Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 132,659
Positions
28,059 35,594 7,690 16,147 3,805 557 22,949 28,443 14,650 13,836 2,119 3,025 25,746 36,776
Changes from: September 9, 2014 Total Change is: 9,736
6,207 -4,268 789 159 921 61 3,489 7,657 -35 1,449 556 620 -3,002 3,436
Percent of Open Interest Represented by Each Category of Trader
21.2 26.8 5.8 12.2 2.9 0.4 17.3 21.4 11.0 10.4 1.6 2.3 19.4 27.7
Number of Traders in Each Category Total Traders: 82
7 5 12 4 5 4 13 29 16 11 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 60,107
Positions
31,810 2,121 1,692 1,654 2,903 4 13,934 23,467 2,816 1,039 0 0 7,158 27,104
Changes from: September 9, 2014 Total Change is: -21,838
-3,499 -1,512 46 0 54 0 2,149 -141 -19,688 471 0 0 -1,318 -598
Percent of Open Interest Represented by Each Category of Trader
52.9 3.5 2.8 2.8 4.8 0.0 23.2 39.0 4.7 1.7 0.0 0.0 11.9 45.1
Number of Traders in Each Category Total Traders: 43
7 . 4 . 4 . 12 14 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 185,716
Positions
14,464 14,966 10,179 12,177 31,993 4,198 74,110 35,127 33,927 3,210 14,274 8,225 25,227 32,827
Changes from: September 9, 2014 Total Change is: -121,280
-79,867 -79,334 452 -3,502 1,135 2,212 -31,128 -13,725 -9,758 799 -21,731 1,285 -1,773 -1,817
Percent of Open Interest Represented by Each Category of Trader
7.8 8.1 5.5 6.6 17.2 2.3 39.9 18.9 18.3 1.7 7.7 4.4 13.6 17.7
Number of Traders in Each Category Total Traders: 104
5 9 7 5 16 6 23 28 22 6 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 249,918
Positions
117,953 5,354 6,633 33,771 27,504 1,009 40,285 114,159 21,654 7,932 4,348 6,102 14,578 63,156
Changes from: September 9, 2014 Total Change is: -44,636
-17,462 -1,405 -24,948 -81 4,668 433 8,046 -2,740 -17,047 7,930 -2,258 1,863 -3,370 -3,202
Percent of Open Interest Represented by Each Category of Trader
47.2 2.1 2.7 13.5 11.0 0.4 16.1 45.7 8.7 3.2 1.7 2.4 5.8 25.3
Number of Traders in Each Category Total Traders: 138
11 6 7 10 18 8 17 58 22 4 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 497,010
Positions
195,829 18,587 18,889 43,142 73,754 10,259 79,518 183,734 56,664 42,194 30,831 11,658 38,856 92,633
Changes from: September 9, 2014 Total Change is: -87,773
-37,842 -8,195 -19,037 -1,045 3,253 -651 11,129 -5,320 -42,916 13,185 -5,773 -3,796 -6,799 -5,339
Percent of Open Interest Represented by Each Category of Trader
39.4 3.7 3.8 8.7 14.8 2.1 16.0 37.0 11.4 8.5 6.2 2.3 7.8 18.6
Number of Traders in Each Category Total Traders: 240
19 11 13 15 30 21 29 63 34 27 46 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 127,397
Positions
23,848 20,084 6,435 1,897 9,512 2,387 56,949 25,590 11,537 969 16,736 2,588 20,786 32,527
Changes from: September 9, 2014 Total Change is: -22,130
21,834 -11,454 -17,754 -1,378 83 604 -18,070 -2,894 1,316 -73 4,568 -3,615 -4,994 7,016
Percent of Open Interest Represented by Each Category of Trader
18.7 15.8 5.1 1.5 7.5 1.9 44.7 20.1 9.1 0.8 13.1 2.0 16.3 25.5
Number of Traders in Each Category Total Traders: 93
8 7 8 . 9 5 27 25 16 5 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 30,529
Positions
18,311 18,881 3,366 0 471 58 5,824 4,526 1,228 373 871 973 397 156
Changes from: September 9, 2014 Total Change is: -12,217
-5,737 -10,713 -408 -177 471 -67 -2,617 10 -1,246 -1,201 871 -829 65 -306
Percent of Open Interest Represented by Each Category of Trader
60.0 61.8 11.0 0.0 1.5 0.2 19.1 14.8 4.0 1.2 2.9 3.2 1.3 0.5
Number of Traders in Each Category Total Traders: 24
5 8 7 0 . . . . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 134,704
Positions
29,954 53,209 26 28,957 611 0 67,738 71,874 613 1,922 5,390 0 5,493 2,979
Changes from: September 9, 2014 Total Change is: -20,808
-25,701 -17,126 -4,155 21,510 40 0 430 10,319 -9,189 -839 1,474 -2,169 -695 -3
Percent of Open Interest Represented by Each Category of Trader
22.2 39.5 0.0 21.5 0.5 0.0 50.3 53.4 0.5 1.4 4.0 0.0 4.1 2.2
Number of Traders in Each Category Total Traders: 107
4 12 . 5 . 0 30 38 6 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 60,496
Positions
9,165 42,840 6,246 3,487 0 0 11,794 3,088 1,848 20,813 0 6,025 1,118 449
Changes from: September 9, 2014 Total Change is: -3,747
4,925 -4,104 0 200 -13 -283 -10,213 -1,047 1,679 16 0 0 -71 21
Percent of Open Interest Represented by Each Category of Trader
15.1 70.8 10.3 5.8 0.0 0.0 19.5 5.1 3.1 34.4 0.0 10.0 1.8 0.7
Number of Traders in Each Category Total Traders: 22
. 7 4 . 0 0 . 5 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 16,061
Positions
2,310 3,057 0 1,674 0 0 9,064 8,542 157 469 759 0 2,387 3,546
Changes from: September 9, 2014 Total Change is: -8,870
-1,697 -4,933 -223 -375 -189 0 -3,554 265 -1,688 -275 -2,383 0 -1,058 281
Percent of Open Interest Represented by Each Category of Trader
14.4 19.0 0.0 10.4 0.0 0.0 56.4 53.2 1.0 2.9 4.7 0.0 14.9 22.1
Number of Traders in Each Category Total Traders: 57
4 7 0 4 0 0 13 20 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 88,225
Positions
19,107 37,199 15,265 4,453 3,640 146 30,763 10,433 5,292 3,372 4,600 1,460 8,367 10,192
Changes from: September 9, 2014 Total Change is: 21,250
880 2,348 13,700 -108 -1,071 -57 4,560 3,126 1,640 570 693 44 20 825
Percent of Open Interest Represented by Each Category of Trader
21.7 42.2 17.3 5.0 4.1 0.2 34.9 11.8 6.0 3.8 5.2 1.7 9.5 11.6
Number of Traders in Each Category Total Traders: 134
19 16 17 9 . 4 41 16 19 15 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 176,451
Positions
38,215 74,397 30,531 8,906 7,280 291 61,527 20,866 10,583 6,744 9,199 2,920 16,735 20,383
Changes from: September 9, 2014 Total Change is: 42,499
1,760 4,696 27,400 -216 -2,142 -114 9,119 6,253 3,279 1,141 1,386 89 41 1,651
Percent of Open Interest Represented by Each Category of Trader
21.7 42.2 17.3 5.0 4.1 0.2 34.9 11.8 6.0 3.8 5.2 1.7 9.5 11.6
Number of Traders in Each Category Total Traders: 134
19 16 17 9 . 4 41 16 19 15 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 1,150,454
Positions
42,290 176,749 142,647 324,053 108,577 90,144 112,146 208,812 199,657 46,295 50,168 37,887 155,335 135,812
Changes from: September 9, 2014 Total Change is: 133,832
-1,334 7,005 55,575 8,472 -1,836 26,488 10,847 10,131 12,763 2,438 72 2,474 16,111 21,161
Percent of Open Interest Represented by Each Category of Trader
3.7 15.4 12.4 28.2 9.4 7.8 9.7 18.2 17.4 4.0 4.4 3.3 13.5 11.8
Number of Traders in Each Category Total Traders: 649
34 43 51 125 58 88 99 131 112 79 79 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 278,200
Positions
32,433 56,342 31,923 71,448 20,094 12,651 16,100 20,416 38,694 9,698 9,924 13,330 51,922 74,825
Changes from: September 9, 2014 Total Change is: 48,645
-1,118 3,872 23,175 7,642 -4,230 9,814 6,615 -1,803 219 254 62 1,157 888 16,378
Percent of Open Interest Represented by Each Category of Trader
11.7 20.3 11.5 25.7 7.2 4.5 5.8 7.3 13.9 3.5 3.6 4.8 18.7 26.9
Number of Traders in Each Category Total Traders: 105
9 10 13 17 8 11 15 22 33 11 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 4,361,270
Positions
243,040 795,794 359,859 1,305,021 484,412 345,472 588,740 1,050,491 696,303 188,331 206,564 117,440 517,063 304,935
Changes from: September 9, 2014 Total Change is: 425,937
-12,310 4,434 173,227 167 7,989 87,350 44,579 83,085 39,304 10,618 -255 6,888 76,114 23,915
Percent of Open Interest Represented by Each Category of Trader
5.6 18.2 8.3 29.9 11.1 7.9 13.5 24.1 16.0 4.3 4.7 2.7 11.9 7.0
Number of Traders in Each Category Total Traders: 621
37 40 47 120 57 80 97 126 105 73 70 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 98,589
Positions
2,683 36,455 4,367 46,416 39,410 1,888 28,957 11,208 763 515 401 0 13,000 4,097
Changes from: September 9, 2014 Total Change is: 7,336
-1,181 784 4,225 2,647 51 82 -30 2,186 -37 0 -210 0 1,630 255
Percent of Open Interest Represented by Each Category of Trader
2.7 37.0 4.4 47.1 40.0 1.9 29.4 11.4 0.8 0.5 0.4 0.0 13.2 4.2
Number of Traders in Each Category Total Traders: 92
4 12 8 33 11 12 21 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 118,507
Positions
7,021 45,520 20,942 33,176 5,873 8,059 23,430 13,782 8,511 3,091 4,799 2,066 12,211 8,956
Changes from: September 9, 2014 Total Change is: 38,902
887 5,176 19,439 29 50 7,387 3,021 536 3,214 701 -360 949 3,274 2,511
Percent of Open Interest Represented by Each Category of Trader
5.9 38.4 17.7 28.0 5.0 6.8 19.8 11.6 7.2 2.6 4.0 1.7 10.3 7.6
Number of Traders in Each Category Total Traders: 275
19 23 25 36 18 18 77 43 35 25 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 10,478
Positions
3,328 5,543 972 215 0 660 1,743 0 0 1,287 0 0 2,273 3,303
Changes from: September 9, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.8 52.9 9.3 2.1 0.0 6.3 16.6 0.0 0.0 12.3 0.0 0.0 21.7 31.5
Number of Traders in Each Category Total Traders: 20
7 6 . . 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 540,142
Positions
27,829 209,250 90,484 164,806 29,364 36,995 113,017 73,490 37,973 12,849 27,824 6,499 49,690 28,264
Changes from: September 9, 2014 Total Change is: 142,117
-2,842 7,529 82,972 -930 250 33,636 10,969 7,258 11,490 901 2,028 915 5,006 -3,961
Percent of Open Interest Represented by Each Category of Trader
5.2 38.7 16.8 30.5 5.4 6.8 20.9 13.6 7.0 2.4 5.2 1.2 9.2 5.2
Number of Traders in Each Category Total Traders: 274
17 25 22 36 18 18 77 43 35 24 31 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 422,325
Positions
104,652 24,548 60,885 128,377 143,277 18,122 70,462 136,292 9,755 7,549 10,515 259 22,264 18,672
Changes from: September 9, 2014 Total Change is: 23,314
9,936 1,092 12,336 470 3,174 1,211 -5,919 2,469 4,497 -594 297 -120 1,498 -1,642
Percent of Open Interest Represented by Each Category of Trader
24.8 5.8 14.4 30.4 33.9 4.3 16.7 32.3 2.3 1.8 2.5 0.1 5.3 4.4
Number of Traders in Each Category Total Traders: 268
23 7 15 55 48 30 39 62 28 12 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 64,448
Positions
3,401 24,022 0 30,959 0 35 14,622 18,500 25 4,520 1,395 0 10,886 20,471
Changes from: September 9, 2014 Total Change is: -14,289
1,087 -1,693 -7,882 -1,741 0 -257 875 897 -1,078 -699 -491 -398 -4,196 -3,387
Percent of Open Interest Represented by Each Category of Trader
5.3 37.3 0.0 48.0 0.0 0.1 22.7 28.7 0.0 7.0 2.2 0.0 16.9 31.8
Number of Traders in Each Category Total Traders: 62
5 7 0 19 0 . 11 12 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 96,996
Positions
34,914 12,000 2,011 10,437 1,189 773 33,532 6,418 620 4,629 0 0 10,080 73,985
Changes from: September 9, 2014 Total Change is: -8,019
12,314 -731 -5,707 -66 -418 -378 962 -87 -743 -62 0 -413 -13,926 458
Percent of Open Interest Represented by Each Category of Trader
36.0 12.4 2.1 10.8 1.2 0.8 34.6 6.6 0.6 4.8 0.0 0.0 10.4 76.3
Number of Traders in Each Category Total Traders: 76
11 8 5 10 . . 24 9 6 12 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 133,191
Positions
4,293 69,479 18,628 67,763 25,454 5,368 23,414 4,575 5,193 2,848 541 0 5,684 3,953
Changes from: September 9, 2014 Total Change is: 11,466
-452 -3,398 13,218 -1,629 794 303 -1,103 -437 615 0 0 0 514 371
Percent of Open Interest Represented by Each Category of Trader
3.2 52.2 14.0 50.9 19.1 4.0 17.6 3.4 3.9 2.1 0.4 0.0 4.3 3.0
Number of Traders in Each Category Total Traders: 92
6 11 8 36 13 17 17 5 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 387,003
Positions
34,245 221,241 24,536 132,344 39,200 46,716 100,029 36,123 6,499 19,840 5,925 457 22,337 6,306
Changes from: September 9, 2014 Total Change is: 7,540
-1,920 5,993 12,077 -9,346 -7,448 6,286 -1,295 -8,371 -3,132 2,523 1,029 -1,043 3,390 2,149
Percent of Open Interest Represented by Each Category of Trader
8.8 57.2 6.3 34.2 10.1 12.1 25.8 9.3 1.7 5.1 1.5 0.1 5.8 1.6
Number of Traders in Each Category Total Traders: 218
18 23 11 64 21 33 38 18 19 25 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 966,488
Positions
13,190 89,381 34,080 345,050 140,291 157,227 124,694 199,620 82,203 25,944 66,654 11,730 172,370 185,301
Changes from: September 9, 2014 Total Change is: 15,842
4,454 2,072 10,498 -8,759 -14,979 14,212 1,519 -612 -731 5,945 7,478 3,922 -15,218 -6,018
Percent of Open Interest Represented by Each Category of Trader
1.4 9.2 3.5 35.7 14.5 16.3 12.9 20.7 8.5 2.7 6.9 1.2 17.8 19.2
Number of Traders in Each Category Total Traders: 190
10 16 18 36 35 44 29 33 39 16 15 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 511,003
Positions
25,614 73,144 1,964 244,101 39,058 86,068 24,220 187,620 14,535 9,807 14,375 92 104,602 94,147
Changes from: September 9, 2014 Total Change is: -2,901
-1,268 1,413 -892 3,226 -5,115 1,128 -817 7,008 -5,643 286 237 0 1,080 -1,036
Percent of Open Interest Represented by Each Category of Trader
5.0 14.3 0.4 47.8 7.6 16.8 4.7 36.7 2.8 1.9 2.8 0.0 20.5 18.4
Number of Traders in Each Category Total Traders: 83
. 7 4 37 10 26 6 12 9 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 1,619,965
Positions
112,627 251,865 11,633 246,258 484,845 84,804 845,243 441,118 55,063 142,928 121,394 15,573 105,837 153,671
Changes from: September 9, 2014 Total Change is: 172,109
23,401 58,916 -2,839 -4,311 2,413 7,661 112,347 121,302 -4,143 42,937 -2,295 -4,262 1,319 -4,643
Percent of Open Interest Represented by Each Category of Trader
7.0 15.5 0.7 15.2 29.9 5.2 52.2 27.2 3.4 8.8 7.5 1.0 6.5 9.5
Number of Traders in Each Category Total Traders: 262
14 29 11 36 53 35 50 29 32 18 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 3,329,148
Positions
98,040 196,542 201,688 982,792 874,337 342,749 508,344 480,592 392,441 352,177 160,431 141,563 309,354 538,805
Changes from: September 9, 2014 Total Change is: -39,722
17,471 -34,922 16,314 -77,502 -67,215 31,147 -50,531 -2,950 20,817 16,800 -5,254 2,405 -16,643 -62
Percent of Open Interest Represented by Each Category of Trader
2.9 5.9 6.1 29.5 26.3 10.3 15.3 14.4 11.8 10.6 4.8 4.3 9.3 16.2
Number of Traders in Each Category Total Traders: 367
24 34 50 34 78 62 47 71 81 29 50 38
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 2,503,419
Positions
240,533 134,187 134,936 405,799 722,748 339,252 591,023 287,606 243,008 254,086 189,075 60,790 233,992 391,816
Changes from: September 9, 2014 Total Change is: 57,717
46,345 20,896 12,732 -31,086 -70,371 30,366 -35,622 34,813 17,592 34,448 5,217 -2,897 -14,161 9,369
Percent of Open Interest Represented by Each Category of Trader
9.6 5.4 5.4 16.2 28.9 13.6 23.6 11.5 9.7 10.1 7.6 2.4 9.3 15.7
Number of Traders in Each Category Total Traders: 303
16 35 33 36 63 51 41 58 53 18 36 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 561,414
Positions
228,709 116,666 153,459 0 6,341 4,787 13,978 99,356 77,944 10,035 14,038 35,274 37,228 53,549
Changes from: September 9, 2014 Total Change is: 35,559
30,262 8,029 18,334 0 -2,841 -11,550 -5,288 17,162 -60 -1,108 1,222 6 4,963 5,257
Percent of Open Interest Represented by Each Category of Trader
40.7 20.8 27.3 0.0 1.1 0.9 2.5 17.7 13.9 1.8 2.5 6.3 6.6 9.5
Number of Traders in Each Category Total Traders: 92
12 27 33 0 . . 12 23 21 . 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is20,099,137
Positions
2,411,379 1,648,374 3,858,725 2,263,521 1,161,252 576,566 1,161,740 2,048,833 6,972,056 396,908 840,298 1,648,776 809,467 1,344,259
Changes from: September 9, 2014 Total Change is:-1,269,500
-257,841 -314,589 -216,970 -42,929 -55,852 -53,841 -13,827 19,677 -544,691 10,157 -12,674 -136,288 -13,271 45,727
Percent of Open Interest Represented by Each Category of Trader
12.0 8.2 19.2 11.3 5.8 2.9 5.8 10.2 34.7 2.0 4.2 8.2 4.0 6.7
Number of Traders in Each Category Total Traders: 341
24 65 86 10 34 30 38 97 113 13 49 50
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,602
Positions
38,667 4,617 0 6,945 15,498 4,930 3,024 20,298 264 694 8,752 0 78 243
Changes from: September 9, 2014 Total Change is: -7,085
2,029 551 -8,820 -2 -282 -32 -243 1,364 -28 20 133 0 -9 29
Percent of Open Interest Represented by Each Category of Trader
70.8 8.5 0.0 12.7 28.4 9.0 5.5 37.2 0.5 1.3 16.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 47
6 7 0 . 10 . . 9 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 39,368
Positions
32,008 6,893 0 0 12,082 1,378 2,859 5,883 2,930 105 9,941 0 88 261
Changes from: September 9, 2014 Total Change is: -13,960
-5,502 -3,405 -9,050 0 1 0 650 251 43 0 -1,791 0 -101 -9
Percent of Open Interest Represented by Each Category of Trader
81.3 17.5 0.0 0.0 30.7 3.5 7.3 14.9 7.4 0.3 25.3 0.0 0.2 0.7
Number of Traders in Each Category Total Traders: 47
4 5 0 0 14 . 4 8 . . 11 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 91,523
Positions
14,006 56,217 607 13,458 380 125 35,462 30,505 1,377 17,215 744 83 9,189 1,484
Changes from: September 9, 2014 Total Change is: 1,461
15 23,142 -47 403 190 -7 2,748 -18,768 -1,485 382 -782 -171 -377 -610
Percent of Open Interest Represented by Each Category of Trader
15.3 61.4 0.7 14.7 0.4 0.1 38.7 33.3 1.5 18.8 0.8 0.1 10.0 1.6
Number of Traders in Each Category Total Traders: 170
8 . . 17 . . 49 15 11 73 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 413,477
Positions
76,679 41,983 58,248 52,857 32,445 28,574 72,963 121,200 51,130 13,562 9,161 38,238 21,226 32,498
Changes from: September 9, 2014 Total Change is: -11,833
14,973 516 1,927 -6,698 -491 1,192 -12,699 -2,237 -11,452 4,308 902 -800 -2,584 -1,390
Percent of Open Interest Represented by Each Category of Trader
18.5 10.2 14.1 12.8 7.8 6.9 17.6 29.3 12.4 3.3 2.2 9.2 5.1 7.9
Number of Traders in Each Category Total Traders: 204
21 15 23 9 20 13 42 48 57 15 20 25
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Traders in Financial Futures - Options and Futures Combined Positions as of September 16, 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 14,225
Positions
743 2,900 238 4,366 76 870 6,195 8,501 1,636 30 0 0 147 4
Changes from: September 9, 2014 Total Change is: 177
128 0 238 -901 76 -18 -350 -179 1,059 0 -1,000 0 21 1
Percent of Open Interest Represented by Each Category of Trader
5.2 20.4 1.7 30.7 0.5 6.1 43.6 59.8 11.5 0.2 0.0 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 8 4 . . 0 0
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Updated September 19, 2014