Traders in Financial Futures - Futures Only Positions as of October 14, 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 104,060 Positions 16,316 1,963 2,624 20,680 3,905 0 21,753 50,355 6,229 13,017 1,917 359 23,082 36,708 Changes from: October 7, 2014 Total Change is: 3,160 5,958 -3,350 463 934 -79 -2 -4,015 5,295 105 -962 -398 297 382 829 Percent of Open Interest Represented by Each Category of Trader 15.7 1.9 2.5 19.9 3.8 0.0 20.9 48.4 6.0 12.5 1.8 0.3 22.2 35.3 Number of Traders in Each Category Total Traders: 79 8 . 6 6 5 0 19 22 11 10 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 60,968 Positions 41,370 3,812 138 1,199 3,430 443 12,054 28,921 178 503 0 0 5,083 24,046 Changes from: October 7, 2014 Total Change is: 452 5,393 257 -24 0 99 0 -4,254 723 8 0 0 0 -671 -611 Percent of Open Interest Represented by Each Category of Trader 67.9 6.3 0.2 2.0 5.6 0.7 19.8 47.4 0.3 0.8 0.0 0.0 8.3 39.4 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 14, 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 138,471 Positions 38,987 16,869 425 8,678 42,199 3,426 58,279 24,035 2,992 5,240 15,567 1,907 18,537 31,051 Changes from: October 7, 2014 Total Change is: 8,805 19,518 2,285 382 -3,617 5,777 -573 -7,555 -2,060 360 512 143 366 -588 2,125 Percent of Open Interest Represented by Each Category of Trader 28.2 12.2 0.3 6.3 30.5 2.5 42.1 17.4 2.2 3.8 11.2 1.4 13.4 22.4 Number of Traders in Each Category Total Traders: 108 7 9 . 4 19 6 26 27 12 6 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 212,420 Positions 120,134 8,161 583 32,797 33,533 408 22,986 106,146 3,735 14,830 4,892 1,452 15,495 53,510 Changes from: October 7, 2014 Total Change is: -10,835 -3,548 3,800 -99 717 1,536 -171 -4,891 -11,297 449 1,804 -2,081 11 -5,107 -2,983 Percent of Open Interest Represented by Each Category of Trader 56.6 3.8 0.3 15.4 15.8 0.2 10.8 50.0 1.8 7.0 2.3 0.7 7.3 25.2 Number of Traders in Each Category Total Traders: 117 15 6 . 8 17 6 13 44 11 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 434,873 Positions 234,639 34,969 9,285 40,596 87,702 10,802 56,164 176,761 5,352 43,872 26,415 3,486 30,677 80,101 Changes from: October 7, 2014 Total Change is: 9,217 14,691 5,258 1,704 -1,367 1,225 -217 -3,958 10,560 -1,018 2,027 -1,972 -823 -1,822 -5,500 Percent of Open Interest Represented by Each Category of Trader 54.0 8.0 2.1 9.3 20.2 2.5 12.9 40.6 1.2 10.1 6.1 0.8 7.1 18.4 Number of Traders in Each Category Total Traders: 228 21 12 10 14 35 17 27 63 15 22 34 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 115,941 Positions 69,036 14,548 14 1,415 13,099 972 24,986 35,471 523 772 16,142 120 18,103 35,052 Changes from: October 7, 2014 Total Change is: -13,620 4,877 -225 14 -25 1,274 -14 -14,527 -7,064 63 -4,268 -6,256 1 259 -1,413 Percent of Open Interest Represented by Each Category of Trader 59.5 12.5 0.0 1.2 11.3 0.8 21.6 30.6 0.5 0.7 13.9 0.1 15.6 30.2 Number of Traders in Each Category Total Traders: 79 9 5 . . 9 . 16 29 8 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 39,197 Positions 25,586 20,887 2,998 0 2,381 0 7,139 9,167 1,228 771 871 973 502 692 Changes from: October 7, 2014 Total Change is: 2,676 3,452 727 -184 0 -97 0 -910 2,034 0 256 0 0 62 196 Percent of Open Interest Represented by Each Category of Trader 65.3 53.3 7.6 0.0 6.1 0.0 18.2 23.4 3.1 2.0 2.2 2.5 1.3 1.8 Number of Traders in Each Category Total Traders: 30 7 9 5 0 . 0 . 6 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 139,036 Positions 42,483 56,545 72 53,561 612 0 35,150 71,198 1,576 2,416 3,830 0 3,778 5,203 Changes from: October 7, 2014 Total Change is: -8,103 -1,509 -1,534 2 1,160 0 0 -6,946 -6,405 -84 -340 -85 0 -386 3 Percent of Open Interest Represented by Each Category of Trader 30.6 40.7 0.1 38.5 0.4 0.0 25.3 51.2 1.1 1.7 2.8 0.0 2.7 3.7 Number of Traders in Each Category Total Traders: 109 4 12 . 5 . 0 23 43 6 12 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 44,378 Positions 5,822 27,306 6,063 1,983 0 0 631 2,255 1,905 21,264 0 6,025 685 824 Changes from: October 7, 2014 Total Change is: -1,103 1,035 2,189 -89 -254 0 0 -939 -3,014 -190 -520 0 0 -146 1 Percent of Open Interest Represented by Each Category of Trader 13.1 61.5 13.7 4.5 0.0 0.0 1.4 5.1 4.3 47.9 0.0 13.6 1.5 1.9 Number of Traders in Each Category Total Traders: 23 . 7 . . 0 0 . 6 4 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 21,317 Positions 8,640 3,986 4 1,260 118 0 8,851 10,333 401 365 1,578 0 1,796 4,897 Changes from: October 7, 2014 Total Change is: 2,103 3,409 109 -1 -202 2 0 -671 1,106 -22 -157 324 0 -253 585 Percent of Open Interest Represented by Each Category of Trader 40.5 18.7 0.0 5.9 0.6 0.0 41.5 48.5 1.9 1.7 7.4 0.0 8.4 23.0 Number of Traders in Each Category Total Traders: 60 5 7 . 4 . 0 13 19 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 59,234 Positions 22,795 35,198 295 4,498 3,100 195 17,867 6,416 2,552 3,107 4,045 43 7,884 7,392 Changes from: October 7, 2014 Total Change is: -6,903 -159 -6,327 15 -21 277 -18 -6,395 -284 -131 51 748 -3 -244 -1,181 Percent of Open Interest Represented by Each Category of Trader 38.5 59.4 0.5 7.6 5.2 0.3 30.2 10.8 4.3 5.2 6.8 0.1 13.3 12.5 Number of Traders in Each Category Total Traders: 101 16 14 . 9 . 4 25 14 6 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 118,467 Positions 45,590 70,395 589 8,995 6,199 390 35,733 12,832 5,103 6,214 8,090 86 15,767 14,783 Changes from: October 7, 2014 Total Change is: -13,805 -317 -12,653 30 -41 553 -35 -12,789 -568 -262 101 1,496 -5 -487 -2,361 Percent of Open Interest Represented by Each Category of Trader 38.5 59.4 0.5 7.6 5.2 0.3 30.2 10.8 4.3 5.2 6.8 0.1 13.3 12.5 Number of Traders in Each Category Total Traders: 101 16 14 . 9 . 4 25 14 6 8 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 695,436 Positions 39,797 175,315 15,269 309,176 133,747 51,721 110,243 183,212 23,324 43,078 43,937 4,466 98,362 64,446 Changes from: October 7, 2014 Total Change is: 12,248 -235 7,931 361 -3,535 9,013 -2,327 10,252 -4,078 -5,379 1,123 1,652 715 11,274 4,360 Percent of Open Interest Represented by Each Category of Trader 5.7 25.2 2.2 44.5 19.2 7.4 15.9 26.3 3.4 6.2 6.3 0.6 14.1 9.3 Number of Traders in Each Category Total Traders: 591 34 40 21 120 65 72 97 121 78 50 64 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 129,557 Positions 10,639 56,425 812 56,093 30,781 2,193 5,988 10,481 275 11,334 6,416 819 41,404 21,355 Changes from: October 7, 2014 Total Change is: 1,519 836 -359 19 -1,400 1,050 -332 792 -5,960 -34 276 -902 639 723 7,398 Percent of Open Interest Represented by Each Category of Trader 8.2 43.6 0.6 43.3 23.8 1.7 4.6 8.1 0.2 8.7 5.0 0.6 32.0 16.5 Number of Traders in Each Category Total Traders: 82 6 10 5 16 8 8 16 13 . 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,829,396 Positions 198,048 646,707 20,026 1,282,618 532,029 230,440 548,439 890,818 88,082 159,398 188,285 17,553 284,792 215,456 Changes from: October 7, 2014 Total Change is: 53,646 -10,692 36,116 7,045 -8,988 41,503 -11,663 22,837 -15,052 -2,262 4,869 13,404 -254 52,754 -15,191 Percent of Open Interest Represented by Each Category of Trader 7.0 22.9 0.7 45.3 18.8 8.1 19.4 31.5 3.1 5.6 6.7 0.6 10.1 7.6 Number of Traders in Each Category Total Traders: 578 37 37 16 115 63 68 96 120 66 47 63 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 107,742 Positions 23,151 35,317 133 38,137 52,408 2,635 20,544 12,227 1,014 490 686 0 21,638 3,322 Changes from: October 7, 2014 Total Change is: 8,696 6,190 2,615 1 -3,383 5,925 533 249 -156 121 -257 285 0 5,242 -628 Percent of Open Interest Represented by Each Category of Trader 21.5 32.8 0.1 35.4 48.6 2.4 19.1 11.3 0.9 0.5 0.6 0.0 20.1 3.1 Number of Traders in Each Category Total Traders: 90 9 10 . 31 13 12 15 8 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 80,222 Positions 4,903 48,291 3,625 35,772 6,484 1,129 23,390 10,443 1,413 2,583 4,077 45 7,362 4,715 Changes from: October 7, 2014 Total Change is: 5,208 1,441 -804 2,996 245 -507 276 -2,685 2,519 795 1,013 -133 -18 1,145 84 Percent of Open Interest Represented by Each Category of Trader 6.1 60.2 4.5 44.6 8.1 1.4 29.2 13.0 1.8 3.2 5.1 0.1 9.2 5.9 Number of Traders in Each Category Total Traders: 237 19 21 6 33 18 13 56 36 14 17 37 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 365,555 Positions 20,539 228,798 2,490 174,435 32,419 5,646 119,195 53,214 3,821 8,943 20,387 226 30,260 18,554 Changes from: October 7, 2014 Total Change is: -9,516 3,230 -16,678 -655 -3,198 -2,537 1,381 -11,181 13,596 731 1,094 -665 -91 -827 -4,598 Percent of Open Interest Represented by Each Category of Trader 5.6 62.6 0.7 47.7 8.9 1.5 32.6 14.6 1.0 2.4 5.6 0.1 8.3 5.1 Number of Traders in Each Category Total Traders: 234 17 22 . 33 18 13 56 36 12 15 37 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 418,584 Positions 141,167 29,636 26,487 113,143 184,704 27,931 76,533 107,432 10,058 7,010 13,575 4 16,251 18,757 Changes from: October 7, 2014 Total Change is: -2,756 -704 11,998 -17 -1,771 10,383 2,303 2,127 -24,498 -1,476 -410 315 -1 -2,807 -1,763 Percent of Open Interest Represented by Each Category of Trader 33.7 7.1 6.3 27.0 44.1 6.7 18.3 25.7 2.4 1.7 3.2 0.0 3.9 4.5 Number of Traders in Each Category Total Traders: 263 21 11 . 49 47 27 33 65 15 10 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 53,919 Positions 1,837 23,898 0 29,280 0 162 6,169 11,234 0 6,012 495 0 10,459 18,130 Changes from: October 7, 2014 Total Change is: -1,718 109 70 -186 -815 0 74 -1,244 -832 0 1,121 -398 0 -777 -446 Percent of Open Interest Represented by Each Category of Trader 3.4 44.3 0.0 54.3 0.0 0.3 11.4 20.8 0.0 11.2 0.9 0.0 19.4 33.6 Number of Traders in Each Category Total Traders: 59 . 6 0 20 0 . 11 9 0 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 93,285 Positions 36,927 18,485 2,118 8,934 1,629 1,343 25,438 9,634 1,961 6,848 2,133 0 9,716 55,982 Changes from: October 7, 2014 Total Change is: -4,757 -6,445 2,364 317 -254 53 258 -34 -84 -28 1,300 1,057 -40 169 -8,654 Percent of Open Interest Represented by Each Category of Trader 39.6 19.8 2.3 9.6 1.7 1.4 27.3 10.3 2.1 7.3 2.3 0.0 10.4 60.0 Number of Traders in Each Category Total Traders: 87 16 11 . 8 . . 25 12 8 8 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 121,161 Positions 7,693 69,836 1,035 67,833 33,014 5,255 29,760 4,034 3,665 733 1,681 0 5,187 2,641 Changes from: October 7, 2014 Total Change is: 3,017 751 -4,375 282 1,013 6,527 -238 1,415 173 44 244 951 0 -494 -347 Percent of Open Interest Represented by Each Category of Trader 6.3 57.6 0.9 56.0 27.2 4.3 24.6 3.3 3.0 0.6 1.4 0.0 4.3 2.2 Number of Traders in Each Category Total Traders: 103 8 11 . 40 17 14 18 . 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 334,182 Positions 45,142 171,429 4,225 100,868 49,076 53,635 97,359 38,322 2,060 15,124 12,351 785 14,984 2,299 Changes from: October 7, 2014 Total Change is: -4,975 13,385 -8,357 66 -14,880 19,593 -2,461 3,142 -13,232 -15 -2,865 2,464 247 -1,594 -3,280 Percent of Open Interest Represented by Each Category of Trader 13.5 51.3 1.3 30.2 14.7 16.0 29.1 11.5 0.6 4.5 3.7 0.2 4.5 0.7 Number of Traders in Each Category Total Traders: 208 21 20 6 54 25 32 43 13 9 21 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 901,517 Positions 13,007 93,900 1,206 406,864 165,085 134,457 124,463 201,864 16,324 21,263 102,979 9 183,924 185,693 Changes from: October 7, 2014 Total Change is: 2,623 1,087 5,498 -2,245 14,113 -22,074 3,115 -23,713 -1,180 712 -326 11,607 -919 10,799 8,109 Percent of Open Interest Represented by Each Category of Trader 1.4 10.4 0.1 45.1 18.3 14.9 13.8 22.4 1.8 2.4 11.4 0.0 20.4 20.6 Number of Traders in Each Category Total Traders: 176 6 19 . 32 34 35 29 33 21 7 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 515,126 Positions 25,322 62,471 356 251,194 41,040 86,754 25,554 210,479 7,747 5,560 12,859 60 112,579 93,360 Changes from: October 7, 2014 Total Change is: -1,939 -4,367 -2,727 94 2,160 2,547 2,680 -1,030 -173 -1,339 150 -2,306 0 -287 -715 Percent of Open Interest Represented by Each Category of Trader 4.9 12.1 0.1 48.8 8.0 16.8 5.0 40.9 1.5 1.1 2.5 0.0 21.9 18.1 Number of Traders in Each Category Total Traders: 83 . 6 . 38 12 24 7 13 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 1,432,246 Positions 91,449 231,457 12,212 272,366 482,208 71,174 719,262 280,131 24,697 125,464 171,437 4,254 111,368 154,676 Changes from: October 7, 2014 Total Change is: -81,911 -9,984 7,878 -3,399 -6,140 3,397 3,575 -41,114 -70,516 1,196 -12,316 8,646 -9,610 -4,119 -23,078 Percent of Open Interest Represented by Each Category of Trader 6.4 16.2 0.9 19.0 33.7 5.0 50.2 19.6 1.7 8.8 12.0 0.3 7.8 10.8 Number of Traders in Each Category Total Traders: 265 12 32 4 37 47 33 42 40 22 19 36 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,801,826 Positions 95,002 204,857 34,623 1,135,288 703,199 364,499 466,883 687,293 67,721 309,272 202,258 40,012 288,526 497,364 Changes from: October 7, 2014 Total Change is: 93,198 4,748 22,755 12,639 93,133 -108,095 16,517 -14,500 173,394 -3,120 -6,110 -24,528 504 -10,613 3,132 Percent of Open Interest Represented by Each Category of Trader 3.4 7.3 1.2 40.5 25.1 13.0 16.7 24.5 2.4 11.0 7.2 1.4 10.3 17.8 Number of Traders in Each Category Total Traders: 385 21 41 11 41 77 62 42 80 56 26 57 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 2,087,055 Positions 173,276 151,282 5,131 471,205 594,897 348,322 627,996 270,381 71,653 117,424 245,615 24,659 247,389 375,115 Changes from: October 7, 2014 Total Change is: 7,209 -14,125 -7,313 -7,861 9,303 -6,362 8,132 20,323 5,023 8,201 -18,262 27,813 -7,165 8,663 -13,259 Percent of Open Interest Represented by Each Category of Trader 8.3 7.2 0.2 22.6 28.5 16.7 30.1 13.0 3.4 5.6 11.8 1.2 11.9 18.0 Number of Traders in Each Category Total Traders: 284 17 31 5 35 52 43 42 50 33 16 41 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 618,670 Positions 243,692 139,743 170,885 0 6,289 10,160 15,587 93,711 87,127 11,953 9,311 42,316 36,950 59,128 Changes from: October 7, 2014 Total Change is: 29,793 11,102 15,269 4,198 0 1,677 633 1,148 3,870 4,707 2,276 -4,762 2,636 3,093 1,565 Percent of Open Interest Represented by Each Category of Trader 39.4 22.6 27.6 0.0 1.0 1.6 2.5 15.1 14.1 1.9 1.5 6.8 6.0 9.6 Number of Traders in Each Category Total Traders: 95 12 28 29 0 . . 12 27 23 . 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 is11,968,839 Positions 2,633,428 1,329,704 2,731,040 596,944 815,367 453,420 1,652,930 2,175,689 2,296,668 455,861 557,849 377,735 770,813 1,231,367 Changes from: October 7, 2014 Total Change is: -541,926 -322,603 71,920 41,527 73,910 -33,243 -36,777 39,232 -277,261 -154,979 -77,711 -74,968 -77,773 -26,752 -372 Percent of Open Interest Represented by Each Category of Trader 22.0 11.1 22.8 5.0 6.8 3.8 13.8 18.2 19.2 3.8 4.7 3.2 6.4 10.3 Number of Traders in Each Category Total Traders: 313 25 60 80 11 28 28 43 86 95 14 39 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 51,450 Positions 35,294 4,804 0 7,410 13,764 4,915 2,805 19,388 155 744 8,132 0 127 292 Changes from: October 7, 2014 Total Change is: 1,398 746 103 0 5 237 0 377 730 -43 319 291 0 -6 80 Percent of Open Interest Represented by Each Category of Trader 68.6 9.3 0.0 14.4 26.8 9.6 5.5 37.7 0.3 1.4 15.8 0.0 0.2 0.6 Number of Traders in Each Category Total Traders: 48 6 8 0 . 10 . . 9 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 50,206 Positions 38,662 13,739 0 0 12,029 1,321 5,729 9,497 3,348 947 9,927 0 199 345 Changes from: October 7, 2014 Total Change is: 3,583 861 4,234 0 0 -182 -2 2,021 -98 15 707 -419 0 -19 35 Percent of Open Interest Represented by Each Category of Trader 77.0 27.4 0.0 0.0 24.0 2.6 11.4 18.9 6.7 1.9 19.8 0.0 0.4 0.7 Number of Traders in Each Category Total Traders: 49 . 8 0 0 14 . 5 8 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 92,018 Positions 15,012 56,428 807 11,335 100 83 33,629 30,865 2,126 17,882 63 0 11,144 1,546 Changes from: October 7, 2014 Total Change is: -2,268 793 343 62 39 100 15 -547 -2,509 -9 -2,173 -87 0 -448 -183 Percent of Open Interest Represented by Each Category of Trader 16.3 61.3 0.9 12.3 0.1 0.1 36.5 33.5 2.3 19.4 0.1 0.0 12.1 1.7 Number of Traders in Each Category Total Traders: 160 7 . . 15 . . 51 17 4 66 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 407,816 Positions 82,256 93,997 40,262 33,668 19,602 42,073 76,149 78,937 54,489 16,288 12,496 33,989 28,642 31,971 Changes from: October 7, 2014 Total Change is: 42,575 9,566 45,353 -2,529 -4,579 -6,933 11,512 22,613 -155 -4,643 7,027 482 -1,491 5,099 979 Percent of Open Interest Represented by Each Category of Trader 20.2 23.0 9.9 8.3 4.8 10.3 18.7 19.4 13.4 4.0 3.1 8.3 7.0 7.8 Number of Traders in Each Category Total Traders: 187 14 18 24 11 14 11 46 39 56 15 14 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 14, 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 11,245 Positions 76 3,138 0 3,391 628 705 6,493 5,574 307 25 881 0 248 12 Changes from: October 7, 2014 Total Change is: 674 -147 0 0 1,278 0 120 -587 -327 0 0 881 0 10 0 Percent of Open Interest Represented by Each Category of Trader 0.7 27.9 0.0 30.2 5.6 6.3 57.7 49.6 2.7 0.2 7.8 0.0 2.2 0.1 Number of Traders in Each Category Total Traders: 23 . . 0 4 . . 8 5 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 17, 2014