Traders in Financial Futures - Futures Only Positions as of September 23, 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 76,530 Positions 4,781 8,071 1,299 16,169 3,792 316 15,060 24,806 3,445 12,483 2,192 36 22,941 32,573 Changes from: September 16, 2014 Total Change is: -33,745 -19,218 -26,201 -1,602 22 77 44 -9,221 -2,851 -1,815 -1,770 -97 -240 55 -1,060 Percent of Open Interest Represented by Each Category of Trader 6.2 10.5 1.7 21.1 5.0 0.4 19.7 32.4 4.5 16.3 2.9 0.0 30.0 42.6 Number of Traders in Each Category Total Traders: 71 4 4 . 4 5 . 15 22 6 11 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 52,124 Positions 33,320 2,401 101 1,053 3,008 4 9,774 21,319 161 503 0 0 7,208 25,130 Changes from: September 16, 2014 Total Change is: -2,805 1,374 532 70 -601 105 0 -4,045 -2,406 -27 -536 0 0 960 -1,079 Percent of Open Interest Represented by Each Category of Trader 63.9 4.6 0.2 2.0 5.8 0.0 18.8 40.9 0.3 1.0 0.0 0.0 13.8 48.2 Number of Traders in Each Category Total Traders: 42 7 . . . 4 . 10 16 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 134,061 Positions 15,086 8,023 459 11,810 34,482 4,179 73,876 36,900 2,709 6,144 15,327 40 19,758 31,942 Changes from: September 16, 2014 Total Change is: -499 -1,766 653 133 -439 2,553 53 210 -6,177 122 1,363 -651 0 -175 2,815 Percent of Open Interest Represented by Each Category of Trader 11.3 6.0 0.3 8.8 25.7 3.1 55.1 27.5 2.0 4.6 11.4 0.0 14.7 23.8 Number of Traders in Each Category Total Traders: 103 5 9 . 6 15 6 26 28 13 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 222,214 Positions 127,486 4,589 1 32,602 29,019 307 30,416 124,263 2,501 11,952 3,224 391 16,558 57,919 Changes from: September 16, 2014 Total Change is: 13,979 15,164 925 0 -1,085 1,147 -2 -6,575 10,680 981 324 759 380 4,792 -891 Percent of Open Interest Represented by Each Category of Trader 57.4 2.1 0.0 14.7 13.1 0.1 13.7 55.9 1.1 5.4 1.5 0.2 7.5 26.1 Number of Traders in Each Category Total Traders: 130 13 4 . 9 19 5 20 53 7 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 398,937 Positions 193,302 19,225 4,024 44,085 79,850 8,073 61,813 170,386 7,025 46,496 27,364 1,154 32,965 81,836 Changes from: September 16, 2014 Total Change is: 1,285 8,000 2,352 1,871 551 6,684 -137 -18,611 -11,894 3,383 2,896 -1,080 207 3,125 -101 Percent of Open Interest Represented by Each Category of Trader 48.5 4.8 1.0 11.1 20.0 2.0 15.5 42.7 1.8 11.7 6.9 0.3 8.3 20.5 Number of Traders in Each Category Total Traders: 215 18 13 6 14 29 15 29 58 14 25 29 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 105,756 Positions 26,162 18,000 0 1,425 12,748 1,074 54,736 23,167 530 1,027 20,526 192 20,610 29,519 Changes from: September 16, 2014 Total Change is: 7,917 8,642 -1,562 -150 -472 3,224 71 -2,276 1,630 -109 40 4,286 -56 2,227 583 Percent of Open Interest Represented by Each Category of Trader 24.7 17.0 0.0 1.3 12.1 1.0 51.8 21.9 0.5 1.0 19.4 0.2 19.5 27.9 Number of Traders in Each Category Total Traders: 88 9 6 0 . 9 4 25 24 5 4 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 32,370 Positions 18,641 18,975 3,352 0 1,947 0 7,571 4,593 1,228 261 871 973 344 431 Changes from: September 16, 2014 Total Change is: 2,389 710 600 29 0 1,476 -58 1,747 67 0 14 0 0 -53 275 Percent of Open Interest Represented by Each Category of Trader 57.6 58.6 10.4 0.0 6.0 0.0 23.4 14.2 3.8 0.8 2.7 3.0 1.1 1.3 Number of Traders in Each Category Total Traders: 21 6 7 7 0 . 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 151,319 Positions 32,761 62,658 0 52,710 611 0 56,621 78,261 1,778 2,251 4,379 0 5,198 3,632 Changes from: September 16, 2014 Total Change is: 16,874 2,807 9,477 0 23,753 0 0 -11,132 6,387 1,304 412 -1,011 0 -270 717 Percent of Open Interest Represented by Each Category of Trader 21.7 41.4 0.0 34.8 0.4 0.0 37.4 51.7 1.2 1.5 2.9 0.0 3.4 2.4 Number of Traders in Each Category Total Traders: 110 6 12 0 5 . 0 25 40 7 9 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 60,800 Positions 11,300 41,881 6,246 3,361 0 0 7,100 2,175 3,914 21,813 0 6,025 1,041 559 Changes from: September 16, 2014 Total Change is: 304 2,135 -959 0 -126 0 0 -4,694 -913 2,066 1,000 0 0 -77 110 Percent of Open Interest Represented by Each Category of Trader 18.6 68.9 10.3 5.5 0.0 0.0 11.7 3.6 6.4 35.9 0.0 9.9 1.7 0.9 Number of Traders in Each Category Total Traders: 23 4 6 4 . 0 0 . 5 . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 16,146 Positions 2,254 3,603 1 1,513 0 0 9,179 7,451 196 496 756 0 2,507 4,139 Changes from: September 16, 2014 Total Change is: 96 -56 546 1 -161 0 0 115 -1,091 39 27 -3 0 131 604 Percent of Open Interest Represented by Each Category of Trader 14.0 22.3 0.0 9.4 0.0 0.0 56.8 46.1 1.2 3.1 4.7 0.0 15.5 25.6 Number of Traders in Each Category Total Traders: 57 4 8 . . 0 0 16 19 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 67,750 Positions 21,547 40,941 404 4,795 2,684 157 28,415 8,109 1,745 2,833 6,209 48 7,808 7,455 Changes from: September 16, 2014 Total Change is: -18,042 2,272 3,806 -14,573 342 -957 12 -2,080 -2,224 -2,408 -372 1,633 -773 -463 -2,559 Percent of Open Interest Represented by Each Category of Trader 31.8 60.4 0.6 7.1 4.0 0.2 41.9 12.0 2.6 4.2 9.2 0.1 11.5 11.0 Number of Traders in Each Category Total Traders: 117 15 16 . 10 . 4 29 22 7 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 135,500 Positions 43,094 81,881 808 9,590 5,367 314 56,829 16,218 3,489 5,665 12,418 96 15,615 14,909 Changes from: September 16, 2014 Total Change is: -36,084 4,544 7,612 -29,145 684 -1,913 23 -4,160 -4,447 -4,816 -743 3,265 -1,545 -926 -5,118 Percent of Open Interest Represented by Each Category of Trader 31.8 60.4 0.6 7.1 4.0 0.2 41.9 12.0 2.6 4.2 9.2 0.1 11.5 11.0 Number of Traders in Each Category Total Traders: 117 15 16 . 10 . 4 29 22 7 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 687,035 Positions 43,922 187,392 10,949 331,784 119,206 53,096 92,842 184,644 22,179 42,307 46,179 2,267 87,690 61,123 Changes from: September 16, 2014 Total Change is: -262,172 1,366 9,395 -117,628 7,243 10,634 -35,428 -17,571 -24,916 -36,423 -3,470 -3,677 -5,325 -54,937 -58,805 Percent of Open Interest Represented by Each Category of Trader 6.4 27.3 1.6 48.3 17.4 7.7 13.5 26.9 3.2 6.2 6.7 0.3 12.8 8.9 Number of Traders in Each Category Total Traders: 575 35 40 18 125 61 75 84 119 68 51 60 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 127,233 Positions 5,328 61,337 4,058 57,674 29,654 2,577 5,845 5,971 356 10,835 7,677 0 40,560 15,603 Changes from: September 16, 2014 Total Change is: -90,294 -26,562 5,015 -25,340 -14,518 9,655 -9,279 -9,836 -15,440 -874 1,178 -1,935 -1,337 -3,726 -50,759 Percent of Open Interest Represented by Each Category of Trader 4.2 48.2 3.2 45.3 23.3 2.0 4.6 4.7 0.3 8.5 6.0 0.0 31.9 12.3 Number of Traders in Each Category Total Traders: 74 4 11 4 17 7 8 13 12 4 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,799,012 Positions 214,385 651,689 13,043 1,386,756 463,969 236,385 451,038 909,420 93,060 157,362 192,512 11,334 235,649 227,600 Changes from: September 16, 2014 Total Change is: -859,391 -29,618 -147,359 -292,180 83,016 -20,890 -104,956 -131,493 -140,200 -84,923 -28,327 -13,796 -14,857 -256,053 -40,230 Percent of Open Interest Represented by Each Category of Trader 7.7 23.3 0.5 49.5 16.6 8.4 16.1 32.5 3.3 5.6 6.9 0.4 8.4 8.1 Number of Traders in Each Category Total Traders: 564 39 36 14 120 60 69 82 119 59 49 59 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 95,188 Positions 7,879 34,978 172 44,440 41,357 1,881 26,731 12,452 741 1,154 401 0 12,190 3,206 Changes from: September 16, 2014 Total Change is: -3,381 5,196 -1,477 -4,195 -1,976 1,947 -7 -2,226 1,244 -22 639 0 0 -790 -871 Percent of Open Interest Represented by Each Category of Trader 8.3 36.7 0.2 46.7 43.4 2.0 28.1 13.1 0.8 1.2 0.4 0.0 12.8 3.4 Number of Traders in Each Category Total Traders: 95 7 11 . 33 11 11 20 9 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 75,568 Positions 3,941 48,445 564 37,642 5,981 943 23,170 9,193 1,308 2,009 3,807 212 5,779 5,116 Changes from: September 16, 2014 Total Change is: -36,386 -2,945 2,909 -19,548 4,533 93 -7,102 -314 -4,168 -3,084 -869 -1,205 -841 -6,216 -3,440 Percent of Open Interest Represented by Each Category of Trader 5.2 64.1 0.7 49.8 7.9 1.2 30.7 12.2 1.7 2.7 5.0 0.3 7.6 6.8 Number of Traders in Each Category Total Traders: 241 15 24 4 32 21 14 62 40 17 14 33 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 377,838 Positions 19,703 242,223 2,818 188,210 29,905 4,713 115,850 45,963 6,540 10,046 19,036 1,061 28,897 25,579 Changes from: September 16, 2014 Total Change is: -129,678 -7,451 32,895 -83,517 23,740 467 -32,208 2,564 -25,422 -10,842 -1,738 -9,855 -373 -19,853 -823 Percent of Open Interest Represented by Each Category of Trader 5.2 64.1 0.7 49.8 7.9 1.2 30.7 12.2 1.7 2.7 5.0 0.3 7.6 6.8 Number of Traders in Each Category Total Traders: 241 15 24 4 32 21 14 62 40 17 14 33 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 397,217 Positions 121,289 28,944 22,534 130,145 149,201 17,232 71,783 142,314 7,398 7,457 10,676 0 19,379 18,918 Changes from: September 16, 2014 Total Change is: -23,782 16,637 4,396 -38,351 1,768 5,924 -890 1,795 6,068 -2,075 -83 594 -1 -2,582 553 Percent of Open Interest Represented by Each Category of Trader 30.5 7.3 5.7 32.8 37.6 4.3 18.1 35.8 1.9 1.9 2.7 0.0 4.9 4.8 Number of Traders in Each Category Total Traders: 260 23 8 4 53 47 29 33 62 12 13 21 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 64,491 Positions 2,687 24,466 200 31,541 0 40 14,541 18,857 50 4,324 1,353 0 11,108 19,525 Changes from: September 16, 2014 Total Change is: 43 -714 444 200 582 0 5 -81 357 25 -196 -42 0 222 -946 Percent of Open Interest Represented by Each Category of Trader 4.2 37.9 0.3 48.9 0.0 0.1 22.5 29.2 0.1 6.7 2.1 0.0 17.2 30.3 Number of Traders in Each Category Total Traders: 67 5 8 . 22 0 . 12 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 102,403 Positions 38,659 15,857 919 10,083 1,624 1,020 37,494 6,417 849 3,663 0 0 9,716 75,717 Changes from: September 16, 2014 Total Change is: 5,407 3,745 3,857 -1,092 -354 435 247 3,962 -1 229 -966 0 0 -364 1,732 Percent of Open Interest Represented by Each Category of Trader 37.8 15.5 0.9 9.8 1.6 1.0 36.6 6.3 0.8 3.6 0.0 0.0 9.5 73.9 Number of Traders in Each Category Total Traders: 78 15 8 . 8 . . 27 8 5 10 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 114,200 Positions 6,592 74,796 410 66,276 22,129 5,400 25,267 4,335 3,402 1,362 521 0 5,491 3,207 Changes from: September 16, 2014 Total Change is: -18,991 2,299 5,317 -18,218 -1,487 -3,325 32 1,853 -240 -1,791 -1,486 -20 0 -193 -746 Percent of Open Interest Represented by Each Category of Trader 5.8 65.5 0.4 58.0 19.4 4.7 22.1 3.8 3.0 1.2 0.5 0.0 4.8 2.8 Number of Traders in Each Category Total Traders: 88 6 11 . 35 13 15 15 4 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 350,174 Positions 32,781 202,889 3,678 129,380 34,567 47,550 95,970 44,436 2,323 21,175 9,369 254 17,063 5,108 Changes from: September 16, 2014 Total Change is: -36,829 -1,464 -18,352 -20,858 -2,964 -4,633 834 -4,059 8,313 -4,176 1,335 3,444 -203 -5,274 -1,198 Percent of Open Interest Represented by Each Category of Trader 9.4 57.9 1.1 36.9 9.9 13.6 27.4 12.7 0.7 6.0 2.7 0.1 4.9 1.5 Number of Traders in Each Category Total Traders: 216 19 23 6 65 21 28 37 16 8 25 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 856,264 Positions 14,808 82,713 13,223 352,581 177,340 137,525 137,186 186,492 21,893 22,051 72,062 637 156,360 164,379 Changes from: September 16, 2014 Total Change is: 15,850 -2,547 -6,071 870 9,292 34,046 -4,200 10,735 -9,036 2,944 -3,402 2,386 -461 2,619 -4,628 Percent of Open Interest Represented by Each Category of Trader 1.7 9.7 1.5 41.2 20.7 16.1 16.0 21.8 2.6 2.6 8.4 0.1 18.3 19.2 Number of Traders in Each Category Total Traders: 184 10 16 4 34 38 39 34 29 15 8 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 506,049 Positions 28,871 64,480 1,821 244,516 36,009 86,836 24,714 200,048 7,786 7,074 12,766 60 104,371 96,243 Changes from: September 16, 2014 Total Change is: -3,103 3,173 -8,664 464 415 -3,049 768 494 12,410 -6,727 -2,733 -1,609 -32 1,075 3,336 Percent of Open Interest Represented by Each Category of Trader 5.7 12.7 0.4 48.3 7.1 17.2 4.9 39.5 1.5 1.4 2.5 0.0 20.6 19.0 Number of Traders in Each Category Total Traders: 78 . 5 . 36 10 23 6 12 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 1,679,072 Positions 124,814 229,409 2,499 264,703 492,225 71,647 906,666 519,826 32,157 166,399 172,634 5,249 104,938 153,426 Changes from: September 16, 2014 Total Change is: 117,574 12,116 -23,209 -3,801 18,445 17,824 -822 63,550 73,483 3,343 23,123 48,242 -28 1,648 2,542 Percent of Open Interest Represented by Each Category of Trader 7.4 13.7 0.1 15.8 29.3 4.3 54.0 31.0 1.9 9.9 10.3 0.3 6.2 9.1 Number of Traders in Each Category Total Traders: 268 14 29 6 35 53 33 46 36 26 17 38 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 2,649,936 Positions 106,498 184,551 38,895 949,346 843,337 311,067 518,405 510,571 57,579 376,734 167,343 35,192 256,220 501,401 Changes from: September 16, 2014 Total Change is: -9,414 -16,924 4,024 2,656 -35,462 -34,312 29,172 29,551 7,059 -21,181 25,841 -3,797 2,223 -25,290 4,742 Percent of Open Interest Represented by Each Category of Trader 4.0 7.0 1.5 35.8 31.8 11.7 19.6 19.3 2.2 14.2 6.3 1.3 9.7 18.9 Number of Traders in Each Category Total Traders: 359 24 33 13 37 74 60 47 71 41 19 54 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 2,127,285 Positions 305,477 118,769 27,701 319,179 720,958 310,117 643,179 315,021 54,031 218,414 187,642 31,222 217,965 361,824 Changes from: September 16, 2014 Total Change is: 15,248 43,142 -2,089 5,027 -70,918 -2,249 7,844 53,857 24,741 -6,709 -14,085 -2,873 -1,422 -1,488 -7,022 Percent of Open Interest Represented by Each Category of Trader 14.4 5.6 1.3 15.0 33.9 14.6 30.2 14.8 2.5 10.3 8.8 1.5 10.2 17.0 Number of Traders in Each Category Total Traders: 296 24 28 11 34 61 46 43 52 28 18 36 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 583,182 Positions 240,559 121,081 161,995 0 4,840 6,622 10,242 105,999 75,767 15,364 13,070 35,432 37,201 58,376 Changes from: September 16, 2014 Total Change is: 25,247 11,817 4,527 8,803 0 -1,501 1,835 -3,669 5,817 383 5,329 -968 158 591 6,193 Percent of Open Interest Represented by Each Category of Trader 41.2 20.8 27.8 0.0 0.8 1.1 1.8 18.2 13.0 2.6 2.2 6.1 6.4 10.0 Number of Traders in Each Category Total Traders: 92 12 27 32 0 . . 7 27 20 . 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 is13,167,272 Positions 2,479,302 1,484,955 2,681,938 2,214,153 1,019,944 460,856 1,332,431 2,806,135 2,327,015 475,555 641,778 445,823 750,199 1,298,828 Changes from: September 16, 2014 Total Change is: 259,367 -31,022 -79 66,698 -44,871 -42,846 58,540 121,432 122,585 25,959 52,578 -21,534 14,192 -4,139 35,852 Percent of Open Interest Represented by Each Category of Trader 18.8 11.3 20.4 16.8 7.7 3.5 10.1 21.3 17.7 3.6 4.9 3.4 5.7 9.9 Number of Traders in Each Category Total Traders: 319 30 53 78 11 27 24 39 88 98 11 43 40 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 51,524 Positions 37,327 4,561 0 7,022 15,227 4,915 1,400 18,041 209 525 8,327 0 126 244 Changes from: September 16, 2014 Total Change is: -3,078 -1,340 -56 0 77 -271 -15 -1,624 -2,257 -55 -169 -425 0 48 1 Percent of Open Interest Represented by Each Category of Trader 72.4 8.9 0.0 13.6 29.6 9.5 2.7 35.0 0.4 1.0 16.2 0.0 0.2 0.5 Number of Traders in Each Category Total Traders: 47 5 7 0 . 10 . 4 10 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 45,206 Positions 34,369 8,357 0 0 11,981 1,378 5,286 9,758 3,283 749 10,132 0 141 317 Changes from: September 16, 2014 Total Change is: 5,838 2,361 1,464 0 0 -101 0 2,427 3,875 353 644 191 0 53 56 Percent of Open Interest Represented by Each Category of Trader 76.0 18.5 0.0 0.0 26.5 3.0 11.7 21.6 7.3 1.7 22.4 0.0 0.3 0.7 Number of Traders in Each Category Total Traders: 47 4 6 0 0 14 . . 7 . 4 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 93,016 Positions 13,275 56,464 559 12,996 380 147 36,007 31,038 1,562 18,298 304 15 10,157 2,547 Changes from: September 16, 2014 Total Change is: 2,086 -731 333 0 -462 0 22 653 509 503 1,088 -440 15 998 1,144 Percent of Open Interest Represented by Each Category of Trader 14.3 60.7 0.6 14.0 0.4 0.2 38.7 33.4 1.7 19.7 0.3 0.0 10.9 2.7 Number of Traders in Each Category Total Traders: 169 9 . . 17 . . 50 15 5 72 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 389,039 Positions 80,367 38,482 36,042 56,061 24,871 25,654 69,771 126,875 54,064 10,339 10,892 34,030 22,711 38,129 Changes from: September 16, 2014 Total Change is: -24,438 3,688 -3,501 -22,206 3,204 -7,574 -2,920 -3,192 5,675 2,934 -3,223 1,731 -4,208 1,485 5,631 Percent of Open Interest Represented by Each Category of Trader 20.7 9.9 9.3 14.4 6.4 6.6 17.9 32.6 13.9 2.7 2.8 8.7 5.8 9.8 Number of Traders in Each Category Total Traders: 197 19 17 22 10 15 11 43 46 55 16 17 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 23, 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 10,731 Positions 341 3,138 0 2,661 728 528 6,615 5,280 307 30 750 0 249 0 Changes from: September 16, 2014 Total Change is: -3,494 -402 238 -238 -1,705 652 -342 420 -3,221 -1,329 0 750 0 102 -4 Percent of Open Interest Represented by Each Category of Trader 3.2 29.2 0.0 24.8 6.8 4.9 61.6 49.2 2.9 0.3 7.0 0.0 2.3 0.0 Number of Traders in Each Category Total Traders: 23 . . 0 4 . . 9 . . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 26, 2014