Open Interest Represented by Each Category of Trader
20.1 8.0 8.9 8.3 5.8 9.5 18.8 32.1 17.0 2.6 2.5 8.4 6.5 7.7
Number of Traders in Each Category Total Traders: 187
23 16 23 6 16 14 45 42 59 14 13 23
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Traders in Financial Futures - Futures Only Positions as of August 5, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,018
Positions
647 2,931 0 5,021 0 405 4,841 8,320 357 530 0 0 217 5
Changes from: July 29, 2014 Total Change is: 1,260
0 0 0 283 0 6 276 1,204 50 500 0 0 145 0
Percent of Open Interest Represented by Each Category of Trader
5.4 24.4 0.0 41.8 0.0 3.4 40.3 69.2 3.0 4.4 0.0 0.0 1.8 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 0 . 7 . . . 0 0
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Updated August 8, 2014