Traders in Financial Futures - Futures Only Positions as of October 21, 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 102,170
Positions
22,117 1,118 2,060 20,572 3,792 1 14,930 48,726 6,888 12,849 1,596 587 22,166 37,402
Changes from: October 14, 2014 Total Change is: -1,890
5,801 -845 -564 -108 -113 1 -6,823 -1,629 659 -168 -321 228 -916 694
Percent of Open Interest Represented by Each Category of Trader
21.6 1.1 2.0 20.1 3.7 0.0 14.6 47.7 6.7 12.6 1.6 0.6 21.7 36.6
Number of Traders in Each Category Total Traders: 73
9 . 6 6 5 . 14 21 11 10 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 55,550
Positions
39,675 3,649 201 1,205 3,387 443 8,496 25,727 167 503 0 0 4,860 21,976
Changes from: October 14, 2014 Total Change is: -5,418
-1,695 -163 63 6 -43 0 -3,558 -3,194 -11 0 0 0 -223 -2,070
Percent of Open Interest Represented by Each Category of Trader
71.4 6.6 0.4 2.2 6.1 0.8 15.3 46.3 0.3 0.9 0.0 0.0 8.7 39.6
Number of Traders in Each Category Total Traders: 41
6 . . . 5 . 10 15 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 135,766
Positions
49,968 15,794 999 9,419 45,800 3,364 44,554 21,503 2,721 5,427 13,948 1,896 17,418 29,741
Changes from: October 14, 2014 Total Change is: -2,705
10,981 -1,075 574 741 3,601 -62 -13,725 -2,532 -271 187 -1,619 -11 -1,119 -1,310
Percent of Open Interest Represented by Each Category of Trader
36.8 11.6 0.7 6.9 33.7 2.5 32.8 15.8 2.0 4.0 10.3 1.4 12.8 21.9
Number of Traders in Each Category Total Traders: 101
9 7 . 5 19 6 23 24 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 185,412
Positions
89,552 9,817 1,174 33,373 32,689 249 28,580 82,071 3,455 12,136 3,870 2,189 14,704 49,898
Changes from: October 14, 2014 Total Change is: -27,008
-30,582 1,656 591 576 -844 -159 5,594 -24,075 -280 -2,694 -1,022 737 -791 -3,612
Percent of Open Interest Represented by Each Category of Trader
48.3 5.3 0.6 18.0 17.6 0.1 15.4 44.3 1.9 6.5 2.1 1.2 7.9 26.9
Number of Traders in Each Category Total Traders: 108
15 5 4 9 15 4 16 36 13 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 439,863
Positions
237,053 36,007 9,354 40,591 87,660 11,126 58,283 182,016 6,125 41,603 23,177 4,009 31,719 80,389
Changes from: October 14, 2014 Total Change is: 4,990
2,414 1,038 69 -5 -42 324 2,119 5,255 773 -2,269 -3,238 523 1,042 288
Percent of Open Interest Represented by Each Category of Trader
53.9 8.2 2.1 9.2 19.9 2.5 13.3 41.4 1.4 9.5 5.3 0.9 7.2 18.3
Number of Traders in Each Category Total Traders: 226
21 13 9 14 36 19 32 57 17 23 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 115,985
Positions
70,197 14,345 159 1,415 13,399 981 24,626 35,654 445 689 16,264 120 17,353 34,618
Changes from: October 14, 2014 Total Change is: 44
1,161 -203 145 0 300 9 -360 183 -78 -83 122 0 -750 -434
Percent of Open Interest Represented by Each Category of Trader
60.5 12.4 0.1 1.2 11.6 0.8 21.2 30.7 0.4 0.6 14.0 0.1 15.0 29.8
Number of Traders in Each Category Total Traders: 78
9 5 . . 10 4 13 30 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 39,740
Positions
28,182 21,362 2,998 0 2,301 0 5,401 9,352 1,228 626 871 973 332 655
Changes from: October 14, 2014 Total Change is: 543
2,596 475 0 0 -80 0 -1,738 185 0 -145 0 0 -170 -37
Percent of Open Interest Represented by Each Category of Trader
70.9 53.8 7.5 0.0 5.8 0.0 13.6 23.5 3.1 1.6 2.2 2.4 0.8 1.6
Number of Traders in Each Category Total Traders: 29
7 9 5 0 . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 138,193
Positions
46,164 44,877 1,444 54,110 771 0 25,140 75,230 4,844 2,775 4,556 390 3,326 6,081
Changes from: October 14, 2014 Total Change is: -843
3,681 -11,668 1,372 549 159 0 -10,010 4,032 3,268 359 726 390 -452 878
Percent of Open Interest Represented by Each Category of Trader
33.4 32.5 1.0 39.2 0.6 0.0 18.2 54.4 3.5 2.0 3.3 0.3 2.4 4.4
Number of Traders in Each Category Total Traders: 123
5 11 4 5 . 0 20 52 7 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 46,570
Positions
7,245 27,904 6,179 1,888 0 0 2,246 4,699 1,111 21,163 0 6,025 713 652
Changes from: October 14, 2014 Total Change is: 2,192
1,423 598 116 -95 0 0 1,615 2,444 -794 -101 0 0 28 -172
Percent of Open Interest Represented by Each Category of Trader
15.6 59.9 13.3 4.1 0.0 0.0 4.8 10.1 2.4 45.4 0.0 12.9 1.5 1.4
Number of Traders in Each Category Total Traders: 24
4 6 4 . 0 0 . 7 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 21,311
Positions
9,320 3,684 4 1,078 118 0 7,835 9,926 491 790 1,762 0 1,793 5,326
Changes from: October 14, 2014 Total Change is: -6
680 -302 0 -182 0 0 -1,016 -407 90 425 184 0 -3 429
Percent of Open Interest Represented by Each Category of Trader
43.7 17.3 0.0 5.1 0.6 0.0 36.8 46.6 2.3 3.7 8.3 0.0 8.4 25.0
Number of Traders in Each Category Total Traders: 64
5 6 . . . 0 13 20 4 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 55,269
Positions
26,698 27,786 310 4,512 2,669 324 12,690 9,720 1,604 3,021 4,049 40 6,072 8,768
Changes from: October 14, 2014 Total Change is: -3,965
3,903 -7,412 15 15 -431 129 -5,177 3,304 -948 -87 4 -3 -1,812 1,376
Percent of Open Interest Represented by Each Category of Trader
48.3 50.3 0.6 8.2 4.8 0.6 23.0 17.6 2.9 5.5 7.3 0.1 11.0 15.9
Number of Traders in Each Category Total Traders: 97
18 12 . 9 . 4 21 16 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 110,537
Positions
53,395 55,572 619 9,024 5,337 648 25,379 19,440 3,208 6,041 8,098 80 12,143 17,535
Changes from: October 14, 2014 Total Change is: -7,930
7,805 -14,823 30 29 -862 258 -10,354 6,608 -1,895 -173 8 -6 -3,624 2,752
Percent of Open Interest Represented by Each Category of Trader
48.3 50.3 0.6 8.2 4.8 0.6 23.0 17.6 2.9 5.5 7.3 0.1 11.0 15.9
Number of Traders in Each Category Total Traders: 97
18 12 . 9 . 4 21 16 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 720,693
Positions
43,239 140,417 32,591 313,014 128,735 49,927 90,314 201,568 21,645 41,301 41,634 3,067 125,595 101,108
Changes from: October 14, 2014 Total Change is: 25,257
3,442 -34,898 17,323 3,838 -5,011 -1,794 -19,929 18,356 -1,679 -1,777 -2,303 -1,398 27,233 36,662
Percent of Open Interest Represented by Each Category of Trader
6.0 19.5 4.5 43.4 17.9 6.9 12.5 28.0 3.0 5.7 5.8 0.4 17.4 14.0
Number of Traders in Each Category Total Traders: 572
31 39 23 122 62 75 89 125 82 49 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 154,730
Positions
23,048 48,596 1,602 59,071 29,392 2,179 9,740 12,358 521 11,613 6,492 554 46,402 53,036
Changes from: October 14, 2014 Total Change is: 25,173
12,409 -7,829 790 2,978 -1,389 -14 3,752 1,877 246 279 76 -265 4,998 31,681
Percent of Open Interest Represented by Each Category of Trader
14.9 31.4 1.0 38.2 19.0 1.4 6.3 8.0 0.3 7.5 4.2 0.4 30.0 34.3
Number of Traders in Each Category Total Traders: 81
10 9 5 16 8 6 15 13 6 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 2,829,815
Positions
232,412 590,561 23,488 1,299,141 526,142 209,316 448,436 991,619 60,051 149,879 177,149 11,127 395,965 240,362
Changes from: October 14, 2014 Total Change is: 419
34,364 -56,146 3,462 16,523 -5,887 -21,124 -100,003 100,801 -28,031 -9,519 -11,136 -6,426 111,173 24,906
Percent of Open Interest Represented by Each Category of Trader
8.2 20.9 0.8 45.9 18.6 7.4 15.8 35.0 2.1 5.3 6.3 0.4 14.0 8.5
Number of Traders in Each Category Total Traders: 559
34 34 16 116 61 70 89 123 70 48 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 108,895
Positions
25,249 31,051 143 40,166 54,088 2,383 14,829 14,994 403 780 706 0 24,942 5,127
Changes from: October 14, 2014 Total Change is: 1,153
2,098 -4,266 10 2,029 1,680 -252 -5,715 2,767 -611 290 20 0 3,304 1,805
Percent of Open Interest Represented by Each Category of Trader
23.2 28.5 0.1 36.9 49.7 2.2 13.6 13.8 0.4 0.7 0.6 0.0 22.9 4.7
Number of Traders in Each Category Total Traders: 91
9 9 . 33 15 12 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 64,588
Positions
4,365 36,901 399 31,831 6,526 909 16,659 10,594 780 1,588 2,991 44 8,013 5,444
Changes from: October 14, 2014 Total Change is: -15,634
-538 -11,390 -3,226 -3,941 42 -221 -6,731 151 -633 -994 -1,086 -2 651 730
Percent of Open Interest Represented by Each Category of Trader
6.8 57.1 0.6 49.3 10.1 1.4 25.8 16.4 1.2 2.5 4.6 0.1 12.4 8.4
Number of Traders in Each Category Total Traders: 217
15 20 . 33 19 13 47 47 10 12 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 322,938
Positions
21,824 184,507 1,995 159,154 32,628 4,543 83,296 52,968 3,901 7,941 14,956 218 40,066 27,222
Changes from: October 14, 2014 Total Change is: -42,617
1,285 -44,291 -495 -15,281 209 -1,103 -35,899 -246 80 -1,002 -5,431 -8 9,806 8,668
Percent of Open Interest Represented by Each Category of Trader
6.8 57.1 0.6 49.3 10.1 1.4 25.8 16.4 1.2 2.5 4.6 0.1 12.4 8.4
Number of Traders in Each Category Total Traders: 217
15 20 . 33 19 13 47 47 10 12 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 421,273
Positions
142,728 33,489 26,749 113,133 179,016 32,710 76,622 109,976 6,713 7,341 10,938 7 15,270 21,675
Changes from: October 14, 2014 Total Change is: 2,689
1,561 3,853 262 -10 -5,688 4,779 89 2,544 -3,345 331 -2,637 3 -981 2,918
Percent of Open Interest Represented by Each Category of Trader
33.9 7.9 6.3 26.9 42.5 7.8 18.2 26.1 1.6 1.7 2.6 0.0 3.6 5.1
Number of Traders in Each Category Total Traders: 255
21 9 4 53 48 25 25 67 12 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 51,080
Positions
2,561 19,178 0 27,555 932 50 3,555 10,726 0 5,496 1,213 49 11,814 18,932
Changes from: October 14, 2014 Total Change is: -2,839
724 -4,720 0 -1,725 932 -112 -2,614 -508 0 -516 718 49 1,355 802
Percent of Open Interest Represented by Each Category of Trader
5.0 37.5 0.0 53.9 1.8 0.1 7.0 21.0 0.0 10.8 2.4 0.1 23.1 37.1
Number of Traders in Each Category Total Traders: 59
4 6 0 16 . . 8 13 0 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 95,480
Positions
31,836 17,272 2,464 9,647 524 1,065 28,557 5,958 2,552 8,920 2,990 42 10,397 62,613
Changes from: October 14, 2014 Total Change is: 2,195
-5,091 -1,213 346 713 -1,105 -278 3,119 -3,676 591 2,072 857 42 681 6,631
Percent of Open Interest Represented by Each Category of Trader
33.3 18.1 2.6 10.1 0.5 1.1 29.9 6.2 2.7 9.3 3.1 0.0 10.9 65.6
Number of Traders in Each Category Total Traders: 95
17 10 4 10 . . 29 11 9 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 118,826
Positions
10,151 65,895 1,047 67,768 33,746 5,557 26,606 5,091 2,993 464 986 0 4,240 3,511
Changes from: October 14, 2014 Total Change is: -2,335
2,458 -3,941 12 -65 732 302 -3,154 1,057 -672 -269 -695 0 -947 870
Percent of Open Interest Represented by Each Category of Trader
8.5 55.5 0.9 57.0 28.4 4.7 22.4 4.3 2.5 0.4 0.8 0.0 3.6 3.0
Number of Traders in Each Category Total Traders: 101
9 10 . 38 19 14 14 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 339,087
Positions
52,599 170,921 3,545 109,583 57,832 51,640 89,112 38,706 1,963 14,726 11,181 1,417 14,502 1,882
Changes from: October 14, 2014 Total Change is: 4,905
7,457 -508 -680 8,715 8,756 -1,995 -8,247 384 -97 -398 -1,170 632 -482 -417
Percent of Open Interest Represented by Each Category of Trader
15.5 50.4 1.0 32.3 17.1 15.2 26.3 11.4 0.6 4.3 3.3 0.4 4.3 0.6
Number of Traders in Each Category Total Traders: 205
19 20 7 52 30 32 37 14 8 21 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 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 868,104
Positions
14,348 92,569 2,521 415,406 160,730 130,624 97,155 213,590 13,207 19,944 81,255 380 174,519 173,228
Changes from: October 14, 2014 Total Change is: -33,413
1,341 -1,331 1,315 8,542 -4,355 -3,833 -27,308 11,726 -3,117 -1,319 -21,724 371 -9,405 -12,465
Percent of Open Interest Represented by Each Category of Trader
1.7 10.7 0.3 47.9 18.5 15.0 11.2 24.6 1.5 2.3 9.4 0.0 20.1 20.0
Number of Traders in Each Category Total Traders: 177
5 18 4 32 36 34 29 35 26 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 21, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 504,304
Positions
25,322 69,316 382 253,856 40,946 81,687 20,960 201,639 7,738 5,610 7,002 60 108,689 95,534
Changes from: October 14, 2014 Total Change is: -10,822
0 6,845 26 2,662 -94 -5,067 -4,594 -8,840 -9 50 -5,857 0 -3,890 2,174
Percent of Open Interest Represented by Each Category of Trader
5.0 13.7 0.1 50.3 8.1 16.2 4.2 40.0 1.5 1.1 1.4 0.0 21.6 18.9
Number of Traders in Each Category Total Traders: 81
. 8 . 40 10 24 6 12 10 . . .
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,402,485
Positions
96,351 192,580 12,588 273,920 506,257 72,570 653,421 265,578 36,250 141,684 177,553 5,485 110,216 133,624
Changes from: October 14, 2014 Total Change is: -29,761
4,902 -38,877 376 1,554 24,049 1,396 -65,841 -14,553 11,553 16,220 6,116 1,231 -1,152 -21,052
Percent of Open Interest Represented by Each Category of Trader
6.9 13.7 0.9 19.5 36.1 5.2 46.6 18.9 2.6 10.1 12.7 0.4 7.9 9.5
Number of Traders in Each Category Total Traders: 263
15 26 5 36 50 38 46 32 20 20 38 10
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,832,490
Positions
135,420 191,829 31,195 1,052,082 760,209 387,760 490,898 707,733 66,145 325,541 190,935 36,976 306,473 459,708
Changes from: October 14, 2014 Total Change is: 30,664
40,418 -13,028 -3,428 -83,206 57,010 23,261 24,015 20,440 -1,576 16,269 -11,323 -3,036 17,947 -37,656
Percent of Open Interest Represented by Each Category of Trader
4.8 6.8 1.1 37.1 26.8 13.7 17.3 25.0 2.3 11.5 6.7 1.3 10.8 16.2
Number of Traders in Each Category Total Traders: 380
31 29 11 40 79 62 45 76 58 25 55 16
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,895,951
Positions
130,429 135,668 5,739 503,189 492,526 309,649 474,335 259,289 56,363 118,609 262,685 26,066 271,572 347,966
Changes from: October 14, 2014 Total Change is: -191,104
-42,847 -15,614 608 31,984 -102,371 -38,673 -153,661 -11,092 -15,290 1,185 17,070 1,407 24,183 -27,149
Percent of Open Interest Represented by Each Category of Trader
6.9 7.2 0.3 26.5 26.0 16.3 25.0 13.7 3.0 6.3 13.9 1.4 14.3 18.4
Number of Traders in Each Category Total Traders: 271
16 27 5 35 47 41 44 50 34 11 41 11
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 632,860
Positions
250,974 143,550 179,960 0 8,142 14,759 9,602 88,840 85,093 17,120 9,963 39,033 36,319 63,520
Changes from: October 14, 2014 Total Change is: 14,190
7,282 3,807 9,075 0 1,853 4,599 -5,985 -4,871 -2,034 5,167 652 -3,283 -631 4,392
Percent of Open Interest Represented by Each Category of Trader
39.7 22.7 28.4 0.0 1.3 2.3 1.5 14.0 13.4 2.7 1.6 6.2 5.7 10.0
Number of Traders in Each Category Total Traders: 93
13 27 27 0 . . 10 26 23 . 6 7
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,097,209
Positions
2,458,171 1,700,599 2,660,929 598,705 628,723 372,285 1,588,920 1,805,831 1,945,027 352,242 529,555 325,265 795,665 1,128,995
Changes from: October 14, 2014 Total Change is: -871,630
-175,257 370,895 -70,111 1,761 -186,644 -81,135 -64,010 -369,858 -351,641 -103,619 -28,294 -52,470 24,852 -102,372
Percent of Open Interest Represented by Each Category of Trader
22.2 15.3 24.0 5.4 5.7 3.4 14.3 16.3 17.5 3.2 4.8 2.9 7.2 10.2
Number of Traders in Each Category Total Traders: 296
26 62 79 11 28 28 42 76 89 9 38 33
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,710
Positions
34,488 4,999 0 7,399 13,449 4,915 3,853 19,174 52 836 8,923 0 167 198
Changes from: October 14, 2014 Total Change is: 260
-806 195 0 -11 -315 0 1,048 -214 -103 92 791 0 40 -94
Percent of Open Interest Represented by Each Category of Trader
66.7 9.7 0.0 14.3 26.0 9.5 7.5 37.1 0.1 1.6 17.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 47
5 7 0 . 10 . 5 8 . . 7 0
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 50,929
Positions
41,316 14,979 0 0 13,214 951 5,353 8,472 2,839 305 10,153 0 165 321
Changes from: October 14, 2014 Total Change is: 723
2,654 1,240 0 0 1,185 -370 -376 -1,025 -509 -642 226 0 -34 -24
Percent of Open Interest Represented by Each Category of Trader
81.1 29.4 0.0 0.0 25.9 1.9 10.5 16.6 5.6 0.6 19.9 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 47
5 5 0 0 15 . 6 7 . . 8 0
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 80,315
Positions
15,759 56,002 807 10,157 0 182 26,781 19,379 1,768 14,191 166 377 10,293 1,634
Changes from: October 14, 2014 Total Change is: -11,703
747 -426 0 -1,178 -100 99 -6,848 -11,486 -358 -3,691 103 377 -851 88
Percent of Open Interest Represented by Each Category of Trader
19.6 69.7 1.0 12.6 0.0 0.2 33.3 24.1 2.2 17.7 0.2 0.5 12.8 2.0
Number of Traders in Each Category Total Traders: 146
8 . . 16 0 . 47 11 8 57 . .
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 422,049
Positions
77,177 129,967 46,152 15,333 17,692 53,191 101,216 51,686 62,956 14,259 7,987 27,545 24,220 24,873
Changes from: October 14, 2014 Total Change is: 14,233
-5,079 35,970 5,890 -18,335 -1,910 11,118 25,067 -27,251 8,467 -2,029 -4,509 -6,444 -4,422 -7,098
Percent of Open Interest Represented by Each Category of Trader
18.3 30.8 10.9 3.6 4.2 12.6 24.0 12.2 14.9 3.4 1.9 6.5 5.7 5.9
Number of Traders in Each Category Total Traders: 193
17 17 23 13 14 12 48 41 58 15 11 25
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Traders in Financial Futures - Futures Only Positions as of October 21, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,059
Positions
0 3,138 0 3,140 628 777 6,554 5,294 307 25 900 0 256 15
Changes from: October 14, 2014 Total Change is: -186
-76 0 0 -251 0 72 61 -280 0 0 19 0 8 3
Percent of Open Interest Represented by Each Category of Trader
0.0 28.4 0.0 28.4 5.7 7.0 59.3 47.9 2.8 0.2 8.1 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 21
0 . 0 4 . . 7 5 . . . 0
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Updated October 24, 2014