Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 122,923
Positions
21,852 39,861 6,901 15,988 2,884 497 19,460 20,787 14,685 12,387 1,563 2,405 28,748 33,340
Changes from: September 2, 2014 Total Change is: -4,072
2,741 -1,354 -391 -96 126 79 -1,015 -3,126 -58 -1,543 -931 -919 -2,870 2,500
Percent of Open Interest Represented by Each Category of Trader
17.8 32.4 5.6 13.0 2.3 0.4 15.8 16.9 11.9 10.1 1.3 2.0 23.4 27.1
Number of Traders in Each Category Total Traders: 71
6 5 9 5 . . 15 24 18 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 81,945
Positions
35,308 3,633 1,646 1,654 2,849 4 11,786 23,608 22,503 568 0 0 8,476 27,702
Changes from: September 2, 2014 Total Change is: 17,438
2,010 1,309 382 55 41 4 625 906 15,180 -25 0 0 -794 -384
Percent of Open Interest Represented by Each Category of Trader
43.1 4.4 2.0 2.0 3.5 0.0 14.4 28.8 27.5 0.7 0.0 0.0 10.3 33.8
Number of Traders in Each Category Total Traders: 48
8 . 6 . 4 . 10 18 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 306,996
Positions
94,331 94,300 9,726 15,679 30,858 1,986 105,238 48,852 43,685 2,411 36,005 6,940 27,000 34,644
Changes from: September 2, 2014 Total Change is: 18,157
21,270 5,069 2,367 -3,885 90 -769 -4,074 -4,413 13,342 -1,336 1,584 -1,757 -7,001 2,644
Percent of Open Interest Represented by Each Category of Trader
30.7 30.7 3.2 5.1 10.1 0.6 34.3 15.9 14.2 0.8 11.7 2.3 8.8 11.3
Number of Traders in Each Category Total Traders: 121
7 11 8 7 14 6 35 26 29 4 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 294,555
Positions
135,415 6,759 31,582 33,852 22,835 576 32,240 116,899 38,700 2 6,607 4,239 17,949 66,357
Changes from: September 2, 2014 Total Change is: 13,225
-13,686 -387 17,546 -1,166 2,918 -1,131 3,082 -18,945 13,498 -1,600 1,884 -1,769 -1,549 -389
Percent of Open Interest Represented by Each Category of Trader
46.0 2.3 10.7 11.5 7.8 0.2 10.9 39.7 13.1 0.0 2.2 1.4 6.1 22.5
Number of Traders in Each Category Total Traders: 134
14 5 10 10 16 7 17 57 33 . 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 584,783
Positions
233,671 26,782 37,926 44,187 70,501 10,910 68,389 189,054 99,580 29,009 36,604 15,454 45,655 97,972
Changes from: September 2, 2014 Total Change is: 59,574
-6,376 4,981 8,288 3,918 3,529 -3,823 5,593 -8,936 47,514 3,514 582 3,762 -2,816 3,678
Percent of Open Interest Represented by Each Category of Trader
40.0 4.6 6.5 7.6 12.1 1.9 11.7 32.3 17.0 5.0 6.3 2.6 7.8 16.8
Number of Traders in Each Category Total Traders: 247
19 10 18 15 30 22 29 64 40 32 43 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 149,527
Positions
2,014 31,538 24,190 3,275 9,430 1,783 75,019 28,484 10,222 1,042 12,168 6,203 25,780 25,511
Changes from: September 2, 2014 Total Change is: 19,938
5 -10,924 16,502 656 1,329 422 -2,681 4,857 2,839 92 892 2,768 -665 1,251
Percent of Open Interest Represented by Each Category of Trader
1.3 21.1 16.2 2.2 6.3 1.2 50.2 19.0 6.8 0.7 8.1 4.1 17.2 17.1
Number of Traders in Each Category Total Traders: 100
5 12 10 5 8 4 31 23 17 5 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 42,746
Positions
24,048 29,594 3,773 177 0 125 8,441 4,516 2,474 1,574 0 1,802 332 462
Changes from: September 2, 2014 Total Change is: -862
849 -85 -757 -158 0 111 -1,158 -441 737 -220 0 0 -267 -428
Percent of Open Interest Represented by Each Category of Trader
56.3 69.2 8.8 0.4 0.0 0.3 19.7 10.6 5.8 3.7 0.0 4.2 0.8 1.1
Number of Traders in Each Category Total Traders: 27
7 10 9 . 0 . 4 . . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 155,512
Positions
55,655 70,335 4,181 7,447 571 0 67,308 61,555 9,802 2,761 3,916 2,169 6,188 2,982
Changes from: September 2, 2014 Total Change is: 10,933
4,128 -178 2,876 -460 26 0 -4,270 217 7,044 317 125 1,064 234 -241
Percent of Open Interest Represented by Each Category of Trader
35.8 45.2 2.7 4.8 0.4 0.0 43.3 39.6 6.3 1.8 2.5 1.4 4.0 1.9
Number of Traders in Each Category Total Traders: 119
12 12 7 6 . 0 32 32 14 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 64,243
Positions
4,240 46,944 6,246 3,287 13 283 22,007 4,135 169 20,797 0 6,025 1,189 428
Changes from: September 2, 2014 Total Change is: -22,192
-1,512 4,071 -16,360 -4 0 0 -3,771 -2,960 -132 327 0 0 -740 -6,811
Percent of Open Interest Represented by Each Category of Trader
6.6 73.1 9.7 5.1 0.0 0.4 34.3 6.4 0.3 32.4 0.0 9.4 1.9 0.7
Number of Traders in Each Category Total Traders: 25
. 8 4 . . . 4 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 24,931
Positions
4,007 7,990 223 2,049 189 0 12,618 8,277 1,845 744 3,142 0 3,445 3,265
Changes from: September 2, 2014 Total Change is: 1,504
885 -149 -91 385 0 0 -1,530 -48 1,568 112 -210 0 175 434
Percent of Open Interest Represented by Each Category of Trader
16.1 32.0 0.9 8.2 0.8 0.0 50.6 33.2 7.4 3.0 12.6 0.0 13.8 13.1
Number of Traders in Each Category Total Traders: 65
6 7 . 4 . 0 19 20 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 66,976
Positions
18,228 34,851 1,565 4,561 4,711 203 26,204 7,307 3,652 2,802 3,906 1,415 8,347 9,366
Changes from: September 2, 2014 Total Change is: -9
-480 -1,303 744 -95 144 -113 -1,229 -673 1,785 -278 -1,018 119 -462 306
Percent of Open Interest Represented by Each Category of Trader
27.2 52.0 2.3 6.8 7.0 0.3 39.1 10.9 5.5 4.2 5.8 2.1 12.5 14.0
Number of Traders in Each Category Total Traders: 120
16 18 6 9 . 4 32 19 12 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 133,951
Positions
36,455 69,701 3,130 9,122 9,422 405 52,407 14,614 7,304 5,603 7,813 2,831 16,694 18,733
Changes from: September 2, 2014 Total Change is: -19
-960 -2,606 1,488 -190 287 -226 -2,459 -1,346 3,570 -556 -2,035 237 -923 613
Percent of Open Interest Represented by Each Category of Trader
27.2 52.0 2.3 6.8 7.0 0.3 39.1 10.9 5.5 4.2 5.8 2.1 12.5 14.0
Number of Traders in Each Category Total Traders: 120
16 18 6 9 . 4 32 19 12 9 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 1,016,621
Positions
43,624 169,745 87,072 315,582 110,413 63,656 101,299 198,682 186,893 43,857 50,096 35,413 139,224 114,650
Changes from: September 2, 2014 Total Change is: 37,374
-684 -2,079 23,510 -1,490 2,131 4,797 2,745 5,644 5,557 -3,822 -1,835 513 6,248 -863
Percent of Open Interest Represented by Each Category of Trader
4.3 16.7 8.6 31.0 10.9 6.3 10.0 19.5 18.4 4.3 4.9 3.5 13.7 11.3
Number of Traders in Each Category Total Traders: 646
33 41 45 128 60 82 90 145 114 78 71 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 229,555
Positions
33,551 52,470 8,748 63,805 24,324 2,837 9,485 22,219 38,475 9,444 9,862 12,173 51,034 58,446
Changes from: September 2, 2014 Total Change is: 3,821
2,343 -311 1,938 22 -89 201 -1,182 3,537 -595 -1,670 -780 -147 2,910 68
Percent of Open Interest Represented by Each Category of Trader
14.6 22.9 3.8 27.8 10.6 1.2 4.1 9.7 16.8 4.1 4.3 5.3 22.2 25.5
Number of Traders in Each Category Total Traders: 108
8 12 9 17 9 9 13 26 35 12 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 3,935,333
Positions
255,350 791,360 186,632 1,304,855 476,423 258,121 544,161 967,406 657,000 177,713 206,819 110,552 440,949 281,021
Changes from: September 2, 2014 Total Change is: 167,768
2,469 8,767 90,251 -6,657 12,002 22,077 34,275 25,179 16,121 -10,652 -5,167 3,193 16,692 -4,656
Percent of Open Interest Represented by Each Category of Trader
6.5 20.1 4.7 33.2 12.1 6.6 13.8 24.6 16.7 4.5 5.3 2.8 11.2 7.1
Number of Traders in Each Category Total Traders: 617
35 38 41 123 59 75 87 139 104 70 66 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 91,253
Positions
3,864 35,671 142 43,769 39,359 1,806 28,987 9,022 800 515 611 0 11,370 3,842
Changes from: September 2, 2014 Total Change is: 1,551
632 -801 44 1,423 2,014 -27 -140 86 -17 0 210 0 -364 42
Percent of Open Interest Represented by Each Category of Trader
4.2 39.1 0.2 48.0 43.1 2.0 31.8 9.9 0.9 0.6 0.7 0.0 12.5 4.2
Number of Traders in Each Category Total Traders: 88
5 11 4 33 11 11 18 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 79,605
Positions
6,134 40,344 1,502 33,147 5,823 672 20,410 13,246 5,297 2,390 5,159 1,117 8,937 6,445
Changes from: September 2, 2014 Total Change is: -18
-1,018 181 242 -33 -160 55 -113 -959 287 541 97 164 -142 74
Percent of Open Interest Represented by Each Category of Trader
7.7 50.7 1.9 41.6 7.3 0.8 25.6 16.6 6.7 3.0 6.5 1.4 11.2 8.1
Number of Traders in Each Category Total Traders: 263
20 21 7 33 17 13 72 48 29 23 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 398,025
Positions
30,671 201,721 7,512 165,736 29,114 3,359 102,048 66,232 26,483 11,948 25,796 5,584 44,684 32,224
Changes from: September 2, 2014 Total Change is: -90
-5,090 906 1,210 -167 -799 273 -567 -4,796 1,437 2,703 487 821 -709 371
Percent of Open Interest Represented by Each Category of Trader
7.7 50.7 1.9 41.6 7.3 0.8 25.6 16.6 6.7 3.0 6.5 1.4 11.2 8.1
Number of Traders in Each Category Total Traders: 263
20 21 7 33 17 13 72 48 29 23 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 399,011
Positions
94,716 23,456 48,549 127,907 140,103 16,911 76,381 133,823 5,259 8,143 10,218 379 20,767 20,314
Changes from: September 2, 2014 Total Change is: 19,105
4,986 -1,598 8,611 2,798 694 435 2,130 8,046 642 -183 1,210 -29 -284 1,095
Percent of Open Interest Represented by Each Category of Trader
23.7 5.9 12.2 32.1 35.1 4.2 19.1 33.5 1.3 2.0 2.6 0.1 5.2 5.1
Number of Traders in Each Category Total Traders: 263
24 6 5 54 45 28 45 59 17 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 78,737
Positions
2,314 25,715 7,882 32,700 0 292 13,747 17,603 1,103 5,219 1,886 398 15,082 23,858
Changes from: September 2, 2014 Total Change is: 14,779
-582 481 7,882 758 0 167 203 -21 897 -8 468 308 5,154 4,597
Percent of Open Interest Represented by Each Category of Trader
2.9 32.7 10.0 41.5 0.0 0.4 17.5 22.4 1.4 6.6 2.4 0.5 19.2 30.3
Number of Traders in Each Category Total Traders: 62
4 8 . 19 0 . 11 11 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 105,015
Positions
22,600 12,731 7,718 10,503 1,607 1,151 32,570 6,505 1,363 4,691 0 413 24,006 73,527
Changes from: September 2, 2014 Total Change is: 16,349
-2,359 -3,514 5,483 -899 110 -1 1,416 1,004 358 365 0 220 11,766 12,689
Percent of Open Interest Represented by Each Category of Trader
21.5 12.1 7.3 10.0 1.5 1.1 31.0 6.2 1.3 4.5 0.0 0.4 22.9 70.0
Number of Traders in Each Category Total Traders: 82
13 9 11 10 . . 26 10 9 12 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 121,725
Positions
4,745 72,877 5,410 69,392 24,660 5,065 24,517 5,012 4,578 2,848 541 0 5,170 3,582
Changes from: September 2, 2014 Total Change is: 6,490
520 -590 4,309 1,350 1,617 63 -912 -211 948 75 -348 0 137 702
Percent of Open Interest Represented by Each Category of Trader
3.9 59.9 4.4 57.0 20.3 4.2 20.1 4.1 3.8 2.3 0.4 0.0 4.2 2.9
Number of Traders in Each Category Total Traders: 94
7 12 4 36 14 15 17 5 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 379,463
Positions
36,165 215,248 12,459 141,690 46,648 40,430 101,324 44,494 9,631 17,317 4,896 1,500 18,947 4,157
Changes from: September 2, 2014 Total Change is: 25,232
451 3,899 2,659 20,195 3,627 -2,409 -413 13,642 -25 330 898 -29 4,473 2,970
Percent of Open Interest Represented by Each Category of Trader
9.5 56.7 3.3 37.3 12.3 10.7 26.7 11.7 2.5 4.6 1.3 0.4 5.0 1.1
Number of Traders in Each Category Total Traders: 223
21 23 12 66 22 28 39 19 15 24 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 950,645
Positions
8,735 87,309 23,582 353,810 155,270 143,015 123,175 200,232 82,933 20,000 59,175 7,808 187,587 191,320
Changes from: September 2, 2014 Total Change is: -47,440
5,330 -3,468 199 -38,327 -6,234 25,359 3,449 -28,139 -46,508 930 14,213 45 2,081 -2,909
Percent of Open Interest Represented by Each Category of Trader
0.9 9.2 2.5 37.2 16.3 15.0 13.0 21.1 8.7 2.1 6.2 0.8 19.7 20.1
Number of Traders in Each Category Total Traders: 189
6 21 18 34 36 42 34 29 39 10 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 513,904
Positions
26,882 71,731 2,856 240,875 44,173 84,940 25,037 180,612 20,179 9,521 14,138 92 103,522 95,183
Changes from: September 2, 2014 Total Change is: -30,229
-3,960 5,576 -9,843 1,319 -1,924 3,340 1,516 -1,047 -20,908 1,183 -637 0 -2,877 -4,786
Percent of Open Interest Represented by Each Category of Trader
5.2 14.0 0.6 46.9 8.6 16.5 4.9 35.1 3.9 1.9 2.8 0.0 20.1 18.5
Number of Traders in Each Category Total Traders: 83
. 7 4 36 11 24 6 12 8 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 1,447,857
Positions
89,226 192,949 14,472 250,569 482,432 77,143 732,896 319,817 59,206 99,991 123,690 19,834 104,519 158,314
Changes from: September 2, 2014 Total Change is: 32,146
24,459 -29,710 514 4,170 30,400 3,513 66,265 27,619 -17,525 -41,467 4,778 2,880 -10,662 9,678
Percent of Open Interest Represented by Each Category of Trader
6.2 13.3 1.0 17.3 33.3 5.3 50.6 22.1 4.1 6.9 8.5 1.4 7.2 10.9
Number of Traders in Each Category Total Traders: 248
14 21 11 36 46 34 51 29 33 18 33 12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,368,870
Positions
80,569 231,465 185,373 1,060,293 941,552 311,602 558,875 483,542 371,624 335,377 165,685 139,158 325,998 538,868
Changes from: September 2, 2014 Total Change is: 118,304
-13,283 -21,006 10,280 21,432 79,531 9,954 -16,959 -290 27,431 108,265 -14,488 181 -28,997 26,711
Percent of Open Interest Represented by Each Category of Trader
2.4 6.9 5.5 31.5 27.9 9.2 16.6 14.4 11.0 10.0 4.9 4.1 9.7 16.0
Number of Traders in Each Category Total Traders: 372
21 36 46 37 79 63 55 72 86 24 48 34
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 2,445,701
Positions
194,188 113,291 122,204 436,885 793,119 308,887 626,645 252,793 225,416 219,638 183,858 63,686 248,152 382,447
Changes from: September 2, 2014 Total Change is: 7,995
-39,707 2,202 17,623 -63,930 -12,959 14,130 -22,624 20,148 -14,570 123,926 -6,968 1,631 -8,484 -13,241
Percent of Open Interest Represented by Each Category of Trader
7.9 4.6 5.0 17.9 32.4 12.6 25.6 10.3 9.2 9.0 7.5 2.6 10.1 15.6
Number of Traders in Each Category Total Traders: 291
13 31 26 36 59 49 46 53 52 21 32 18
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 525,855
Positions
198,447 108,637 135,125 0 9,182 16,337 19,266 82,194 78,004 11,143 12,816 35,268 32,265 48,293
Changes from: September 2, 2014 Total Change is: 12,625
10,928 8,156 2,628 -2,053 -201 1,602 2,030 7,636 -1,843 -194 178 -1,758 1,284 -3,774
Percent of Open Interest Represented by Each Category of Trader
37.7 20.7 25.7 0.0 1.7 3.1 3.7 15.6 14.8 2.1 2.4 6.7 6.1 9.2
Number of Traders in Each Category Total Traders: 95
11 28 33 0 5 . 12 23 20 . 8 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 is21,368,637
Positions
2,669,220 1,962,963 4,075,694 2,306,450 1,217,104 630,407 1,175,566 2,029,155 7,516,747 386,751 852,971 1,785,065 822,738 1,298,532
Changes from: September 2, 2014 Total Change is: 588,986
12,975 -188,518 121,570 -64,950 28,881 80,707 251,348 272,264 159,906 -1,108 44,280 128,864 -100,326 -58,967
Percent of Open Interest Represented by Each Category of Trader
12.5 9.2 19.1 10.8 5.7 3.0 5.5 9.5 35.2 1.8 4.0 8.4 3.9 6.1
Number of Traders in Each Category Total Traders: 357
29 67 92 10 35 32 42 100 121 13 49 51
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 61,687
Positions
36,638 4,066 8,820 6,947 15,780 4,962 3,267 18,934 292 674 8,619 0 87 214
Changes from: September 2, 2014 Total Change is: 3,064
-17 1,222 8,070 -5 143 47 -3,125 -3,998 -2,052 139 -390 0 7 22
Percent of Open Interest Represented by Each Category of Trader
59.4 6.6 14.3 11.3 25.6 8.0 5.3 30.7 0.5 1.1 14.0 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
6 9 . . 10 . . 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 53,328
Positions
37,510 10,298 9,050 0 12,081 1,378 2,209 5,632 2,887 105 11,732 0 189 270
Changes from: September 2, 2014 Total Change is: 7,358
-528 2,911 8,595 0 -357 0 37 -3,258 195 -1,000 -678 -13 72 -37
Percent of Open Interest Represented by Each Category of Trader
70.3 19.3 17.0 0.0 22.7 2.6 4.1 10.6 5.4 0.2 22.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 49
6 7 . 0 14 . . 9 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 90,062
Positions
13,991 33,075 654 13,055 190 132 32,714 49,273 2,862 16,833 1,526 254 9,566 2,095
Changes from: September 2, 2014 Total Change is: 1,393
186 -126 -43 917 190 -42 -3,146 2,266 151 3,584 -1,322 108 -323 210
Percent of Open Interest Represented by Each Category of Trader
15.5 36.7 0.7 14.5 0.2 0.1 36.3 54.7 3.2 18.7 1.7 0.3 10.6 2.3
Number of Traders in Each Category Total Traders: 172
8 . . 17 . . 42 16 15 74 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 425,310
Positions
61,706 41,467 56,321 59,555 32,936 27,382 85,662 123,437 62,582 9,254 8,259 39,038 23,810 33,888
Changes from: September 2, 2014 Total Change is: 15,932
40 -1,395 4,418 4,799 2,169 -2,888 9,421 11,876 419 -4,336 -2,576 4,274 -215 -365
Percent of Open Interest Represented by Each Category of Trader
14.5 9.7 13.2 14.0 7.7 6.4 20.1 29.0 14.7 2.2 1.9 9.2 5.6 8.0
Number of Traders in Each Category Total Traders: 202
21 14 24 9 18 11 43 49 56 17 19 26
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Traders in Financial Futures - Options and Futures Combined Positions as of September 9, 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 14,048
Positions
615 2,900 0 5,267 0 888 6,545 8,680 577 30 1,000 0 126 3
Changes from: September 2, 2014 Total Change is: 195
4 0 0 -274 0 -27 363 -159 131 0 250 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
4.4 20.6 0.0 37.5 0.0 6.3 46.6 61.8 4.1 0.2 7.1 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 12, 2014