Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 121,672 Positions 22,176 863 9,908 19,803 3,795 2 11,344 45,878 16,169 12,890 3,421 2,809 26,572 38,827 Changes from: October 21, 2014 Total Change is: -4,727 -1,156 5 -1,173 -769 3 1 -2,930 -3,096 -373 180 734 -172 1,665 -655 Percent of Open Interest Represented by Each Category of Trader 18.2 0.7 8.1 16.3 3.1 0.0 9.3 37.7 13.3 10.6 2.8 2.3 21.8 31.9 Number of Traders in Each Category Total Traders: 76 10 . 10 6 5 . 14 19 15 8 11 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 62,910 Positions 40,440 3,752 2,034 1,213 3,396 443 7,446 26,365 4,322 503 0 0 6,508 22,597 Changes from: October 21, 2014 Total Change is: 1,280 1,313 -166 -103 8 9 0 -1,084 1,483 140 0 0 0 1,006 -83 Percent of Open Interest Represented by Each Category of Trader 64.3 6.0 3.2 1.9 5.4 0.7 11.8 41.9 6.9 0.8 0.0 0.0 10.3 35.9 Number of Traders in Each Category Total Traders: 38 6 . . . 5 . 10 12 8 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 174,621 Positions 49,321 19,317 8,421 9,856 44,137 4,268 48,822 27,261 21,828 4,135 13,502 6,273 21,698 29,615 Changes from: October 21, 2014 Total Change is: 2,739 -2,959 912 -608 509 -1,549 411 4,317 6,777 -519 -473 74 74 1,988 -2,831 Percent of Open Interest Represented by Each Category of Trader 28.2 11.1 4.8 5.6 25.3 2.4 28.0 15.6 12.5 2.4 7.7 3.6 12.4 17.0 Number of Traders in Each Category Total Traders: 110 8 7 8 6 17 7 25 27 25 7 13 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 225,719 Positions 89,718 14,039 12,781 32,333 32,641 1,021 28,344 71,639 23,937 8,429 5,233 8,857 20,298 55,569 Changes from: October 21, 2014 Total Change is: 97 -6,381 1,746 4,029 -1,675 177 502 264 -8,084 -506 824 870 164 2,876 1,200 Percent of Open Interest Represented by Each Category of Trader 39.7 6.2 5.7 14.3 14.5 0.5 12.6 31.7 10.6 3.7 2.3 3.9 9.0 24.6 Number of Traders in Each Category Total Traders: 118 10 7 9 10 17 7 19 35 21 8 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 551,111 Positions 244,349 34,924 37,873 39,709 86,866 13,693 53,495 179,554 67,301 41,625 27,665 14,924 38,142 88,311 Changes from: October 21, 2014 Total Change is: -4,143 3,505 -2,139 -1,835 -1,180 -2,600 877 -1,640 2,728 -865 -149 3,002 -325 -2,530 -2,987 Percent of Open Interest Represented by Each Category of Trader 44.3 6.3 6.9 7.2 15.8 2.5 9.7 32.6 12.2 7.6 5.0 2.7 6.9 16.0 Number of Traders in Each Category Total Traders: 251 21 15 14 16 33 23 34 59 38 24 49 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 151,268 Positions 70,846 15,198 9,854 1,415 13,625 1,993 29,016 38,450 13,845 923 21,972 2,647 20,728 33,684 Changes from: October 21, 2014 Total Change is: 4,235 -927 1,230 94 0 -642 -329 4,362 2,647 708 -256 4,228 -40 624 -3,660 Percent of Open Interest Represented by Each Category of Trader 46.8 10.0 6.5 0.9 9.0 1.3 19.2 25.4 9.2 0.6 14.5 1.7 13.7 22.3 Number of Traders in Each Category Total Traders: 93 10 6 9 . 10 5 16 32 16 . 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 47,995 Positions 30,100 23,855 9,032 0 2,000 0 5,660 9,453 1,228 705 871 973 297 583 Changes from: October 21, 2014 Total Change is: 7,441 1,146 1,685 6,028 0 -301 0 259 101 0 43 0 0 -35 -72 Percent of Open Interest Represented by Each Category of Trader 62.7 49.7 18.8 0.0 4.2 0.0 11.8 19.7 2.6 1.5 1.8 2.0 0.6 1.2 Number of Traders in Each Category Total Traders: 34 8 10 6 0 . 0 . 7 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 144,273 Positions 47,715 43,524 1,473 54,143 1,252 0 21,389 73,644 12,045 3,471 6,555 0 4,038 5,780 Changes from: October 21, 2014 Total Change is: 5,755 1,540 -1,422 -7 33 481 0 -3,774 -1,586 7,025 620 1,999 -390 708 -345 Percent of Open Interest Represented by Each Category of Trader 33.1 30.2 1.0 37.5 0.9 0.0 14.8 51.0 8.3 2.4 4.5 0.0 2.8 4.0 Number of Traders in Each Category Total Traders: 124 5 12 . 6 4 0 23 47 10 16 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 47,059 Positions 7,490 27,715 6,152 1,735 0 0 2,657 4,386 1,617 20,660 400 6,025 723 764 Changes from: October 21, 2014 Total Change is: 489 245 -189 -27 -153 0 0 411 -313 506 -503 400 0 10 112 Percent of Open Interest Represented by Each Category of Trader 15.9 58.9 13.1 3.7 0.0 0.0 5.6 9.3 3.4 43.9 0.8 12.8 1.5 1.6 Number of Traders in Each Category Total Traders: 24 4 6 . . 0 0 . 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 22,026 Positions 10,012 3,704 22 1,072 118 0 7,538 11,370 429 795 1,562 0 2,158 4,821 Changes from: October 21, 2014 Total Change is: 712 692 20 18 -6 0 0 -297 1,444 -62 5 -200 0 362 -508 Percent of Open Interest Represented by Each Category of Trader 45.5 16.8 0.1 4.9 0.5 0.0 34.2 51.6 1.9 3.6 7.1 0.0 9.8 21.9 Number of Traders in Each Category Total Traders: 62 5 6 . . . 0 14 19 . 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 59,063 Positions 23,977 29,528 848 4,788 2,482 334 17,444 10,070 1,521 3,526 4,532 460 6,167 9,289 Changes from: October 21, 2014 Total Change is: 1,666 -2,558 1,742 193 276 -187 10 5,292 350 -1,358 -213 483 31 -5 403 Percent of Open Interest Represented by Each Category of Trader 40.6 50.0 1.4 8.1 4.2 0.6 29.5 17.0 2.6 6.0 7.7 0.8 10.4 15.7 Number of Traders in Each Category Total Traders: 100 18 12 . 9 . 4 22 18 10 10 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 118,126 Positions 47,953 59,056 1,696 9,575 4,963 668 34,888 20,140 3,042 7,051 9,064 919 12,334 18,578 Changes from: October 21, 2014 Total Change is: 3,333 -5,116 3,484 386 551 -374 20 10,583 699 -2,717 -426 966 62 -10 807 Percent of Open Interest Represented by Each Category of Trader 40.6 50.0 1.4 8.1 4.2 0.6 29.5 17.0 2.6 6.0 7.7 0.8 10.4 15.7 Number of Traders in Each Category Total Traders: 100 18 12 . 9 . 4 22 18 10 10 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 955,705 Positions 41,523 149,339 49,241 317,160 128,807 52,400 91,350 193,251 190,794 42,542 44,609 34,297 136,397 112,967 Changes from: October 21, 2014 Total Change is: 29,409 -645 9,077 5,771 3,782 76 54 4,179 -3,796 18,038 -85 2,765 819 -2,504 -3,395 Percent of Open Interest Represented by Each Category of Trader 4.3 15.6 5.2 33.2 13.5 5.5 9.6 20.2 20.0 4.5 4.7 3.6 14.3 11.8 Number of Traders in Each Category Total Traders: 638 29 38 34 127 61 81 93 146 122 65 79 68 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 234,281 Positions 25,330 50,700 5,343 60,186 29,216 3,731 11,968 14,701 50,307 11,688 9,093 12,287 53,441 58,903 Changes from: October 21, 2014 Total Change is: 12,046 1,568 2,093 866 2,052 -319 562 687 2,119 6,435 71 2,142 469 -665 -2,322 Percent of Open Interest Represented by Each Category of Trader 10.8 21.6 2.3 25.7 12.5 1.6 5.1 6.3 21.5 5.0 3.9 5.2 22.8 25.1 Number of Traders in Each Category Total Traders: 105 10 10 7 17 9 10 16 22 35 9 12 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 3,607,120 Positions 222,021 634,249 78,435 1,327,500 540,585 200,717 473,825 969,663 625,522 156,059 179,370 108,262 414,779 270,317 Changes from: October 21, 2014 Total Change is: 86,819 -5,037 40,948 18,500 21,848 15,176 -15,741 33,761 -13,273 41,714 -1,744 2,151 2,710 -9,192 -5,366 Percent of Open Interest Represented by Each Category of Trader 6.2 17.6 2.2 36.8 15.0 5.6 13.1 26.9 17.3 4.3 5.0 3.0 11.5 7.5 Number of Traders in Each Category Total Traders: 609 30 35 27 121 60 74 94 136 114 62 71 62 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 105,373 Positions 20,915 30,880 178 41,272 49,896 2,414 13,789 16,426 640 822 401 0 25,343 4,538 Changes from: October 21, 2014 Total Change is: -3,536 -4,334 -171 35 1,106 -4,192 31 -1,032 1,432 226 42 -305 0 390 -592 Percent of Open Interest Represented by Each Category of Trader 19.8 29.3 0.2 39.2 47.4 2.3 13.1 15.6 0.6 0.8 0.4 0.0 24.1 4.3 Number of Traders in Each Category Total Traders: 90 9 9 . 34 13 12 10 11 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 70,123 Positions 4,719 38,409 954 31,895 6,347 847 16,367 10,179 3,755 1,927 3,340 813 8,845 5,480 Changes from: October 21, 2014 Total Change is: 2,055 183 1,517 175 8 -179 -61 -277 -439 879 274 212 203 672 -251 Percent of Open Interest Represented by Each Category of Trader 6.7 54.8 1.4 45.5 9.1 1.2 23.3 14.5 5.4 2.7 4.8 1.2 12.6 7.8 Number of Traders in Each Category Total Traders: 226 18 22 6 31 19 11 46 40 24 17 31 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 350,615 Positions 23,597 192,045 4,768 159,474 31,735 4,237 81,837 50,894 18,773 9,637 16,698 4,066 44,226 27,398 Changes from: October 21, 2014 Total Change is: 10,277 913 7,585 874 40 -893 -306 -1,383 -2,197 4,397 1,369 1,059 1,015 3,358 -1,257 Percent of Open Interest Represented by Each Category of Trader 6.7 54.8 1.4 45.5 9.1 1.2 23.3 14.5 5.4 2.7 4.8 1.2 12.6 7.8 Number of Traders in Each Category Total Traders: 226 18 22 6 31 19 11 46 40 24 17 31 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 401,822 Positions 131,922 51,656 21,550 113,485 160,200 33,541 70,762 98,635 7,086 6,612 10,862 594 16,270 17,697 Changes from: October 21, 2014 Total Change is: -20,543 -10,806 18,167 -5,199 352 -18,816 831 -6,225 -11,227 98 -385 -111 -30 821 -4,256 Percent of Open Interest Represented by Each Category of Trader 32.8 12.9 5.4 28.2 39.9 8.3 17.6 24.5 1.8 1.6 2.7 0.1 4.0 4.4 Number of Traders in Each Category Total Traders: 272 20 11 4 55 50 25 33 68 15 9 26 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 53,400 Positions 3,830 18,873 0 29,887 0 56 4,082 13,086 50 5,097 997 41 10,357 20,297 Changes from: October 21, 2014 Total Change is: 2,320 1,269 -305 0 2,332 -932 6 527 2,360 50 -399 -216 -8 -1,457 1,365 Percent of Open Interest Represented by Each Category of Trader 7.2 35.3 0.0 56.0 0.0 0.1 7.6 24.5 0.1 9.5 1.9 0.1 19.4 38.0 Number of Traders in Each Category Total Traders: 65 6 7 0 20 0 . 8 14 . 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 88,708 Positions 28,108 16,599 2,867 9,079 524 966 26,942 7,791 1,684 8,868 1,613 40 10,154 56,624 Changes from: October 21, 2014 Total Change is: -6,772 -3,728 -673 403 -568 0 -99 -1,615 1,833 -868 -52 -1,377 -2 -243 -5,989 Percent of Open Interest Represented by Each Category of Trader 31.7 18.7 3.2 10.2 0.6 1.1 30.4 8.8 1.9 10.0 1.8 0.0 11.4 63.8 Number of Traders in Each Category Total Traders: 86 15 9 4 9 . . 31 9 8 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 117,855 Positions 9,917 67,374 499 68,725 29,147 5,267 24,503 7,944 3,129 867 1,005 0 4,948 3,490 Changes from: October 21, 2014 Total Change is: -971 -234 1,479 -548 957 -4,599 -290 -2,103 2,853 136 403 19 0 708 -21 Percent of Open Interest Represented by Each Category of Trader 8.4 57.2 0.4 58.3 24.7 4.5 20.8 6.7 2.7 0.7 0.9 0.0 4.2 3.0 Number of Traders in Each Category Total Traders: 104 8 12 . 38 19 14 12 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 339,606 Positions 57,569 167,622 2,379 108,063 61,716 49,819 88,929 43,874 1,950 15,500 8,835 1,068 14,329 2,343 Changes from: October 21, 2014 Total Change is: 519 4,970 -3,299 -1,166 -1,520 3,884 -1,821 -183 5,168 -13 774 -2,346 -349 -173 461 Percent of Open Interest Represented by Each Category of Trader 17.0 49.4 0.7 31.8 18.2 14.7 26.2 12.9 0.6 4.6 2.6 0.3 4.2 0.7 Number of Traders in Each Category Total Traders: 207 21 18 7 52 29 30 37 16 8 22 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 947,419 Positions 10,344 100,341 21,098 421,536 150,526 128,552 88,859 214,480 71,617 17,052 71,077 6,872 181,489 182,858 Changes from: October 21, 2014 Total Change is: -99,107 -3,616 11,335 -17,962 7,017 -20,241 -14,590 -16,162 14,263 -42,432 -419 -8,496 -7,432 -3,511 -13,551 Percent of Open Interest Represented by Each Category of Trader 1.1 10.6 2.2 44.5 15.9 13.6 9.4 22.6 7.6 1.8 7.5 0.7 19.2 19.3 Number of Traders in Each Category Total Traders: 174 7 18 12 34 34 37 30 34 41 10 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 511,624 Positions 27,644 75,458 522 256,118 42,395 79,143 18,509 201,567 7,543 5,610 7,002 60 116,475 97,935 Changes from: October 21, 2014 Total Change is: -5,128 2,322 6,142 140 2,262 1,363 -8,112 -2,454 -130 -1,493 0 0 0 2,206 -3,038 Percent of Open Interest Represented by Each Category of Trader 5.4 14.7 0.1 50.1 8.3 15.5 3.6 39.4 1.5 1.1 1.4 0.0 22.8 19.1 Number of Traders in Each Category Total Traders: 82 . 9 4 40 10 25 5 12 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 1,432,324 Positions 107,682 213,215 4,125 252,315 515,760 89,313 646,692 215,492 68,515 138,313 173,988 15,617 109,752 136,301 Changes from: October 21, 2014 Total Change is: -52,980 12,008 21,598 -17,751 -21,605 6,839 -11,380 -1,336 -44,592 -6,570 -1,002 2,214 -4,678 -665 1,340 Percent of Open Interest Represented by Each Category of Trader 7.5 14.9 0.3 17.6 36.0 6.2 45.1 15.0 4.8 9.7 12.1 1.1 7.7 9.5 Number of Traders in Each Category Total Traders: 268 15 31 8 39 48 40 49 26 34 22 38 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 3,267,312 Positions 101,915 144,305 176,769 1,004,388 831,322 420,081 486,171 585,950 345,603 292,405 182,576 104,655 335,325 476,052 Changes from: October 21, 2014 Total Change is: -405,358 484 -16,045 -132,018 -84,863 4,561 -7,597 30,537 -25,404 -162,935 -3,014 982 -42,596 -3,356 -24,306 Percent of Open Interest Represented by Each Category of Trader 3.1 4.4 5.4 30.7 25.4 12.9 14.9 17.9 10.6 8.9 5.6 3.2 10.3 14.6 Number of Traders in Each Category Total Traders: 380 23 32 43 40 81 68 61 59 81 26 58 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 2,198,298 Positions 88,316 129,783 89,590 479,927 511,089 346,629 478,853 206,199 245,250 130,999 226,703 53,239 285,495 389,816 Changes from: October 21, 2014 Total Change is: -112,409 12,465 -7,499 -32,432 -23,620 13,766 -10,065 7,785 -434 -63,161 2,719 -30,907 -4,162 -1,937 22,487 Percent of Open Interest Represented by Each Category of Trader 4.0 5.9 4.1 21.8 23.2 15.8 21.8 9.4 11.2 6.0 10.3 2.4 13.0 17.7 Number of Traders in Each Category Total Traders: 276 16 27 25 37 44 47 58 45 49 15 34 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 660,874 Positions 269,107 147,745 185,894 0 8,859 14,282 6,728 103,570 94,815 17,857 12,200 34,396 37,795 59,112 Changes from: October 21, 2014 Total Change is: 26,307 18,144 4,150 5,822 0 717 -477 -2,997 15,106 8,598 737 2,237 -4,637 1,117 -5,209 Percent of Open Interest Represented by Each Category of Trader 40.7 22.4 28.1 0.0 1.3 2.2 1.0 15.7 14.3 2.7 1.8 5.2 5.7 8.9 Number of Traders in Each Category Total Traders: 96 14 26 27 0 . . 8 31 23 . 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 is18,991,086 Positions 2,269,044 1,907,188 4,187,037 914,997 808,258 493,426 1,401,824 1,288,101 7,254,791 364,426 609,524 1,175,555 929,986 1,267,206 Changes from: October 21, 2014 Total Change is: 547,301 -95,983 228,868 4,089 294,450 55,421 17,832 58,230 35,313 174,987 40,573 -15,480 -6,278 59,402 52,548 Percent of Open Interest Represented by Each Category of Trader 11.9 10.0 22.0 4.8 4.3 2.6 7.4 6.8 38.2 1.9 3.2 6.2 4.9 6.7 Number of Traders in Each Category Total Traders: 323 23 68 89 11 32 33 42 91 113 6 46 38 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 52,106 Positions 34,834 5,522 0 7,396 12,340 4,925 4,113 19,890 55 620 9,152 0 163 222 Changes from: October 21, 2014 Total Change is: 396 346 523 0 -3 -1,109 10 260 716 3 -216 229 0 -4 24 Percent of Open Interest Represented by Each Category of Trader 66.9 10.6 0.0 14.2 23.7 9.5 7.9 38.2 0.1 1.2 17.6 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 47 6 8 0 . 10 . 4 8 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 52,660 Positions 40,921 16,076 0 0 13,340 948 7,198 9,001 2,831 525 10,145 0 237 319 Changes from: October 21, 2014 Total Change is: 1,731 -395 1,097 0 0 126 -3 1,845 529 -8 220 -8 0 72 -2 Percent of Open Interest Represented by Each Category of Trader 77.7 30.5 0.0 0.0 25.3 1.8 13.7 17.1 5.4 1.0 19.3 0.0 0.5 0.6 Number of Traders in Each Category Total Traders: 49 4 6 0 0 15 . 8 7 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 80,143 Positions 16,021 56,099 885 8,629 0 202 26,169 18,213 2,380 14,915 266 596 10,345 1,501 Changes from: October 21, 2014 Total Change is: -946 262 -98 4 -1,528 0 20 -618 -926 48 742 56 165 -42 -216 Percent of Open Interest Represented by Each Category of Trader 20.0 70.0 1.1 10.8 0.0 0.3 32.7 22.7 3.0 18.6 0.3 0.7 12.9 1.9 Number of Traders in Each Category Total Traders: 157 9 . . 16 0 . 42 13 12 69 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 355,595 Positions 53,274 103,345 38,970 9,418 21,523 48,733 94,637 35,868 53,069 12,314 6,630 24,489 20,691 22,968 Changes from: October 21, 2014 Total Change is: -66,454 -23,903 -26,622 -7,182 -5,915 3,831 -4,458 -6,579 -15,818 -9,887 -1,945 -1,357 -3,056 -3,529 -1,905 Percent of Open Interest Represented by Each Category of Trader 15.0 29.1 11.0 2.6 6.1 13.7 26.6 10.1 14.9 3.5 1.9 6.9 5.8 6.5 Number of Traders in Each Category Total Traders: 191 14 20 22 10 18 13 40 44 53 11 14 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 28, 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 12,503 Positions 0 3,138 0 3,135 628 794 7,953 5,831 350 25 1,750 0 246 12 Changes from: October 21, 2014 Total Change is: 1,444 0 0 0 -5 0 17 1,399 537 43 0 850 0 -10 -3 Percent of Open Interest Represented by Each Category of Trader 0.0 25.1 0.0 25.1 5.0 6.4 63.6 46.6 2.8 0.2 14.0 0.0 2.0 0.1 Number of Traders in Each Category Total Traders: 21 0 . 0 4 . . 6 6 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 31, 2014