Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 132,344
Positions
19,205 38,579 6,552 16,132 3,177 585 25,089 31,154 13,102 17,118 1,865 2,932 31,629 34,397
Changes from: August 12, 2014 Total Change is: 4,300
3,367 -4,410 -584 41 -489 163 583 8,679 -307 -1,506 15 -77 2,619 1,309
Percent of Open Interest Represented by Each Category of Trader
14.5 29.2 5.0 12.2 2.4 0.4 19.0 23.5 9.9 12.9 1.4 2.2 23.9 26.0
Number of Traders in Each Category Total Traders: 78
5 6 8 5 . . 14 26 15 13 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 53,396
Positions
32,049 1,906 1,005 1,599 2,720 3 8,356 22,042 1,569 613 0 0 8,202 24,151
Changes from: August 12, 2014 Total Change is: -1,213
-2,165 240 8 0 433 3 386 -1,200 519 0 0 0 36 -1,215
Percent of Open Interest Represented by Each Category of Trader
60.0 3.6 1.9 3.0 5.1 0.0 15.6 41.3 2.9 1.1 0.0 0.0 15.4 45.2
Number of Traders in Each Category Total Traders: 47
8 . 4 . 4 . 10 20 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 275,329
Positions
47,435 83,250 5,970 22,466 30,599 2,422 128,636 58,281 24,450 4,112 35,564 5,642 34,195 29,151
Changes from: August 12, 2014 Total Change is: 25,044
19,867 5,726 34 -2,183 -275 161 -4,127 7,636 8,036 379 543 1,684 1,192 1,498
Percent of Open Interest Represented by Each Category of Trader
17.2 30.2 2.2 8.2 11.1 0.9 46.7 21.2 8.9 1.5 12.9 2.0 12.4 10.6
Number of Traders in Each Category Total Traders: 118
6 10 9 9 13 6 39 23 21 8 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 234,828
Positions
111,285 13,040 13,398 34,483 20,959 558 31,762 103,676 20,608 2,883 2,099 4,205 15,646 56,286
Changes from: August 12, 2014 Total Change is: 15,070
3,977 -11,394 2,780 433 2,224 -110 6,491 11,526 1,625 388 57 166 -680 8,195
Percent of Open Interest Represented by Each Category of Trader
47.4 5.6 5.7 14.7 8.9 0.2 13.5 44.1 8.8 1.2 0.9 1.8 6.7 24.0
Number of Traders in Each Category Total Traders: 119
10 8 8 10 16 8 19 44 26 4 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 464,108
Positions
216,185 18,300 18,311 46,067 64,812 11,214 61,082 181,004 36,369 24,623 32,005 8,550 41,707 93,543
Changes from: August 12, 2014 Total Change is: 29,452
9,644 3,345 5,340 5,240 -1,147 895 5,622 19,043 3,243 -303 -2,277 1,307 -1,535 -296
Percent of Open Interest Represented by Each Category of Trader
46.6 3.9 3.9 9.9 14.0 2.4 13.2 39.0 7.8 5.3 6.9 1.8 9.0 20.2
Number of Traders in Each Category Total Traders: 231
19 11 13 16 28 23 24 68 33 28 37 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 117,328
Positions
3,318 31,818 5,956 1,977 7,278 1,203 65,965 24,796 7,069 145 9,899 3,658 28,039 25,651
Changes from: August 12, 2014 Total Change is: 9,124
-7,472 2,506 1,709 -37 -139 89 11,089 3,483 168 -4 463 -72 3,654 916
Percent of Open Interest Represented by Each Category of Trader
2.8 27.1 5.1 1.7 6.2 1.0 56.2 21.1 6.0 0.1 8.4 3.1 23.9 21.9
Number of Traders in Each Category Total Traders: 88
6 12 9 . 6 . 25 22 16 4 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 41,148
Positions
20,837 28,874 3,955 1,507 0 0 9,336 4,408 1,635 1,698 0 1,802 378 474
Changes from: August 12, 2014 Total Change is: 1,079
-238 0 9 -924 0 0 2,305 1,011 -6 8 0 0 -75 65
Percent of Open Interest Represented by Each Category of Trader
50.6 70.2 9.6 3.7 0.0 0.0 22.7 10.7 4.0 4.1 0.0 4.4 0.9 1.2
Number of Traders in Each Category Total Traders: 25
7 8 7 . 0 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 141,499
Positions
68,689 63,081 348 6,512 545 0 54,070 64,015 3,979 1,633 4,414 1,179 5,089 3,938
Changes from: August 12, 2014 Total Change is: -13,607
-7,148 124 292 -3,301 0 0 3,165 -7,993 -6,198 -1,265 240 319 529 -391
Percent of Open Interest Represented by Each Category of Trader
48.5 44.6 0.2 4.6 0.4 0.0 38.2 45.2 2.8 1.2 3.1 0.8 3.6 2.8
Number of Traders in Each Category Total Traders: 118
13 11 4 7 . 0 28 39 9 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 47,781
Positions
7,212 30,064 6,030 2,930 0 296 15,199 4,567 70 8,766 0 6,025 1,253 729
Changes from: August 12, 2014 Total Change is: 12,992
-1,287 11,926 0 483 -13 13 2,096 935 -5 8,437 -3,277 3,277 -22 136
Percent of Open Interest Represented by Each Category of Trader
15.1 62.9 12.6 6.1 0.0 0.6 31.8 9.6 0.1 18.3 0.0 12.6 2.6 1.5
Number of Traders in Each Category Total Traders: 26
. 8 . . 0 . 4 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 24,090
Positions
2,367 9,981 200 1,514 189 0 15,546 6,824 211 769 3,654 0 3,483 3,031
Changes from: August 12, 2014 Total Change is: -1,169
232 -1,756 15 -348 0 0 -596 330 -11 -195 0 0 -266 253
Percent of Open Interest Represented by Each Category of Trader
9.8 41.4 0.8 6.3 0.8 0.0 64.5 28.3 0.9 3.2 15.2 0.0 14.5 12.6
Number of Traders in Each Category Total Traders: 65
5 9 . . . 0 21 15 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 57,578
Positions
21,461 27,938 450 4,408 4,540 300 16,533 11,502 1,229 3,311 2,885 759 9,128 7,976
Changes from: August 12, 2014 Total Change is: 504
348 134 -20 162 -301 61 1,703 462 -2,319 -316 1,060 49 836 1,379
Percent of Open Interest Represented by Each Category of Trader
37.3 48.5 0.8 7.7 7.9 0.5 28.7 20.0 2.1 5.8 5.0 1.3 15.9 13.9
Number of Traders in Each Category Total Traders: 111
22 10 5 9 . 4 25 19 12 12 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 115,157
Positions
42,921 55,876 900 8,816 9,079 600 33,066 23,004 2,458 6,622 5,769 1,518 18,256 15,952
Changes from: August 12, 2014 Total Change is: 1,009
697 267 -39 323 -602 122 3,405 923 -4,638 -632 2,120 98 1,673 2,758
Percent of Open Interest Represented by Each Category of Trader
37.3 48.5 0.8 7.7 7.9 0.5 28.7 20.0 2.1 5.8 5.0 1.3 15.9 13.9
Number of Traders in Each Category Total Traders: 111
22 10 5 9 . 4 25 19 12 12 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 938,018
Positions
41,309 176,853 52,698 320,890 108,622 56,562 102,277 200,273 155,872 48,966 44,599 30,897 128,546 111,641
Changes from: August 12, 2014 Total Change is: -2,130
-132 -304 2,778 7,532 -1,605 -1,302 1,009 1,933 -13,900 1,860 2,485 -90 115 7,875
Percent of Open Interest Represented by Each Category of Trader
4.4 18.9 5.6 34.2 11.6 6.0 10.9 21.4 16.6 5.2 4.8 3.3 13.7 11.9
Number of Traders in Each Category Total Traders: 627
32 40 35 129 57 74 88 139 112 73 69 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 219,115
Positions
24,578 53,418 8,791 65,219 24,304 2,877 11,230 16,080 35,151 11,267 10,575 11,615 48,388 56,305
Changes from: August 12, 2014 Total Change is: 2,819
-411 1,618 255 2,143 -1,461 -484 168 265 -2,087 1,878 273 767 590 3,673
Percent of Open Interest Represented by Each Category of Trader
11.2 24.4 4.0 29.8 11.1 1.3 5.1 7.3 16.0 5.1 4.8 5.3 22.1 25.7
Number of Traders in Each Category Total Traders: 103
5 13 8 17 9 9 14 23 33 12 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 3,594,514
Positions
221,871 755,392 81,319 1,319,616 462,851 227,170 521,403 987,135 537,440 194,170 175,793 90,731 400,794 276,682
Changes from: August 12, 2014 Total Change is: -24,747
17,832 6,827 -3,823 28,682 1,017 -5,829 -3,415 717 -51,444 -1,212 9,940 -3,161 -2,377 21,009
Percent of Open Interest Represented by Each Category of Trader
6.2 21.0 2.3 36.7 12.9 6.3 14.5 27.5 15.0 5.4 4.9 2.5 11.2 7.7
Number of Traders in Each Category Total Traders: 597
35 36 32 123 55 68 84 135 103 65 64 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 90,307
Positions
5,769 35,175 55 46,700 37,828 1,547 22,642 10,410 727 515 626 0 12,352 3,939
Changes from: August 12, 2014 Total Change is: 384
-4,999 253 -13 2,340 -2,003 -150 1,533 1,796 158 0 225 0 1,515 118
Percent of Open Interest Represented by Each Category of Trader
6.4 39.0 0.1 51.7 41.9 1.7 25.1 11.5 0.8 0.6 0.7 0.0 13.7 4.4
Number of Traders in Each Category Total Traders: 91
6 11 . 36 11 12 15 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 77,160
Positions
7,735 40,305 1,079 33,192 6,032 794 18,497 13,654 4,653 1,946 3,931 712 8,553 6,002
Changes from: August 12, 2014 Total Change is: 2,330
1,039 -347 104 -13 -749 135 -226 3,494 -806 64 -274 -14 2,045 787
Percent of Open Interest Represented by Each Category of Trader
10.0 52.2 1.4 43.0 7.8 1.0 24.0 17.7 6.0 2.5 5.1 0.9 11.1 7.8
Number of Traders in Each Category Total Traders: 253
21 21 7 33 16 13 62 52 26 20 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 385,799
Positions
38,675 201,524 5,394 165,961 30,160 3,969 92,483 68,269 23,264 9,729 19,654 3,558 42,767 30,009
Changes from: August 12, 2014 Total Change is: 11,648
5,197 -1,737 520 -64 -3,746 677 -1,128 17,470 -4,031 322 -1,370 -69 10,224 3,934
Percent of Open Interest Represented by Each Category of Trader
10.0 52.2 1.4 43.0 7.8 1.0 24.0 17.7 6.0 2.5 5.1 0.9 11.1 7.8
Number of Traders in Each Category Total Traders: 253
21 21 7 33 16 13 62 52 26 20 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 365,143
Positions
80,516 24,636 39,391 133,430 138,253 13,198 63,842 115,403 6,695 10,288 9,050 252 17,530 18,264
Changes from: August 12, 2014 Total Change is: 7,575
-2,084 1,210 -351 5,092 -3,123 -418 2,583 11,815 742 1,103 -58 -44 952 -2,198
Percent of Open Interest Represented by Each Category of Trader
22.1 6.7 10.8 36.5 37.9 3.6 17.5 31.6 1.8 2.8 2.5 0.1 4.8 5.0
Number of Traders in Each Category Total Traders: 259
22 6 4 58 45 28 38 59 15 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 59,592
Positions
1,646 26,620 0 31,256 204 151 10,737 15,543 222 5,883 1,049 0 9,697 15,803
Changes from: August 12, 2014 Total Change is: 445
-183 -92 0 495 204 -27 -38 -110 201 341 -321 0 -344 590
Percent of Open Interest Represented by Each Category of Trader
2.8 44.7 0.0 52.4 0.3 0.3 18.0 26.1 0.4 9.9 1.8 0.0 16.3 26.5
Number of Traders in Each Category Total Traders: 60
4 8 0 20 . . 12 6 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 87,346
Positions
24,103 8,556 2,969 12,004 1,260 1,780 28,112 6,454 2,062 4,127 300 227 11,962 63,738
Changes from: August 12, 2014 Total Change is: 6,567
85 46 631 -185 181 73 2,635 -1,037 644 67 -226 -108 2,725 6,363
Percent of Open Interest Represented by Each Category of Trader
27.6 9.8 3.4 13.7 1.4 2.0 32.2 7.4 2.4 4.7 0.3 0.3 13.7 73.0
Number of Traders in Each Category Total Traders: 84
12 8 5 11 . . 27 12 8 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 114,690
Positions
5,000 74,076 1,088 69,825 21,115 5,307 22,866 5,057 3,681 2,842 907 0 4,081 3,459
Changes from: August 12, 2014 Total Change is: 968
-437 589 -7 1,774 -648 -8 -220 248 253 10 -11 0 -397 552
Percent of Open Interest Represented by Each Category of Trader
4.4 64.6 0.9 60.9 18.4 4.6 19.9 4.4 3.2 2.5 0.8 0.0 3.6 3.0
Number of Traders in Each Category Total Traders: 96
6 12 . 38 13 15 17 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 344,629
Positions
33,864 198,501 2,644 118,870 38,924 44,406 102,463 43,168 2,600 16,074 5,061 2,995 20,713 6,330
Changes from: August 12, 2014 Total Change is: -3,494
-4,742 6,258 -1,139 -16 -225 96 922 -9,127 513 161 -723 -174 885 1,027
Percent of Open Interest Represented by Each Category of Trader
9.8 57.6 0.8 34.5 11.3 12.9 29.7 12.5 0.8 4.7 1.5 0.9 6.0 1.8
Number of Traders in Each Category Total Traders: 217
20 24 4 64 19 27 40 18 9 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 1,003,939
Positions
4,524 111,917 39,314 402,788 161,600 120,655 115,136 214,253 91,201 24,872 39,872 14,787 190,661 210,340
Changes from: August 12, 2014 Total Change is: 47,032
-12,529 17,278 11,043 29,390 -21,281 4,533 5,547 10,880 10,841 -3,110 911 1,829 -511 10,998
Percent of Open Interest Represented by Each Category of Trader
0.5 11.1 3.9 40.1 16.1 12.0 11.5 21.3 9.1 2.5 4.0 1.5 19.0 21.0
Number of Traders in Each Category Total Traders: 189
6 24 18 35 34 39 30 36 36 10 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 520,038
Positions
25,127 70,720 6,697 242,549 46,566 80,656 21,413 178,325 21,386 10,954 16,746 639 110,617 98,303
Changes from: August 12, 2014 Total Change is: 24,252
-6,236 1,569 5,507 -2,066 -2,897 2,660 1,220 3,928 13,001 369 4,092 579 9,218 -4,187
Percent of Open Interest Represented by Each Category of Trader
4.8 13.6 1.3 46.6 9.0 15.5 4.1 34.3 4.1 2.1 3.2 0.1 21.3 18.9
Number of Traders in Each Category Total Traders: 84
. 9 4 34 10 23 6 12 11 4 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 1,504,357
Positions
57,900 251,404 30,797 246,029 467,881 92,227 678,940 211,261 103,709 142,480 165,507 36,164 116,111 145,406
Changes from: August 12, 2014 Total Change is: 115,514
2,655 10,283 19,190 283 -3,921 12,009 48,214 22,570 19,253 12,322 21,041 1,017 572 14,073
Percent of Open Interest Represented by Each Category of Trader
3.8 16.7 2.0 16.4 31.1 6.1 45.1 14.0 6.9 9.5 11.0 2.4 7.7 9.7
Number of Traders in Each Category Total Traders: 270
13 39 11 37 49 36 53 25 36 15 39 11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 3,581,446
Positions
98,817 239,973 283,788 1,001,052 965,910 316,508 650,847 418,310 443,889 246,161 209,564 191,540 348,845 511,964
Changes from: August 12, 2014 Total Change is: 113,382
-1,042 11,136 55,589 14,139 -101,156 32,899 -31,478 53,740 35,785 -19,123 14,281 29,437 -2,825 -18,328
Percent of Open Interest Represented by Each Category of Trader
2.8 6.7 7.9 28.0 27.0 8.8 18.2 11.7 12.4 6.9 5.9 5.3 9.7 14.3
Number of Traders in Each Category Total Traders: 403
22 46 52 38 84 67 71 64 85 25 53 31
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,479,389
Positions
185,783 123,909 130,300 557,113 847,930 274,552 657,245 222,209 232,500 101,676 176,074 74,833 265,387 397,081
Changes from: August 12, 2014 Total Change is: 18,622
-2,413 -10,673 5,205 -15,268 29,928 -20,010 49,157 -3,091 34,137 -29,086 -1,302 -3,363 263 -12,209
Percent of Open Interest Represented by Each Category of Trader
7.5 5.0 5.3 22.5 34.2 11.1 26.5 9.0 9.4 4.1 7.1 3.0 10.7 16.0
Number of Traders in Each Category Total Traders: 292
15 28 28 33 60 50 56 55 53 15 30 18
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 529,693
Positions
194,125 102,004 149,263 0 9,459 8,398 17,146 76,585 81,083 10,390 13,130 38,370 30,917 51,401
Changes from: August 12, 2014 Total Change is: 35,791
1,529 -658 14,664 0 0 1,376 -1,538 6,559 9,134 770 381 9,422 435 -5,086
Percent of Open Interest Represented by Each Category of Trader
36.6 19.3 28.2 0.0 1.8 1.6 3.2 14.5 15.3 2.0 2.5 7.2 5.8 9.7
Number of Traders in Each Category Total Traders: 92
14 25 33 0 4 . 7 28 22 . 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,960,121
Positions
2,372,913 2,294,604 3,915,699 2,583,583 1,105,043 431,418 847,185 1,647,422 7,004,178 369,003 704,291 1,556,317 879,826 1,301,151
Changes from: August 12, 2014 Total Change is: -102,599
80,450 82,021 -15,158 -95,745 43,744 5,360 -30,201 43,816 -102,235 37,586 -53,556 -42,137 59,481 -64,455
Percent of Open Interest Represented by Each Category of Trader
11.9 11.5 19.6 12.9 5.5 2.2 4.2 8.3 35.1 1.8 3.5 7.8 4.4 6.5
Number of Traders in Each Category Total Traders: 360
25 74 93 9 35 30 36 109 120 13 47 45
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 54,282
Positions
35,322 2,630 0 7,034 15,670 4,915 6,232 21,483 333 370 9,070 0 76 181
Changes from: August 12, 2014 Total Change is: -1,116
20 -50 0 3 150 0 -1,161 -1,174 -10 0 -38 0 32 6
Percent of Open Interest Represented by Each Category of Trader
65.1 4.8 0.0 13.0 28.9 9.1 11.5 39.6 0.6 0.7 16.7 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 46
7 6 0 . 10 . . 9 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 42,363
Positions
37,101 6,465 13 0 10,688 1,378 1,183 8,675 2,515 60 12,383 0 113 246
Changes from: August 12, 2014 Total Change is: 2,608
2,312 2,040 13 0 116 0 214 123 48 15 282 0 6 -14
Percent of Open Interest Represented by Each Category of Trader
87.6 15.3 0.0 0.0 25.2 3.3 2.8 20.5 5.9 0.1 29.2 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 48
6 5 . 0 14 . 4 8 . . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 90,019
Positions
13,350 33,318 691 12,272 0 140 38,385 49,683 2,622 12,927 1,209 107 9,524 2,249
Changes from: August 12, 2014 Total Change is: 5,228
412 -4 -0 607 0 71 3,343 4,731 61 1,531 551 63 -859 -243
Percent of Open Interest Represented by Each Category of Trader
14.8 37.0 0.8 13.6 0.0 0.2 42.6 55.2 2.9 14.4 1.3 0.1 10.6 2.5
Number of Traders in Each Category Total Traders: 158
7 . . 15 0 . 52 10 11 62 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 418,454
Positions
66,487 61,609 48,734 33,742 28,986 34,088 89,697 95,750 73,342 10,309 8,326 38,079 23,976 29,540
Changes from: August 12, 2014 Total Change is: 27,613
-5,138 3,645 6,484 10,160 5,136 -3,275 14,213 12,582 3,628 -1,176 -1,383 3,239 -522 -2,443
Percent of Open Interest Represented by Each Category of Trader
15.9 14.7 11.6 8.1 6.9 8.1 21.4 22.9 17.5 2.5 2.0 9.1 5.7 7.1
Number of Traders in Each Category Total Traders: 195
17 19 24 5 18 11 43 48 57 15 18 25
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Traders in Financial Futures - Options and Futures Combined Positions as of August 19, 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 13,556
Positions
660 2,900 0 4,991 0 833 6,348 9,445 376 280 0 0 68 2
Changes from: August 12, 2014 Total Change is: 1,088
7 0 0 -1,045 0 -55 2,681 1,152 0 -500 0 0 0 -9
Percent of Open Interest Represented by Each Category of Trader
4.9 21.4 0.0 36.8 0.0 6.1 46.8 69.7 2.8 2.1 0.0 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 23
. . 0 6 0 . 7 4 . . 0 0
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Updated August 22, 2014