Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 126,778
Positions
20,920 36,583 6,060 15,851 3,681 748 21,758 30,150 12,972 15,337 1,856 2,722 30,410 32,006
Changes from: August 19, 2014 Total Change is: -5,567
1,715 -1,997 -491 -282 504 162 -3,332 -1,004 -131 -1,780 -9 -210 -1,219 -2,392
Percent of Open Interest Represented by Each Category of Trader
16.5 28.9 4.8 12.5 2.9 0.6 17.2 23.8 10.2 12.1 1.5 2.1 24.0 25.2
Number of Traders in Each Category Total Traders: 73
6 5 8 5 4 . 15 21 15 11 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 57,224
Positions
30,788 1,999 1,143 1,599 2,747 0 9,449 20,911 5,936 593 0 0 7,715 24,487
Changes from: August 19, 2014 Total Change is: 3,828
-1,261 92 138 0 27 -3 1,093 -1,130 4,367 -20 0 0 -487 336
Percent of Open Interest Represented by Each Category of Trader
53.8 3.5 2.0 2.8 4.8 0.0 16.5 36.5 10.4 1.0 0.0 0.0 13.5 42.8
Number of Traders in Each Category Total Traders: 50
8 . . . 4 0 13 20 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 275,682
Positions
62,112 84,921 6,649 20,155 30,464 2,571 112,381 53,404 26,151 5,059 35,484 7,058 33,546 28,979
Changes from: August 19, 2014 Total Change is: 353
14,677 1,672 679 -2,311 -135 149 -16,255 -4,877 1,700 948 -80 1,416 -650 -172
Percent of Open Interest Represented by Each Category of Trader
22.5 30.8 2.4 7.3 11.1 0.9 40.8 19.4 9.5 1.8 12.9 2.6 12.2 10.5
Number of Traders in Each Category Total Traders: 121
6 10 9 8 14 6 37 26 22 10 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 259,155
Positions
132,025 6,281 11,786 34,379 20,402 1,260 33,547 124,759 23,731 1,415 2,996 4,778 16,235 63,164
Changes from: August 19, 2014 Total Change is: 24,327
20,740 -6,759 -1,613 -104 -558 701 1,785 21,083 3,123 -1,468 897 573 589 6,878
Percent of Open Interest Represented by Each Category of Trader
50.9 2.4 4.5 13.3 7.9 0.5 12.9 48.1 9.2 0.5 1.2 1.8 6.3 24.4
Number of Traders in Each Category Total Traders: 128
13 5 9 10 16 8 21 48 25 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 494,900
Positions
225,746 21,056 24,407 46,211 65,717 14,180 55,482 186,982 46,173 24,135 33,462 10,225 48,342 92,698
Changes from: August 19, 2014 Total Change is: 30,792
9,561 2,756 6,096 144 905 2,966 -5,600 5,978 9,805 -488 1,457 1,675 6,635 -845
Percent of Open Interest Represented by Each Category of Trader
45.6 4.3 4.9 9.3 13.3 2.9 11.2 37.8 9.3 4.9 6.8 2.1 9.8 18.7
Number of Traders in Each Category Total Traders: 235
19 11 14 17 28 23 28 67 35 27 38 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 121,761
Positions
2,503 36,706 6,015 2,038 7,295 1,279 72,501 24,348 6,831 140 11,363 3,612 26,841 24,311
Changes from: August 19, 2014 Total Change is: 4,433
-815 4,888 59 61 17 76 6,537 -448 -238 -5 1,463 -45 -1,197 -1,340
Percent of Open Interest Represented by Each Category of Trader
2.1 30.1 4.9 1.7 6.0 1.1 59.5 20.0 5.6 0.1 9.3 3.0 22.0 20.0
Number of Traders in Each Category Total Traders: 95
4 14 9 . 6 . 30 22 17 4 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 40,805
Positions
21,383 28,762 3,983 777 0 0 8,541 4,167 1,635 2,061 0 1,802 623 456
Changes from: August 19, 2014 Total Change is: -344
546 -112 27 -730 0 0 -795 -241 0 363 0 0 245 -18
Percent of Open Interest Represented by Each Category of Trader
52.4 70.5 9.8 1.9 0.0 0.0 20.9 10.2 4.0 5.1 0.0 4.4 1.5 1.1
Number of Traders in Each Category Total Traders: 26
7 9 8 . 0 0 . . . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 141,998
Positions
54,034 68,794 1,065 7,382 545 0 68,002 60,373 2,796 1,994 4,085 634 6,090 3,705
Changes from: August 19, 2014 Total Change is: 500
-14,655 5,714 717 870 0 0 13,932 -3,642 -1,183 362 -329 -545 1,002 -233
Percent of Open Interest Represented by Each Category of Trader
38.1 48.4 0.8 5.2 0.4 0.0 47.9 42.5 2.0 1.4 2.9 0.4 4.3 2.6
Number of Traders in Each Category Total Traders: 112
13 12 5 7 . 0 27 33 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 63,964
Positions
6,559 42,651 6,646 3,355 0 296 18,404 6,485 984 20,471 0 6,025 1,224 877
Changes from: August 19, 2014 Total Change is: 16,183
-653 12,587 616 425 0 0 3,205 1,918 914 11,705 0 0 -29 148
Percent of Open Interest Represented by Each Category of Trader
10.3 66.7 10.4 5.2 0.0 0.5 28.8 10.1 1.5 32.0 0.0 9.4 1.9 1.4
Number of Traders in Each Category Total Traders: 27
. 8 . . 0 . 4 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 23,714
Positions
2,325 9,407 288 1,514 189 0 15,090 7,151 229 671 3,644 0 3,597 2,806
Changes from: August 19, 2014 Total Change is: -376
-42 -574 88 0 0 0 -456 327 18 -98 -10 0 114 -225
Percent of Open Interest Represented by Each Category of Trader
9.8 39.7 1.2 6.4 0.8 0.0 63.6 30.2 1.0 2.8 15.4 0.0 15.2 11.8
Number of Traders in Each Category Total Traders: 65
5 9 . . . 0 20 16 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 63,118
Positions
19,678 30,970 504 4,695 4,422 309 24,142 11,009 1,088 2,979 4,785 1,188 8,536 8,844
Changes from: August 19, 2014 Total Change is: 5,540
-1,783 3,032 54 287 -118 9 7,609 -493 -141 -332 1,900 429 -592 868
Percent of Open Interest Represented by Each Category of Trader
31.2 49.1 0.8 7.4 7.0 0.5 38.2 17.4 1.7 4.7 7.6 1.9 13.5 14.0
Number of Traders in Each Category Total Traders: 115
19 15 5 9 . 4 25 19 9 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 126,236
Positions
39,356 61,940 1,008 9,390 8,843 618 48,284 22,018 2,176 5,958 9,570 2,376 17,071 17,687
Changes from: August 19, 2014 Total Change is: 11,079
-3,565 6,064 108 574 -236 18 15,218 -986 -282 -664 3,801 858 -1,185 1,735
Percent of Open Interest Represented by Each Category of Trader
31.2 49.1 0.8 7.4 7.0 0.5 38.2 17.4 1.7 4.7 7.6 1.9 13.5 14.0
Number of Traders in Each Category Total Traders: 115
19 15 5 9 . 4 25 19 9 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 972,071
Positions
42,534 178,533 56,913 320,923 107,609 59,133 100,822 192,929 179,887 48,046 48,001 35,507 128,306 113,559
Changes from: August 19, 2014 Total Change is: 34,053
1,225 1,680 4,215 33 -1,013 2,570 -1,455 -7,345 24,015 -920 3,402 4,611 -240 1,918
Percent of Open Interest Represented by Each Category of Trader
4.4 18.4 5.9 33.0 11.1 6.1 10.4 19.8 18.5 4.9 4.9 3.7 13.2 11.7
Number of Traders in Each Category Total Traders: 641
32 42 39 132 56 76 92 140 112 70 77 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 229,513
Positions
26,999 52,888 8,501 65,510 24,393 2,644 10,663 17,041 42,557 11,148 10,858 12,871 48,620 57,760
Changes from: August 19, 2014 Total Change is: 10,397
2,421 -530 -290 291 89 -233 -567 961 7,406 -119 283 1,256 232 1,455
Percent of Open Interest Represented by Each Category of Trader
11.8 23.0 3.7 28.5 10.6 1.2 4.6 7.4 18.5 4.9 4.7 5.6 21.2 25.2
Number of Traders in Each Category Total Traders: 104
7 12 8 17 9 9 14 23 34 11 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 3,712,793
Positions
232,768 783,317 86,969 1,324,553 463,569 234,957 512,290 940,936 625,157 190,026 191,251 107,641 398,433 278,997
Changes from: August 19, 2014 Total Change is: 118,279
10,897 27,925 5,649 4,937 718 7,788 -9,114 -46,200 87,716 -4,143 15,458 16,910 -2,361 2,315
Percent of Open Interest Represented by Each Category of Trader
6.3 21.1 2.3 35.7 12.5 6.3 13.8 25.3 16.8 5.1 5.2 2.9 10.7 7.5
Number of Traders in Each Category Total Traders: 612
35 38 36 126 54 70 90 135 104 64 70 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 90,067
Positions
5,179 36,711 98 44,587 37,267 1,870 25,766 9,227 554 515 401 0 11,498 3,940
Changes from: August 19, 2014 Total Change is: -240
-590 1,536 43 -2,113 -561 323 3,124 -1,183 -173 0 -225 0 -854 0
Percent of Open Interest Represented by Each Category of Trader
5.8 40.8 0.1 49.5 41.4 2.1 28.6 10.2 0.6 0.6 0.4 0.0 12.8 4.4
Number of Traders in Each Category Total Traders: 90
5 12 . 36 11 12 16 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 77,963
Positions
7,005 39,048 1,115 31,828 5,920 640 20,737 13,987 4,915 1,951 5,085 831 8,941 6,421
Changes from: August 19, 2014 Total Change is: 803
-730 -1,256 36 -1,365 -112 -153 2,240 333 262 5 1,154 120 388 420
Percent of Open Interest Represented by Each Category of Trader
9.0 50.1 1.4 40.8 7.6 0.8 26.6 17.9 6.3 2.5 6.5 1.1 11.5 8.2
Number of Traders in Each Category Total Traders: 263
22 23 6 32 16 12 65 50 23 22 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 389,813
Positions
35,024 195,242 5,574 159,138 29,602 3,202 103,685 69,933 24,573 9,755 25,424 4,155 44,707 32,107
Changes from: August 19, 2014 Total Change is: 4,014
-3,651 -6,282 181 -6,823 -558 -767 11,202 1,664 1,309 26 5,771 598 1,939 2,098
Percent of Open Interest Represented by Each Category of Trader
9.0 50.1 1.4 40.8 7.6 0.8 26.6 17.9 6.3 2.5 6.5 1.1 11.5 8.2
Number of Traders in Each Category Total Traders: 263
22 23 6 32 16 12 65 50 23 22 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 373,813
Positions
86,367 24,941 39,615 129,966 139,404 13,433 70,529 121,176 5,813 8,130 9,191 323 19,637 19,916
Changes from: August 19, 2014 Total Change is: 8,670
5,851 305 224 -3,464 1,151 235 6,687 5,774 -883 -2,158 141 71 2,107 1,652
Percent of Open Interest Represented by Each Category of Trader
23.1 6.7 10.6 34.8 37.3 3.6 18.9 32.4 1.6 2.2 2.5 0.1 5.3 5.3
Number of Traders in Each Category Total Traders: 254
21 7 5 54 43 28 41 58 15 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 64,458
Positions
2,290 25,202 0 32,243 0 149 13,989 18,181 15 6,035 1,216 122 9,615 19,573
Changes from: August 19, 2014 Total Change is: 4,866
644 -1,418 0 987 -204 -2 3,252 2,638 -207 152 167 122 -82 3,770
Percent of Open Interest Represented by Each Category of Trader
3.6 39.1 0.0 50.0 0.0 0.2 21.7 28.2 0.0 9.4 1.9 0.2 14.9 30.4
Number of Traders in Each Category Total Traders: 64
5 7 0 21 0 . 11 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 87,788
Positions
24,861 12,556 2,670 11,861 1,312 1,157 29,617 6,053 1,007 4,222 300 91 12,302 62,642
Changes from: August 19, 2014 Total Change is: 442
758 4,000 -299 -143 52 -623 1,505 -401 -1,055 95 0 -136 340 -1,096
Percent of Open Interest Represented by Each Category of Trader
28.3 14.3 3.0 13.5 1.5 1.3 33.7 6.9 1.1 4.8 0.3 0.1 14.0 71.4
Number of Traders in Each Category Total Traders: 87
14 9 5 11 . . 27 12 9 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 115,527
Positions
4,459 73,469 1,088 68,865 22,916 5,240 24,229 4,954 3,683 2,668 904 0 5,295 3,273
Changes from: August 19, 2014 Total Change is: 837
-541 -607 0 -960 1,801 -67 1,363 -103 2 -174 -3 0 1,214 -186
Percent of Open Interest Represented by Each Category of Trader
3.9 63.6 0.9 59.6 19.8 4.5 21.0 4.3 3.2 2.3 0.8 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 94
7 11 . 36 13 14 18 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 346,167
Positions
35,317 207,534 2,469 120,113 42,070 43,843 103,764 35,751 2,589 16,277 4,959 3,076 18,719 3,876
Changes from: August 19, 2014 Total Change is: 1,538
1,453 9,033 -175 1,243 3,146 -563 1,301 -7,417 -11 203 -102 81 -1,994 -2,454
Percent of Open Interest Represented by Each Category of Trader
10.2 60.0 0.7 34.7 12.2 12.7 30.0 10.3 0.7 4.7 1.4 0.9 5.4 1.1
Number of Traders in Each Category Total Traders: 217
19 24 5 64 22 27 39 17 10 24 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 1,010,938
Positions
4,572 105,715 22,740 410,330 153,528 114,972 122,053 235,440 108,185 22,840 44,970 9,990 195,256 215,398
Changes from: August 19, 2014 Total Change is: 6,999
48 -6,202 -16,573 7,542 -8,073 -5,683 6,917 21,187 16,984 -2,032 5,098 -4,797 4,595 5,058
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 2.2 40.6 15.2 11.4 12.1 23.3 10.7 2.3 4.4 1.0 19.3 21.3
Number of Traders in Each Category Total Traders: 183
5 17 12 34 32 37 37 31 41 9 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 537,053
Positions
24,924 68,839 10,639 236,152 41,091 84,419 22,304 181,287 23,783 7,830 16,345 60 126,942 110,590
Changes from: August 19, 2014 Total Change is: 17,015
-203 -1,881 3,942 -6,397 -5,475 3,763 891 2,962 2,397 -3,124 -401 -579 16,325 12,287
Percent of Open Interest Represented by Each Category of Trader
4.6 12.8 2.0 44.0 7.7 15.7 4.2 33.8 4.4 1.5 3.0 0.0 23.6 20.6
Number of Traders in Each Category Total Traders: 79
. 8 . 32 10 21 6 11 11 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 1,553,236
Positions
58,487 234,846 49,981 239,400 463,853 80,981 724,355 303,596 111,608 139,082 114,058 30,451 118,891 163,863
Changes from: August 19, 2014 Total Change is: 48,879
587 -16,559 19,184 -6,629 -4,028 -11,246 45,415 92,335 7,899 -3,398 -51,449 -5,713 2,780 18,456
Percent of Open Interest Represented by Each Category of Trader
3.8 15.1 3.2 15.4 29.9 5.2 46.6 19.5 7.2 9.0 7.3 2.0 7.7 10.5
Number of Traders in Each Category Total Traders: 273
15 32 18 38 47 37 53 34 45 19 34 18
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 3,308,799
Positions
87,141 244,482 214,518 1,024,383 949,367 300,193 608,461 425,647 356,521 238,168 173,063 124,930 354,484 520,080
Changes from: August 19, 2014 Total Change is: -272,647
-11,676 4,508 -69,269 23,331 -16,544 -16,315 -42,386 7,337 -87,368 -7,992 -36,502 -66,610 5,639 8,116
Percent of Open Interest Represented by Each Category of Trader
2.6 7.4 6.5 31.0 28.7 9.1 18.4 12.9 10.8 7.2 5.2 3.8 10.7 15.7
Number of Traders in Each Category Total Traders: 358
15 38 40 32 82 65 66 56 78 23 46 27
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 2,539,515
Positions
186,992 146,275 103,386 533,256 843,570 307,077 686,678 235,414 223,685 108,132 173,033 88,846 301,462 418,229
Changes from: August 19, 2014 Total Change is: 60,125
1,209 22,366 -26,914 -23,857 -4,360 32,525 29,433 13,205 -8,815 6,456 -3,041 14,013 36,076 21,147
Percent of Open Interest Represented by Each Category of Trader
7.4 5.8 4.1 21.0 33.2 12.1 27.0 9.3 8.8 4.3 6.8 3.5 11.9 16.5
Number of Traders in Each Category Total Traders: 279
13 27 25 30 59 51 54 52 55 16 28 17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 543,247
Positions
209,409 112,670 140,760 0 9,469 6,635 20,153 86,993 87,845 11,878 11,915 36,013 30,552 50,946
Changes from: August 19, 2014 Total Change is: 13,554
15,284 10,666 -8,503 0 10 -1,763 3,007 10,409 6,763 1,488 -1,215 -2,357 -365 -455
Percent of Open Interest Represented by Each Category of Trader
38.5 20.7 25.9 0.0 1.7 1.2 3.7 16.0 16.2 2.2 2.2 6.6 5.6 9.4
Number of Traders in Each Category Total Traders: 96
15 27 34 0 4 . 9 27 21 . 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 is20,339,509
Positions
2,539,048 2,241,802 3,880,291 2,539,118 1,161,233 491,386 899,709 1,712,247 7,119,875 388,725 843,216 1,629,606 851,751 1,259,854
Changes from: August 19, 2014 Total Change is: 379,388
166,135 -52,802 -35,408 -44,464 56,190 59,968 52,525 64,826 115,696 19,722 138,925 73,289 -28,075 -41,297
Percent of Open Interest Represented by Each Category of Trader
12.5 11.0 19.1 12.5 5.7 2.4 4.4 8.4 35.0 1.9 4.1 8.0 4.2 6.2
Number of Traders in Each Category Total Traders: 366
28 72 94 10 36 32 42 101 121 14 52 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 54,469
Positions
35,512 2,815 0 6,951 15,812 4,915 6,322 21,603 292 423 8,843 0 54 189
Changes from: August 19, 2014 Total Change is: 187
190 185 0 -83 142 0 90 120 -41 53 -227 0 -22 8
Percent of Open Interest Represented by Each Category of Trader
65.2 5.2 0.0 12.8 29.0 9.0 11.6 39.7 0.5 0.8 16.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . . 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 44,234
Positions
37,842 7,278 0 0 11,922 1,378 1,111 8,836 2,542 1,238 12,028 0 123 250
Changes from: August 19, 2014 Total Change is: 1,871
741 813 -13 0 1,234 0 -72 161 27 1,178 -355 0 10 4
Percent of Open Interest Represented by Each Category of Trader
85.5 16.5 0.0 0.0 27.0 3.1 2.5 20.0 5.7 2.8 27.2 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 49
5 6 0 0 14 . . 10 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 91,611
Positions
13,783 33,451 696 12,300 0 173 38,293 50,200 3,179 13,269 2,227 112 9,807 1,573
Changes from: August 19, 2014 Total Change is: 1,592
433 133 5 28 0 33 -92 517 557 342 1,019 4 283 -676
Percent of Open Interest Represented by Each Category of Trader
15.0 36.5 0.8 13.4 0.0 0.2 41.8 54.8 3.5 14.5 2.4 0.1 10.7 1.7
Number of Traders in Each Category Total Traders: 163
8 . . 17 0 . 53 11 12 63 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 414,365
Positions
64,951 45,640 48,147 49,869 29,437 34,558 82,445 112,742 61,488 12,570 11,335 36,723 23,614 34,295
Changes from: August 19, 2014 Total Change is: -4,089
-1,536 -15,969 -587 16,127 451 470 -7,252 16,992 -11,854 2,261 3,009 -1,356 -362 4,755
Percent of Open Interest Represented by Each Category of Trader
15.7 11.0 11.6 12.0 7.1 8.3 19.9 27.2 14.8 3.0 2.7 8.9 5.7 8.3
Number of Traders in Each Category Total Traders: 202
21 15 24 9 18 12 46 45 54 18 20 24
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Traders in Financial Futures - Options and Futures Combined Positions as of August 26, 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 13,104
Positions
658 2,900 0 4,151 0 778 6,769 9,018 406 280 0 0 62 2
Changes from: August 19, 2014 Total Change is: -452
-2 0 0 -840 0 -55 421 -427 30 0 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
5.0 22.1 0.0 31.7 0.0 5.9 51.7 68.8 3.1 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 29, 2014