Traders in Financial Futures - Futures Only Positions as of November 18, 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 106,914
Positions
25,924 703 2,878 18,036 3,954 2 15,147 51,646 7,920 14,961 2,329 533 21,513 36,949
Changes from: November 11, 2014 Total Change is: -1,531
63 157 566 -354 117 -17 -981 -2,657 202 281 121 -174 -1,117 154
Percent of Open Interest Represented by Each Category of Trader
24.2 0.7 2.7 16.9 3.7 0.0 14.2 48.3 7.4 14.0 2.2 0.5 20.1 34.6
Number of Traders in Each Category Total Traders: 77
9 . 6 5 5 . 13 27 13 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 60,718
Positions
41,168 3,347 708 1,662 3,538 707 9,551 30,828 314 503 0 0 6,105 21,276
Changes from: November 11, 2014 Total Change is: -562
-1,239 -134 218 442 328 264 94 -594 107 0 0 0 -448 -751
Percent of Open Interest Represented by Each Category of Trader
67.8 5.5 1.2 2.7 5.8 1.2 15.7 50.8 0.5 0.8 0.0 0.0 10.1 35.0
Number of Traders in Each Category Total Traders: 48
7 . . . 5 . 12 18 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 166,966
Positions
69,281 17,299 1,314 9,144 43,543 4,228 51,823 45,048 4,875 4,543 15,157 1,195 20,563 34,307
Changes from: November 11, 2014 Total Change is: 15,306
15,478 -575 -338 -1,484 1,147 96 -170 10,228 -21 -35 31 521 1,259 4,217
Percent of Open Interest Represented by Each Category of Trader
41.5 10.4 0.8 5.5 26.1 2.5 31.0 27.0 2.9 2.7 9.1 0.7 12.3 20.5
Number of Traders in Each Category Total Traders: 105
8 8 4 6 15 6 28 28 14 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 238,898
Positions
126,680 9,072 1,842 27,475 33,297 773 39,378 113,035 3,659 20,636 18,384 2,015 16,440 56,821
Changes from: November 11, 2014 Total Change is: 11,322
10,033 -2,151 383 -324 101 -128 338 10,857 85 -586 2,183 -171 1,692 163
Percent of Open Interest Represented by Each Category of Trader
53.0 3.8 0.8 11.5 13.9 0.3 16.5 47.3 1.5 8.6 7.7 0.8 6.9 23.8
Number of Traders in Each Category Total Traders: 140
13 5 . 10 17 7 24 46 14 12 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 465,168
Positions
261,649 49,513 8,833 42,277 86,497 11,875 52,016 186,132 7,339 43,710 22,176 5,501 31,968 87,302
Changes from: November 11, 2014 Total Change is: 1,192
765 -831 -282 36 2,562 50 -2,916 2,106 1,799 604 -1,627 255 881 -2,840
Percent of Open Interest Represented by Each Category of Trader
56.2 10.6 1.9 9.1 18.6 2.6 11.2 40.0 1.6 9.4 4.8 1.2 6.9 18.8
Number of Traders in Each Category Total Traders: 218
19 15 7 15 29 19 29 57 21 23 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 117,859
Positions
75,749 12,900 289 1,415 10,172 1,011 21,071 32,894 1,063 81 24,713 487 16,693 34,330
Changes from: November 11, 2014 Total Change is: -5,867
-2,851 -458 208 -30 -783 -28 -3,079 -2,668 470 -574 389 -77 94 -2,920
Percent of Open Interest Represented by Each Category of Trader
64.3 10.9 0.2 1.2 8.6 0.9 17.9 27.9 0.9 0.1 21.0 0.4 14.2 29.1
Number of Traders in Each Category Total Traders: 83
9 6 . . 11 . 13 29 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 58,337
Positions
30,127 25,390 19,595 0 2,279 0 4,956 7,229 1,337 1,083 871 973 266 663
Changes from: November 11, 2014 Total Change is: 2,658
710 779 2,000 0 183 0 0 -477 0 0 0 0 -52 173
Percent of Open Interest Represented by Each Category of Trader
51.6 43.5 33.6 0.0 3.9 0.0 8.5 12.4 2.3 1.9 1.5 1.7 0.5 1.1
Number of Traders in Each Category Total Traders: 29
8 9 6 0 . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 167,389
Positions
50,625 43,154 3,687 53,771 1,614 0 26,419 80,721 25,962 2,914 6,963 124 3,887 5,164
Changes from: November 11, 2014 Total Change is: 25
1,615 1,827 -44 -338 156 0 2,328 1,057 -3,346 -388 448 124 74 -197
Percent of Open Interest Represented by Each Category of Trader
30.2 25.8 2.2 32.1 1.0 0.0 15.8 48.2 15.5 1.7 4.2 0.1 2.3 3.1
Number of Traders in Each Category Total Traders: 122
6 9 4 6 4 0 25 48 8 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 69,924
Positions
11,058 57,903 2,981 789 0 0 793 4,795 730 50,062 0 2,970 541 545
Changes from: November 11, 2014 Total Change is: -3,518
-252 2,972 -3,055 -302 0 0 -654 -843 463 3,414 0 -3,055 -77 0
Percent of Open Interest Represented by Each Category of Trader
15.8 82.8 4.3 1.1 0.0 0.0 1.1 6.9 1.0 71.6 0.0 4.2 0.8 0.8
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 19,907
Positions
7,380 3,240 1 898 813 0 8,137 9,374 222 829 1,112 0 2,440 5,145
Changes from: November 11, 2014 Total Change is: 98
-170 211 -44 -140 254 0 -167 35 -88 172 -88 0 535 -182
Percent of Open Interest Represented by Each Category of Trader
37.1 16.3 0.0 4.5 4.1 0.0 40.9 47.1 1.1 4.2 5.6 0.0 12.3 25.8
Number of Traders in Each Category Total Traders: 63
6 6 . . 4 0 10 22 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 71,721
Positions
23,108 41,519 448 5,378 2,172 312 31,031 11,536 2 2,756 3,992 95 8,593 11,646
Changes from: November 11, 2014 Total Change is: 3,951
584 2,973 59 223 -3 -19 2,369 736 -112 102 -194 16 730 496
Percent of Open Interest Represented by Each Category of Trader
32.2 57.9 0.6 7.5 3.0 0.4 43.3 16.1 0.0 3.8 5.6 0.1 12.0 16.2
Number of Traders in Each Category Total Traders: 107
16 15 . 11 . 4 25 18 . 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 143,442
Positions
46,216 83,038 896 10,755 4,344 624 62,062 23,071 4 5,511 7,984 189 17,185 23,292
Changes from: November 11, 2014 Total Change is: 7,902
1,167 5,946 117 446 -6 -37 4,738 1,471 -224 204 -387 31 1,460 991
Percent of Open Interest Represented by Each Category of Trader
32.2 57.9 0.6 7.5 3.0 0.4 43.3 16.1 0.0 3.8 5.6 0.1 12.0 16.2
Number of Traders in Each Category Total Traders: 107
16 15 . 11 . 4 25 18 . 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 753,656
Positions
40,553 205,309 39,024 327,126 125,093 47,273 113,399 170,670 36,355 40,886 47,112 5,460 103,579 77,359
Changes from: November 11, 2014 Total Change is: 23,619
-1,630 17,935 4,707 11,699 -2,594 -223 4,312 487 3,672 587 1,237 1,262 -767 -2,865
Percent of Open Interest Represented by Each Category of Trader
5.4 27.2 5.2 43.4 16.6 6.3 15.0 22.6 4.8 5.4 6.3 0.7 13.7 10.3
Number of Traders in Each Category Total Traders: 590
29 45 25 120 57 72 102 125 85 59 51 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 148,714
Positions
16,330 57,995 2,269 60,290 26,220 1,981 9,650 14,445 1,296 10,900 8,697 3,166 42,832 32,645
Changes from: November 11, 2014 Total Change is: 2,818
-1,889 3,386 -405 1,404 -1,234 26 2,832 3,064 105 -568 -36 1,311 2 -3,399
Percent of Open Interest Represented by Each Category of Trader
11.0 39.0 1.5 40.5 17.6 1.3 6.5 9.7 0.9 7.3 5.8 2.1 28.8 22.0
Number of Traders in Each Category Total Traders: 93
7 11 . 17 7 5 21 14 9 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 3,024,708
Positions
201,516 816,968 103,378 1,379,330 539,515 181,308 573,195 835,575 120,846 151,765 193,913 9,633 303,737 223,572
Changes from: November 11, 2014 Total Change is: 104,003
-13,961 57,492 40,816 57,410 -865 -7,179 18,422 -1,863 6,813 5,740 6,331 -213 -3,845 2,671
Percent of Open Interest Represented by Each Category of Trader
6.7 27.0 3.4 45.6 17.8 6.0 19.0 27.6 4.0 5.0 6.4 0.3 10.0 7.4
Number of Traders in Each Category Total Traders: 574
33 41 21 114 56 67 99 124 71 56 51 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 99,278
Positions
6,778 32,953 394 45,164 46,507 2,195 22,138 11,356 1,640 698 401 0 20,271 3,832
Changes from: November 11, 2014 Total Change is: 1,968
-3,304 1,079 202 2,988 1,215 -395 3,386 -1,585 989 0 0 0 -1,898 463
Percent of Open Interest Represented by Each Category of Trader
6.8 33.2 0.4 45.5 46.8 2.2 22.3 11.4 1.7 0.7 0.4 0.0 20.4 3.9
Number of Traders in Each Category Total Traders: 96
7 11 . 37 11 14 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 84,518
Positions
4,004 49,378 5,710 37,050 5,823 689 22,056 10,582 2,946 2,893 3,048 54 9,115 6,286
Changes from: November 11, 2014 Total Change is: 5,426
-249 579 843 1,804 -10 150 679 1,346 1,271 194 80 3 733 1,165
Percent of Open Interest Represented by Each Category of Trader
4.7 58.4 6.8 43.8 6.9 0.8 26.1 12.5 3.5 3.4 3.6 0.1 10.8 7.4
Number of Traders in Each Category Total Traders: 251
19 24 12 33 20 10 65 48 18 19 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 11,474
Positions
4,779 8,758 100 894 0 0 1,914 1,729 0 838 0 0 2,949 887
Changes from: November 11, 2014 Total Change is: 1,791
-47 700 0 3 0 0 1,053 792 0 0 0 0 782 299
Percent of Open Interest Represented by Each Category of Trader
41.7 76.3 0.9 7.8 0.0 0.0 16.7 15.1 0.0 7.3 0.0 0.0 25.7 7.7
Number of Traders in Each Category Total Traders: 21
5 6 . . 0 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 365,218
Positions
18,983 225,960 5,191 180,778 29,117 3,445 109,276 52,831 6,166 10,277 15,241 270 30,832 26,997
Changes from: November 11, 2014 Total Change is: 18,177
405 808 2,801 9,005 -52 750 3,095 7,737 1,387 968 402 13 -247 4,331
Percent of Open Interest Represented by Each Category of Trader
5.2 61.9 1.4 49.5 8.0 0.9 29.9 14.5 1.7 2.8 4.2 0.1 8.4 7.4
Number of Traders in Each Category Total Traders: 249
17 26 8 33 20 10 64 49 14 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 384,968
Positions
104,648 71,909 21,511 122,781 139,281 24,935 79,024 96,296 5,096 6,599 8,352 0 20,374 17,588
Changes from: November 11, 2014 Total Change is: 119
-2,270 2,565 -339 -4,285 -773 2,183 1,498 -4,129 -310 43 466 0 3,599 456
Percent of Open Interest Represented by Each Category of Trader
27.2 18.7 5.6 31.9 36.2 6.5 20.5 25.0 1.3 1.7 2.2 0.0 5.3 4.6
Number of Traders in Each Category Total Traders: 260
21 13 6 52 43 26 44 60 16 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 70,753
Positions
4,984 19,725 161 31,479 0 82 15,657 24,301 918 4,589 1,533 0 12,883 24,033
Changes from: November 11, 2014 Total Change is: 2,309
141 -173 161 -359 0 16 4,559 1,560 234 -1,474 151 0 -969 360
Percent of Open Interest Represented by Each Category of Trader
7.0 27.9 0.2 44.5 0.0 0.1 22.1 34.3 1.3 6.5 2.2 0.0 18.2 34.0
Number of Traders in Each Category Total Traders: 73
7 8 . 21 0 . 16 13 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 126,538
Positions
34,549 23,156 4,654 9,264 2,031 1,119 52,155 19,180 2,787 10,958 1,908 1 11,051 71,702
Changes from: November 11, 2014 Total Change is: -1,070
-1,447 -2,833 1,328 314 -1,175 2 -3,563 1,565 681 1,930 840 -288 -27 -1,190
Percent of Open Interest Represented by Each Category of Trader
27.3 18.3 3.7 7.3 1.6 0.9 41.2 15.2 2.2 8.7 1.5 0.0 8.7 56.7
Number of Traders in Each Category Total Traders: 101
15 13 4 10 . . 36 9 10 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 122,704
Positions
8,329 69,920 476 70,374 28,814 5,466 27,815 11,280 2,684 1,076 988 0 6,484 3,076
Changes from: November 11, 2014 Total Change is: 4,641
-416 2,299 -21 1,400 1,339 -330 2,548 1,139 -32 201 0 0 1,291 247
Percent of Open Interest Represented by Each Category of Trader
6.8 57.0 0.4 57.4 23.5 4.5 22.7 9.2 2.2 0.9 0.8 0.0 5.3 2.5
Number of Traders in Each Category Total Traders: 105
8 12 . 39 20 14 12 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 339,323
Positions
52,299 178,507 2,534 114,499 51,085 50,887 83,864 43,822 1,534 18,543 9,219 395 14,768 1,340
Changes from: November 11, 2014 Total Change is: 1,612
769 3,369 289 1,344 -2,307 10 -1,193 358 205 1,011 -82 28 -851 -258
Percent of Open Interest Represented by Each Category of Trader
15.4 52.6 0.7 33.7 15.1 15.0 24.7 12.9 0.5 5.5 2.7 0.1 4.4 0.4
Number of Traders in Each Category Total Traders: 209
25 17 8 57 24 28 36 17 9 24 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 819,445
Positions
12,021 131,491 5,811 383,374 148,607 115,238 95,084 196,438 15,745 23,125 39,851 208 168,839 166,056
Changes from: November 11, 2014 Total Change is: -871
-69 10,402 234 -11,980 1,224 -2,164 10,066 3,566 1,209 3,897 -11,594 96 -2,160 -3,844
Percent of Open Interest Represented by Each Category of Trader
1.5 16.0 0.7 46.8 18.1 14.1 11.6 24.0 1.9 2.8 4.9 0.0 20.6 20.3
Number of Traders in Each Category Total Traders: 170
7 15 7 35 34 37 29 30 20 10 10 4
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 528,202
Positions
21,634 84,701 1,042 259,495 32,553 83,089 32,537 220,246 9,116 7,117 7,002 60 114,112 90,393
Changes from: November 11, 2014 Total Change is: 18,717
200 5,152 473 2,007 -704 2,590 9,037 14,001 838 0 0 0 3,572 -3,633
Percent of Open Interest Represented by Each Category of Trader
4.1 16.0 0.2 49.1 6.2 15.7 6.2 41.7 1.7 1.3 1.3 0.0 21.6 17.1
Number of Traders in Each Category Total Traders: 86
. 9 4 40 10 25 9 12 12 . . .
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Traders in Financial Futures - Futures Only Positions as of November 18, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,496,963
Positions
78,233 158,468 21,637 259,491 509,204 89,410 751,531 226,776 75,925 106,267 262,091 10,273 104,196 143,179
Changes from: November 11, 2014 Total Change is: 99,223
-21,441 3,271 9,180 14,980 5,314 94 91,612 9,843 30,361 -9,847 50,226 912 -16,628 -9,978
Percent of Open Interest Represented by Each Category of Trader
5.2 10.6 1.4 17.3 34.0 6.0 50.2 15.1 5.1 7.1 17.5 0.7 7.0 9.6
Number of Traders in Each Category Total Traders: 264
13 27 9 39 46 36 48 36 33 17 37 9
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,902,018
Positions
119,629 190,964 43,929 1,021,813 822,154 350,421 499,684 733,573 120,956 387,040 171,592 38,014 320,532 430,415
Changes from: November 11, 2014 Total Change is: 115,552
5,321 28,735 19,193 19,660 26,092 -19,129 2,841 35,020 42,752 40,771 2,674 -4,565 8,708 -15,220
Percent of Open Interest Represented by Each Category of Trader
4.1 6.6 1.5 35.2 28.3 12.1 17.2 25.3 4.2 13.3 5.9 1.3 11.0 14.8
Number of Traders in Each Category Total Traders: 383
22 36 21 38 81 64 60 69 67 28 49 12
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 2,034,058
Positions
113,324 151,558 13,518 424,583 597,371 315,720 634,442 228,895 112,036 151,099 223,893 22,420 246,916 368,647
Changes from: November 11, 2014 Total Change is: 61,325
-9,962 11,737 1,229 11,561 36,946 -18,506 28,190 7,521 22,451 5,007 -895 2,705 18,650 -1,863
Percent of Open Interest Represented by Each Category of Trader
5.6 7.5 0.7 20.9 29.4 15.5 31.2 11.3 5.5 7.4 11.0 1.1 12.1 18.1
Number of Traders in Each Category Total Traders: 273
12 32 12 38 48 44 48 44 36 16 35 10
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 712,743
Positions
295,087 164,481 188,334 0 3,697 19,119 25,922 128,199 90,809 16,660 16,239 45,981 30,831 55,884
Changes from: November 11, 2014 Total Change is: 24,742
13,948 15,761 4,795 0 -5,379 4,219 393 -1,448 2,603 -4,533 -173 6,439 -3,122 -2,075
Percent of Open Interest Represented by Each Category of Trader
41.4 23.1 26.4 0.0 0.5 2.7 3.6 18.0 12.7 2.3 2.3 6.5 4.3 7.8
Number of Traders in Each Category Total Traders: 104
17 26 34 0 . . 15 24 23 . 11 8
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 is11,656,623
Positions
2,256,863 2,009,047 2,528,237 1,145,007 710,940 387,102 1,734,643 1,850,348 2,063,483 468,510 582,497 301,018 771,760 1,223,951
Changes from: November 11, 2014 Total Change is: -101,412
-97,652 37,929 -44,588 65,967 -9,596 6,131 -2,092 -94,176 -45,584 -26,224 862 9,413 33,217 38,197
Percent of Open Interest Represented by Each Category of Trader
19.4 17.2 21.7 9.8 6.1 3.3 14.9 15.9 17.7 4.0 5.0 2.6 6.6 10.5
Number of Traders in Each Category Total Traders: 290
24 61 78 13 25 24 34 79 90 10 37 29
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Traders in Financial Futures - Futures Only Positions as of November 18, 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 50,591
Positions
33,596 6,064 0 4,625 11,465 4,935 6,152 19,135 50 1,112 8,640 29 92 273
Changes from: November 11, 2014 Total Change is: 136
209 554 0 -1,039 -515 4 964 -163 0 -12 109 29 -19 118
Percent of Open Interest Represented by Each Category of Trader
66.4 12.0 0.0 9.1 22.7 9.8 12.2 37.8 0.1 2.2 17.1 0.1 0.2 0.5
Number of Traders in Each Category Total Traders: 48
6 10 0 . 10 4 4 8 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 53,863
Positions
40,520 16,111 0 0 14,491 1,013 8,916 8,908 2,831 427 10,392 0 156 117
Changes from: November 11, 2014 Total Change is: 47
-1,026 327 0 0 -152 0 1,078 -144 0 20 -3 0 -25 19
Percent of Open Interest Represented by Each Category of Trader
75.2 29.9 0.0 0.0 26.9 1.9 16.6 16.5 5.3 0.8 19.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 47
5 5 0 0 14 . 7 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 90,731
Positions
15,409 56,694 807 11,952 86 86 28,404 29,845 1,540 19,858 381 55 12,620 1,237
Changes from: November 11, 2014 Total Change is: -4,475
-1,326 55 0 656 86 -5 1,318 -1,028 184 -1,289 159 -8 -4,005 -3,918
Percent of Open Interest Represented by Each Category of Trader
17.0 62.5 0.9 13.2 0.1 0.1 31.3 32.9 1.7 21.9 0.4 0.1 13.9 1.4
Number of Traders in Each Category Total Traders: 164
7 . . 16 . . 45 19 9 69 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 18, 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 385,463
Positions
45,533 79,726 50,836 50,476 25,810 44,478 75,010 58,615 58,948 10,311 7,621 27,973 21,898 31,456
Changes from: November 11, 2014 Total Change is: -7,471
-7,079 -16,276 6,832 20,625 -1,126 -2,369 -20,086 3,921 -1,666 164 450 -578 -3,314 3,341
Percent of Open Interest Represented by Each Category of Trader
11.8 20.7 13.2 13.1 6.7 11.5 19.5 15.2 15.3 2.7 2.0 7.3 5.7 8.2
Number of Traders in Each Category Total Traders: 188
16 16 22 7 18 13 38 49 53 8 18 24
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Updated November 21, 2014