Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 126,995
Positions
19,112 41,215 7,292 16,084 2,758 417 20,476 23,912 14,743 13,930 2,494 3,324 31,618 30,840
Changes from: August 26, 2014 Total Change is: 217
-1,808 4,632 1,231 233 -923 -330 -1,282 -6,238 1,771 -1,407 638 601 1,207 -1,166
Percent of Open Interest Represented by Each Category of Trader
15.0 32.5 5.7 12.7 2.2 0.3 16.1 18.8 11.6 11.0 2.0 2.6 24.9 24.3
Number of Traders in Each Category Total Traders: 77
5 6 9 5 . . 14 25 17 11 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 64,507
Positions
33,298 2,324 1,264 1,599 2,808 0 11,160 22,701 7,323 593 0 0 9,270 28,086
Changes from: August 26, 2014 Total Change is: 7,283
2,510 326 120 0 61 0 1,711 1,790 1,387 0 0 0 1,554 3,599
Percent of Open Interest Represented by Each Category of Trader
51.6 3.6 2.0 2.5 4.4 0.0 17.3 35.2 11.4 0.9 0.0 0.0 14.4 43.5
Number of Traders in Each Category Total Traders: 46
8 . . . 4 0 12 17 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 288,839
Positions
73,061 89,231 7,359 19,564 30,768 2,755 109,312 53,265 30,343 3,747 34,421 8,697 34,001 32,000
Changes from: August 26, 2014 Total Change is: 13,157
10,949 4,310 710 -591 304 184 -3,068 -138 4,192 -1,312 -1,063 1,639 456 3,021
Percent of Open Interest Represented by Each Category of Trader
25.3 30.9 2.5 6.8 10.7 1.0 37.8 18.4 10.5 1.3 11.9 3.0 11.8 11.1
Number of Traders in Each Category Total Traders: 117
6 10 9 8 14 6 32 28 23 8 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 281,329
Positions
149,101 7,146 14,036 35,018 19,917 1,707 29,158 135,844 25,202 1,602 4,722 6,008 19,498 66,746
Changes from: August 26, 2014 Total Change is: 22,174
17,076 865 2,250 638 -485 447 -4,389 11,085 1,472 187 1,727 1,230 3,263 3,583
Percent of Open Interest Represented by Each Category of Trader
53.0 2.5 5.0 12.4 7.1 0.6 10.4 48.3 9.0 0.6 1.7 2.1 6.9 23.7
Number of Traders in Each Category Total Traders: 138
14 6 9 11 15 8 17 57 23 5 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 525,209
Positions
240,047 21,801 29,638 40,269 66,972 14,732 62,796 197,990 52,067 25,495 36,022 11,692 48,471 94,294
Changes from: August 26, 2014 Total Change is: 30,308
14,301 745 5,232 -5,941 1,255 553 7,314 11,008 5,893 1,360 2,560 1,468 129 1,596
Percent of Open Interest Represented by Each Category of Trader
45.7 4.2 5.6 7.7 12.8 2.8 12.0 37.7 9.9 4.9 6.9 2.2 9.2 18.0
Number of Traders in Each Category Total Traders: 248
20 12 14 15 30 22 33 67 37 33 38 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 129,589
Positions
2,009 42,462 7,688 2,619 8,100 1,361 77,700 23,626 7,382 950 11,276 3,435 26,445 24,260
Changes from: August 26, 2014 Total Change is: 7,829
-494 5,756 1,673 581 805 82 5,199 -722 551 810 -87 -178 -396 -51
Percent of Open Interest Represented by Each Category of Trader
1.6 32.8 5.9 2.0 6.3 1.0 60.0 18.2 5.7 0.7 8.7 2.7 20.4 18.7
Number of Traders in Each Category Total Traders: 96
4 13 8 4 7 . 32 20 18 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 43,608
Positions
23,199 29,678 4,530 335 0 14 9,599 4,957 1,737 1,794 0 1,802 599 890
Changes from: August 26, 2014 Total Change is: 2,804
1,816 916 547 -442 0 14 1,058 790 102 -268 0 0 -24 434
Percent of Open Interest Represented by Each Category of Trader
53.2 68.1 10.4 0.8 0.0 0.0 22.0 11.4 4.0 4.1 0.0 4.1 1.4 2.0
Number of Traders in Each Category Total Traders: 28
7 10 10 . 0 . 4 . . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 144,579
Positions
51,527 70,513 1,305 7,907 545 0 71,578 61,338 2,758 2,444 3,791 1,105 5,954 3,223
Changes from: August 26, 2014 Total Change is: 2,581
-2,507 1,719 240 525 0 0 3,576 965 -38 450 -294 471 -136 -482
Percent of Open Interest Represented by Each Category of Trader
35.6 48.8 0.9 5.5 0.4 0.0 49.5 42.4 1.9 1.7 2.6 0.8 4.1 2.2
Number of Traders in Each Category Total Traders: 119
12 14 5 7 . 0 31 33 10 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 86,435
Positions
5,752 42,873 22,606 3,291 13 283 25,778 7,095 301 20,470 0 6,025 1,929 7,239
Changes from: August 26, 2014 Total Change is: 22,471
-807 222 15,960 -64 13 -13 7,374 610 -683 -1 0 0 705 6,362
Percent of Open Interest Represented by Each Category of Trader
6.7 49.6 26.2 3.8 0.0 0.3 29.8 8.2 0.3 23.7 0.0 7.0 2.2 8.4
Number of Traders in Each Category Total Traders: 28
. 11 4 . . . 4 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 23,427
Positions
3,122 8,139 314 1,664 189 0 14,148 8,325 277 632 3,352 0 3,270 2,831
Changes from: August 26, 2014 Total Change is: -288
797 -1,269 26 150 0 0 -942 1,174 48 -39 -292 0 -328 25
Percent of Open Interest Represented by Each Category of Trader
13.3 34.7 1.3 7.1 0.8 0.0 60.4 35.5 1.2 2.7 14.3 0.0 14.0 12.1
Number of Traders in Each Category Total Traders: 71
6 9 . 4 . 0 22 20 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 66,985
Positions
18,707 36,153 821 4,656 4,568 316 27,433 7,980 1,867 3,080 4,924 1,297 8,809 9,060
Changes from: August 26, 2014 Total Change is: 3,867
-970 5,183 317 -39 146 7 3,291 -3,029 779 101 139 109 273 216
Percent of Open Interest Represented by Each Category of Trader
27.9 54.0 1.2 7.0 6.8 0.5 41.0 11.9 2.8 4.6 7.4 1.9 13.2 13.5
Number of Traders in Each Category Total Traders: 121
17 17 6 9 . 4 29 18 11 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 133,970
Positions
37,415 72,307 1,642 9,312 9,135 631 54,866 15,960 3,734 6,159 9,848 2,593 17,617 18,120
Changes from: August 26, 2014 Total Change is: 7,734
-1,941 10,366 635 -78 292 13 6,582 -6,058 1,558 202 278 217 546 432
Percent of Open Interest Represented by Each Category of Trader
27.9 54.0 1.2 7.0 6.8 0.5 41.0 11.9 2.8 4.6 7.4 1.9 13.2 13.5
Number of Traders in Each Category Total Traders: 121
17 17 6 9 . 4 29 18 11 10 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 979,247
Positions
44,308 171,824 63,562 317,071 108,282 58,860 98,554 193,037 181,336 47,679 51,932 34,900 132,976 115,514
Changes from: August 26, 2014 Total Change is: 7,176
1,774 -6,709 6,649 -3,852 673 -273 -2,268 109 1,449 -367 3,931 -607 4,670 1,954
Percent of Open Interest Represented by Each Category of Trader
4.5 17.5 6.5 32.4 11.1 6.0 10.1 19.7 18.5 4.9 5.3 3.6 13.6 11.8
Number of Traders in Each Category Total Traders: 632
32 43 39 128 58 77 86 137 109 76 72 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 225,734
Positions
31,208 52,782 6,810 63,783 24,413 2,636 10,667 18,682 39,070 11,114 10,642 12,320 48,125 58,378
Changes from: August 26, 2014 Total Change is: -3,778
4,209 -106 -1,691 -1,726 20 -7 4 1,642 -3,487 -34 -216 -551 -495 618
Percent of Open Interest Represented by Each Category of Trader
13.8 23.4 3.0 28.3 10.8 1.2 4.7 8.3 17.3 4.9 4.7 5.5 21.3 25.9
Number of Traders in Each Category Total Traders: 105
8 11 7 17 9 9 12 25 34 11 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 3,767,564
Positions
252,882 782,592 96,381 1,311,512 464,421 236,045 509,886 942,226 640,878 188,365 211,985 107,359 424,256 285,676
Changes from: August 26, 2014 Total Change is: 54,771
20,113 -725 9,412 -13,041 852 1,087 -2,403 1,291 15,721 -1,662 20,734 -281 25,823 6,679
Percent of Open Interest Represented by Each Category of Trader
6.7 20.8 2.6 34.8 12.3 6.3 13.5 25.0 17.0 5.0 5.6 2.8 11.3 7.6
Number of Traders in Each Category Total Traders: 604
34 40 36 123 56 70 84 132 100 70 65 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 89,702
Positions
3,232 36,472 98 42,346 37,345 1,833 29,127 8,936 817 515 401 0 11,734 3,801
Changes from: August 26, 2014 Total Change is: -365
-1,947 -239 0 -2,241 78 -37 3,361 -291 263 0 0 0 236 -139
Percent of Open Interest Represented by Each Category of Trader
3.6 40.7 0.1 47.2 41.6 2.0 32.5 10.0 0.9 0.6 0.4 0.0 13.1 4.2
Number of Traders in Each Category Total Traders: 91
6 12 . 33 11 12 19 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 79,623
Positions
7,152 40,163 1,260 33,181 5,983 617 20,523 14,206 5,009 1,849 5,062 953 9,079 6,371
Changes from: August 26, 2014 Total Change is: 1,661
147 1,115 146 1,353 62 -23 -214 219 94 -102 -23 122 137 -51
Percent of Open Interest Represented by Each Category of Trader
9.0 50.4 1.6 41.7 7.5 0.8 25.8 17.8 6.3 2.3 6.4 1.2 11.4 8.0
Number of Traders in Each Category Total Traders: 260
20 23 6 32 17 12 67 51 26 20 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 398,116
Positions
35,761 200,815 6,302 165,903 29,913 3,086 102,615 71,028 25,045 9,246 25,309 4,764 45,394 31,854
Changes from: August 26, 2014 Total Change is: 8,303
737 5,573 728 6,765 311 -116 -1,070 1,095 472 -510 -115 608 687 -254
Percent of Open Interest Represented by Each Category of Trader
9.0 50.4 1.6 41.7 7.5 0.8 25.8 17.8 6.3 2.3 6.4 1.2 11.4 8.0
Number of Traders in Each Category Total Traders: 260
20 23 6 32 17 12 67 51 26 20 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 379,906
Positions
89,730 25,054 39,938 125,109 139,409 16,476 74,251 125,776 4,617 8,326 9,009 409 21,051 19,219
Changes from: August 26, 2014 Total Change is: 6,093
3,363 113 323 -4,857 5 3,043 3,722 4,600 -1,196 196 -183 85 1,414 -697
Percent of Open Interest Represented by Each Category of Trader
23.6 6.6 10.5 32.9 36.7 4.3 19.5 33.1 1.2 2.2 2.4 0.1 5.5 5.1
Number of Traders in Each Category Total Traders: 255
20 7 5 56 43 27 39 61 16 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 63,958
Positions
2,896 25,234 0 31,942 0 125 13,544 17,624 206 5,227 1,418 90 9,928 19,261
Changes from: August 26, 2014 Total Change is: -500
606 32 0 -301 0 -24 -445 -557 191 -808 202 -32 313 -312
Percent of Open Interest Represented by Each Category of Trader
4.5 39.5 0.0 49.9 0.0 0.2 21.2 27.6 0.3 8.2 2.2 0.1 15.5 30.1
Number of Traders in Each Category Total Traders: 63
6 7 0 20 0 . 9 10 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 88,666
Positions
24,959 16,245 2,235 11,402 1,497 1,152 31,154 5,501 1,005 4,326 0 193 12,240 60,838
Changes from: August 26, 2014 Total Change is: 878
98 3,689 -435 -459 185 -5 1,537 -552 -2 104 -300 102 -62 -1,804
Percent of Open Interest Represented by Each Category of Trader
28.1 18.3 2.5 12.9 1.7 1.3 35.1 6.2 1.1 4.9 0.0 0.2 13.8 68.6
Number of Traders in Each Category Total Traders: 89
15 10 5 10 . . 30 11 7 11 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 115,235
Positions
4,225 73,467 1,101 68,042 23,043 5,002 25,429 5,223 3,630 2,773 889 0 5,033 2,880
Changes from: August 26, 2014 Total Change is: -292
-234 -2 13 -823 127 -238 1,200 269 -53 105 -15 0 -262 -393
Percent of Open Interest Represented by Each Category of Trader
3.7 63.8 1.0 59.0 20.0 4.3 22.1 4.5 3.2 2.4 0.8 0.0 4.4 2.5
Number of Traders in Each Category Total Traders: 97
6 11 . 37 13 15 20 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 354,231
Positions
35,714 211,349 9,800 121,495 43,021 42,839 101,737 30,852 9,656 16,987 3,998 1,529 14,474 1,187
Changes from: August 26, 2014 Total Change is: 8,064
397 3,815 7,331 1,382 951 -1,004 -2,027 -4,899 7,067 710 -961 -1,547 -4,245 -2,689
Percent of Open Interest Represented by Each Category of Trader
10.1 59.7 2.8 34.3 12.1 12.1 28.7 8.7 2.7 4.8 1.1 0.4 4.1 0.3
Number of Traders in Each Category Total Traders: 216
21 22 10 64 23 28 39 16 11 25 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 998,086
Positions
3,405 90,778 23,383 392,137 161,504 117,655 119,725 228,371 129,441 19,070 44,962 7,763 185,507 194,228
Changes from: August 26, 2014 Total Change is: -12,853
-1,167 -14,937 643 -18,194 7,976 2,684 -2,328 -7,069 21,256 -3,770 -8 -2,227 -9,749 -21,170
Percent of Open Interest Represented by Each Category of Trader
0.3 9.1 2.3 39.3 16.2 11.8 12.0 22.9 13.0 1.9 4.5 0.8 18.6 19.5
Number of Traders in Each Category Total Traders: 184
6 17 14 36 36 41 31 31 42 9 17 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 544,133
Positions
30,842 66,155 12,699 239,556 46,097 81,600 23,521 181,659 41,087 8,338 14,775 92 106,398 99,970
Changes from: August 26, 2014 Total Change is: 7,080
5,918 -2,684 2,060 3,404 5,006 -2,819 1,217 372 17,304 508 -1,570 32 -20,544 -10,621
Percent of Open Interest Represented by Each Category of Trader
5.7 12.2 2.3 44.0 8.5 15.0 4.3 33.4 7.6 1.5 2.7 0.0 19.6 18.4
Number of Traders in Each Category Total Traders: 82
4 6 5 34 11 23 6 13 12 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 1,415,710
Positions
64,768 222,660 13,957 246,399 452,032 73,630 666,632 292,198 76,731 141,458 118,912 16,954 115,181 148,636
Changes from: August 26, 2014 Total Change is: -137,526
6,280 -12,186 -36,023 6,999 -11,821 -7,351 -57,723 -11,398 -34,878 2,376 4,854 -13,496 -3,710 -15,226
Percent of Open Interest Represented by Each Category of Trader
4.6 15.7 1.0 17.4 31.9 5.2 47.1 20.6 5.4 10.0 8.4 1.2 8.1 10.5
Number of Traders in Each Category Total Traders: 254
15 28 15 36 46 34 48 30 35 18 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 3,250,565
Positions
93,852 252,471 175,093 1,038,862 862,021 301,649 575,834 483,832 344,193 227,112 180,173 138,977 354,994 512,156
Changes from: August 26, 2014 Total Change is: -58,234
6,711 7,990 -39,425 14,478 -87,346 1,456 -32,627 58,185 -12,327 -11,057 7,110 14,047 510 -7,923
Percent of Open Interest Represented by Each Category of Trader
2.9 7.8 5.4 32.0 26.5 9.3 17.7 14.9 10.6 7.0 5.5 4.3 10.9 15.8
Number of Traders in Each Category Total Traders: 364
17 39 46 33 84 64 56 66 84 17 52 28
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 2,437,706
Positions
233,895 111,089 104,582 500,815 806,079 294,757 649,269 232,645 239,986 95,712 190,826 62,056 256,636 395,688
Changes from: August 26, 2014 Total Change is: -101,808
46,903 -35,186 1,196 -32,441 -37,491 -12,320 -37,409 -2,770 16,301 -12,421 17,793 -26,791 -44,826 -22,540
Percent of Open Interest Represented by Each Category of Trader
9.6 4.6 4.3 20.5 33.1 12.1 26.6 9.5 9.8 3.9 7.8 2.5 10.5 16.2
Number of Traders in Each Category Total Traders: 285
16 25 27 36 54 47 57 48 53 15 34 18
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 513,231
Positions
187,519 100,481 132,496 2,053 9,383 14,735 17,236 74,557 79,847 11,337 12,638 37,026 30,981 52,067
Changes from: August 26, 2014 Total Change is: -30,016
-21,890 -12,189 -8,264 2,053 -86 8,100 -2,918 -12,436 -7,998 -541 723 1,013 429 1,121
Percent of Open Interest Represented by Each Category of Trader
36.5 19.6 25.8 0.4 1.8 2.9 3.4 14.5 15.6 2.2 2.5 7.2 6.0 10.1
Number of Traders in Each Category Total Traders: 91
12 26 32 . 4 . 9 24 19 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 is20,779,651
Positions
2,656,245 2,151,481 3,954,124 2,371,400 1,188,223 549,699 924,218 1,756,891 7,356,841 387,859 808,692 1,656,200 923,064 1,357,499
Changes from: August 26, 2014 Total Change is: 440,142
117,197 -90,321 73,834 -167,719 26,990 58,313 24,509 44,644 236,966 -865 -34,524 26,594 71,313 97,645
Percent of Open Interest Represented by Each Category of Trader
12.8 10.4 19.0 11.4 5.7 2.6 4.4 8.5 35.4 1.9 3.9 8.0 4.4 6.5
Number of Traders in Each Category Total Traders: 365
26 73 94 10 37 33 41 102 123 13 53 52
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 58,623
Positions
36,655 2,844 750 6,952 15,637 4,915 6,392 22,932 2,344 535 9,009 0 80 192
Changes from: August 26, 2014 Total Change is: 4,154
1,143 29 750 1 -175 0 70 1,329 2,052 112 166 0 26 3
Percent of Open Interest Represented by Each Category of Trader
62.5 4.9 1.3 11.9 26.7 8.4 10.9 39.1 4.0 0.9 15.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
6 8 . . 10 . . 11 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 45,970
Positions
38,038 7,387 455 0 12,438 1,378 2,172 8,890 2,692 1,105 12,410 13 117 307
Changes from: August 26, 2014 Total Change is: 1,736
196 109 455 0 516 0 1,061 54 150 -133 382 13 -6 57
Percent of Open Interest Represented by Each Category of Trader
82.7 16.1 1.0 0.0 27.1 3.0 4.7 19.3 5.9 2.4 27.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 51
5 6 . 0 15 . . 9 . . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 88,669
Positions
13,805 33,201 697 12,138 0 174 35,860 47,007 2,711 13,249 2,848 146 9,889 1,884
Changes from: August 26, 2014 Total Change is: -2,942
22 -250 1 -162 0 1 -2,433 -3,193 -467 -20 621 35 82 311
Percent of Open Interest Represented by Each Category of Trader
15.6 37.4 0.8 13.7 0.0 0.2 40.4 53.0 3.1 14.9 3.2 0.2 11.2 2.1
Number of Traders in Each Category Total Traders: 157
8 . . 17 0 . 51 12 12 59 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 409,378
Positions
61,666 42,862 51,903 54,756 30,767 30,270 76,241 111,561 62,163 13,590 10,835 34,764 24,025 34,253
Changes from: August 26, 2014 Total Change is: -4,987
-3,285 -2,778 3,756 4,887 1,330 -4,288 -6,204 -1,181 675 1,020 -500 -1,959 411 -42
Percent of Open Interest Represented by Each Category of Trader
15.1 10.5 12.7 13.4 7.5 7.4 18.6 27.3 15.2 3.3 2.6 8.5 5.9 8.4
Number of Traders in Each Category Total Traders: 203
19 17 25 8 19 12 45 46 54 18 20 24
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Traders in Financial Futures - Options and Futures Combined Positions as of September 2, 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 13,853
Positions
611 2,900 0 5,541 0 915 6,182 8,839 446 30 750 0 128 3
Changes from: August 26, 2014 Total Change is: 749
-47 0 0 1,390 0 137 -587 -179 40 -250 750 0 66 1
Percent of Open Interest Represented by Each Category of Trader
4.4 20.9 0.0 40.0 0.0 6.6 44.6 63.8 3.2 0.2 5.4 0.0 0.9 0.0
Number of Traders in Each Category Total Traders: 24
. . 0 6 0 . 8 4 . . . 0
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Updated September 5, 2014