Traders in Financial Futures - Futures Only Positions as of August 19, 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 113,301
Positions
18,688 36,707 2,057 15,990 3,330 229 25,211 31,965 5,013 18,029 1,977 263 27,821 31,760
Changes from: August 12, 2014 Total Change is: 4,322
3,908 -5,351 145 -101 -427 113 -95 9,053 -275 -819 17 -324 1,770 1,371
Percent of Open Interest Represented by Each Category of Trader
16.5 32.4 1.8 14.1 2.9 0.2 22.3 28.2 4.4 15.9 1.7 0.2 24.6 28.0
Number of Traders in Each Category Total Traders: 76
6 5 4 4 4 . 13 26 9 13 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 50,414
Positions
31,958 1,680 396 1,599 2,720 3 8,483 21,992 553 613 0 0 6,809 23,070
Changes from: August 12, 2014 Total Change is: -1,567
-2,258 223 -10 0 433 3 543 -1,260 307 0 0 0 -152 -1,263
Percent of Open Interest Represented by Each Category of Trader
63.4 3.3 0.8 3.2 5.4 0.0 16.8 43.6 1.1 1.2 0.0 0.0 13.5 45.8
Number of Traders in Each Category Total Traders: 46
8 . . . 4 . 10 19 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 237,291
Positions
46,718 73,026 2,183 22,447 31,001 1,909 126,179 61,213 4,316 4,449 37,267 190 28,900 26,186
Changes from: August 12, 2014 Total Change is: 13,572
20,268 271 450 -2,240 66 -47 -6,463 8,456 2,035 403 1,222 115 -949 1,004
Percent of Open Interest Represented by Each Category of Trader
19.7 30.8 0.9 9.5 13.1 0.8 53.2 25.8 1.8 1.9 15.7 0.1 12.2 11.0
Number of Traders in Each Category Total Traders: 112
6 10 5 8 14 5 35 25 14 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 203,180
Positions
113,309 18,072 2,145 34,333 19,366 266 31,725 105,370 3,089 4,892 1,380 269 13,152 53,223
Changes from: August 12, 2014 Total Change is: 11,040
4,405 -9,968 403 292 1,768 -186 6,612 10,462 192 321 128 173 -1,172 8,068
Percent of Open Interest Represented by Each Category of Trader
55.8 8.9 1.1 16.9 9.5 0.1 15.6 51.9 1.5 2.4 0.7 0.1 6.5 26.2
Number of Traders in Each Category Total Traders: 110
10 8 . 8 17 5 14 45 10 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 396,460
Positions
208,273 18,177 5,844 46,109 64,507 8,116 59,429 176,719 8,124 25,072 28,659 1,572 33,921 84,742
Changes from: August 12, 2014 Total Change is: 20,036
8,293 1,861 3,533 5,112 -337 118 4,648 17,472 632 -512 -2,939 255 -2,043 -559
Percent of Open Interest Represented by Each Category of Trader
52.5 4.6 1.5 11.6 16.3 2.0 15.0 44.6 2.0 6.3 7.2 0.4 8.6 21.4
Number of Traders in Each Category Total Traders: 208
20 10 10 14 29 16 23 64 20 22 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 103,432
Positions
3,258 33,603 1,540 1,971 7,288 974 66,448 23,915 1,680 194 9,672 1,661 25,706 23,099
Changes from: August 12, 2014 Total Change is: 9,402
-6,404 3,404 724 -32 -181 1 11,172 3,506 345 -13 700 -104 3,713 1,007
Percent of Open Interest Represented by Each Category of Trader
3.1 32.5 1.5 1.9 7.0 0.9 64.2 23.1 1.6 0.2 9.4 1.6 24.9 22.3
Number of Traders in Each Category Total Traders: 81
6 11 4 . 7 . 25 19 8 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,912
Positions
21,046 28,874 3,719 1,507 0 0 9,336 4,408 1,635 1,489 0 1,802 378 474
Changes from: August 12, 2014 Total Change is: 1,075
-225 0 0 -924 0 0 2,300 1,011 -1 0 0 0 -75 65
Percent of Open Interest Represented by Each Category of Trader
51.4 70.6 9.1 3.7 0.0 0.0 22.8 10.8 4.0 3.6 0.0 4.4 0.9 1.2
Number of Traders in Each Category Total Traders: 23
6 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 141,175
Positions
68,735 63,011 297 6,512 545 0 54,160 64,020 3,788 1,452 4,414 1,179 5,052 3,921
Changes from: August 12, 2014 Total Change is: -13,519
-7,102 54 241 -3,301 0 0 3,059 -7,981 -6,123 -1,146 240 319 534 -269
Percent of Open Interest Represented by Each Category of Trader
48.7 44.6 0.2 4.6 0.4 0.0 38.4 45.3 2.7 1.0 3.1 0.8 3.6 2.8
Number of Traders in Each Category Total Traders: 117
13 10 4 7 . 0 28 39 9 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 47,781
Positions
7,212 30,064 6,030 2,930 0 296 15,199 4,567 70 8,766 0 6,025 1,253 729
Changes from: August 12, 2014 Total Change is: 12,992
-1,287 11,926 0 483 -13 13 2,096 935 -5 8,437 -3,277 3,277 -22 136
Percent of Open Interest Represented by Each Category of Trader
15.1 62.9 12.6 6.1 0.0 0.6 31.8 9.6 0.1 18.3 0.0 12.6 2.6 1.5
Number of Traders in Each Category Total Traders: 26
. 8 . . 0 . 4 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 24,048
Positions
2,384 9,956 183 1,514 189 0 15,546 6,824 211 769 3,654 0 3,441 3,031
Changes from: August 12, 2014 Total Change is: -1,166
227 -1,758 20 -348 0 0 -596 330 -11 -195 0 0 -263 253
Percent of Open Interest Represented by Each Category of Trader
9.9 41.4 0.8 6.3 0.8 0.0 64.6 28.4 0.9 3.2 15.2 0.0 14.3 12.6
Number of Traders in Each Category Total Traders: 65
6 8 . . . 0 21 15 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 55,644
Positions
21,619 27,914 188 4,408 4,540 300 16,420 11,540 213 3,256 2,885 184 9,059 7,882
Changes from: August 12, 2014 Total Change is: 685
298 110 61 162 -301 61 1,674 452 -2,304 -377 1,057 182 930 1,369
Percent of Open Interest Represented by Each Category of Trader
38.9 50.2 0.3 7.9 8.2 0.5 29.5 20.7 0.4 5.9 5.2 0.3 16.3 14.2
Number of Traders in Each Category Total Traders: 111
22 10 . 9 . 4 24 20 7 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 111,288
Positions
43,237 55,828 376 8,816 9,079 600 32,839 23,080 425 6,511 5,769 367 18,117 15,764
Changes from: August 12, 2014 Total Change is: 1,370
596 219 121 323 -602 122 3,347 904 -4,608 -753 2,114 363 1,859 2,737
Percent of Open Interest Represented by Each Category of Trader
38.9 50.2 0.3 7.9 8.2 0.5 29.5 20.7 0.4 5.9 5.2 0.3 16.3 14.2
Number of Traders in Each Category Total Traders: 111
22 10 . 9 . 4 24 20 7 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 764,463
Positions
41,578 176,931 40,507 321,460 108,749 54,991 100,338 200,641 36,506 48,519 45,581 3,907 116,657 96,651
Changes from: August 12, 2014 Total Change is: 12,337
-1,040 595 3,474 6,929 -1,680 -854 -2,337 -587 3,015 2,175 2,267 156 819 5,951
Percent of Open Interest Represented by Each Category of Trader
5.4 23.1 5.3 42.1 14.2 7.2 13.1 26.2 4.8 6.3 6.0 0.5 15.3 12.6
Number of Traders in Each Category Total Traders: 581
33 39 25 128 57 70 87 130 75 58 49 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 163,550
Positions
24,406 53,379 6,014 66,227 24,182 1,805 10,955 17,477 1,878 11,178 10,542 0 41,087 48,273
Changes from: August 12, 2014 Total Change is: 3,311
-1,058 1,637 402 1,579 -1,583 16 -62 487 -69 1,990 285 -3 516 2,139
Percent of Open Interest Represented by Each Category of Trader
14.9 32.6 3.7 40.5 14.8 1.1 6.7 10.7 1.1 6.8 6.4 0.0 25.1 29.5
Number of Traders in Each Category Total Traders: 86
5 12 6 17 8 7 13 18 6 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 3,004,564
Positions
223,217 755,120 35,108 1,317,425 464,094 224,670 524,561 993,462 95,495 192,122 180,608 14,118 377,848 241,889
Changes from: August 12, 2014 Total Change is: 45,131
15,577 10,276 -127 28,490 1,254 -6,089 646 6,653 3,398 940 9,927 780 1,516 19,059
Percent of Open Interest Represented by Each Category of Trader
7.4 25.1 1.2 43.8 15.4 7.5 17.5 33.1 3.2 6.4 6.0 0.5 12.6 8.1
Number of Traders in Each Category Total Traders: 565
36 35 19 122 55 65 86 129 65 54 48 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 90,294
Positions
5,769 35,175 55 46,700 37,828 1,547 22,642 10,410 727 515 626 0 12,339 3,926
Changes from: August 12, 2014 Total Change is: 397
-4,999 253 -13 2,340 -2,003 -150 1,523 1,796 176 0 225 0 1,520 113
Percent of Open Interest Represented by Each Category of Trader
6.4 39.0 0.1 51.7 41.9 1.7 25.1 11.5 0.8 0.6 0.7 0.0 13.7 4.3
Number of Traders in Each Category Total Traders: 91
6 11 . 36 11 12 15 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 71,774
Positions
7,694 40,307 345 33,134 6,032 794 18,530 13,584 1,012 1,866 3,988 50 8,349 5,662
Changes from: August 12, 2014 Total Change is: 2,908
1,024 -351 -39 -53 -749 135 -450 3,478 10 208 -284 -4 2,076 712
Percent of Open Interest Represented by Each Category of Trader
10.7 56.2 0.5 46.2 8.4 1.1 25.8 18.9 1.4 2.6 5.6 0.1 11.6 7.9
Number of Traders in Each Category Total Traders: 246
21 21 5 33 16 13 62 50 14 17 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 358,871
Positions
38,470 201,533 1,724 165,671 30,160 3,969 92,649 67,922 5,062 9,330 19,938 252 41,744 28,311
Changes from: August 12, 2014 Total Change is: 14,539
5,120 -1,757 -195 -263 -3,746 677 -2,248 17,388 51 1,039 -1,418 -20 10,378 3,559
Percent of Open Interest Represented by Each Category of Trader
10.7 56.2 0.5 46.2 8.4 1.1 25.8 18.9 1.4 2.6 5.6 0.1 11.6 7.9
Number of Traders in Each Category Total Traders: 246
21 21 5 33 16 13 62 50 14 17 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 363,912
Positions
80,516 24,636 39,391 133,430 138,253 13,198 63,301 115,372 6,461 10,288 8,585 0 17,327 18,016
Changes from: August 12, 2014 Total Change is: 7,795
-2,084 1,210 -351 5,092 -3,123 -418 2,674 11,750 810 1,103 65 -37 1,006 -2,111
Percent of Open Interest Represented by Each Category of Trader
22.1 6.8 10.8 36.7 38.0 3.6 17.4 31.7 1.8 2.8 2.4 0.0 4.8 5.0
Number of Traders in Each Category Total Traders: 259
22 6 4 58 45 28 38 59 13 14 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 59,592
Positions
1,646 26,620 0 31,256 204 151 10,737 15,543 222 5,883 1,049 0 9,697 15,803
Changes from: August 12, 2014 Total Change is: 445
-183 -92 0 495 204 -27 -38 -110 201 341 -321 0 -344 590
Percent of Open Interest Represented by Each Category of Trader
2.8 44.7 0.0 52.4 0.3 0.3 18.0 26.1 0.4 9.9 1.8 0.0 16.3 26.5
Number of Traders in Each Category Total Traders: 60
4 8 0 20 . . 12 6 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 87,346
Positions
24,103 8,556 2,969 12,004 1,260 1,780 28,112 6,454 2,062 4,127 300 227 11,962 63,738
Changes from: August 12, 2014 Total Change is: 6,567
85 46 631 -185 181 73 2,635 -1,037 644 67 -226 -108 2,725 6,363
Percent of Open Interest Represented by Each Category of Trader
27.6 9.8 3.4 13.7 1.4 2.0 32.2 7.4 2.4 4.7 0.3 0.3 13.7 73.0
Number of Traders in Each Category Total Traders: 84
12 8 5 11 . . 27 12 8 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 114,690
Positions
5,000 74,076 1,088 69,825 21,115 5,307 22,866 5,057 3,681 2,842 907 0 4,081 3,459
Changes from: August 12, 2014 Total Change is: 968
-437 589 -7 1,774 -648 -8 -220 248 253 10 -11 0 -397 552
Percent of Open Interest Represented by Each Category of Trader
4.4 64.6 0.9 60.9 18.4 4.6 19.9 4.4 3.2 2.5 0.8 0.0 3.6 3.0
Number of Traders in Each Category Total Traders: 96
6 12 . 38 13 15 17 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 344,629
Positions
33,864 198,501 2,644 118,870 38,924 44,406 102,463 43,168 2,600 16,074 5,061 2,995 20,713 6,330
Changes from: August 12, 2014 Total Change is: -3,494
-4,742 6,258 -1,139 -16 -225 96 922 -9,127 513 161 -723 -174 885 1,027
Percent of Open Interest Represented by Each Category of Trader
9.8 57.6 0.8 34.5 11.3 12.9 29.7 12.5 0.8 4.7 1.5 0.9 6.0 1.8
Number of Traders in Each Category Total Traders: 217
20 24 4 64 19 27 40 18 9 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 870,530
Positions
14,881 113,900 9,287 398,693 160,084 113,854 109,854 222,304 21,141 31,320 40,476 1,368 170,132 188,116
Changes from: August 12, 2014 Total Change is: 34,922
-10,894 19,130 7,964 28,998 -22,168 3,928 9,311 14,956 954 -3,191 1,417 517 -2,665 8,224
Percent of Open Interest Represented by Each Category of Trader
1.7 13.1 1.1 45.8 18.4 13.1 12.6 25.5 2.4 3.6 4.6 0.2 19.5 21.6
Number of Traders in Each Category Total Traders: 181
8 21 . 34 34 36 34 28 23 9 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 518,335
Positions
25,127 70,720 6,697 242,549 46,566 80,656 21,512 178,249 21,246 10,954 16,746 639 108,955 96,816
Changes from: August 12, 2014 Total Change is: 23,720
-6,286 1,569 5,558 -2,066 -2,897 2,660 1,348 3,943 13,044 369 4,092 579 8,514 -4,828
Percent of Open Interest Represented by Each Category of Trader
4.8 13.6 1.3 46.8 9.0 15.6 4.2 34.4 4.1 2.1 3.2 0.1 21.0 18.7
Number of Traders in Each Category Total Traders: 84
. 9 4 34 10 23 6 12 10 4 6 .
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Traders in Financial Futures - Futures Only Positions as of August 19, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,449,941
Positions
57,900 251,098 23,841 246,029 462,455 83,711 679,312 214,175 75,407 142,480 168,306 29,343 111,918 141,605
Changes from: August 12, 2014 Total Change is: 112,994
2,162 9,028 19,240 283 -3,535 10,939 49,120 24,050 17,499 12,365 21,205 470 916 14,098
Percent of Open Interest Represented by Each Category of Trader
4.0 17.3 1.6 17.0 31.9 5.8 46.9 14.8 5.2 9.8 11.6 2.0 7.7 9.8
Number of Traders in Each Category Total Traders: 267
13 38 9 37 49 35 49 28 33 15 38 9
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Traders in Financial Futures - Futures Only Positions as of August 19, 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 2,892,767
Positions
118,667 218,528 86,931 977,359 934,545 289,316 658,293 523,820 99,500 296,540 217,223 49,153 317,008 473,751
Changes from: August 12, 2014 Total Change is: 48,324
-587 5,758 32,438 9,390 -107,371 33,441 -32,082 74,026 11,395 -9,355 11,987 8,961 -5,277 -22,311
Percent of Open Interest Represented by Each Category of Trader
4.1 7.6 3.0 33.8 32.3 10.0 22.8 18.1 3.4 10.3 7.5 1.7 11.0 16.4
Number of Traders in Each Category Total Traders: 395
23 43 19 37 82 60 55 80 46 21 54 13
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Traders in Financial Futures - Futures Only Positions as of August 19, 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 2,170,252
Positions
219,754 125,666 28,046 558,312 842,950 258,709 661,660 265,308 50,818 106,664 184,906 36,513 249,776 377,336
Changes from: August 12, 2014 Total Change is: -618
5,470 -17,383 -870 -14,007 28,216 -20,918 53,029 7,817 9,025 -33,451 -339 29 1,075 -6,195
Percent of Open Interest Represented by Each Category of Trader
10.1 5.8 1.3 25.7 38.8 11.9 30.5 12.2 2.3 4.9 8.5 1.7 11.5 17.4
Number of Traders in Each Category Total Traders: 287
17 25 11 33 60 46 55 52 25 15 30 11
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Traders in Financial Futures - Futures Only Positions as of August 19, 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 528,137
Positions
194,159 102,004 149,215 0 9,459 8,398 17,148 76,585 79,922 10,390 13,130 38,370 30,535 51,054
Changes from: August 12, 2014 Total Change is: 36,054
1,525 -658 14,694 0 0 1,376 -1,496 6,526 9,230 770 381 9,422 533 -4,917
Percent of Open Interest Represented by Each Category of Trader
36.8 19.3 28.3 0.0 1.8 1.6 3.2 14.5 15.1 2.0 2.5 7.3 5.8 9.7
Number of Traders in Each Category Total Traders: 91
14 25 33 0 4 . 8 26 21 . 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 is12,802,196
Positions
2,457,784 2,192,658 2,533,430 2,577,935 1,031,473 299,306 971,031 2,221,453 2,297,801 406,776 571,367 431,900 826,233 1,222,808
Changes from: August 12, 2014 Total Change is: 56,862
72,155 89,665 3,342 -96,223 48,053 -3,431 -9,647 -8,413 4,702 2,286 -36,686 23,214 60,464 -63,584
Percent of Open Interest Represented by Each Category of Trader
19.2 17.1 19.8 20.1 8.1 2.3 7.6 17.4 17.9 3.2 4.5 3.4 6.5 9.6
Number of Traders in Each Category Total Traders: 334
27 66 85 11 28 22 35 97 100 12 40 38
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Traders in Financial Futures - Futures Only Positions as of August 19, 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 54,282
Positions
35,322 2,630 0 7,034 15,670 4,915 6,232 21,483 333 370 9,070 0 76 181
Changes from: August 12, 2014 Total Change is: -1,116
20 -50 0 3 150 0 -1,161 -1,174 -10 0 -38 0 32 6
Percent of Open Interest Represented by Each Category of Trader
65.1 4.8 0.0 13.0 28.9 9.1 11.5 39.6 0.6 0.7 16.7 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 42,363
Positions
37,101 6,465 13 0 10,688 1,378 1,183 8,675 2,515 60 12,383 0 113 246
Changes from: August 12, 2014 Total Change is: 2,608
2,312 2,040 13 0 116 0 214 123 48 15 282 0 6 -14
Percent of Open Interest Represented by Each Category of Trader
87.6 15.3 0.0 0.0 25.2 3.3 2.8 20.5 5.9 0.1 29.2 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 48
6 5 . 0 14 . 4 8 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 89,417
Positions
13,350 33,228 678 12,272 0 140 38,269 49,755 2,214 12,927 1,160 100 9,467 2,142
Changes from: August 12, 2014 Total Change is: 5,203
412 -12 0 607 0 71 3,344 4,763 31 1,505 540 100 -867 -290
Percent of Open Interest Represented by Each Category of Trader
14.9 37.2 0.8 13.7 0.0 0.2 42.8 55.6 2.5 14.5 1.3 0.1 10.6 2.4
Number of Traders in Each Category Total Traders: 155
7 . . 15 0 . 52 10 7 62 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 19, 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 418,454
Positions
66,487 61,609 48,734 33,742 28,986 34,088 89,697 95,750 73,342 10,309 8,326 38,079 23,976 29,540
Changes from: August 12, 2014 Total Change is: 27,613
-5,138 3,645 6,484 10,160 5,136 -3,275 14,213 12,582 3,628 -1,176 -1,383 3,239 -522 -2,443
Percent of Open Interest Represented by Each Category of Trader
15.9 14.7 11.6 8.1 6.9 8.1 21.4 22.9 17.5 2.5 2.0 9.1 5.7 7.1
Number of Traders in Each Category Total Traders: 195
17 19 24 5 18 11 43 48 57 15 18 25
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Traders in Financial Futures - Futures Only Positions as of August 19, 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 13,556
Positions
660 2,900 0 4,991 0 833 6,348 9,445 376 280 0 0 68 2
Changes from: August 12, 2014 Total Change is: 1,088
7 0 0 -1,045 0 -55 2,681 1,152 0 -500 0 0 0 -9
Percent of Open Interest Represented by Each Category of Trader
4.9 21.4 0.0 36.8 0.0 6.1 46.8 69.7 2.8 2.1 0.0 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 6 0 . 7 4 . . 0 0
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Updated August 22, 2014