Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 138,377
Positions
14,667 51,385 7,433 16,293 3,065 744 29,725 24,323 15,054 19,692 1,843 3,672 31,098 30,857
Changes from: July 29, 2014 Total Change is: -3,005
655 -4,701 1,795 -68 77 343 -9,047 -6,512 2,825 2,640 -192 1,013 -3,162 2,345
Percent of Open Interest Represented by Each Category of Trader
10.6 37.1 5.4 11.8 2.2 0.5 21.5 17.6 10.9 14.2 1.3 2.7 22.5 22.3
Number of Traders in Each Category Total Traders: 81
6 5 8 5 . . 20 21 16 14 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 60,336
Positions
34,961 1,941 835 1,599 2,268 0 11,706 28,738 1,417 613 0 0 9,205 25,136
Changes from: July 29, 2014 Total Change is: 13,036
14,219 1,228 -112 40 76 0 615 8,245 13 0 0 0 -1,739 3,587
Percent of Open Interest Represented by Each Category of Trader
57.9 3.2 1.4 2.7 3.8 0.0 19.4 47.6 2.3 1.0 0.0 0.0 15.3 41.7
Number of Traders in Each Category Total Traders: 48
8 . 5 . . 0 10 22 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 261,837
Positions
16,537 75,837 11,908 25,832 30,809 2,653 140,089 54,683 17,965 4,120 34,872 5,557 37,175 27,552
Changes from: July 29, 2014 Total Change is: -5,508
12,287 -12,014 1,148 -1,495 564 398 -14,357 1,424 54 -2,204 32 915 -2,254 1,971
Percent of Open Interest Represented by Each Category of Trader
6.3 29.0 4.5 9.9 11.8 1.0 53.5 20.9 6.9 1.6 13.3 2.1 14.2 10.5
Number of Traders in Each Category Total Traders: 125
6 10 10 8 14 6 43 24 21 7 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 223,799
Positions
113,994 10,135 9,398 34,049 19,786 1,179 24,218 100,603 17,832 2,383 4,690 3,592 17,153 56,585
Changes from: July 29, 2014 Total Change is: 22,672
18,650 -13,992 865 15 504 271 6,035 24,407 781 -549 64 198 -3,595 9,573
Percent of Open Interest Represented by Each Category of Trader
50.9 4.5 4.2 15.2 8.8 0.5 10.8 45.0 8.0 1.1 2.1 1.6 7.7 25.3
Number of Traders in Each Category Total Traders: 129
13 7 8 9 17 8 16 50 24 4 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 450,253
Positions
202,317 17,043 14,119 46,943 64,482 11,972 59,130 168,676 40,015 24,289 32,727 8,955 42,513 92,263
Changes from: July 29, 2014 Total Change is: 29,445
27,471 717 1,303 -713 -3,073 815 -3,718 20,766 5,149 -620 1,140 687 -929 1,940
Percent of Open Interest Represented by Each Category of Trader
44.9 3.8 3.1 10.4 14.3 2.7 13.1 37.5 8.9 5.4 7.3 2.0 9.4 20.5
Number of Traders in Each Category Total Traders: 238
20 10 11 17 29 22 24 72 38 27 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 114,850
Positions
5,091 30,793 5,247 2,688 7,334 1,162 60,892 23,343 7,324 752 9,680 4,375 27,319 25,592
Changes from: July 29, 2014 Total Change is: -5,326
2,146 -10,942 759 -182 1,944 -97 -7,017 -303 1,183 -249 -70 961 -2,830 1,238
Percent of Open Interest Represented by Each Category of Trader
4.4 26.8 4.6 2.3 6.4 1.0 53.0 20.3 6.4 0.7 8.4 3.8 23.8 22.3
Number of Traders in Each Category Total Traders: 90
6 10 9 4 6 . 25 22 15 7 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 39,752
Positions
21,194 28,874 3,966 3,084 0 0 5,977 2,895 1,644 1,499 0 1,802 585 570
Changes from: July 29, 2014 Total Change is: 274
2,154 -634 58 -4 0 0 -2,015 757 -27 73 0 0 35 120
Percent of Open Interest Represented by Each Category of Trader
53.3 72.6 10.0 7.8 0.0 0.0 15.0 7.3 4.1 3.8 0.0 4.5 1.5 1.4
Number of Traders in Each Category Total Traders: 24
8 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 143,344
Positions
52,095 63,581 67 5,193 545 0 76,076 67,848 1,970 2,292 5,028 0 5,651 4,305
Changes from: July 29, 2014 Total Change is: -1,867
21,655 -24,015 66 -447 -774 0 -20,903 19,297 1,086 -1,858 517 0 -1,466 1,955
Percent of Open Interest Represented by Each Category of Trader
36.3 44.4 0.0 3.6 0.4 0.0 53.1 47.3 1.4 1.6 3.5 0.0 3.9 3.0
Number of Traders in Each Category Total Traders: 120
12 11 . 7 . 0 34 37 10 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 35,832
Positions
7,284 18,138 6,030 2,035 201 95 16,050 4,507 22 355 3,275 2,750 1,211 814
Changes from: July 29, 2014 Total Change is: -2,690
653 -138 -511 214 0 0 -2,838 -1,908 -89 -20 0 0 -99 -44
Percent of Open Interest Represented by Each Category of Trader
20.3 50.6 16.8 5.7 0.6 0.3 44.8 12.6 0.1 1.0 9.1 7.7 3.4 2.3
Number of Traders in Each Category Total Traders: 26
. 8 . . . . 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 25,794
Positions
1,940 12,591 305 1,856 189 0 17,245 6,446 204 656 3,444 0 3,588 2,615
Changes from: July 29, 2014 Total Change is: -4,895
193 -1,214 191 -30 0 0 -4,919 -3,987 -21 131 125 0 -440 11
Percent of Open Interest Represented by Each Category of Trader
7.5 48.8 1.2 7.2 0.7 0.0 66.9 25.0 0.8 2.5 13.4 0.0 13.9 10.1
Number of Traders in Each Category Total Traders: 66
4 10 . 4 . 0 22 15 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 60,439
Positions
18,895 32,494 443 4,306 5,001 170 19,493 9,137 4,020 3,756 2,124 736 8,621 6,316
Changes from: July 29, 2014 Total Change is: -4,514
1,146 -8,967 46 -464 280 -71 -7,547 3,310 2,433 -95 -659 116 -77 -1,001
Percent of Open Interest Represented by Each Category of Trader
31.3 53.8 0.7 7.1 8.3 0.3 32.3 15.1 6.7 6.2 3.5 1.2 14.3 10.5
Number of Traders in Each Category Total Traders: 113
21 14 4 9 . 4 29 16 11 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 120,879
Positions
37,790 64,987 886 8,612 10,001 339 38,986 18,275 8,040 7,512 4,248 1,472 17,242 12,632
Changes from: July 29, 2014 Total Change is: -9,028
2,291 -17,935 92 -928 559 -142 -15,094 6,619 4,866 -191 -1,317 233 -154 -2,003
Percent of Open Interest Represented by Each Category of Trader
31.3 53.8 0.7 7.1 8.3 0.3 32.3 15.1 6.7 6.2 3.5 1.2 14.3 10.5
Number of Traders in Each Category Total Traders: 113
21 14 4 9 . 4 29 16 11 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 942,818
Positions
40,284 177,607 49,876 312,480 111,231 56,365 98,680 194,484 180,178 47,543 42,716 32,729 124,682 97,633
Changes from: July 29, 2014 Total Change is: 36,776
-2,818 -8,826 6,138 -12,951 6,098 4,350 5,768 664 28,559 -3,621 -7,380 5,195 6,155 1,978
Percent of Open Interest Represented by Each Category of Trader
4.3 18.8 5.3 33.1 11.8 6.0 10.5 20.6 19.1 5.0 4.5 3.5 13.2 10.4
Number of Traders in Each Category Total Traders: 635
34 37 33 126 62 78 95 134 108 90 57 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 221,425
Positions
25,661 55,083 9,261 62,366 25,915 3,685 8,681 20,261 41,287 9,422 10,403 11,651 49,413 43,880
Changes from: July 29, 2014 Total Change is: 17,609
4,229 397 1,010 3,826 -600 633 -2,246 7,744 6,970 240 -1,445 1,323 1,624 1,577
Percent of Open Interest Represented by Each Category of Trader
11.6 24.9 4.2 28.2 11.7 1.7 3.9 9.2 18.6 4.3 4.7 5.3 22.3 19.8
Number of Traders in Each Category Total Traders: 104
5 15 7 17 9 8 13 23 32 12 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 3,606,962
Positions
196,106 735,612 80,085 1,274,609 450,618 239,360 537,414 958,531 607,037 197,064 168,018 98,939 376,347 268,762
Changes from: July 29, 2014 Total Change is: 95,832
-18,503 -29,379 8,902 -77,065 40,313 11,767 66,405 -9,066 81,612 -18,238 -28,615 18,296 22,655 2,002
Percent of Open Interest Represented by Each Category of Trader
5.4 20.4 2.2 35.3 12.5 6.6 14.9 26.6 16.8 5.5 4.7 2.7 10.4 7.5
Number of Traders in Each Category Total Traders: 606
35 35 30 119 59 73 94 129 101 82 53 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 91,545
Positions
8,513 37,197 65 48,007 39,651 1,945 21,143 8,481 592 515 401 0 10,765 3,213
Changes from: July 29, 2014 Total Change is: 1,984
5,149 -2,930 19 -476 4,093 -143 -3,054 1,538 -231 -227 -339 0 947 -23
Percent of Open Interest Represented by Each Category of Trader
9.3 40.6 0.1 52.4 43.3 2.1 23.1 9.3 0.6 0.6 0.4 0.0 11.8 3.5
Number of Traders in Each Category Total Traders: 89
9 9 . 36 11 13 16 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 77,434
Positions
5,832 43,329 959 36,186 5,673 773 19,384 11,567 4,783 1,825 4,440 770 6,921 5,140
Changes from: July 29, 2014 Total Change is: -1,523
-124 -1,897 169 -2,626 360 111 -713 -856 1,216 -322 -80 50 716 -597
Percent of Open Interest Represented by Each Category of Trader
7.5 56.0 1.2 46.7 7.3 1.0 25.0 14.9 6.2 2.4 5.7 1.0 8.9 6.6
Number of Traders in Each Category Total Traders: 240
18 25 8 31 15 13 61 44 19 18 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 387,172
Positions
29,162 216,644 4,795 180,929 28,366 3,865 96,922 57,835 23,914 9,126 22,202 3,852 34,606 25,698
Changes from: July 29, 2014 Total Change is: -7,617
-618 -9,483 845 -13,132 1,800 554 -3,566 -4,278 6,082 -1,610 -400 250 3,578 -2,987
Percent of Open Interest Represented by Each Category of Trader
7.5 56.0 1.2 46.7 7.3 1.0 25.0 14.9 6.2 2.4 5.7 1.0 8.9 6.6
Number of Traders in Each Category Total Traders: 240
18 25 8 31 15 13 61 44 19 18 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 355,547
Positions
80,553 21,375 37,835 127,023 140,966 17,014 60,322 102,181 6,452 9,484 10,506 228 16,635 18,989
Changes from: July 29, 2014 Total Change is: 8,059
1,346 -7,794 11,299 -1,883 3,288 362 184 -1,522 -274 -130 1,734 -19 -2,826 985
Percent of Open Interest Represented by Each Category of Trader
22.7 6.0 10.6 35.7 39.6 4.8 17.0 28.7 1.8 2.7 3.0 0.1 4.7 5.3
Number of Traders in Each Category Total Traders: 251
22 8 . 52 44 27 31 61 16 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 61,316
Positions
2,578 26,662 0 32,451 0 43 12,007 16,437 16 3,921 1,788 271 10,029 16,099
Changes from: July 29, 2014 Total Change is: -1,210
30 -139 0 -834 0 -4 -44 -788 1 -1,812 16 271 1,182 -567
Percent of Open Interest Represented by Each Category of Trader
4.2 43.5 0.0 52.9 0.0 0.1 19.6 26.8 0.0 6.4 2.9 0.4 16.4 26.3
Number of Traders in Each Category Total Traders: 61
5 8 0 19 0 . 10 8 . 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 88,911
Positions
24,416 8,565 2,523 13,509 2,621 1,675 31,303 6,400 1,968 3,067 1,465 312 10,138 63,382
Changes from: July 29, 2014 Total Change is: -6,044
144 1,106 29 386 -453 321 -4,346 886 -92 -1,294 -937 238 -1,430 -7,142
Percent of Open Interest Represented by Each Category of Trader
27.5 9.6 2.8 15.2 2.9 1.9 35.2 7.2 2.2 3.4 1.6 0.4 11.4 71.3
Number of Traders in Each Category Total Traders: 83
12 9 4 9 4 . 25 12 6 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 113,830
Positions
5,385 73,646 1,054 65,547 21,401 5,918 23,850 4,736 3,512 2,622 541 0 5,942 3,022
Changes from: July 29, 2014 Total Change is: 60
-606 1,371 0 -2,141 1,620 612 1,917 -3,660 -152 -226 0 0 656 269
Percent of Open Interest Represented by Each Category of Trader
4.7 64.7 0.9 57.6 18.8 5.2 21.0 4.2 3.1 2.3 0.5 0.0 5.2 2.7
Number of Traders in Each Category Total Traders: 94
7 11 . 34 14 15 20 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 354,793
Positions
41,157 205,455 2,922 116,235 39,617 49,757 100,736 41,175 2,367 16,787 4,609 3,456 21,376 5,435
Changes from: July 29, 2014 Total Change is: -5,212
896 3,446 672 -958 332 -6,219 -1,852 -6,739 -54 -2,086 530 1,873 2,516 947
Percent of Open Interest Represented by Each Category of Trader
11.6 57.9 0.8 32.8 11.2 14.0 28.4 11.6 0.7 4.7 1.3 1.0 6.0 1.5
Number of Traders in Each Category Total Traders: 211
19 25 6 58 21 22 39 18 8 24 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 882,518
Positions
10,290 83,332 22,089 337,109 175,208 119,696 96,348 165,461 77,928 26,160 35,916 10,934 181,964 191,955
Changes from: July 29, 2014 Total Change is: -7,580
7,974 -18,173 -2,087 10,022 -3,792 3,817 -23,289 2,628 11,551 904 944 2,180 -18,652 -4,647
Percent of Open Interest Represented by Each Category of Trader
1.2 9.4 2.5 38.2 19.9 13.6 10.9 18.7 8.8 3.0 4.1 1.2 20.6 21.8
Number of Traders in Each Category Total Traders: 176
6 20 16 33 37 39 28 29 38 12 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 495,385
Positions
24,404 67,236 1,815 254,204 46,206 78,328 18,437 175,512 8,332 8,514 18,065 60 101,290 99,830
Changes from: July 29, 2014 Total Change is: 4,885
1,645 5,057 1,187 4,010 -1,468 2,929 -2,729 -1,677 1,668 1,567 -6,555 0 -5,392 3,744
Percent of Open Interest Represented by Each Category of Trader
4.9 13.6 0.4 51.3 9.3 15.8 3.7 35.4 1.7 1.7 3.6 0.0 20.4 20.2
Number of Traders in Each Category Total Traders: 84
. 9 5 34 10 25 6 13 10 . 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 1,369,582
Positions
73,391 227,383 13,097 230,344 476,787 77,459 639,077 181,709 70,593 132,436 146,805 32,471 100,714 143,278
Changes from: July 29, 2014 Total Change is: 72,726
28,150 23,551 5,060 12,392 38,928 -8,412 27,628 -16,981 12,961 -10,415 6,983 6,340 -978 4,295
Percent of Open Interest Represented by Each Category of Trader
5.4 16.6 1.0 16.8 34.8 5.7 46.7 13.3 5.2 9.7 10.7 2.4 7.4 10.5
Number of Traders in Each Category Total Traders: 265
16 33 9 35 50 37 49 26 34 18 38 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 3,305,398
Positions
85,981 246,820 176,846 969,943 1,072,838 272,828 721,372 339,379 342,891 285,947 185,854 143,112 306,479 524,831
Changes from: July 29, 2014 Total Change is: 80,298
-2,832 13,334 20,239 1,418 -3,544 7,586 12,657 -1,046 32,083 18,512 4,708 11,571 -20,934 -4,631
Percent of Open Interest Represented by Each Category of Trader
2.6 7.5 5.4 29.3 32.5 8.3 21.8 10.3 10.4 8.7 5.6 4.3 9.3 15.9
Number of Traders in Each Category Total Traders: 396
16 52 54 35 82 65 62 68 81 23 58 36
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 2,424,555
Positions
218,890 114,255 102,955 577,999 889,004 297,700 580,145 213,018 168,825 127,374 185,662 74,174 276,491 378,959
Changes from: July 29, 2014 Total Change is: 62,873
33,467 -18,229 23,358 -38,932 11,388 46,527 -32,136 -31,679 23,291 -14,076 -105 4,691 16,683 3,631
Percent of Open Interest Represented by Each Category of Trader
9.0 4.7 4.2 23.8 36.7 12.3 23.9 8.8 7.0 5.3 7.7 3.1 11.4 15.6
Number of Traders in Each Category Total Traders: 290
18 23 25 35 61 51 58 44 52 17 34 20
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 461,427
Positions
190,329 102,581 110,365 0 9,459 7,022 18,477 68,811 75,224 9,156 13,369 21,802 29,052 52,794
Changes from: July 29, 2014 Total Change is: -4,854
-16,784 -15,971 17,538 0 -185 771 -4,346 -3,587 2,343 1,972 78 -2,797 -3,552 -3,044
Percent of Open Interest Represented by Each Category of Trader
41.2 22.2 23.9 0.0 2.0 1.5 4.0 14.9 16.3 2.0 2.9 4.7 6.3 11.4
Number of Traders in Each Category Total Traders: 89
16 25 32 0 4 . 10 21 18 4 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 is19,666,976
Positions
2,340,620 2,082,630 3,877,112 2,701,146 1,050,659 428,257 839,773 1,654,205 6,863,285 320,594 825,326 1,519,070 777,120 1,366,432
Changes from: July 29, 2014 Total Change is: 272,345
107,229 -52,918 180,458 -34,717 -401 -769 -85,035 -135,957 103,242 -3,757 76,365 27,827 -22,134 74,497
Percent of Open Interest Represented by Each Category of Trader
11.9 10.6 19.7 13.7 5.3 2.2 4.3 8.4 34.9 1.6 4.2 7.7 4.0 6.9
Number of Traders in Each Category Total Traders: 346
24 75 91 11 34 32 45 89 113 14 44 45
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 53,836
Positions
34,426 1,874 0 7,023 15,136 4,909 6,696 22,396 374 270 8,911 60 78 176
Changes from: July 29, 2014 Total Change is: 593
1,218 314 0 -35 787 50 -764 -283 69 0 -408 60 -5 4
Percent of Open Interest Represented by Each Category of Trader
63.9 3.5 0.0 13.0 28.1 9.1 12.4 41.6 0.7 0.5 16.6 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 37,341
Positions
30,360 2,978 0 0 10,578 1,378 2,405 8,281 2,269 846 11,600 0 83 257
Changes from: July 29, 2014 Total Change is: 2,726
3,794 1,021 0 0 60 -28 -2,064 1,175 964 60 -543 0 0 77
Percent of Open Interest Represented by Each Category of Trader
81.3 8.0 0.0 0.0 28.3 3.7 6.4 22.2 6.1 2.3 31.1 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 47
6 5 0 0 14 . 4 8 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 82,810
Positions
12,317 33,228 959 11,644 0 132 34,297 43,800 2,608 11,698 338 36 9,119 1,710
Changes from: July 29, 2014 Total Change is: 8,034
286 3,164 52 2,593 -156 -10 5,846 4,987 200 -1,491 50 -103 661 -149
Percent of Open Interest Represented by Each Category of Trader
14.9 40.1 1.2 14.1 0.0 0.2 41.4 52.9 3.1 14.1 0.4 0.0 11.0 2.1
Number of Traders in Each Category Total Traders: 149
7 . . 16 0 . 50 13 14 56 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 409,891
Positions
82,247 32,803 36,318 33,856 23,871 38,888 77,067 131,646 69,852 10,602 10,407 34,474 26,587 31,632
Changes from: July 29, 2014 Total Change is: -10,055
-15,596 4,879 4,677 -11,547 -8,522 8,704 2,924 -23,165 1,296 -1,664 -626 221 930 2,481
Percent of Open Interest Represented by Each Category of Trader
20.1 8.0 8.9 8.3 5.8 9.5 18.8 32.1 17.0 2.6 2.5 8.4 6.5 7.7
Number of Traders in Each Category Total Traders: 187
23 16 23 6 16 14 45 42 59 14 13 23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 5, 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 12,018
Positions
647 2,931 0 5,021 0 405 4,841 8,320 357 530 0 0 217 5
Changes from: July 29, 2014 Total Change is: 1,260
0 0 0 283 0 6 276 1,204 50 500 0 0 145 0
Percent of Open Interest Represented by Each Category of Trader
5.4 24.4 0.0 41.8 0.0 3.4 40.3 69.2 3.0 4.4 0.0 0.0 1.8 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 7 0 . 7 . . . 0 0
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Updated August 8, 2014