Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 99,891 Positions 7,373 9,805 7,376 16,391 3,545 721 14,254 25,307 12,596 11,866 2,897 2,686 26,630 34,959 Changes from: September 16, 2014 Total Change is: -32,768 -20,686 -25,789 -314 244 -260 163 -8,695 -3,136 -2,054 -1,970 778 -339 884 -1,817 Percent of Open Interest Represented by Each Category of Trader 7.4 9.8 7.4 16.4 3.5 0.7 14.3 25.3 12.6 11.9 2.9 2.7 26.7 35.0 Number of Traders in Each Category Total Traders: 74 4 4 7 5 4 4 14 24 14 9 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,402 Positions 33,563 3,016 1,467 1,053 3,008 4 9,657 20,934 3,175 503 3 0 7,979 25,794 Changes from: September 16, 2014 Total Change is: -2,705 1,753 895 -225 -601 105 0 -4,278 -2,533 359 -536 3 0 821 -1,310 Percent of Open Interest Represented by Each Category of Trader 58.5 5.3 2.6 1.8 5.2 0.0 16.8 36.5 5.5 0.9 0.0 0.0 13.9 44.9 Number of Traders in Each Category Total Traders: 43 7 . 4 . 4 . 13 13 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 179,312 Positions 13,340 14,086 10,406 11,738 34,492 4,251 74,229 29,852 30,280 4,719 13,893 6,554 23,794 35,497 Changes from: September 16, 2014 Total Change is: -6,405 -1,124 -880 228 -439 2,499 53 119 -5,275 -3,647 1,509 -381 -1,671 -1,433 2,669 Percent of Open Interest Represented by Each Category of Trader 7.4 7.9 5.8 6.5 19.2 2.4 41.4 16.6 16.9 2.6 7.7 3.7 13.3 19.8 Number of Traders in Each Category Total Traders: 108 6 8 8 5 16 7 30 25 25 6 12 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 273,401 Positions 135,510 7,648 7,144 32,618 28,382 1,587 32,734 125,055 28,321 8,017 4,481 7,780 19,691 63,004 Changes from: September 16, 2014 Total Change is: 23,483 17,557 2,295 511 -1,154 878 578 -7,552 10,896 6,667 85 132 1,678 5,112 -152 Percent of Open Interest Represented by Each Category of Trader 49.6 2.8 2.6 11.9 10.4 0.6 12.0 45.7 10.4 2.9 1.6 2.8 7.2 23.0 Number of Traders in Each Category Total Traders: 143 10 7 7 10 19 8 18 59 26 7 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 509,025 Positions 202,599 21,778 25,582 43,580 80,665 9,874 60,919 170,190 66,442 44,478 28,794 13,144 42,407 92,556 Changes from: September 16, 2014 Total Change is: 12,015 6,770 3,192 6,693 438 6,912 -385 -18,599 -13,545 9,778 2,284 -2,037 1,486 3,551 -77 Percent of Open Interest Represented by Each Category of Trader 39.8 4.3 5.0 8.6 15.8 1.9 12.0 33.4 13.1 8.7 5.7 2.6 8.3 18.2 Number of Traders in Each Category Total Traders: 240 19 12 12 15 28 19 31 59 37 29 47 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 147,710 Positions 33,313 18,365 8,764 1,473 12,303 3,714 54,446 28,453 16,262 1,012 21,652 3,430 25,296 34,768 Changes from: September 16, 2014 Total Change is: 20,313 9,465 -1,719 2,329 -424 2,791 1,327 -2,503 2,863 4,725 43 4,916 841 4,510 2,240 Percent of Open Interest Represented by Each Category of Trader 22.6 12.4 5.9 1.0 8.3 2.5 36.9 19.3 11.0 0.7 14.7 2.3 17.1 23.5 Number of Traders in Each Category Total Traders: 94 9 6 7 . 10 7 21 30 14 . 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 32,930 Positions 19,078 19,508 3,379 0 1,947 0 7,571 4,593 1,228 357 871 973 344 431 Changes from: September 16, 2014 Total Change is: 2,400 767 627 13 0 1,476 -58 1,747 67 0 -16 0 0 -53 275 Percent of Open Interest Represented by Each Category of Trader 57.9 59.2 10.3 0.0 5.9 0.0 23.0 13.9 3.7 1.1 2.6 3.0 1.0 1.3 Number of Traders in Each Category Total Traders: 24 6 8 8 0 . 0 . . . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 151,559 Positions 32,761 62,679 21 52,710 611 0 56,591 78,261 1,911 2,328 4,379 0 5,236 3,695 Changes from: September 16, 2014 Total Change is: 16,855 2,807 9,470 -5 23,753 0 0 -11,147 6,387 1,298 406 -1,011 0 -257 716 Percent of Open Interest Represented by Each Category of Trader 21.6 41.4 0.0 34.8 0.4 0.0 37.3 51.6 1.3 1.5 2.9 0.0 3.5 2.4 Number of Traders in Each Category Total Traders: 110 6 12 . 5 . 0 25 40 8 9 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 60,800 Positions 11,300 41,881 6,246 3,361 0 0 7,100 2,175 3,914 21,813 0 6,025 1,041 559 Changes from: September 16, 2014 Total Change is: 304 2,135 -959 0 -126 0 0 -4,694 -913 2,066 1,000 0 0 -77 110 Percent of Open Interest Represented by Each Category of Trader 18.6 68.9 10.3 5.5 0.0 0.0 11.7 3.6 6.4 35.9 0.0 9.9 1.7 0.9 Number of Traders in Each Category Total Traders: 23 4 6 4 . 0 0 . 5 . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 16,166 Positions 2,254 3,603 1 1,513 0 0 9,179 7,451 196 496 756 0 2,527 4,159 Changes from: September 16, 2014 Total Change is: 105 -56 546 1 -161 0 0 115 -1,091 39 27 -3 0 140 613 Percent of Open Interest Represented by Each Category of Trader 13.9 22.3 0.0 9.4 0.0 0.0 56.8 46.1 1.2 3.1 4.7 0.0 15.6 25.7 Number of Traders in Each Category Total Traders: 57 4 8 . . 0 0 16 19 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 69,392 Positions 21,331 40,951 713 4,795 2,684 157 28,474 8,182 2,446 3,082 6,209 481 7,912 7,569 Changes from: September 16, 2014 Total Change is: -18,833 2,223 3,752 -14,552 342 -957 12 -2,289 -2,251 -2,846 -290 1,609 -978 -455 -2,623 Percent of Open Interest Represented by Each Category of Trader 30.7 59.0 1.0 6.9 3.9 0.2 41.0 11.8 3.5 4.4 8.9 0.7 11.4 10.9 Number of Traders in Each Category Total Traders: 120 15 16 4 10 . 4 31 21 13 10 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 138,784 Positions 42,662 81,902 1,427 9,590 5,367 314 56,949 16,365 4,892 6,164 12,418 963 15,824 15,138 Changes from: September 16, 2014 Total Change is: -37,667 4,447 7,504 -29,104 684 -1,913 23 -4,578 -4,502 -5,691 -580 3,219 -1,957 -910 -5,246 Percent of Open Interest Represented by Each Category of Trader 30.7 59.0 1.0 6.9 3.9 0.2 41.0 11.8 3.5 4.4 8.9 0.7 11.4 10.9 Number of Traders in Each Category Total Traders: 120 15 16 4 10 . 4 31 21 13 10 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 853,761 Positions 43,275 187,212 18,959 331,465 119,299 54,858 90,538 182,068 141,715 43,557 46,630 29,077 100,315 73,942 Changes from: September 16, 2014 Total Change is: -296,693 985 10,463 -123,687 7,412 10,722 -35,286 -21,608 -26,745 -57,942 -2,738 -3,538 -8,810 -55,019 -61,870 Percent of Open Interest Represented by Each Category of Trader 5.1 21.9 2.2 38.8 14.0 6.4 10.6 21.3 16.6 5.1 5.5 3.4 11.7 8.7 Number of Traders in Each Category Total Traders: 630 33 43 34 125 61 80 84 128 102 87 69 71 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 179,154 Positions 5,328 61,194 5,980 56,810 29,766 3,500 6,354 5,961 31,735 11,104 7,804 11,041 47,302 22,172 Changes from: September 16, 2014 Total Change is: -99,045 -27,105 4,852 -25,943 -14,638 9,672 -9,151 -9,747 -14,456 -6,959 1,406 -2,120 -2,288 -4,620 -52,652 Percent of Open Interest Represented by Each Category of Trader 3.0 34.2 3.3 31.7 16.6 2.0 3.5 3.3 17.7 6.2 4.4 6.2 26.4 12.4 Number of Traders in Each Category Total Traders: 95 4 12 6 17 8 10 16 16 29 12 10 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 3,373,031 Positions 211,347 651,702 43,283 1,389,485 463,874 240,586 442,502 902,116 528,318 162,723 194,585 89,720 265,068 258,848 Changes from: September 16, 2014 Total Change is: -988,239 -31,693 -144,091 -316,576 84,464 -20,539 -104,886 -146,238 -148,375 -167,986 -25,608 -11,979 -27,720 -251,995 -46,087 Percent of Open Interest Represented by Each Category of Trader 6.3 19.3 1.3 41.2 13.8 7.1 13.1 26.7 15.7 4.8 5.8 2.7 7.9 7.7 Number of Traders in Each Category Total Traders: 603 36 40 31 120 60 73 76 128 95 78 65 64 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 95,204 Positions 7,879 34,978 172 44,440 41,357 1,881 26,731 12,452 741 1,154 401 0 12,206 3,222 Changes from: September 16, 2014 Total Change is: -3,386 5,196 -1,477 -4,195 -1,976 1,947 -7 -2,226 1,244 -22 639 0 0 -795 -876 Percent of Open Interest Represented by Each Category of Trader 8.3 36.7 0.2 46.7 43.4 2.0 28.1 13.1 0.8 1.2 0.4 0.0 12.8 3.4 Number of Traders in Each Category Total Traders: 95 7 11 . 33 11 11 20 9 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 78,359 Positions 4,040 48,431 837 37,706 5,968 955 23,126 9,576 2,668 2,343 3,874 712 5,971 5,337 Changes from: September 16, 2014 Total Change is: -40,148 -2,981 2,910 -20,105 4,529 95 -7,104 -304 -4,206 -5,842 -748 -925 -1,353 -6,241 -3,619 Percent of Open Interest Represented by Each Category of Trader 5.2 61.8 1.1 48.1 7.6 1.2 29.5 12.2 3.4 3.0 4.9 0.9 7.6 6.8 Number of Traders in Each Category Total Traders: 248 15 24 6 33 20 14 63 41 27 18 34 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 391,793 Positions 20,200 242,153 4,185 188,528 29,841 4,777 115,631 47,880 13,341 11,716 19,369 3,562 29,853 26,685 Changes from: September 16, 2014 Total Change is: -148,349 -7,629 32,903 -86,299 23,722 477 -32,218 2,614 -25,610 -24,632 -1,133 -8,455 -2,937 -19,837 -1,579 Percent of Open Interest Represented by Each Category of Trader 5.2 61.8 1.1 48.1 7.6 1.2 29.5 12.2 3.4 3.0 4.9 0.9 7.6 6.8 Number of Traders in Each Category Total Traders: 248 15 24 6 33 20 14 63 41 27 18 34 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 398,217 Positions 121,289 28,944 22,534 130,145 149,201 17,232 72,132 142,221 7,633 7,496 11,083 194 19,561 19,175 Changes from: September 16, 2014 Total Change is: -24,108 16,637 4,396 -38,351 1,768 5,924 -890 1,670 5,929 -2,122 -52 567 -64 -2,704 503 Percent of Open Interest Represented by Each Category of Trader 30.5 7.3 5.7 32.7 37.5 4.3 18.1 35.7 1.9 1.9 2.8 0.0 4.9 4.8 Number of Traders in Each Category Total Traders: 262 23 8 4 53 47 29 33 62 15 14 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 64,491 Positions 2,687 24,466 200 31,541 0 40 14,541 18,857 50 4,324 1,353 0 11,108 19,525 Changes from: September 16, 2014 Total Change is: 43 -714 444 200 582 0 5 -81 357 25 -196 -42 0 222 -946 Percent of Open Interest Represented by Each Category of Trader 4.2 37.9 0.3 48.9 0.0 0.1 22.5 29.2 0.1 6.7 2.1 0.0 17.2 30.3 Number of Traders in Each Category Total Traders: 67 5 8 . 22 0 . 12 12 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 102,403 Positions 38,659 15,857 919 10,083 1,624 1,020 37,494 6,417 849 3,663 0 0 9,716 75,717 Changes from: September 16, 2014 Total Change is: 5,407 3,745 3,857 -1,092 -354 435 247 3,962 -1 229 -966 0 0 -364 1,732 Percent of Open Interest Represented by Each Category of Trader 37.8 15.5 0.9 9.8 1.6 1.0 36.6 6.3 0.8 3.6 0.0 0.0 9.5 73.9 Number of Traders in Each Category Total Traders: 78 15 8 . 8 . . 27 8 5 10 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 114,200 Positions 6,592 74,796 410 66,276 22,129 5,400 25,267 4,335 3,402 1,362 521 0 5,491 3,207 Changes from: September 16, 2014 Total Change is: -18,991 2,299 5,317 -18,218 -1,487 -3,325 32 1,853 -240 -1,791 -1,486 -20 0 -193 -746 Percent of Open Interest Represented by Each Category of Trader 5.8 65.5 0.4 58.0 19.4 4.7 22.1 3.8 3.0 1.2 0.5 0.0 4.8 2.8 Number of Traders in Each Category Total Traders: 88 6 11 . 35 13 15 15 4 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 350,174 Positions 32,781 202,889 3,678 129,380 34,567 47,550 95,970 44,436 2,323 21,175 9,369 254 17,063 5,108 Changes from: September 16, 2014 Total Change is: -36,829 -1,464 -18,352 -20,858 -2,964 -4,633 834 -4,059 8,313 -4,176 1,335 3,444 -203 -5,274 -1,198 Percent of Open Interest Represented by Each Category of Trader 9.4 57.9 1.1 36.9 9.9 13.6 27.4 12.7 0.7 6.0 2.7 0.1 4.9 1.5 Number of Traders in Each Category Total Traders: 216 19 23 6 65 21 28 37 16 8 25 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 968,082 Positions 16,122 84,125 33,941 354,060 180,071 145,803 136,175 185,975 76,120 20,923 70,648 11,091 173,846 180,308 Changes from: September 16, 2014 Total Change is: 1,594 2,932 -5,256 -139 9,010 39,779 -11,424 11,482 -13,645 -6,083 -5,021 3,994 -640 1,476 -4,994 Percent of Open Interest Represented by Each Category of Trader 1.7 8.7 3.5 36.6 18.6 15.1 14.1 19.2 7.9 2.2 7.3 1.1 18.0 18.6 Number of Traders in Each Category Total Traders: 195 10 17 16 34 38 40 37 30 40 13 16 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 507,147 Positions 28,834 64,480 1,861 244,516 36,009 86,836 24,714 200,048 7,786 7,074 12,766 60 105,466 97,301 Changes from: September 16, 2014 Total Change is: -3,856 3,220 -8,664 -103 415 -3,049 768 494 12,428 -6,749 -2,733 -1,609 -32 864 3,154 Percent of Open Interest Represented by Each Category of Trader 5.7 12.7 0.4 48.2 7.1 17.1 4.9 39.4 1.5 1.4 2.5 0.0 20.8 19.2 Number of Traders in Each Category Total Traders: 78 . 5 4 36 10 23 6 12 9 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,749,312 Positions 124,653 228,374 10,857 264,703 503,059 85,354 909,088 512,868 64,243 162,438 168,337 21,522 106,453 154,698 Changes from: September 16, 2014 Total Change is: 129,347 12,026 -23,491 -776 18,445 18,215 551 63,845 71,750 9,180 19,511 46,943 5,949 616 1,027 Percent of Open Interest Represented by Each Category of Trader 7.1 13.1 0.6 15.1 28.8 4.9 52.0 29.3 3.7 9.3 9.6 1.2 6.1 8.8 Number of Traders in Each Category Total Traders: 269 14 29 11 35 54 34 47 35 35 19 36 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,229,970 Positions 75,957 204,568 193,644 961,274 842,652 356,668 524,557 494,865 326,037 394,558 159,678 115,011 282,265 536,847 Changes from: September 16, 2014 Total Change is: -99,178 -22,083 8,026 -8,044 -21,518 -31,685 13,919 16,213 14,273 -66,404 42,380 -753 -26,552 -27,089 -1,958 Percent of Open Interest Represented by Each Category of Trader 2.4 6.3 6.0 29.8 26.1 11.0 16.2 15.3 10.1 12.2 4.9 3.6 8.7 16.6 Number of Traders in Each Category Total Traders: 369 22 35 48 38 74 66 51 69 80 23 57 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,425,272 Positions 278,546 121,096 128,121 333,600 725,044 332,589 637,043 307,224 191,434 241,715 188,096 54,847 227,378 376,821 Changes from: September 16, 2014 Total Change is: -78,146 38,013 -13,091 -6,815 -72,199 2,296 -6,663 46,020 19,618 -51,574 -12,371 -979 -5,943 -6,614 -14,995 Percent of Open Interest Represented by Each Category of Trader 11.5 5.0 5.3 13.8 29.9 13.7 26.3 12.7 7.9 10.0 7.8 2.3 9.4 15.5 Number of Traders in Each Category Total Traders: 306 21 32 35 35 62 52 45 55 52 19 37 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 586,290 Positions 240,527 121,173 162,250 0 4,840 6,622 10,286 105,261 78,059 15,364 13,070 35,432 37,750 59,583 Changes from: September 16, 2014 Total Change is: 24,876 11,818 4,508 8,791 0 -1,501 1,835 -3,692 5,905 115 5,329 -968 158 522 6,033 Percent of Open Interest Represented by Each Category of Trader 41.0 20.7 27.7 0.0 0.8 1.1 1.8 18.0 13.3 2.6 2.2 6.0 6.4 10.2 Number of Traders in Each Category Total Traders: 93 12 27 32 0 . . 8 27 22 . 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is20,547,599 Positions 2,391,838 1,616,898 3,898,241 2,217,712 1,109,285 620,476 1,258,524 2,203,453 7,249,635 454,583 826,647 1,645,196 811,394 1,377,769 Changes from: September 16, 2014 Total Change is: 448,462 -19,541 -31,477 39,516 -45,809 -51,966 43,910 96,784 154,620 277,579 57,675 -13,651 -3,580 1,927 33,510 Percent of Open Interest Represented by Each Category of Trader 11.6 7.9 19.0 10.8 5.4 3.0 6.1 10.7 35.3 2.2 4.0 8.0 3.9 6.7 Number of Traders in Each Category Total Traders: 344 29 60 86 9 34 30 43 98 116 11 51 48 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 51,524 Positions 37,327 4,561 0 7,022 15,227 4,915 1,400 18,041 209 525 8,327 0 126 244 Changes from: September 16, 2014 Total Change is: -3,078 -1,340 -56 0 77 -271 -15 -1,624 -2,257 -55 -169 -425 0 48 1 Percent of Open Interest Represented by Each Category of Trader 72.4 8.9 0.0 13.6 29.6 9.5 2.7 35.0 0.4 1.0 16.2 0.0 0.2 0.5 Number of Traders in Each Category Total Traders: 47 5 7 0 . 10 . 4 10 . . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 45,206 Positions 34,369 8,357 0 0 11,981 1,378 5,286 9,758 3,283 749 10,132 0 141 317 Changes from: September 16, 2014 Total Change is: 5,838 2,361 1,464 0 0 -101 0 2,427 3,875 353 644 191 0 53 56 Percent of Open Interest Represented by Each Category of Trader 76.0 18.5 0.0 0.0 26.5 3.0 11.7 21.6 7.3 1.7 22.4 0.0 0.3 0.7 Number of Traders in Each Category Total Traders: 47 4 6 0 0 14 . . 7 . 4 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 93,661 Positions 13,275 56,543 621 12,996 380 147 36,082 31,012 1,904 18,290 304 113 10,233 2,636 Changes from: September 16, 2014 Total Change is: 2,138 -731 326 14 -462 0 22 620 507 527 1,074 -440 30 1,044 1,152 Percent of Open Interest Represented by Each Category of Trader 14.2 60.4 0.7 13.9 0.4 0.2 38.5 33.1 2.0 19.5 0.3 0.1 10.9 2.8 Number of Traders in Each Category Total Traders: 171 9 . . 17 . . 50 15 9 73 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 389,039 Positions 80,367 38,482 36,042 56,061 24,871 25,654 69,771 126,875 54,064 10,339 10,892 34,030 22,711 38,129 Changes from: September 16, 2014 Total Change is: -24,438 3,688 -3,501 -22,206 3,204 -7,574 -2,920 -3,192 5,675 2,934 -3,223 1,731 -4,208 1,485 5,631 Percent of Open Interest Represented by Each Category of Trader 20.7 9.9 9.3 14.4 6.4 6.6 17.9 32.6 13.9 2.7 2.8 8.7 5.8 9.8 Number of Traders in Each Category Total Traders: 197 19 17 22 10 15 11 43 46 55 16 17 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 23, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 10,731 Positions 341 3,138 0 2,661 728 528 6,615 5,280 307 30 750 0 249 0 Changes from: September 16, 2014 Total Change is: -3,494 -402 238 -238 -1,705 652 -342 420 -3,221 -1,329 0 750 0 102 -4 Percent of Open Interest Represented by Each Category of Trader 3.2 29.2 0.0 24.8 6.8 4.9 61.6 49.2 2.9 0.3 7.0 0.0 2.3 0.0 Number of Traders in Each Category Total Traders: 23 . . 0 4 . . 9 . . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 26, 2014