Traders in Financial Futures - Futures Only Positions as of October 28, 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 99,309
Positions
21,162 475 2,035 19,803 3,795 2 11,516 45,908 7,455 12,926 2,389 602 23,808 36,648
Changes from: October 21, 2014 Total Change is: -2,861
-955 -643 -25 -769 3 1 -3,414 -2,818 567 77 793 15 1,642 -754
Percent of Open Interest Represented by Each Category of Trader
21.3 0.5 2.0 19.9 3.8 0.0 11.6 46.2 7.5 13.0 2.4 0.6 24.0 36.9
Number of Traders in Each Category Total Traders: 70
10 . 6 6 5 . 14 17 11 9 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 57,006
Positions
40,831 3,447 292 1,213 3,396 443 7,673 27,357 163 503 0 0 5,888 21,908
Changes from: October 21, 2014 Total Change is: 1,456
1,156 -202 91 8 9 0 -823 1,630 -4 0 0 0 1,028 -68
Percent of Open Interest Represented by Each Category of Trader
71.6 6.0 0.5 2.1 6.0 0.8 13.5 48.0 0.3 0.9 0.0 0.0 10.3 38.4
Number of Traders in Each Category Total Traders: 38
6 . . . 5 . 8 14 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 138,661
Positions
45,058 15,363 1,955 9,921 44,226 3,804 48,910 27,430 2,810 4,923 14,161 1,869 19,411 27,043
Changes from: October 21, 2014 Total Change is: 2,895
-4,910 -431 956 502 -1,574 440 4,356 5,927 89 -504 213 -27 1,993 -2,698
Percent of Open Interest Represented by Each Category of Trader
32.5 11.1 1.4 7.2 31.9 2.7 35.3 19.8 2.0 3.6 10.2 1.3 14.0 19.5
Number of Traders in Each Category Total Traders: 102
8 7 . 6 17 5 23 27 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 184,120
Positions
87,199 14,450 1,358 32,129 32,862 797 28,276 74,566 2,648 12,501 4,419 1,858 17,354 51,162
Changes from: October 21, 2014 Total Change is: -1,292
-2,353 4,633 184 -1,244 173 548 -304 -7,505 -807 365 549 -331 2,650 1,264
Percent of Open Interest Represented by Each Category of Trader
47.4 7.8 0.7 17.5 17.8 0.4 15.4 40.5 1.4 6.8 2.4 1.0 9.4 27.8
Number of Traders in Each Category Total Traders: 108
11 6 4 9 17 5 16 35 8 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 441,369
Positions
241,419 33,927 9,366 39,489 84,812 12,474 54,852 186,066 6,452 41,757 26,034 4,197 31,363 78,041
Changes from: October 21, 2014 Total Change is: 1,506
4,366 -2,080 12 -1,102 -2,848 1,348 -3,431 4,050 327 154 2,857 188 -356 -2,348
Percent of Open Interest Represented by Each Category of Trader
54.7 7.7 2.1 8.9 19.2 2.8 12.4 42.2 1.5 9.5 5.9 1.0 7.1 17.7
Number of Traders in Each Category Total Traders: 230
22 13 9 15 34 19 32 56 20 22 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 120,071
Positions
68,582 15,561 160 1,415 12,831 1,054 28,984 38,342 566 513 20,583 120 18,677 30,854
Changes from: October 21, 2014 Total Change is: 4,086
-1,615 1,216 1 0 -568 73 4,358 2,688 121 -176 4,319 0 1,324 -3,764
Percent of Open Interest Represented by Each Category of Trader
57.1 13.0 0.1 1.2 10.7 0.9 24.1 31.9 0.5 0.4 17.1 0.1 15.6 25.7
Number of Traders in Each Category Total Traders: 86
9 7 . . 10 4 14 32 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 47,063
Positions
29,182 22,926 9,029 0 2,000 0 5,660 9,453 1,228 694 871 973 297 583
Changes from: October 21, 2014 Total Change is: 7,323
1,000 1,564 6,031 0 -301 0 259 101 0 68 0 0 -35 -72
Percent of Open Interest Represented by Each Category of Trader
62.0 48.7 19.2 0.0 4.2 0.0 12.0 20.1 2.6 1.5 1.9 2.1 0.6 1.2
Number of Traders in Each Category Total Traders: 31
8 9 6 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 144,016
Positions
47,704 43,480 1,431 54,143 1,252 0 21,389 73,644 11,908 3,411 6,555 0 4,030 5,746
Changes from: October 21, 2014 Total Change is: 5,823
1,540 -1,397 -13 33 481 0 -3,751 -1,586 7,064 636 1,999 -390 704 -335
Percent of Open Interest Represented by Each Category of Trader
33.1 30.2 1.0 37.6 0.9 0.0 14.9 51.1 8.3 2.4 4.6 0.0 2.8 4.0
Number of Traders in Each Category Total Traders: 124
5 12 . 6 4 0 23 47 9 16 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 47,059
Positions
7,490 27,715 6,152 1,735 0 0 2,657 4,386 1,617 20,660 400 6,025 723 764
Changes from: October 21, 2014 Total Change is: 489
245 -189 -27 -153 0 0 411 -313 506 -503 400 0 10 112
Percent of Open Interest Represented by Each Category of Trader
15.9 58.9 13.1 3.7 0.0 0.0 5.6 9.3 3.4 43.9 0.8 12.8 1.5 1.6
Number of Traders in Each Category Total Traders: 24
4 6 . . 0 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 22,023
Positions
10,012 3,704 22 1,072 118 0 7,538 11,370 429 795 1,562 0 2,155 4,818
Changes from: October 21, 2014 Total Change is: 712
692 20 18 -6 0 0 -297 1,444 -62 5 -200 0 362 -508
Percent of Open Interest Represented by Each Category of Trader
45.5 16.8 0.1 4.9 0.5 0.0 34.2 51.6 1.9 3.6 7.1 0.0 9.8 21.9
Number of Traders in Each Category Total Traders: 62
5 6 . . . 0 14 19 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 56,533
Positions
24,093 29,528 451 4,788 2,482 334 17,700 9,788 271 2,796 4,533 37 6,066 9,112
Changes from: October 21, 2014 Total Change is: 1,265
-2,605 1,742 141 276 -187 10 5,011 68 -1,334 -225 484 -3 -6 344
Percent of Open Interest Represented by Each Category of Trader
42.6 52.2 0.8 8.5 4.4 0.6 31.3 17.3 0.5 4.9 8.0 0.1 10.7 16.1
Number of Traders in Each Category Total Traders: 99
18 12 . 9 . 4 23 17 5 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 113,066
Positions
48,185 59,056 901 9,575 4,963 668 35,400 19,575 541 5,591 9,065 74 12,131 18,223
Changes from: October 21, 2014 Total Change is: 2,529
-5,210 3,484 282 551 -374 20 10,021 135 -2,667 -450 967 -6 -12 688
Percent of Open Interest Represented by Each Category of Trader
42.6 52.2 0.8 8.5 4.4 0.6 31.3 17.3 0.5 4.9 8.0 0.1 10.7 16.1
Number of Traders in Each Category Total Traders: 99
18 12 . 9 . 4 23 17 5 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 732,657
Positions
42,295 151,738 35,651 316,732 128,100 49,736 94,575 195,956 27,951 41,629 44,972 2,135 121,952 96,419
Changes from: October 21, 2014 Total Change is: 11,964
-943 11,321 3,060 3,718 -636 -191 4,261 -5,612 6,307 328 3,338 -932 -3,643 -4,690
Percent of Open Interest Represented by Each Category of Trader
5.8 20.7 4.9 43.2 17.5 6.8 12.9 26.7 3.8 5.7 6.1 0.3 16.6 13.2
Number of Traders in Each Category Total Traders: 583
29 38 22 125 60 72 97 128 83 53 53 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 156,225
Positions
23,925 50,694 1,997 60,734 28,471 2,205 10,289 13,506 494 11,774 8,584 92 44,715 50,182
Changes from: October 21, 2014 Total Change is: 1,495
877 2,098 395 1,663 -921 26 549 1,148 -27 161 2,092 -462 -1,687 -2,854
Percent of Open Interest Represented by Each Category of Trader
15.3 32.4 1.3 38.9 18.2 1.4 6.6 8.6 0.3 7.5 5.5 0.1 28.6 32.1
Number of Traders in Each Category Total Traders: 85
10 9 5 17 7 7 14 17 6 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 2,882,162
Positions
225,881 639,247 34,241 1,322,616 540,770 195,029 479,376 970,197 79,341 150,666 183,328 8,825 386,187 231,184
Changes from: October 21, 2014 Total Change is: 52,347
-6,531 48,686 10,753 23,475 14,628 -14,287 30,940 -21,422 19,290 787 6,179 -2,302 -9,778 -9,178
Percent of Open Interest Represented by Each Category of Trader
7.8 22.2 1.2 45.9 18.8 6.8 16.6 33.7 2.8 5.2 6.4 0.3 13.4 8.0
Number of Traders in Each Category Total Traders: 569
30 35 15 119 60 67 94 128 71 50 53 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 105,359
Positions
20,915 30,880 178 41,272 49,896 2,414 13,797 16,426 629 822 401 0 25,332 4,535
Changes from: October 21, 2014 Total Change is: -3,536
-4,334 -171 35 1,106 -4,192 31 -1,032 1,432 226 42 -305 0 390 -592
Percent of Open Interest Represented by Each Category of Trader
19.9 29.3 0.2 39.2 47.4 2.3 13.1 15.6 0.6 0.8 0.4 0.0 24.0 4.3
Number of Traders in Each Category Total Traders: 90
9 9 . 34 13 12 10 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 65,573
Positions
4,465 38,385 462 31,813 6,355 839 16,244 10,003 1,176 1,833 3,151 57 8,683 5,144
Changes from: October 21, 2014 Total Change is: 986
101 1,484 63 -18 -171 -69 -415 -590 396 245 160 14 670 -300
Percent of Open Interest Represented by Each Category of Trader
6.8 58.5 0.7 48.5 9.7 1.3 24.8 15.3 1.8 2.8 4.8 0.1 13.2 7.8
Number of Traders in Each Category Total Traders: 221
18 22 . 30 20 11 46 40 13 17 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 327,867
Positions
22,327 191,926 2,310 159,063 31,775 4,197 81,222 50,017 5,882 9,166 15,754 286 43,414 25,720
Changes from: October 21, 2014 Total Change is: 4,929
503 7,419 315 -91 -853 -346 -2,074 -2,951 1,981 1,225 798 68 3,348 -1,502
Percent of Open Interest Represented by Each Category of Trader
6.8 58.5 0.7 48.5 9.7 1.3 24.8 15.3 1.8 2.8 4.8 0.1 13.2 7.8
Number of Traders in Each Category Total Traders: 221
18 22 . 30 20 11 46 40 13 17 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 400,559
Positions
131,922 51,656 21,550 113,485 160,200 33,541 70,749 99,035 6,389 6,784 10,803 3 16,136 17,382
Changes from: October 21, 2014 Total Change is: -20,714
-10,806 18,167 -5,199 352 -18,816 831 -5,873 -10,941 -324 -557 -135 -4 866 -4,293
Percent of Open Interest Represented by Each Category of Trader
32.9 12.9 5.4 28.3 40.0 8.4 17.7 24.7 1.6 1.7 2.7 0.0 4.0 4.3
Number of Traders in Each Category Total Traders: 271
20 11 4 55 50 25 33 68 10 9 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 53,400
Positions
3,830 18,873 0 29,887 0 56 4,082 13,086 50 5,097 997 41 10,357 20,297
Changes from: October 21, 2014 Total Change is: 2,320
1,269 -305 0 2,332 -932 6 527 2,360 50 -399 -216 -8 -1,457 1,365
Percent of Open Interest Represented by Each Category of Trader
7.2 35.3 0.0 56.0 0.0 0.1 7.6 24.5 0.1 9.5 1.9 0.1 19.4 38.0
Number of Traders in Each Category Total Traders: 65
6 7 0 20 0 . 8 14 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 88,708
Positions
28,108 16,599 2,867 9,079 524 966 26,942 7,791 1,684 8,868 1,613 40 10,154 56,624
Changes from: October 21, 2014 Total Change is: -6,772
-3,728 -673 403 -568 0 -99 -1,615 1,833 -868 -52 -1,377 -2 -243 -5,989
Percent of Open Interest Represented by Each Category of Trader
31.7 18.7 3.2 10.2 0.6 1.1 30.4 8.8 1.9 10.0 1.8 0.0 11.4 63.8
Number of Traders in Each Category Total Traders: 86
15 9 4 9 . . 31 9 8 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 117,855
Positions
9,917 67,374 499 68,725 29,147 5,267 24,503 7,944 3,129 867 1,005 0 4,948 3,490
Changes from: October 21, 2014 Total Change is: -971
-234 1,479 -548 957 -4,599 -290 -2,103 2,853 136 403 19 0 708 -21
Percent of Open Interest Represented by Each Category of Trader
8.4 57.2 0.4 58.3 24.7 4.5 20.8 6.7 2.7 0.7 0.9 0.0 4.2 3.0
Number of Traders in Each Category Total Traders: 104
8 12 . 38 19 14 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 339,606
Positions
57,569 167,622 2,379 108,063 61,716 49,819 88,929 43,874 1,950 15,500 8,835 1,068 14,329 2,343
Changes from: October 21, 2014 Total Change is: 519
4,970 -3,299 -1,166 -1,520 3,884 -1,821 -183 5,168 -13 774 -2,346 -349 -173 461
Percent of Open Interest Represented by Each Category of Trader
17.0 49.4 0.7 31.8 18.2 14.7 26.2 12.9 0.6 4.6 2.6 0.3 4.2 0.7
Number of Traders in Each Category Total Traders: 207
21 18 7 52 29 30 37 16 8 22 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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 851,719
Positions
13,427 101,044 2,173 419,791 151,195 122,108 89,820 215,895 16,053 18,480 72,002 30 169,837 171,219
Changes from: October 21, 2014 Total Change is: -16,385
-921 8,475 -348 4,385 -9,535 -8,516 -7,335 2,305 2,846 -1,464 -9,253 -350 -4,682 -2,009
Percent of Open Interest Represented by Each Category of Trader
1.6 11.9 0.3 49.3 17.8 14.3 10.5 25.3 1.9 2.2 8.5 0.0 19.9 20.1
Number of Traders in Each Category Total Traders: 168
7 17 5 33 34 34 29 32 24 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 506,315
Positions
27,644 75,458 522 256,118 42,354 78,122 18,509 201,567 7,543 5,610 7,002 60 112,187 93,687
Changes from: October 21, 2014 Total Change is: 2,011
2,322 6,142 140 2,262 1,408 -3,565 -2,451 -72 -195 0 0 0 3,498 -1,847
Percent of Open Interest Represented by Each Category of Trader
5.5 14.9 0.1 50.6 8.4 15.4 3.7 39.8 1.5 1.1 1.4 0.0 22.2 18.5
Number of Traders in Each Category Total Traders: 82
. 9 4 40 10 25 5 12 10 . . .
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Traders in Financial Futures - Futures Only Positions as of October 28, 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 1,384,211
Positions
108,010 214,121 1,455 252,348 509,826 77,102 650,913 221,646 39,099 138,695 179,479 6,983 109,606 134,500
Changes from: October 21, 2014 Total Change is: -18,274
11,659 21,541 -11,133 -21,572 3,569 4,532 -2,508 -43,932 2,849 -2,989 1,926 1,498 -610 876
Percent of Open Interest Represented by Each Category of Trader
7.8 15.5 0.1 18.2 36.8 5.6 47.0 16.0 2.8 10.0 13.0 0.5 7.9 9.7
Number of Traders in Each Category Total Traders: 266
15 31 5 39 47 39 46 29 23 20 39 10
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Traders in Financial Futures - Futures Only Positions as of October 28, 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 2,726,427
Positions
117,813 148,010 7,828 964,455 825,674 386,973 518,129 611,810 77,542 299,091 181,124 41,739 312,857 445,727
Changes from: October 21, 2014 Total Change is: -106,063
-17,607 -43,819 -23,367 -87,627 65,465 -787 27,231 -95,923 11,397 -26,450 -9,811 4,763 6,384 -13,981
Percent of Open Interest Represented by Each Category of Trader
4.3 5.4 0.3 35.4 30.3 14.2 19.0 22.4 2.8 11.0 6.6 1.5 11.5 16.3
Number of Traders in Each Category Total Traders: 370
27 28 11 40 79 61 54 65 56 27 50 15
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Traders in Financial Futures - Futures Only Positions as of October 28, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,893,546
Positions
124,861 125,250 12,084 471,299 504,809 326,363 487,982 238,015 56,375 115,656 231,862 25,114 273,812 373,674
Changes from: October 21, 2014 Total Change is: -2,405
-5,568 -10,418 6,345 -31,890 12,283 16,714 13,647 -21,274 12 -2,953 -30,823 -952 2,240 25,708
Percent of Open Interest Represented by Each Category of Trader
6.6 6.6 0.6 24.9 26.7 17.2 25.8 12.6 3.0 6.1 12.2 1.3 14.5 19.7
Number of Traders in Each Category Total Traders: 268
15 27 11 36 43 42 50 49 31 12 36 9
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Traders in Financial Futures - Futures Only Positions as of October 28, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 659,176
Positions
269,124 147,706 185,776 0 8,859 14,282 6,606 103,942 93,696 17,857 12,200 34,396 37,439 58,319
Changes from: October 21, 2014 Total Change is: 26,316
18,150 4,156 5,816 0 717 -477 -2,996 15,102 8,603 737 2,237 -4,637 1,120 -5,201
Percent of Open Interest Represented by Each Category of Trader
40.8 22.4 28.2 0.0 1.3 2.2 1.0 15.8 14.2 2.7 1.9 5.2 5.7 8.8
Number of Traders in Each Category Total Traders: 95
15 25 27 0 . . 8 30 21 . 8 7
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Traders in Financial Futures - Futures Only Positions as of October 28, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,473,036
Positions
2,367,382 1,895,637 2,620,053 893,226 676,749 375,591 1,642,958 1,865,405 2,013,103 385,827 537,275 317,462 857,434 1,171,761
Changes from: October 21, 2014 Total Change is: 375,827
-90,789 195,038 -40,876 294,521 48,026 3,306 54,038 59,574 68,076 33,585 7,720 -7,803 61,769 42,766
Percent of Open Interest Represented by Each Category of Trader
20.6 16.5 22.8 7.8 5.9 3.3 14.3 16.3 17.5 3.4 4.7 2.8 7.5 10.2
Number of Traders in Each Category Total Traders: 297
25 60 77 13 26 27 39 81 92 9 37 33
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Traders in Financial Futures - Futures Only Positions as of October 28, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 52,106
Positions
34,834 5,522 0 7,396 12,340 4,925 4,113 19,890 55 620 9,152 0 163 222
Changes from: October 21, 2014 Total Change is: 396
346 523 0 -3 -1,109 10 260 716 3 -216 229 0 -4 24
Percent of Open Interest Represented by Each Category of Trader
66.9 10.6 0.0 14.2 23.7 9.5 7.9 38.2 0.1 1.2 17.6 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 47
6 8 0 . 10 . 4 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 52,660
Positions
40,921 16,076 0 0 13,340 948 7,198 9,001 2,831 525 10,145 0 237 319
Changes from: October 21, 2014 Total Change is: 1,731
-395 1,097 0 0 126 -3 1,845 529 -8 220 -8 0 72 -2
Percent of Open Interest Represented by Each Category of Trader
77.7 30.5 0.0 0.0 25.3 1.8 13.7 17.1 5.4 1.0 19.3 0.0 0.5 0.6
Number of Traders in Each Category Total Traders: 49
4 6 0 0 15 . 8 7 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 79,369
Positions
16,021 55,922 807 8,629 0 202 26,163 18,438 1,833 14,928 211 550 10,236 1,406
Changes from: October 21, 2014 Total Change is: -946
262 -80 0 -1,528 0 20 -618 -941 65 737 45 173 -57 -228
Percent of Open Interest Represented by Each Category of Trader
20.2 70.5 1.0 10.9 0.0 0.3 33.0 23.2 2.3 18.8 0.3 0.7 12.9 1.8
Number of Traders in Each Category Total Traders: 154
9 . . 16 0 . 42 13 8 67 . .
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Traders in Financial Futures - Futures Only Positions as of October 28, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 355,595
Positions
53,274 103,345 38,970 9,418 21,523 48,733 94,637 35,868 53,069 12,314 6,630 24,489 20,691 22,968
Changes from: October 21, 2014 Total Change is: -66,454
-23,903 -26,622 -7,182 -5,915 3,831 -4,458 -6,579 -15,818 -9,887 -1,945 -1,357 -3,056 -3,529 -1,905
Percent of Open Interest Represented by Each Category of Trader
15.0 29.1 11.0 2.6 6.1 13.7 26.6 10.1 14.9 3.5 1.9 6.9 5.8 6.5
Number of Traders in Each Category Total Traders: 191
14 20 22 10 18 13 40 44 53 11 14 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 28, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,503
Positions
0 3,138 0 3,135 628 794 7,953 5,831 350 25 1,750 0 246 12
Changes from: October 21, 2014 Total Change is: 1,444
0 0 0 -5 0 17 1,399 537 43 0 850 0 -10 -3
Percent of Open Interest Represented by Each Category of Trader
0.0 25.1 0.0 25.1 5.0 6.4 63.6 46.6 2.8 0.2 14.0 0.0 2.0 0.1
Number of Traders in Each Category Total Traders: 21
0 . 0 4 . . 6 6 . . . 0
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Updated October 31, 2014