Traders in Financial Futures - Futures Only Positions as of September 16, 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 110,275
Positions
23,999 34,272 2,901 16,147 3,715 272 24,281 27,657 5,260 14,253 2,289 276 22,886 33,633
Changes from: September 9, 2014 Total Change is: 7,324
3,977 -4,010 1,177 205 723 -21 4,331 7,253 -1,065 1,405 476 56 -2,741 2,735
Percent of Open Interest Represented by Each Category of Trader
21.8 31.1 2.6 14.6 3.4 0.2 22.0 25.1 4.8 12.9 2.1 0.3 20.8 30.5
Number of Traders in Each Category Total Traders: 78
7 5 8 4 5 . 13 28 11 11 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 54,929
Positions
31,946 1,869 31 1,654 2,903 4 13,819 23,725 188 1,039 0 0 6,248 26,209
Changes from: September 9, 2014 Total Change is: -22,388
-2,858 -1,323 -689 0 54 0 1,885 16 -19,900 471 0 0 -1,297 -546
Percent of Open Interest Represented by Each Category of Trader
58.2 3.4 0.1 3.0 5.3 0.0 25.2 43.2 0.3 1.9 0.0 0.0 11.4 47.7
Number of Traders in Each Category Total Traders: 43
8 . . . 4 . 10 16 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 134,560
Positions
16,852 7,370 326 12,249 31,929 4,126 73,666 43,077 2,587 4,781 15,978 40 19,933 29,127
Changes from: September 9, 2014 Total Change is: -122,031
-77,199 -77,448 -1,153 -3,493 1,179 2,203 -30,148 -13,417 -10,437 2,424 -18,875 -1,270 -2,958 -2,813
Percent of Open Interest Represented by Each Category of Trader
12.5 5.5 0.2 9.1 23.7 3.1 54.7 32.0 1.9 3.6 11.9 0.0 14.8 21.6
Number of Traders in Each Category Total Traders: 97
6 8 . 6 15 5 20 29 9 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 208,235
Positions
112,322 3,664 1 33,687 27,872 309 36,991 113,583 1,520 11,628 2,465 11 11,766 58,810
Changes from: September 9, 2014 Total Change is: -47,389
-18,440 -3,228 -24,514 -79 4,950 177 8,117 -1,915 -18,588 9,629 -1,118 -170 -3,521 -2,983
Percent of Open Interest Represented by Each Category of Trader
53.9 1.8 0.0 16.2 13.4 0.1 17.8 54.5 0.7 5.6 1.2 0.0 5.7 28.2
Number of Traders in Each Category Total Traders: 128
13 4 . 9 18 5 16 56 5 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 397,652
Positions
185,302 16,873 2,153 43,534 73,166 8,210 80,424 182,280 3,642 43,600 28,444 947 29,840 81,937
Changes from: September 9, 2014 Total Change is: -86,654
-42,706 -10,501 -14,279 -889 2,730 -28 12,593 -4,098 -44,004 14,929 -4,899 -5,522 -6,748 -6,053
Percent of Open Interest Represented by Each Category of Trader
46.6 4.2 0.5 10.9 18.4 2.1 20.2 45.8 0.9 11.0 7.2 0.2 7.5 20.6
Number of Traders in Each Category Total Traders: 219
17 13 7 14 31 16 23 65 15 26 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 97,839
Positions
17,520 19,562 150 1,897 9,524 1,003 57,012 21,537 639 987 16,240 248 18,383 28,936
Changes from: September 9, 2014 Total Change is: -28,992
15,278 -16,663 -14,518 -1,205 953 -24 -18,089 -4,117 -1,554 32 4,517 -4,023 -4,889 6,437
Percent of Open Interest Represented by Each Category of Trader
17.9 20.0 0.2 1.9 9.7 1.0 58.3 22.0 0.7 1.0 16.6 0.3 18.8 29.6
Number of Traders in Each Category Total Traders: 85
8 7 . . 7 . 27 23 4 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 29,981
Positions
17,931 18,375 3,323 0 471 58 5,824 4,526 1,228 247 871 973 397 156
Changes from: September 9, 2014 Total Change is: -12,185
-5,947 -10,764 -325 -177 471 -67 -2,617 10 -1,246 -1,045 871 -829 68 -306
Percent of Open Interest Represented by Each Category of Trader
59.8 61.3 11.1 0.0 1.6 0.2 19.4 15.1 4.1 0.8 2.9 3.2 1.3 0.5
Number of Traders in Each Category Total Traders: 21
5 7 6 0 . . . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 134,445
Positions
29,954 53,181 0 28,957 611 0 67,753 71,874 474 1,839 5,390 0 5,468 2,915
Changes from: September 9, 2014 Total Change is: -20,820
-25,727 -17,154 -4,132 21,510 40 0 419 10,307 -9,183 -848 1,474 -2,169 -690 -3
Percent of Open Interest Represented by Each Category of Trader
22.3 39.6 0.0 21.5 0.5 0.0 50.4 53.5 0.4 1.4 4.0 0.0 4.1 2.2
Number of Traders in Each Category Total Traders: 107
4 12 0 5 . 0 31 37 4 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 60,496
Positions
9,165 42,840 6,246 3,487 0 0 11,794 3,088 1,848 20,813 0 6,025 1,118 449
Changes from: September 9, 2014 Total Change is: -3,747
4,925 -4,104 0 200 -13 -283 -10,213 -1,047 1,679 16 0 0 -71 21
Percent of Open Interest Represented by Each Category of Trader
15.1 70.8 10.3 5.8 0.0 0.0 19.5 5.1 3.1 34.4 0.0 10.0 1.8 0.7
Number of Traders in Each Category Total Traders: 22
. 7 4 . 0 0 . 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 16,050
Positions
2,310 3,057 0 1,674 0 0 9,064 8,542 157 469 759 0 2,376 3,535
Changes from: September 9, 2014 Total Change is: -8,870
-1,697 -4,933 -223 -375 -189 0 -3,554 265 -1,688 -275 -2,383 0 -1,058 281
Percent of Open Interest Represented by Each Category of Trader
14.4 19.0 0.0 10.4 0.0 0.0 56.5 53.2 1.0 2.9 4.7 0.0 14.8 22.0
Number of Traders in Each Category Total Traders: 57
4 7 0 4 0 0 13 20 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 85,792
Positions
19,275 37,135 14,977 4,453 3,640 146 30,495 10,333 4,153 3,204 4,577 821 8,271 10,014
Changes from: September 9, 2014 Total Change is: 21,069
883 2,319 13,693 -108 -1,071 -57 4,489 3,076 1,590 530 690 24 26 807
Percent of Open Interest Represented by Each Category of Trader
22.5 43.3 17.5 5.2 4.2 0.2 35.5 12.0 4.8 3.7 5.3 1.0 9.6 11.7
Number of Traders in Each Category Total Traders: 130
19 16 15 9 . 4 41 16 17 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 171,584
Positions
38,550 74,269 29,953 8,906 7,280 291 60,989 20,665 8,305 6,408 9,153 1,641 16,541 20,027
Changes from: September 9, 2014 Total Change is: 42,138
1,766 4,637 27,386 -216 -2,142 -114 8,978 6,151 3,180 1,060 1,380 47 51 1,613
Percent of Open Interest Represented by Each Category of Trader
22.5 43.3 17.5 5.2 4.2 0.2 35.5 12.0 4.8 3.7 5.3 1.0 9.6 11.7
Number of Traders in Each Category Total Traders: 130
19 16 15 9 . 4 41 16 17 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 949,208
Positions
42,556 177,997 128,577 324,541 108,572 88,523 110,412 209,560 58,601 45,778 49,857 7,592 142,626 119,928
Changes from: September 9, 2014 Total Change is: 130,300
-1,507 8,135 54,884 8,352 -1,762 26,615 8,915 8,100 10,875 2,183 -844 3,287 16,695 21,009
Percent of Open Interest Represented by Each Category of Trader
4.5 18.8 13.5 34.2 11.4 9.3 11.6 22.1 6.2 4.8 5.3 0.8 15.0 12.6
Number of Traders in Each Category Total Traders: 592
34 42 43 126 57 82 98 122 87 54 58 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 217,527
Positions
31,890 56,322 29,398 72,192 19,999 11,856 15,681 21,411 1,230 9,657 9,612 1,337 44,286 66,362
Changes from: September 9, 2014 Total Change is: 47,659
-1,540 3,885 23,332 7,553 -4,217 9,906 6,227 -2,385 -88 156 -133 1,334 779 16,025
Percent of Open Interest Represented by Each Category of Trader
14.7 25.9 13.5 33.2 9.2 5.5 7.2 9.8 0.6 4.4 4.4 0.6 20.4 30.5
Number of Traders in Each Category Total Traders: 86
9 9 11 17 7 10 14 18 19 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 3,658,403
Positions
244,003 799,048 305,223 1,303,740 484,859 341,341 582,531 1,049,620 177,983 185,689 206,308 26,191 491,702 267,830
Changes from: September 9, 2014 Total Change is: 413,206
-13,191 7,897 171,116 17 8,297 87,525 33,125 72,107 35,133 10,100 -3,590 9,799 79,582 24,922
Percent of Open Interest Represented by Each Category of Trader
6.7 21.8 8.3 35.6 13.3 9.3 15.9 28.7 4.9 5.1 5.6 0.7 13.4 7.3
Number of Traders in Each Category Total Traders: 580
37 39 37 121 56 75 98 120 78 51 57 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 98,569
Positions
2,683 36,455 4,367 46,416 39,410 1,888 28,957 11,208 763 515 401 0 12,980 4,077
Changes from: September 9, 2014 Total Change is: 7,336
-1,181 784 4,225 2,647 51 82 -30 2,186 -37 0 -210 0 1,630 255
Percent of Open Interest Represented by Each Category of Trader
2.7 37.0 4.4 47.1 40.0 1.9 29.4 11.4 0.8 0.5 0.4 0.0 13.2 4.1
Number of Traders in Each Category Total Traders: 92
4 12 8 33 11 12 21 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 111,953
Positions
6,886 45,536 20,112 33,109 5,888 8,044 23,484 13,361 4,392 2,878 5,012 1,053 11,995 8,555
Changes from: September 9, 2014 Total Change is: 38,795
824 5,192 19,469 43 64 7,373 2,845 480 3,256 687 -584 1,004 3,293 2,541
Percent of Open Interest Represented by Each Category of Trader
6.2 40.7 18.0 29.6 5.3 7.2 21.0 11.9 3.9 2.6 4.5 0.9 10.7 7.6
Number of Traders in Each Category Total Traders: 263
18 24 24 35 19 18 76 40 27 19 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 10,450
Positions
3,328 5,543 972 215 0 660 1,743 0 0 1,287 0 0 2,245 3,275
Changes from: September 9, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.8 53.0 9.3 2.1 0.0 6.3 16.7 0.0 0.0 12.3 0.0 0.0 21.5 31.3
Number of Traders in Each Category Total Traders: 20
7 6 . . 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 507,516
Positions
27,154 209,328 86,335 164,470 29,438 36,921 113,286 71,385 17,382 11,784 28,891 1,434 48,750 26,402
Changes from: September 9, 2014 Total Change is: 141,726
-3,157 7,607 83,123 -859 320 33,566 10,090 6,980 11,701 829 909 1,192 5,241 -3,672
Percent of Open Interest Represented by Each Category of Trader
5.4 41.2 17.0 32.4 5.8 7.3 22.3 14.1 3.4 2.3 5.7 0.3 9.6 5.2
Number of Traders in Each Category Total Traders: 262
16 26 21 35 19 18 76 40 27 18 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 420,999
Positions
104,652 24,548 60,885 128,377 143,277 18,122 69,988 136,246 9,473 7,540 10,082 1 21,961 18,365
Changes from: September 9, 2014 Total Change is: 23,310
9,936 1,092 12,336 470 3,174 1,211 -5,932 2,464 4,519 -593 227 -49 1,412 -1,664
Percent of Open Interest Represented by Each Category of Trader
24.9 5.8 14.5 30.5 34.0 4.3 16.6 32.4 2.3 1.8 2.4 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 267
23 7 15 55 48 30 40 61 25 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 64,448
Positions
3,401 24,022 0 30,959 0 35 14,622 18,500 25 4,520 1,395 0 10,886 20,471
Changes from: September 9, 2014 Total Change is: -14,289
1,087 -1,693 -7,882 -1,741 0 -257 875 897 -1,078 -699 -491 -398 -4,196 -3,387
Percent of Open Interest Represented by Each Category of Trader
5.3 37.3 0.0 48.0 0.0 0.1 22.7 28.7 0.0 7.0 2.2 0.0 16.9 31.8
Number of Traders in Each Category Total Traders: 62
5 7 0 19 0 . 11 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 96,996
Positions
34,914 12,000 2,011 10,437 1,189 773 33,532 6,418 620 4,629 0 0 10,080 73,985
Changes from: September 9, 2014 Total Change is: -8,019
12,314 -731 -5,707 -66 -418 -378 962 -87 -743 -62 0 -413 -13,926 458
Percent of Open Interest Represented by Each Category of Trader
36.0 12.4 2.1 10.8 1.2 0.8 34.6 6.6 0.6 4.8 0.0 0.0 10.4 76.3
Number of Traders in Each Category Total Traders: 76
11 8 5 10 . . 24 9 6 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 133,191
Positions
4,293 69,479 18,628 67,763 25,454 5,368 23,414 4,575 5,193 2,848 541 0 5,684 3,953
Changes from: September 9, 2014 Total Change is: 11,466
-452 -3,398 13,218 -1,629 794 303 -1,103 -437 615 0 0 0 514 371
Percent of Open Interest Represented by Each Category of Trader
3.2 52.2 14.0 50.9 19.1 4.0 17.6 3.4 3.9 2.1 0.4 0.0 4.3 3.0
Number of Traders in Each Category Total Traders: 92
6 11 8 36 13 17 17 5 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 387,003
Positions
34,245 221,241 24,536 132,344 39,200 46,716 100,029 36,123 6,499 19,840 5,925 457 22,337 6,306
Changes from: September 9, 2014 Total Change is: 7,540
-1,920 5,993 12,077 -9,346 -7,448 6,286 -1,295 -8,371 -3,132 2,523 1,029 -1,043 3,390 2,149
Percent of Open Interest Represented by Each Category of Trader
8.8 57.2 6.3 34.2 10.1 12.1 25.8 9.3 1.7 5.1 1.5 0.1 5.8 1.6
Number of Traders in Each Category Total Traders: 218
18 23 11 64 21 33 38 18 19 25 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 840,414
Positions
17,355 88,784 12,353 343,289 143,294 141,725 126,451 195,528 18,949 25,453 69,676 1,098 153,741 169,007
Changes from: September 9, 2014 Total Change is: -13,342
7,696 2,680 3,125 -9,852 -11,616 8,149 3,777 -3,205 -13,782 6,369 9,655 8 -18,832 -8,356
Percent of Open Interest Represented by Each Category of Trader
2.1 10.6 1.5 40.8 17.1 16.9 15.0 23.3 2.3 3.0 8.3 0.1 18.3 20.1
Number of Traders in Each Category Total Traders: 179
10 15 6 36 35 41 29 29 16 8 17 5
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Traders in Financial Futures - Futures Only Positions as of September 16, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 509,152
Positions
25,698 73,144 1,357 244,101 39,058 86,068 24,220 187,638 14,513 9,807 14,375 92 103,296 92,907
Changes from: September 9, 2014 Total Change is: -3,926
-1,184 1,413 -1,499 3,226 -5,115 1,128 -817 7,046 -5,665 286 237 0 599 -1,471
Percent of Open Interest Represented by Each Category of Trader
5.0 14.4 0.3 47.9 7.7 16.9 4.8 36.9 2.9 1.9 2.8 0.0 20.3 18.2
Number of Traders in Each Category Total Traders: 83
. 7 4 37 10 26 6 12 8 4 5 .
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Traders in Financial Futures - Futures Only Positions as of September 16, 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 1,561,498
Positions
112,698 252,618 6,300 246,258 474,401 72,469 843,116 446,343 28,814 143,276 124,392 5,277 103,290 150,884
Changes from: September 9, 2014 Total Change is: 161,827
24,030 59,060 -4,033 -4,311 2,975 5,142 112,461 121,055 -7,875 42,873 -1,367 -7,451 991 -5,679
Percent of Open Interest Represented by Each Category of Trader
7.2 16.2 0.4 15.8 30.4 4.6 54.0 28.6 1.8 9.2 8.0 0.3 6.6 9.7
Number of Traders in Each Category Total Traders: 261
14 29 7 36 52 34 49 30 27 16 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 2,659,350
Positions
123,422 180,527 36,239 984,808 877,649 281,895 488,854 503,512 78,760 350,893 171,140 32,969 281,510 496,659
Changes from: September 9, 2014 Total Change is: -97,875
24,880 -27,875 -3,299 -74,512 -63,696 18,677 -51,936 -7,947 -5,144 10,326 -4,750 2,129 -18,996 -5,970
Percent of Open Interest Represented by Each Category of Trader
4.6 6.8 1.4 37.0 33.0 10.6 18.4 18.9 3.0 13.2 6.4 1.2 10.6 18.7
Number of Traders in Each Category Total Traders: 357
23 35 16 34 77 56 44 72 42 20 52 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 2,112,037
Positions
262,335 120,858 22,674 390,097 723,207 302,273 589,322 290,280 60,740 232,499 190,515 32,644 219,453 368,846
Changes from: September 9, 2014 Total Change is: -17,764
55,509 19,604 -14,855 -34,073 -62,657 17,419 -32,632 31,319 -6,706 20,392 2,590 -3,974 -18,844 -504
Percent of Open Interest Represented by Each Category of Trader
12.4 5.7 1.1 18.5 34.2 14.3 27.9 13.7 2.9 11.0 9.0 1.5 10.4 17.5
Number of Traders in Each Category Total Traders: 293
20 30 10 36 61 44 37 58 31 16 35 12
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Traders in Financial Futures - Futures Only Positions as of September 16, 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 557,935
Positions
228,742 116,554 153,192 0 6,341 4,787 13,911 100,182 75,384 10,035 14,038 35,274 36,610 52,183
Changes from: September 9, 2014 Total Change is: 34,669
30,138 7,917 18,462 0 -2,841 -11,550 -5,159 17,761 -822 -1,108 1,222 6 4,702 4,514
Percent of Open Interest Represented by Each Category of Trader
41.0 20.9 27.5 0.0 1.1 0.9 2.5 18.0 13.5 1.8 2.5 6.3 6.6 9.4
Number of Traders in Each Category Total Traders: 91
12 27 33 0 . . 10 24 20 . 9 7
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Traders in Financial Futures - Futures Only Positions as of September 16, 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 is12,907,905
Positions
2,510,324 1,485,034 2,615,240 2,259,024 1,062,790 402,316 1,210,999 2,683,550 2,301,056 422,977 663,312 431,631 754,338 1,262,976
Changes from: September 9, 2014 Total Change is: -399,529
-291,295 -353,043 16,254 -43,716 -12,243 -49,819 107,629 75,567 -75,082 -17,626 -15,094 -45,617 -257 59,548
Percent of Open Interest Represented by Each Category of Trader
19.4 11.5 20.3 17.5 8.2 3.1 9.4 20.8 17.8 3.3 5.1 3.3 5.8 9.8
Number of Traders in Each Category Total Traders: 316
26 57 79 12 27 25 29 92 91 9 45 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 54,602
Positions
38,667 4,617 0 6,945 15,498 4,930 3,024 20,298 264 694 8,752 0 78 243
Changes from: September 9, 2014 Total Change is: -7,085
2,029 551 -8,820 -2 -282 -32 -243 1,364 -28 20 133 0 -9 29
Percent of Open Interest Represented by Each Category of Trader
70.8 8.5 0.0 12.7 28.4 9.0 5.5 37.2 0.5 1.3 16.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 47
6 7 0 . 10 . . 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 39,368
Positions
32,008 6,893 0 0 12,082 1,378 2,859 5,883 2,930 105 9,941 0 88 261
Changes from: September 9, 2014 Total Change is: -13,960
-5,502 -3,405 -9,050 0 1 0 650 251 43 0 -1,791 0 -101 -9
Percent of Open Interest Represented by Each Category of Trader
81.3 17.5 0.0 0.0 30.7 3.5 7.3 14.9 7.4 0.3 25.3 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 47
4 5 0 0 14 . 4 8 . . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 90,930
Positions
14,006 56,131 559 13,458 380 125 35,354 30,529 1,059 17,210 744 0 9,159 1,403
Changes from: September 9, 2014 Total Change is: 1,390
15 23,093 -52 403 190 -7 2,640 -18,801 -1,453 396 -780 -175 -377 -625
Percent of Open Interest Represented by Each Category of Trader
15.4 61.7 0.6 14.8 0.4 0.1 38.9 33.6 1.2 18.9 0.8 0.0 10.1 1.5
Number of Traders in Each Category Total Traders: 168
8 . . 17 . . 49 15 8 72 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 413,477
Positions
76,679 41,983 58,248 52,857 32,445 28,574 72,963 121,200 51,130 13,562 9,161 38,238 21,226 32,498
Changes from: September 9, 2014 Total Change is: -11,833
14,973 516 1,927 -6,698 -491 1,192 -12,699 -2,237 -11,452 4,308 902 -800 -2,584 -1,390
Percent of Open Interest Represented by Each Category of Trader
18.5 10.2 14.1 12.8 7.8 6.9 17.6 29.3 12.4 3.3 2.2 9.2 5.1 7.9
Number of Traders in Each Category Total Traders: 204
21 15 23 9 20 13 42 48 57 15 20 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 16, 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 14,225
Positions
743 2,900 238 4,366 76 870 6,195 8,501 1,636 30 0 0 147 4
Changes from: September 9, 2014 Total Change is: 177
128 0 238 -901 76 -18 -350 -179 1,059 0 -1,000 0 21 1
Percent of Open Interest Represented by Each Category of Trader
5.2 20.4 1.7 30.7 0.5 6.1 43.6 59.8 11.5 0.2 0.0 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 8 4 . . 0 0
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Updated September 19, 2014