Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 126,398
Positions
23,331 858 11,080 20,572 3,792 1 14,274 48,975 16,542 12,711 2,687 2,981 24,906 39,482
Changes from: October 14, 2014 Total Change is: -2,759
4,723 -2,094 331 -108 -113 1 -6,879 -2,007 512 -421 -539 396 -1,313 755
Percent of Open Interest Represented by Each Category of Trader
18.5 0.7 8.8 16.3 3.0 0.0 11.3 38.7 13.1 10.1 2.1 2.4 19.7 31.2
Number of Traders in Each Category Total Traders: 79
10 . 10 6 5 . 15 22 15 10 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 61,630
Positions
39,127 3,917 2,137 1,205 3,387 443 8,530 24,883 4,182 503 0 0 5,502 22,681
Changes from: October 14, 2014 Total Change is: -5,523
-1,463 -124 -208 6 -43 0 -3,691 -3,279 127 0 0 0 -295 -1,997
Percent of Open Interest Represented by Each Category of Trader
63.5 6.4 3.5 2.0 5.5 0.7 13.8 40.4 6.8 0.8 0.0 0.0 8.9 36.8
Number of Traders in Each Category Total Traders: 41
6 . . . 5 . 12 13 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 171,882
Positions
52,280 18,406 9,029 9,347 45,686 3,857 44,505 20,484 22,347 4,607 13,428 6,199 19,711 32,446
Changes from: October 14, 2014 Total Change is: -3,052
10,570 -3,872 3,207 655 3,965 -294 -13,766 -2,530 -815 -801 -2,292 214 -2,022 -635
Percent of Open Interest Represented by Each Category of Trader
30.4 10.7 5.3 5.4 26.6 2.2 25.9 11.9 13.0 2.7 7.8 3.6 11.5 18.9
Number of Traders in Each Category Total Traders: 108
8 8 8 4 20 8 23 26 23 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 225,621
Positions
96,099 12,294 8,753 34,008 32,465 519 28,080 79,723 24,443 7,604 4,363 8,693 17,422 54,369
Changes from: October 14, 2014 Total Change is: -25,989
-30,198 2,166 860 361 -832 -230 4,714 -25,464 1,766 -3,060 -1,296 894 -1,095 -3,852
Percent of Open Interest Represented by Each Category of Trader
42.6 5.4 3.9 15.1 14.4 0.2 12.4 35.3 10.8 3.4 1.9 3.9 7.7 24.1
Number of Traders in Each Category Total Traders: 118
13 7 10 10 15 6 15 40 25 6 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 555,254
Positions
240,844 37,063 39,708 40,889 89,466 12,816 55,135 176,825 68,166 41,775 24,663 15,248 40,672 91,298
Changes from: October 14, 2014 Total Change is: 10,779
3,773 2,900 -714 113 371 388 2,764 4,394 4,142 -1,639 -2,201 869 1,082 629
Percent of Open Interest Represented by Each Category of Trader
43.4 6.7 7.2 7.4 16.1 2.3 9.9 31.8 12.3 7.5 4.4 2.7 7.3 16.4
Number of Traders in Each Category Total Traders: 248
20 14 15 14 36 23 32 63 35 28 41 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 147,033
Positions
71,774 13,968 9,761 1,415 14,267 2,323 24,654 35,803 13,137 1,179 17,744 2,687 20,105 37,344
Changes from: October 14, 2014 Total Change is: -1,468
996 -313 8 0 537 -294 -417 -407 -494 -16 -20 -251 -1,001 -234
Percent of Open Interest Represented by Each Category of Trader
48.8 9.5 6.6 1.0 9.7 1.6 16.8 24.4 8.9 0.8 12.1 1.8 13.7 25.4
Number of Traders in Each Category Total Traders: 83
10 4 9 . 10 5 13 31 12 4 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,554
Positions
28,954 22,169 3,004 0 2,301 0 5,401 9,352 1,228 662 871 973 332 655
Changes from: October 14, 2014 Total Change is: 541
2,600 473 -0 0 -80 0 -1,738 185 0 -151 0 0 -170 -37
Percent of Open Interest Represented by Each Category of Trader
71.4 54.7 7.4 0.0 5.7 0.0 13.3 23.1 3.0 1.6 2.1 2.4 0.8 1.6
Number of Traders in Each Category Total Traders: 32
7 10 5 0 . 0 . 6 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 138,518
Positions
46,175 44,946 1,480 54,110 771 0 25,162 75,230 5,020 2,851 4,556 390 3,330 6,126
Changes from: October 14, 2014 Total Change is: -750
3,692 -11,599 1,371 549 159 0 -9,964 4,032 3,290 375 726 390 -452 882
Percent of Open Interest Represented by Each Category of Trader
33.3 32.4 1.1 39.1 0.6 0.0 18.2 54.3 3.6 2.1 3.3 0.3 2.4 4.4
Number of Traders in Each Category Total Traders: 123
5 11 4 5 . 0 20 52 8 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 46,570
Positions
7,245 27,904 6,179 1,888 0 0 2,246 4,699 1,111 21,163 0 6,025 713 652
Changes from: October 14, 2014 Total Change is: 2,192
1,423 598 116 -95 0 0 1,615 2,444 -794 -101 0 0 28 -172
Percent of Open Interest Represented by Each Category of Trader
15.6 59.9 13.3 4.1 0.0 0.0 4.8 10.1 2.4 45.4 0.0 12.9 1.5 1.4
Number of Traders in Each Category Total Traders: 24
4 6 4 . 0 0 . 7 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 21,314
Positions
9,320 3,684 4 1,078 118 0 7,835 9,926 491 790 1,762 0 1,796 5,329
Changes from: October 14, 2014 Total Change is: -5
680 -302 0 -182 0 0 -1,016 -407 90 425 184 0 -2 430
Percent of Open Interest Represented by Each Category of Trader
43.7 17.3 0.0 5.1 0.6 0.0 36.8 46.6 2.3 3.7 8.3 0.0 8.4 25.0
Number of Traders in Each Category Total Traders: 64
5 6 . . . 0 13 20 4 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 57,396
Positions
26,535 27,786 655 4,512 2,669 324 12,152 9,720 2,879 3,739 4,049 429 6,172 8,885
Changes from: October 14, 2014 Total Change is: -4,898
4,163 -7,412 -209 15 -431 129 -5,926 3,080 -1,020 374 4 -399 -2,025 1,359
Percent of Open Interest Represented by Each Category of Trader
46.2 48.4 1.1 7.9 4.6 0.6 21.2 16.9 5.0 6.5 7.1 0.7 10.8 15.5
Number of Traders in Each Category Total Traders: 98
18 12 . 9 . 4 21 16 8 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 114,793
Positions
53,069 55,572 1,310 9,024 5,337 648 24,304 19,441 5,759 7,477 8,098 857 12,344 17,771
Changes from: October 14, 2014 Total Change is: -9,796
8,327 -14,823 -418 29 -862 258 -11,853 6,159 -2,040 748 8 -798 -4,050 2,719
Percent of Open Interest Represented by Each Category of Trader
46.2 48.4 1.1 7.9 4.6 0.6 21.2 16.9 5.0 6.5 7.1 0.7 10.8 15.5
Number of Traders in Each Category Total Traders: 98
18 12 . 9 . 4 21 16 8 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 926,295
Positions
42,168 140,261 43,470 313,379 128,732 52,345 87,172 197,047 172,756 42,628 41,844 33,479 138,900 116,362
Changes from: October 14, 2014 Total Change is: -38,542
3,793 -38,266 14,236 4,414 -4,679 -2,918 -17,442 20,194 -50,268 -2,415 -2,556 -9,540 21,597 35,255
Percent of Open Interest Represented by Each Category of Trader
4.6 15.1 4.7 33.8 13.9 5.7 9.4 21.3 18.7 4.6 4.5 3.6 15.0 12.6
Number of Traders in Each Category Total Traders: 618
31 39 35 126 61 83 88 137 115 66 70 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 222,235
Positions
23,763 48,607 4,476 58,133 29,535 3,168 11,281 12,582 43,872 11,617 6,951 11,818 54,106 61,226
Changes from: October 14, 2014 Total Change is: 408
13,234 -8,860 -318 3,792 -1,467 -900 4,092 2,646 -18,646 -474 -262 -4,036 3,663 32,250
Percent of Open Interest Represented by Each Category of Trader
10.7 21.9 2.0 26.2 13.3 1.4 5.1 5.7 19.7 5.2 3.1 5.3 24.3 27.5
Number of Traders in Each Category Total Traders: 98
11 10 6 16 9 9 17 18 33 8 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 3,520,301
Positions
227,058 593,302 59,934 1,305,652 525,409 216,458 440,064 982,937 583,808 157,803 177,218 105,552 423,971 275,683
Changes from: October 14, 2014 Total Change is: -194,748
34,299 -65,530 -8,733 15,336 -3,833 -22,315 -78,911 116,498 -186,869 -9,357 -11,121 -27,866 89,668 15,021
Percent of Open Interest Represented by Each Category of Trader
6.4 16.9 1.7 37.1 14.9 6.1 12.5 27.9 16.6 4.5 5.0 3.0 12.0 7.8
Number of Traders in Each Category Total Traders: 594
34 34 27 120 60 77 86 131 108 62 67 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 108,909
Positions
25,249 31,051 143 40,166 54,088 2,383 14,821 14,994 414 780 706 0 24,953 5,130
Changes from: October 14, 2014 Total Change is: 1,132
2,098 -4,266 10 2,029 1,680 -252 -5,693 2,767 -633 290 20 0 3,282 1,806
Percent of Open Interest Represented by Each Category of Trader
23.2 28.5 0.1 36.9 49.7 2.2 13.6 13.8 0.4 0.7 0.6 0.0 22.9 4.7
Number of Traders in Each Category Total Traders: 91
9 9 . 33 15 12 9 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 68,068
Positions
4,537 36,892 779 31,887 6,526 909 16,644 10,618 2,875 1,654 3,128 610 8,174 5,731
Changes from: October 14, 2014 Total Change is: -18,415
-237 -11,240 -3,753 -3,916 42 -221 -6,119 -5 -2,531 -1,312 -656 -815 490 765
Percent of Open Interest Represented by Each Category of Trader
6.7 54.2 1.1 46.8 9.6 1.3 24.5 15.6 4.2 2.4 4.6 0.9 12.0 8.4
Number of Traders in Each Category Total Traders: 221
15 20 5 33 19 13 47 47 20 12 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 340,339
Positions
22,684 184,460 3,894 159,434 32,628 4,543 83,220 53,091 14,376 8,268 15,640 3,052 40,868 28,655
Changes from: October 14, 2014 Total Change is: -56,496
2,791 -43,542 -3,134 -15,154 209 -1,103 -32,380 -566 -9,872 -2,590 -3,282 -4,074 9,022 8,868
Percent of Open Interest Represented by Each Category of Trader
6.7 54.2 1.1 46.8 9.6 1.3 24.5 15.6 4.2 2.4 4.6 0.9 12.0 8.4
Number of Traders in Each Category Total Traders: 221
15 20 5 33 19 13 47 47 20 12 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 422,365
Positions
142,728 33,489 26,749 113,133 179,016 32,710 76,987 109,862 6,987 6,997 10,973 624 15,449 21,954
Changes from: October 14, 2014 Total Change is: 2,177
1,561 3,853 262 -10 -5,688 4,779 -85 2,427 -3,438 605 -2,631 -240 -1,257 2,854
Percent of Open Interest Represented by Each Category of Trader
33.8 7.9 6.3 26.8 42.4 7.7 18.2 26.0 1.7 1.7 2.6 0.1 3.7 5.2
Number of Traders in Each Category Total Traders: 256
21 9 4 53 48 25 26 66 17 11 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 51,080
Positions
2,561 19,178 0 27,555 932 50 3,555 10,726 0 5,496 1,213 49 11,814 18,932
Changes from: October 14, 2014 Total Change is: -2,839
724 -4,720 0 -1,725 932 -112 -2,614 -508 0 -516 718 49 1,355 802
Percent of Open Interest Represented by Each Category of Trader
5.0 37.5 0.0 53.9 1.8 0.1 7.0 21.0 0.0 10.8 2.4 0.1 23.1 37.1
Number of Traders in Each Category Total Traders: 59
4 6 0 16 . . 8 13 0 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 95,480
Positions
31,836 17,272 2,464 9,647 524 1,065 28,557 5,958 2,552 8,920 2,990 42 10,397 62,613
Changes from: October 14, 2014 Total Change is: 2,195
-5,091 -1,213 346 713 -1,105 -278 3,119 -3,676 591 2,072 857 42 681 6,631
Percent of Open Interest Represented by Each Category of Trader
33.3 18.1 2.6 10.1 0.5 1.1 29.9 6.2 2.7 9.3 3.1 0.0 10.9 65.6
Number of Traders in Each Category Total Traders: 95
17 10 4 10 . . 29 11 9 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 118,826
Positions
10,151 65,895 1,047 67,768 33,746 5,557 26,606 5,091 2,993 464 986 0 4,240 3,511
Changes from: October 14, 2014 Total Change is: -2,335
2,458 -3,941 12 -65 732 302 -3,154 1,057 -672 -269 -695 0 -947 870
Percent of Open Interest Represented by Each Category of Trader
8.5 55.5 0.9 57.0 28.4 4.7 22.4 4.3 2.5 0.4 0.8 0.0 3.6 3.0
Number of Traders in Each Category Total Traders: 101
9 10 . 38 19 14 14 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 339,087
Positions
52,599 170,921 3,545 109,583 57,832 51,640 89,112 38,706 1,963 14,726 11,181 1,417 14,502 1,882
Changes from: October 14, 2014 Total Change is: 4,905
7,457 -508 -680 8,715 8,756 -1,995 -8,247 384 -97 -398 -1,170 632 -482 -417
Percent of Open Interest Represented by Each Category of Trader
15.5 50.4 1.0 32.3 17.1 15.2 26.3 11.4 0.6 4.3 3.3 0.4 4.3 0.6
Number of Traders in Each Category Total Traders: 205
19 20 7 52 30 32 37 14 8 21 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,046,526
Positions
13,960 89,006 39,060 414,518 170,767 143,142 105,022 200,217 114,049 17,471 79,572 14,304 185,000 196,409
Changes from: October 14, 2014 Total Change is: -23,400
-6,297 -7,640 7,105 6,270 -4,389 995 -33,890 10,233 15,662 1,151 -25,021 -3,431 -10,966 -16,915
Percent of Open Interest Represented by Each Category of Trader
1.3 8.5 3.7 39.6 16.3 13.7 10.0 19.1 10.9 1.7 7.6 1.4 17.7 18.8
Number of Traders in Each Category Total Traders: 186
6 18 16 33 36 37 28 40 41 12 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 516,752
Positions
25,322 69,316 382 253,856 41,032 87,255 20,963 201,697 9,036 5,610 7,002 60 114,269 100,973
Changes from: October 14, 2014 Total Change is: -10,043
0 6,845 26 2,662 -143 -4,698 -4,591 -8,935 1,288 50 -5,857 0 -4,780 1,430
Percent of Open Interest Represented by Each Category of Trader
4.9 13.4 0.1 49.1 7.9 16.9 4.1 39.0 1.7 1.1 1.4 0.0 22.1 19.5
Number of Traders in Each Category Total Traders: 81
. 8 . 40 10 24 7 11 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 1,485,305
Positions
95,674 191,617 21,877 273,920 508,920 100,693 648,028 260,084 75,085 139,315 171,774 20,295 110,418 134,960
Changes from: October 14, 2014 Total Change is: -30,032
4,218 -39,280 1,015 1,554 23,607 1,771 -66,539 -14,101 12,167 17,578 6,250 -649 -1,148 -20,813
Percent of Open Interest Represented by Each Category of Trader
6.4 12.9 1.5 18.4 34.3 6.8 43.6 17.5 5.1 9.4 11.6 1.4 7.4 9.1
Number of Traders in Each Category Total Traders: 265
15 26 8 36 51 39 49 29 32 21 38 13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 3,672,670
Positions
101,432 160,350 308,787 1,089,251 826,761 427,678 455,634 611,354 508,538 295,418 181,594 147,251 338,681 500,358
Changes from: October 14, 2014 Total Change is: 116,839
9,658 -54,138 60,588 -93,908 52,461 34,530 17,166 5,289 61,195 1,205 -11,696 7,123 19,283 -38,512
Percent of Open Interest Represented by Each Category of Trader
2.8 4.4 8.4 29.7 22.5 11.6 12.4 16.6 13.8 8.0 4.9 4.0 9.2 13.6
Number of Traders in Each Category Total Traders: 395
28 32 48 39 82 68 56 69 86 32 57 39
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 2,310,707
Positions
75,851 137,283 122,022 503,547 497,323 356,695 471,068 206,633 308,412 128,280 257,610 57,401 287,432 367,329
Changes from: October 14, 2014 Total Change is: -133,591
-58,379 -37,303 23,471 29,226 -97,091 -38,129 -168,068 -25,119 52,801 671 13,657 1,240 23,576 -27,119
Percent of Open Interest Represented by Each Category of Trader
3.3 5.9 5.3 21.8 21.5 15.4 20.4 8.9 13.3 5.6 11.1 2.5 12.4 15.9
Number of Traders in Each Category Total Traders: 284
11 34 25 37 46 46 52 50 55 14 40 19
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 634,566
Positions
250,963 143,595 180,072 0 8,142 14,759 9,725 88,465 86,217 17,120 9,963 39,033 36,678 64,321
Changes from: October 14, 2014 Total Change is: 14,003
7,282 3,806 9,073 0 1,853 4,599 -5,995 -4,863 -2,129 5,167 652 -3,283 -711 4,295
Percent of Open Interest Represented by Each Category of Trader
39.5 22.6 28.4 0.0 1.3 2.3 1.5 13.9 13.6 2.7 1.6 6.2 5.8 10.1
Number of Traders in Each Category Total Traders: 94
13 27 27 0 . . 10 27 25 . 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 is18,443,785
Positions
2,365,028 1,678,320 4,182,949 620,547 752,836 475,595 1,343,594 1,252,788 7,079,803 323,853 625,003 1,181,833 870,585 1,214,658
Changes from: October 14, 2014 Total Change is: -460,654
-215,843 314,282 62,010 18,157 -180,813 -122,793 -138,974 -443,851 101,337 -85,993 24,249 -105,324 26,770 -109,751
Percent of Open Interest Represented by Each Category of Trader
12.8 9.1 22.7 3.4 4.1 2.6 7.3 6.8 38.4 1.8 3.4 6.4 4.7 6.6
Number of Traders in Each Category Total Traders: 321
25 68 91 10 32 34 47 83 109 7 46 39
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 51,710
Positions
34,488 4,999 0 7,399 13,449 4,915 3,853 19,174 52 836 8,923 0 167 198
Changes from: October 14, 2014 Total Change is: 260
-806 195 0 -11 -315 0 1,048 -214 -103 92 791 0 40 -94
Percent of Open Interest Represented by Each Category of Trader
66.7 9.7 0.0 14.3 26.0 9.5 7.5 37.1 0.1 1.6 17.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 47
5 7 0 . 10 . 5 8 . . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 50,929
Positions
41,316 14,979 0 0 13,214 951 5,353 8,472 2,839 305 10,153 0 165 321
Changes from: October 14, 2014 Total Change is: 723
2,654 1,240 0 0 1,185 -370 -376 -1,025 -509 -642 226 0 -34 -24
Percent of Open Interest Represented by Each Category of Trader
81.1 29.4 0.0 0.0 25.9 1.9 10.5 16.6 5.6 0.6 19.9 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 47
5 5 0 0 15 . 6 7 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 81,089
Positions
15,759 56,197 881 10,157 0 182 26,787 19,139 2,332 14,173 210 431 10,387 1,716
Changes from: October 14, 2014 Total Change is: -11,768
747 -483 0 -1,178 -100 99 -6,849 -11,435 -420 -3,690 101 389 -866 82
Percent of Open Interest Represented by Each Category of Trader
19.4 69.3 1.1 12.5 0.0 0.2 33.0 23.6 2.9 17.5 0.3 0.5 12.8 2.1
Number of Traders in Each Category Total Traders: 148
8 . . 16 0 . 47 11 13 58 4 4
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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 422,049
Positions
77,177 129,967 46,152 15,333 17,692 53,191 101,216 51,686 62,956 14,259 7,987 27,545 24,220 24,873
Changes from: October 14, 2014 Total Change is: 14,233
-5,079 35,970 5,890 -18,335 -1,910 11,118 25,067 -27,251 8,467 -2,029 -4,509 -6,444 -4,422 -7,098
Percent of Open Interest Represented by Each Category of Trader
18.3 30.8 10.9 3.6 4.2 12.6 24.0 12.2 14.9 3.4 1.9 6.5 5.7 5.9
Number of Traders in Each Category Total Traders: 193
17 17 23 13 14 12 48 41 58 15 11 25
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Traders in Financial Futures - Options and Futures Combined Positions as of October 21, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,059
Positions
0 3,138 0 3,140 628 777 6,554 5,294 307 25 900 0 256 15
Changes from: October 14, 2014 Total Change is: -186
-76 0 0 -251 0 72 61 -280 0 0 19 0 8 3
Percent of Open Interest Represented by Each Category of Trader
0.0 28.4 0.0 28.4 5.7 7.0 59.3 47.9 2.8 0.2 8.1 0.0 2.3 0.1
Number of Traders in Each Category Total Traders: 21
0 . 0 4 . . 7 5 . . . 0
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Updated October 24, 2014