Traders in Financial Futures - Futures Only Positions as of October 7, 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 100,900 Positions 10,358 5,313 2,161 19,746 3,984 2 25,768 45,060 6,124 13,979 2,315 62 22,700 35,879 Changes from: September 30, 2014 Total Change is: 11,524 3,227 -1,352 608 524 -1,121 1 5,621 9,550 2,193 1,356 64 -186 -1,820 1,767 Percent of Open Interest Represented by Each Category of Trader 10.3 5.3 2.1 19.6 3.9 0.0 25.5 44.7 6.1 13.9 2.3 0.1 22.5 35.6 Number of Traders in Each Category Total Traders: 80 5 5 4 5 5 . 19 25 9 10 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 60,516 Positions 35,977 3,555 162 1,199 3,331 443 16,308 28,198 170 503 0 0 5,754 24,657 Changes from: September 30, 2014 Total Change is: 3,293 848 523 85 589 54 0 2,818 3,382 -69 0 0 0 -978 -682 Percent of Open Interest Represented by Each Category of Trader 59.5 5.9 0.3 2.0 5.5 0.7 26.9 46.6 0.3 0.8 0.0 0.0 9.5 40.7 Number of Traders in Each Category Total Traders: 47 7 . . . 5 . 12 18 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 129,666 Positions 19,469 14,584 43 12,295 36,422 3,999 65,834 26,095 2,632 4,728 15,424 1,541 19,125 28,926 Changes from: September 30, 2014 Total Change is: -2,703 9,480 1,867 -333 -664 287 327 -9,980 -5,607 46 -1,278 -2,031 1,501 -1,802 1,240 Percent of Open Interest Represented by Each Category of Trader 15.0 11.2 0.0 9.5 28.1 3.1 50.8 20.1 2.0 3.6 11.9 1.2 14.7 22.3 Number of Traders in Each Category Total Traders: 108 6 9 . 8 16 6 27 28 10 5 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 223,255 Positions 123,682 4,361 682 32,080 31,997 579 27,877 117,443 3,286 13,026 6,973 1,441 20,602 56,493 Changes from: September 30, 2014 Total Change is: -16,222 -17,285 -3,268 407 128 -1,897 256 -7,715 -12,722 416 715 -562 916 5,940 232 Percent of Open Interest Represented by Each Category of Trader 55.4 2.0 0.3 14.4 14.3 0.3 12.5 52.6 1.5 5.8 3.1 0.6 9.2 25.3 Number of Traders in Each Category Total Traders: 127 15 4 . 10 18 6 17 47 13 7 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 425,656 Positions 219,948 29,711 7,581 41,963 86,477 11,019 60,122 166,201 6,370 41,845 28,387 4,309 32,499 85,601 Changes from: September 30, 2014 Total Change is: 15,670 20,320 2,428 2,235 -2,127 2,913 1,850 -5,690 1,382 597 -3,136 -762 3,247 -1,626 1,780 Percent of Open Interest Represented by Each Category of Trader 51.7 7.0 1.8 9.9 20.3 2.6 14.1 39.0 1.5 9.8 6.7 1.0 7.6 20.1 Number of Traders in Each Category Total Traders: 221 19 13 8 16 29 17 28 59 18 22 35 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 129,561 Positions 64,159 14,773 0 1,440 11,825 986 39,513 42,535 460 5,040 22,398 119 17,844 36,465 Changes from: September 30, 2014 Total Change is: 11,073 19,689 -2,230 -7 0 -2,247 -14 -8,404 13,488 -128 1,438 122 -28 -1,473 2,117 Percent of Open Interest Represented by Each Category of Trader 49.5 11.4 0.0 1.1 9.1 0.8 30.5 32.8 0.4 3.9 17.3 0.1 13.8 28.1 Number of Traders in Each Category Total Traders: 95 9 6 0 . 8 4 19 32 4 7 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 36,521 Positions 22,134 20,160 3,182 0 2,478 0 8,049 7,133 1,228 515 871 973 440 496 Changes from: September 30, 2014 Total Change is: 1,289 1,174 0 29 0 36 0 87 1,357 0 0 0 0 -1 -133 Percent of Open Interest Represented by Each Category of Trader 60.6 55.2 8.7 0.0 6.8 0.0 22.0 19.5 3.4 1.4 2.4 2.7 1.2 1.4 Number of Traders in Each Category Total Traders: 26 7 8 7 0 . 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 147,139 Positions 43,992 58,079 70 52,401 612 0 42,096 77,603 1,660 2,756 3,915 0 4,164 5,200 Changes from: September 30, 2014 Total Change is: -1,539 3,258 4,728 69 14 22 0 -5,107 -5,409 -300 455 -29 0 72 -620 Percent of Open Interest Represented by Each Category of Trader 29.9 39.5 0.0 35.6 0.4 0.0 28.6 52.7 1.1 1.9 2.7 0.0 2.8 3.5 Number of Traders in Each Category Total Traders: 113 6 13 . 4 . 0 21 48 7 10 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 45,481 Positions 4,787 25,117 6,152 2,237 0 0 1,570 5,269 2,095 21,784 0 6,025 831 823 Changes from: September 30, 2014 Total Change is: -17,841 -14,542 -16,434 -174 -753 0 0 -340 -101 -1,176 -781 -100 0 -75 144 Percent of Open Interest Represented by Each Category of Trader 10.5 55.2 13.5 4.9 0.0 0.0 3.5 11.6 4.6 47.9 0.0 13.2 1.8 1.8 Number of Traders in Each Category Total Traders: 22 4 4 . . 0 0 4 5 . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 19,214 Positions 5,231 3,877 5 1,462 116 0 9,522 9,227 423 522 1,254 0 2,049 4,312 Changes from: September 30, 2014 Total Change is: 1,005 2,149 1,288 -2 74 116 0 -683 -22 -4 -226 -125 0 -303 -246 Percent of Open Interest Represented by Each Category of Trader 27.2 20.2 0.0 7.6 0.6 0.0 49.6 48.0 2.2 2.7 6.5 0.0 10.7 22.4 Number of Traders in Each Category Total Traders: 62 5 7 . 4 . 0 15 21 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 66,136 Positions 22,954 41,524 280 4,518 2,823 213 24,261 6,700 2,683 3,057 3,297 46 8,127 8,572 Changes from: September 30, 2014 Total Change is: -3,065 614 -2,808 -91 -395 91 35 -4,587 -430 1,077 348 -1,040 -3 -63 104 Percent of Open Interest Represented by Each Category of Trader 34.7 62.8 0.4 6.8 4.3 0.3 36.7 10.1 4.1 4.6 5.0 0.1 12.3 13.0 Number of Traders in Each Category Total Traders: 103 16 15 . 9 . 4 26 13 4 7 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 132,272 Positions 45,907 83,048 559 9,036 5,646 425 48,522 13,400 5,365 6,113 6,594 91 16,254 17,144 Changes from: September 30, 2014 Total Change is: -6,129 1,227 -5,615 -181 -789 181 69 -9,174 -860 2,154 695 -2,079 -5 -125 207 Percent of Open Interest Represented by Each Category of Trader 34.7 62.8 0.4 6.8 4.3 0.3 36.7 10.1 4.1 4.6 5.0 0.1 12.3 13.0 Number of Traders in Each Category Total Traders: 103 16 15 . 9 . 4 26 13 4 7 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 683,188 Positions 40,033 167,384 14,908 312,711 124,733 54,048 99,991 187,290 28,703 41,955 42,285 3,750 87,089 60,086 Changes from: September 30, 2014 Total Change is: -4,939 -867 -15,722 2,821 -12,593 2,944 -733 2,967 1,223 5,998 -120 -1,611 1,443 -3,855 -1,301 Percent of Open Interest Represented by Each Category of Trader 5.9 24.5 2.2 45.8 18.3 7.9 14.6 27.4 4.2 6.1 6.2 0.5 12.7 8.8 Number of Traders in Each Category Total Traders: 578 33 40 18 120 60 73 87 126 77 51 61 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 128,038 Positions 9,803 56,784 793 57,493 29,731 2,525 5,196 16,441 309 11,058 7,318 180 40,681 13,957 Changes from: September 30, 2014 Total Change is: -110 2,416 -6,236 -1,580 -327 71 57 315 8,987 -9 -21 -290 180 -1,141 -1,290 Percent of Open Interest Represented by Each Category of Trader 7.7 44.3 0.6 44.9 23.2 2.0 4.1 12.8 0.2 8.6 5.7 0.1 31.8 10.9 Number of Traders in Each Category Total Traders: 81 5 10 5 17 7 7 13 16 . 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 2,775,750 Positions 208,740 610,591 12,981 1,291,606 490,526 242,103 525,602 905,870 90,344 154,529 174,881 17,807 232,038 230,647 Changes from: September 30, 2014 Total Change is: -24,145 8,557 -22,458 -2,970 -61,275 14,419 -4,006 51,921 -158 -8,626 -448 -6,560 6,271 -13,569 -57 Percent of Open Interest Represented by Each Category of Trader 7.5 22.0 0.5 46.5 17.7 8.7 18.9 32.6 3.3 5.6 6.3 0.6 8.4 8.3 Number of Traders in Each Category Total Traders: 567 37 36 13 116 58 69 89 123 65 49 59 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 99,046 Positions 16,961 32,702 132 41,520 46,483 2,102 20,295 12,383 893 747 401 0 16,396 3,950 Changes from: September 30, 2014 Total Change is: 125 4,303 -1,705 -18 -2,886 3,049 188 -1,314 -439 -1,035 -260 0 0 1,147 85 Percent of Open Interest Represented by Each Category of Trader 17.1 33.0 0.1 41.9 46.9 2.1 20.5 12.5 0.9 0.8 0.4 0.0 16.6 4.0 Number of Traders in Each Category Total Traders: 92 8 10 . 34 11 14 17 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 75,014 Positions 3,462 49,095 629 35,527 6,991 853 26,075 7,924 618 1,570 4,210 63 6,217 4,630 Changes from: September 30, 2014 Total Change is: -607 501 38 -13 -1,019 901 40 912 -1,203 -213 57 478 -113 -760 -523 Percent of Open Interest Represented by Each Category of Trader 4.6 65.4 0.8 47.4 9.3 1.1 34.8 10.6 0.8 2.1 5.6 0.1 8.3 6.2 Number of Traders in Each Category Total Traders: 244 17 26 . 29 19 12 58 45 14 13 37 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 375,071 Positions 17,309 245,476 3,145 177,633 34,956 4,265 130,376 39,618 3,090 7,849 21,052 317 31,087 23,152 Changes from: September 30, 2014 Total Change is: -3,036 2,507 188 -65 -5,095 4,505 200 4,558 -6,014 -1,063 283 2,391 -563 -3,798 -2,615 Percent of Open Interest Represented by Each Category of Trader 4.6 65.4 0.8 47.4 9.3 1.1 34.8 10.6 0.8 2.1 5.6 0.1 8.3 6.2 Number of Traders in Each Category Total Traders: 244 17 26 . 29 19 12 58 45 14 13 37 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 421,340 Positions 141,871 17,638 26,504 114,914 174,321 25,628 74,406 131,930 11,534 7,420 13,260 5 19,058 20,520 Changes from: September 30, 2014 Total Change is: 20,371 11,407 -7,650 3,382 -9,230 23,369 7,687 6,957 -10,948 143 395 2,807 5 -375 1,576 Percent of Open Interest Represented by Each Category of Trader 33.7 4.2 6.3 27.3 41.4 6.1 17.7 31.3 2.7 1.8 3.1 0.0 4.5 4.9 Number of Traders in Each Category Total Traders: 249 23 7 4 49 47 25 29 58 16 13 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 55,637 Positions 1,728 23,828 186 30,095 0 88 7,413 12,066 0 4,891 893 0 11,236 18,576 Changes from: September 30, 2014 Total Change is: -7,998 -1,050 -402 -14 -1,089 0 42 -5,793 -5,618 -271 616 -27 0 -439 -1,708 Percent of Open Interest Represented by Each Category of Trader 3.1 42.8 0.3 54.1 0.0 0.2 13.3 21.7 0.0 8.8 1.6 0.0 20.2 33.4 Number of Traders in Each Category Total Traders: 61 . 7 . 20 0 . 10 9 0 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 98,042 Positions 43,372 16,121 1,801 9,188 1,576 1,085 25,472 9,718 1,989 5,548 1,076 40 9,547 64,636 Changes from: September 30, 2014 Total Change is: -6,506 2,974 1,303 414 -260 -185 32 -10,281 783 1,399 886 576 40 -1,710 -10,868 Percent of Open Interest Represented by Each Category of Trader 44.2 16.4 1.8 9.4 1.6 1.1 26.0 9.9 2.0 5.7 1.1 0.0 9.7 65.9 Number of Traders in Each Category Total Traders: 84 18 9 4 7 . . 23 11 7 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 118,144 Positions 6,942 74,211 753 66,820 26,487 5,493 28,345 3,861 3,621 489 730 0 5,681 2,988 Changes from: September 30, 2014 Total Change is: 3,261 -374 -654 53 2,715 2,751 157 2,048 80 -186 -997 209 0 -155 851 Percent of Open Interest Represented by Each Category of Trader 5.9 62.8 0.6 56.6 22.4 4.6 24.0 3.3 3.1 0.4 0.6 0.0 4.8 2.5 Number of Traders in Each Category Total Traders: 98 7 11 . 40 16 15 17 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 339,157 Positions 31,757 179,786 4,159 115,748 29,483 56,096 94,217 51,554 2,075 17,989 9,887 538 16,578 5,579 Changes from: September 30, 2014 Total Change is: -4,966 6,508 -6,435 185 -4,605 -1,619 2,386 -2,212 2,775 28 -3,712 171 45 -3,589 -2,502 Percent of Open Interest Represented by Each Category of Trader 9.4 53.0 1.2 34.1 8.7 16.5 27.8 15.2 0.6 5.3 2.9 0.2 4.9 1.6 Number of Traders in Each Category Total Traders: 209 17 21 6 63 19 32 40 14 10 23 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 898,894 Positions 11,920 88,402 3,451 392,751 187,159 131,342 148,176 203,044 15,612 21,589 91,372 928 173,125 177,584 Changes from: September 30, 2014 Total Change is: 29,648 5,082 20,865 -3,967 9,047 -6,517 -5,569 15,819 -6,459 -3,252 -177 27,767 -2,389 15,054 9,169 Percent of Open Interest Represented by Each Category of Trader 1.3 9.8 0.4 43.7 20.8 14.6 16.5 22.6 1.7 2.4 10.2 0.1 19.3 19.8 Number of Traders in Each Category Total Traders: 184 6 21 . 33 40 37 30 32 18 8 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 517,065 Positions 29,689 65,198 262 249,034 38,493 84,074 26,584 210,652 9,086 5,410 15,165 60 112,866 94,075 Changes from: September 30, 2014 Total Change is: 2,491 1,588 650 -581 -3,073 1,465 -1,976 782 1,900 744 0 2,141 0 5,007 -1,852 Percent of Open Interest Represented by Each Category of Trader 5.7 12.6 0.1 48.2 7.4 16.3 5.1 40.7 1.8 1.0 2.9 0.0 21.8 18.2 Number of Traders in Each Category Total Traders: 84 . 7 . 37 10 23 7 13 10 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 1,514,157 Positions 101,433 223,579 15,611 278,506 478,811 67,599 760,376 350,647 23,501 137,780 162,791 13,864 115,487 177,754 Changes from: September 30, 2014 Total Change is: -97,848 -5,652 24,073 13,903 -2,718 -24,616 -3,207 -106,538 -128,809 -3,272 -9,725 -9,823 7,071 12,290 26,832 Percent of Open Interest Represented by Each Category of Trader 6.7 14.8 1.0 18.4 31.6 4.5 50.2 23.2 1.6 9.1 10.8 0.9 7.6 11.7 Number of Traders in Each Category Total Traders: 265 15 29 5 38 48 33 46 35 23 18 35 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 2,708,628 Positions 90,254 182,102 21,984 1,042,155 811,294 347,982 481,383 513,899 70,841 315,382 226,786 39,508 299,139 494,232 Changes from: September 30, 2014 Total Change is: -22,401 -13,647 15,743 -4,837 4,877 179 1,350 -2,218 -67,778 19,052 -58,082 12,607 2,180 28,924 -897 Percent of Open Interest Represented by Each Category of Trader 3.3 6.7 0.8 38.5 30.0 12.8 17.8 19.0 2.6 11.6 8.4 1.5 11.0 18.2 Number of Traders in Each Category Total Traders: 374 17 41 8 36 83 57 43 77 50 19 58 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 2,079,846 Positions 187,401 158,595 12,992 461,902 601,259 340,190 607,673 265,358 63,452 135,686 217,802 31,824 238,726 388,374 Changes from: September 30, 2014 Total Change is: -15,995 -48,114 35,240 -8,670 12,129 -77,304 19,721 -2,459 -21,945 1,770 -6,151 22,582 -414 16,193 13,025 Percent of Open Interest Represented by Each Category of Trader 9.0 7.6 0.6 22.2 28.9 16.4 29.2 12.8 3.1 6.5 10.5 1.5 11.5 18.7 Number of Traders in Each Category Total Traders: 291 15 37 6 37 52 46 42 57 28 13 38 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 588,877 Positions 232,590 124,474 166,687 0 4,612 9,527 14,439 89,841 82,420 9,677 14,073 39,680 33,857 57,563 Changes from: September 30, 2014 Total Change is: -12,033 -2,797 758 -5,398 0 -212 1,593 5,676 -8,077 -1,416 -8,492 433 2,070 -3,269 -1,784 Percent of Open Interest Represented by Each Category of Trader 39.5 21.1 28.3 0.0 0.8 1.6 2.5 15.3 14.0 1.6 2.4 6.7 5.7 9.8 Number of Traders in Each Category Total Traders: 93 9 31 29 0 . . 8 27 24 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 is12,510,765 Positions 2,956,031 1,257,784 2,689,513 523,034 848,610 490,197 1,613,698 2,452,950 2,451,647 533,572 632,817 455,508 797,565 1,231,739 Changes from: September 30, 2014 Total Change is: -433,630 192,544 -38,072 -28,632 -822,266 -94,282 1,197 169,858 -258,366 52,792 -45,517 -217 5,006 41,388 -73,056 Percent of Open Interest Represented by Each Category of Trader 23.6 10.1 21.5 4.2 6.8 3.9 12.9 19.6 19.6 4.3 5.1 3.6 6.4 9.8 Number of Traders in Each Category Total Traders: 319 30 56 82 11 26 26 43 89 98 11 45 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 50,052 Positions 34,548 4,701 0 7,405 13,527 4,915 2,428 18,658 198 425 7,841 0 133 212 Changes from: September 30, 2014 Total Change is: -1,375 -1,639 162 0 51 -677 0 123 -320 -3 110 -500 0 -17 -37 Percent of Open Interest Represented by Each Category of Trader 69.0 9.4 0.0 14.8 27.0 9.8 4.9 37.3 0.4 0.8 15.7 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 44 5 8 0 . 10 . 4 6 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 46,623 Positions 37,801 9,505 0 0 12,211 1,323 3,708 9,595 3,333 240 10,346 0 218 310 Changes from: September 30, 2014 Total Change is: 403 320 1,371 0 0 9 -9 -157 -499 100 105 -566 0 44 -3 Percent of Open Interest Represented by Each Category of Trader 81.1 20.4 0.0 0.0 26.2 2.8 8.0 20.6 7.1 0.5 22.2 0.0 0.5 0.7 Number of Traders in Each Category Total Traders: 48 . 8 0 0 14 . 5 8 . . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 94,286 Positions 14,219 56,085 745 11,296 0 68 34,176 33,374 2,135 20,055 150 0 11,592 1,729 Changes from: September 30, 2014 Total Change is: -1,302 623 -272 186 -791 0 -77 260 -626 174 -2,345 -135 -13 681 -539 Percent of Open Interest Represented by Each Category of Trader 15.1 59.5 0.8 12.0 0.0 0.1 36.2 35.4 2.3 21.3 0.2 0.0 12.3 1.8 Number of Traders in Each Category Total Traders: 172 9 . . 15 0 . 49 23 6 72 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 365,241 Positions 72,690 48,644 42,791 38,247 26,535 30,561 53,536 79,092 59,132 9,261 12,014 35,480 23,543 30,992 Changes from: September 30, 2014 Total Change is: 6,404 -1,022 15,627 354 2,585 -1,252 3,016 -1,952 -12,842 1,779 -1,784 108 2,712 716 -3,098 Percent of Open Interest Represented by Each Category of Trader 19.9 13.3 11.7 10.5 7.3 8.4 14.7 21.7 16.2 2.5 3.3 9.7 6.4 8.5 Number of Traders in Each Category Total Traders: 187 16 19 24 8 18 10 34 51 56 9 16 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 7, 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 10,571 Positions 223 3,138 0 2,113 628 585 7,080 5,901 307 25 0 0 238 12 Changes from: September 30, 2014 Total Change is: -603 -154 0 0 52 -100 100 -578 161 0 0 -750 0 -23 -14 Percent of Open Interest Represented by Each Category of Trader 2.1 29.7 0.0 20.0 5.9 5.5 67.0 55.8 2.9 0.2 0.0 0.0 2.3 0.1 Number of Traders in Each Category Total Traders: 23 . . 0 4 . . 9 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 10, 2014