Traders in Financial Futures - Futures Only Positions as of September 30, 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 89,376 Positions 7,131 6,665 1,553 19,222 5,105 1 20,147 35,510 3,931 12,623 2,251 248 24,520 34,112 Changes from: September 23, 2014 Total Change is: 12,846 2,350 -1,406 254 3,053 1,313 -315 5,087 10,704 486 140 59 212 1,579 1,539 Percent of Open Interest Represented by Each Category of Trader 8.0 7.5 1.7 21.5 5.7 0.0 22.5 39.7 4.4 14.1 2.5 0.3 27.4 38.2 Number of Traders in Each Category Total Traders: 81 . 5 . 6 6 . 18 27 9 10 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,223 Positions 35,129 3,032 77 610 3,277 443 13,490 24,816 239 503 0 0 6,732 25,339 Changes from: September 23, 2014 Total Change is: 5,099 1,809 631 -24 -443 269 439 3,716 3,497 78 0 0 0 -476 209 Percent of Open Interest Represented by Each Category of Trader 61.4 5.3 0.1 1.1 5.7 0.8 23.6 43.4 0.4 0.9 0.0 0.0 11.8 44.3 Number of Traders in Each Category Total Traders: 46 7 . . . 5 . 12 18 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 132,369 Positions 9,989 12,717 376 12,959 36,135 3,672 75,814 31,702 2,586 6,006 17,455 40 20,927 27,686 Changes from: September 23, 2014 Total Change is: -1,692 -5,097 4,694 -83 1,149 1,653 -507 1,938 -5,198 -123 -138 2,128 0 1,169 -4,256 Percent of Open Interest Represented by Each Category of Trader 7.5 9.6 0.3 9.8 27.3 2.8 57.3 23.9 2.0 4.5 13.2 0.0 15.8 20.9 Number of Traders in Each Category Total Traders: 105 4 11 . 6 16 5 28 24 12 6 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 239,477 Positions 140,967 7,629 275 31,952 33,894 323 35,592 130,165 2,870 12,311 7,535 525 14,662 56,261 Changes from: September 23, 2014 Total Change is: 17,263 13,481 3,040 274 -650 4,875 16 5,176 5,902 369 359 4,311 134 -1,896 -1,658 Percent of Open Interest Represented by Each Category of Trader 58.9 3.2 0.1 13.3 14.2 0.1 14.9 54.4 1.2 5.1 3.1 0.2 6.1 23.5 Number of Traders in Each Category Total Traders: 137 16 6 . 9 21 4 19 52 8 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 409,986 Positions 199,628 27,283 5,346 44,090 83,564 9,169 65,812 164,819 5,773 44,981 29,149 1,062 34,125 83,821 Changes from: September 23, 2014 Total Change is: 11,049 6,326 8,058 1,322 5 3,714 1,096 3,999 -5,567 -1,252 -1,515 1,785 -92 1,160 1,985 Percent of Open Interest Represented by Each Category of Trader 48.7 6.7 1.3 10.8 20.4 2.2 16.1 40.2 1.4 11.0 7.1 0.3 8.3 20.4 Number of Traders in Each Category Total Traders: 229 18 15 6 17 27 15 31 62 14 23 36 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 118,488 Positions 44,470 17,003 7 1,440 14,072 1,000 47,917 29,047 588 3,602 22,276 147 19,317 34,348 Changes from: September 23, 2014 Total Change is: 12,732 18,308 -997 7 15 1,324 -74 -6,819 5,880 58 2,575 1,750 -45 -1,293 4,829 Percent of Open Interest Represented by Each Category of Trader 37.5 14.3 0.0 1.2 11.9 0.8 40.4 24.5 0.5 3.0 18.8 0.1 16.3 29.0 Number of Traders in Each Category Total Traders: 95 9 7 . . 10 4 25 28 7 4 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 35,232 Positions 20,960 20,160 3,153 0 2,442 0 7,962 5,776 1,228 515 871 973 441 629 Changes from: September 23, 2014 Total Change is: 2,862 2,319 1,185 -199 0 495 0 391 1,183 0 254 0 0 97 198 Percent of Open Interest Represented by Each Category of Trader 59.5 57.2 8.9 0.0 6.9 0.0 22.6 16.4 3.5 1.5 2.5 2.8 1.3 1.8 Number of Traders in Each Category Total Traders: 22 5 8 6 0 . 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 148,678 Positions 40,734 53,351 1 52,387 590 0 47,203 83,012 1,960 2,301 3,944 0 4,092 5,820 Changes from: September 23, 2014 Total Change is: -2,641 7,973 -9,307 1 -323 -21 0 -9,418 4,751 182 50 -435 0 -1,106 2,188 Percent of Open Interest Represented by Each Category of Trader 27.4 35.9 0.0 35.2 0.4 0.0 31.7 55.8 1.3 1.5 2.7 0.0 2.8 3.9 Number of Traders in Each Category Total Traders: 109 5 13 . 5 . 0 16 50 6 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 63,322 Positions 19,329 41,551 6,326 2,990 0 0 1,910 5,370 3,271 22,565 100 6,025 906 679 Changes from: September 23, 2014 Total Change is: 2,522 8,029 -330 80 -371 0 0 -5,190 3,195 -643 752 100 0 -135 120 Percent of Open Interest Represented by Each Category of Trader 30.5 65.6 10.0 4.7 0.0 0.0 3.0 8.5 5.2 35.6 0.2 9.5 1.4 1.1 Number of Traders in Each Category Total Traders: 27 5 5 4 . 0 0 . 6 4 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 18,209 Positions 3,082 2,589 7 1,388 0 0 10,205 9,249 427 748 1,379 0 2,352 4,558 Changes from: September 23, 2014 Total Change is: 2,063 828 -1,014 6 -125 0 0 1,026 1,798 231 252 623 0 -155 419 Percent of Open Interest Represented by Each Category of Trader 16.9 14.2 0.0 7.6 0.0 0.0 56.0 50.8 2.3 4.1 7.6 0.0 12.9 25.0 Number of Traders in Each Category Total Traders: 64 5 7 . . 0 0 16 22 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 69,201 Positions 22,340 44,332 370 4,913 2,733 178 28,848 7,130 1,606 2,709 4,337 48 8,190 8,469 Changes from: September 23, 2014 Total Change is: 1,451 793 3,391 -34 118 49 21 434 -979 -139 -124 -1,873 0 382 1,014 Percent of Open Interest Represented by Each Category of Trader 32.3 64.1 0.5 7.1 3.9 0.3 41.7 10.3 2.3 3.9 6.3 0.1 11.8 12.2 Number of Traders in Each Category Total Traders: 113 15 17 . 9 . 4 32 17 . 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 138,401 Positions 44,680 88,663 740 9,825 5,465 356 57,696 14,260 3,211 5,418 8,673 96 16,379 16,937 Changes from: September 23, 2014 Total Change is: 2,901 1,586 6,782 -68 235 98 42 867 -1,958 -278 -247 -3,745 0 764 2,028 Percent of Open Interest Represented by Each Category of Trader 32.3 64.1 0.5 7.1 3.9 0.3 41.7 10.3 2.3 3.9 6.3 0.1 11.8 12.2 Number of Traders in Each Category Total Traders: 113 15 17 . 9 . 4 32 17 . 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 688,127 Positions 40,900 183,106 12,087 325,304 121,789 54,782 97,024 186,066 22,705 42,074 43,896 2,307 90,943 61,388 Changes from: September 23, 2014 Total Change is: 1,092 -3,022 -4,286 1,138 -6,479 2,583 1,686 4,182 1,422 526 -233 -2,283 40 3,254 265 Percent of Open Interest Represented by Each Category of Trader 5.9 26.6 1.8 47.3 17.7 8.0 14.1 27.0 3.3 6.1 6.4 0.3 13.2 8.9 Number of Traders in Each Category Total Traders: 572 34 38 19 123 59 77 83 129 72 50 56 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 128,148 Positions 7,387 63,020 2,373 57,820 29,660 2,468 4,881 7,454 318 11,079 7,608 0 41,822 15,247 Changes from: September 23, 2014 Total Change is: 915 2,059 1,683 -1,685 146 6 -109 -964 1,483 -38 244 -69 0 1,262 -356 Percent of Open Interest Represented by Each Category of Trader 5.8 49.2 1.9 45.1 23.1 1.9 3.8 5.8 0.2 8.6 5.9 0.0 32.6 11.9 Number of Traders in Each Category Total Traders: 76 5 10 4 17 7 8 11 15 . 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,799,895 Positions 200,183 633,049 15,951 1,352,881 476,107 246,109 473,681 906,028 98,970 154,977 181,441 11,536 245,607 230,704 Changes from: September 23, 2014 Total Change is: 883 -14,202 -18,640 2,908 -33,875 12,138 9,724 22,643 -3,392 5,910 -2,385 -11,071 202 9,958 3,104 Percent of Open Interest Represented by Each Category of Trader 7.1 22.6 0.6 48.3 17.0 8.8 16.9 32.4 3.5 5.5 6.5 0.4 8.8 8.2 Number of Traders in Each Category Total Traders: 561 38 34 15 119 57 73 81 129 65 48 55 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 98,921 Positions 12,658 34,407 150 44,406 43,434 1,914 21,609 12,822 1,928 1,007 401 0 15,249 3,865 Changes from: September 23, 2014 Total Change is: 3,733 4,779 -571 -22 -34 2,077 33 -5,122 370 1,187 -147 0 0 3,059 659 Percent of Open Interest Represented by Each Category of Trader 12.8 34.8 0.2 44.9 43.9 1.9 21.8 13.0 1.9 1.0 0.4 0.0 15.4 3.9 Number of Traders in Each Category Total Traders: 95 8 11 . 33 10 13 20 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 75,621 Positions 2,960 49,058 642 36,546 6,090 813 25,164 9,126 831 1,513 3,732 176 6,977 5,153 Changes from: September 23, 2014 Total Change is: 54 -980 613 78 -1,096 109 -130 1,994 -66 -477 -496 -75 -36 1,198 38 Percent of Open Interest Represented by Each Category of Trader 3.9 64.9 0.8 48.3 8.1 1.1 33.3 12.1 1.1 2.0 4.9 0.2 9.2 6.8 Number of Traders in Each Category Total Traders: 246 17 24 . 29 19 14 66 46 12 11 34 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 378,107 Positions 14,802 245,288 3,210 182,728 30,451 4,065 125,818 45,632 4,153 7,566 18,661 880 34,885 25,767 Changes from: September 23, 2014 Total Change is: 269 -4,901 3,065 392 -5,482 546 -648 9,968 -331 -2,387 -2,480 -375 -181 5,988 188 Percent of Open Interest Represented by Each Category of Trader 3.9 64.9 0.8 48.3 8.1 1.1 33.3 12.1 1.1 2.0 4.9 0.2 9.2 6.8 Number of Traders in Each Category Total Traders: 246 17 24 . 29 19 14 66 46 12 11 34 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 400,969 Positions 130,464 25,288 23,122 124,144 150,952 17,941 67,449 142,878 11,391 7,025 10,453 0 19,433 18,944 Changes from: September 23, 2014 Total Change is: 3,752 9,175 -3,656 588 -6,001 1,751 709 -4,334 564 3,993 -432 -223 0 54 26 Percent of Open Interest Represented by Each Category of Trader 32.5 6.3 5.8 31.0 37.6 4.5 16.8 35.6 2.8 1.8 2.6 0.0 4.8 4.7 Number of Traders in Each Category Total Traders: 254 22 7 . 52 47 29 28 65 15 12 21 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 63,635 Positions 2,778 24,230 200 31,184 0 46 13,206 17,684 271 4,275 920 0 11,675 20,284 Changes from: September 23, 2014 Total Change is: -856 91 -236 0 -357 0 6 -1,335 -1,173 221 -49 -433 0 567 759 Percent of Open Interest Represented by Each Category of Trader 4.4 38.1 0.3 49.0 0.0 0.1 20.8 27.8 0.4 6.7 1.4 0.0 18.3 31.9 Number of Traders in Each Category Total Traders: 65 5 8 . 22 0 . 10 12 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 104,548 Positions 40,398 14,818 1,387 9,448 1,761 1,053 35,753 8,935 590 4,662 500 0 11,257 75,504 Changes from: September 23, 2014 Total Change is: 2,145 1,739 -1,039 468 -635 137 33 -1,741 2,518 -259 999 500 0 1,541 -213 Percent of Open Interest Represented by Each Category of Trader 38.6 14.2 1.3 9.0 1.7 1.0 34.2 8.5 0.6 4.5 0.5 0.0 10.8 72.2 Number of Traders in Each Category Total Traders: 85 17 8 . 8 . 4 29 11 5 9 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 114,883 Positions 7,316 74,865 700 64,105 23,736 5,336 26,297 3,781 3,807 1,486 521 0 5,836 2,137 Changes from: September 23, 2014 Total Change is: 683 724 69 290 -2,171 1,607 -64 1,030 -554 405 124 0 0 345 -1,070 Percent of Open Interest Represented by Each Category of Trader 6.4 65.2 0.6 55.8 20.7 4.6 22.9 3.3 3.3 1.3 0.5 0.0 5.1 1.9 Number of Traders in Each Category Total Traders: 93 7 12 . 36 13 14 16 . 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 344,123 Positions 25,249 186,221 3,974 120,353 31,102 53,710 96,429 48,779 2,047 21,701 9,716 493 20,167 8,081 Changes from: September 23, 2014 Total Change is: -6,051 -7,532 -16,668 296 -9,027 -3,465 6,160 459 4,343 -276 526 347 239 3,104 2,973 Percent of Open Interest Represented by Each Category of Trader 7.3 54.1 1.2 35.0 9.0 15.6 28.0 14.2 0.6 6.3 2.8 0.1 5.9 2.3 Number of Traders in Each Category Total Traders: 214 16 24 6 62 22 31 38 13 8 26 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 869,246 Positions 6,838 67,537 7,418 383,704 193,676 136,911 132,357 209,503 18,864 21,766 63,605 3,317 158,071 168,415 Changes from: September 23, 2014 Total Change is: 12,982 -7,970 -15,176 -5,805 31,123 16,336 -614 -4,829 23,011 -3,029 -285 -8,457 2,680 1,711 4,036 Percent of Open Interest Represented by Each Category of Trader 0.8 7.8 0.9 44.1 22.3 15.8 15.2 24.1 2.2 2.5 7.3 0.4 18.2 19.4 Number of Traders in Each Category Total Traders: 180 5 16 . 33 40 43 34 30 17 9 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 514,574 Positions 28,101 64,548 843 252,107 37,028 86,050 25,802 208,752 8,342 5,410 13,024 60 107,859 95,927 Changes from: September 23, 2014 Total Change is: 8,525 -770 68 -978 7,591 1,019 -786 1,088 8,704 556 -1,664 258 0 3,488 -316 Percent of Open Interest Represented by Each Category of Trader 5.5 12.5 0.2 49.0 7.2 16.7 5.0 40.6 1.6 1.1 2.5 0.0 21.0 18.6 Number of Traders in Each Category Total Traders: 82 . 7 . 37 10 23 7 13 10 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 1,612,005 Positions 107,085 199,506 1,708 281,224 503,427 70,806 866,914 479,456 26,773 147,505 172,614 6,793 103,197 150,922 Changes from: September 23, 2014 Total Change is: -67,067 -17,729 -29,903 -791 16,521 11,202 -841 -39,752 -40,370 -5,384 -18,894 -20 1,544 -1,741 -2,504 Percent of Open Interest Represented by Each Category of Trader 6.6 12.4 0.1 17.4 31.2 4.4 53.8 29.7 1.7 9.2 10.7 0.4 6.4 9.4 Number of Traders in Each Category Total Traders: 265 14 25 4 35 52 34 43 41 22 15 40 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,731,029 Positions 103,901 166,359 26,821 1,037,278 811,115 346,632 483,601 581,677 51,789 373,464 214,179 37,328 270,215 495,129 Changes from: September 23, 2014 Total Change is: 81,093 -2,597 -18,192 -12,074 87,932 -32,222 35,565 -34,804 71,106 -5,790 -3,270 46,836 2,136 13,995 -6,272 Percent of Open Interest Represented by Each Category of Trader 3.8 6.1 1.0 38.0 29.7 12.7 17.7 21.3 1.9 13.7 7.8 1.4 9.9 18.1 Number of Traders in Each Category Total Traders: 361 20 34 7 38 77 63 39 75 48 19 59 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 2,095,841 Positions 235,515 123,355 21,662 449,773 678,563 320,469 610,132 287,303 61,682 141,837 195,220 32,238 222,533 375,349 Changes from: September 23, 2014 Total Change is: -31,444 -69,962 4,586 -6,039 130,594 -42,395 10,352 -33,047 -27,718 7,651 -76,577 7,578 1,016 4,568 13,525 Percent of Open Interest Represented by Each Category of Trader 11.2 5.9 1.0 21.5 32.4 15.3 29.1 13.7 2.9 6.8 9.3 1.5 10.6 17.9 Number of Traders in Each Category Total Traders: 299 19 28 7 40 56 47 45 58 26 12 41 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 600,910 Positions 235,387 123,716 172,085 0 4,824 7,934 8,763 97,918 83,836 18,169 13,640 37,610 37,126 59,347 Changes from: September 23, 2014 Total Change is: 17,728 -5,172 2,635 10,090 0 -16 1,312 -1,479 -8,081 8,069 2,805 570 2,178 -75 971 Percent of Open Interest Represented by Each Category of Trader 39.2 20.6 28.6 0.0 0.8 1.3 1.5 16.3 14.0 3.0 2.3 6.3 6.2 9.9 Number of Traders in Each Category Total Traders: 94 10 30 32 0 . . 6 28 22 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 is12,944,395 Positions 2,763,487 1,295,856 2,718,145 1,345,300 942,892 489,000 1,443,840 2,711,316 2,398,855 579,089 633,034 450,502 756,177 1,304,795 Changes from: September 23, 2014 Total Change is: -222,877 284,185 -189,099 36,207 -868,853 -77,052 28,144 111,409 -94,819 71,840 103,534 -8,744 4,679 5,978 5,967 Percent of Open Interest Represented by Each Category of Trader 21.3 10.0 21.0 10.4 7.3 3.8 11.2 20.9 18.5 4.5 4.9 3.5 5.8 10.1 Number of Traders in Each Category Total Traders: 322 33 52 80 11 26 25 42 87 99 13 44 40 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 51,427 Positions 36,187 4,539 0 7,354 14,204 4,915 2,305 18,978 201 315 8,341 0 150 249 Changes from: September 23, 2014 Total Change is: -97 -1,140 -22 0 332 -1,023 0 905 937 -8 -210 14 0 24 5 Percent of Open Interest Represented by Each Category of Trader 70.4 8.8 0.0 14.3 27.6 9.6 4.5 36.9 0.4 0.6 16.2 0.0 0.3 0.5 Number of Traders in Each Category Total Traders: 46 5 7 0 . 10 . 5 8 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 46,220 Positions 37,481 8,134 0 0 12,202 1,332 3,865 10,094 3,233 135 10,912 0 174 313 Changes from: September 23, 2014 Total Change is: 1,014 3,112 -223 0 0 221 -46 -1,421 336 -50 -614 780 0 33 -4 Percent of Open Interest Represented by Each Category of Trader 81.1 17.6 0.0 0.0 26.4 2.9 8.4 21.8 7.0 0.3 23.6 0.0 0.4 0.7 Number of Traders in Each Category Total Traders: 47 . 7 0 0 14 . . 10 . . 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 95,588 Positions 13,596 56,357 559 12,087 0 145 33,916 34,000 1,961 22,400 285 13 10,911 2,268 Changes from: September 23, 2014 Total Change is: 2,572 321 -107 0 -909 -380 -2 -2,091 2,962 399 4,102 -19 -2 754 -279 Percent of Open Interest Represented by Each Category of Trader 14.2 59.0 0.6 12.6 0.0 0.2 35.5 35.6 2.1 23.4 0.3 0.0 11.4 2.4 Number of Traders in Each Category Total Traders: 183 9 . . 16 0 . 52 18 5 82 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 358,837 Positions 73,712 33,017 42,437 35,662 27,787 27,545 55,488 91,934 57,353 11,045 11,906 32,768 22,827 34,090 Changes from: September 23, 2014 Total Change is: -30,202 -6,655 -5,465 6,395 -20,399 2,916 1,891 -14,283 -34,941 3,289 706 1,014 -1,262 116 -4,039 Percent of Open Interest Represented by Each Category of Trader 20.5 9.2 11.8 9.9 7.7 7.7 15.5 25.6 16.0 3.1 3.3 9.1 6.4 9.5 Number of Traders in Each Category Total Traders: 183 16 18 23 9 15 10 38 42 52 10 20 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of September 30, 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 11,174 Positions 377 3,138 0 2,061 728 485 7,658 5,740 307 25 750 0 261 26 Changes from: September 23, 2014 Total Change is: 443 36 0 0 -600 0 -43 1,043 460 0 -5 0 0 12 26 Percent of Open Interest Represented by Each Category of Trader 3.4 28.1 0.0 18.4 6.5 4.3 68.5 51.4 2.7 0.2 6.7 0.0 2.3 0.2 Number of Traders in Each Category Total Traders: 24 . . 0 4 . . 9 4 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 3, 2014