Traders in Financial Futures - Futures Only Positions as of September 9, 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 102,951 Positions 20,022 38,282 1,724 15,942 2,992 293 19,950 20,404 6,325 12,848 1,813 220 25,627 30,898 Changes from: September 2, 2014 Total Change is: -3,033 1,944 -1,365 -252 -58 234 70 -940 -4,558 473 -2,102 -921 -330 -1,838 3,616 Percent of Open Interest Represented by Each Category of Trader 19.4 37.2 1.7 15.5 2.9 0.3 19.4 19.8 6.1 12.5 1.8 0.2 24.9 30.0 Number of Traders in Each Category Total Traders: 70 6 5 6 4 4 . 13 24 12 9 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 77,317 Positions 34,804 3,192 720 1,654 2,849 4 11,934 23,709 20,088 568 0 0 7,545 26,755 Changes from: September 2, 2014 Total Change is: 16,881 1,792 1,208 217 55 41 4 825 1,294 14,147 -25 0 0 -134 -30 Percent of Open Interest Represented by Each Category of Trader 45.0 4.1 0.9 2.1 3.7 0.0 15.4 30.7 26.0 0.7 0.0 0.0 9.8 34.6 Number of Traders in Each Category Total Traders: 48 8 . . . 4 . 11 17 12 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 256,591 Positions 94,051 84,818 1,479 15,742 30,750 1,923 103,814 56,494 13,024 2,357 34,853 1,310 22,891 31,940 Changes from: September 2, 2014 Total Change is: 17,618 21,470 10,238 -614 -3,761 -739 44 -3,809 -1,357 9,323 -2,041 -3,434 1,115 -4,109 3,042 Percent of Open Interest Represented by Each Category of Trader 36.7 33.1 0.6 6.1 12.0 0.7 40.5 22.0 5.1 0.9 13.6 0.5 8.9 12.4 Number of Traders in Each Category Total Traders: 113 7 11 . 8 13 6 29 30 20 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 255,624 Positions 130,762 6,892 24,515 33,766 22,922 132 28,874 115,498 20,108 1,999 3,583 181 15,287 61,793 Changes from: September 2, 2014 Total Change is: 24,687 -12,622 -1,380 21,629 -1,117 3,109 -156 2,444 -14,632 16,722 -1,797 -572 -200 -216 167 Percent of Open Interest Represented by Each Category of Trader 51.2 2.7 9.6 13.2 9.0 0.1 11.3 45.2 7.9 0.8 1.4 0.1 6.0 24.2 Number of Traders in Each Category Total Traders: 126 14 5 6 8 17 5 13 59 21 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 484,306 Positions 228,008 27,374 16,432 44,423 70,436 8,238 67,831 186,378 47,646 28,671 33,343 6,469 36,588 87,990 Changes from: September 2, 2014 Total Change is: 64,456 -2,726 7,590 8,391 3,183 580 252 6,444 -2,210 39,395 3,319 399 5,118 1,080 4,941 Percent of Open Interest Represented by Each Category of Trader 47.1 5.7 3.4 9.2 14.5 1.7 14.0 38.5 9.8 5.9 6.9 1.3 7.6 18.2 Number of Traders in Each Category Total Traders: 229 18 11 14 14 31 18 26 65 22 28 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 126,831 Positions 2,242 36,225 14,668 3,102 8,571 1,027 75,101 25,654 2,193 955 11,723 4,271 23,272 22,499 Changes from: September 2, 2014 Total Change is: 12,685 138 -8,109 12,644 648 546 -13 -2,715 3,684 -140 -95 617 2,710 -492 746 Percent of Open Interest Represented by Each Category of Trader 1.8 28.6 11.6 2.4 6.8 0.8 59.2 20.2 1.7 0.8 9.2 3.4 18.3 17.7 Number of Traders in Each Category Total Traders: 92 5 12 7 4 8 . 29 22 7 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 42,166 Positions 23,878 29,139 3,648 177 0 125 8,441 4,516 2,474 1,292 0 1,802 329 462 Changes from: September 2, 2014 Total Change is: -861 945 -497 -789 -158 0 111 -1,158 -441 737 -370 0 0 -179 18 Percent of Open Interest Represented by Each Category of Trader 56.6 69.1 8.7 0.4 0.0 0.3 20.0 10.7 5.9 3.1 0.0 4.3 0.8 1.1 Number of Traders in Each Category Total Traders: 24 7 9 8 . 0 . 4 . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 155,265 Positions 55,681 70,335 4,132 7,447 571 0 67,334 61,567 9,657 2,687 3,916 2,169 6,158 2,918 Changes from: September 2, 2014 Total Change is: 11,010 4,122 -114 2,874 -460 26 0 -4,332 244 7,080 430 125 1,064 232 -289 Percent of Open Interest Represented by Each Category of Trader 35.9 45.3 2.7 4.8 0.4 0.0 43.4 39.7 6.2 1.7 2.5 1.4 4.0 1.9 Number of Traders in Each Category Total Traders: 119 12 12 7 6 . 0 31 33 14 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 64,243 Positions 4,240 46,944 6,246 3,287 13 283 22,007 4,135 169 20,797 0 6,025 1,189 428 Changes from: September 2, 2014 Total Change is: -22,192 -1,512 4,071 -16,360 -4 0 0 -3,771 -2,960 -132 327 0 0 -740 -6,811 Percent of Open Interest Represented by Each Category of Trader 6.6 73.1 9.7 5.1 0.0 0.4 34.3 6.4 0.3 32.4 0.0 9.4 1.9 0.7 Number of Traders in Each Category Total Traders: 25 . 8 4 . . . 4 6 . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 24,920 Positions 4,007 7,990 223 2,049 189 0 12,618 8,277 1,845 744 3,142 0 3,434 3,254 Changes from: September 2, 2014 Total Change is: 1,601 814 -112 -20 385 0 0 -1,530 -48 1,568 112 -210 0 272 423 Percent of Open Interest Represented by Each Category of Trader 16.1 32.1 0.9 8.2 0.8 0.0 50.6 33.2 7.4 3.0 12.6 0.0 13.8 13.1 Number of Traders in Each Category Total Traders: 65 6 7 . 4 . 0 19 20 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 64,723 Positions 18,392 34,816 1,284 4,561 4,711 203 26,006 7,257 2,563 2,674 3,887 797 8,245 9,207 Changes from: September 2, 2014 Total Change is: -52 -478 -1,302 747 -95 144 -113 -1,225 -680 1,767 -281 -1,012 112 -486 287 Percent of Open Interest Represented by Each Category of Trader 28.4 53.8 2.0 7.0 7.3 0.3 40.2 11.2 4.0 4.1 6.0 1.2 12.7 14.2 Number of Traders in Each Category Total Traders: 119 16 18 5 9 . 4 32 19 7 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 129,446 Positions 36,784 69,632 2,567 9,122 9,422 405 52,011 14,514 5,125 5,348 7,773 1,594 16,490 18,414 Changes from: September 2, 2014 Total Change is: -104 -955 -2,604 1,493 -190 287 -226 -2,450 -1,360 3,533 -561 -2,024 223 -971 574 Percent of Open Interest Represented by Each Category of Trader 28.4 53.8 2.0 7.0 7.3 0.3 40.2 11.2 4.0 4.1 6.0 1.2 12.7 14.2 Number of Traders in Each Category Total Traders: 119 16 18 5 9 . 4 32 19 7 9 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 818,907 Positions 44,063 169,862 73,693 316,189 110,334 61,908 101,497 201,461 47,726 43,595 50,701 4,305 125,931 98,919 Changes from: September 2, 2014 Total Change is: 37,900 -411 -3,182 23,927 -1,375 1,884 4,630 1,593 4,068 7,467 -4,010 -998 711 5,368 -606 Percent of Open Interest Represented by Each Category of Trader 5.4 20.7 9.0 38.6 13.5 7.6 12.4 24.6 5.8 5.3 6.2 0.5 15.4 12.1 Number of Traders in Each Category Total Traders: 592 34 40 32 129 59 77 88 135 80 50 57 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 169,868 Positions 33,430 52,437 6,066 64,639 24,216 1,950 9,454 23,796 1,318 9,501 9,745 3 43,507 50,337 Changes from: September 2, 2014 Total Change is: 5,070 2,601 -299 1,835 54 -94 168 -1,128 3,192 225 -1,681 -501 3 2,993 541 Percent of Open Interest Represented by Each Category of Trader 19.7 30.9 3.6 38.1 14.3 1.1 5.6 14.0 0.8 5.6 5.7 0.0 25.6 29.6 Number of Traders in Each Category Total Traders: 89 8 11 7 17 8 7 13 20 8 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 3,245,197 Positions 257,194 791,151 134,107 1,303,723 476,562 253,816 549,406 977,513 142,850 175,589 209,898 16,392 412,120 242,908 Changes from: September 2, 2014 Total Change is: 164,152 3,360 4,001 92,043 -6,240 10,793 21,405 23,399 14,173 26,415 -11,703 -2,539 3,597 11,876 -5,736 Percent of Open Interest Represented by Each Category of Trader 7.9 24.4 4.1 40.2 14.7 7.8 16.9 30.1 4.4 5.4 6.5 0.5 12.7 7.5 Number of Traders in Each Category Total Traders: 578 36 37 24 124 58 71 85 135 73 48 55 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 91,233 Positions 3,864 35,671 142 43,769 39,359 1,806 28,987 9,022 800 515 611 0 11,350 3,822 Changes from: September 2, 2014 Total Change is: 1,552 632 -801 44 1,423 2,014 -27 -140 81 -4 0 210 0 -376 35 Percent of Open Interest Represented by Each Category of Trader 4.2 39.1 0.2 48.0 43.1 2.0 31.8 9.9 0.9 0.6 0.7 0.0 12.4 4.2 Number of Traders in Each Category Total Traders: 88 5 11 4 33 11 11 18 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 73,158 Positions 6,062 40,344 642 33,066 5,824 671 20,639 12,881 1,136 2,191 5,596 48 8,702 6,015 Changes from: September 2, 2014 Total Change is: -325 -1,018 181 259 -48 -162 57 -81 -1,174 215 443 224 1 -153 75 Percent of Open Interest Represented by Each Category of Trader 8.3 55.1 0.9 45.2 8.0 0.9 28.2 17.6 1.6 3.0 7.6 0.1 11.9 8.2 Number of Traders in Each Category Total Traders: 250 20 21 6 32 18 13 70 46 19 17 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 365,790 Positions 30,311 201,721 3,212 165,329 29,118 3,355 103,196 64,405 5,681 10,955 27,982 242 43,509 30,074 Changes from: September 2, 2014 Total Change is: -1,623 -5,088 906 1,295 -242 -809 283 -404 -5,872 1,077 2,215 1,119 5 -764 373 Percent of Open Interest Represented by Each Category of Trader 8.3 55.1 0.9 45.2 8.0 0.9 28.2 17.6 1.6 3.0 7.6 0.1 11.9 8.2 Number of Traders in Each Category Total Traders: 250 20 21 6 32 18 13 70 46 19 17 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 397,689 Positions 94,716 23,456 48,549 127,907 140,103 16,911 75,920 133,782 4,954 8,133 9,855 50 20,549 20,029 Changes from: September 2, 2014 Total Change is: 19,215 4,986 -1,598 8,611 2,798 694 435 2,160 8,032 678 -193 1,190 50 -310 1,123 Percent of Open Interest Represented by Each Category of Trader 23.8 5.9 12.2 32.2 35.2 4.3 19.1 33.6 1.2 2.0 2.5 0.0 5.2 5.0 Number of Traders in Each Category Total Traders: 263 24 6 5 54 45 28 46 58 14 11 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 78,737 Positions 2,314 25,715 7,882 32,700 0 292 13,747 17,603 1,103 5,219 1,886 398 15,082 23,858 Changes from: September 2, 2014 Total Change is: 14,779 -582 481 7,882 758 0 167 203 -21 897 -8 468 308 5,154 4,597 Percent of Open Interest Represented by Each Category of Trader 2.9 32.7 10.0 41.5 0.0 0.4 17.5 22.4 1.4 6.6 2.4 0.5 19.2 30.3 Number of Traders in Each Category Total Traders: 62 4 8 . 19 0 . 11 11 . . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 105,015 Positions 22,600 12,731 7,718 10,503 1,607 1,151 32,570 6,505 1,363 4,691 0 413 24,006 73,527 Changes from: September 2, 2014 Total Change is: 16,349 -2,359 -3,514 5,483 -899 110 -1 1,416 1,004 358 365 0 220 11,766 12,689 Percent of Open Interest Represented by Each Category of Trader 21.5 12.1 7.3 10.0 1.5 1.1 31.0 6.2 1.3 4.5 0.0 0.4 22.9 70.0 Number of Traders in Each Category Total Traders: 82 13 9 11 10 . . 26 10 9 12 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 121,725 Positions 4,745 72,877 5,410 69,392 24,660 5,065 24,517 5,012 4,578 2,848 541 0 5,170 3,582 Changes from: September 2, 2014 Total Change is: 6,490 520 -590 4,309 1,350 1,617 63 -912 -211 948 75 -348 0 137 702 Percent of Open Interest Represented by Each Category of Trader 3.9 59.9 4.4 57.0 20.3 4.2 20.1 4.1 3.8 2.3 0.4 0.0 4.2 2.9 Number of Traders in Each Category Total Traders: 94 7 12 4 36 14 15 17 5 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 379,463 Positions 36,165 215,248 12,459 141,690 46,648 40,430 101,324 44,494 9,631 17,317 4,896 1,500 18,947 4,157 Changes from: September 2, 2014 Total Change is: 25,232 451 3,899 2,659 20,195 3,627 -2,409 -413 13,642 -25 330 898 -29 4,473 2,970 Percent of Open Interest Represented by Each Category of Trader 9.5 56.7 3.3 37.3 12.3 10.7 26.7 11.7 2.5 4.6 1.3 0.4 5.0 1.1 Number of Traders in Each Category Total Traders: 223 21 23 12 66 22 28 39 19 15 24 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 853,756 Positions 9,659 86,104 9,228 353,141 154,910 133,576 122,674 198,733 32,731 19,084 60,021 1,090 172,573 177,363 Changes from: September 2, 2014 Total Change is: -63,443 4,586 -4,442 -2,019 -37,680 -5,989 23,313 643 -32,429 -54,365 -298 14,277 304 2,073 -2,093 Percent of Open Interest Represented by Each Category of Trader 1.1 10.1 1.1 41.4 18.1 15.6 14.4 23.3 3.8 2.2 7.0 0.1 20.2 20.8 Number of Traders in Each Category Total Traders: 178 9 17 7 34 36 38 32 27 19 6 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 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 513,078 Positions 26,882 71,731 2,856 240,875 44,173 84,940 25,037 180,592 20,178 9,521 14,138 92 102,697 94,378 Changes from: September 2, 2014 Total Change is: -30,300 -3,960 5,576 -9,843 1,319 -1,924 3,340 1,516 -1,024 -20,908 1,183 -637 0 -2,947 -4,880 Percent of Open Interest Represented by Each Category of Trader 5.2 14.0 0.6 46.9 8.6 16.6 4.9 35.2 3.9 1.9 2.8 0.0 20.0 18.4 Number of Traders in Each Category Total Traders: 83 . 7 4 36 11 24 6 12 8 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,399,671 Positions 88,668 193,558 10,333 250,569 471,426 67,327 730,655 325,288 36,689 100,403 125,759 12,728 102,299 156,563 Changes from: September 2, 2014 Total Change is: 21,801 24,191 -28,882 -2,384 4,170 27,199 1,457 67,482 30,154 -21,196 -41,052 5,922 -811 -10,056 10,342 Percent of Open Interest Represented by Each Category of Trader 6.3 13.8 0.7 17.9 33.7 4.8 52.2 23.2 2.6 7.2 9.0 0.9 7.3 11.2 Number of Traders in Each Category Total Traders: 247 12 23 8 36 46 33 48 31 28 17 34 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,757,225 Positions 98,542 208,402 39,538 1,059,320 941,345 263,218 540,790 511,459 83,904 340,567 175,890 30,840 300,506 502,629 Changes from: September 2, 2014 Total Change is: 35,814 -11,452 -30,862 2,840 27,012 98,566 -9,177 -17,697 -22,505 -10,131 87,415 -12,941 -2,934 -30,062 22,958 Percent of Open Interest Represented by Each Category of Trader 3.6 7.6 1.4 38.4 34.1 9.5 19.6 18.5 3.0 12.4 6.4 1.1 10.9 18.2 Number of Traders in Each Category Total Traders: 362 17 40 20 37 78 57 43 81 46 20 46 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,129,801 Positions 206,826 101,254 37,529 424,170 785,864 284,854 621,954 258,961 67,446 212,107 187,925 36,618 238,297 369,350 Changes from: September 2, 2014 Total Change is: -28,061 -33,504 -5,808 953 -67,956 -17,214 6,082 -32,447 12,356 -11,877 117,362 -6,070 1,244 -7,918 -7,727 Percent of Open Interest Represented by Each Category of Trader 9.7 4.8 1.8 19.9 36.9 13.4 29.2 12.2 3.2 10.0 8.8 1.7 11.2 17.3 Number of Traders in Each Category Total Traders: 287 17 27 10 36 58 42 41 55 29 17 36 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 523,266 Positions 198,604 108,637 134,730 0 9,182 16,337 19,070 82,421 76,206 11,143 12,816 35,268 31,908 47,669 Changes from: September 2, 2014 Total Change is: 11,976 11,051 8,156 2,282 -2,053 -201 1,602 1,833 7,716 -2,298 -194 178 -1,758 1,511 -3,701 Percent of Open Interest Represented by Each Category of Trader 38.0 20.8 25.7 0.0 1.8 3.1 3.6 15.8 14.6 2.1 2.4 6.7 6.1 9.1 Number of Traders in Each Category Total Traders: 94 11 28 33 0 5 . 10 24 19 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is13,307,434 Positions 2,801,619 1,838,077 2,598,986 2,302,740 1,075,033 452,135 1,103,370 2,607,983 2,376,138 440,603 678,406 477,248 754,595 1,203,428 Changes from: September 2, 2014 Total Change is: 189,858 47,254 -193,033 60,064 -65,352 16,685 66,718 130,779 262,472 -42,196 10,286 5,132 34,169 -51,864 -20,153 Percent of Open Interest Represented by Each Category of Trader 21.1 13.8 19.5 17.3 8.1 3.4 8.3 19.6 17.9 3.3 5.1 3.6 5.7 9.0 Number of Traders in Each Category Total Traders: 334 35 56 84 12 28 26 32 97 100 11 45 43 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 61,687 Positions 36,638 4,066 8,820 6,947 15,780 4,962 3,267 18,934 292 674 8,619 0 87 214 Changes from: September 2, 2014 Total Change is: 3,064 -17 1,222 8,070 -5 143 47 -3,125 -3,998 -2,052 139 -390 0 7 22 Percent of Open Interest Represented by Each Category of Trader 59.4 6.6 14.3 11.3 25.6 8.0 5.3 30.7 0.5 1.1 14.0 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 49 6 9 . . 10 . . 10 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 53,328 Positions 37,510 10,298 9,050 0 12,081 1,378 2,209 5,632 2,887 105 11,732 0 189 270 Changes from: September 2, 2014 Total Change is: 7,358 -528 2,911 8,595 0 -357 0 37 -3,258 195 -1,000 -678 -13 72 -37 Percent of Open Interest Represented by Each Category of Trader 70.3 19.3 17.0 0.0 22.7 2.6 4.1 10.6 5.4 0.2 22.0 0.0 0.4 0.5 Number of Traders in Each Category Total Traders: 49 6 7 . 0 14 . . 9 . . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 89,540 Positions 13,991 33,038 611 13,055 190 132 32,714 49,330 2,512 16,814 1,524 175 9,536 2,028 Changes from: September 2, 2014 Total Change is: 1,757 186 -34 -67 917 190 -42 -3,021 2,193 421 3,549 -1,251 75 -261 272 Percent of Open Interest Represented by Each Category of Trader 15.6 36.9 0.7 14.6 0.2 0.1 36.5 55.1 2.8 18.8 1.7 0.2 10.6 2.3 Number of Traders in Each Category Total Traders: 170 8 . . 17 . . 42 16 13 74 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 425,310 Positions 61,706 41,467 56,321 59,555 32,936 27,382 85,662 123,437 62,582 9,254 8,259 39,038 23,810 33,888 Changes from: September 2, 2014 Total Change is: 15,932 40 -1,395 4,418 4,799 2,169 -2,888 9,421 11,876 419 -4,336 -2,576 4,274 -215 -365 Percent of Open Interest Represented by Each Category of Trader 14.5 9.7 13.2 14.0 7.7 6.4 20.1 29.0 14.7 2.2 1.9 9.2 5.6 8.0 Number of Traders in Each Category Total Traders: 202 21 14 24 9 18 11 43 49 56 17 19 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 9, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 14,048 Positions 615 2,900 0 5,267 0 888 6,545 8,680 577 30 1,000 0 126 3 Changes from: September 2, 2014 Total Change is: 195 4 0 0 -274 0 -27 363 -159 131 0 250 0 -2 0 Percent of Open Interest Represented by Each Category of Trader 4.4 20.6 0.0 37.5 0.0 6.3 46.6 61.8 4.1 0.2 7.1 0.0 0.9 0.0 Number of Traders in Each Category Total Traders: 24 . . 0 6 0 . 8 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 12, 2014